Discussion Forums

VWAP trading
K. C. / N/A
20 Dec 2005 10:06AM ET

Hi All,

Just want to see what is the correct way to instruct the sell-side to perform a VWAP trade, by using the tag 847 (TargetStrategy) or the tag 18 (ExecInst with a value of W)? And what are the differents between using both?

Thanks


VWAP trading
K. C. / N/A   20 Dec 2005 10:06AM ET
Re: VWAP trading
KEVIN YOUNG / YOUNG FINANCIAL   20 Dec 2005 12:59PM ET
Re: VWAP trading
Dmitri Nadot / Merrill Lynch   17 Apr 2006 10:38AM ET
Re: VWAP trading
Greg Malatestinic / Reuters   17 Apr 2006 11:02AM ET