| ID | Datatype |
|---|---|
| 201 | int |
| ID | Name | Value | Description | Supported | Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|---|---|---|---|---|
| 201001 | Put | 0 | SYNOPSIS:
Put
ELABORATION: Also used for the case in which the buyer of a Swaption has the right to enter into an IRS contract as a fixed-rate receiver or into a CDS contract as a seller of protection or for the case of a Floor. | ✓ | FIX.4.1 | FIX.5.0SP2 | 238 | |||
| 201002 | Call | 1 | SYNOPSIS:
Call
ELABORATION: Also used for the case in which the buyer of a Swaption has the right to enter into an IRS contract as a fixed-rate payer or into a CDS contract as a buyer of protection or for the case of a Cap. | ✓ | FIX.4.1 | FIX.5.0SP2 | 238 | |||
| 201003 | Other | 2 | SYNOPSIS:
Other
ELABORATION: In the context of ESMA RTS 22 reporting, this value may be used when, at the time of execution, the option right cannot be determined. | ✓ | FIX.5.0SP2 | 232 | ||||
| 201004 | Chooser | 3 | SYNOPSIS:
Chooser
ELABORATION: Indicates that the option buyer may choose to buy or sell the underlying security on exercise or if a Swaption to pay or receive the underlying IRS cash flow stream or to buy or sell CDS protection. | ✓ | FIX.5.0SP2 | 238 |