Specifies the context in which the price was evaluated.
2016-06-21
pricingContextScheme
1-2
http://www.fpml.org/coding-scheme/pricing-context
http://www.fpml.org/coding-scheme/pricing-context-1-2
http://www.fpml.org/coding-scheme/pricing-context-1-2.xml
Code
63
Source
Description
key
Allocation
FpML
The trade was created as an allocation of a previously traded contract, and thus does not reflect market activity.
ClearingForcedTrade
FpML
Trade was required by a clearing service/CCP/DCO, e.g. as a result of its process to determine transaction pricing from its clearing members, and therefore may not reflect market price.
CrossBorder
FpML
The trade crosses jurisdictions and therefore is not eligible for price reporting.
DefaultTransaction
FpML
Trade was triggered as a result of a clearing member firm default, and therefore may not reflect market price.
ForcedTrading
FpML
The trade was forced to be executed for operational or risk reason and therefore does accurately reflect market prices.
Inter-Affiliate
FpML
Trade was done between affiliated parties and the price may not accurately reflect market price.
NettingOrCompression
FpML
Trade was created as a result of netting or compression.
PackageOrBespoke
FpML
Trade is bespoke or part of a package so the price or individual price components cannot be accurately determined.
PreEnactmentPostTradeEvent
FpML
The post-trade event was executed prior to the enactment of the reporting legislation or regulation, and therefore is not eligible for price disclosure.
PreEnactmentTrade
FpML
The trade was executed prior to the enactment of the reporting legislation or regulation, and therefore is not eligible for price disclosure.
PriceReportingExemptOther
FpML
The trade is exempt for price disclosure for reasons not otherwise identified.