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Derivatives
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Tag 37 in Leg and Notional acks/fills
Namgyun Kim / Morgan Stanley 31 May 2010 1:37AM ET Hi , I believe tag 37 values are different on legs and notional ack/fill.
For example,
notioanl ack, notional fill have same 37=id1
near leg fill 1 37=id2
far leg fill 2 37=id3
Or do we have to send all the same value on legs/notional ? ( 37=id1 )
It will be great if someone can clarify.
Thanks so much in advance. |