fixparser
Version:
FIX.Latest / 5.0 SP2 Parser / AI Agent Trading
29 lines (28 loc) • 1.88 kB
TypeScript
/**
* 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).
* - Tag: 1932
* - FIX Specification type: int
* - Mapped type: number
* @readonly
* @public
*/
export declare const ClearingRequirementException: Readonly<{
/** No exception */
readonly NoException: 0;
/** Exception
Used to indicate an exception to a clearing requirement without elaborating on the type of exception. */
readonly Exception: 1;
/** End-user exception
In the US, see CFTC Final Rule on End-User Exception to Clearing Requirements for Swaps Fact Sheet http://www.cftc.gov/ucm/groups/public/@newsroom/documents/file/eue_factsheet_final.pdf */
readonly EndUserException: 2;
/** Inter-affiliate exception
In the US, see CFTC Final Rule - Clearing Exemption for Swaps Between Certain Affiliated Entities http://www.cftc.gov//ucm/groups/public/@lrfederalregister/documents/file/2013-07970a.pdf */
readonly InterAffiliateException: 3;
/** Treasury affiliate exception
In the US, see CFTC No Action Letter 13-22 No Action Relief from the Clearing Requirement for Swaps Entered into by Eligible Treasury Affiliates http://www.cftc.gov/ucm/groups/public/@lrlettergeneral/documents/letter/13-22.pdf */
readonly TreasuryAffiliateException: 4;
/** Cooperative exception
Clearing exception for certain swaps entered into by cooperatives. In the US, see Regulation 50.51(a) Definition of Exempt Cooperative: https://www.federalregister.gov/articles/2013/08/22/2013-19945/clearing-exemption-for-certain-swaps-entered-into-by-cooperatives */
readonly CooperativeException: 5;
}>;
export type ClearingRequirementException = (typeof ClearingRequirementException)[keyof typeof ClearingRequirementException];