Type: Price

The price used to calculate the PosAmt <708>.

This may be used for certain PosAmtType <707> values where the PosAmt <708> is based on the current price of the position's security. In the context of EU SFTR reporting, this is the price used to calculate the loan value for securities loan and borrowing, and buy-sell back. The price may be expressed in units or percentage of the underlying security, yield or an absolute amount that ignores netting. For Buy/Sellback it expresses the initial spot price.

Used In