NSD’s trade repository messages specifications
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Monthly Statistic
PositionOriginEnum
Value
Description
Trade
The position originated directly from a trade.
Allocation
The position originated from an allocation of a block trade.
Novation
The position originated from a novation or post-trade transfer.
Netting
The position originated from netting or portfolio compression.
Exercise
The position originated from an exercise of a physically-settled option.