Reporting to NSD Repository

The ‘Reporting to NSD Repository’ module built on the basis of the QORT software platform features the following functions:

  1. Collection and record of data on all OTC REPO trades and currency swap trades executed under General Agreements, as well as REPO trades executed outside of the General agreement.

  2. Generation of messages about OTC REPO trades and currency swap trades in the FpML format including:
    • questionnaire for the currency SWAP contract,
    • questionnaire for the REPO contract,
    • data on execution of contract liabilities.
  3. Preparation of print message forms by using templates provided by the Repository.
  1. Generation and dispatch of the following types of reports to NSD Repository:
    • initial registration reports,
    • initial registration change reports,
    • reports on settlements under contract.
  2. Import of information on calculations made in NSD:
    • upload of trade instructions, notifications about cash deposit or withdrawal of cash from the account for settlements in Rubles,
    • upload and reconciliation of balances (incoming, end of day, and for non-trade operations) by currency accounts serviced in NSD.

Repository responses about the success or denial to register the reports are processed and stored. The module generates tables with consolidated reports with information on transactions and transaction liabilities, which are to be reported, and on statuses of sent reports. There is a possibility of advanced search through created Repository reports by applying filters.

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