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- Price Type Code (1843) =
CCS Leg MV to Contract Price
(4
) orCCS Leg Price to Contract Price
(5
) - Pay Leg Price or MV (7680)
- When using prices, the pay leg price can be entered as either positive or negative (both produce the same results)
- When using market values, the pay leg market value must be entered as negative
- Receive Leg Price or MV (7681)
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