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">
   <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">
   <xs:sequence>
      <xs:element name="InstrumentCIC" type="CICCodeType">
         <xs:annotation>
            <xs:documentation xml:lang="en">A12 - Instrument type. E.g. Equity, bond, option, swap,...
CIC codification used.</xs:documentation>
         </xs:annotation>
      </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">
         <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" type="xs:string">
         <xs:annotation>
            <xs:documentation>A16 - Grouping code for operations on multi-leg instruments.
Useless for single-leg positions.</xs:documentation>
         </xs:annotation>
      </xs:element>
      <xs:element name="InstrumentName" type="xs:string">
         <xs:annotation>
            <xs:documentation xml:lang="en">A17</xs:documentation>
         </xs:annotation>
      </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="AssetOrLiability">
                  <xs:annotation>
                     <xs:documentation>A17b - Asset/Liability identification if needed
"A" or "L" or blank if values are directional values.
"NA" or blank if not used</xs:documentation>
                  </xs:annotation>
                  <xs:simpleType>
                     <xs:restriction base="xs:string">
                        <xs:enumeration value="A"/>
                        <xs:enumeration value="L"/>
                     </xs:restriction>
                  </xs:simpleType>
               </xs:element>
               <xs:element minOccurs="0" name="Quantity" type="xs:decimal">
                  <xs:annotation>
                     <xs:documentation xml:lang="en">A18 - Quantity of Instrument in Position.
1 for OTC.
Not reported if A19 is reported  ?????</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)</xs:documentation>
                     </xs:annotation>
                     <xs:simpleType>
                        <xs:restriction base="xs:string">
                           <xs:enumeration value="Fixed"/>
                           <xs:enumeration value="Variable"/>
                           <xs:enumeration value="Floating"/>
                        </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">
                              <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 case than
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">
                  <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">
                  <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:annotation>
                     <xs:documentation>A56 - 0=No
1=Securitisation type 1
2=Securitisation type 2
3= Re-securitisation 
4=Non compliant</xs:documentation>
                  </xs:annotation>
                  <xs:simpleType>
                     <xs:restriction base="xs:int">
                        <xs:minInclusive value="0"/>
                        <xs:maxInclusive value="4"/>
                     </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 - "Y" if a "Systematic roll at maturity" program exists, otherwise "N" if used for hedging but no systematic roll at maturity; missing if not used for Hedging. </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: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">
                           <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 coupons per year
0 = other case than
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">
                           <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">
                           <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:sequence>
         </xs:complexType>
      </xs:element>
   </xs:sequence>
</xs:complexType>