NSD’s trade repository messages specifications

Current specification

FxTouch

Describes an FX touch condition.

FieldTypeDescriptionPrint form titleFFSM titlePropertiesConditions
touchConditionTouchCondition​EnumThe binary condition that applies to an American-style trigger. There can only be two domain values for this element: "touch" or "no touch". Touch condition.0-1, mre, mfr
quotedCurrency​PairQuotedCurrency​PairDefines the two currencies for an FX trade and the quotation relationship between the two currencies. Quoted currency pair.0-1, mre
triggerRatePositiveDecimalThe market rate is observed relative to the trigger rate, and if it is found to be on the predefined side of (above or below) the trigger rate, a trigger event is deemed to have occurred. Trigger rate.Knock-in price; Knock-out price.0-1, mre, mfr
spotRatePositiveDecimalAn optional 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. Spot rate.0-1, afr
informationSou​rceInformationSou​rceThe information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750. Information source.0-∞, mre
observationSta​rtDatexsd:dateThe start of the period over which observations are made to determine whether a trigger has occurred. Observation start date.0-1, mfr
observationEnd​Datexsd:dateThe end of the period over which observations are made to determine whether a trigger event has occurred. Observation end date.0-1, mfr
FxTouch