NSD’s trade repository messages specifications

Current specification

FxStrikePrice

A type that describes the rate of exchange at which the option has been struck.

FieldTypeDescriptionPrint form titleFFSM titlePropertiesConditions
ratePositiveDecimalThe rate of exchange between the two currencies of the leg of a deal.Rate of exchange.0-1, mre, mfr
strikeQuoteBas​isStrikeQuoteBas​isEnumThe method by which the strike rate is quoted.Strike quote basis.0-1, mre, mfr
FxStrikePrice