Document ID: chunk:federal_register_of_legislation:F2024C01137:reg:53
Version: federal_register_of_legislation:F2024C01137
Segment Type: reg
Provision Reference: reg 53
Character Range: 150796–155384

53                                                                         Spread—Leg 1                                     If applicable, the value of the spread that is added to the reference rate or reference price of the underlier of Leg 1.                                                                                                                                                                                                                                                                                                                 This data element must be:                                                                                                                                                Any numeric value.

                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        1.      reported as a monetary amount;

                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        2.      reported as a decimal; or

                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        3.      reported in basis points.

                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     If Spread notation—Leg 1 (item 52 above) is reported as 1, a number of not more than 18 numerals, with no more than to 13 numerals after the decimal point.

                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     If Spread notation—Leg 1 (item 52 above) is reported as 3, a number of not more than 11 numerals, with no more than 10 numerals after the decimal point.

                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     If Spread notation—Leg 1 (item 52 above) is reported as 4, a number of not more than 5 numerals, without any decimal places.