Message structure:OTC notification - positionBalanceSettlements (otcd.ntf.001.01)

OTC notification - positionBalanceSettlements

KDPWDocument - KDPW system message(element)

Description KDPW system message
Type KDPWDocument
Attributes


GnlInf - General information(element)

Description General information
Type GeneralInformation
Attributes


MsgData - OTC instruction details(element)

Description OTC instruction details
Type MsgData
Attributes minOccurs=0


otcd.ntf.001.01 - OTC notification - positionBalanceSettlements(element)

Description OTC notification - positionBalanceSettlements
Type otcd.ntf.001.01
Attributes
maxOccurs=unbounded

SndrMsgRef - Sender message identifier(element)

Description Sender message identifier
Type Max16Text
Attributes


FuncOfMsg - Function of message(element)

Description Function of message
Type FunctionOfMessage
Attributes


CreDtTm - Message creation date(element)

Description Message creation date
Type DateAndDateTimeChoice
Attributes minOccurs=0


SeqNb - Notification sequential number(element)

Description Notification sequential number
Type NumberLong
Attributes


NtfTp - Notification type(element)

Description Notification type
Type Max35Text
Attributes


Dt - Date(element)

Description Date
Type ISODate
Attributes


DtTm - Date and time(element)

Description Date and time
Type ISODateTime
Attributes


contents - (element)

Description
Type contents
Attributes


content - (element)

Description
Type positionBalanceSettlements
Attributes
maxOccurs=unbounded

coupon - (element)

Description The value of any coupon payments due today
Type xmlAmount
Attributes


externalAccountId - (element)

Description The External PB Account identifier used by the Participant
Type xs:string
Attributes


initialMargin - (element)

Description The Initial Margin for this account
Type xmlAmount
Attributes minOccurs=0


pai - (element)

Description The Price Alignment Interest due today
Type xmlAmount
Attributes


participant - (element)

Description The Clearing Member identifier for the PB Account Format: Alphanumeric String, length 4
Type xs:string
Attributes


positionAccounts - (element)

Description A list of PositionAccountSettlements records for each PA account under this PB account.
Type
Attributes minOccurs=0


settlements - (element)

Description The settlement details for this PA account
Type positionAccountSettlements
Attributes minOccurs=0
maxOccurs=unbounded

settlementAdjustments - (element)

Description A collection of key/value pairs detailing any settlement adjustments for that day.
Type
Attributes


entry - (element)

Description Represents the amount of any settlement adjustment for this type of adjustments. The amount is the sum of all adjustments of that type for this clearing member for this day
Type
Attributes minOccurs=0
maxOccurs=unbounded

key - (element)

Description The type of adjustment
Type xs:string
Attributes minOccurs=0


value - (element)

Description The value of the adjustments for this type on this day for this clearing member
Type amount
Attributes minOccurs=0


settlementAmount - (element)

Description The Settlement Amount for this account. The Settlement amount is the sum of: • Variation Margin • Coupon • PAI • Any Settlement Adjustments These components are summed at full precision to calculate this value. The sum of the rounded component values may not be identical to this value. This is the official value to be used for settlement, the component values are provided for information purposes only.
Type xmlAmount
Attributes


totalSettlementAdjustments - (element)

Description The total value of any settlementAdjustments. If no settlement adjustments are present then the value will be 0.0
Type xmlAmount
Attributes


valueDate - (element)

Description The value date of the system at the time that the Settlements message was generated
Type kasmDate
Attributes


variationMargin - (element)

Description The Variation Margin for this account
Type xmlAmount
Attributes


currency - (element)

Description
Type xs:string
Attributes minOccurs=0


originalAmounts - (element)

Description
Type
Attributes minOccurs=0


amount - (element)

Description
Type xmlAmount
Attributes minOccurs=0
maxOccurs=unbounded

style - (element)

Description
Type amountStyle
Attributes minOccurs=0


value - (element)

Description
Type xs:string
Attributes minOccurs=0


participant - (element)

Description The Clearing Member identifier for the PA Account Format: Alphanumeric String, length 4
Type xs:string
Attributes


externalAccountId - (element)

Description The External PA Account identifier used by the Participant Format: Alphanumeric String
Type xs:string
Attributes


initialMargin - (element)

Description The Initial Margin for this account
Type xmlAmount
Attributes minOccurs=0


numberOfTrades - (element)

Description The number of trades that are booked to this Position Account
Type xs:int
Attributes


currency - (element)

Description The currency this amount is denominated in
Type xs:string
Attributes minOccurs=0


originalAmounts - (element)

Description The original amounts used to calculate this amount.
Type
Attributes minOccurs=0


amount - (element)

Description
Type xmlAmount
Attributes minOccurs=0
maxOccurs=unbounded

style - (element)

Description The amount style: • NUMBER (DEFAULT - A simple number) • CURRENCY (A currency denominated value) • PERCENTAGE (A percentage value)
Type amountStyle
Attributes minOccurs=0


value - (element)

Description The value of this amount
Type xs:double
Attributes


Code4Text - Qualifier, code(simple type)

Description Qualifier, code
Type Derivative of type: xs:string
Attributes


FunctionOfMessage - Function of message(simple type)

Description Function of message
Type Derivative of type: xs:string
Attributes


ISODate - Date(simple type)

Description Date
Type Derivative of type: xs:date
Attributes


ISODateTime - Date and time(simple type)

Description Date and time
Type Derivative of type: xs:dateTime
Attributes


KDPWMemberIdentifier - KDPW member identifier(simple type)

Description KDPW member identifier
Type Derivative of type: xs:string
Attributes


Max16Text - Maximum 16 characters text(simple type)

Description Maximum 16 characters text
Type Derivative of type: xs:string
Attributes


Max35Text - Maximum 35 characters text(simple type)

Description Maximum 35 characters text
Type Derivative of type: xs:string
Attributes


NumberLong - Number in long data type(simple type)

Description Number in long data type
Type Derivative of type: xs:long
Attributes


amountStyle - (simple type)

Description
Type Derivative of type: xs:string
Attributes


kasmDate - (simple type)

Description
Type Derivative of type: xs:string
Attributes


otcd.ntf.001.01 - OTC instruction(complex type)

Description OTC instruction
Component elements GnlInf
MsgData
Attributes


KDPWDocument - KDPW system message(complex type)

Description KDPW system message
Component elements otcd.ntf.001.01
Attributes


GeneralInformation - General information(complex type)

Description General information
Component elements SndrMsgRef
FuncOfMsg
CreDtTm
SeqNb
NtfTp
Attributes


DateAndDateTimeChoice - Date and time(complex type)

Description Date and time
Component elements Dt
DtTm
Attributes


MsgData - OTC market processing notification(complex type)

Description OTC market processing notification
Component elements contents
Attributes


contents - (complex type)

Description
Component elements content
Attributes


positionBalanceSettlements - (complex type)

Description The Settlements broadcast (E.1) is sent as an ExternalNotification to: • Each Clearing Member, containing every Position Balance (PB) account that they own • To kdpw_stream containing every Position Balance (PB) account in the system As the ExternalNotiifcation message can contain many entities, there will be a single E.1 broadcast, each broadcast containing many PositionBalanceSettlements records.
Component elements coupon
externalAccountId
initialMargin
pai
participant
positionAccounts
settlementAdjustments
settlementAmount
totalSettlementAdjustments
valueDate
variationMargin
Attributes


kasmType - (complex type)

Description
Component elements
Attributes


xmlAmount - (complex type)

Description
Component elements currency
originalAmounts
style
value
Attributes


positionAccountSettlements - (complex type)

Description
Component elements participant
externalAccountId
initialMargin
numberOfTrades
Attributes


amount - (complex type)

Description An Amount can be treated as a Number, Currency or Percentage.
Component elements currency
originalAmounts
style
value
Attributes