Type: int
Specifies whether a party to a swap is using an exception to a clearing requirement. In the US, one such clearing requirement is CFTC’s rule pursuant to CEA Section 2(h)(1).
Added in protocol FIX.5.0SP2 (EP 161)
Valid values
Value | Description | Added |
---|---|---|
0 | No exception | FIX.5.0SP2 (EP 161) |
1 | Exception | FIX.5.0SP2 (EP 161) |
2 | End-user exception | FIX.5.0SP2 (EP 177) |
3 | Inter-affiliate exception | FIX.5.0SP2 (EP 177) |
4 | Treasury affiliate exception | FIX.5.0SP2 (EP 177) |
5 | Cooperative exception | FIX.5.0SP2 (EP 177) |