15.6.16 Outgoing FPML Changes for Negative Rate

The following outgoing FpML notices sends interest and margin rates in negative if the rates are maintained in negative for the associated contracts.

Individual FpML messages for each participant

Table 15-1 FpML messages

Notice Name	Associated Event	Remarks	Systematic / Free format
Drawdown Notice	DNOT	During drawdown booking.	Systematic
Rate Reset Notice	IRFX	During drawdown Interest rate fixing.	Systematic
Interest Payment Notice	NOTC	During Interest payment.	Free format
Split Rollover Notice	RNOT	During Split Rollover booking.	Systematic
Consolidated Rollover Notice	CRNT	During consol Rollover Booking.	Systematic
Pricing Change Notice	MRFX	During Margin rate revision at drawdown level.	Systematic

Bulk FpML notices (One message with all participant details)

Table 15-2 Bulk FpML notices

Notice Name	Associated Event	Remarks	Systematic / Free format?
Drawdown Notice	DNOT	During drawdown booking.	Systematic
Rate Set Notice	IRAM	During Interest rate amendment.	Systematic
	VAMB	During interest rate amendment in VAMI screen.	Systematic
	MRFX	During drawdown Margin rate revision.	Systematic
Interest Repayment Notice	LIQD	During full or partial interest payment on drawdown.	Systematic
Split Rollover Notice	RNOT	During Split Rollover booking.	Systematic
Consolidated Rollover Notice	CRNT	During consol Rollover Booking.	Systematic