NSD’s trade repository messages specifications

Current specification

BondPrice

Bond price expressions.

FieldTypeDescriptionPrint form titleFFSM titlePropertiesConditions
cleanPricexsd:decimalBond clean price, expressed in percentage points, 100 is the initial value of the bond. Bond clean price.1-1, mre, mfr
accrualsxsd:decimalAccruals, relationship is clean price and accruals equals dirty price, all prices are expressed in percentage points, 100 is the initial value of the bond. Accruals.0-1, mfr
dirtyPricexsd:decimalBond dirty price, expressed in percentage points, 100 is the initial value of the bond. Bond dirty price.0-1, afr
BondPrice