Valuation

<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"
            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>