Document ID: chunk:federal_register_of_legislation:F2024C01137:reg:59
Version: federal_register_of_legislation:F2024C01137
Segment Type: reg
Provision Reference: reg 59
Character Range: 168716–178729

59                                                                         Strike price                                     If the OTC Derivative the subject of the Reportable Transaction is an option, the value of the strike price of the option.                                                                                                                                                                                                                                                                                                               This data element must be:                                                                                                                                                Any numeric value.
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        1.      reported as a monetary amount; or
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        2.      reported as a decimal.
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     If Strike price notation (item 58 above) is reported as 1, a number of not more than 18 numerals, with no more than 13 numerals after the decimal point.
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     If Strike price notation (item 58 above) is reported as 3, a number of not more than 11 numerals, with no more than 10 numerals after the decimal point.
59a                                                                        Lower or only barrier price                      If the OTC Derivative the subject of the Reportable Transaction is an option and the UPI that is reported for Unique product identifier (item 2 above) is a UPI for a barrier option, the value of the lower or only barrier price of the option.                                                                                                                                                                                        This data element must be:                                                                                                                                                Any numeric value.
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        1.      reported as a monetary amount; or
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        2.      reported as a decimal.
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     If Lower or only barrier price notation (item 58a above) is reported as 1, a number of not more than 18 numerals, with no more than 13 numerals after the decimal point.
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     If Lower or only barrier price notation (item 58a above) is reported as 3, a number of not more than 11 numerals, with no more than 10 numerals after the decimal point.
59b                                                                        Upper barrier price                              If the OTC Derivative the subject of the Reportable Transaction is an option and the UPI that is reported for Unique product identifier (item 2 above) is a UPI for a barrier option, the value of the upper barrier price, if applicable, of the option.                                                                                                                                                                                This data element must be:                                                                                                                                                Any numeric value.
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        1.      reported as a monetary amount; or
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        2.      reported as a decimal.
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     If Upper barrier price notation (item 58b above) is reported as 1, a number of not more than 18 numerals, with no more than 13 numerals after the decimal point.
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     If Lower or only barrier price notation (item 58b above) is reported as 3, a number of not more than 11 numerals, with no more than 10 numerals after the decimal point.