NSD’s trade repository messages specifications

Current specification

SwaptionPhysicalSettlement

A type specifying swaption physical settlement.

FieldTypeDescriptionPrint form titleFFSM titlePropertiesConditions
clearedPhysica​lSettlementxsd:booleanSpecifies whether the swap resulting from physical settlement of the swaption transaction will clear through a clearing house. The meaning of Cleared Physical Settlement is defined in the 2006 ISDA Definitions, Section 15.2 (published in Supplement number 28). Cleared physical settlement.0-1, mre, afr
SwaptionPhysicalSettlement