NSD’s trade repository messages specifications

Current specification

PremiumQuoteBasisEnum

ValueDescription
PercentageOfCallCurrencyAmountPremium is quoted as a percentage of the callCurrencyAmount.
PercentageOfPutCurrencyAmountPremium is quoted as a percentage of the putCurrencyAmount.
CallCurrencyPerPutCurrencyPremium is quoted in the call currency as a percentage of the put currency.
PutCurrencyPerCallCurrencyPremium is quoted in the put currency as a percentage of the call currency.
ExplicitPremium is quoted as an explicit amount.