Percentage ‘PERC’ – Yield ‘YIEL’ – Basis points ‘BAPO’ – 11 Notation of the quantity For commodity Indication of measurement units in UnitOfMeasure(996) in measurement unit derivatives, emission which the quantity in measurement unit UnitOfMeasureCurrency(1716) allowance is expressed. derivatives and tons of carbon dioxide ’TOCD’ – emission allowances equivalent except in the cases described under Article 11(1) letters (a) and (b) of this Regulation. 12 Quantity in For commodity The equivalent amount of commodity or UnitOfMeasureQty(1147) measurement unit derivatives, emission emission allowance traded expressed in allowance measurement unit derivatives and emission allowances except in the cases described under Article 11(1) letters (a) and (b) of this Regulation. 14 Notional amount For all financial Nominal amount or notional amount StreamGrp component (within instruments except Instrument component): For spread bets, the notional amount in the cases shall be the monetary value wagered per described under amount) point movement in the underlying Article 11(1) letters financial instrument. (a) and (b) of this For credit default swaps, it shall be the Regulation. notional amount for which the protection is acquired or disposed of. The information reported in this field shall be consistent with the value provided in field Price
‘PERC’ – Percentage ‘YIEL’ – Yield ‘BAPO’ – Basis points 11 Notation of the quantity in measurement unit For commodity derivatives, emission allowance derivatives and emission allowances except in the cases described under Article 11(1) letters (a) and (b) of this Regulation. Indication of measurement units in which the quantity in measurement unit is expressed. ’TOCD’ – tons of carbon dioxide equivalent UnitOfMeasure(996) UnitOfMeasureCurrency(1716) 12 Quantity in measurement unit For commodity derivatives, emission allowance derivatives and emission allowances except in the cases described under Article 11(1) letters (a) and (b) of this Regulation. The equivalent amount of commodity or emission allowance traded expressed in measurement unit UnitOfMeasureQty(1147) 14 Notional amount For all financial instruments except in the cases described under Article 11(1) letters (a) and (b) of this Regulation. Nominal amount or notional amount For spread bets, the notional amount shall be the monetary value wagered per point movement in the underlying financial instrument. For credit default swaps, it shall be the notional amount for which the protection is acquired or disposed of. The information reported in this field shall be consistent with the value provided in field Price StreamGrp component (within Instrument component): amount)
NEX-Group-FIX-5-0-APA-Specification-v0-6.docx