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FAQs on transaction reporting – Question II.2.1.19

Data Field (25)

Lifecycle of order traded based on index.

If a price of a trade is fixed on index, and the price of the index is not known in the time when the trade occurs is it sufficient to report the trade only with the name of fixing index, or we shall send lifecycle event modification after the price of the index is published?

It is sufficient to report the trade with the name of the index without updating the trade report with published price for that index.


Answer:

It is correct to report the trade with the name of the index without updating the trade report with the published price for that index. Please also see the trading examples in Annex II of the TRUM.

Last update: 08/09/2015   RSS_Icon Subscribe to this Page’s RSS