NSD’s trade repository messages specifications

Current specification

OptionTypeEnum

ValueDescription
PayerA "payer" option: If you buy a "payer" option you have the right but not the obligation to enter into the underlying swap transaction as the "fixed" rate/price payer and receive float.
ReceiverA receiver option: If you buy a "receiver" option you have the right but not the obligation to enter into the underlying swap transaction as the "fixed" rate/price receiver and pay float.
StraddleA straddle strategy.
PutA put option gives the holder the right to sell the underlying asset by a certain date for a certain price.
CallA call option gives the holder the right to buy the underlying asset by a certain date for a certain price.