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 (161)
Valid values
| Value | Description | Added |
|---|---|---|
| 0 | No exception | FIX.5.0SP2 (161) |
| 1 | Exception | FIX.5.0SP2 (161) |
| 2 | End-user exception | FIX.5.0SP2 (177) |
| 3 | Inter-affiliate exception | FIX.5.0SP2 (177) |
| 4 | Treasury affiliate exception | FIX.5.0SP2 (177) |
| 5 | Cooperative exception | FIX.5.0SP2 (177) |