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optional forward deal with execution report
glen guo <>
1 Feb 2011 5:59PM ET

hi,

I am using execution report to match FX optional forward deal.

the value date for FX optional forward deal is the period rather than a single day.

eg. deal for aud/usd, 1m.

value data start: Mar 01, 2011
value data end: Mar 31, 2011

any business date between start and end could be the value date.

No lucky to find fix tag for value data start and value data end in execution report.

Anyone can throw some light?

Many thanks.

Cheers,

Glen

optional forward deal with execution report
glen guo   1 Feb 2011 5:59PM ET

Re: optional forward deal with execution report
Jay Hurley / Morgan Stanley   1 Feb 2011 9:15PM ET

Re: optional forward deal with execution report
glen guo   1 Feb 2011 11:32PM ET