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Description
Code to represent the price type. (For Financing transactions PriceType implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate". See Volume : "Glossary" for further value definitions)
Valid values:
1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
10 = Fixed cabinet trade price (primarily for listed futures and options)
11 = Variable cabinet trade price (primarily for listed futures and options)
2 = Per unit (i.e. per share or contract)
3 = Fixed amount (absolute value)
4 = Discount - percentage points below par
5 = Premium - percentage points over par
6 = Spread (basis points spread)
7 = TED Price
8 = TED Yield
9 = Yield
13 = Product ticks in halfs
14 = Product ticks in fourths
15 = Product ticks in eights
16 = Product ticks in sixteenths
17 = Product ticks in thirty-seconds
18 = Product ticks in sixty-forths
19 = Product ticks in one-twenty-eights
Used In
