NSD’s trade repository messages specifications

Current specification

OptionStrike

A type for defining the strike price for an equity option. The strike price is either: (i) in respect of an index option transaction, the level of the relevant index specified or otherwise determined in the transaction; or (ii) in respect of a share option transaction, the price per share specified or otherwise determined in the transaction. This can be expressed either as a percentage of notional amount or as an absolute value. This also can be used for defining strike price for bond options.

FieldTypeDescriptionPrint form titleFFSM titlePropertiesConditions
Choice begin
Branch1
strikePricexsd:decimalThe price or level at which the option has been struck.Strike price.Strike price.1-1, mre, mfr
Branch2
strikePercenta​gexsd:decimalThe price or level expressed as a percentage of the forward starting spot price.Strike percentage.Strike price.1-1, mre, mfr
Choice end
currencyCurrencyThe currency in which an amount is denominated.Currency.0-1, mre, mfr
OptionStrike