SettlementObligationReportV03secl.010.001.03

Definition: Specification of the price type.

Type: PriceValueType7Code (String)

Allowed Values:

• DISC (Discount): Price expressed as a number of percentage points below par, eg, a discount price of 2.0% equals a price of 98 when par is 100.
• PREM (Premium): Price expressed as a number of percentage points above par, eg, a premium price of 2.0% equals a price of 102 when par is 100.
• PARV (Par): Price is the face amount.
• YIEL (Yield): Price expressed as a yield.
• SPRE (Spread): Difference between a market maker's bid and asked price.
• PEUN (Per Unit): Price expressed per unit.
• ABSO (Absolute): Price is expressed as absolute.
• TEDP (TED Price): Price is expressed as Treasury Euro Dollar price.
• TEDY (TED Yield): Price is expressed as Treasury Euro Dollar yield.
• FICT (Fixed Cabinet Trade): Cabinet trades are used to indicate prices that trade at a price lower than that available on an exchange and they can be fixed or variable (primarily used for listed futures and options).
• VACT (Variable Cabinet Trade): Cabinet trades are used to indicate prices that trade at a price lower than that available on an exchange and they can be fixed or variable (primarily used for listed futures and options).
• PRCT (Percentage): Price expressed as a percentage of par.
• ACTU (Actual Amount): Price expressed as a currency and amount per unit or per share.