GTR CFTC/Canada/SEC (NoA): Selecting a Submission Template

Resources

CSV Submissions

Harmonized CSV, Harmonized Valuation CSV, and PPD CSV Templates: These are cross-asset templates contained within the message specification.

The selected template format determines options to correctly populate the Message Type, Action Type, Transaction Type, and Event Type fields.

XML Submissions

XML submissions are available for any Message Type. The XML Xpaths tab on the Message Specification contains the XML xpaths.

FpML Submissions

FpML submissions are available for submission of any Message Type. The FpML Xpaths tab on the Message Specification contains the FpML Xpaths.

Template Completion and Testing

After determining the Message Type, Action, Transaction Type, and Lifecycle Event for your submission, you can begin populating your template with the data you are required to report. The template and field information are available in the Canada Rewrite UAT Message Specification.

CSV Submitters

To complete your template:

  1. Download the Canada Rewrite UAT Message Specification.
  2. Select your submission template 
    1. Harmonized CSV for Message Type = ‘Trade State’: The template is on the “Harmonized CSV Template” tab of the Message Specification. There is a single template for all asset classes.
    2. Harmonized Valuation CSV for Message Type = ‘Valuation’: The template is on the “Harmonized Valuation Template” tab of the Message Specification. There is a single template for all asset classes.
    3. Collateral Valuation CSV for Message Type = "CollateralValue': The template is on the “Collateral Valuation Template” tab of the Message Specification. There is a single template for all asset classes.
    4. PPD CSV for Message Type = ‘RT’ or ‘RealTime’: The template is on the “PPD CSV Template” tab of the Message Specification. There is a single template for all asset classes.
  3. Use the NoA OTC Specifications tab to determine your Required (R), Conditional (C), and Optional (O) fields. This is done by filtering using the different fields. 

Notes

  • The rules in the NoA OTC Specifications tab indicate what GTR requires for successful ingestion. These values do not mandate what is necessary for regulatory compliance.

  • Canada Rewrite Submission Samples (CSV,XML, FpML) zip file contains submission samples for the Canada Rewrite. Please note that these samples are not meant to capture all possible submission scenarios.

The NoA OTC Specifications tab is also where you can find the valid values and correct formatting for each of the data fields.