NSD’s trade repository messages specifications

Current specification

SharedAmericanExercise

A type for defining base parameters of american style options exercise.

FieldTypeDescriptionPrint form titleFFSM titlePropertiesConditions
@idxsd:ID1-1, ncf
commencementDa​teAdjustableOrRe​lativeDateThe first day of the exercise period for an American style option.Commencement date.Exercise period.0-1, mre
expirationDateAdjustableOrRe​lativeDateThe last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. Expiration date.Exercise period.1-1, mre
Choice begin
Branch1
latestExercise​TimeBusinessCenter​TimeFor a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. Latest exercise time.1-1, mre
Branch2
latestExercise​TimeDeterminationDeterminationM​ethodLatest exercise time determination method.Latest exercise time determination.1-1, mre, mfr
Choice end
SharedAmericanExercise