NSD’s trade repository messages specifications

Current specification

ExercisePeriod

This defines the time interval to the start of the exercise period, i.e. the earliest exercise date, and the frequency of subsequent exercise dates (if any).

FieldTypeDescriptionPrint form titleFFSM titlePropertiesConditions
earliestExerci​seDateTenorPeriodThe time interval to the first (and possibly only) exercise date in the exercise period.Earliest exercise date tenor.0-1, mre, mfr
exerciseFreque​ncyPeriodThe frequency of subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise period. Exercise dates frequency.0-1, mfr
@idxsd:ID1-1, ncf
ExercisePeriod