complexType SIIPositionType
diagram index_p1861.png
namespace http://www.fundsxml.org/XMLSchema/3.2
children InstrumentCIC EconomicArea InstrumentCode GroupID InstrumentName Valuation InterestRateInstrumentCharacteristics CreditRiskData Securitisation SubordinatedDebt HedgingRolling DerivativeOrConvertible Analytics LookThroughISIN ContributionToSCR QRTPositionInformation
used by
element TripartiteTemplateSolvencyIIType/Positions/Position
source <xs:complexType name="SIIPositionType">
 
<xs:sequence>
   
<xs:element name="InstrumentCIC" type="CICCodeType">
     
<xs:annotation>
       
<xs:documentation xml:lang="en">A12 - Instrument type. E.g. Equity, bond, option, swap,...
CIC codification used.
</xs:documentation>
     
</xs:annotation>
   
</xs:element>
   
<xs:element name="EconomicArea" type="EconomicAreaType" minOccurs="0">
     
<xs:annotation>
       
<xs:documentation xml:lang="en">A13 - Economic area code of quotation country:
0 non listed
1 EEA
2 OECD non EEA
3 non OECD
</xs:documentation>
     
</xs:annotation>
   
</xs:element>
   
<xs:element name="InstrumentCode" type="SIISecurityCodificationType">
     
<xs:annotation>
       
<xs:documentation xml:lang="en">A15 14 - Use ISIN, CUSIP, BLOOMBERG etc.  or internal code. See CodificationSystem.
ISIN Preferred when available.
</xs:documentation>
     
</xs:annotation>
   
</xs:element>
   
<xs:element name="GroupID" type="xs:string" minOccurs="0">
     
<xs:annotation>
       
<xs:documentation>A16 - Grouping code for operations on multi-leg instruments.
Useless for single-leg positions.
</xs:documentation>
     
</xs:annotation>
   
</xs:element>
   
<xs:element name="InstrumentName" type="xs:string">
     
<xs:annotation>
       
<xs:documentation xml:lang="en">A17</xs:documentation>
     
</xs:annotation>
   
</xs:element>
   
<xs:element name="Valuation">
     
<xs:annotation>
       
<xs:documentation xml:lang="en">Valuation characteristics and
Position market value(s).
</xs:documentation>
     
</xs:annotation>
     
<xs:complexType>
       
<xs:sequence>
         
<xs:element name="AssetOrLiability" minOccurs="0">
           
<xs:annotation>
             
<xs:documentation>A17b - Asset/Liability identification if needed
"A" or "L" or blank if values are directional values.
"NA" or blank if not used
</xs:documentation>
           
</xs:annotation>
           
<xs:simpleType>
             
<xs:restriction base="xs:string">
               
<xs:enumeration value="A"/>
               
<xs:enumeration value="L"/>
               
<xs:enumeration value="NA"/>
             
</xs:restriction>
           
</xs:simpleType>
         
</xs:element>
         
<xs:element name="Quantity" type="xs:decimal" minOccurs="0">
           
<xs:annotation>
             
<xs:documentation xml:lang="en">A18 - Quantity of Instrument in Position.
1 for OTC.
Not reported if A19 is reported  ?????
</xs:documentation>
           
</xs:annotation>
         
</xs:element>
         
<xs:element name="TotalNominalValueQC" type="xs:decimal">
           
<xs:annotation>
             
<xs:documentation xml:lang="en">A19 - In QuotationCurrency.
= Quantity * Nominal Unit Amount
</xs:documentation>
           
</xs:annotation>
         
</xs:element>
         
<xs:element name="ContractSize" type="xs:decimal" minOccurs="0">
           
<xs:annotation>
             
<xs:documentation xml:lang="en">A20 - Only for futures and options.
The way the contract size is defined varies according with the type of instrument. See EIOPA definition (QRT 0801)
</xs:documentation>
           
</xs:annotation>
         
</xs:element>
         
<xs:element name="QuotationCurrency" type="ISOCurrencyCodeType">
           
<xs:annotation>
             
<xs:documentation xml:lang="en">A21 - Instrument quotation currency (A)</xs:documentation>
           
</xs:annotation>
         
</xs:element>
         
<xs:element name="MarketValueQC" type="xs:decimal">
           
<xs:annotation>
             
<xs:documentation xml:lang="en">A22 - Amount in QuotationCurrency (A)
including accrued coupon.
(Dirty value)
</xs:documentation>
           
</xs:annotation>
         
</xs:element>
         
<xs:element name="CleanValueQC" type="xs:decimal">
           
<xs:annotation>
             
<xs:documentation xml:lang="en">A23 - Market value in QuotationCurrency
not including accrued income.
</xs:documentation>
           
</xs:annotation>
         
</xs:element>
         
<xs:element name="AccruedIncomeQC" type="xs:decimal" minOccurs="0">
           
<xs:annotation>
             
<xs:documentation>A125 - Accrued interest in QuotationCurrency.
Generally equals to: MarketValueQC - CleanValueQC
</xs:documentation>
           
</xs:annotation>
         
</xs:element>
         
<xs:element name="MarketValuePC" type="xs:decimal">
           
<xs:annotation>
             
<xs:documentation xml:lang="en">A24 - Amount in PortfolioCurrency (B) including accrued coupon.
(Dirty value)
</xs:documentation>
           
</xs:annotation>
         
</xs:element>
         
<xs:element name="CleanValuePC" type="xs:decimal">
           
<xs:annotation>
             
<xs:documentation xml:lang="en">A25 - Market value in PortfolioCurrency
not including accrued interest
</xs:documentation>
           
</xs:annotation>
         
</xs:element>
         
<xs:element name="AccruedIncomePC" type="xs:decimal" minOccurs="0">
           
<xs:annotation>
             
<xs:documentation>A126 - Accrued interest in PortfolioCurrency.
Generally equals to: MarketValuePC - CleanValuePC
</xs:documentation>
           
</xs:annotation>
         
</xs:element>
         
<xs:element name="PositionWeight" type="xs:decimal">
           
<xs:annotation>
             
<xs:documentation>A26 - MarketValuePC in percentage
of TotalNetAssets (including liquidity)
50%=0.5
</xs:documentation>
           
</xs:annotation>
         
</xs:element>
         
<xs:element name="MarketExposureQC" type="xs:decimal" minOccurs="0">
           
<xs:annotation>
             
<xs:documentation xml:lang="en">A27 - MarketExposure in QuotationCurrency (A).
Different from MarketValueQC for derivatives:
valuation of the equivalent position on the underlying asset.
</xs:documentation>
           
</xs:annotation>
         
</xs:element>
         
<xs:element name="MarketExposurePC" type="xs:decimal" minOccurs="0">
           
<xs:annotation>
             
<xs:documentation xml:lang="en">A28 - MarketExposure in PortfolioCurrency (B).
Different from MarketValuePC for derivatives:
valuation of the equivalent position on the underlying asset.
</xs:documentation>
           
</xs:annotation>
         
</xs:element>
         
<xs:element name="MarketExposureWeight" type="xs:decimal" minOccurs="0">
           
<xs:annotation>
             
<xs:documentation xml:lang="en">A30 - MarketExposurePC
as percentage of TotalNetAssets.
1.2% = 0.012
</xs:documentation>
           
</xs:annotation>
         
</xs:element>
         
<xs:element name="MarketExposureUC" type="xs:decimal" minOccurs="0">
           
<xs:annotation>
             
<xs:documentation>A29 - %Market exposure in QuotationCurrency (C)
of underlying asset
</xs:documentation>
           
</xs:annotation>
         
</xs:element>
         
<xs:element name="MarketExposureUCWeight" type="xs:decimal" minOccurs="0">
           
<xs:annotation>
             
<xs:documentation xml:lang="en">A31 - MarketExposureUC converted in PC, in percentage in percentage of TotalNetAssets.
2.7% = 0.027
</xs:documentation>
           
</xs:annotation>
         
</xs:element>
       
</xs:sequence>
     
</xs:complexType>
   
</xs:element>
   
<xs:element name="InterestRateInstrumentCharacteristics" minOccurs="0">
     
<xs:annotation>
       
<xs:documentation xml:lang="en">Detailed characteristics for interest rate instruments.</xs:documentation>
     
</xs:annotation>
     
<xs:complexType>
       
<xs:sequence>
         
<xs:sequence minOccurs="0">
           
<xs:element name="RateType">
             
<xs:annotation>
               
<xs:documentation xml:lang="en">A32 - Type of interest rate:
"Fixed" (fixe), "Variable" (révisable), "Floating" (variable)
</xs:documentation>
             
</xs:annotation>
             
<xs:simpleType>
               
<xs:restriction base="xs:string">
                 
<xs:enumeration value="Fixed"/>
                 
<xs:enumeration value="Variable"/>
                 
<xs:enumeration value="Floating"/>
               
</xs:restriction>
             
</xs:simpleType>
           
</xs:element>
           
<xs:element name="CouponRate" type="PercentageType">
             
<xs:annotation>
               
<xs:documentation xml:lang="en">A33 - Next annual coupon rate in percentage
(known, or estimated for Floating).
3.5% has to be written "3.5"
</xs:documentation>
             
</xs:annotation>
           
</xs:element>
           
<xs:element name="VariableRate" minOccurs="0">
             
<xs:annotation>
               
<xs:documentation xml:lang="en">For Floating/Variable rate bond.</xs:documentation>
             
</xs:annotation>
             
<xs:complexType>
               
<xs:sequence>
                 
<xs:element name="IndexID" type="CodificationType">
                   
<xs:annotation>
                     
<xs:documentation xml:lang="en">A35 34  - Identification of index used as reference for Floating/Variable rate bond.
CodificationSystem omitted if internal codification is used.
</xs:documentation>
                   
</xs:annotation>
                 
</xs:element>
                 
<xs:element name="IndexName" type="xs:string">
                   
<xs:annotation>
                     
<xs:documentation>A36 - Name of Index</xs:documentation>
                   
</xs:annotation>
                 
</xs:element>
                 
<xs:element name="Margin" type="PercentageType">
                   
<xs:annotation>
                     
<xs:documentation xml:lang="en">A37 - Annual additive margin in percentage.
e.g. -0.5% should be written as "-0.5"
</xs:documentation>
                   
</xs:annotation>
                 
</xs:element>
               
</xs:sequence>
             
</xs:complexType>
           
</xs:element>
           
<xs:element name="CouponFrequency" type="SIICouponFrequencyType">
             
<xs:annotation>
               
<xs:documentation xml:lang="en">A38 - Coupon payment frequency as number of coupons per year
0 = other case than
1= annual
2= biannual
4= quarterly
12= monthly
</xs:documentation>
             
</xs:annotation>
           
</xs:element>
         
</xs:sequence>
         
<xs:element name="EffectiveDateOfInstrument" type="xs:date" minOccurs="0">
           
<xs:annotation>
             
<xs:documentation xml:lang="en">A63 - Start date to accrue interest.</xs:documentation>
           
</xs:annotation>
         
</xs:element>
         
<xs:element name="Redemption" type="RedemptionType">
           
<xs:annotation>
             
<xs:documentation xml:lang="en">A39 40 41 - Redemption details</xs:documentation>
           
</xs:annotation>
         
</xs:element>
         
<xs:element name="EmbeddedOption" minOccurs="0">
           
<xs:annotation>
             
<xs:documentation xml:lang="en">To be used only for a
callable / putable bond.
The embedded option is described only for the first option date to come.
</xs:documentation>
           
</xs:annotation>
           
<xs:complexType>
             
<xs:sequence>
               
<xs:element name="CallPutType">
                 
<xs:annotation>
                   
<xs:documentation xml:lang="en">A42 - For callable (C) or putable (P) bond. "B" if both</xs:documentation>
                 
</xs:annotation>
                 
<xs:simpleType>
                   
<xs:restriction base="xs:string">
                     
<xs:minLength value="1"/>
                     
<xs:maxLength value="1"/>
                     
<xs:enumeration value="C"/>
                     
<xs:enumeration value="P"/>
                     
<xs:enumeration value="B"/>
                   
</xs:restriction>
                 
</xs:simpleType>
               
</xs:element>
               
<xs:element name="CallPutDate" type="xs:date">
                 
<xs:annotation>
                   
<xs:documentation xml:lang="en">A43 - Date of first Call / Put option to come.</xs:documentation>
                 
</xs:annotation>
               
</xs:element>
               
<xs:element name="OptionDirection">
                 
<xs:annotation>
                   
<xs:documentation xml:lang="en">A44 - Option at the discretion of issuer(I) or bearer(B). "O" if both are possible.</xs:documentation>
                 
</xs:annotation>
                 
<xs:simpleType>
                   
<xs:restriction base="xs:string">
                     
<xs:minLength value="1"/>
                     
<xs:maxLength value="1"/>
                     
<xs:enumeration value="I"/>
                     
<xs:enumeration value="B"/>
                     
<xs:enumeration value="O"/>
                   
</xs:restriction>
                 
</xs:simpleType>
               
</xs:element>
               
<xs:element name="StrikePrice" type="xs:decimal">
                 
<xs:annotation>
                   
<xs:documentation xml:lang="en">A45 - Strike price of first optional Call / Put as a percentage of nominal amount.
95%=0.95
</xs:documentation>
                 
</xs:annotation>
               
</xs:element>
             
</xs:sequence>
           
</xs:complexType>
         
</xs:element>
         
<xs:element name="ValuationYieldCurve" minOccurs="0">
           
<xs:annotation>
             
<xs:documentation>Specific data in case no yield curve of reference is available (e.g. for developing countries or BRICS)</xs:documentation>
           
</xs:annotation>
           
<xs:complexType>
             
<xs:sequence>
               
<xs:element name="Yield" type="xs:decimal">
                 
<xs:annotation>
                   
<xs:documentation>A129 - Valuation Yield of the interest rate instrument
****Is 3.5% coded as 3.5 or 0.035?
</xs:documentation>
                 
</xs:annotation>
               
</xs:element>
               
<xs:element name="Spread" type="xs:decimal">
                 
<xs:annotation>
                   
<xs:documentation>A130 - Issuer spread calculated from Z coupon IRS curve of quotation currency
****Is 0.5% coded as 0.5 or 0.005?
</xs:documentation>
                 
</xs:annotation>
               
</xs:element>
             
</xs:sequence>
           
</xs:complexType>
         
</xs:element>
       
</xs:sequence>
     
</xs:complexType>
   
</xs:element>
   
<xs:element name="CreditRiskData" minOccurs="0">
     
<xs:annotation>
       
<xs:documentation xml:lang="en">A46 to A54 + A57 + A59 - Useless for cash positions.
Mandatory otherwise.
Refers to Counterparty for OTC Derivatives.
Corresponds to TPT block "Issuer data" (A46 to A59)
</xs:documentation>
     
</xs:annotation>
     
<xs:complexType>
       
<xs:complexContent>
         
<xs:extension base="CreditRiskDataType">
           
<xs:sequence>
             
<xs:element name="EconomicSector" type="NACECodeType" minOccurs="0">
               
<xs:annotation>
                 
<xs:documentation xml:lang="en">A54 - Economic sector of instrument issuer.
NACE code mandatory.
Optional for Derivatives or Underlying instruments.
</xs:documentation>
               
</xs:annotation>
             
</xs:element>
             
<xs:element name="Covered">
               
<xs:annotation>
                 
<xs:documentation xml:lang="en">A55 - The instrument is covered ("C") or not ('NC')</xs:documentation>
               
</xs:annotation>
               
<xs:simpleType>
                 
<xs:restriction base="xs:string">
                   
<xs:enumeration value="C"/>
                   
<xs:enumeration value="NC"/>
                 
</xs:restriction>
               
</xs:simpleType>
             
</xs:element>
           
</xs:sequence>
         
</xs:extension>
       
</xs:complexContent>
     
</xs:complexType>
   
</xs:element>
   
<xs:element name="Securitisation" minOccurs="0">
     
<xs:annotation>
       
<xs:documentation>To be used for synthetic Asset Backed Securities (ABS) and other ABS</xs:documentation>
     
</xs:annotation>
     
<xs:complexType>
       
<xs:sequence>
         
<xs:element name="Securitised">
           
<xs:annotation>
             
<xs:documentation>A56 - 0=No
1=Securitisation type 1
2=Securitisation type 2
3= Re-securitisation
</xs:documentation>
           
</xs:annotation>
           
<xs:simpleType>
             
<xs:restriction base="xs:int">
               
<xs:minInclusive value="0"/>
               
<xs:maxInclusive value="3"/>
             
</xs:restriction>
           
</xs:simpleType>
         
</xs:element>
         
<xs:element name="TrancheLevel" type="xs:string" minOccurs="0">
           
<xs:annotation>
             
<xs:documentation>A58b - Seniority</xs:documentation>
           
</xs:annotation>
         
</xs:element>
       
</xs:sequence>
     
</xs:complexType>
   
</xs:element>
   
<xs:element name="SubordinatedDebt" type="YesNoL1Type" minOccurs="0">
     
<xs:annotation>
       
<xs:documentation>A58 - Y/N</xs:documentation>
     
</xs:annotation>
   
</xs:element>
   
<xs:element name="HedgingRolling" type="YesNoL1Type" minOccurs="0">
     
<xs:annotation>
       
<xs:documentation xml:lang="en">A65 - "Y" if a "Systematic roll at maturity" program exists, otherwise "N" if used for hedging but no systematic roll at maturity; missing if not used for Hedging. </xs:documentation>
     
</xs:annotation>
   
</xs:element>
   
<xs:element name="DerivativeOrConvertible" minOccurs="0">
     
<xs:annotation>
       
<xs:documentation xml:lang="en">For Futures or Convertible bonds:
- Characteristics of the option (implicit or explicit).
- Description of underlying instrument.
</xs:documentation>
     
</xs:annotation>
     
<xs:complexType>
       
<xs:sequence>
         
<xs:element name="OptionCharacteristics" minOccurs="0">
           
<xs:annotation>
             
<xs:documentation xml:lang="en">For an Option, description of its characteristincs.
For a convertible bond, description of optional conversion.
Useless for single futures contract.
</xs:documentation>
           
</xs:annotation>
           
<xs:complexType>
             
<xs:sequence>
               
<xs:element name="CallPutType">
                 
<xs:annotation>
                   
<xs:documentation xml:lang="en">A60 - Option type
"Cal"=call
"Put"=put
"Cap"=cap
"Flr"=floor
</xs:documentation>
                 
</xs:annotation>
                 
<xs:simpleType>
                   
<xs:restriction base="xs:string">
                     
<xs:length value="3"/>
                     
<xs:enumeration value="Cal"/>
                     
<xs:enumeration value="Put"/>
                     
<xs:enumeration value="Cap"/>
                     
<xs:enumeration value="Flr"/>
                   
</xs:restriction>
                 
</xs:simpleType>
               
</xs:element>
               
<xs:element name="StrikePrice" type="xs:decimal">
                 
<xs:annotation>
                   
<xs:documentation xml:lang="en">A61 - Strike price of the option in same unit as price of underlying instrument.</xs:documentation>
                 
</xs:annotation>
               
</xs:element>
               
<xs:element name="ConversionRatio" type="xs:decimal">
                 
<xs:annotation>
                   
<xs:documentation xml:lang="en">A62 - Quantity of UnderlyingInstrument obtained for one "Instrument".</xs:documentation>
                 
</xs:annotation>
               
</xs:element>
               
<xs:element name="ExerciseType" minOccurs="0">
                 
<xs:annotation>
                   
<xs:documentation xml:lang="en">A64 - Option style: AMerican, EUropean, ASiatic, BErmudian
Optional for convertibles
</xs:documentation>
                 
</xs:annotation>
                 
<xs:simpleType>
                   
<xs:restriction base="xs:string">
                     
<xs:minLength value="2"/>
                     
<xs:maxLength value="2"/>
                     
<xs:enumeration value="AM"/>
                     
<xs:enumeration value="EU"/>
                     
<xs:enumeration value="AS"/>
                     
<xs:enumeration value="BE"/>
                   
</xs:restriction>
                 
</xs:simpleType>
               
</xs:element>
               
<xs:element name="Convertible" minOccurs="0">
                 
<xs:annotation>
                   
<xs:documentation>Only for Convertible bond.
For pricing using shock modelling.
</xs:documentation>
                 
</xs:annotation>
                 
<xs:complexType>
                   
<xs:sequence>
                     
<xs:element name="BondFloor" type="xs:decimal" minOccurs="0">
                       
<xs:annotation>
                         
<xs:documentation>A127 - Lowest value of a convertible bond expressed in quotation currency, at current issuer spread</xs:documentation>
                       
</xs:annotation>
                     
</xs:element>
                     
<xs:element name="OptionPremium" type="xs:decimal" minOccurs="0">
                       
<xs:annotation>
                         
<xs:documentation>A128 - Premium of the embedded option of a convertible bond in quotation currency.</xs:documentation>
                       
</xs:annotation>
                     
</xs:element>
                   
</xs:sequence>
                 
</xs:complexType>
               
</xs:element>
             
</xs:sequence>
           
</xs:complexType>
         
</xs:element>
         
<xs:element name="UnderlyingInstrument">
           
<xs:complexType>
             
<xs:sequence>
               
<xs:element name="InstrumentCIC" type="CICCodeType">
                 
<xs:annotation>
                   
<xs:documentation xml:lang="en">A67 - Instrument type. E.g. Equity, bond, option, swap,...
CIC codification.
</xs:documentation>
                 
</xs:annotation>
               
</xs:element>
               
<xs:element name="InstrumentCode" type="SIISecurityCodificationType">
                 
<xs:annotation>
                   
<xs:documentation xml:lang="en">A69 68 - Use ISIN, CUSIP,  or OtherSecurityCodes/Name(of codification system) for BLOOMBERG, TELEKURS or Internal code</xs:documentation>
                 
</xs:annotation>
               
</xs:element>
               
<xs:element name="InstrumentName" type="xs:string">
                 
<xs:annotation>
                   
<xs:documentation xml:lang="en">A70 - Name of underlying instrument.</xs:documentation>
                 
</xs:annotation>
               
</xs:element>
               
<xs:element name="Valuation">
                 
<xs:complexType>
                   
<xs:sequence>
                     
<xs:element name="Currency" type="ISOCurrencyCodeType">
                       
<xs:annotation>
                         
<xs:documentation>A71 - Quotation currency (C)</xs:documentation>
                       
</xs:annotation>
                     
</xs:element>
                     
<xs:element name="MarketPrice" type="xs:decimal">
                       
<xs:annotation>
                         
<xs:documentation xml:lang="en">A72 - Last market price known, in Currency (C).</xs:documentation>
                       
</xs:annotation>
                     
</xs:element>
                     
<xs:element name="Country" type="ISOCountryCodeType">
                       
<xs:annotation>
                         
<xs:documentation xml:lang="en">A73 - Country of quotation</xs:documentation>
                       
</xs:annotation>
                     
</xs:element>
                     
<xs:element name="EconomicArea" type="EconomicAreaType" minOccurs="0">
                       
<xs:annotation>
                         
<xs:documentation xml:lang="en">A74 - Economic area code of Country of quotation:
0 non listed
1 EEA;
2 OECD non EEA
3 non OECD
</xs:documentation>
                       
</xs:annotation>
                     
</xs:element>
                   
</xs:sequence>
                 
</xs:complexType>
               
</xs:element>
               
<xs:element name="Coupon" minOccurs="0">
                 
<xs:annotation>
                   
<xs:documentation xml:lang="en">If underlying instrument is an interest rate instrument.</xs:documentation>
                 
</xs:annotation>
                 
<xs:complexType>
                   
<xs:sequence>
                     
<xs:element name="CouponRate" type="PercentageType">
                       
<xs:annotation>
                         
<xs:documentation xml:lang="en">A75 - Next coupon rate in percentage.
3.5% = 3.5
</xs:documentation>
                       
</xs:annotation>
                     
</xs:element>
                     
<xs:element name="CouponFrequency" type="SIICouponFrequencyType">
                       
<xs:annotation>
                         
<xs:documentation xml:lang="en">A76 - Coupon payment frequency as number of coupons per year
0 = other case than
1= annual
2= biannual
4= quarterly
12= monthly
</xs:documentation>
                       
</xs:annotation>
                     
</xs:element>
                   
</xs:sequence>
                 
</xs:complexType>
               
</xs:element>
               
<xs:element name="Redemption" type="RedemptionType" minOccurs="0">
                 
<xs:annotation>
                   
<xs:documentation xml:lang="en">A77 78 79 - Redemption details.
If underlying instrument is an interest rate instrument.
</xs:documentation>
                 
</xs:annotation>
               
</xs:element>
               
<xs:element name="CreditRiskData" type="CreditRiskDataType" minOccurs="0">
                 
<xs:annotation>
                   
<xs:documentation xml:lang="en">A80 to A89 - Issuer of underlying instrument
(or counterparty for OTC instruments).
</xs:documentation>
                 
</xs:annotation>
               
</xs:element>
             
</xs:sequence>
           
</xs:complexType>
         
</xs:element>
       
</xs:sequence>
     
</xs:complexType>
   
</xs:element>
   
<xs:element name="Analytics" minOccurs="0">
     
<xs:annotation>
       
<xs:documentation>Financial ratios: Modified duration, Delta, ...
Useless fo cash positions
</xs:documentation>
     
</xs:annotation>
     
<xs:complexType>
       
<xs:sequence>
         
<xs:element name="ModifiedDurationToMaturity" type="xs:decimal" minOccurs="0">
           
<xs:annotation>
             
<xs:documentation xml:lang="en">A90 - Modified duration to maturity date based on dirty price.</xs:documentation>
           
</xs:annotation>
         
</xs:element>
         
<xs:element name="ModifiedDurationToCall" type="xs:decimal" minOccurs="0">
           
<xs:annotation>
             
<xs:documentation xml:lang="en">A91 - Modified duration to next call/put date, if any.</xs:documentation>
           
</xs:annotation>
         
</xs:element>
         
<xs:element name="CreditSensitivity" type="xs:decimal" minOccurs="0">
           
<xs:annotation>
             
<xs:documentation xml:lang="en">A92</xs:documentation>
           
</xs:annotation>
         
</xs:element>
         
<xs:element name="Delta" type="xs:decimal" minOccurs="0">
           
<xs:annotation>
             
<xs:documentation xml:lang="en">A93 - For Convertibles and Options.
Sensitivity to the underlying asset.
Mandatory?? **********
</xs:documentation>
           
</xs:annotation>
         
</xs:element>
         
<xs:element name="Convexity" type="xs:decimal" minOccurs="0">
           
<xs:annotation>
             
<xs:documentation xml:lang="en">A94 - Convexity for interest rates instruments; or
gamma for derivatives with optional components
</xs:documentation>
           
</xs:annotation>
         
</xs:element>
         
<xs:element name="Vega" type="xs:decimal" minOccurs="0">
           
<xs:annotation>
             
<xs:documentation>A94b</xs:documentation>
           
</xs:annotation>
         
</xs:element>
       
</xs:sequence>
     
</xs:complexType>
   
</xs:element>
   
<xs:element name="LookThroughISIN" type="ISINType" minOccurs="0">
     
<xs:annotation>
       
<xs:documentation xml:lang="en">A95 - If Portfolio is decomposed using look-through approach and the line comes from a fund, ISIN code of this fund (Share class)</xs:documentation>
     
</xs:annotation>
   
</xs:element>
   
<xs:element name="ContributionToSCR" type="ContributionToSCRType" minOccurs="0">
     
<xs:annotation>
       
<xs:documentation>Instrument level.
The block is optional. However, if the block is present, all the SCRs inside can be present, with the non relevant ones set to 0.
</xs:documentation>
     
</xs:annotation>
   
</xs:element>
   
<xs:element name="QRTPositionInformation" minOccurs="0">
     
<xs:annotation>
       
<xs:documentation>Needed for segregated account.
To be specified***********
</xs:documentation>
     
</xs:annotation>
     
<xs:complexType>
       
<xs:sequence>
         
<xs:element name="CollateralisedAsset" type="YesNoL1Type" minOccurs="0">
           
<xs:annotation>
             
<xs:documentation>A106 - Indicator used to identify the under-written instruments</xs:documentation>
           
</xs:annotation>
         
</xs:element>
         
<xs:element name="PlaceOfDeposit" type="xs:string" minOccurs="0">
           
<xs:annotation>
             
<xs:documentation>A107 - Instrument place of deposit</xs:documentation>
           
</xs:annotation>
         
</xs:element>
         
<xs:element name="Participation" type="xs:string" minOccurs="0">
           
<xs:annotation>
             
<xs:documentation>A108 - Indicator used to identify the guidelines of participation in accountancy terms</xs:documentation>
           
</xs:annotation>
         
</xs:element>
         
<xs:element name="ValorisationMethod" minOccurs="0">
           
<xs:annotation>
             
<xs:documentation>A110 - Use closed list:
1 - quoted market price in active markets for the same assets
2 - quoted market price in active markets for similar assets
3 - alternative valuation methods
4 - adjusted equity methods (applicable for the valuation of participations)
5 - IFRS equity methods (applicable for the valuation of participations)
6 - Market valuation according to article 9(4) of Commission Delegated Regulation 2015/35
</xs:documentation>
           
</xs:annotation>
           
<xs:simpleType>
             
<xs:restriction base="xs:int">
               
<xs:minInclusive value="1"/>
               
<xs:maxInclusive value="6"/>
             
</xs:restriction>
           
</xs:simpleType>
         
</xs:element>
         
<xs:element name="AcquisitionValue" type="xs:decimal" minOccurs="0">
           
<xs:annotation>
             
<xs:documentation>A111 - Total acquisition value for assets held, clean value without accrued interest.
Not applicable to CIC categories 7 and 8.
</xs:documentation>
           
</xs:annotation>
         
</xs:element>
         
<xs:element name="CounterpartyRating" minOccurs="0">
           
<xs:complexType>
             
<xs:sequence>
               
<xs:element name="RatingValue" type="xs:string">
                 
<xs:annotation>
                   
<xs:documentation>A112 - </xs:documentation>
                 
</xs:annotation>
               
</xs:element>
               
<xs:element name="RatingAgency" type="xs:string">
                 
<xs:annotation>
                   
<xs:documentation>A113 - </xs:documentation>
                 
</xs:annotation>
               
</xs:element>
             
</xs:sequence>
           
</xs:complexType>
         
</xs:element>
         
<xs:element name="UnderlyingAssetCategory" minOccurs="0">
           
<xs:annotation>
             
<xs:documentation>A131 - Identifies the assets categories, receivables and derivatives within the collective investment undertaking.
Possible values are:
1 - Government bonds
2 - Corporate bonds
3L - Listed equity
3X - Unlisted equity
4 - Collective Investment Undertakings
5 - Structured notes
6 - Collateralised securities
7 - Cash and deposits
8 - Mortgages and loans
9 - Properties
0 - Other investments (including receivables)
A – Futures
B – Call Options
C – Put Options
D – Swaps
E – Forwards
F – Credit derivatives
L - Liabilities
When the look-through regards a Fund of funds, category “4 - Collective Investment Units” shall be used only for non-material residual values.
</xs:documentation>
           
</xs:annotation>
           
<xs:simpleType>
             
<xs:restriction base="xs:string">
               
<xs:minLength value="1"/>
               
<xs:maxLength value="2"/>
               
<xs:enumeration value="1"/>
               
<xs:enumeration value="2"/>
               
<xs:enumeration value="3L"/>
               
<xs:enumeration value="3X"/>
               
<xs:enumeration value="4"/>
               
<xs:enumeration value="5"/>
               
<xs:enumeration value="6"/>
               
<xs:enumeration value="7"/>
               
<xs:enumeration value="8"/>
               
<xs:enumeration value="9"/>
               
<xs:enumeration value="0"/>
               
<xs:enumeration value="A"/>
               
<xs:enumeration value="B"/>
               
<xs:enumeration value="C"/>
               
<xs:enumeration value="D"/>
               
<xs:enumeration value="E"/>
               
<xs:enumeration value="F"/>
               
<xs:enumeration value="L"/>
             
</xs:restriction>
           
</xs:simpleType>
         
</xs:element>
       
</xs:sequence>
     
</xs:complexType>
   
</xs:element>
 
</xs:sequence>
</xs:complexType>

element SIIPositionType/InstrumentCIC
diagram index_p1862.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type CICCodeType
properties
content simple
facets
Kind Value Annotation
minLength 4
maxLength 4
annotation
documentation
A12 - Instrument type. E.g. Equity, bond, option, swap,...
CIC codification used.
source <xs:element name="InstrumentCIC" type="CICCodeType">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A12 - Instrument type. E.g. Equity, bond, option, swap,...
CIC codification used.
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/EconomicArea
diagram index_p1863.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type EconomicAreaType
properties
minOcc 0
maxOcc 1
content simple
facets
Kind Value Annotation
minInclusive 0
maxInclusive 3
annotation
documentation
A13 - Economic area code of quotation country:
0 non listed
1 EEA
2 OECD non EEA
3 non OECD
source <xs:element name="EconomicArea" type="EconomicAreaType" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A13 - Economic area code of quotation country:
0 non listed
1 EEA
2 OECD non EEA
3 non OECD
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/InstrumentCode
diagram index_p1864.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type SIISecurityCodificationType
properties
content complex
children CodificationSystem Code
annotation
documentation
A15 14 - Use ISIN, CUSIP, BLOOMBERG etc.  or internal code. See CodificationSystem.
ISIN Preferred when available.
source <xs:element name="InstrumentCode" type="SIISecurityCodificationType">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A15 14 - Use ISIN, CUSIP, BLOOMBERG etc.  or internal code. See CodificationSystem.
ISIN Preferred when available.
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/GroupID
diagram index_p1865.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:string
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A16 - Grouping code for operations on multi-leg instruments.
Useless for single-leg positions.
source <xs:element name="GroupID" type="xs:string" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation>A16 - Grouping code for operations on multi-leg instruments.
Useless for single-leg positions.
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/InstrumentName
diagram index_p1866.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:string
properties
content simple
annotation
documentation
A17
source <xs:element name="InstrumentName" type="xs:string">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A17</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/Valuation
diagram index_p1867.png
namespace http://www.fundsxml.org/XMLSchema/3.2
properties
content complex
children AssetOrLiability Quantity TotalNominalValueQC ContractSize QuotationCurrency MarketValueQC CleanValueQC AccruedIncomeQC MarketValuePC CleanValuePC AccruedIncomePC PositionWeight MarketExposureQC MarketExposurePC MarketExposureWeight MarketExposureUC MarketExposureUCWeight
annotation
documentation
Valuation characteristics and
Position market value(s).
source <xs:element name="Valuation">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">Valuation characteristics and
Position market value(s).
</xs:documentation>
 
</xs:annotation>
 
<xs:complexType>
   
<xs:sequence>
     
<xs:element name="AssetOrLiability" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation>A17b - Asset/Liability identification if needed
"A" or "L" or blank if values are directional values.
"NA" or blank if not used
</xs:documentation>
       
</xs:annotation>
       
<xs:simpleType>
         
<xs:restriction base="xs:string">
           
<xs:enumeration value="A"/>
           
<xs:enumeration value="L"/>
           
<xs:enumeration value="NA"/>
         
</xs:restriction>
       
</xs:simpleType>
     
</xs:element>
     
<xs:element name="Quantity" type="xs:decimal" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A18 - Quantity of Instrument in Position.
1 for OTC.
Not reported if A19 is reported  ?????
</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="TotalNominalValueQC" type="xs:decimal">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A19 - In QuotationCurrency.
= Quantity * Nominal Unit Amount
</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="ContractSize" type="xs:decimal" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A20 - Only for futures and options.
The way the contract size is defined varies according with the type of instrument. See EIOPA definition (QRT 0801)
</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="QuotationCurrency" type="ISOCurrencyCodeType">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A21 - Instrument quotation currency (A)</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="MarketValueQC" type="xs:decimal">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A22 - Amount in QuotationCurrency (A)
including accrued coupon.
(Dirty value)
</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="CleanValueQC" type="xs:decimal">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A23 - Market value in QuotationCurrency
not including accrued income.
</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="AccruedIncomeQC" type="xs:decimal" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation>A125 - Accrued interest in QuotationCurrency.
Generally equals to: MarketValueQC - CleanValueQC
</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="MarketValuePC" type="xs:decimal">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A24 - Amount in PortfolioCurrency (B) including accrued coupon.
(Dirty value)
</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="CleanValuePC" type="xs:decimal">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A25 - Market value in PortfolioCurrency
not including accrued interest
</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="AccruedIncomePC" type="xs:decimal" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation>A126 - Accrued interest in PortfolioCurrency.
Generally equals to: MarketValuePC - CleanValuePC
</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="PositionWeight" type="xs:decimal">
       
<xs:annotation>
         
<xs:documentation>A26 - MarketValuePC in percentage
of TotalNetAssets (including liquidity)
50%=0.5
</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="MarketExposureQC" type="xs:decimal" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A27 - MarketExposure in QuotationCurrency (A).
Different from MarketValueQC for derivatives:
valuation of the equivalent position on the underlying asset.
</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="MarketExposurePC" type="xs:decimal" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A28 - MarketExposure in PortfolioCurrency (B).
Different from MarketValuePC for derivatives:
valuation of the equivalent position on the underlying asset.
</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="MarketExposureWeight" type="xs:decimal" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A30 - MarketExposurePC
as percentage of TotalNetAssets.
1.2% = 0.012
</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="MarketExposureUC" type="xs:decimal" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation>A29 - %Market exposure in QuotationCurrency (C)
of underlying asset
</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="MarketExposureUCWeight" type="xs:decimal" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A31 - MarketExposureUC converted in PC, in percentage in percentage of TotalNetAssets.
2.7% = 0.027
</xs:documentation>
       
</xs:annotation>
     
</xs:element>
   
</xs:sequence>
 
</xs:complexType>
</xs:element>

element SIIPositionType/Valuation/AssetOrLiability
diagram index_p1868.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type restriction of xs:string
properties
minOcc 0
maxOcc 1
content simple
facets
Kind Value Annotation
enumeration A
enumeration L
enumeration NA
annotation
documentation
A17b - Asset/Liability identification if needed
"A" or "L" or blank if values are directional values.
"NA" or blank if not used
source <xs:element name="AssetOrLiability" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation>A17b - Asset/Liability identification if needed
"A" or "L" or blank if values are directional values.
"NA" or blank if not used
</xs:documentation>
 
</xs:annotation>
 
<xs:simpleType>
   
<xs:restriction base="xs:string">
     
<xs:enumeration value="A"/>
     
<xs:enumeration value="L"/>
     
<xs:enumeration value="NA"/>
   
</xs:restriction>
 
</xs:simpleType>
</xs:element>

element SIIPositionType/Valuation/Quantity
diagram index_p1869.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A18 - Quantity of Instrument in Position.
1 for OTC.
Not reported if A19 is reported  ?????
source <xs:element name="Quantity" type="xs:decimal" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A18 - Quantity of Instrument in Position.
1 for OTC.
Not reported if A19 is reported  ?????
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/Valuation/TotalNominalValueQC
diagram index_p1870.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
content simple
annotation
documentation
A19 - In QuotationCurrency.
= Quantity * Nominal Unit Amount
source <xs:element name="TotalNominalValueQC" type="xs:decimal">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A19 - In QuotationCurrency.
= Quantity * Nominal Unit Amount
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/Valuation/ContractSize
diagram index_p1871.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A20 - Only for futures and options.
The way the contract size is defined varies according with the type of instrument. See EIOPA definition (QRT 0801)
source <xs:element name="ContractSize" type="xs:decimal" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A20 - Only for futures and options.
The way the contract size is defined varies according with the type of instrument. See EIOPA definition (QRT 0801)
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/Valuation/QuotationCurrency
diagram index_p1872.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type ISOCurrencyCodeType
properties
content simple
facets
Kind Value Annotation
minLength 3
maxLength 3
annotation
documentation
A21 - Instrument quotation currency (A)
source <xs:element name="QuotationCurrency" type="ISOCurrencyCodeType">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A21 - Instrument quotation currency (A)</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/Valuation/MarketValueQC
diagram index_p1873.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
content simple
annotation
documentation
A22 - Amount in QuotationCurrency (A)
including accrued coupon.
(Dirty value)
source <xs:element name="MarketValueQC" type="xs:decimal">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A22 - Amount in QuotationCurrency (A)
including accrued coupon.
(Dirty value)
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/Valuation/CleanValueQC
diagram index_p1874.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
content simple
annotation
documentation
A23 - Market value in QuotationCurrency
not including accrued income.
source <xs:element name="CleanValueQC" type="xs:decimal">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A23 - Market value in QuotationCurrency
not including accrued income.
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/Valuation/AccruedIncomeQC
diagram index_p1875.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A125 - Accrued interest in QuotationCurrency.
Generally equals to: MarketValueQC - CleanValueQC
source <xs:element name="AccruedIncomeQC" type="xs:decimal" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation>A125 - Accrued interest in QuotationCurrency.
Generally equals to: MarketValueQC - CleanValueQC
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/Valuation/MarketValuePC
diagram index_p1876.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
content simple
annotation
documentation
A24 - Amount in PortfolioCurrency (B) including accrued coupon.
(Dirty value)
source <xs:element name="MarketValuePC" type="xs:decimal">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A24 - Amount in PortfolioCurrency (B) including accrued coupon.
(Dirty value)
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/Valuation/CleanValuePC
diagram index_p1877.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
content simple
annotation
documentation
A25 - Market value in PortfolioCurrency
not including accrued interest
source <xs:element name="CleanValuePC" type="xs:decimal">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A25 - Market value in PortfolioCurrency
not including accrued interest
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/Valuation/AccruedIncomePC
diagram index_p1878.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A126 - Accrued interest in PortfolioCurrency.
Generally equals to: MarketValuePC - CleanValuePC
source <xs:element name="AccruedIncomePC" type="xs:decimal" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation>A126 - Accrued interest in PortfolioCurrency.
Generally equals to: MarketValuePC - CleanValuePC
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/Valuation/PositionWeight
diagram index_p1879.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
content simple
annotation
documentation
A26 - MarketValuePC in percentage
of TotalNetAssets (including liquidity)
50%=0.5
source <xs:element name="PositionWeight" type="xs:decimal">
 
<xs:annotation>
   
<xs:documentation>A26 - MarketValuePC in percentage
of TotalNetAssets (including liquidity)
50%=0.5
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/Valuation/MarketExposureQC
diagram index_p1880.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A27 - MarketExposure in QuotationCurrency (A).
Different from MarketValueQC for derivatives:
valuation of the equivalent position on the underlying asset.
source <xs:element name="MarketExposureQC" type="xs:decimal" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A27 - MarketExposure in QuotationCurrency (A).
Different from MarketValueQC for derivatives:
valuation of the equivalent position on the underlying asset.
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/Valuation/MarketExposurePC
diagram index_p1881.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A28 - MarketExposure in PortfolioCurrency (B).
Different from MarketValuePC for derivatives:
valuation of the equivalent position on the underlying asset.
source <xs:element name="MarketExposurePC" type="xs:decimal" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A28 - MarketExposure in PortfolioCurrency (B).
Different from MarketValuePC for derivatives:
valuation of the equivalent position on the underlying asset.
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/Valuation/MarketExposureWeight
diagram index_p1882.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A30 - MarketExposurePC
as percentage of TotalNetAssets.
1.2% = 0.012
source <xs:element name="MarketExposureWeight" type="xs:decimal" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A30 - MarketExposurePC
as percentage of TotalNetAssets.
1.2% = 0.012
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/Valuation/MarketExposureUC
diagram index_p1883.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A29 - %Market exposure in QuotationCurrency (C)
of underlying asset
source <xs:element name="MarketExposureUC" type="xs:decimal" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation>A29 - %Market exposure in QuotationCurrency (C)
of underlying asset
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/Valuation/MarketExposureUCWeight
diagram index_p1884.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A31 - MarketExposureUC converted in PC, in percentage in percentage of TotalNetAssets.
2.7% = 0.027
source <xs:element name="MarketExposureUCWeight" type="xs:decimal" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A31 - MarketExposureUC converted in PC, in percentage in percentage of TotalNetAssets.
2.7% = 0.027
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/InterestRateInstrumentCharacteristics
diagram index_p1885.png
namespace http://www.fundsxml.org/XMLSchema/3.2
properties
minOcc 0
maxOcc 1
content complex
children RateType CouponRate VariableRate CouponFrequency EffectiveDateOfInstrument Redemption EmbeddedOption ValuationYieldCurve
annotation
documentation
Detailed characteristics for interest rate instruments.
source <xs:element name="InterestRateInstrumentCharacteristics" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">Detailed characteristics for interest rate instruments.</xs:documentation>
 
</xs:annotation>
 
<xs:complexType>
   
<xs:sequence>
     
<xs:sequence minOccurs="0">
       
<xs:element name="RateType">
         
<xs:annotation>
           
<xs:documentation xml:lang="en">A32 - Type of interest rate:
"Fixed" (fixe), "Variable" (révisable), "Floating" (variable)
</xs:documentation>
         
</xs:annotation>
         
<xs:simpleType>
           
<xs:restriction base="xs:string">
             
<xs:enumeration value="Fixed"/>
             
<xs:enumeration value="Variable"/>
             
<xs:enumeration value="Floating"/>
           
</xs:restriction>
         
</xs:simpleType>
       
</xs:element>
       
<xs:element name="CouponRate" type="PercentageType">
         
<xs:annotation>
           
<xs:documentation xml:lang="en">A33 - Next annual coupon rate in percentage
(known, or estimated for Floating).
3.5% has to be written "3.5"
</xs:documentation>
         
</xs:annotation>
       
</xs:element>
       
<xs:element name="VariableRate" minOccurs="0">
         
<xs:annotation>
           
<xs:documentation xml:lang="en">For Floating/Variable rate bond.</xs:documentation>
         
</xs:annotation>
         
<xs:complexType>
           
<xs:sequence>
             
<xs:element name="IndexID" type="CodificationType">
               
<xs:annotation>
                 
<xs:documentation xml:lang="en">A35 34  - Identification of index used as reference for Floating/Variable rate bond.
CodificationSystem omitted if internal codification is used.
</xs:documentation>
               
</xs:annotation>
             
</xs:element>
             
<xs:element name="IndexName" type="xs:string">
               
<xs:annotation>
                 
<xs:documentation>A36 - Name of Index</xs:documentation>
               
</xs:annotation>
             
</xs:element>
             
<xs:element name="Margin" type="PercentageType">
               
<xs:annotation>
                 
<xs:documentation xml:lang="en">A37 - Annual additive margin in percentage.
e.g. -0.5% should be written as "-0.5"
</xs:documentation>
               
</xs:annotation>
             
</xs:element>
           
</xs:sequence>
         
</xs:complexType>
       
</xs:element>
       
<xs:element name="CouponFrequency" type="SIICouponFrequencyType">
         
<xs:annotation>
           
<xs:documentation xml:lang="en">A38 - Coupon payment frequency as number of coupons per year
0 = other case than
1= annual
2= biannual
4= quarterly
12= monthly
</xs:documentation>
         
</xs:annotation>
       
</xs:element>
     
</xs:sequence>
     
<xs:element name="EffectiveDateOfInstrument" type="xs:date" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A63 - Start date to accrue interest.</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="Redemption" type="RedemptionType">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A39 40 41 - Redemption details</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="EmbeddedOption" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">To be used only for a
callable / putable bond.
The embedded option is described only for the first option date to come.
</xs:documentation>
       
</xs:annotation>
       
<xs:complexType>
         
<xs:sequence>
           
<xs:element name="CallPutType">
             
<xs:annotation>
               
<xs:documentation xml:lang="en">A42 - For callable (C) or putable (P) bond. "B" if both</xs:documentation>
             
</xs:annotation>
             
<xs:simpleType>
               
<xs:restriction base="xs:string">
                 
<xs:minLength value="1"/>
                 
<xs:maxLength value="1"/>
                 
<xs:enumeration value="C"/>
                 
<xs:enumeration value="P"/>
                 
<xs:enumeration value="B"/>
               
</xs:restriction>
             
</xs:simpleType>
           
</xs:element>
           
<xs:element name="CallPutDate" type="xs:date">
             
<xs:annotation>
               
<xs:documentation xml:lang="en">A43 - Date of first Call / Put option to come.</xs:documentation>
             
</xs:annotation>
           
</xs:element>
           
<xs:element name="OptionDirection">
             
<xs:annotation>
               
<xs:documentation xml:lang="en">A44 - Option at the discretion of issuer(I) or bearer(B). "O" if both are possible.</xs:documentation>
             
</xs:annotation>
             
<xs:simpleType>
               
<xs:restriction base="xs:string">
                 
<xs:minLength value="1"/>
                 
<xs:maxLength value="1"/>
                 
<xs:enumeration value="I"/>
                 
<xs:enumeration value="B"/>
                 
<xs:enumeration value="O"/>
               
</xs:restriction>
             
</xs:simpleType>
           
</xs:element>
           
<xs:element name="StrikePrice" type="xs:decimal">
             
<xs:annotation>
               
<xs:documentation xml:lang="en">A45 - Strike price of first optional Call / Put as a percentage of nominal amount.
95%=0.95
</xs:documentation>
             
</xs:annotation>
           
</xs:element>
         
</xs:sequence>
       
</xs:complexType>
     
</xs:element>
     
<xs:element name="ValuationYieldCurve" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation>Specific data in case no yield curve of reference is available (e.g. for developing countries or BRICS)</xs:documentation>
       
</xs:annotation>
       
<xs:complexType>
         
<xs:sequence>
           
<xs:element name="Yield" type="xs:decimal">
             
<xs:annotation>
               
<xs:documentation>A129 - Valuation Yield of the interest rate instrument
****Is 3.5% coded as 3.5 or 0.035?
</xs:documentation>
             
</xs:annotation>
           
</xs:element>
           
<xs:element name="Spread" type="xs:decimal">
             
<xs:annotation>
               
<xs:documentation>A130 - Issuer spread calculated from Z coupon IRS curve of quotation currency
****Is 0.5% coded as 0.5 or 0.005?
</xs:documentation>
             
</xs:annotation>
           
</xs:element>
         
</xs:sequence>
       
</xs:complexType>
     
</xs:element>
   
</xs:sequence>
 
</xs:complexType>
</xs:element>

element SIIPositionType/InterestRateInstrumentCharacteristics/RateType
diagram index_p1886.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type restriction of xs:string
properties
content simple
facets
Kind Value Annotation
enumeration Fixed
enumeration Variable
enumeration Floating
annotation
documentation
A32 - Type of interest rate:
"Fixed" (fixe), "Variable" (révisable), "Floating" (variable)
source <xs:element name="RateType">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A32 - Type of interest rate:
"Fixed" (fixe), "Variable" (révisable), "Floating" (variable)
</xs:documentation>
 
</xs:annotation>
 
<xs:simpleType>
   
<xs:restriction base="xs:string">
     
<xs:enumeration value="Fixed"/>
     
<xs:enumeration value="Variable"/>
     
<xs:enumeration value="Floating"/>
   
</xs:restriction>
 
</xs:simpleType>
</xs:element>

element SIIPositionType/InterestRateInstrumentCharacteristics/CouponRate
diagram index_p1887.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type PercentageType
properties
content simple
annotation
documentation
A33 - Next annual coupon rate in percentage
(known, or estimated for Floating).
3.5% has to be written "3.5"
source <xs:element name="CouponRate" type="PercentageType">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A33 - Next annual coupon rate in percentage
(known, or estimated for Floating).
3.5% has to be written "3.5"
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/InterestRateInstrumentCharacteristics/VariableRate
diagram index_p1888.png
namespace http://www.fundsxml.org/XMLSchema/3.2
properties
minOcc 0
maxOcc 1
content complex
children IndexID IndexName Margin
annotation
documentation
For Floating/Variable rate bond.
source <xs:element name="VariableRate" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">For Floating/Variable rate bond.</xs:documentation>
 
</xs:annotation>
 
<xs:complexType>
   
<xs:sequence>
     
<xs:element name="IndexID" type="CodificationType">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A35 34  - Identification of index used as reference for Floating/Variable rate bond.
CodificationSystem omitted if internal codification is used.
</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="IndexName" type="xs:string">
       
<xs:annotation>
         
<xs:documentation>A36 - Name of Index</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="Margin" type="PercentageType">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A37 - Annual additive margin in percentage.
e.g. -0.5% should be written as "-0.5"
</xs:documentation>
       
</xs:annotation>
     
</xs:element>
   
</xs:sequence>
 
</xs:complexType>
</xs:element>

element SIIPositionType/InterestRateInstrumentCharacteristics/VariableRate/IndexID
diagram index_p1889.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type CodificationType
properties
content complex
children CodificationSystem Code
annotation
documentation
A35 34  - Identification of index used as reference for Floating/Variable rate bond.
CodificationSystem omitted if internal codification is used.
source <xs:element name="IndexID" type="CodificationType">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A35 34  - Identification of index used as reference for Floating/Variable rate bond.
CodificationSystem omitted if internal codification is used.
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/InterestRateInstrumentCharacteristics/VariableRate/IndexName
diagram index_p1890.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:string
properties
content simple
annotation
documentation
A36 - Name of Index
source <xs:element name="IndexName" type="xs:string">
 
<xs:annotation>
   
<xs:documentation>A36 - Name of Index</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/InterestRateInstrumentCharacteristics/VariableRate/Margin
diagram index_p1891.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type PercentageType
properties
content simple
annotation
documentation
A37 - Annual additive margin in percentage.
e.g. -0.5% should be written as "-0.5"
source <xs:element name="Margin" type="PercentageType">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A37 - Annual additive margin in percentage.
e.g. -0.5% should be written as "-0.5"
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/InterestRateInstrumentCharacteristics/CouponFrequency
diagram index_p1892.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type SIICouponFrequencyType
properties
content simple
facets
Kind Value Annotation
enumeration 0
enumeration 1
enumeration 2
enumeration 4
enumeration 12
annotation
documentation
A38 - Coupon payment frequency as number of coupons per year
0 = other case than
1= annual
2= biannual
4= quarterly
12= monthly
source <xs:element name="CouponFrequency" type="SIICouponFrequencyType">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A38 - Coupon payment frequency as number of coupons per year
0 = other case than
1= annual
2= biannual
4= quarterly
12= monthly
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/InterestRateInstrumentCharacteristics/EffectiveDateOfInstrument
diagram index_p1893.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:date
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A63 - Start date to accrue interest.
source <xs:element name="EffectiveDateOfInstrument" type="xs:date" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A63 - Start date to accrue interest.</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/InterestRateInstrumentCharacteristics/Redemption
diagram index_p1894.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type RedemptionType
properties
content complex
children MaturityDate Type Rate
annotation
documentation
A39 40 41 - Redemption details
source <xs:element name="Redemption" type="RedemptionType">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A39 40 41 - Redemption details</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/InterestRateInstrumentCharacteristics/EmbeddedOption
diagram index_p1895.png
namespace http://www.fundsxml.org/XMLSchema/3.2
properties
minOcc 0
maxOcc 1
content complex
children CallPutType CallPutDate OptionDirection StrikePrice
annotation
documentation
To be used only for a
callable / putable bond.
The embedded option is described only for the first option date to come.
source <xs:element name="EmbeddedOption" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">To be used only for a
callable / putable bond.
The embedded option is described only for the first option date to come.
</xs:documentation>
 
</xs:annotation>
 
<xs:complexType>
   
<xs:sequence>
     
<xs:element name="CallPutType">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A42 - For callable (C) or putable (P) bond. "B" if both</xs:documentation>
       
</xs:annotation>
       
<xs:simpleType>
         
<xs:restriction base="xs:string">
           
<xs:minLength value="1"/>
           
<xs:maxLength value="1"/>
           
<xs:enumeration value="C"/>
           
<xs:enumeration value="P"/>
           
<xs:enumeration value="B"/>
         
</xs:restriction>
       
</xs:simpleType>
     
</xs:element>
     
<xs:element name="CallPutDate" type="xs:date">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A43 - Date of first Call / Put option to come.</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="OptionDirection">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A44 - Option at the discretion of issuer(I) or bearer(B). "O" if both are possible.</xs:documentation>
       
</xs:annotation>
       
<xs:simpleType>
         
<xs:restriction base="xs:string">
           
<xs:minLength value="1"/>
           
<xs:maxLength value="1"/>
           
<xs:enumeration value="I"/>
           
<xs:enumeration value="B"/>
           
<xs:enumeration value="O"/>
         
</xs:restriction>
       
</xs:simpleType>
     
</xs:element>
     
<xs:element name="StrikePrice" type="xs:decimal">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A45 - Strike price of first optional Call / Put as a percentage of nominal amount.
95%=0.95
</xs:documentation>
       
</xs:annotation>
     
</xs:element>
   
</xs:sequence>
 
</xs:complexType>
</xs:element>

element SIIPositionType/InterestRateInstrumentCharacteristics/EmbeddedOption/CallPutType
diagram index_p1896.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type restriction of xs:string
properties
content simple
facets
Kind Value Annotation
minLength 1
maxLength 1
enumeration C
enumeration P
enumeration B
annotation
documentation
A42 - For callable (C) or putable (P) bond. "B" if both
source <xs:element name="CallPutType">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A42 - For callable (C) or putable (P) bond. "B" if both</xs:documentation>
 
</xs:annotation>
 
<xs:simpleType>
   
<xs:restriction base="xs:string">
     
<xs:minLength value="1"/>
     
<xs:maxLength value="1"/>
     
<xs:enumeration value="C"/>
     
<xs:enumeration value="P"/>
     
<xs:enumeration value="B"/>
   
</xs:restriction>
 
</xs:simpleType>
</xs:element>

element SIIPositionType/InterestRateInstrumentCharacteristics/EmbeddedOption/CallPutDate
diagram index_p1897.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:date
properties
content simple
annotation
documentation
A43 - Date of first Call / Put option to come.
source <xs:element name="CallPutDate" type="xs:date">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A43 - Date of first Call / Put option to come.</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/InterestRateInstrumentCharacteristics/EmbeddedOption/OptionDirection
diagram index_p1898.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type restriction of xs:string
properties
content simple
facets
Kind Value Annotation
minLength 1
maxLength 1
enumeration I
enumeration B
enumeration O
annotation
documentation
A44 - Option at the discretion of issuer(I) or bearer(B). "O" if both are possible.
source <xs:element name="OptionDirection">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A44 - Option at the discretion of issuer(I) or bearer(B). "O" if both are possible.</xs:documentation>
 
</xs:annotation>
 
<xs:simpleType>
   
<xs:restriction base="xs:string">
     
<xs:minLength value="1"/>
     
<xs:maxLength value="1"/>
     
<xs:enumeration value="I"/>
     
<xs:enumeration value="B"/>
     
<xs:enumeration value="O"/>
   
</xs:restriction>
 
</xs:simpleType>
</xs:element>

element SIIPositionType/InterestRateInstrumentCharacteristics/EmbeddedOption/StrikePrice
diagram index_p1899.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
content simple
annotation
documentation
A45 - Strike price of first optional Call / Put as a percentage of nominal amount.
95%=0.95
source <xs:element name="StrikePrice" type="xs:decimal">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A45 - Strike price of first optional Call / Put as a percentage of nominal amount.
95%=0.95
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/InterestRateInstrumentCharacteristics/ValuationYieldCurve
diagram index_p1900.png
namespace http://www.fundsxml.org/XMLSchema/3.2
properties
minOcc 0
maxOcc 1
content complex
children Yield Spread
annotation
documentation
Specific data in case no yield curve of reference is available (e.g. for developing countries or BRICS)
source <xs:element name="ValuationYieldCurve" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation>Specific data in case no yield curve of reference is available (e.g. for developing countries or BRICS)</xs:documentation>
 
</xs:annotation>
 
<xs:complexType>
   
<xs:sequence>
     
<xs:element name="Yield" type="xs:decimal">
       
<xs:annotation>
         
<xs:documentation>A129 - Valuation Yield of the interest rate instrument
****Is 3.5% coded as 3.5 or 0.035?
</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="Spread" type="xs:decimal">
       
<xs:annotation>
         
<xs:documentation>A130 - Issuer spread calculated from Z coupon IRS curve of quotation currency
****Is 0.5% coded as 0.5 or 0.005?
</xs:documentation>
       
</xs:annotation>
     
</xs:element>
   
</xs:sequence>
 
</xs:complexType>
</xs:element>

element SIIPositionType/InterestRateInstrumentCharacteristics/ValuationYieldCurve/Yield
diagram index_p1901.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
content simple
annotation
documentation
A129 - Valuation Yield of the interest rate instrument
****Is 3.5% coded as 3.5 or 0.035?
source <xs:element name="Yield" type="xs:decimal">
 
<xs:annotation>
   
<xs:documentation>A129 - Valuation Yield of the interest rate instrument
****Is 3.5% coded as 3.5 or 0.035?
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/InterestRateInstrumentCharacteristics/ValuationYieldCurve/Spread
diagram index_p1902.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
content simple
annotation
documentation
A130 - Issuer spread calculated from Z coupon IRS curve of quotation currency
****Is 0.5% coded as 0.5 or 0.005?
source <xs:element name="Spread" type="xs:decimal">
 
<xs:annotation>
   
<xs:documentation>A130 - Issuer spread calculated from Z coupon IRS curve of quotation currency
****Is 0.5% coded as 0.5 or 0.005?
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/CreditRiskData
diagram index_p1903.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type extension of CreditRiskDataType
properties
minOcc 0
maxOcc 1
content complex
children InstrumentIssuer IssuerGroup IssuerCountry EconomicArea StateGuarantee CreditQualityStep EconomicSector Covered
annotation
documentation
A46 to A54 + A57 + A59 - Useless for cash positions.
Mandatory otherwise.
Refers to Counterparty for OTC Derivatives.
Corresponds to TPT block "Issuer data" (A46 to A59)
source <xs:element name="CreditRiskData" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A46 to A54 + A57 + A59 - Useless for cash positions.
Mandatory otherwise.
Refers to Counterparty for OTC Derivatives.
Corresponds to TPT block "Issuer data" (A46 to A59)
</xs:documentation>
 
</xs:annotation>
 
<xs:complexType>
   
<xs:complexContent>
     
<xs:extension base="CreditRiskDataType">
       
<xs:sequence>
         
<xs:element name="EconomicSector" type="NACECodeType" minOccurs="0">
           
<xs:annotation>
             
<xs:documentation xml:lang="en">A54 - Economic sector of instrument issuer.
NACE code mandatory.
Optional for Derivatives or Underlying instruments.
</xs:documentation>
           
</xs:annotation>
         
</xs:element>
         
<xs:element name="Covered">
           
<xs:annotation>
             
<xs:documentation xml:lang="en">A55 - The instrument is covered ("C") or not ('NC')</xs:documentation>
           
</xs:annotation>
           
<xs:simpleType>
             
<xs:restriction base="xs:string">
               
<xs:enumeration value="C"/>
               
<xs:enumeration value="NC"/>
             
</xs:restriction>
           
</xs:simpleType>
         
</xs:element>
       
</xs:sequence>
     
</xs:extension>
   
</xs:complexContent>
 
</xs:complexType>
</xs:element>

element SIIPositionType/CreditRiskData/EconomicSector
diagram index_p1904.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type NACECodeType
properties
minOcc 0
maxOcc 1
content simple
facets
Kind Value Annotation
minLength 1
maxLength 7
pattern ([A-Z]{1}[0-9\.]{0,6})
annotation
documentation
A54 - Economic sector of instrument issuer.
NACE code mandatory.
Optional for Derivatives or Underlying instruments.
source <xs:element name="EconomicSector" type="NACECodeType" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A54 - Economic sector of instrument issuer.
NACE code mandatory.
Optional for Derivatives or Underlying instruments.
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/CreditRiskData/Covered
diagram index_p1905.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type restriction of xs:string
properties
content simple
facets
Kind Value Annotation
enumeration C
enumeration NC
annotation
documentation
A55 - The instrument is covered ("C") or not ('NC')
source <xs:element name="Covered">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A55 - The instrument is covered ("C") or not ('NC')</xs:documentation>
 
</xs:annotation>
 
<xs:simpleType>
   
<xs:restriction base="xs:string">
     
<xs:enumeration value="C"/>
     
<xs:enumeration value="NC"/>
   
</xs:restriction>
 
</xs:simpleType>
</xs:element>

element SIIPositionType/Securitisation
diagram index_p1906.png
namespace http://www.fundsxml.org/XMLSchema/3.2
properties
minOcc 0
maxOcc 1
content complex
children Securitised TrancheLevel
annotation
documentation
To be used for synthetic Asset Backed Securities (ABS) and other ABS
source <xs:element name="Securitisation" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation>To be used for synthetic Asset Backed Securities (ABS) and other ABS</xs:documentation>
 
</xs:annotation>
 
<xs:complexType>
   
<xs:sequence>
     
<xs:element name="Securitised">
       
<xs:annotation>
         
<xs:documentation>A56 - 0=No
1=Securitisation type 1
2=Securitisation type 2
3= Re-securitisation
</xs:documentation>
       
</xs:annotation>
       
<xs:simpleType>
         
<xs:restriction base="xs:int">
           
<xs:minInclusive value="0"/>
           
<xs:maxInclusive value="3"/>
         
</xs:restriction>
       
</xs:simpleType>
     
</xs:element>
     
<xs:element name="TrancheLevel" type="xs:string" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation>A58b - Seniority</xs:documentation>
       
</xs:annotation>
     
</xs:element>
   
</xs:sequence>
 
</xs:complexType>
</xs:element>

element SIIPositionType/Securitisation/Securitised
diagram index_p1907.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type restriction of xs:int
properties
content simple
facets
Kind Value Annotation
minInclusive 0
maxInclusive 3
annotation
documentation
A56 - 0=No
1=Securitisation type 1
2=Securitisation type 2
3= Re-securitisation
source <xs:element name="Securitised">
 
<xs:annotation>
   
<xs:documentation>A56 - 0=No
1=Securitisation type 1
2=Securitisation type 2
3= Re-securitisation
</xs:documentation>
 
</xs:annotation>
 
<xs:simpleType>
   
<xs:restriction base="xs:int">
     
<xs:minInclusive value="0"/>
     
<xs:maxInclusive value="3"/>
   
</xs:restriction>
 
</xs:simpleType>
</xs:element>

element SIIPositionType/Securitisation/TrancheLevel
diagram index_p1908.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:string
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A58b - Seniority
source <xs:element name="TrancheLevel" type="xs:string" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation>A58b - Seniority</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/SubordinatedDebt
diagram index_p1909.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type YesNoL1Type
properties
minOcc 0
maxOcc 1
content simple
facets
Kind Value Annotation
minLength 1
maxLength 1
enumeration Y
enumeration N
annotation
documentation
A58 - Y/N
source <xs:element name="SubordinatedDebt" type="YesNoL1Type" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation>A58 - Y/N</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/HedgingRolling
diagram index_p1910.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type YesNoL1Type
properties
minOcc 0
maxOcc 1
content simple
facets
Kind Value Annotation
minLength 1
maxLength 1
enumeration Y
enumeration N
annotation
documentation
A65 - "Y" if a "Systematic roll at maturity" program exists, otherwise "N" if used for hedging but no systematic roll at maturity; missing if not used for Hedging.
source <xs:element name="HedgingRolling" type="YesNoL1Type" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A65 - "Y" if a "Systematic roll at maturity" program exists, otherwise "N" if used for hedging but no systematic roll at maturity; missing if not used for Hedging. </xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/DerivativeOrConvertible
diagram index_p1911.png
namespace http://www.fundsxml.org/XMLSchema/3.2
properties
minOcc 0
maxOcc 1
content complex
children OptionCharacteristics UnderlyingInstrument
annotation
documentation
For Futures or Convertible bonds:
- Characteristics of the option (implicit or explicit).
- Description of underlying instrument.
source <xs:element name="DerivativeOrConvertible" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">For Futures or Convertible bonds:
- Characteristics of the option (implicit or explicit).
- Description of underlying instrument.
</xs:documentation>
 
</xs:annotation>
 
<xs:complexType>
   
<xs:sequence>
     
<xs:element name="OptionCharacteristics" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">For an Option, description of its characteristincs.
For a convertible bond, description of optional conversion.
Useless for single futures contract.
</xs:documentation>
       
</xs:annotation>
       
<xs:complexType>
         
<xs:sequence>
           
<xs:element name="CallPutType">
             
<xs:annotation>
               
<xs:documentation xml:lang="en">A60 - Option type
"Cal"=call
"Put"=put
"Cap"=cap
"Flr"=floor
</xs:documentation>
             
</xs:annotation>
             
<xs:simpleType>
               
<xs:restriction base="xs:string">
                 
<xs:length value="3"/>
                 
<xs:enumeration value="Cal"/>
                 
<xs:enumeration value="Put"/>
                 
<xs:enumeration value="Cap"/>
                 
<xs:enumeration value="Flr"/>
               
</xs:restriction>
             
</xs:simpleType>
           
</xs:element>
           
<xs:element name="StrikePrice" type="xs:decimal">
             
<xs:annotation>
               
<xs:documentation xml:lang="en">A61 - Strike price of the option in same unit as price of underlying instrument.</xs:documentation>
             
</xs:annotation>
           
</xs:element>
           
<xs:element name="ConversionRatio" type="xs:decimal">
             
<xs:annotation>
               
<xs:documentation xml:lang="en">A62 - Quantity of UnderlyingInstrument obtained for one "Instrument".</xs:documentation>
             
</xs:annotation>
           
</xs:element>
           
<xs:element name="ExerciseType" minOccurs="0">
             
<xs:annotation>
               
<xs:documentation xml:lang="en">A64 - Option style: AMerican, EUropean, ASiatic, BErmudian
Optional for convertibles
</xs:documentation>
             
</xs:annotation>
             
<xs:simpleType>
               
<xs:restriction base="xs:string">
                 
<xs:minLength value="2"/>
                 
<xs:maxLength value="2"/>
                 
<xs:enumeration value="AM"/>
                 
<xs:enumeration value="EU"/>
                 
<xs:enumeration value="AS"/>
                 
<xs:enumeration value="BE"/>
               
</xs:restriction>
             
</xs:simpleType>
           
</xs:element>
           
<xs:element name="Convertible" minOccurs="0">
             
<xs:annotation>
               
<xs:documentation>Only for Convertible bond.
For pricing using shock modelling.
</xs:documentation>
             
</xs:annotation>
             
<xs:complexType>
               
<xs:sequence>
                 
<xs:element name="BondFloor" type="xs:decimal" minOccurs="0">
                   
<xs:annotation>
                     
<xs:documentation>A127 - Lowest value of a convertible bond expressed in quotation currency, at current issuer spread</xs:documentation>
                   
</xs:annotation>
                 
</xs:element>
                 
<xs:element name="OptionPremium" type="xs:decimal" minOccurs="0">
                   
<xs:annotation>
                     
<xs:documentation>A128 - Premium of the embedded option of a convertible bond in quotation currency.</xs:documentation>
                   
</xs:annotation>
                 
</xs:element>
               
</xs:sequence>
             
</xs:complexType>
           
</xs:element>
         
</xs:sequence>
       
</xs:complexType>
     
</xs:element>
     
<xs:element name="UnderlyingInstrument">
       
<xs:complexType>
         
<xs:sequence>
           
<xs:element name="InstrumentCIC" type="CICCodeType">
             
<xs:annotation>
               
<xs:documentation xml:lang="en">A67 - Instrument type. E.g. Equity, bond, option, swap,...
CIC codification.
</xs:documentation>
             
</xs:annotation>
           
</xs:element>
           
<xs:element name="InstrumentCode" type="SIISecurityCodificationType">
             
<xs:annotation>
               
<xs:documentation xml:lang="en">A69 68 - Use ISIN, CUSIP,  or OtherSecurityCodes/Name(of codification system) for BLOOMBERG, TELEKURS or Internal code</xs:documentation>
             
</xs:annotation>
           
</xs:element>
           
<xs:element name="InstrumentName" type="xs:string">
             
<xs:annotation>
               
<xs:documentation xml:lang="en">A70 - Name of underlying instrument.</xs:documentation>
             
</xs:annotation>
           
</xs:element>
           
<xs:element name="Valuation">
             
<xs:complexType>
               
<xs:sequence>
                 
<xs:element name="Currency" type="ISOCurrencyCodeType">
                   
<xs:annotation>
                     
<xs:documentation>A71 - Quotation currency (C)</xs:documentation>
                   
</xs:annotation>
                 
</xs:element>
                 
<xs:element name="MarketPrice" type="xs:decimal">
                   
<xs:annotation>
                     
<xs:documentation xml:lang="en">A72 - Last market price known, in Currency (C).</xs:documentation>
                   
</xs:annotation>
                 
</xs:element>
                 
<xs:element name="Country" type="ISOCountryCodeType">
                   
<xs:annotation>
                     
<xs:documentation xml:lang="en">A73 - Country of quotation</xs:documentation>
                   
</xs:annotation>
                 
</xs:element>
                 
<xs:element name="EconomicArea" type="EconomicAreaType" minOccurs="0">
                   
<xs:annotation>
                     
<xs:documentation xml:lang="en">A74 - Economic area code of Country of quotation:
0 non listed
1 EEA;
2 OECD non EEA
3 non OECD
</xs:documentation>
                   
</xs:annotation>
                 
</xs:element>
               
</xs:sequence>
             
</xs:complexType>
           
</xs:element>
           
<xs:element name="Coupon" minOccurs="0">
             
<xs:annotation>
               
<xs:documentation xml:lang="en">If underlying instrument is an interest rate instrument.</xs:documentation>
             
</xs:annotation>
             
<xs:complexType>
               
<xs:sequence>
                 
<xs:element name="CouponRate" type="PercentageType">
                   
<xs:annotation>
                     
<xs:documentation xml:lang="en">A75 - Next coupon rate in percentage.
3.5% = 3.5
</xs:documentation>
                   
</xs:annotation>
                 
</xs:element>
                 
<xs:element name="CouponFrequency" type="SIICouponFrequencyType">
                   
<xs:annotation>
                     
<xs:documentation xml:lang="en">A76 - Coupon payment frequency as number of coupons per year
0 = other case than
1= annual
2= biannual
4= quarterly
12= monthly
</xs:documentation>
                   
</xs:annotation>
                 
</xs:element>
               
</xs:sequence>
             
</xs:complexType>
           
</xs:element>
           
<xs:element name="Redemption" type="RedemptionType" minOccurs="0">
             
<xs:annotation>
               
<xs:documentation xml:lang="en">A77 78 79 - Redemption details.
If underlying instrument is an interest rate instrument.
</xs:documentation>
             
</xs:annotation>
           
</xs:element>
           
<xs:element name="CreditRiskData" type="CreditRiskDataType" minOccurs="0">
             
<xs:annotation>
               
<xs:documentation xml:lang="en">A80 to A89 - Issuer of underlying instrument
(or counterparty for OTC instruments).
</xs:documentation>
             
</xs:annotation>
           
</xs:element>
         
</xs:sequence>
       
</xs:complexType>
     
</xs:element>
   
</xs:sequence>
 
</xs:complexType>
</xs:element>

element SIIPositionType/DerivativeOrConvertible/OptionCharacteristics
diagram index_p1912.png
namespace http://www.fundsxml.org/XMLSchema/3.2
properties
minOcc 0
maxOcc 1
content complex
children CallPutType StrikePrice ConversionRatio ExerciseType Convertible
annotation
documentation
For an Option, description of its characteristincs.
For a convertible bond, description of optional conversion.
Useless for single futures contract.
source <xs:element name="OptionCharacteristics" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">For an Option, description of its characteristincs.
For a convertible bond, description of optional conversion.
Useless for single futures contract.
</xs:documentation>
 
</xs:annotation>
 
<xs:complexType>
   
<xs:sequence>
     
<xs:element name="CallPutType">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A60 - Option type
"Cal"=call
"Put"=put
"Cap"=cap
"Flr"=floor
</xs:documentation>
       
</xs:annotation>
       
<xs:simpleType>
         
<xs:restriction base="xs:string">
           
<xs:length value="3"/>
           
<xs:enumeration value="Cal"/>
           
<xs:enumeration value="Put"/>
           
<xs:enumeration value="Cap"/>
           
<xs:enumeration value="Flr"/>
         
</xs:restriction>
       
</xs:simpleType>
     
</xs:element>
     
<xs:element name="StrikePrice" type="xs:decimal">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A61 - Strike price of the option in same unit as price of underlying instrument.</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="ConversionRatio" type="xs:decimal">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A62 - Quantity of UnderlyingInstrument obtained for one "Instrument".</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="ExerciseType" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A64 - Option style: AMerican, EUropean, ASiatic, BErmudian
Optional for convertibles
</xs:documentation>
       
</xs:annotation>
       
<xs:simpleType>
         
<xs:restriction base="xs:string">
           
<xs:minLength value="2"/>
           
<xs:maxLength value="2"/>
           
<xs:enumeration value="AM"/>
           
<xs:enumeration value="EU"/>
           
<xs:enumeration value="AS"/>
           
<xs:enumeration value="BE"/>
         
</xs:restriction>
       
</xs:simpleType>
     
</xs:element>
     
<xs:element name="Convertible" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation>Only for Convertible bond.
For pricing using shock modelling.
</xs:documentation>
       
</xs:annotation>
       
<xs:complexType>
         
<xs:sequence>
           
<xs:element name="BondFloor" type="xs:decimal" minOccurs="0">
             
<xs:annotation>
               
<xs:documentation>A127 - Lowest value of a convertible bond expressed in quotation currency, at current issuer spread</xs:documentation>
             
</xs:annotation>
           
</xs:element>
           
<xs:element name="OptionPremium" type="xs:decimal" minOccurs="0">
             
<xs:annotation>
               
<xs:documentation>A128 - Premium of the embedded option of a convertible bond in quotation currency.</xs:documentation>
             
</xs:annotation>
           
</xs:element>
         
</xs:sequence>
       
</xs:complexType>
     
</xs:element>
   
</xs:sequence>
 
</xs:complexType>
</xs:element>

element SIIPositionType/DerivativeOrConvertible/OptionCharacteristics/CallPutType
diagram index_p1913.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type restriction of xs:string
properties
content simple
facets
Kind Value Annotation
length 3
enumeration Cal
enumeration Put
enumeration Cap
enumeration Flr
annotation
documentation
A60 - Option type
"Cal"=call
"Put"=put
"Cap"=cap
"Flr"=floor
source <xs:element name="CallPutType">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A60 - Option type
"Cal"=call
"Put"=put
"Cap"=cap
"Flr"=floor
</xs:documentation>
 
</xs:annotation>
 
<xs:simpleType>
   
<xs:restriction base="xs:string">
     
<xs:length value="3"/>
     
<xs:enumeration value="Cal"/>
     
<xs:enumeration value="Put"/>
     
<xs:enumeration value="Cap"/>
     
<xs:enumeration value="Flr"/>
   
</xs:restriction>
 
</xs:simpleType>
</xs:element>

element SIIPositionType/DerivativeOrConvertible/OptionCharacteristics/StrikePrice
diagram index_p1914.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
content simple
annotation
documentation
A61 - Strike price of the option in same unit as price of underlying instrument.
source <xs:element name="StrikePrice" type="xs:decimal">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A61 - Strike price of the option in same unit as price of underlying instrument.</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/DerivativeOrConvertible/OptionCharacteristics/ConversionRatio
diagram index_p1915.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
content simple
annotation
documentation
A62 - Quantity of UnderlyingInstrument obtained for one "Instrument".
source <xs:element name="ConversionRatio" type="xs:decimal">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A62 - Quantity of UnderlyingInstrument obtained for one "Instrument".</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/DerivativeOrConvertible/OptionCharacteristics/ExerciseType
diagram index_p1916.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type restriction of xs:string
properties
minOcc 0
maxOcc 1
content simple
facets
Kind Value Annotation
minLength 2
maxLength 2
enumeration AM
enumeration EU
enumeration AS
enumeration BE
annotation
documentation
A64 - Option style: AMerican, EUropean, ASiatic, BErmudian
Optional for convertibles
source <xs:element name="ExerciseType" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A64 - Option style: AMerican, EUropean, ASiatic, BErmudian
Optional for convertibles
</xs:documentation>
 
</xs:annotation>
 
<xs:simpleType>
   
<xs:restriction base="xs:string">
     
<xs:minLength value="2"/>
     
<xs:maxLength value="2"/>
     
<xs:enumeration value="AM"/>
     
<xs:enumeration value="EU"/>
     
<xs:enumeration value="AS"/>
     
<xs:enumeration value="BE"/>
   
</xs:restriction>
 
</xs:simpleType>
</xs:element>

element SIIPositionType/DerivativeOrConvertible/OptionCharacteristics/Convertible
diagram index_p1917.png
namespace http://www.fundsxml.org/XMLSchema/3.2
properties
minOcc 0
maxOcc 1
content complex
children BondFloor OptionPremium
annotation
documentation
Only for Convertible bond.
For pricing using shock modelling.
source <xs:element name="Convertible" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation>Only for Convertible bond.
For pricing using shock modelling.
</xs:documentation>
 
</xs:annotation>
 
<xs:complexType>
   
<xs:sequence>
     
<xs:element name="BondFloor" type="xs:decimal" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation>A127 - Lowest value of a convertible bond expressed in quotation currency, at current issuer spread</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="OptionPremium" type="xs:decimal" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation>A128 - Premium of the embedded option of a convertible bond in quotation currency.</xs:documentation>
       
</xs:annotation>
     
</xs:element>
   
</xs:sequence>
 
</xs:complexType>
</xs:element>

element SIIPositionType/DerivativeOrConvertible/OptionCharacteristics/Convertible/BondFloor
diagram index_p1918.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A127 - Lowest value of a convertible bond expressed in quotation currency, at current issuer spread
source <xs:element name="BondFloor" type="xs:decimal" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation>A127 - Lowest value of a convertible bond expressed in quotation currency, at current issuer spread</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/DerivativeOrConvertible/OptionCharacteristics/Convertible/OptionPremium
diagram index_p1919.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A128 - Premium of the embedded option of a convertible bond in quotation currency.
source <xs:element name="OptionPremium" type="xs:decimal" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation>A128 - Premium of the embedded option of a convertible bond in quotation currency.</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/DerivativeOrConvertible/UnderlyingInstrument
diagram index_p1920.png
namespace http://www.fundsxml.org/XMLSchema/3.2
properties
content complex
children InstrumentCIC InstrumentCode InstrumentName Valuation Coupon Redemption CreditRiskData
source <xs:element name="UnderlyingInstrument">
 
<xs:complexType>
   
<xs:sequence>
     
<xs:element name="InstrumentCIC" type="CICCodeType">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A67 - Instrument type. E.g. Equity, bond, option, swap,...
CIC codification.
</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="InstrumentCode" type="SIISecurityCodificationType">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A69 68 - Use ISIN, CUSIP,  or OtherSecurityCodes/Name(of codification system) for BLOOMBERG, TELEKURS or Internal code</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="InstrumentName" type="xs:string">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A70 - Name of underlying instrument.</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="Valuation">
       
<xs:complexType>
         
<xs:sequence>
           
<xs:element name="Currency" type="ISOCurrencyCodeType">
             
<xs:annotation>
               
<xs:documentation>A71 - Quotation currency (C)</xs:documentation>
             
</xs:annotation>
           
</xs:element>
           
<xs:element name="MarketPrice" type="xs:decimal">
             
<xs:annotation>
               
<xs:documentation xml:lang="en">A72 - Last market price known, in Currency (C).</xs:documentation>
             
</xs:annotation>
           
</xs:element>
           
<xs:element name="Country" type="ISOCountryCodeType">
             
<xs:annotation>
               
<xs:documentation xml:lang="en">A73 - Country of quotation</xs:documentation>
             
</xs:annotation>
           
</xs:element>
           
<xs:element name="EconomicArea" type="EconomicAreaType" minOccurs="0">
             
<xs:annotation>
               
<xs:documentation xml:lang="en">A74 - Economic area code of Country of quotation:
0 non listed
1 EEA;
2 OECD non EEA
3 non OECD
</xs:documentation>
             
</xs:annotation>
           
</xs:element>
         
</xs:sequence>
       
</xs:complexType>
     
</xs:element>
     
<xs:element name="Coupon" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">If underlying instrument is an interest rate instrument.</xs:documentation>
       
</xs:annotation>
       
<xs:complexType>
         
<xs:sequence>
           
<xs:element name="CouponRate" type="PercentageType">
             
<xs:annotation>
               
<xs:documentation xml:lang="en">A75 - Next coupon rate in percentage.
3.5% = 3.5
</xs:documentation>
             
</xs:annotation>
           
</xs:element>
           
<xs:element name="CouponFrequency" type="SIICouponFrequencyType">
             
<xs:annotation>
               
<xs:documentation xml:lang="en">A76 - Coupon payment frequency as number of coupons per year
0 = other case than
1= annual
2= biannual
4= quarterly
12= monthly
</xs:documentation>
             
</xs:annotation>
           
</xs:element>
         
</xs:sequence>
       
</xs:complexType>
     
</xs:element>
     
<xs:element name="Redemption" type="RedemptionType" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A77 78 79 - Redemption details.
If underlying instrument is an interest rate instrument.
</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="CreditRiskData" type="CreditRiskDataType" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A80 to A89 - Issuer of underlying instrument
(or counterparty for OTC instruments).
</xs:documentation>
       
</xs:annotation>
     
</xs:element>
   
</xs:sequence>
 
</xs:complexType>
</xs:element>

element SIIPositionType/DerivativeOrConvertible/UnderlyingInstrument/InstrumentCIC
diagram index_p1921.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type CICCodeType
properties
content simple
facets
Kind Value Annotation
minLength 4
maxLength 4
annotation
documentation
A67 - Instrument type. E.g. Equity, bond, option, swap,...
CIC codification.
source <xs:element name="InstrumentCIC" type="CICCodeType">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A67 - Instrument type. E.g. Equity, bond, option, swap,...
CIC codification.
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/DerivativeOrConvertible/UnderlyingInstrument/InstrumentCode
diagram index_p1922.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type SIISecurityCodificationType
properties
content complex
children CodificationSystem Code
annotation
documentation
A69 68 - Use ISIN, CUSIP,  or OtherSecurityCodes/Name(of codification system) for BLOOMBERG, TELEKURS or Internal code
source <xs:element name="InstrumentCode" type="SIISecurityCodificationType">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A69 68 - Use ISIN, CUSIP,  or OtherSecurityCodes/Name(of codification system) for BLOOMBERG, TELEKURS or Internal code</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/DerivativeOrConvertible/UnderlyingInstrument/InstrumentName
diagram index_p1923.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:string
properties
content simple
annotation
documentation
A70 - Name of underlying instrument.
source <xs:element name="InstrumentName" type="xs:string">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A70 - Name of underlying instrument.</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/DerivativeOrConvertible/UnderlyingInstrument/Valuation
diagram index_p1924.png
namespace http://www.fundsxml.org/XMLSchema/3.2
properties
content complex
children Currency MarketPrice Country EconomicArea
source <xs:element name="Valuation">
 
<xs:complexType>
   
<xs:sequence>
     
<xs:element name="Currency" type="ISOCurrencyCodeType">
       
<xs:annotation>
         
<xs:documentation>A71 - Quotation currency (C)</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="MarketPrice" type="xs:decimal">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A72 - Last market price known, in Currency (C).</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="Country" type="ISOCountryCodeType">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A73 - Country of quotation</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="EconomicArea" type="EconomicAreaType" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A74 - Economic area code of Country of quotation:
0 non listed
1 EEA;
2 OECD non EEA
3 non OECD
</xs:documentation>
       
</xs:annotation>
     
</xs:element>
   
</xs:sequence>
 
</xs:complexType>
</xs:element>

element SIIPositionType/DerivativeOrConvertible/UnderlyingInstrument/Valuation/Currency
diagram index_p1925.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type ISOCurrencyCodeType
properties
content simple
facets
Kind Value Annotation
minLength 3
maxLength 3
annotation
documentation
A71 - Quotation currency (C)
source <xs:element name="Currency" type="ISOCurrencyCodeType">
 
<xs:annotation>
   
<xs:documentation>A71 - Quotation currency (C)</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/DerivativeOrConvertible/UnderlyingInstrument/Valuation/MarketPrice
diagram index_p1926.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
content simple
annotation
documentation
A72 - Last market price known, in Currency (C).
source <xs:element name="MarketPrice" type="xs:decimal">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A72 - Last market price known, in Currency (C).</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/DerivativeOrConvertible/UnderlyingInstrument/Valuation/Country
diagram index_p1927.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type ISOCountryCodeType
properties
content simple
facets
Kind Value Annotation
minLength 2
maxLength 2
annotation
documentation
A73 - Country of quotation
source <xs:element name="Country" type="ISOCountryCodeType">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A73 - Country of quotation</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/DerivativeOrConvertible/UnderlyingInstrument/Valuation/EconomicArea
diagram index_p1928.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type EconomicAreaType
properties
minOcc 0
maxOcc 1
content simple
facets
Kind Value Annotation
minInclusive 0
maxInclusive 3
annotation
documentation
A74 - Economic area code of Country of quotation:
0 non listed
1 EEA;
2 OECD non EEA
3 non OECD
source <xs:element name="EconomicArea" type="EconomicAreaType" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A74 - Economic area code of Country of quotation:
0 non listed
1 EEA;
2 OECD non EEA
3 non OECD
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/DerivativeOrConvertible/UnderlyingInstrument/Coupon
diagram index_p1929.png
namespace http://www.fundsxml.org/XMLSchema/3.2
properties
minOcc 0
maxOcc 1
content complex
children CouponRate CouponFrequency
annotation
documentation
If underlying instrument is an interest rate instrument.
source <xs:element name="Coupon" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">If underlying instrument is an interest rate instrument.</xs:documentation>
 
</xs:annotation>
 
<xs:complexType>
   
<xs:sequence>
     
<xs:element name="CouponRate" type="PercentageType">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A75 - Next coupon rate in percentage.
3.5% = 3.5
</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="CouponFrequency" type="SIICouponFrequencyType">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A76 - Coupon payment frequency as number of coupons per year
0 = other case than
1= annual
2= biannual
4= quarterly
12= monthly
</xs:documentation>
       
</xs:annotation>
     
</xs:element>
   
</xs:sequence>
 
</xs:complexType>
</xs:element>

element SIIPositionType/DerivativeOrConvertible/UnderlyingInstrument/Coupon/CouponRate
diagram index_p1930.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type PercentageType
properties
content simple
annotation
documentation
A75 - Next coupon rate in percentage.
3.5% = 3.5
source <xs:element name="CouponRate" type="PercentageType">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A75 - Next coupon rate in percentage.
3.5% = 3.5
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/DerivativeOrConvertible/UnderlyingInstrument/Coupon/CouponFrequency
diagram index_p1931.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type SIICouponFrequencyType
properties
content simple
facets
Kind Value Annotation
enumeration 0
enumeration 1
enumeration 2
enumeration 4
enumeration 12
annotation
documentation
A76 - Coupon payment frequency as number of coupons per year
0 = other case than
1= annual
2= biannual
4= quarterly
12= monthly
source <xs:element name="CouponFrequency" type="SIICouponFrequencyType">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A76 - Coupon payment frequency as number of coupons per year
0 = other case than
1= annual
2= biannual
4= quarterly
12= monthly
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/DerivativeOrConvertible/UnderlyingInstrument/Redemption
diagram index_p1932.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type RedemptionType
properties
minOcc 0
maxOcc 1
content complex
children MaturityDate Type Rate
annotation
documentation
A77 78 79 - Redemption details.
If underlying instrument is an interest rate instrument.
source <xs:element name="Redemption" type="RedemptionType" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A77 78 79 - Redemption details.
If underlying instrument is an interest rate instrument.
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/DerivativeOrConvertible/UnderlyingInstrument/CreditRiskData
diagram index_p1933.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type CreditRiskDataType
properties
minOcc 0
maxOcc 1
content complex
children InstrumentIssuer IssuerGroup IssuerCountry EconomicArea StateGuarantee CreditQualityStep
annotation
documentation
A80 to A89 - Issuer of underlying instrument
(or counterparty for OTC instruments).
source <xs:element name="CreditRiskData" type="CreditRiskDataType" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A80 to A89 - Issuer of underlying instrument
(or counterparty for OTC instruments).
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/Analytics
diagram index_p1934.png
namespace http://www.fundsxml.org/XMLSchema/3.2
properties
minOcc 0
maxOcc 1
content complex
children ModifiedDurationToMaturity ModifiedDurationToCall CreditSensitivity Delta Convexity Vega
annotation
documentation
Financial ratios: Modified duration, Delta, ...
Useless fo cash positions
source <xs:element name="Analytics" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation>Financial ratios: Modified duration, Delta, ...
Useless fo cash positions
</xs:documentation>
 
</xs:annotation>
 
<xs:complexType>
   
<xs:sequence>
     
<xs:element name="ModifiedDurationToMaturity" type="xs:decimal" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A90 - Modified duration to maturity date based on dirty price.</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="ModifiedDurationToCall" type="xs:decimal" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A91 - Modified duration to next call/put date, if any.</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="CreditSensitivity" type="xs:decimal" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A92</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="Delta" type="xs:decimal" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A93 - For Convertibles and Options.
Sensitivity to the underlying asset.
Mandatory?? **********
</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="Convexity" type="xs:decimal" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation xml:lang="en">A94 - Convexity for interest rates instruments; or
gamma for derivatives with optional components
</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="Vega" type="xs:decimal" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation>A94b</xs:documentation>
       
</xs:annotation>
     
</xs:element>
   
</xs:sequence>
 
</xs:complexType>
</xs:element>

element SIIPositionType/Analytics/ModifiedDurationToMaturity
diagram index_p1935.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A90 - Modified duration to maturity date based on dirty price.
source <xs:element name="ModifiedDurationToMaturity" type="xs:decimal" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A90 - Modified duration to maturity date based on dirty price.</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/Analytics/ModifiedDurationToCall
diagram index_p1936.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A91 - Modified duration to next call/put date, if any.
source <xs:element name="ModifiedDurationToCall" type="xs:decimal" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A91 - Modified duration to next call/put date, if any.</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/Analytics/CreditSensitivity
diagram index_p1937.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A92
source <xs:element name="CreditSensitivity" type="xs:decimal" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A92</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/Analytics/Delta
diagram index_p1938.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A93 - For Convertibles and Options.
Sensitivity to the underlying asset.
Mandatory?? **********
source <xs:element name="Delta" type="xs:decimal" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A93 - For Convertibles and Options.
Sensitivity to the underlying asset.
Mandatory?? **********
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/Analytics/Convexity
diagram index_p1939.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A94 - Convexity for interest rates instruments; or
gamma for derivatives with optional components
source <xs:element name="Convexity" type="xs:decimal" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A94 - Convexity for interest rates instruments; or
gamma for derivatives with optional components
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/Analytics/Vega
diagram index_p1940.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A94b
source <xs:element name="Vega" type="xs:decimal" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation>A94b</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/LookThroughISIN
diagram index_p1941.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type ISINType
properties
minOcc 0
maxOcc 1
content simple
facets
Kind Value Annotation
maxLength 12
pattern [A-Z]{2}[A-Z0-9]{10}
annotation
documentation
A95 - If Portfolio is decomposed using look-through approach and the line comes from a fund, ISIN code of this fund (Share class)
source <xs:element name="LookThroughISIN" type="ISINType" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation xml:lang="en">A95 - If Portfolio is decomposed using look-through approach and the line comes from a fund, ISIN code of this fund (Share class)</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/ContributionToSCR
diagram index_p1942.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type ContributionToSCRType
properties
minOcc 0
maxOcc 1
content complex
children MktIntUp MktIntDown MktEqGlobal MktEqOther MktProp MktSpread MktFXUp MktFXDown
annotation
documentation
Instrument level.
The block is optional. However, if the block is present, all the SCRs inside can be present, with the non relevant ones set to 0.
source <xs:element name="ContributionToSCR" type="ContributionToSCRType" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation>Instrument level.
The block is optional. However, if the block is present, all the SCRs inside can be present, with the non relevant ones set to 0.
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/QRTPositionInformation
diagram index_p1943.png
namespace http://www.fundsxml.org/XMLSchema/3.2
properties
minOcc 0
maxOcc 1
content complex
children CollateralisedAsset PlaceOfDeposit Participation ValorisationMethod AcquisitionValue CounterpartyRating UnderlyingAssetCategory
annotation
documentation
Needed for segregated account.
To be specified***********
source <xs:element name="QRTPositionInformation" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation>Needed for segregated account.
To be specified***********
</xs:documentation>
 
</xs:annotation>
 
<xs:complexType>
   
<xs:sequence>
     
<xs:element name="CollateralisedAsset" type="YesNoL1Type" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation>A106 - Indicator used to identify the under-written instruments</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="PlaceOfDeposit" type="xs:string" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation>A107 - Instrument place of deposit</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="Participation" type="xs:string" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation>A108 - Indicator used to identify the guidelines of participation in accountancy terms</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="ValorisationMethod" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation>A110 - Use closed list:
1 - quoted market price in active markets for the same assets
2 - quoted market price in active markets for similar assets
3 - alternative valuation methods
4 - adjusted equity methods (applicable for the valuation of participations)
5 - IFRS equity methods (applicable for the valuation of participations)
6 - Market valuation according to article 9(4) of Commission Delegated Regulation 2015/35
</xs:documentation>
       
</xs:annotation>
       
<xs:simpleType>
         
<xs:restriction base="xs:int">
           
<xs:minInclusive value="1"/>
           
<xs:maxInclusive value="6"/>
         
</xs:restriction>
       
</xs:simpleType>
     
</xs:element>
     
<xs:element name="AcquisitionValue" type="xs:decimal" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation>A111 - Total acquisition value for assets held, clean value without accrued interest.
Not applicable to CIC categories 7 and 8.
</xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="CounterpartyRating" minOccurs="0">
       
<xs:complexType>
         
<xs:sequence>
           
<xs:element name="RatingValue" type="xs:string">
             
<xs:annotation>
               
<xs:documentation>A112 - </xs:documentation>
             
</xs:annotation>
           
</xs:element>
           
<xs:element name="RatingAgency" type="xs:string">
             
<xs:annotation>
               
<xs:documentation>A113 - </xs:documentation>
             
</xs:annotation>
           
</xs:element>
         
</xs:sequence>
       
</xs:complexType>
     
</xs:element>
     
<xs:element name="UnderlyingAssetCategory" minOccurs="0">
       
<xs:annotation>
         
<xs:documentation>A131 - Identifies the assets categories, receivables and derivatives within the collective investment undertaking.
Possible values are:
1 - Government bonds
2 - Corporate bonds
3L - Listed equity
3X - Unlisted equity
4 - Collective Investment Undertakings
5 - Structured notes
6 - Collateralised securities
7 - Cash and deposits
8 - Mortgages and loans
9 - Properties
0 - Other investments (including receivables)
A – Futures
B – Call Options
C – Put Options
D – Swaps
E – Forwards
F – Credit derivatives
L - Liabilities
When the look-through regards a Fund of funds, category “4 - Collective Investment Units” shall be used only for non-material residual values.
</xs:documentation>
       
</xs:annotation>
       
<xs:simpleType>
         
<xs:restriction base="xs:string">
           
<xs:minLength value="1"/>
           
<xs:maxLength value="2"/>
           
<xs:enumeration value="1"/>
           
<xs:enumeration value="2"/>
           
<xs:enumeration value="3L"/>
           
<xs:enumeration value="3X"/>
           
<xs:enumeration value="4"/>
           
<xs:enumeration value="5"/>
           
<xs:enumeration value="6"/>
           
<xs:enumeration value="7"/>
           
<xs:enumeration value="8"/>
           
<xs:enumeration value="9"/>
           
<xs:enumeration value="0"/>
           
<xs:enumeration value="A"/>
           
<xs:enumeration value="B"/>
           
<xs:enumeration value="C"/>
           
<xs:enumeration value="D"/>
           
<xs:enumeration value="E"/>
           
<xs:enumeration value="F"/>
           
<xs:enumeration value="L"/>
         
</xs:restriction>
       
</xs:simpleType>
     
</xs:element>
   
</xs:sequence>
 
</xs:complexType>
</xs:element>

element SIIPositionType/QRTPositionInformation/CollateralisedAsset
diagram index_p1944.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type YesNoL1Type
properties
minOcc 0
maxOcc 1
content simple
facets
Kind Value Annotation
minLength 1
maxLength 1
enumeration Y
enumeration N
annotation
documentation
A106 - Indicator used to identify the under-written instruments
source <xs:element name="CollateralisedAsset" type="YesNoL1Type" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation>A106 - Indicator used to identify the under-written instruments</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/QRTPositionInformation/PlaceOfDeposit
diagram index_p1945.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:string
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A107 - Instrument place of deposit
source <xs:element name="PlaceOfDeposit" type="xs:string" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation>A107 - Instrument place of deposit</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/QRTPositionInformation/Participation
diagram index_p1946.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:string
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A108 - Indicator used to identify the guidelines of participation in accountancy terms
source <xs:element name="Participation" type="xs:string" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation>A108 - Indicator used to identify the guidelines of participation in accountancy terms</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/QRTPositionInformation/ValorisationMethod
diagram index_p1947.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type restriction of xs:int
properties
minOcc 0
maxOcc 1
content simple
facets
Kind Value Annotation
minInclusive 1
maxInclusive 6
annotation
documentation
A110 - Use closed list:
1 - quoted market price in active markets for the same assets
2 - quoted market price in active markets for similar assets
3 - alternative valuation methods
4 - adjusted equity methods (applicable for the valuation of participations)
5 - IFRS equity methods (applicable for the valuation of participations)
6 - Market valuation according to article 9(4) of Commission Delegated Regulation 2015/35
source <xs:element name="ValorisationMethod" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation>A110 - Use closed list:
1 - quoted market price in active markets for the same assets
2 - quoted market price in active markets for similar assets
3 - alternative valuation methods
4 - adjusted equity methods (applicable for the valuation of participations)
5 - IFRS equity methods (applicable for the valuation of participations)
6 - Market valuation according to article 9(4) of Commission Delegated Regulation 2015/35
</xs:documentation>
 
</xs:annotation>
 
<xs:simpleType>
   
<xs:restriction base="xs:int">
     
<xs:minInclusive value="1"/>
     
<xs:maxInclusive value="6"/>
   
</xs:restriction>
 
</xs:simpleType>
</xs:element>

element SIIPositionType/QRTPositionInformation/AcquisitionValue
diagram index_p1948.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:decimal
properties
minOcc 0
maxOcc 1
content simple
annotation
documentation
A111 - Total acquisition value for assets held, clean value without accrued interest.
Not applicable to CIC categories 7 and 8.
source <xs:element name="AcquisitionValue" type="xs:decimal" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation>A111 - Total acquisition value for assets held, clean value without accrued interest.
Not applicable to CIC categories 7 and 8.
</xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/QRTPositionInformation/CounterpartyRating
diagram index_p1949.png
namespace http://www.fundsxml.org/XMLSchema/3.2
properties
minOcc 0
maxOcc 1
content complex
children RatingValue RatingAgency
source <xs:element name="CounterpartyRating" minOccurs="0">
 
<xs:complexType>
   
<xs:sequence>
     
<xs:element name="RatingValue" type="xs:string">
       
<xs:annotation>
         
<xs:documentation>A112 - </xs:documentation>
       
</xs:annotation>
     
</xs:element>
     
<xs:element name="RatingAgency" type="xs:string">
       
<xs:annotation>
         
<xs:documentation>A113 - </xs:documentation>
       
</xs:annotation>
     
</xs:element>
   
</xs:sequence>
 
</xs:complexType>
</xs:element>

element SIIPositionType/QRTPositionInformation/CounterpartyRating/RatingValue
diagram index_p1950.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:string
properties
content simple
annotation
documentation
A112 -
source <xs:element name="RatingValue" type="xs:string">
 
<xs:annotation>
   
<xs:documentation>A112 - </xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/QRTPositionInformation/CounterpartyRating/RatingAgency
diagram index_p1951.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type xs:string
properties
content simple
annotation
documentation
A113 -
source <xs:element name="RatingAgency" type="xs:string">
 
<xs:annotation>
   
<xs:documentation>A113 - </xs:documentation>
 
</xs:annotation>
</xs:element>

element SIIPositionType/QRTPositionInformation/UnderlyingAssetCategory
diagram index_p1952.png
namespace http://www.fundsxml.org/XMLSchema/3.2
type restriction of xs:string
properties
minOcc 0
maxOcc 1
content simple
facets
Kind Value Annotation
minLength 1
maxLength 2
enumeration 1
enumeration 2
enumeration 3L
enumeration 3X
enumeration 4
enumeration 5
enumeration 6
enumeration 7
enumeration 8
enumeration 9
enumeration 0
enumeration A
enumeration B
enumeration C
enumeration D
enumeration E
enumeration F
enumeration L
annotation
documentation
A131 - Identifies the assets categories, receivables and derivatives within the collective investment undertaking.
Possible values are:
1 - Government bonds
2 - Corporate bonds
3L - Listed equity
3X - Unlisted equity
4 - Collective Investment Undertakings
5 - Structured notes
6 - Collateralised securities
7 - Cash and deposits
8 - Mortgages and loans
9 - Properties
0 - Other investments (including receivables)
A – Futures
B – Call Options
C – Put Options
D – Swaps
E – Forwards
F – Credit derivatives
L - Liabilities
When the look-through regards a Fund of funds, category “4 - Collective Investment Units” shall be used only for non-material residual values.
source <xs:element name="UnderlyingAssetCategory" minOccurs="0">
 
<xs:annotation>
   
<xs:documentation>A131 - Identifies the assets categories, receivables and derivatives within the collective investment undertaking.
Possible values are:
1 - Government bonds
2 - Corporate bonds
3L - Listed equity
3X - Unlisted equity
4 - Collective Investment Undertakings
5 - Structured notes
6 - Collateralised securities
7 - Cash and deposits
8 - Mortgages and loans
9 - Properties
0 - Other investments (including receivables)
A – Futures
B – Call Options
C – Put Options
D – Swaps
E – Forwards
F – Credit derivatives
L - Liabilities
When the look-through regards a Fund of funds, category “4 - Collective Investment Units” shall be used only for non-material residual values.
</xs:documentation>
 
</xs:annotation>
 
<xs:simpleType>
   
<xs:restriction base="xs:string">
     
<xs:minLength value="1"/>
     
<xs:maxLength value="2"/>
     
<xs:enumeration value="1"/>
     
<xs:enumeration value="2"/>
     
<xs:enumeration value="3L"/>
     
<xs:enumeration value="3X"/>
     
<xs:enumeration value="4"/>
     
<xs:enumeration value="5"/>
     
<xs:enumeration value="6"/>
     
<xs:enumeration value="7"/>
     
<xs:enumeration value="8"/>
     
<xs:enumeration value="9"/>
     
<xs:enumeration value="0"/>
     
<xs:enumeration value="A"/>
     
<xs:enumeration value="B"/>
     
<xs:enumeration value="C"/>
     
<xs:enumeration value="D"/>
     
<xs:enumeration value="E"/>
     
<xs:enumeration value="F"/>
     
<xs:enumeration value="L"/>
   
</xs:restriction>
 
</xs:simpleType>
</xs:element>


XML Schema documentation generated by XMLSpy Schema Editor http://www.altova.com/xmlspy