Document ID: chunk:federal_register_of_legislation:F2024C01137:reg:55
Version: federal_register_of_legislation:F2024C01137
Segment Type: reg
Provision Reference: reg 55
Character Range: 157768–162347

55                                                                         Spread—Leg 2                                     If applicable, the value of the spread that is added to the reference rate or reference price of the underlier of Leg 2.                                                                                                                                                                                                                                                                                                                 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 2 (item 54 above) is reported as 1, a number of not more than 18 numerals, with no more than 13 numerals after the decimal point.
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     If Spread notation—Leg 2 (item 54 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 2 (item 54 above) is reported as 4, a number of not more than 5 numerals, without any decimal places.