Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported.
0
=
Options settlement
Added EP107
[OptionsSettlement]
1
=
Pending erosion adjustment
Added EP107
[PendingErosionAdjustment]
2
=
Final erosion adjustment
Added EP107
[FinalErosionAdjustment]
3
=
Tear-up coupon amount
Added EP107
[TearUpCouponAmount]
4
=
Price alignment interest
To minimize the impact of daily cash variation margin payments on the pricing of interest rate swaps, the Clearing House will charge interest on cumulative variation margin received and pay interest on cumulative variation margin paid in respect of these instruments. This interest element is known as price alignment interest.