Code to represent the price type. (For Financing transactions PriceType (423) implies the "repo type" – Fixed or Floating – '9' (Yield) or '6' (Spread) respectively - and Price (44) gives the corresponding "repo rate".
| Code | Meaning |
|---|---|
| 1 | Percentage (i.e. percent of par) (often called "dollar price" for fixed income) |
| 2 | Per unit (i.e. per share or contract) |
| 3 | Fixed amount (absolute value) |
| 4 | Discount - percentage points below par |
| 5 | Premium - percentage points over par |
| 6 | Spread (basis points spread) |
| 7 | TED Price |
| 8 | TED Yield |
| 9 | Yield |
| 10 | Fixed cabinet trade price (primarily for listed futures and options) |
| 11 | Variable cabinet trade price (primarily for listed futures and options) |
| 12 | Price spread |
| 13 | Product ticks in halves |
| 14 | Product ticks in fourths |
| 15 | Product ticks in eighths |
| 16 | Product ticks in sixteenths |
| 17 | Product ticks in thirty-seconds |
| 18 | Product ticks in sixty-fourths |
| 19 | Product ticks in one-twenty-eighths |
| 20 | Normal rate representation (e.g. FX rate) |
| 21 | Inverse rate representation (e.g. FX rate) |
| 22 | Basis points |
| 23 | Up front points |
| 24 | Interest rate |
| 25 | Percentage of notional |