Indicates what type of trade compression activity took place.
2012-03-21
compressionTypeScheme
1-0
http://www.fpml.org/coding-scheme/compression-type
http://www.fpml.org/coding-scheme/compression-type-1-0
http://www.fpml.org/coding-scheme/compression-type-1-0.xml
Code
63
Source
Description
key
Netting
FpML
Similar trades were combined into a single net trade.
PortfolioCompression
FpML
A large pool of trades was combined into a small number of trades with a similar risk position.