Instrument Schema upgrade 1.9.0

Publiceringsdatum: Apr 21, 2011 7:44:19 AM

Dear Elasticia integrators,

This is an announcement of an upcoming release of the InstrumentSchema

(version 1.9.0).

Since the changes are quite limited in scope (see change log at the

end of this message) we hope that the roadmap below is acceptable for

all integrators. If not, please let us know as soon as possible!

+ Week #1. Friday (today).

- InstrumentSchema v1.9 DRAFT published.

- Public comment period starts.

+ Week #2-3.

- Public comment period.

+ Week #3. Thursday.

- Public comment period ends.

+ Week #3. Friday.

- InstrumentSchema v1.9 FINAL DRAFT published (including changes

from public comment period, if any).

- External test system updated to InstrumentSchema v1.9 FINAL DRAFT

+ Week #4-5.

- Updated external test system available for testing

+ Week #5. Thursday.

- External test period ends.

+ Week #5. Friday.

- InstrumentSchema v1.9 FINAL published (including changes from

external test period, if any).

- After market close: Production system updated to

InstrumentSchema v1.9 FINAL

+ Week #5. Weekend.

- NGM support on standby to resolve potential problems.

+ Week #6. Monday.

- Production system now uses InstrumentSchema v1.9 FINAL.

The new instrument schema is availible at

https://sites.google.com/site/elasticiatradingsystem/files/Instrument...

***** Change log

InstrumentSchema 1.9.0

Changes from version 1.8

* Removed IssuedQuantity from Equity and Right, since they are added

to the Common block.

* Removed the orderbookId attribute from the instrument; it's already

available in InstrumentIdentificationType in Common block.

* Modified ConstantLeverageCertificate's EUSIPA code from 2299

to 2220.

* Modified, moved Strike and StrikeCurrency to the underlying block

from the Warrant specific block.

* Added MarketValue to UncappedCapitalProtection (EUSIPA: 1100),

CappedCapitalProtection (EUSIPA: 1120), CapitalProtectionWithCoupon

(EUSIPA: 1140), CapitalProtectionWithKnockOut (EUSIPA: 1130),

MiscellaneousCapitalProtection (EUSIPA: 1199), Warrant (EUSIPA:

2100), ExpressCertificate (EUSIPA: 1226), ReverseConvertible

(EUSIPA: 1220)

* Added LongTermValue to UncappedCapitalProtection (EUSIPA: 1100),

CappedCapitalProtection (EUSIPA: 1120), CapitalProtectionWithCoupon

(EUSIPA: 1140), CapitalProtectionWithKnockOut (EUSIPA: 1130),

MiscellaneousCapitalProtection (EUSIPA: 1199), Warrant (EUSIPA:

2100), ExpressCertificate (EUSIPA: 1226), ReverseConvertible

(EUSIPA: 1220)

* Added Symbol for the Issuer.

* Added Currency to all Underlyings' ReferenceMarkets.

* Added IssuedQuantity (optional) to the Common block.

* Added NominalValue to CappedCapitalProtection (EUSIPA: 1120) and

Other.

* Added NominalCurrency to UncappedCapitalProtection (EUSIPA: 1100),

CappedCapitalProtection (EUSIPA: 1120), CapitalProtectionWithCoupon

(EUSIPA: 1140), CapitalProtectionWithKnockOut (EUSIPA: 1130),

MiscellaneousCapitalProtection (EUSIPA: 1199), Bond, ETP,

ConvertibleBond and MiscellaneousYieldEnhancementCertificate

(EUSIPA: 1299) and Other.

* Added IssuePrice to UncappedCapitalProtection (EUSIPA: 1100),

CappedCapitalProtection (EUSIPA: 1120), CapitalProtectionWithCoupon

(EUSIPA: 1140), CapitalProtectionWithKnockOut (EUSIPA: 1130),

MiscellaneousCapitalProtection (EUSIPA: 1199) and Other.

* Added Arranger (optional) to Warrant(EUSIPA:2100), Bond,

MiscellaneousLeverageWithoutKnockOut (EUSIPA: 2199),

MiscellaneousLeverageWithKnockOut (EUSIPA: 2299),

OutperformanceCertificate (EUSIPA: 1310),

MiscellaneousParticipation (EUSIPA: 1399),

BarrierReverseConvertible (EUSIPA: 1230),

ExpressCertificate(EUSIPA:1260), MiscellaneousYieldEnhancement

(EUSIPA: 1299), UncappedCapitalProtection (EUSIPA: 1100),

CappedCapitalProtection (EUSIPA: 1120), CapitalProtectionWithCoupon

(EUSIPA: 1140), CapitalProtectionWithKnockOut (EUSIPA: 1130),

MiscellaneousCapitalProtection (EUSIPA: 1199),ReverseConvertible

(EUSIPA: 1220), DiscountCertificate (EUSIPA: 1200), and Other.

* Modified. Moved Strike and Strike Currency to

MiscellaneousYieldEnhancementCertificate's underlying field.

* Modified documentation of MiniFuture and KnockOutWarrant.

* KnockOutWarrant has the same fields as MiniFuture.

* Added new instrument type TurboWarrant (EUSIPA: 2205).

KnockOutWarrant's old fields are copied to this instrument type.

* Removed MarketValue and LongTermValue from all instrument types.

Changes 2011-05-16:

* Removed space from "TurboWarrant "

**** Contact

If you have any questions, need help when implementing support for the

new Instrument Schema, connecting to the additional gateway, finding

the test products or other issues:

Contact NGM Technical Support at support@ngm.se, +46856639060 or post

your question in ngm-dev google group.

We are always happy to assist.

Kind regards,

--

Mikael Fornius

Technical Support, NGM

support@ngm.se, +46856639060