The source from which the settlement price is to be obtained.
settlementPriceSourceScheme
1-0
http://www.fpml.org/coding-scheme/settlement-price-source
http://www.fpml.org/coding-scheme/settlement-price-source-1-0
http://www.fpml.org/coding-scheme/settlement-price-source-1-0.xml
Code
63
Source
Description
key
Bid
FpML
The bid price per share on the exchange at the valuation time on the valuation date
Mid
FpML
The mid-market price per share on the exchange at the valuation time on the valuation date
NASDAQ
FpML
An amount equal to the arithmetic average of the two prices constituting the Bid/Offer Spread. "Bid/Offer Spread" means the highest bid price per share and the corresponding lowest offer price per share last published prior to or at the expiration time on the expiration date.
Offer
FpML
The offer price per share on the exchange at the valuation time on the valuation date
OfficialClose
FpML
(i) The published official closing price of the shares on the exchange on the valuation date, or (ii) the official closing level of the index, as published by the index sponsor, on the valuation date
OfficialSettlement
FpML
The official settlement price (however described under the rules of the relevant exchange or its clearing house) on maturity of any of the relevant exchange-traded contracts published by the exchange or its clearing house. For this purpose, exchange-traded contract shall mean a future or listed option contract on the Index whose delivery date is expected to be on the valuation date
PrezzoDiRiferimento
FpML
The official reference price per share quoted by the exchange on the exchange business day immediately prior to the expiration date equal to the weighted average of the last 10% traded volume on the share