- Knowledge Base
- Reportable Fields
Component Reference Price Category (e.g., Block/Large Notional/Cap Category)
Purpose
Based on the product selected, this field allows KOR to know the block/large notional/cap category. Please note that even if the reporting entity has decided to not calculate and elect blocks, it is still needed to know when capping must be applied by the SDR.
Definition
Reporting Client is required to submit the field with a value applicable to the asset class per CFTC Rule §43.6(c), or the value of “Not Covered” where the underlier is not covered.
Initial Block Size timeframe allowed value list
Post-Initial Block Size timeframe allowed value list