NSD’s trade repository messages specifications

Current specification

CommodityAmericanExercise

A type for defining exercise procedures associated with an American style exercise of a commodity option.

FieldTypeDescriptionPrint form titleFFSM titlePropertiesConditions
@idxsd:ID1-1, ncf
exercisePeriodCommodityExerc​isePeriodsDescribes the American exercise periods.Exercise period.Exercise period.0-∞, mre
exerciseFreque​ncyFrequencyThe exercise frequency for the strip.Exercise dates frequency.0-1, ncf
Choice begin
Branch1
latestExercise​TimeBusinessCenter​TimeFor a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. Latest exercise time.1-1, ncf
Branch2
latestExercise​TimeDeterminationDeterminationM​ethodLatest exercise time determination method.Latest exercise time determination method.1-1, ncf
Choice end
expirationTimeBusinessCenter​TimeThe specific time of day on which the option expires.Option expiration time.0-1, ncf
multipleExerci​seCommodityMulti​pleExerciseThe presence of this element indicates that the option may be partially exercised. It is not applicable to European or Asian options. Multiple exercise.0-1, ncf
CommodityAmericanExercise