Position

<xs:element xmlns:altova="http://www.altova.com/xml-schema-extensions"
            xmlns:ds="http://www.w3.org/2000/09/xmldsig#"
            xmlns:xs="http://www.w3.org/2001/XMLSchema"
            maxOccurs="unbounded"
            name="Position"
            type="SIIPositionType_V5">
   <xs:annotation>
      <xs:documentation xml:lang="en">Detail of each Position.</xs:documentation>
   </xs:annotation>
</xs:element>

<xs:complexType xmlns:altova="http://www.altova.com/xml-schema-extensions"
                xmlns:ds="http://www.w3.org/2000/09/xmldsig#"
                xmlns:xs="http://www.w3.org/2001/XMLSchema"
                name="SIIPositionType_V5">
   <xs:sequence>
      <xs:element name="InstrumentCIC">
         <xs:annotation>
            <xs:documentation xml:lang="en">A12 - Instrument type. E.g. Equity, bond, option, swap,...
CIC codification used.</xs:documentation>
         </xs:annotation>
         <xs:simpleType>
            <xs:restriction base="CICCodeType">
               <xs:pattern value="([A-Z]{2}([A-F]|[0-9]){1}[1-9]{1})"/>
            </xs:restriction>
         </xs:simpleType>
      </xs:element>
      <xs:element minOccurs="0" name="EconomicArea" type="EconomicAreaType">
         <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_V5">
         <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 minOccurs="0" name="GroupID">
         <xs:annotation>
            <xs:documentation>A16 - Grouping code for operations on multi-leg instruments.
Useless for single-leg positions.</xs:documentation>
         </xs:annotation>
         <xs:simpleType>
            <xs:restriction base="xs:string">
               <xs:maxLength value="255"/>
            </xs:restriction>
         </xs:simpleType>
      </xs:element>
      <xs:element name="InstrumentName">
         <xs:annotation>
            <xs:documentation xml:lang="en">A17</xs:documentation>
         </xs:annotation>
         <xs:simpleType>
            <xs:restriction base="xs:string">
               <xs:maxLength value="255"/>
            </xs:restriction>
         </xs:simpleType>
      </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 minOccurs="0" name="Quantity" type="xs:decimal">
                  <xs:annotation>
                     <xs:documentation xml:lang="en">A18 - Quantity of Instrument in Position.
</xs:documentation>
                  </xs:annotation>
               </xs:element>
               <xs:element minOccurs="0" 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 minOccurs="0" name="ContractSize" type="xs:decimal">
                  <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 minOccurs="0" name="AccruedIncomeQC" type="xs:decimal">
                  <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 minOccurs="0" name="AccruedIncomePC" type="xs:decimal">
                  <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">
                  <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">
                  <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 minOccurs="0" name="MarketExposureUC" type="xs:decimal">
                  <xs:annotation>
                     <xs:documentation>A29 - %Market exposure in QuotationCurrency (C) 
of underlying asset</xs:documentation>
                  </xs:annotation>
               </xs:element>
               <xs:element name="MarketExposureWeight" type="xs:decimal">
                  <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 minOccurs="0" name="MarketExposureUCWeight" type="xs:decimal">
                  <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 minOccurs="0" name="InterestRateInstrumentCharacteristics">
         <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), " Infation_linked" (inflation linked bonds)</xs:documentation>
                     </xs:annotation>
                     <xs:simpleType>
                        <xs:restriction base="xs:string">
                           <xs:enumeration value="Fixed"/>
                           <xs:enumeration value="Variable"/>
                           <xs:enumeration value="Floating"/>
                           <xs:enumeration value="Infation_linked"/>
                        </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 minOccurs="0" name="VariableRate">
                     <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_V5">
                              <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 than below options:
1= annual
2= biannual
4= quarterly
12= monthly 
52= weekly</xs:documentation>
                     </xs:annotation>
                  </xs:element>
               </xs:sequence>
               <xs:element minOccurs="0" name="EffectiveDateOfInstrument" type="xs:date">
                  <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_V5">
                  <xs:annotation>
                     <xs:documentation xml:lang="en">A39 40 41 - Redemption details</xs:documentation>
                  </xs:annotation>
               </xs:element>
               <xs:element minOccurs="0" name="EmbeddedOption">
                  <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 - Cal = Call
Put = Put
Cap = Cap
Flr= Floor</xs:documentation>
                           </xs:annotation>
                           <xs:simpleType>
                              <xs:restriction base="xs:string">
                                 <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="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 minOccurs="0" name="ValuationYieldCurve">
                  <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 minOccurs="0" name="CreditRiskData">
         <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_V5">
                  <xs:sequence>
                     <xs:element minOccurs="0" name="EconomicSector" type="NACECodeType">
                        <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 minOccurs="0" 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 minOccurs="0" name="Securitisation">
         <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:simpleType>
                     <xs:restriction base="xs:string">
                        <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="g"/>
                        <xs:enumeration value="h"/>
                        <xs:enumeration value="i"/>
                        <xs:enumeration value="j"/>
                     </xs:restriction>
                  </xs:simpleType>
               </xs:element>
               <xs:element minOccurs="0" name="TrancheLevel" type="xs:string">
                  <xs:annotation>
                     <xs:documentation>A58b - Seniority</xs:documentation>
                  </xs:annotation>
               </xs:element>
            </xs:sequence>
         </xs:complexType>
      </xs:element>
      <xs:element minOccurs="0" name="SubordinatedDebt" type="YesNoL1Type">
         <xs:annotation>
            <xs:documentation>A58 - Y/N</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element minOccurs="0" name="HedgingRolling">
         <xs:annotation>
            <xs:documentation xml:lang="en">A65 - Indication of existing Risk Mitigation program "Y" used for Risk Mitigation purpose and the position is systematically rolled at maturity, "N" used for hedging purpose but no systematic roll at maturity); "EPM" Efficient Portfolio Management / not used for hedging purpose</xs:documentation>
         </xs:annotation>
         <xs:simpleType>
            <xs:restriction base="xs:string">
               <xs:enumeration value="Y"/>
               <xs:enumeration value="N"/>
               <xs:enumeration value="EPM"/>
            </xs:restriction>
         </xs:simpleType>
      </xs:element>
      <xs:element minOccurs="0" name="DerivativeOrConvertible">
         <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 minOccurs="0" name="OptionCharacteristics">
                  <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 minOccurs="0" name="ExerciseType">
                           <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 minOccurs="0" name="Convertible">
                           <xs:annotation>
                              <xs:documentation>Only for Convertible bond.
For pricing using shock modelling.</xs:documentation>
                           </xs:annotation>
                           <xs:complexType>
                              <xs:sequence>
                                 <xs:element minOccurs="0" name="BondFloor" type="xs:decimal">
                                    <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 minOccurs="0" name="OptionPremium" type="xs:decimal">
                                    <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_V5">
                           <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 minOccurs="0" name="Country" type="ISOCountryCodeType">
                                    <xs:annotation>
                                       <xs:documentation xml:lang="en">A73 - Country of quotation</xs:documentation>
                                    </xs:annotation>
                                 </xs:element>
                                 <xs:element minOccurs="0" name="EconomicArea" type="EconomicAreaType">
                                    <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 minOccurs="0" name="Coupon">
                           <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 coupon payment per year
0 = other than below options:
1= annual
2= biannual
4= quarterly
12= monthly
52= weekly"
</xs:documentation>
                                    </xs:annotation>
                                 </xs:element>
                              </xs:sequence>
                           </xs:complexType>
                        </xs:element>
                        <xs:element minOccurs="0" name="Redemption" type="RedemptionType_V5">
                           <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 minOccurs="0" name="CreditRiskData" type="CreditRiskDataType_V5">
                           <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:element minOccurs="0" name="MaturityDate" type="xs:date">
                  <xs:annotation>
                     <xs:documentation xml:lang="en">A 39 Expiry date for options. Maturity date for derivatives.</xs:documentation>
                  </xs:annotation>
               </xs:element>
            </xs:sequence>
         </xs:complexType>
      </xs:element>
      <xs:element minOccurs="0" name="Analytics">
         <xs:annotation>
            <xs:documentation>Financial ratios: Modified duration, Delta, ...
Useless fo cash positions</xs:documentation>
         </xs:annotation>
         <xs:complexType>
            <xs:sequence>
               <xs:element minOccurs="0" name="ModifiedDurationToMaturity" type="xs:decimal">
                  <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 minOccurs="0" name="ModifiedDurationToCall" type="xs:decimal">
                  <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 minOccurs="0" name="CreditSensitivity" type="xs:decimal">
                  <xs:annotation>
                     <xs:documentation xml:lang="en">A92</xs:documentation>
                  </xs:annotation>
               </xs:element>
               <xs:element minOccurs="0" name="Delta" type="xs:decimal">
                  <xs:annotation>
                     <xs:documentation xml:lang="en">A93 - For Convertibles and Options.
Sensitivity to the underlying asset.</xs:documentation>
                  </xs:annotation>
               </xs:element>
               <xs:element minOccurs="0" name="Convexity" type="xs:decimal">
                  <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 minOccurs="0" name="Vega" type="xs:decimal">
                  <xs:annotation>
                     <xs:documentation>A94b</xs:documentation>
                  </xs:annotation>
               </xs:element>
            </xs:sequence>
         </xs:complexType>
      </xs:element>
      <xs:element minOccurs="0" name="LookThroughISIN" type="ISINType">
         <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 minOccurs="0" name="ContributionToSCR" type="ContributionToSCRType">
         <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 minOccurs="0" name="QRTPositionInformation">
         <xs:annotation>
            <xs:documentation>Needed for segregated account.
To be specified***********</xs:documentation>
         </xs:annotation>
         <xs:complexType>
            <xs:sequence>
               <xs:element minOccurs="0" name="CollateralisedAsset">
                  <xs:annotation>
                     <xs:documentation>A106 - Indicator used to identify the under-written instruments</xs:documentation>
                  </xs:annotation>
                  <xs:simpleType>
                     <xs:restriction base="xs:unsignedInt">
                        <xs:enumeration value="1"/>
                        <xs:enumeration value="2"/>
                        <xs:enumeration value="3"/>
                        <xs:enumeration value="4"/>
                        <xs:enumeration value="9"/>
                     </xs:restriction>
                  </xs:simpleType>
               </xs:element>
               <xs:element minOccurs="0" name="PlaceOfDeposit" type="xs:string">
                  <xs:annotation>
                     <xs:documentation>A107 - Instrument place of deposit</xs:documentation>
                  </xs:annotation>
               </xs:element>
               <xs:element minOccurs="0" name="Participation">
                  <xs:annotation>
                     <xs:documentation>A108 - Indicator used to identify the guidelines of participation in accountancy terms
1 - Participation
2 - non participation</xs:documentation>
                  </xs:annotation>
                  <xs:simpleType>
                     <xs:restriction base="xs:int">
                        <xs:minInclusive value="1"/>
                        <xs:maxInclusive value="2"/>
                     </xs:restriction>
                  </xs:simpleType>
               </xs:element>
               <xs:element minOccurs="0" name="ValorisationMethod">
                  <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 minOccurs="0" name="AcquisitionValue" type="xs:decimal">
                  <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 minOccurs="0" name="CounterpartyRating">
                  <xs:complexType>
                     <xs:sequence>
                        <xs:element name="RatingValue" type="xs:string">
                           <xs:annotation>
                              <xs:documentation>A112 - Rating of the counterparty / issuer (cf specifications QRT) (S.06.02 - old: Assets D1)</xs:documentation>
                           </xs:annotation>
                        </xs:element>
                        <xs:element name="RatingAgency" type="xs:string">
                           <xs:annotation>
                              <xs:documentation>A113 - Name of the rating agency (cf specification QRT) (S.06.02 - old: Assets D1)</xs:documentation>
                           </xs:annotation>
                        </xs:element>
                     </xs:sequence>
                  </xs:complexType>
               </xs:element>
               <xs:element name="UnderlyingAssetCategory">
                  <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:element name="AdditionalInformation">
         <xs:complexType>
            <xs:sequence>
               <xs:element minOccurs="0" name="FundCustodianName" type="xs:string">
                  <xs:annotation>
                     <xs:documentation>A133</xs:documentation>
                  </xs:annotation>
               </xs:element>
               <xs:element minOccurs="0" name="InfrastructureInvestment">
                  <xs:annotation>
                     <xs:documentation>A132 - Use closed list:
0 - Not assessed
1 - Debt on eligible Infrastructure project
2 - Equity on  eligible infrastructure project 
3 - Debt on eligible Infrastructure corporate
4 - Equity on eligible infrastructure corporate
5 - Non eligible</xs:documentation>
                  </xs:annotation>
                  <xs:simpleType>
                     <xs:restriction base="xs:int">
                        <xs:minInclusive value="0"/>
                        <xs:maxInclusive value="5"/>
                     </xs:restriction>
                  </xs:simpleType>
               </xs:element>
               <xs:element minOccurs="0" name="Type1_private_equity_portfolio_eligibility">
                  <xs:annotation>
                     <xs:documentation>A134 - Use closed list:
Int (1)
0 = Not assessed
1= elligible for re-classification as equity type 1
2 = not elligible for re-classification as equity type 1
</xs:documentation>
                  </xs:annotation>
                  <xs:simpleType>
                     <xs:restriction base="xs:int">
                        <xs:enumeration value="0"/>
                        <xs:enumeration value="1"/>
                        <xs:enumeration value="2"/>
                     </xs:restriction>
                  </xs:simpleType>
               </xs:element>
               <xs:element minOccurs="0"
                           name="Type1_private_equity_issuer_beta"
                           type="xs:decimal">
                  <xs:annotation>
                     <xs:documentation>A 135- Beta of the issuer of the private equity calculated according to art 168a of the regulation UE DR 2019/981
</xs:documentation>
                  </xs:annotation>
               </xs:element>
               <xs:element minOccurs="0" name="Counterparty_sector">
                  <xs:annotation>
                     <xs:documentation>A137 - One of the options in the following closed list should be used for CIC category 8 and for the following CIC categories if the instrument does not have an ISIN code (i.e. if Asset ID Code and Type of code C0010 does not start with either “ISIN/” or “CAU/ISIN/”): 

CIC category 1, CIC category 2, CIC category 3, CIC category 5 and CIC category 6: 
1 – central bank (ESA 2010 sector S.121)
2 – deposit-taking corporations except the central bank (ESA 2010 sector S.122)
3 – money market funds (ESA 2010 sector S.123)
4 – investment funds other than money market funds (ESA 2010 sector S.124)
5 – other financial intermediaries, except insurance corporations and pension funds (excluding financial vehicle corporations engaged in securitisation transactions) + financial auxiliaries + captive financial institutions and money lenders (ESA 2010 sector S.125 excluding FVCs + ESA 2010 sector S.126 + ESA 2010 sector S.127) 
6 – financial vehicle corporations engaged in securitisation transactions (a subdivision of ESA 2010 sector S.125) 
7 – insurance corporations (ESA 2010 sector S.128)
8 – pension funds (ESA 2010 sector S.129)
9 – non-financial corporations (ESA 2010 sector S.11)
10 – general government (ESA 2010 sector S.13)
11 – households and non-profit institutions serving households (ESA 2010 sector S.14 + ESA 2010 sector S.15) 

For CIC category 7, one of the options in the following closed list should be selected:
12 – central bank (ESA 2010 sector S.121), deposit-taking corporations except the central bank (ESA 2010 sector S.122) and money market funds (ESA 2010 sector S.123)
13 – non-MFIs, not included under 12
 </xs:documentation>
                  </xs:annotation>
                  <xs:simpleType>
                     <xs:restriction base="xs:int">
                        <xs:minInclusive value="1"/>
                        <xs:maxInclusive value="13"/>
                     </xs:restriction>
                  </xs:simpleType>
               </xs:element>
            </xs:sequence>
         </xs:complexType>
      </xs:element>
   </xs:sequence>
</xs:complexType>