EquityOption

A type for defining equity options.

Nested view
Tree view

Field	Type	Description	Print form title	FFSM title	Properties	Conditions
primaryAssetClass	AssetClass	A classification of the most important risk class of the trade.	Primary asset class.		0-1, ncf	At the first stage this element is not used in the repository messages.
secondaryAssetClass	AssetClass	A classification of additional risk classes of the trade, if any.	Secondary asset class.		0-∞, ncf	At the first stage this element is not used in the repository messages.
productType	ProductType	A classification of the type of product.	Product type.	Derivative instrument type.	0-∞, mre, mfr	This element is mandatory for NSD messages, except for messages, related to master agreement registration.
productId	ProductId	A product reference identifier. The product ID is an identifier that describes the key economic characteristics of the trade type, with the exception of concepts such as size (notional, quantity, number of units) and price (fixed rate, strike, etc.) that are negotiated for each transaction. It can be used to hold identifiers such as the "UPI" (universal product identifier) required by certain regulatory reporting rules. It can also be used to hold identifiers of benchmark products or product temnplates used by certain trading systems or facilities.	Derivatives classification code.	Classification code of the derivative financial instrument.	0-∞, mre, mfr	Mandatory field for NSD messages, except for messages, related to the registration of master agreements, repo transactions and quarterly representation of trades exercised within 4 working days period. This is used to hold classification codes for derivatives transactions required by FFMS.
embeddedOptionType	EmbeddedOptionType	Describes the type of any embedded optionality in the transaction that might not otherwise be apparent. Can be used to represent embedded optionality such as early termination provisions, extendible provisions, or cancelable provisions, etc., where applicable. If omitted, no embedded optionality is applicable.	Embedded option type.		0-2, ncf	Optional field for NSD repository messages. It is not used in messages, related to the registration of master agreements and quarterly representation of trades exercised within 4 working days period. This is used only if trade terms include embedded option of a type specified in the coding scheme. At the first stage this element is not used in the repository messages.
@id	xsd:ID				1-1
buyerPartyReference	PartyReference	A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it. See 2000 ISDA definitions Article 11.1 (b). In the case of FRAs this the fixed rate payer.	Buyer party.	Party code.	0-1, mre, mfr
buyerAccountReference	AccountReference	A reference to the account that buys this instrument.	Buyer's account.	Party's client.	0-1, ncf	At the first stage this element is not used in the repository messages.
sellerPartyReference	PartyReference	A reference to the party that sells ("writes") this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it. See 2000 ISDA definitions Article 11.1 (a). In the case of FRAs this is the floating rate payer.	Seller party.	Party code.	0-1, mre, mfr
sellerAccountReference	AccountReference	A reference to the account that sells this instrument.	Seller's account.	Party's client.	0-1, ncf	At the first stage this element is not used in the repository messages.
optionType	EquityOptionTypeEnum	The type of option transaction. Defines call or put option type or additional forward transaction type.	Option type		0-1, afr
equityEffectiveDate	xsd:date	Effective date for a forward starting option.	Effective date.	Effective date.	0-1, ncf
underlyer	Underlyer	Specifies the underlying component, which can be either one or many and consists in either equity, index or convertible bond component, or a combination of these.	Underlyer.		1-1, mre	In messages to the repository this element is used for defining underlying assets which include shares, exchange traded funds, other equities, equity indices and combination of them only.
notional	NonNegativeMoney	Optional element defining the notional amount.	Notional amount.	Notional amount / Total notional quantity.	0-1, mfr	This element is not required in messages to the repository regarding to equity and equity index options and forwards. Notional quantity is defined in the openUnits element within underlyer description.
equityExercise	EquityExerciseValuationSettlement	The parameters for defining how the equity option can be exercised and equity forward is to be exercised, how it is valued and how it is settled.	Equity contract exercise.		1-1, mre
feature	OptionFeatures	Asian, Barrier, Knock and Pass Through features.	Additional features.		0-1	At the first stage this element is not used in the repository messages.
fxFeature	FxFeature	Quanto, Composite, or Cross Currency FX features.	FX feature.		0-1, ncf	At the first stage this element is not used in the repository messages.
strategyFeature	StrategyFeature	A equity option simple strategy feature.	Strategy features.		0-1, ncf	At the first stage this element is not used in the repository messages.
dividendConditions	DividendConditions	Defines the conditions governing the payment of dividends to the receiver of the equity return.	Dividend conditions.		0-1, ncf	At the first stage this element is not used in the repository messages.
methodOfAdjustment	MethodOfAdjustmentEnum	Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.	Method of contract adjustment.		0-1, ncf
extraordinaryEvents	ExtraordinaryEvents	Where the underlying is shares, specifies events affecting the issuer of those shares that may require the terms of the transaction to be adjusted.	Extraordinary events.		0-1, ncf	At the first stage this element is not used in the repository messages.
strike	EquityStrike	Defines whether it is a price or level at which the option has been, or will be, struck.	Strike price.	Strike price.	1-1, mre
spotPrice	NonNegativeDecimal	The price per share, index or basket observed on the trade or effective date.	Spot price.		0-1, afr
numberOfOptions	NonNegativeDecimal	The number of options comprised in the option transaction.	Number of options.		1-1, mre, mfr
optionEntitlement	NonNegativeDecimal	The number of shares per option comprised in the option transaction.	Option entitlement.		1-1, mre, mfr
equityPremium	EquityPremium	The equity option premium payable by the buyer to the seller.	Option premium.	Option premium.	1-1, mre

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EquityOption

productType(ProductType)

	This element is mandatory for NSD messages, except for messages, related to master agreement registration.
	A classification of the type of product.
	Derivative instrument type.

productId(ProductId)

	Mandatory field for NSD messages, except for messages, related to the registration of master agreements, repo transactions and quarterly representation of trades exercised within 4 working days period. This is used to hold classification codes for derivatives transactions required by FFMS.
	A product reference identifier. The product ID is an identifier that describes the key economic characteristics of the trade type, with the exception of concepts such as size (notional, quantity, number of units) and price (fixed rate, strike, etc.) that are negotiated for each transaction. It can be used to hold identifiers such as the "UPI" (universal product identifier) required by certain regulatory reporting rules. It can also be used to hold identifiers of benchmark products or product temnplates used by certain trading systems or facilities.
	Classification code of the derivative financial instrument.

buyerPartyReference(PartyReference)

	A reference to the party that buys this instrument, ie. pays for this instrument and receives the rights defined by it. See 2000 ISDA definitions Article 11.1 (b). In the case of FRAs this the fixed rate payer.
	Party code.

sellerPartyReference(PartyReference)

	A reference to the party that sells ("writes") this instrument, i.e. that grants the rights defined by this instrument and in return receives a payment for it. See 2000 ISDA definitions Article 11.1 (a). In the case of FRAs this is the floating rate payer.
	Party code.

underlyer(Underlyer)

	In messages to the repository this element is used for defining underlying assets which include shares, exchange traded funds, other equities, equity indices and combination of them only.
	Specifies the underlying component, which can be either one or many and consists in either equity, index or convertible bond component, or a combination of these.

A choice of the underlying asset type.

singleUnderlyer(SingleUnderlyer)

	Conditionally filled element. This is to be included in case of reporting information about single underlyer. In other cases this is not supposed to be used. All underlying elements are included only in specified case.
	Describes the swap's underlyer or other derivative's underlyer when it has only one asset component.

underlyingAsset(Asset)

Is substituted by one of the elements: basket bond commodity equity index

	Define the underlying asset, either a listed security or other instrument.

openUnits(decimal)

	The number of units (index or securities) that constitute the underlyer of the swap or other derivative. In the case of a basket swap (basket derivative), this element is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.

basket(Basket)

	Conditionally filled element. This is to be included in case of reporting information about multiple underlying assets (underlyer basket). In other cases this is not supposed to be used. All underlying elements are included only in specified case.
	Describes the swap's underlyer or other derivative's underlyer when it has multiple asset components.

equityExercise(EquityExerciseValuationSettlement)

	The parameters for defining how the equity option can be exercised and equity forward is to be exercised, how it is valued and how it is settled.

A choice of the exercise style.

equityEuropeanExercise(EquityEuropeanExercise)

	This element is also used for defining exercise procedures for equity forwards.
	The parameters for defining the expiration date and time for a European style equity option.

expirationDate(AdjustableOrRelativeDate)

	In respect of equity forwards this corresponds to the valuation date.
	The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.
	Exercise period / Call, put or cancellation date.

A choice of the date specification.

adjustableDate(AdjustableDate)

	Conditionally filled element. This is to be included in case of reporting information about explicit adjustable dates. In other cases this is not supposed to be used. All underlying elements are included only in specified case.
	A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.

unadjustedDate(IdentifiedDate)

	A date subject to adjustment.

equityAmericanExercise(EquityAmericanExercise)

	The parameters for defining the exercise period for an American style equity option together with the rules governing the quantity of the underlying that can be exercised on any given exercise date.

commencementDate(AdjustableOrRelativeDate)

	The first day of the exercise period for an American style option.
	Exercise period.

A choice of the date specification.

adjustableDate(AdjustableDate)

	Conditionally filled element. This is to be included in case of reporting information about explicit adjustable dates. In other cases this is not supposed to be used. All underlying elements are included only in specified case.
	A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.

unadjustedDate(IdentifiedDate)

	A date subject to adjustment.

expirationDate(AdjustableOrRelativeDate)

	The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.
	Exercise period.

A choice of the date specification.

adjustableDate(AdjustableDate)

	Conditionally filled element. This is to be included in case of reporting information about explicit adjustable dates. In other cases this is not supposed to be used. All underlying elements are included only in specified case.
	A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.

unadjustedDate(IdentifiedDate)

	A date subject to adjustment.

equityMultipleExercise(EquityMultipleExercise)

The presence of this element indicates that the option may be exercised on different days. It is not applicable to European options.

integralMultipleExercise(PositiveDecimal)

	When multiple exercise is applicable and this element is present it specifies that the number of options that can be exercised on a given exercise date must either be equal to the value of this element or be an integral multiple of it.
	(0;

minimumNumberOfOptions(NonNegativeDecimal)

	When multiple exercise is applicable this element specifies the minimum number of options that can be exercised on a given exercise date. If this element is not present then the minimum number is deemed to be 1. Its value can be a fractional number as a result of corporate actions.
	[0;

maximumNumberOfOptions(NonNegativeDecimal)

	When multiple exercise is applicable this element specifies the maximum number of options that can be exercised on a given exercise date. If this element is not present then the maximum number is deemed to be the same as the number of options. Its value can be a fractional number as a result of corporate actions.
	[0;

equityBermudaExercise(EquityBermudaExercise)

	The parameters for defining the exercise period for an Bermuda style equity option together with the rules governing the quantity of the underlying that can be exercised on any given exercise date.

commencementDate(AdjustableOrRelativeDate)

	The first day of the exercise period for an American style option.
	Exercise period.

A choice of the date specification.

adjustableDate(AdjustableDate)

	Conditionally filled element. This is to be included in case of reporting information about explicit adjustable dates. In other cases this is not supposed to be used. All underlying elements are included only in specified case.
	A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.

unadjustedDate(IdentifiedDate)

	A date subject to adjustment.

expirationDate(AdjustableOrRelativeDate)

	The last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.
	Exercise period.

A choice of the date specification.

adjustableDate(AdjustableDate)

	Conditionally filled element. This is to be included in case of reporting information about explicit adjustable dates. In other cases this is not supposed to be used. All underlying elements are included only in specified case.
	A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.

unadjustedDate(IdentifiedDate)

	A date subject to adjustment.

bermudaExerciseDates(DateList)

List of Exercise Dates for a Bermuda option.

date(date)

	Defines a date for a date list.

equityMultipleExercise(EquityMultipleExercise)

The presence of this element indicates that the option may be exercised on different days. It is not applicable to European options.

integralMultipleExercise(PositiveDecimal)

	When multiple exercise is applicable and this element is present it specifies that the number of options that can be exercised on a given exercise date must either be equal to the value of this element or be an integral multiple of it.
	(0;

minimumNumberOfOptions(NonNegativeDecimal)

	When multiple exercise is applicable this element specifies the minimum number of options that can be exercised on a given exercise date. If this element is not present then the minimum number is deemed to be 1. Its value can be a fractional number as a result of corporate actions.
	[0;

maximumNumberOfOptions(NonNegativeDecimal)

	When multiple exercise is applicable this element specifies the maximum number of options that can be exercised on a given exercise date. If this element is not present then the maximum number is deemed to be the same as the number of options. Its value can be a fractional number as a result of corporate actions.
	[0;

settlementCurrency(Currency)

	The currency in which a cash settlement will occur for non-deliverable forwards and non-deliverable options.

settlementType(SettlementTypeEnum)

	Defines how the option or the forward will be settled.
	Election;

feature(OptionFeatures)

	At the first stage this element is not used in the repository messages.
	Asian, Barrier, Knock and Pass Through features.

asian(Asian)

averagingInOut(AveragingInOutEnum)

	In;Out;Both;

averagingPeriodIn(AveragingPeriod)

schedule(AveragingSchedule)

startDate(date)

endDate(date)

averagingPeriodFrequency(CalculationPeriodFrequency)

periodMultiplier(positiveInteger)

	A time period multiplier, e.g. 1, 2 or 3 etc. If the period value is T (Term) then periodMultiplier must contain the value 1.

period(PeriodExtendedEnum)

	A time period, e.g. a day, week, month, year or term of the stream.
	T;

averagingPeriodOut(AveragingPeriod)

schedule(AveragingSchedule)

startDate(date)

endDate(date)

averagingPeriodFrequency(CalculationPeriodFrequency)

periodMultiplier(positiveInteger)

	A time period multiplier, e.g. 1, 2 or 3 etc. If the period value is T (Term) then periodMultiplier must contain the value 1.

period(PeriodExtendedEnum)

	A time period, e.g. a day, week, month, year or term of the stream.
	T;

knock(Knock)

knockIn(TriggerEvent)

trigger(Trigger)

Trigger

level(decimal)

triggerType(TriggerTypeEnum)

	EqualOrLess;EqualOrGreater;Equal;Less;Greater;

featurePayment(FeaturePayment)

payerPartyReference(PartyReference)

	A reference to the party responsible for making the payments defined by this structure.
	Party code.

receiverPartyReference(PartyReference)

	A reference to the party that receives the payments corresponding to this structure.
	Party code.

The choice of specifying the amount

amount(NonNegativeDecimal)

	[0;

currency(Currency)

knockOut(TriggerEvent)

trigger(Trigger)

Trigger

level(decimal)

triggerType(TriggerTypeEnum)

	EqualOrLess;EqualOrGreater;Equal;Less;Greater;

featurePayment(FeaturePayment)

payerPartyReference(PartyReference)

	A reference to the party responsible for making the payments defined by this structure.
	Party code.

receiverPartyReference(PartyReference)

	A reference to the party that receives the payments corresponding to this structure.
	Party code.

The choice of specifying the amount

amount(NonNegativeDecimal)

	[0;

currency(Currency)

strike(EquityStrike)

	Defines whether it is a price or level at which the option has been, or will be, struck.
	Strike price.

A choice of the strike price specification.

strikePrice(decimal)

	The price or level at which the option has been struck.
	Strike price.

Sequence

strikePercentage(decimal)

	The price or level expressed as a percentage of the forward starting spot price.

strikeDeterminationDate(AdjustableOrRelativeDate)

The date on which the strike is determined, where this is not the effective date of a forward starting option.

A choice of the date specification.

adjustableDate(AdjustableDate)

	Conditionally filled element. This is to be included in case of reporting information about explicit adjustable dates. In other cases this is not supposed to be used. All underlying elements are included only in specified case.
	A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.

unadjustedDate(IdentifiedDate)

	A date subject to adjustment.

currency(Currency)

	The currency in which an amount is denominated.

spotPrice(NonNegativeDecimal)

	The price per share, index or basket observed on the trade or effective date.
	[0;

numberOfOptions(NonNegativeDecimal)

	The number of options comprised in the option transaction.
	[0;

optionEntitlement(PositiveDecimal)

	The number of shares per option comprised in the option transaction.
	(0;

equityPremium(EquityPremium)

	The equity option premium payable by the buyer to the seller.
	Option premium.

payerPartyReference(PartyReference)

	A reference to the party responsible for making the payments defined by this structure.
	Party code.

receiverPartyReference(PartyReference)

	A reference to the party that receives the payments corresponding to this structure.
	Party code.

paymentAmount(NonNegativeMoney)

The currency amount of the payment.

currency(Currency)

	The currency in which an amount is denominated.
	Code of currency of denomination.

amount(NonNegativeDecimal)

	The non negative monetary quantity in currency units. For the purposes of reporting to the repository, an amount is specified with 7 decimal places. For example, 350.1234567. The value of 350.45 would be represented as 350.4500000.
	Total payment.
	[0;