Code Set
SettlPriceDeterminationMethodCodeSet
| ID | 2451 |
| Type | int |
| Pedigree | Added EP190 |
Calculation method used to determine settlement price.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| Unknown | 0 | Unknown | Added EP282 | |
| LastTradePrice | 1 | Last trade price | Added EP282 | |
| LastBidPrice | 2 | Last bid price | Added EP282 | |
| LastOfferPrice | 3 | Last offer price | Added EP282 | |
| MidPrice | 4 | Mid price | The price at the mid-point between last bid and last offer price. | Added EP282 |
| AverageLastTradePrice | 5 | Average last trade price | The average price across a bi-laterally agreed number of trades, e.g. last five trades. | Added EP282 |
| AverageLastTradePeriod | 6 | Average last trade period | Average price across bi-laterally agreed time period, e.g. last minute of trading. | Added EP282 |
| UnderlyingPrice | 7 | Underlying price | Based on price of underlying instrument. | Added EP282 |
| CalculatedPrice | 8 | Calculated price | Other calculation method, e.g. theoretical price. | Added EP282 |
| ManualPrice | 9 | Manual price | Manually entered price. | Added EP282 |
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