NSD’s trade repository messages specifications

Current specification

QuotationRateTypeEnum

ValueDescription
BidA bid rate.
AskAn ask rate.
MidA mid-market rate.
ExercisingPartyPaysIf optional early termination is applicable to a swap transaction, the rate, which may be a bid or ask rate, which would result, if seller is in-the-money, in the higher absolute value of the cash settlement amount, or, is seller is out-of-the-money, in the lower absolute value of the cash settlement amount.