NSD’s trade repository messages specifications

Current specification

BondOptionStrike

A complex type to specify the strike of a bond or convertible bond option.

FieldTypeDescriptionPrint form titleFFSM titlePropertiesConditions
Choice begin
Branch1
referenceSwapC​urveReferenceSwapC​urveThe strike of an option when expressed by reference to a swap curve. (Typically the case for a convertible bond option). Swap curve.1-1, ncfAt the first stage this element is not used in the repository messages.
Branch2
priceOptionStrikeStrike price for an equity option.Strike price.Strike price.1-1, mre
Choice end
BondOptionStrike