NSD’s trade repository messages specifications

Current specification

FxAmericanExercise

Describes the characteristics for american exercise of FX products.

FieldTypeDescriptionPrint form titleFFSM titlePropertiesConditions
@idxsd:ID1-1, ncf
commencementDa​teAdjustableOrRe​lativeDateThe earliest date on which the option can be exercised.Commencement date.Exercise period.0-1, mre
expiryDatexsd:dateThe latest date on which the option can be exercised.Expiry date.Exercise period.0-1, mre, mfr
expiryTimeBusinessCenter​TimeTime at which the option expires on the expiry date.Expiry time.0-1, ncf
cutNameCutNameThe code by which the expiry time is known in the market.Expiration time code.0-1, ncfThis is not used in messages to the repository.
latestValueDatexsd:dateThe latest date on which both currencies traded will settle.Latest value date.0-1, ncf
multipleExerci​seFxMultipleExer​ciseCharacteristics for multiple exercise.Multiple exercise.0-1
FxAmericanExercise