NSD’s trade repository messages specifications

Current specification

WeeklyRollConventionEnum

ValueDescription
TBILL13-week and 26-week U.S. Treasury Bill Auction Dates. Each Monday except for U.S. (New York) holidays when it will occur on a Tuesday.
MONMonday
TUETuesday
WEDWednesday
THUThursday
FRIFriday
SATSaturday
SUNSunday