| quotedCurrencyPair | QuotedCurrencyPair | Defines the two currencies for an FX trade and the quotation relationship between
the two currencies.
| Quoted currency pair. | | 0-1,
mre | |
| rate | PositiveDecimal | The rate of exchange between the two currencies of the leg of a deal. Must be specified
with a quote basis. For the purposes of reporting to the repository, rate is specified
with 7 decimal places. For example, 30.1234567. The value of 30.45 would be represented
as 30.4500000.
| Exchange rate. | Price for unit; Forward price. | 0-1,
mre,
mfr | |
| spotRate | PositiveDecimal | An element used for FX forwards and certain types of FX OTC options. For deals consumated
in the FX Forwards Market, this represents the current market rate for a particular
currency pair. For barrier and digital/binary options, it can be useful to include
the spot rate at the time the option was executed to make it easier to know whether
the option needs to move "up" or "down" to be triggered. For the purposes of reporting
to the repository, rate is specified with 7 decimal places. For example, 30.1234567.
The value of 30.45 would be represented as 30.4500000.
| Spot rate. | | 0-1,
ncf | This is not used in messages to the repository. |
| forwardPoints | xsd:decimal | An optional element used for deals consumated in the FX Forwards market. Forward points
represent the interest rate differential between the two currencies traded and are
quoted as a preminum or a discount. Forward points are added to, or subtracted from,
the spot rate to create the rate of the forward trade.
| Forward points. | | 0-1,
ncf | This is not used in messages to the repository. |
| pointValue | PointValue | An optional element that documents the size of point (pip) in which a rate was quoted
(or in this case, forwardPoints are calculated). Point (pip) size varies by currency
pair: major currencies are all traded in points of 0.0001, with the exception of JPY
which has a point size of 0.01.
| Point value. | | 0-1,
ncf | This is not used in messages to the repository. |
| crossRate | CrossRate | An optional element that allow for definition of the currency exchange rates used
to cross between the traded currencies for non-base currency FX contracts.
| Cross rate. | | 0-∞,
ncf | This is not used in messages to the repository. |