coding-schemes.fpml.category-anonymous-execution-1-0.xml Maven / Gradle / Ivy

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<?xml version="1.0" encoding="UTF-8"?>
<gcl:CodeList xmlns:gcl="http://xml.genericode.org/2004/ns/CodeList/0.2/" xmlns:doc="http://www.fpml.org/coding-scheme/documentation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://xml.genericode.org/2004/ns/CodeList/0.2/ CodeList.xsd">
   <Annotation>
      <Description>
         <doc:definition>Contains a flag for when a trade is being executed anonymously in a Swap
			Execution Facility (SEF). It is meant to cover the requirement under CFTC 37.9(d)
			https://www.cftc.gov/sites/default/files/2020/07/2020-14343a.pdf known as the PTNGU
			(Post-Trade Name Give-Up) Rule. The rule requires that trades executed anonymously on a
			SEF e.g. CLOB trades be guaranteed anonymity post-trade. Therefore the SEF requires the
			ability to flag a trade as executed anonymously so that anonymity is guaranteed
			throughout the workflow. Although the source of the trade is known, the SEF, not all
			trades executed on the SEF will be flagged as anonymous. Therefore this needs to be
			specified on a trade-by-trade basis.</doc:definition>
         <doc:publicationDate>2020-12-14</doc:publicationDate>
      </Description>
   </Annotation>
   <Identification>
      <ShortName>categoryScheme</ShortName>
      <Version>1-0</Version>
      <CanonicalUri>http://www.fpml.org/coding-scheme/category-anonymous-execution</CanonicalUri>
      <CanonicalVersionUri>http://www.fpml.org/coding-scheme/category-anonymous-execution-1-0</CanonicalVersionUri>
      <LocationUri>http://www.fpml.org/coding-scheme/category-anonymous-execution-1-0.xml</LocationUri>
   </Identification>
   <ColumnSet>
      <Column Id="Code" Use="required">
         <ShortName>Code</ShortName>
         <Data Type="token">
            <Parameter ShortName="maxLength">63</Parameter>
         </Data>
      </Column>
      <Column Id="Source" Use="optional">
         <ShortName>Source</ShortName>
         <Data Type="string"/>
      </Column>
      <Column Id="Description" Use="optional">
         <ShortName>Description</ShortName>
         <Data Type="string"/>
      </Column>
      <Key Id="PrimaryKey">
         <ShortName>key</ShortName>
         <ColumnRef Ref="Code"/>
      </Key>
   </ColumnSet>
   <SimpleCodeList>
      <Row>
         <Value>
            <SimpleValue>Anonymous</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>The counterparty to the trade is not being disclosed.</SimpleValue>
         </Value>
      </Row>
      <Row>
         <Value>
            <SimpleValue>Disclosed</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>FpML</SimpleValue>
         </Value>
         <Value>
            <SimpleValue>The counterparty to the trade is being disclosed.</SimpleValue>
         </Value>
      </Row>
   </SimpleCodeList>
</gcl:CodeList>