NSD’s trade repository messages specifications

Current specification

CommodityStrikeSchedule

The Strike Price per Unit per Calculation Period. There must be a Strike Price per Unit step specified for each Calculation Period, regardless of whether the Strike changes or remains the same between periods.

FieldTypeDescriptionPrint form titleFFSM titlePropertiesConditions
strikePricePer​UnitStepNonNegativeMon​eyThe strike price per unit per Calculation Period. There must be a strike price per unit specified for each Calculation Period, regardless of whether the price changes or remains the same between periods. Strike price per unit step.0-∞, mre
Choice begin
Branch1
calculationPer​iodsReferenceCalculationPer​iodsReferenceA pointer style reference to the Calculation Periods defined on another leg.Calculation periods reference.1-1, ncfAt the first stage the repository doesn't use references to periods and dates.
Branch2
calculationPer​iodsScheduleReferenceCalculationPer​iodsScheduleReferenceA pointer style reference to the Calculation Periods Schedule defined on another leg.Calculation periods schedule reference.1-1, ncfAt the first stage the repository doesn't use references to periods and dates.
Branch3
calculationPer​iodsDatesReferenceCalculationPer​iodsDatesReferenceA pointer style reference to single-day-duration Calculation Periods defined on another leg. Calculation periods dates reference.1-1, ncfAt the first stage the repository doesn't use references to periods and dates.
Choice end
CommodityStrikeSchedule