AdditionalTermBondRefGrp

Tag Name Req’d Description
40000 NoAdditionalTermBondRefs N
→40001 AdditionalTermBondSecurityID N Required if NoAdditionalTermBondRefs(40000) > 0.
→40002 AdditionalTermBondSecurityIDSource N Conditionally required when AdditionalTermBondSecurityID(40001) is specified.
→40003 AdditionalTermBondDesc N
→40004 EncodedAdditionalTermBondDescLen N Must be set if EncodedAdditionalTermBondDesc(40005) field is specified and must immediately precede it.
→40005 EncodedAdditionalTermBondDesc N Encoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding(347) field.
→40006 AdditionalTermBondCurrency N
→40007 AdditionalTermBondIssuer N
→40008 EncodedAdditionalTermBondIssuerLen N Must be set if EncodedAdditionalTermBondIssuer(40009) field is specified and must immediately precede it.
→40009 EncodedAdditionalTermBondIssuer N Encoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding(347) field.
→40010 AdditionalTermBondSeniority N
→40011 AdditionalTermBondCouponType N
→40012 AdditionalTermBondCouponRate N
→40013 AdditionalTermBondMaturityDate N
→40014 AdditionalTermBondParValue N
→40015 AdditionalTermBondCurrentTotalIssuedAmount N
→40016 AdditionalTermBondCouponFrequencyPeriod N Conditionally required when AdditionalTermBondCouponFrequencyUnit(40017) is specified.
→40017 AdditionalTermBondCouponFrequencyUnit N Conditionally required when AdditionalTermBondCouponFrequencyPeriod(40016) is specified.
→40018 AdditionalTermBondDayCount N

AdditionalTermGrp

Tag Name Req’d Description
40019 NoAdditionalTerms N
→40020 AdditionalTermConditionPrecedentBondIndicator N Required if NoAdditionalTerms(40019) > 0.
→40021 AdditionalTermDiscrepancyClauseIndicator N
Component AdditionalTermBondRefGrp N

ApplicationSequenceControl

Tag Name Req’d Description
1180 ApplID N Identifies the application with which a message is associated. Used only if application sequencing is in effect.
1181 ApplSeqNum N Application sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified.
1350 ApplLastSeqNum N The previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified
1352 ApplResendFlag N Used to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender’s cache size is greater than zero and the message is being resent due to a session level resend request.

AssetAttributeGrp

Tag Name Req’d Description
2304 NoAssetAttributes N
→2305 AssetAttributeType N Required if NoAssetAttributes(2304) > 0.
→2306 AssetAttributeValue N
→2307 AssetAttributeLimit N

AttachmentGrp

Tag Name Req’d Description
2104 NoAttachments N
→2105 AttachmentName N Required if NoAttachments(2104) > 0.
→2106 AttachmentMediaType N Required if EncodedAttachment(2112) is present.
→2107 AttachmentClassification N
→2108 AttachmentExternalURL N Either AttachmentExternalURL(2108) or EncodedAttachment(2112) must be specified if NoAttachments(2104) > 0.
→2109 AttachmentEncodingType N Required if EncodedAttachment(2112) is present.
→2110 UnencodedAttachmentLen N
→2111 EncodedAttachmentLen N Must be set if EncodedAttachment(2112) is specified and must immediately precede it.
→2112 EncodedAttachment N Either AttachmentExternalURL(2108) or EncodedAttachment(2112) must be specified if NoAttachments(2104) > 0.
Component AttachmentKeywordGrp N

AttachmentKeywordGrp

Tag Name Req’d Description
2113 NoAttachmentKeywords N
→2114 AttachmentKeyword N Required if NoAttachmentKeywords(2113) > 0.

AttrbGrp

Tag Name Req’d Description
870 NoInstrAttrib N
→871 InstrAttribType N
→872 InstrAttribValue N

BusinessCenterGrp

Tag Name Req’d Description
40278 NoBusinessCenters N
→40471 BusinessCenter N Required if NoBusinessCenters(40278) > 0.

CashSettlDate

Tag Name Req’d Description
42207 CashSettlDateUnadjusted N
42208 CashSettlDateBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision.
Component CashSettlDateBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision.
42209 CashSettlDateRelativeTo N
42210 CashSettlDateOffsetPeriod N Conditionally required when CashSettlDateOffsetUnit(42211) is specified.
42211 CashSettlDateOffsetUnit N Conditionally required when CashSettlDateOffsetPeriod(42210) is specified.
42212 CashSettlDateOffsetDayType N
42213 CashSettlDateAdjusted N

CashSettlDateBusinessCenterGrp

Tag Name Req’d Description
42214 NoCashSettlDateBusinessCenters N
→42215 CashSettlDateBusinessCenter N Required if NoCashSettlDateBusinessCenters(42214) > 0.

CashSettlDealerGrp

Tag Name Req’d Description
40277 NoCashSettlDealers N
→40032 CashSettlDealer N Required if NoCashSettlDealers(40277) > 0.

CashSettlTermGrp

Tag Name Req’d Description
40022 NoCashSettlTerms N
→40023 CashSettlCurrency N Required if NoCashSettlTerms(40022) > 0.
→40024 CashSettlValuationFirstBusinessDayOffset N
→40916 CashSettlValuationSubsequentBusinessDaysOffset N
→40917 CashSettlNumOfValuationDates N
→40025 CashSettlValuationTime N
→40026 CashSettlBusinessCenter N
→40027 CashSettlQuoteMethod N
→40028 CashSettlQuoteAmount N
→40029 CashSettlQuoteCurrency N
→40030 CashSettlMinimumQuoteAmount N
→40031 CashSettlMinimumQuoteCurrency N
Component CashSettlDealerGrp N
→42216 CashSettlPriceSource N
→42217 CashSettlPriceDefault N
→40033 CashSettlBusinessDays N
→40034 CashSettlAmount N
Component CashSettlDate N
→40035 CashSettlRecoveryFactor N
→40036 CashSettlFixedTermIndicator N
→40037 CashSettlAccruedInterestIndicator N
→40038 CashSettlValuationMethod N
→40039 CashSettlTermXID N

CommissionData

Tag Name Req’d Description
12 Commission N
13 CommType N
479 CommCurrency N
1233 CommRate N
1238 CommUnitOfMeasure N
497 FundRenewWaiv N

CommissionDataGrp

Tag Name Req’d Description
2639 NoCommissions N
→2640 CommissionAmount N Required if NoCommissions(2639) > 0.
If the commission is based on a percentage of trade quantity or a factor of unit of measure, CommissionRate(2646) and CommissionUnitOfMeasure(2644) may also be specified as appropriate.
→2641 CommissionAmountType N Required if NoCommissions(2639) > 0.
→2725 CommissionAmountSubType N
→2642 CommissionBasis N Required if NoCommissions(2639) > 0.
→2643 CommissionCurrency N
→2644 CommissionUnitOfMeasure N
→2645 CommissionUnitOfMeasureCurrency N
→2646 CommissionRate N
→2647 CommissionSharedIndicator N
→2648 CommissionAmountShared N If specified, CommissionSharedIndicator(2647) must be set to Y.
→2649 CommissionLegRefID N This field may be used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg.
→2650 CommissionDesc N
→2651 EncodedCommissionDescLen N Must be set if EncodedCommissionDesc(2652) is specified and must immediately precede it.
→2652 EncodedCommissionDesc N Encoded (non-ASCII characters) representation of the CommissionDesc(2650) field in the encoded format specified via the MessageEncoding(347) field.

ComplexEventAveragingObservationGrp

Tag Name Req’d Description
40994 NoComplexEventAveragingObservations N
→40995 ComplexEventAveragingObservationNumber N Required if NoComplexEventAveragingObservations(40994) > 0.
→40996 ComplexEventAveragingWeight N

ComplexEventCreditEventGrp

Tag Name Req’d Description
40997 NoComplexEventCreditEvents N
→40998 ComplexEventCreditEventType N Required if NoComplexEventCreditEvents(40996) > 0.
→40999 ComplexEventCreditEventValue N
→41000 ComplexEventCreditEventCurrency N
→41001 ComplexEventCreditEventPeriod N Conditionally required when ComplexEventCreditEventUnit(41002) is specified.
→41002 ComplexEventCreditEventUnit N Conditionally required when ComplexEventCreditEventPeriod(41001) is specified.
→41003 ComplexEventCreditEventDayType N
→41004 ComplexEventCreditEventRateSource N
Component ComplexEventCreditEventQualifierGrp N

ComplexEventCreditEventQualifierGrp

Tag Name Req’d Description
41005 NoComplexEventCreditEventQualifiers N
→41006 ComplexEventCreditEventQualifier N Required if NoComplexEventCreditEventQualifiers(41005) > 0.

ComplexEventCreditEventSourceGrp

Tag Name Req’d Description
41029 NoComplexEventCreditEventSources N
→41030 ComplexEventCreditEventSource N Required if NoComplexEventCreditEventSources(41029) > 0.

ComplexEventDateBusinessCenterGrp

Tag Name Req’d Description
41018 NoComplexEventDateBusinessCenters N
→41019 ComplexEventDateBusinessCenter N Required if NoComplexEventDateBuisinessCenters(41018) > 0.

ComplexEventDates

Tag Name Req’d Description
1491 NoComplexEventDates N
→1492 ComplexEventStartDate N Required if NoComplexEventDates(1491) > 0.
→1493 ComplexEventEndDate N Required if NoComplexEventDates(1491) > 0.
Component ComplexEventTimes N

ComplexEventPeriodDateGrp

Tag Name Req’d Description
41007 NoComplexEventPeriodDateTimes N
→41008 ComplexEventPeriodDate N Required if NoComplexEventPeriodDateTimes(41007) > 0.
→41009 ComplexEventPeriodTime N

ComplexEventPeriodGrp

Tag Name Req’d Description
41010 NoComplexEventPeriods N
→41011 ComplexEventPeriodType N Required if NoComplexEventPeriods(41010) > 0.
→41012 ComplexEventBusinessCenter N
Component ComplexEventScheduleGrp N
Component ComplexEventPeriodDateGrp N
Component ComplexEventAveragingObservationGrp N

ComplexEventRateSourceGrp

Tag Name Req’d Description
41013 NoComplexEventRateSources N
→41014 ComplexEventRateSource N Required if NoComplexEventRateSources(41013) > 0.
→41015 ComplexEventRateSourceType N Required if NoComplexEventRateSources(41013) > 0.
→41016 ComplexEventReferencePage N Conditionally required when ComplexEventRateSource(41014) = 99 (Other).
→41017 ComplexEventReferencePageHeading N

ComplexEventRelativeDate

Tag Name Req’d Description
41020 ComplexEventDateUnadjusted N
41021 ComplexEventDateRelativeTo N
41022 ComplexEventDateOffsetPeriod N Conditionally required when ComplexEventDateOffsetUnit(41023) is specified.
41023 ComplexEventDateOffsetUnit N Conditionally required when ComplexEventDateOffsetPeriod(41022) is specified.
41024 ComplexEventDateOffsetDayType N
41025 ComplexEventDateBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions.
Component ComplexEventDateBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions.
41026 ComplexEventDateAdjusted N
41027 ComplexEventFixingTime N
41028 ComplexEventFixingTimeBusinessCenter N

ComplexEventScheduleGrp

Tag Name Req’d Description
41031 NoComplexEventSchedules N
→41032 ComplexEventScheduleStartDate N Required if NoComplexEventSchedules(41031) > 0.
→41033 ComplexEventScheduleEndDate N
→41034 ComplexEventScheduleFrequencyPeriod N Conditionally required when ComplexEventScheduleFrequencyUnit(41035) is specified.
→41035 ComplexEventScheduleFrequencyUnit N Conditionally required when ComplexEventScheduleFrequencPeriod(41034) is specified.
→41036 ComplexEventScheduleRollConvention N When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the schedule.

ComplexEventTimes

Tag Name Req’d Description
1494 NoComplexEventTimes N
→1495 ComplexEventStartTime N Required if NoComplexEventTimes(1494) > 0.
→1496 ComplexEventEndTime N Required if NoComplexEventTimes(1494) > 0.

ComplexEvents

Tag Name Req’d Description
1483 NoComplexEvents N
→1484 ComplexEventType N Required if NoComplexEvents(1483) > 0.
→2117 ComplexOptPayoutPaySide N
→2118 ComplexOptPayoutReceiveSide N
→2119 ComplexOptPayoutUnderlier N
→1485 ComplexOptPayoutAmount N
→2120 ComplexOptPayoutPercentage N
→2121 ComplexOptPayoutTime N
→2122 ComplexOptPayoutCurrency N
→1486 ComplexEventPrice N
→2123 ComplexEventPricePercentage N
→1487 ComplexEventPriceBoundaryMethod N
→1488 ComplexEventPriceBoundaryPrecision N
→1489 ComplexEventPriceTimeType N
→1490 ComplexEventCondition N Conditionally required when there are more than one ComplexEvents occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition(1490) in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition(1490) which links it with the second event.
Component ComplexEventDates N
→2124 ComplexEventCurrencyOne N
→2125 ComplexEventCurrencyTwo N
→2126 ComplexEventQuoteBasis N
→2127 ComplexEventFixedFXRate N
→2407 ComplexEventSpotRate N
→2408 ComplexEventForwardPoints N
→2128 ComplexEventDeterminationMethod N
→2129 ComplexEventCalculationAgent N
→2130 ComplexEventStrikePrice N
→2131 ComplexEventStrikeFactor N
→2132 ComplexEventStrikeNumberOfOptions N
Component ComplexEventRateSourceGrp N
Component ComplexEventRelativeDate N
Component ComplexEventPeriodGrp N
→2133 ComplexEventCreditEventsXIDRef N
→2134 ComplexEventCreditEventNotifyingParty N
→2135 ComplexEventCreditEventBusinessCenter N
→2136 ComplexEventCreditEventStandardSources N
→2137 ComplexEventCreditEventMinimumSources N
Component ComplexEventCreditEventSourceGrp N
Component ComplexEventCreditEventGrp N
→2597 ComplexEventFuturesPriceValuation N
→2598 ComplexEventOptionsPriceValuation N
→2599 ComplexEventPVFinalPriceElectionFallback N
→2138 ComplexEventXID N
→2139 ComplexEventXIDRef N

ContAmtGrp

Tag Name Req’d Description
518 NoContAmts N
→519 ContAmtType N Must be first field in the repeating group.
→520 ContAmtValue N
→521 ContAmtCurr N

DateAdjustment

Tag Name Req’d Description
40921 BusinessDayConvention N
Component BusinessCenterGrp N
40922 DateRollConvention N

DeliveryScheduleGrp

Tag Name Req’d Description
41037 NoDeliverySchedules N
→41038 DeliveryScheduleType N Required if NoDeliverySchedules(41037) > 0.
→41039 DeliveryScheduleXID N
→41040 DeliveryScheduleNotional N
→41041 DeliveryScheduleNotionalUnitOfMeasure N
→41042 DeliveryScheduleNotionalCommodityFrequency N
→41043 DeliveryScheduleNegativeTolerance N
→41044 DeliverySchedulePositiveTolerance N
→41045 DeliveryScheduleToleranceUnitOfMeasure N
→41046 DeliveryScheduleToleranceType N Conditionally required when DeliveryScheduleNegativeTolerance(41043) or DeliverySchedulePositiveTolerance(41044) is specified.
→41047 DeliveryScheduleSettlCountry N
→41048 DeliveryScheduleSettlTimeZone N
→41049 DeliveryScheduleSettlFlowType N
→41050 DeliveryScheduleSettlHolidaysProcessingInstruction N
Component DeliveryScheduleSettlDayGrp N

DeliveryScheduleSettlDayGrp

Tag Name Req’d Description
41051 NoDeliveryScheduleSettlDays N
→41052 DeliveryScheduleSettlDay N Required if NoDeliveryScheduleSettlDays(41051) > 0.
→41053 DeliveryScheduleSettlTotalHours N
Component DeliveryScheduleSettlTimeGrp N

DeliveryScheduleSettlTimeGrp

Tag Name Req’d Description
41054 NoDeliveryScheduleSettlTimes N
→41055 DeliveryScheduleSettlStart N Required if NoDeliveryScheduleSettlTimes(41054) > 0.
→41056 DeliveryScheduleSettlEnd N Required if NoDeliveryScheduleSettlTimes(41054) > 0.
→41057 DeliveryScheduleSettlTimeType N May be defaulted to market convention or bilaterally agreed if not specified.

DeliveryStream

Tag Name Req’d Description
41058 DeliveryStreamType N
Component DeliveryStreamCommoditySourceGrp N
41059 DeliveryStreamPipeline N
41060 DeliveryStreamEntryPoint N
41061 DeliveryStreamWithdrawalPoint N
41062 DeliveryStreamDeliveryPoint N
42192 DeliveryStreamDeliveryPointSource N
42193 DeliveryStreamDeliveryPointDesc N
41063 DeliveryStreamDeliveryRestriction N
41064 DeliveryStreamDeliveryContingency N
41065 DeliveryStreamDeliveryContingentPartySide N
41066 DeliveryStreamDeliverAtSourceIndicator N
41067 DeliveryStreamRiskApportionment N
41218 DeliveryStreamRiskApportionmentSource N
Component DeliveryStreamCycleGrp N
41068 DeliveryStreamTitleTransferLocation N
41069 DeliveryStreamTitleTransferCondition N
41070 DeliveryStreamImporterOfRecord N
41071 DeliveryStreamNegativeTolerance N
41072 DeliveryStreamPositiveTolerance N
41073 DeliveryStreamToleranceUnitOfMeasure N
41074 DeliveryStreamToleranceType N
41075 DeliveryStreamToleranceOptionSide N
41076 DeliveryStreamTotalPositiveTolerance N
41077 DeliveryStreamTotalNegativeTolerance N
41078 DeliveryStreamNotionalConversionFactor N
41079 DeliveryStreamTransportEquipment N
41080 DeliveryStreamElectingPartySide N
43094 DeliveryStreamRouteOrCharter N

DeliveryStreamCommoditySourceGrp

Tag Name Req’d Description
41085 NoDeliveryStreamCommoditySources N
→41086 DeliveryStreamCommoditySource N Required if NoDeliveryStreamCommoditySources(41085) > 0.

DeliveryStreamCycleGrp

Tag Name Req’d Description
41081 NoDeliveryStreamCycles N
→41082 DeliveryStreamCycleDesc N Required if NoDeliveryStreamCycles(41081) > 0.
→41083 EncodedDeliveryStreamCycleDescLen N Must be set if EncodedDeliveryStreamCycleDesc(41084) field is specified and must immediately precede it.
→41084 EncodedDeliveryStreamCycleDesc N Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding(347) field.

DisplayInstruction

Tag Name Req’d Description
1138 DisplayQty N
1082 SecondaryDisplayQty N
1608 InitialDisplayQty N Only to be used in the ExecutionReport
2828 CurrentDisplayPrice N
1083 DisplayWhen N
1084 DisplayMethod N
1085 DisplayLowQty N Required when DisplayMethod = 3
1086 DisplayHighQty N Required when DisplayMethod = 3
1087 DisplayMinIncr N Can be used to specify larger increments than the standard increment provided by the market. Optionally used when DisplayMethod = 3
1088 RefreshQty N Required when DisplayMethod = 2

DividendAccrualFloatingRate

Tag Name Req’d Description
42218 DividendFloatingRateIndex N
42219 DividendFloatingRateIndexCurvePeriod N Conditionally required when DividendFloatingRateIndexCurveUnit(42220) is specified.
42220 DividendFloatingRateIndexCurveUnit N Conditionally required when DividendFloatingRateIndexCurvePeriod(42219) is specified.
42221 DividendFloatingRateMultiplier N
42222 DividendFloatingRateSpread N
42223 DividendFloatingRateSpreadPositionType N
42224 DividendFloatingRateTreatment N
42225 DividendCapRate N
42226 DividendCapRateBuySide N
42227 DividendCapRateSellSide N
42228 DividendFloorRate N
42229 DividendFloorRateBuySide N
42230 DividendFloorRateSellSide N
42231 DividendInitialRate N
42232 DividendFinalRateRoundingDirection N
42233 DividendFinalRatePrecision N
42234 DividendAveragingMethod N
42235 DividendNegativeRateTreatment N

DividendAccrualPaymentDate

Tag Name Req’d Description
42238 DividendAccrualPaymentDateRelativeTo N
42239 DividendAccrualPaymentDateOffsetPeriod N Conditionally required when DividendAccrualPaymentDateOffsetUnit(42240) is specified.
42240 DividendAccrualPaymentDateOffsetUnit N Conditionally required when DividendAccrualPaymentDateOffsetPeriod(42239) is specified.
42241 DividendAccrualPaymentDateOffsetDayType N
42242 DividendAccrualPaymentDateUnadjusted N
42243 DividendAccrualPaymeentDateBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendAccrualPaymentDate.
Component DividendAccrualPaymentDateBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendAccrualPaymentDate.
42244 DividendAccrualPaymentDateAdjusted N

DividendAccrualPaymentDateBusinessCenterGrp

Tag Name Req’d Description
42236 NoDividendAccrualPaymentDateBusinessCenters N
→42237 DividendAccrualPaymentDateBusinessCenter N Required if NoDividendAccrualPaymentDateBusinessCenters(42236) > 0.

DividendConditions

Tag Name Req’d Description
42245 DividendReinvestmentIndicator N
42246 DividendEntitlementEvent N
42247 DividendAmountType N
42248 DividendUnderlierRefID N
Component DividendPeriodGrp N
42249 ExtraordinaryDividendPartySide N
42250 ExtraordinaryDividendAmountType N
42251 ExtraordinaryDividendCurrency N
42252 ExtraordinaryDividendDeterminationMethod N
Component DividendFXTriggerDate N
Component DividendAccrualFloatingRate N
42253 DividendAccrualFixedRate N
Component DividendAccrualPaymentDate N
42254 DividendCompoundingMethod N
42255 DividendNumOfIndexUnits N
42256 DividendCashPercentage N
42257 DividendCashEquivalentPercentage N
42258 NonCashDividendTreatment N
42259 DividendComposition N
42260 SpecialDividendsIndicator N
42261 MaterialDividendsIndicator N
42262 OptionsExchangeDividendsIndicator N
42263 AdditionalDividendsIndicator N
42264 AllDividendsIndicator N

DividendFXTriggerDate

Tag Name Req’d Description
42265 DividendFXTriggerDateRelativeTo N
42266 DividendFXTriggerDateOffsetPeriod N Conditionally required when DividendFXTriggerDateOffsetUnit(42267) is specified.
42267 DividendFXTriggerDateOffsetUnit N Conditionally required when DividendFXTriggerDateOffsetPeriod(42266) is specified.
42268 DividendFXTriggerDateOffsetDayType N
42269 DividendFXTriggerDateUnadjusted N
42270 DividendFXTriggerDateBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendFXTriggerDate.
Component DividendFXTriggerDateBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendFXTriggerDate.
42271 DividendFXTriggerDateAdjusted N

DividendFXTriggerDateBusinessCenterGrp

Tag Name Req’d Description
42272 NoDividendFXTriggerDateBusinessCenters N
→42273 DividendFXTriggerDateBusinessCenter N Required if NoDividendFXTriggerDateBusinessCenters(42272) > 0.

DividendPeriodBusinessCenterGrp

Tag Name Req’d Description
42294 NoDividendPeriodBusinessCenters N
→42295 DividendPeriodBusinessCenter N Required if NoDividendPeriodBusinessCenters(42294) > 0.

DividendPeriodGrp

Tag Name Req’d Description
42274 NoDividendPeriods N
→42275 DividendPeriodSequence N Required if NoDividendPeriods(42274) > 0.
→42276 DividendPeriodStartDateUnadjusted N
→42277 DividendPeriodEndDateUnadjusted N
→42278 DividendPeriodUnderlierRefID N When specified, this overrides DividendUnderlierRefID(42248). The specified value would be specific to this dividend period instance.
→42279 DividendPeriodStrikePrice N
→42280 DividendPeriodBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this dividend period instance.
Component DividendPeriodBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this dividend period instance.
→42281 DividendPeriodValuationDateUnadjusted N
→42282 DividendPeriodValuationDateRelativeTo N
→42283 DividendPeriodValuationDateOffsetPeriod N Conditionally required when DividendPeriodValuationDateOffsetUnit(42284) is specified.
→42284 DividendPeriodValuationDateOffsetUnit N Conditionally required when DividendPeriodValuationDateOffsetPeriod(42283) is specified.
→42285 DividendPeriodValuationDateOffsetDayType N
→42286 DividendPeriodValuationDateAdjusted N
→42287 DividendPeriodPaymentDateUnadjusted N
→42288 DividendPeriodPaymentDateRelativeTo N
→42289 DividendPeriodPaymentDateOffsetPeriod N Conditionally required when DividendPeriodPaymentDateOffsetUnit(42290) is specified.
→42290 DividendPeriodPaymentDateOffsetUnit N Conditionally required when DividendPeriodPaymentDateOffsetPeriod(42289) is specified.
→42291 DividendPeriodPaymentDateOffsetDayType N
→42292 DividendPeriodPaymentDateAdjusted N
→42293 DividendPeriodXID N

EvntGrp

Tag Name Req’d Description
864 NoEvents N
→865 EventType N Required if NoEvents(864) > 0.
→866 EventDate N Conditionally required when EventTime(1145) is specified.
→1145 EventTime N
→1827 EventTimeUnit N Conditionally required when EventTimePeriod(1826) is specified.
→1826 EventTimePeriod N Conditionally required when EventTimeUnit(1827) is specified.
→2340 EventMonthYear N
→867 EventPx N
→868 EventText N
→1578 EncodedEventTextLen N Must be set if EncodedEventText(1579) field is specified and must immediately precede it.
→1579 EncodedEventText N Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding(347) field.

ExtraordinaryEventGrp

Tag Name Req’d Description
42296 NoExtraordinaryEvents N
→42297 ExtraordinaryEventType N Required if NoExtraordinaryEvents(42296) > 0.
→42298 ExtraordinaryEventValue N Required if NoExtraordinaryEvents(42296) > 0.

FinancingContractualDefinitionGrp

Tag Name Req’d Description
40040 NoContractualDefinitions N
→40041 ContractualDefinition N Required if NoContractualDefinitions(40040) > 0.

FinancingContractualMatrixGrp

Tag Name Req’d Description
40042 NoContractualMatrices N
→40043 ContractualMatrixSource N Required if NoContractualMatrices(40042) > 0.
→40044 ContractualMatrixDate N
→40045 ContractualMatrixTerm N

FinancingDetails

Tag Name Req’d Description
913 AgreementDesc N The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal
914 AgreementID N A common reference to the applicable standing agreement between the principals
1961 AgreementVersion N
915 AgreementDate N A reference to the date the underlying agreement was executed.
918 AgreementCurrency N Currency of the underlying agreement.
1962 MasterConfirmationDesc N
1963 MasterConfirmationDate N
1964 MasterConfirmationAnnexDesc N
1965 MasterConfirmationAnnexDate N
1966 BrokerConfirmationDesc N
Component FinancingContractualDefinitionGrp N
Component FinancingTermSupplementGrp N
Component FinancingContractualMatrixGrp N
1967 CreditSupportAgreementDesc N
1968 CreditSupportAgreementDate N
1969 CreditSupportAgreementID N
1970 GoverningLaw N
1513 DocumentationText N
1525 EncodedDocumentationTextLen N Must be set if EncodedDocumentationText(1527) field is specified and must immediately precede it.
1527 EncodedDocumentationText N Encoded (non-ASCII characters) representation of the DocumentationText(1513) field in the encoded format specified via the MessageEncoding(347) field.
788 TerminationType N For Repos the timing or method for terminating the agreement.
916 StartDate N Settlement date of the beginning of the deal
917 EndDate N Repayment / repurchase date
919 DeliveryType N Delivery or custody arrangement for the underlying securities
898 MarginRatio N Percentage of cash value that underlying security collateral must meet.

FinancingTermSupplementGrp

Tag Name Req’d Description
40046 NoFinancingTermSupplements N
→40047 FinancingTermSupplementDesc N Required if NoFinancingTermSupplements(40046) > 0.
→40048 FinancingTermSupplementDate N

FloatingRateIndex

Tag Name Req’d Description
2731 FloatingRateIndexID N Conditionally required when FloatingRateIndexIDSource(2732) is specified.
2732 FloatingRateIndexIDSource N Conditionally required when FloatingRateIndexID(2731) is specified.
2730 FloatingRateIndexCurveUnit N Conditionally required when FloatingRateIndexCurvePeriod(2728) is specified.
2728 FloatingRateIndexCurvePeriod N Conditionally required when FloatingRateIndexCurveUnit(2730) is specified.
2729 FloatingRateIndexCurveSpread N

HopGrp

Tag Name Req’d Description
627 NoHops N
→628 HopCompID N
→629 HopSendingTime N
→630 HopRefID N

IndexRollMonthGrp

Tag Name Req’d Description
2734 NoIndexRollMonths N
→2733 IndexRollMonth N Required if NoIndexRollMonths(2734) > 0.

InstrmtGrp

Tag Name Req’d Description
146 NoRelatedSym N
Component Instrument N Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages
Component InstrumentExtension N
Component FinancingDetails N
Component RelatedInstrumentGrp N

InstrmtLegGrp

Tag Name Req’d Description
555 NoLegs N
Component InstrumentLeg N Required if NoLegs(555) > 0.
Component LegFinancingDetails N

Instrument

Tag Name Req’d Description
55 Symbol N Common, human understood representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)
Use [N/A] for products which do not have a symbol.
65 SymbolSfx N Used in Fixed Income with a value of WI to indicate When Issued for a security to be reissued under an old CUSIP or ISIN or with a value of CD to indicate a EUCP with lump-sum interest rather than discount price.
48 SecurityID N Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.
22 SecurityIDSource N Conditionally required when SecurityID(48) is specified.
Component SecAltIDGrp N Number of alternate Security Identifiers
460 Product N Indicates the type of product the security is associated with (high-level category)
1227 ProductComplex N Identifies an entire suite of products for a given market. In Futures this may be interest rates, agricultural, equity indexes, etc
1151 SecurityGroup N An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.
461 CFICode N Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
2891 UPICode N
167 SecurityType N It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
Required for Fixed Income. Refer to Volume 7 – Fixed Income
Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 – Recommendations and Guidelines for Futures and Options Markets.)
762 SecuritySubType N Sub-type qualification/identification of the SecurityType (e.g. for SecurityType=MLEG). If specified, SecurityType is required.
200 MaturityMonthYear N Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified.
541 MaturityDate N Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field.
When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment.
For NDFs this represents the fixing date of the contract.
1079 MaturityTime N For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time.
966 SettleOnOpenFlag N Indicator to determine if Instrument is Settle on Open.
1049 InstrmtAssignmentMethod N
965 SecurityStatus N Gives the current state of the instrument
224 CouponPaymentDate N Date interest is to be paid. Used in identifying Corporate Bond issues.
1449 RestructuringType N
1450 Seniority N
1451 NotionalPercentageOutstanding N
1452 OriginalNotionalPercentageOutstanding N
1457 AttachmentPoint N
1458 DetachmentPoint N
1739 ObligationType N
2210 AssetGroup N
1938 AssetClass N Required if AssetSubClass(1939) is specified.
1939 AssetSubClass N Required if AssetType(1940) is specified.
1940 AssetType N Required if AssetSubType(2735) is specified.
2735 AssetSubType N
Component SecondaryAssetGrp N
Component AssetAttributeGrp N
1941 SwapClass N
1575 SwapSubClass N
1942 NthToDefault N Conditionally required when MthToDefault(1943) is specified.
1943 MthToDefault N
1944 SettledEntityMatrixSource N
1945 SettledEntityMatrixPublicationDate N
1946 CouponType N
1947 TotalIssuedAmount N
1948 CouponFrequencyPeriod N Conditionally required when CouponFrequencyUnit(1949) is specified.
1949 CouponFrequencyUnit N Conditionally required when CouponFrequencyPeriod(1948) is specified.
1950 CouponDayCount N
2879 CouponOtherDayCount N
1951 ConvertibleBondEquityID N
1952 ConvertibleBondEquityIDSource N Conditionally required when ConvertibleBondEquityID(1951) is specified.
1953 ContractPriceRefMonth N
1954 LienSeniority N
1955 LoanFacility N
1956 ReferenceEntityType N
1957 IndexSeries N
1958 IndexAnnexVersion N
1959 IndexAnnexDate N
1960 IndexAnnexSource N
1577 SettlRateIndex N
1580 SettlRateIndexLocation N
1581 OptionExpirationDesc N
1678 EncodedOptionExpirationDescLen N Must be set if EncodedOptionExpirationDesc(1697) field is specified and must immediately precede it.
1697 EncodedOptionExpirationDesc N Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding(347) field.
225 IssueDate N Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.
228 Factor N For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index.
Qty * Factor * Price = Gross Trade Amount
For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract.
(Qty * Price) * Factor = Nominal Value
255 CreditRating N
543 InstrRegistry N The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues.
470 CountryOfIssue N ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.
471 StateOrProvinceOfIssue N A two-character state or province abbreviation.
472 LocaleOfIssue N The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).
202 StrikePrice N Used for derivatives, such as options and covered warrants
2578 OrigStrikePrice N
2577 StrikePricePrecision N
947 StrikeCurrency N Used for derivatives
967 StrikeMultiplier N Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.
968 StrikeValue N Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.
1698 StrikeUnitOfMeasure N
1866 StrikeIndex N
2600 StrikeIndexCurvePoint N
2001 StrikeIndexSpread N
2601 StrikeIndexQuote N
1478 StrikePriceDeterminationMethod N
1479 StrikePriceBoundaryMethod N When specified, PutOrCall(201), StrikePrice(202), and StrikePriceBoundaryPrecision(1480) must also be specified.
1480 StrikePriceBoundaryPrecision N
1481 UnderlyingPriceDeterminationMethod N
206 OptAttribute N Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option – use the CFICode[461] for this purpose.
231 ContractMultiplier N For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the nominal (e.g. contracts vs. shares) amount.
1435 ContractMultiplierUnit N
2353 TradingUnitPeriodMultiplier N
1439 FlowScheduleType N
969 MinPriceIncrement N Minimum price increment for the instrument. Could also be used to represent tick value.
1146 MinPriceIncrementAmount N Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]
996 UnitOfMeasure N 0
1147 UnitOfMeasureQty N
1716 UnitOfMeasureCurrency N
1191 PriceUnitOfMeasure N
1192 PriceUnitOfMeasureQty N
1717 PriceUnitOfMeasureCurrency N
1193 SettlMethod N Conditionally required if SettlSubMethod(2579) is specified.
2579 SettlSubMethod N
1194 ExerciseStyle N Type of exercise of a derivatives security
1482 OptPayoutType N
1195 OptPayoutAmount N Conditionally required if OptPayoutType(1482) = 3 (Binary).
2753 ReturnTrigger N
1196 PriceQuoteMethod N Method for price quotation
1197 ValuationMethod N Indicates type of valuation method used.
2002 ValuationSource N
2140 ValuationReferenceModel N
1524 PriceQuoteCurrency N
1198 ListMethod N Indicates whether the instruments are pre-listed only or can also be defined via user request
1199 CapPrice N Used to express the ceiling price of a capped call
1200 FloorPrice N Used to express the floor price of a capped put
201 PutOrCall N Used to express option right
2681 InTheMoneyCondition N Used to express in-the-moneyness behavior in general terms for the option without the use of StrikePrice(202) and PutOrCall(201).
2685 ContraryInstructionEligibilityIndicator N
1244 FlexibleIndicator N Used to indicate if a security has been defined as flexible according to non-standard means. Analog to CFICode Standard/Non-standard indicator
1242 FlexProductEligibilityIndicator N Used to indicate if a product or group of product supports the creation of flexible securities
2575 BlockTradeEligibilityIndicator N
2574 LowExercisePriceOptionIndicator N
997 TimeUnit N Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
223 CouponRate N For Fixed Income.
207 SecurityExchange N Can be used to identify the security.
970 PositionLimit N Position Limit for the instrument.
971 NTPositionLimit N Near-term Position Limit for the instrument.
106 Issuer N
348 EncodedIssuerLen N Must be set if EncodedIssuer(349) field is specified and must immediately precede it.
349 EncodedIssuer N Encoded (non-ASCII characters) representation of the Issuer(106) field in the encoded format specified via the MessageEncoding(347) field.
2737 FinancialInstrumentShortName N
2714 FinancialInstrumentFullName N
2715 EncodedFinancialInstrumentFullNameLen N Must be set if EncodedFinancialInstrumentFullName(2716) field is specified and must immediately precede it.
2716 EncodedFinancialInstrumentFullName N Encoded (non-ASCII characters) representation of the FinancialInstrumentFullName(2714) field in the encoded format specified via the MessageEncoding(347) field.
107 SecurityDesc N
350 EncodedSecurityDescLen N Must be set if EncodedSecurityDesc(351) field is specified and must immediately precede it.
351 EncodedSecurityDesc N Encoded (non-ASCII characters) representation of the SecurityDesc(107) field in the encoded format specified via the MessageEncoding(347) field.
Component SecurityXML N Embedded XML document describing the instrument.
691 Pool N Identifies MBS / ABS pool
667 ContractSettlMonth N Must be present for MBS/TBA
875 CPProgram N The program under which a commercial paper is issued
876 CPRegType N The registration type of a commercial paper issuance
Component EvntGrp N Number of repeating EventType group entries.
873 DatedDate N If different from IssueDate
874 InterestAccrualDate N If different from IssueDate and DatedDate
Component InstrumentParties N Used to identify the parties related to a specific instrument.
1687 ShortSaleRestriction N
Component ComplexEvents N
1787 RefTickTableID N Spread table code referred by the security or symbol.
2141 StrategyType N
2142 CommonPricingIndicator N
2143 SettlDisruptionProvision N
2752 DeliveryRouteOrCharter N
2144 InstrumentRoundingDirection N
2145 InstrumentRoundingPrecision N
2576 InstrumentPricePrecision N
Component DateAdjustment N
Component PricingDateTime N
Component MarketDisruption N
Component OptionExercise N
Component StreamGrp N
Component ProvisionGrp N
Component AdditionalTermGrp N
Component ProtectionTermGrp N
Component CashSettlTermGrp N
Component PhysicalSettlTermGrp N
Component ExtraordinaryEventGrp N
2602 ExtraordinaryEventAdjustmentMethod N
2603 ExchangeLookAlike N

InstrumentExtension

Tag Name Req’d Description
668 DeliveryForm N Identifies the form of delivery.
869 PctAtRisk N Percent at risk due to lowest possible call.
Component AttrbGrp N Number of repeating InstrAttrib group entries.
2736 CommodityFinalPriceType N
Component IndexRollMonthGrp N
2738 NextIndexRollDate N
Component FloatingRateIndex N
Component ReferenceDataDateGrp N

InstrumentLeg

Tag Name Req’d Description
600 LegSymbol N
601 LegSymbolSfx N
602 LegSecurityID N
603 LegSecurityIDSource N
Component LegSecAltIDGrp N
1788 LegID N Used for unique identification of the leg that can subsequently be used whenever a simple leg identification is sufficient. It can also serve as input value for LegRefID(654) whenever only a simple leg reference is allowed or needed.
607 LegProduct N
1594 LegSecurityGroup N
608 LegCFICode N
2893 LegUPICode N
609 LegSecurityType N
764 LegSecuritySubType N
610 LegMaturityMonthYear N
611 LegMaturityDate N
1212 LegMaturityTime N
2146 LegSettleOnOpenFlag N
2147 LegInstrmtAssignmentMethod N
2148 LegSecurityStatus N
248 LegCouponPaymentDate N
2149 LegRestructuringType N
2150 LegSeniority N
2151 LegNotionalPercentageOutstanding N
2152 LegOriginalNotionalPercentageOutstanding N
2153 LegAttachmentPoint N
2154 LegDetachmentPoint N
2155 LegObligationType N
2348 LegAssetGroup N
2067 LegAssetClass N Required if LegAssetSubClass(2068) is specified.
2068 LegAssetSubClass N Required if LegAssetType(2069) is specified.
2069 LegAssetType N Required if LegAssetSubType(2739) is specified.
2739 LegAssetSubType N
Component LegSecondaryAssetGrp N
Component LegAssetAttributeGrp N
2070 LegSwapClass N
2156 LegSwapSubClass N
2157 LegNthToDefault N Conditionally required when LegMthToDefault(2158) is specified.
2158 LegMthToDefault N
2159 LegSettledEntityMatrixSource N
2160 LegSettledEntityMatrixPublicationDate N
2161 LegCouponType N
2162 LegTotalIssuedAmount N
2163 LegCouponFrequencyPeriod N Conditionally required when LegCouponFreqUnit(2164) is specified.
2164 LegCouponFrequencyUnit N Conditionally required when LegCouponFreqPeriod(2163) is specified.
2165 LegCouponDayCount N
2880 LegCouponOtherDayCount N
2166 LegConvertibleBondEquityID N
2167 LegConvertibleBondEquityIDSource N Conditionally required when LegConvertibleBondEquityID(2166) is specified.
2168 LegContractPriceRefMonth N
2169 LegLienSeniority N
2170 LegLoanFacility N
2171 LegReferenceEntityType N
2172 LegIndexSeries N
2173 LegIndexAnnexVersion N
2174 LegIndexAnnexDate N
2175 LegIndexAnnexSource N
2176 LegSettlRateIndex N
2177 LegSettlRateIndexLocation N
2178 LegOptionExpirationDesc N
2179 EncodedLegOptionExpirationDescLen N Must be set if EncodedLegOptionExpirationDesc(2180) field is specified and must immediately precede it.
2180 EncodedLegOptionExpirationDesc N Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding(347) field.
249 LegIssueDate N
253 LegFactor N
257 LegCreditRating N
599 LegInstrRegistry N
596 LegCountryOfIssue N
597 LegStateOrProvinceOfIssue N
598 LegLocaleOfIssue N
612 LegStrikePrice N
942 LegStrikeCurrency N
2181 LegStrikeMultiplier N
2182 LegStrikeValue N
2183 LegStrikeUnitOfMeasure N
2184 LegStrikeIndex N
2604 LegStrikeIndexCurvePoint N
2185 LegStrikeIndexSpread N
2605 LegStrikeIndexQuote N
2186 LegStrikePriceDeterminationMethod N
2187 LegStrikePriceBoundaryMethod N When specified, LegPutOrCall(1358), LegStrikePrice(612), and LegStrikePriceBoundaryPrecision(2188) must also be specified.
2188 LegStrikePriceBoundaryPrecision N
2189 LegUnderlyingPriceDeterminationMethod N
613 LegOptAttribute N
614 LegContractMultiplier N
1436 LegContractMultiplierUnit N
2354 LegTradingUnitPeriodMultiplier N
1440 LegFlowScheduleType N
2190 LegMinPriceIncrement N
2191 LegMinPriceIncrementAmount N
999 LegUnitOfMeasure N
1224 LegUnitOfMeasureQty N
1720 LegUnitOfMeasureCurrency N
1421 LegPriceUnitOfMeasure N
1422 LegPriceUnitOfMeasureQty N
1721 LegPriceUnitOfMeasureCurrency N
2192 LegSettlMethod N
1001 LegTimeUnit N Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
1420 LegExerciseStyle N
2193 LegOptPayoutType N
2194 LegOptPayoutAmount N Conditionally required if LegOptPayoutTyp(2193) = 3 (Binary).
2755 LegReturnTrigger N
2195 LegPriceQuoteMethod N
2196 LegValuationMethod N
2197 LegValuationSource N
2198 LegValuationReferenceModel N
1528 LegPriceQuoteCurrency N
2199 LegListMethod N
2200 LegCapPrice N
2201 LegFloorPrice N
2202 LegFlexibleIndicator N
2203 LegFlexProductEligibilityIndicator N
615 LegCouponRate N
616 LegSecurityExchange N
2205 LegPositionLimit N
2206 LegNTPositionLimit N
617 LegIssuer N
618 EncodedLegIssuerLen N Must be set if EncodedLegIssuer(618) field is specified and must immediately precede it.
619 EncodedLegIssuer N Encoded (non-ASCII characters) representation of the LegIssuer(617) field in the encoded format specified via the MessageEncoding(347) field.
2740 LegFinancialInstrumentShortName N
2717 LegFinancialInstrumentFullName N
2718 EncodedLegFinancialInstrumentFullNameLen N Must be set if EncodedLegFinancialInstrumentFullName(2719) field is specified and must immediately precede it.
2719 EncodedLegFinancialInstrumentFullName N Encoded (non-ASCII characters) representation of the LegFinancialInstrumentFullName(2717) field in the encoded format specified via the MessageEncoding(347) field.
620 LegSecurityDesc N
621 EncodedLegSecurityDescLen N Must be set if LegEncodedSecurityDesc(622) field is specified and must immediately precede it.
622 EncodedLegSecurityDesc N Encoded (non-ASCII characters) representation of the LegSecurityDesc(620) field in the encoded format specified via the MessageEncoding(347) field.
Component LegSecurityXML N Embedded XML document describing the leg instrument.
2207 LegCPProgram N
2208 LegCPRegType N
623 LegRatioQty N Specific to the <InstrumentLeg> (not in <Instrument>)
624 LegSide N Specific to the <InstrumentLeg> (not in <Instrument>)
556 LegCurrency N Specific to the <InstrumentLeg> (not in <Instrument>)
740 LegPool N Identifies MBS / ABS pool
739 LegDatedDate N
955 LegContractSettlMonth N
956 LegInterestAccrualDate N
1358 LegPutOrCall N Used to express option right
2682 LegInTheMoneyCondition N Used to express in-the-moneyness behavior in general terms for the option without the use of LegStrikePrice(612) and LegPutOrCall(1358).
2686 LegContraryInstructionEligibilityIndicator N
1017 LegOptionRatio N LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.
566 LegPrice N Used to specify an anchor price for a leg as part of the definition or creation of the strategy – not used for execution price.
Component LegEvntGrp N
Component LegInstrumentParties N
2209 LegShortSaleRestriction N
Component LegComplexEvents N
2211 LegStrategyType N
2212 LegCommonPricingIndicator N
2213 LegSettlDisruptionProvision N
2754 LegDeliveryRouteOrCharter N
2214 LegInstrumentRoundingDirection N
2215 LegInstrumentRoundingPrecision N
Component LegDateAdjustment N
Component LegPricingDateTime N
Component LegMarketDisruption N
Component LegOptionExercise N
Component LegStreamGrp N
Component LegProvisionGrp N
Component LegAdditionalTermGrp N
Component LegProtectionTermGrp N
Component LegCashSettlTermGrp N
Component LegPhysicalSettlTermGrp N
Component LegExtraordinaryEventGrp N
2606 LegExtraordinaryEventAdjustmentMethod N
2607 LegExchangeLookAlike N

InstrumentParties

Tag Name Req’d Description
1018 NoInstrumentParties N
→1019 InstrumentPartyID N Required if NoInstrumentParties(1018) > 0.
Identification of the party.
→1050 InstrumentPartyIDSource N Required if NoInstrumentParties(1018) > 0.
Used to identify classification source.
→1051 InstrumentPartyRole N Required if NoInstrumentParties(1018) > 0.
Identifies the type of InstrumentPartyID(1019).
→2378 InstrumentPartyRoleQualifier N
Component InstrumentPtysSubGrp N Repeating group of party sub-identifiers.

InstrumentPtysSubGrp

Tag Name Req’d Description
1052 NoInstrumentPartySubIDs N
→1053 InstrumentPartySubID N
→1054 InstrumentPartySubIDType N

LegAdditionalTermBondRefGrp

Tag Name Req’d Description
41316 NoLegAdditionalTermBondRefs N
→41317 LegAdditionalTermBondSecurityID N Required if NoLegAdditionalTermBondRefs(41316) > 0.
→41318 LegAdditionalTermBondSecurityIDSource N Conditionally required when LegAdditionalTermBondSecurityID(41317) is specified.
→41319 LegAdditionalTermBondDesc N
→41320 EncodedLegAdditionalTermBondDescLen N Must be set if EncodedLegAdditionalTermBondDesc(41321) field is specified and must immediately precede it.
→41321 EncodedLegAdditionalTermBondDesc N Encoded (non-ASCII characters) representation of the LegAdditionalTermBondDesc(41319) field in the encoded format specified via the MessageEncoding(347) field.
→41322 LegAdditionalTermBondCurrency N
→41323 LegAdditionalTermBondIssuer N
→41324 EncodedLegAdditionalTermBondIssuerLen N Must be set if EncodedLegAdditionalTermBondIssuer(41325) field is specified and must immediately precede it.
→41325 EncodedLegAdditionalTermBondIssuer N Encoded (non-ASCII characters) representation of the LegAdditionalTermBondIssuer(41323) field in the encoded format specified via the MessageEncoding(347) field.
→41326 LegAdditionalTermBondSeniority N
→41327 LegAdditionalTermBondCouponType N
→41328 LegAdditionalTermBondCouponRate N
→41329 LegAdditionalTermBondMaturityDate N
→41330 LegAdditionalTermBondParValue N
→41331 LegAdditionalTermBondCurrentTotalIssuedAmount N
→41332 LegAdditionalTermBondCouponFrequencyPeriod N Conditionally required when LegAdditionalTermBondCouponFrequencyUnit(41333) is specified.
→41333 LegAdditionalTermBondCouponFrequencyUnit N Conditionally required when LegAdditionalTermBondCouponFrequencyPeriod(41332) is specified.
→41334 LegAdditionalTermBondDayCount N

LegAdditionalTermGrp

Tag Name Req’d Description
41335 NoLegAdditionalTerms N
→41336 LegAdditionalTermConditionPrecedentBondIndicator N Required if NoLegAdditionalTerms(41335) > 0.
→41337 LegAdditionalTermDiscrepancyClauseIndicator N
Component LegAdditionalTermBondRefGrp N

LegAssetAttributeGrp

Tag Name Req’d Description
2308 NoLegAssetAttributes N
→2309 LegAssetAttributeType N Required if NoLegAssetAttributes(2308) > 0.
→2310 LegAssetAttributeValue N
→2311 LegAssetAttributeLimit N

LegBusinessCenterGrp

Tag Name Req’d Description
40923 NoLegBusinessCenters N
→40924 LegBusinessCenter N Required if NoLegBusinessCenters(40923) > 0.

LegCashSettlDate

Tag Name Req’d Description
42299 LegCashSettlDateUnadjusted N
42300 LegCashSettlDateBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision.
Component LegCashSettlDateBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision.
42301 LegCashSettlDateRelativeTo N
42302 LegCashSettlDateOffsetPeriod N Conditionally required when LegCashSettlDateOffsetUnit(42303) is specified.
42303 LegCashSettlDateOffsetUnit N Conditionally required when LegCashSettlDateOffsetPeriod(42302) is specified.
42304 LegCashSettlDateOffsetDayType N
42305 LegCashSettlDateAdjusted N

LegCashSettlDateBusinessCenterGrp

Tag Name Req’d Description
42306 NoLegCashSettlDateBusinessCenters N
→42307 LegCashSettlDateBusinessCenter N Required if NoLegCashSettlDateBusinessCenters(42306) > 0.

LegCashSettlDealerGrp

Tag Name Req’d Description
41342 NoLegCashSettlDealers N
→41343 LegCashSettlDealer N Required if NoLegCashSettlDealers(41342) > 0.

LegCashSettlTermGrp

Tag Name Req’d Description
41344 NoLegCashSettlTerms N
→41345 LegCashSettlCurrency N Required if NoLegCashSettlTerms(41344) > 0.
→41346 LegCasSettlValuationFirstBusinessDayOffset N
→41347 LegCashSettlValuationSubsequentBusinessDaysOffset N
→41348 LegCashSettlNumOfValuationDates N
→41349 LegCashSettlValuationTime N
→41350 LegCashSettlBusinessCenter N
→41351 LegCashSettlQuoteMethod N
→41352 LegCashSettlQuoteAmount N
→41353 LegCashSettlQuoteCurrency N
→41354 LegCashSettlMinimumQuoteAmount N
→41355 LegCashSettlMinimumQuoteCurrency N
Component LegCashSettlDealerGrp N
→42308 LegCashSettlPriceSource N
→42309 LegCashSettlPriceDefault N
→41356 LegCashSettlBusinessDays N
→41357 LegCashSettlAmount N
Component LegCashSettlDate N
→41358 LegCashSettlRecoveryFactor N
→41359 LegCashSettlFixedTermIndicator N
→41360 LegCashSettlAccruedInterestIndicator N
→41361 LegCashSettlValuationMethod N
→41362 LegCashSettlTermXID N

LegComplexEventAveragingObservationGrp

Tag Name Req’d Description
41363 NoLegComplexEventAveragingObservations N
→41364 LegComplexEventAveragingObservationNumber N Required if NoLegComplexEventAveragingObservations(41363) > 0.
→41365 LegComplexEventAveragingWeight N

LegComplexEventCreditEventGrp

Tag Name Req’d Description
41366 NoLegComplexEventCreditEvents N
→41367 LegComplexEventCreditEventType N Required if NoLegComplexEventCreditEvents(41366) > 0.
→41368 LegComplexEventCreditEventValue N
→41369 LegComplexEventCreditEventCurrency N
→41370 LegComplexEventCreditEventPeriod N Conditionally required when LegComplexEventCreditEventUnit(41371) is specified.
→41371 LegComplexEventCreditEventUnit N Conditionally required when LegComplexEventCreditEventPeriod(41370) is specified.
→41372 LegComplexEventCreditEventDayType N
→41373 LegComplexEventCreditEventRateSource N
Component LegComplexEventCreditEventQualifierGrp N

LegComplexEventCreditEventQualifierGrp

Tag Name Req’d Description
41374 NoLegComplexEventCreditEventQualifiers N
→41375 LegComplexEventCreditEventQualifier N Required if NoLegComplexEventCreditEventQualifiers(41374) > 0.

LegComplexEventCreditEventSourceGrp

Tag Name Req’d Description
41398 NoLegComplexEventCreditEventSources N
→41399 LegComplexEventCreditEventSource N Required if NoLegComplexEventCreditEventSources(41398) > 0.

LegComplexEventDateBusinessCenterGrp

Tag Name Req’d Description
41387 NoLegComplexEventDateBusinessCenters N
→41388 LegComplexEventDateBusinessCenter N Required if NoLegComplexEventDateBusinessCenters(41387) > 0.

LegComplexEventDates

Tag Name Req’d Description
2250 NoLegComplexEventDates N
→2251 LegComplexEventStartDate N Required if NoLegComplexEventDates(2250) > 0.
→2252 LegComplexEventEndDate N Required if NoLegComplexEventDates(2250) > 0.
Component LegComplexEventTimes N

LegComplexEventPeriodDateGrp

Tag Name Req’d Description
41376 NoLegComplexEventPeriodDateTimes N
→41377 LegComplexEventPeriodDate N Required if NoLegComplexEventPeriodDateTimes(41376) > 0.
→41378 LegComplexEventPeriodTime N

LegComplexEventPeriodGrp

Tag Name Req’d Description
41379 NoLegComplexEventPeriods N
→41380 LegComplexEventPeriodType N Required if NoLegComplexEventPeriods(41379) > 0.
→41381 LegComplexEventBusinessCenter N
Component LegComplexEventScheduleGrp N
Component LegComplexEventPeriodDateGrp N
Component LegComplexEventAveragingObservationGrp N

LegComplexEventRateSourceGrp

Tag Name Req’d Description
41382 NoLegComplexEventRateSources N
→41383 LegComplexEventRateSource N Required if NoLegComplexEventRateSources(41382) > 0.
→41384 LegComplexEventRateSourceType N Required if NoLegComplexEventRateSources(41382) > 0.
→41385 LegComplexEventReferencePage N Conditionally required when LegComplexEventRateSource(41383) = 99 (Other).
→41386 LegComplexEvenReferencePageHeading N

LegComplexEventRelativeDate

Tag Name Req’d Description
41389 LegComplexEventDateUnadjusted N
41390 LegComplexEventDateRelativeTo N
41391 LegComplexEventDateOffsetPeriod N Conditionally required when LegComplexEventDateOffsetUnit(41392) is specified.
41392 LegComplexEventDateOffsetUnit N Conditionally required when LegComplexEventDateOffsetPeriod(41391) is specified.
41393 LegComplexEventDateOffsetDayType N
41394 LegComplexEventDateBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to complex event dates.
Component LegComplexEventDateBusinessCenterGrp N When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to complex event dates.
41395 LegComplexEventDateAdjusted N
41396 LegComplexEventFixingTime N
41397 LegComplexEventFixingTimeBusinessCenter N

LegComplexEventScheduleGrp

Tag Name Req’d Description
41400 NoLegComplexEventSchedules N
→41401 LegComplexEventScheduleStartDate N Required if NoLegComplexEventScedules(41400) > 0.
→41402 LegComplexEventScheduleEndDate N
→41403 LegComplexEventScheduleFrequencyPeriod N Conditionally required when LegComplexEventScheduleFrequencyUnit(41404) is specified.
→41404 LegComplexEventScheduleFrequencyUnit N Conditionally required when LegComplexEventScheduleFrequencyPeriod(41403) is specified.
→41405 LegComplexEventScheduleRollConvention N When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration dates and times.

LegComplexEventTimes

Tag Name Req’d Description
2253 NoLegComplexEventTimes N
→2204 LegComplexEventStartTime N Required if NoLegComplexEventTimes(2253) > 0.
→2247 LegComplexEventEndTime N Required if NoLegComplexEventTimes(2253) > 0.

LegComplexEvents

Tag Name Req’d Description
2218 NoLegComplexEvents N
→2219 LegComplexEventType N Required if NoLegComplexEvents(2218)) > 0.
→2220 LegComplexOptPayoutPaySide N
→2221 LegComplexOptPayoutReceiveSide N
→2222 LegComplexOptPayoutUnderlier N
→2223 LegComplexOptPayoutAmount N
→2224 LegComplexOptPayoutPercentage N
→2225 LegComplexOptPayoutTime N
→2226 LegComplexOptPayoutCurrency N
→2227 LegComplexEventPrice N
→2228 LegComplexEventPricePercentage N
→2229 LegComplexEventPriceBoundaryMethod N
→2230 LegComplexEventPriceBoundaryPrecision N
→2231 LegComplexEventPriceTimeType N
→2232 LegComplexEventCondition N Conditionally required when there are more than one LegComplexEvents occurrences. A chain of LegComplexEvents must be linked together through use of the LegComplexEventCondition(2232) in which the relationship between any two events is described. For any two LegComplexEvents the first occurrence will specify the LegComplexEventCondition(2232) which links it with the second event.
Component LegComplexEventDates N
→2233 LegComplexEventCurrencyOne N
→2234 LegComplexEventCurrencyTwo N
→2235 LegComplexEventQuoteBasis N
→2236 LegComplexEventFixedFXRate N
→2409 LegComplexEventSpotRate N
→2410 LegComplexEventForwardPoints N
→2237 LegComplexEventDeterminationMethod N
→2238 LegComplexEventCalculationAgent N
→2239 LegComplexEventStrikePrice N
→2240 LegComplexEventStrikeFactor N
→2241 LegComplexEventStrikeNumberOfOptions N
Component LegComplexEventRateSourceGrp N
Component LegComplexEventRelativeDate N
Component LegComplexEventPeriodGrp N
→2242 LegComplexEventCreditEventsXIDRef N
→2243 LegComplexEventCreditEventNotifyingParty N
→2244 LegComplexEventCreditEventBusinessCenter N
→2245 LegComplexEventCreditEventStandardSources N
→2246 LegComplexEventCreditEventMinimumSources N
Component LegComplexEventCreditEventSourceGrp N
Component LegComplexEventCreditEventGrp N
→2608 LegComplexEventFuturesPriceValuation N
→2609 LegComplexEventOptionsPriceValuation N
→2610 LegComplexEventPVFinalPriceElectionFallback N
→2248 LegComplexEventXID N
→2249 LegComplexEventXIDRef N

LegDateAdjustment

Tag Name Req’d Description
40925 LegBusinessDayConvention N
Component LegBusinessCenterGrp N
40926 LegDateRollConvention N

LegDeliveryScheduleGrp

Tag Name Req’d Description
41408 NoLegDeliverySchedules N
→41409 LegDeliveryScheduleType N Required if NoLegDeliverySchedules(41408) > 0.
→41410 LegDeliveryScheduleXID N
→41411 LegDeliveryScheduleNotional N
→41412 LegDeliveryScheduleNotionalUnitOfMeasure N
→41413 LegDeliveryScheduleNotionalCommodityFrequency N
→41414 LegDeliveryScheduleNegativeTolerance N
→41415 LegDeliverySchedulePositiveTolerance N
→41416 LegDeliveryScheduleToleranceUnitOfMeasure N
→41417 LegDeliveryScheduleToleranceType N Conditionally required when LegDeliveryScheduleNegativeTolerance(41414) or LegDeliverySchedulePositiveTolerance(41415) is specified.
→41418 LegDeliveryScheduleSettlCountry N
→41419 LegDeliveryScheduleSettlTimeZone N
→41420 LegDeliveryScheduleSettlFlowType N
→41421 LegDeliveryScheduleSettlHolidaysProcessingInstruction N
Component LegDeliveryScheduleSettlDayGrp N

LegDeliveryScheduleSettlDayGrp

Tag Name Req’d Description
41422 NoLegDeliveryScheduleSettlDays N
→41423 LegDeliveryScheduleSettlDay N Required if NoLegDeliveryScheduleSettlDays(41422) > 0.
→41424 LegDeliveryScheduleSettlTotalHours N
Component LegDeliveryScheduleSettlTimeGrp N

LegDeliveryScheduleSettlTimeGrp

Tag Name Req’d Description
41425 NoLegDeliveryScheduleSettlTimes N
→41426 LegDeliveryScheduleSettlStart N Required if NoLegDeliveryScheduleSettlTimes(41425) > 0.
→41427 LegDeliveryScheduleSettlEnd N Required if NoLegDeliveryScheduleSettlTimes(41425) > 0.
→41428 LegDeliveryScheduleSettlTimeType N May be defaulted to market convention or bilaterally agreed if not specified.

LegDeliveryStream

Tag Name Req’d Description
41429 LegDeliveryStreamType N
Component LegDeliveryStreamCommoditySourceGrp N
41430 LegDeliveryStreamPipeline N
41431 LegDeliveryStreamEntryPoint N
41432 LegDeliveryStreamWithdrawalPoint N
41433 LegDeliveryStreamDeliveryPoint N
42194 LegDeliveryStreamDeliveryPointSource N
42195 LegDeliveryStreamDeliveryPointDesc N
41434 LegDeliveryStreamDeliveryRestriction N
41435 LegDeliveryStreamDeliveryContingency N
41436 LegDeliveryStreamDeliveryContingentPartySide N
41437 LegDeliveryStreamDeliverAtSourceIndicator N
41438 LegDeliveryStreamRiskApportionment N
41219 LegDeliveryStreamRiskApportionmentSource N
Component LegDeliveryStreamCycleGrp N
41439 LegDeliveryStreamTitleTransferLocation N
41440 LegDeliveryStreamTitleTransferCondition N
41441 LegDeliveryStreamImporterOfRecord N
41442 LegDeliveryStreamNegativeTolerance N
41443 LegDeliveryStreamPositiveTolerance N
41444 LegDeliveryStreamToleranceUnitOfMeasure N
41445 LegDeliveryStreamToleranceType N
41446 LegDeliveryStreamToleranceOptionSide N
41447 LegDeliveryStreamTotalPositiveTolerance N
41448 LegDeliveryStreamTotalNegativeTolerance N
41449 LegDeliveryStreamNotionalConversionFactor N
41450 LegDeliveryStreamTransportEquipment N
41451 LegDeliveryStreamElectingPartySide N
43095 LegDeliveryStreamRouteOrCharter N

LegDeliveryStreamCommoditySourceGrp

Tag Name Req’d Description
41460 NoLegDeliveryStreamCommoditySources N
→41461 LegDeliveryStreamCommoditySource N Required if NoLegDeliveryStreamCommoditySources(41460) > 0.

LegDeliveryStreamCycleGrp

Tag Name Req’d Description
41456 NoLegDeliveryStreamCycles N
→41457 LegDeliveryStreamCycleDesc N Required if NoLegDeliveryStreamCycles(41456) > 0.
→41458 EncodedLegDeliveryStreamCycleDescLen N Must be set if EncodedLegDeliveryStreamCycleDesc(41459) field is specified and must immediately precede it.
→41459 EncodedLegDeliveryStreamCycleDesc N Encoded (non-ASCII characters) representation of the LegDeliveryStreamCycleDesc(41457) field in the encoded format specified via the MessageEncoding(347) field.

LegDividendAccrualFloatingRate

Tag Name Req’d Description
42312 LegDividendFloatingRateIndex N
42313 LegDividendFloatingRateIndexCurvePeriod N Conditionally required when LegDividendFloatingRateIndexCurveUnit(42314) is specified.
42314 LegDividendFloatingRateIndexCurveUnit N Conditionally required when LegDividendFloatingRateIndexCurvePeriod(42313) is specified.
42315 LegDividendFloatingRateMultiplier N
42316 LegDividendFloatingRateSpread N
42317 LegDividendFloatingRateSpreadPositionType N
42318 LegDividendFloatingRateTreatment N
42319 LegDividendCapRate N
42320 LegDividendCapRateBuySide N
42321 LegDividendCapRateSellSide N
42322 LegDividendFloorRate N
42323 LegDividendFloorRateBuySide N
42324 LegDividendFloorRateSellSide N
42325 LegDividendInitialRate N
42326 LegDividendFinalRateRoundingDirection N
42327 LegDividendFinalRatePrecision N
42328 LegDividendAveragingMethod N
42329 LegDividendNegativeRateTreatment N

LegDividendAccrualPaymentDate

Tag Name Req’d Description
42330 LegDividendAccrualPaymentDateRelativeTo N
42331 LegDividendAccrualPaymentDateOffsetPeriod N Conditionally required when LegDividendAccrualPaymentDateOffsetUnit(42332) is specified.
42332 LegDividendAccrualPaymentDateOffsetUnit N Conditionally required when LegDividendAccrualPaymentDateOffsetPeriod(42331) is specified.
42333 LegDividendAccrualPaymentDateOffsetDayType N
42334 LegDividendAccrualPaymentDateUnadjusted N
42335 LegDividendAccrualPaymentDateBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendAccrualPaymentDate.
Component LegDividendAccrualPaymentDateBusinessCenterGrp N When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendAccrualPaymentDate.
42336 LegDividendAccrualPaymentDateAdjusted N

LegDividendAccrualPaymentDateBusinessCenterGrp

Tag Name Req’d Description
42310 NoLegDividendAccrualPaymentDateBusinessCenters N
→42311 LegDividendAccrualPaymentDateBusinessCenter N Required if NoLegDividendAccrualPaymentDateBusinessCenters(42310) > 0.

LegDividendConditions

Tag Name Req’d Description
42337 LegDividendReinvestmentIndicator N
42338 LegDividendEntitlementEvent N
42339 LegDividendAmountType N
42340 LegDividendUnderlierRefID N
Component LegDividendPeriodGrp N
42341 LegExtraordinaryDividendPartySide N
42342 LegExtraordinaryDividendAmountType N
42343 LegExtraordinaryDividendCurrency N
42344 LegExtraordinaryDividendDeterminationMethod N
Component LegDividendFXTriggerDate N
Component LegDividendAccrualFloatingRate N
42345 LegDividendAccrualFixedRate N
Component LegDividendAccrualPaymentDate N
42346 LegDividendCompoundingMethod N
42347 LegDividendNumOfIndexUnits N
42348 LegDividendCashPercentage N
42349 LegDividendCashEquivalentPercentage N
42350 LegNonCashDividendTreatment N
42351 LegDividendComposition N
42352 LegSpecialDividendsIndicator N
42353 LegMaterialDividendsIndicator N
42354 LegOptionsExchangeDividendsIndicator N
42355 LegAdditionalDividendsIndicator N
42356 LegAllDividendsIndicator N

LegDividendFXTriggerDate

Tag Name Req’d Description
42357 LegDividendFXTriggerDateRelativeTo N
42358 LegDividendFXTriggerDateOffsetPeriod N Conditionally required when LegDividendFXTriggerDateOffsetUnit(42359) is specified.
42359 LegDividendFXTriggerDateOffsetUnit N Conditionally required when LegDividendFXTriggerDateOffsetPeriod(42358) is specified.
42360 LegDividendFXTriggerDateOffsetDayType N
42361 LegDividendFXTriggerDateUnadjusted N
42362 LegDividendFXTriggerDateBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendFXTriggerDate.
Component LegDividendFXTriggerDateBusinessCenterGrp N When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendFXTriggerDate.
42363 LegDividendFXTriggerDateAdjusted N

LegDividendFXTriggerDateBusinessCenterGrp

Tag Name Req’d Description
42364 NoLegDividendFXTriggerDateBusinessCenters N
→42365 LegDividendFXTriggerDateBusinessCenter N Required if NoLegDividendFXTriggerDateBusinessCenters(42364) > 0.

LegDividendPeriodBusinessCenterGrp

Tag Name Req’d Description
42386 NoLegDividendPeriodBusinessCenters N
→42387 LegDividendPeriodBusinessCenter N Required if NoLegDividendPeriodBusinessCenters(42386) > 0.

LegDividendPeriodGrp

Tag Name Req’d Description
42366 NoLegDividendPeriods N
→42367 LegDividendPeriodSequence N Required if NoLegDividendPeriods(42366) > 0.
→42368 LegDividendPeriodStartDateUnadjusted N
→42369 LegDividendPeriodEndDateUnadjusted N
→42370 LegDividendPeriodUnderlierRefID N When specified, this overrides LegDividendUnderlierRefID(42340). The specified value would be specific to this dividend period instance.
→42371 LegDividendPeriodStrikePrice N
→42372 LegDividendPeriodBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this dividend period instance.
Component LegDividendPeriodBusinessCenterGrp N When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this dividend period instance.
→42373 LegDividendPeriodValuationDateUnadjusted N
→42374 LegDividendPeriodValuationDateRelativeTo N
→42375 LegDividendPeriodValuationDateOffsetPeriod N Conditionally required when LegDividendPeriodValuationDateOffsetUnit(42376) is specified.
→42376 LegDividendPeriodValuationDateOffsetUnit N Conditionally required when LegDividendPeriodValuationDateOffsetPeriod(42375) is specified.
→42377 LegDividendPeriodValuationDateOffsetDayType N
→42378 LegDividendPeriodValuationDateAdjusted N
→42379 LegDividendPeriodPaymentDateUnadjusted N
→42380 LegDividendPeriodPaymentDateRelativeTo N
→42381 LegDividendPeriodPaymentDateOffsetPeriod N Conditionally required when LegDividendPeriodPaymentDateOffsetUnit(42382) is specified.
→42382 LegDividendPeriodPaymentDateOffsetUnit N Conditionally required when LegDividendPeriodPaymentDateOffsetPeriod(42381) is specified.
→42383 LegDividendPeriodPaymentDateOffsetDayType N
→42384 LegDividendPeriodPaymentDateAdjusted N
→42385 LegDividendPeriodXID N

LegEvntGrp

Tag Name Req’d Description
2059 NoLegEvents N
→2060 LegEventType N Required if NoLegEvents(2059) > 0.
→2061 LegEventDate N Conditionally required when LegEventTime(2062) is specified.
→2062 LegEventTime N
→2063 LegEventTimeUnit N Conditionally required when LegEventTimePeriod(2064) is specified.
→2064 LegEventTimePeriod N Conditionally required when LegEventTimeUnit(2063) is specified.
→2341 LegEventMonthYear N
→2065 LegEventPx N
→2066 LegEventText N
→2074 EncodedLegEventTextLen N Must be set if EncodedLegEventText(2075) field is specified and must immediately precede it.
→2075 EncodedLegEventText N Encoded (non-ASCII characters) representation of the LegEventText(2066) field in the encoded format specified via the MessageEncoding(347) field.

LegExtraordinaryEventGrp

Tag Name Req’d Description
42388 NoLegExtraordinaryEvents N
→42389 LegExtraordinaryEventType N Required if NoLegExtraordinaryEvents(42388) > 0.
→42390 LegExtraordinaryEventValue N Required if NoLegExtraordinaryEvents(42388) > 0.

LegFinancingContractualDefinitionsGrp

Tag Name Req’d Description
42198 NoLegContractualDefinitions N
→42199 LegContractualDefinition N Required if NoLegContractualDefinitions(42198) > 0.

LegFinancingContractualMatrixGrp

Tag Name Req’d Description
42203 NoLegContractualMatrices N
→42204 LegContractualMatrixSource N Required if NoLegContractualMatrices(42203) > 0.
→42205 LegContractualMatrixDate N
→42206 LegContractualMatrixTerm N

LegFinancingDetails

Tag Name Req’d Description
2497 LegAgreementDesc N
2498 LegAgreementID N
2499 LegAgreementVersion N
2496 LegAgreementDate N
2495 LegAgreementCurrency N
2511 LegMasterConfirmationDesc N
2510 LegMasterConfirmationDate N
2512 LegMasterConfirmationAnnexDesc N
2509 LegMasterConfirmationAnnexDate N
2500 LegBrokerConfirmationDesc N
Component LegFinancingContractualDefinitionsGrp N
Component LegFinancingTermSupplementGrp N
Component LegFinancingContractualMatrixGrp N
2502 LegCreditSupportAgreementDesc N
2501 LegCreditSupportAgreementDate N
2503 LegCreditSupportAgreementID N
2507 LegGoverningLaw N
2505 LegDocumentationText N
2494 EncodedLegDocumentationTextLen N Must be set if EncodedLegDocumentationText(2493) field is specified and must immediately precede it.
2493 EncodedLegDocumentationText N Encoded (non-ASCII characters) representation of the LegDocumentationText(2505) field in the encoded format specified via the MessageEncoding(347) field.
2514 LegTerminationType N
2513 LegStartDate N
2506 LegEndDate N
2504 LegDeliveryType N
2508 LegMarginRatio N

LegFinancingTermSupplementGrp

Tag Name Req’d Description
42200 NoLegFinancingTermSupplements N
→42201 LegFinancingTermSupplementDesc N Required if NoLegFinancingTermSupplements(42200) > 0.
→42202 LegFinancingTermSupplementDate N

LegInstrumentParties

Tag Name Req’d Description
2254 NoLegInstrumentParties N
→2255 LegInstrumentPartyID N Used to identify the source of PartyID. Required if LegInstrumentPartyIDSource(2256) is specified. Required if NoLegInstrumentParties(2254) > 0.
→2256 LegInstrumentPartyIDSource N Used to identify class source of LegInstrumentPartyID(2255) value (e.g. BIC). Required if LegInstrumentPartyID(2255) is specified. Required if NoLegInstrumentParties(2254) > 0.
→2257 LegInstrumentPartyRole N Identifies the type of LegInstrumentPartyID(2255) (e.g. Executing Broker). Required if NoLegInstrumentParties(2254) > 0.
→2379 LegInstrumentPartyRoleQualifier N
Component LegInstrumentPtysSubGrp N Repeating group of party sub-identifiers.

LegInstrumentPtysSubGrp

Tag Name Req’d Description
2258 NoLegInstrumentPartySubIDs N
→2259 LegInstrumentPartySubID N Required if NoLegInstrumentPartySubIDs(2258) > 0.
→2260 LegInstrumentPartySubIDType N

LegMarketDisruption

Tag Name Req’d Description
41462 LegMarketDisruptionProvision N
Component LegMarketDisruptionEventGrp N
41463 LegMarketDisruptionFallbackProvision N
Component LegMarketDisruptionFallbackGrp N
Component LegMarketDisruptionFallbackReferencePriceGrp N
41464 LegMarketDisruptionMaximumDays N
41465 LegMarketDisruptionMaterialityPercentage N If specified, the disruption event should be specified in LegMarketDisruptionEventGrp.
41466 LegMarketDisruptionMinimumFuturesContracts N Applicable only when LegMarketDisruptionEvent(41468)=’DeMinimisTrading’.

LegMarketDisruptionEventGrp

Tag Name Req’d Description
41467 NoLegMarketDisruptionEvents N
→41468 LegMarketDisruptionEvent N Required if NoLegMarketDisruptionEvents(41467) > 0.
→40223 LegMarketDisruptionValue N

LegMarketDisruptionFallbackGrp

Tag Name Req’d Description
41469 NoLegMarketDisruptionFallbacks N
→41470 LegMarketDisruptionFallbackType N Required if NoLegMarketDisruptionFallbacks(41469) > 0.
The sequence of entries specifies the order in which the fallback provisions should be applied.
→40990 LegMarketDisruptionFallbackValue N

LegMarketDisruptionFallbackReferencePriceGrp

Tag Name Req’d Description
41471 NoLegMarketDisruptionFallbackReferencePrices N
→41472 LegMarketDisruptionFallbackUnderlierType N Required if NoLegMarketDisruptionFallbackReferencePrices(41471) > 0.
→41473 LegMarketDisruptionFallbackUnderlierSecurityID N Conditionally required when LegMarketDisruptionFallbackUnderlyerSecurityIDSource(41474) is specified.
→41474 LegMarketDisruptionFallbackUnderlierSecurityIDSource N Conditionally required when LegMarketDisruptionFallbackUnderlierSecurityID(41473) is specified.
→41475 LegMarketDisruptionFallbackUnderlierSecurityDesc N
→41476 EncodedLegMarketDisruptionFallbackUnderlierSecurityDescLen N Must be set if EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc(41477) field is specified and must immediately precede it.
→41477 EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc N Encoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding(347) field.
→41478 LegMarketDisruptionFallbackOpenUnits N
→41479 LegMarketDisruptionFallbackBasketCurrency N
→41480 LegMarketDisruptionFallbackBasketDivisor N

LegOptionExercise

Tag Name Req’d Description
41481 LegExerciseDesc N
41482 EncodedLegExerciseDescLen N Must be set if EncodedLegExerciseDesc (41483) field is specified and must immediately precede it.
41483 EncodedLegExerciseDesc N Encoded (non-ASCII characters) representation of the LegExerciseDesc(41481) field in the encoded format specified via the MessageEncoding(347) field.
41484 LegAutomaticExerciseIndicator N
41485 LegAutomaticExerciseThresholdRate N
41486 LegExerciseConfirmationMethod N
41487 LegManualNoticeBusinessCenter N
41488 LegFallbackExerciseIndicator N
41489 LegLimitRightToConfirmIndicator N
41490 LegExerciseSplitTicketIndicator N
42391 LegSettlMethodElectingPartySide N
Component LegSettlMethodElectionDate N
Component LegOptionExerciseDates N
Component LegOptionExerciseExpiration N
Component LegOptionExerciseMakeWholeProvision N

LegOptionExerciseBusinessCenterGrp

Tag Name Req’d Description
41491 NoLegOptionExerciseBusinessCenters N
→41492 LegOptionExerciseBusinessCenter N Required if NoLegOptionExerciseBusinessCenters(41491) > 0.

LegOptionExerciseDateGrp

Tag Name Req’d Description
41512 NoLegOptionExerciseDates N
→41513 LegOptionExerciseDate N Required if NoLegOptionExerciseDates(41512) > 0.
→41514 LegOptionExerciseDateType N When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

LegOptionExerciseDates

Tag Name Req’d Description
41493 LegOptionExerciseBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of option exercise dates.
Component LegOptionExerciseBusinessCenterGrp N
Component LegOptionExerciseDateGrp N
41494 LegOptionExerciseEarliestDateOffsetDayType N
41495 LegOptionExerciseEarliestDateOffsetPeriod N Conditionally required when LegOptionExerciseEarliestDateUnit(41496) is specified.
41496 LegOptionExerciseEarliestDateOffsetUnit N Conditionally required when LegOptionExerciseEarliestDatePeriod(41495) is specified.
41497 LegOptionExerciseFrequencyPeriod N Conditionally required when LegOptionExerciseFrequencyUnit(41498) is specified.
41498 LegOptionExerciseFrequencyUnit N Conditionally required when LegOptionExerciseFequencyPeriod(41497) is specified.
41499 LegOptionExerciseStartDateUnadjusted N
41500 LegOptionExerciseStartDateRelativeTo N
41501 LegOptionExerciseStartDateOffsetPeriod N Conditionally required when LegOptionExerciseStartDateOffsetUnit(41502) is specified.
41502 LegOptionExerciseStartDateOffsetUnit N Conditionally required when LegOptionExerciseStartDateOffsetPeriod(41501) is specified.
41503 LegOptionExerciseStartDateOffsetDayType N
41504 LegOptionExerciseStartDateAdjusted N
41505 LegOptionExerciseSkip N
41506 LegOptionExerciseNominationDeadline N
41507 LegOptionExerciseFirstDateUnadjusted N
41508 LegOptionExerciseLastDateUnadjusted N
41509 LegOptionExerciseEarliestTime N
41510 LegOptionExerciseLatestTime N
41511 LegOptionExerciseTimeBusinessCenter N

LegOptionExerciseExpiration

Tag Name Req’d Description
41517 LegOptionExerciseExpirationDateBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date.
Component LegOptionExerciseExpirationDateBusinessCenterGrp N When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date.
Component LegOptionExerciseExpirationDateGrp N
41518 LegOptionExerciseExpirationDateRelativeTo N
41519 LegOptionExerciseExpirationDateOffsetPeriod N Conditionally required when LegOptionExerciseExpirationDateOffsetUnit(41520) is specified.
41520 LegOptionExerciseExpirationDateOffsetUnit N Conditionally required when LegOptionExerciseExpirationDateOffsetPeriod(41519) is specified.
41521 LegOptionExerciseExpirationFrequencyPeriod N Conditionally required when LegOptionExerciseExpirationFrequencyUnit(41522) is specified.
41522 LegOptionExerciseExpirationFrequencyUnit N Conditionally required when LegOptionExerciseExpirationFrequencyPeriod(41521) is specified.
41523 LegOptionExerciseExpirationRollConvention N When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration date.
41524 LegOptionExerciseExpirationDateOffsetDayType N
41525 LegOptionExerciseExpirationTime N
41526 LegOptionExerciseExpirationTimeBusinessCenter N

LegOptionExerciseExpirationDateBusinessCenterGrp

Tag Name Req’d Description
41515 NoLegOptionExerciseExpirationDateBusinessCenters N
→41516 LegOptionExerciseExpirationDateBusinessCenter N Required if NoLegOptionExerciseExpirationDateBusinessCenters(41515) > 0.

LegOptionExerciseExpirationDateGrp

Tag Name Req’d Description
41527 NoLegOptionExerciseExpirationDates N
→41528 LegOptionExerciseExpirationDate N Required if NoLegOptionExerciseExpirationDates(41527) > 0.
→41529 LegOptionExerciseExpirationDateType N When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

LegOptionExerciseMakeWholeProvision

Tag Name Req’d Description
42392 LegMakeWholeDate N
42393 LegMakeWholeAmount N
42394 LegMakeWholeBenchmarkCurveName N
42395 LegMakeWholeBenchmarkCurvePoint N
42396 LegMakeWholeRecallSpread N
42397 LegMakeWholeBenchmarkQuote N
42398 LegMakeWholeInterpolationMethod N

LegOrdGrp

Tag Name Req’d Description
555 NoLegs N
Component InstrumentLeg N Required if NoLegs(555) > 0.
→685 LegOrderQty N Quantity ordered for this leg as provided during order entry.
→690 LegSwapType N Instead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg.
Component LegStipulations N
→1366 LegAllocID N
Component LegPreAllocGrp N
→2680 LegAccount N
→1817 LegClearingAccountType N Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component.
→564 LegPositionEffect N Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component.
→565 LegCoveredOrUncovered N Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component
Component NestedParties N
→587 LegSettlType N
→588 LegSettlDate N
→675 LegSettlCurrency N
→1379 LegVolatility N
→1381 LegDividendYield N
→1383 LegCurrencyRatio N
→1384 LegExecInst N
→1689 LegShortSaleExemptionReason N Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component.

LegPaymentScheduleFixingDateBusinessCenterGrp

Tag Name Req’d Description
40927 NoLegPaymentScheduleFixingDateBusinessCenters N
→40400 LegPaymentScheduleFixingDateBusinessCenter N Required if NoLegPaymentScheduleFixingDateBusinessCenters(40927) > 0.

LegPaymentScheduleFixingDayGrp

Tag Name Req’d Description
41530 NoLegPaymentScheduleFixingDays N
→41531 LegPaymentScheduleFixingDayOfWeek N Required if NoLegPaymentScheduleFixingDays(41530) > 0.
→41532 LegPaymentScheduleFixingDayNumber N

LegPaymentScheduleGrp

Tag Name Req’d Description
40374 NoLegPaymentSchedules N
→40375 LegPaymentScheduleType N Required if NoLegPaymentSchedules(40374) > 0.
→41533 LegPaymentScheduleXID N
→41534 LegPaymentScheduleXIDRef N
→40376 LegPaymentScheduleStubType N
→40377 LegPaymentScheduleStartDateUnadjusted N
→40378 LegPaymentScheduleEndDateUnadjusted N
→40379 LegPaymentSchedulePaySide N
→40380 LegPaymentScheduleReceiveSide N
→40381 LegPaymentScheduleNotional N
→40382 LegPaymentScheduleCurrency N
→40383 LegPaymentScheduleRate N
→40384 LegPaymentScheduleRateMultiplier N
→40385 LegPaymentScheduleRateSpread N
→41535 LegPaymentScheduleRateCurrency N
→41536 LegPaymentScheduleRateUnitOfMeasure N
→41537 LegPaymentScheduleRateConversionFactor N
→41538 LegPaymentScheduleRateSpreadType N
→40386 LegPaymentScheduleRateSpreadPositionType N
→40387 LegPaymentScheduleRateTreatment N
→40388 LegPaymentScheduleFixedAmount N
→40389 LegPaymentScheduleFixedCurrency N
→41539 LegPaymentScheduleSettlPeriodPrice N
→41540 LegPaymentScheduleSettlPeriodPriceCurrency N
→41541 LegPaymentScheduleSettlPeriodPriceUnitOfMeasure N
→41542 LegPaymentScheduleStepUnitOfMeasure N
→40390 LegPaymentScheduleStepFrequencyPeriod N Conditionally required when LegPaymentScheduleStepFrequencyUnit(40391) is specified.
→40391 LegPaymentScheduleStepFrequencyUnit N Conditionally required when LegPaymentScheduleStepFrequencyPeriod(40390) is specified.
→40392 LegPaymentScheduleStepOffsetValue N
→40393 LegPaymentScheduleStepRate N
→40394 LegPaymentScheduleStepOffsetRate N
→40395 LegPaymentScheduleStepRelativeTo N
Component LegPaymentScheduleRateSourceGrp N
→40396 LegPaymentScheduleFixingDateUnadjusted N
→40397 LegPaymentScheduleWeight N
→40398 LegPaymentScheduleFixingDateRelativeTo N
→40399 LegPaymentScheduleFixingDateBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule.
Component LegPaymentScheduleFixingDateBusinessCenterGrp N When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule.
→40401 LegPaymentScheduleFixingDateOffsetPeriod N Conditionally required when LegPaymentScheduleFixingDatesOffsetUnit(40402) is specified.
→40402 LegPaymentScheduleFixingDateOffsetUnit N Conditionally required when LegPaymentScheduleFixingDatesOffsetPeriod(40401) is specified.
→40403 LegPaymentScheduleFixingDateOffsetDayType N
→41543 LegPaymentScheduleFixingDayDistribution N
→41544 LegPaymentScheduleFixingDayCount N
→40404 LegPaymentScheduleFixingDateAdjusted N
Component LegPaymentScheduleFixingDayGrp N
→41545 LegPaymentScheduleFixingLagPeriod N Conditionally required when LegPaymentScheduleFixingLagUnit(41546) is specified.
→41546 LegPaymentScheduleFixingLagUnit N Conditionally required when LegPaymentScheduleFixingLagPeriod(41545) is specified.
→41547 LegPaymentScheduleFixingFirstObservationDateOffsetPeriod N Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetUnit(41548) is specified.
→41548 LegPaymentScheduleFixingFirstObservationDateOffsetUnit N Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetPeriod(41547) is specified.
→40405 LegPaymentScheduleFixingTime N
→40406 LegPaymentScheduleFixingTimeBusinessCenter N
→40407 LegPaymentScheduleInterimExchangePaymentDateRelativeTo N
→40408 LegPaymentScheduleInterimExchangeDatesBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule.
Component LegPaymentScheduleInterimExchangeDateBusinessCenterGrp N When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule.
→40410 LegPaymentScheduleInterimExchangeDatesOffsetPeriod N Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetUnit(40411) is specified.
→40411 LegPaymentScheduleInterimExchangeDatesOffsetUnit N Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetPeriod(40410) is specified.
→40412 LegPaymentScheduleInterimExchangeDatesOffsetDayType N
→40413 LegPaymentScheduleInterimExchangeDateAdjusted N

LegPaymentScheduleInterimExchangeDateBusinessCenterGrp

Tag Name Req’d Description
40928 NoLegPaymentScheduleInterimExchangeDateBusinessCenters N
→40409 LegPaymentScheduleInterimExchangeDatesBusinessCenter N Required if NoLegPaymentScheduleInterimExchangeDateBusinessCenters(40928) > 0.

LegPaymentScheduleRateSourceGrp

Tag Name Req’d Description
40414 NoLegPaymentScheduleRateSources N
→40415 LegPaymentScheduleRateSource N Required if NoLegPaymentScheduleRateSources(40414) > 0.
→40416 LegPaymentScheduleRateSourceType N Required if NoLegPaymentScheduleRateSources(40414) > 0.
→40417 LegPaymentScheduleReferencePage N Conditionally required when LegPaymentScheduleRateSource(40415) = 99 (Other).

LegPaymentStream

Tag Name Req’d Description
40279 LegPaymentStreamType N
40280 LegPaymentStreamMarketRate N
40281 LegPaymentStreamDelayIndicator N
42399 LegPaymentStreamCashSettlIndicator N
40282 LegPaymentStreamSettlCurrency N
40283 LegPaymentStreamDayCount N
43108 LegPaymentStreamOtherDayCount N May be used to specify a count method not listed in LegPaymentStreamDayCount(40283).
40284 LegPaymentStreamAccrualDays N
40285 LegPaymentStreamDiscountType N
40286 LegPaymentStreamDiscountRate N
40287 LegPaymentStreamDiscountRateDayCount N
40288 LegPaymentStreamCompoundingMethod N
42400 LegPaymentStreamCompoundingXIDRef N Mutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingFloatingRate component.
42401 LegPaymentStreamCompoundingSpread N
42402 LegPaymentStreamInterpolationMethod N
42403 LegPaymentStreamInterpolationPeriod N
40289 LegPaymentStreamInitialPrincipalExchangeIndicator N
40290 LegPaymentStreamInterimPrincipalExchangeIndicator N
40291 LegPaymentStreamFinalPrincipalExchangeIndicator N
41549 LegPaymentStreamFlatRateIndicator N
41550 LegPaymentStreamFlatRateAmount N
41551 LegPaymentStreamFlatRateCurrency N
41552 LegStreamMaximumPaymentAmount N
41553 LegStreamMaximumPaymentCurrency N
41554 LegStreamMaximumTransactionAmount N
41555 LegStreamMaximumTransactionCurrency N
Component LegPaymentStreamPaymentDates N
Component LegPaymentStreamResetDates N
Component LegPaymentStreamFixedRate N
Component LegPaymentStreamFloatingRate N
42404 LegPaymentStreamCompoundingFixedRate N Mutually exclusive with LegPaymentStreamCompoundingXIDRef(42400) or the LegPaymentStreamCompoundingFloatingRate component.
Component LegPaymentStreamCompoundingFloatingRate N Mutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingXIDRef(42400).
Component LegPaymentStreamCompoundingDates N
Component LegPaymentStreamNonDeliverableSettlTerms N

LegPaymentStreamCompoundingDateGrp

Tag Name Req’d Description
42405 NoLegPaymentStreamCompoundingDates N
→42406 LegPaymentStreamCompoundingDate N Required if NoLegPaymentStreamCompoundingDates(42405) > 0.
→42407 LegPaymentStreamCompoundingDateType N When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.

LegPaymentStreamCompoundingDates

Tag Name Req’d Description
42408 LegPaymentStreamCompoundingDatesBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream compounding dates.
Component LegPaymentStreamCompoundingDatesBusinessCenterGrp N When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream compounding dates.
Component LegPaymentStreamCompoundingDateGrp N
42409 LegPaymentStreamCompoundingDatesRelativeTo N
42410 LegPaymentStreamCompoundingDatesOffsetPeriod N Conditionally required when LegPaymentStreamCompoundingDatesOffsetUnit(42411) is specified.
42411 LegPaymentStreamCompoundingDatesOffsetUnit N Conditionally required when LegPaymentStreamCompoundingDatesOffsetPeriod(42410) is specified.
42412 LegPaymentStreamCompoundingDatesOffsetDayType N
42413 LegPaymentStreamCompoundingPeriodSkip N
Component LegPaymentStreamCompoundingStartDate N
Component LegPaymentStreamCompoundingEndDate N
42414 LegPaymentStreamCompoundingFrequencyPeriod N Conditionally required when LegPayamentStreamCompoundingFrequencyUnit(42415) is specified.
42415 LegPaymentStreamCompoundingFrequencyUnit N Conditionally required when LegPayamentStreamCompoundingFrequencyPeriod(42414) is specified.
42416 LegPaymentStreamCompoundingRollConvention N When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of payment stream compounding dates.
42417 LegPaymentStreamBoundsFirstDateUnadjusted N
42418 LegPaymentStreamBoundsLastDateUnadjusted N

LegPaymentStreamCompoundingDatesBusinessCenterGrp

Tag Name Req’d Description
42419 NoLegPaymentStreamCompoundingDatesBusinessCenters N
→42420 LegPaymentStreamCompoundingDatesBusinessCenter N Required if NoLegPaymentStreamCompoundingDatesBusinessCenters(42419) > 0.

LegPaymentStreamCompoundingEndDate

Tag Name Req’d Description
42421 LegPaymentStreamCompoundingEndDateUnadjusted N
42422 LegPaymentStreamCompoundingEndDateRelativeTo N
42423 LegPaymentStreamCompoundingEndDateOffsetPeriod N Conditionally required when LegPaymentStreamCompoundingEndDateOffsetUnit(42424) is specified.
42424 LegPaymentStreamCompoundingEndDateOffsetUnit N Conditionally required when LegPaymentStreamCompoundingEndDateOffsetPeriod(42423) is specified.
42425 LegPaymentStreamCompoundingEndDateOffsetDayType N
42426 LegPaymentStreamCompoundingEndDateAdjusted N

LegPaymentStreamCompoundingFloatingRate

Tag Name Req’d Description
42427 LegPaymentStreamCompoundingRateIndex N
42428 LegPaymentStreamCompoundingRateIndexCurvePeriod N Conditionally required if LegPaymentStreamCompoundingRateIndexCurveUnit(42429) is specified.
42429 LegPaymentStreamCompoundingRateIndexCurveUnit N Conditionally required if LegPaymentStreamCompoundingRateIndexCurvePeriod(42428) is specified.
42430 LegPaymentStreamCompoundingRateMultiplier N
42431 LegPaymentStreamCompoundingRateSpread N
42432 LegPaymentStreamCompoundingRateSpreadPositionType N
42433 LegPaymentStreamCompoundingRateTreatment N
42434 LegPaymentStreamCompoundingCapRate N
42435 LegPaymentStreamCompoundingCapRateBuySide N
42436 LegPaymentStreamCompoundingCapRateSellSide N
42437 LegPaymentStreamCompoundingFloorRate N
42438 LegPaymentStreamCompoundingFloorRateBuySide N
42439 LegPaymentStreamCompoundingFloorRateSellSide N
42440 LegPaymentStreamCompoundingInitialRate N
42441 LegPaymentStreamCompoundingFinalRateRoundingDirection N
42442 LegPaymentStreamCompoundingFinalRatePrecision N
42443 LegPaymentStreamCompoundingAveragingMethod N
42444 LegPaymentStreamCompoundingNegativeRateTreatment N

LegPaymentStreamCompoundingStartDate

Tag Name Req’d Description
42445 LegPaymentStreamCompoundingStartDateUnadjusted N
42446 LegPaymentStreamCompoundingStartDateRelativeTo N
42447 LegPaymentStreamCompoundingStartDateOffsetPeriod N Conditionally required when LegPaymentStreamCompoundingStartDateOffsetUnit(42448) is specified.
42448 LegPaymentStreamCompoundingStartDateOffsetUnit N Conditionally required when LegPaymentStreamCompoundingStartDateOffsetPeriod(42447) is specified.
42449 LegPaymentStreamCompoundingStartDateOffsetDayType N
42450 LegPaymentStreamCompoundingStartDateAdjusted N

LegPaymentStreamFinalPricePaymentDate

Tag Name Req’d Description
42453 LegPaymentStreamFinalPricePaymentDateUnadjusted N
42454 LegPaymentStreamFinalPricePaymentDateRelativeTo N
42455 LegPaymentStreamFinalPricePaymentDateOffsetPeriod N Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetUnit(42456) is specified.
42456 LegPaymentStreamFinalPricePaymentDateOffsetUnit N Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetPeriod(42455) is specified.
42457 LegPaymentStreamFinalPricePaymentDateOffsetDayType N
42458 LegPaymentStreamFinalPricePaymentDateAdjusted N

LegPaymentStreamFixedRate

Tag Name Req’d Description
40326 LegPaymentStreamRate N Mutually exclusive with LegPaymentStreamFixedAmount(40327).
40327 LegPaymentStreamFixedAmount N Mutually exclusive with LegPaymentStreamRate(40326).
40328 LegPaymentStreamRateOrAmountCurrency N
41556 LegPaymentStreamFixedAmountUnitOfMeasure N
41557 LegPaymentStreamTotalFixedAmount N
40329 LegPaymentStreamFutureValueNotional N
40330 LegPaymentStreamFutureValueDateAdjusted N
41558 LegPaymentStreamWorldScaleRate N
41559 LegPaymentStreamContractPrice N
41560 LegPaymentStreamContractPriceCurrency N

LegPaymentStreamFixingDateBusinessCenterGrp

Tag Name Req’d Description
40933 NoLegPaymentStreamFixingDateBusinessCenters N
→40318 LegPaymentStreamFixingDateBusinessCenter N Required if NoLegPaymentStreamFixingDateBusinessCenters(40933) > 0.

LegPaymentStreamFixingDateGrp

Tag Name Req’d Description
42459 NoLegPaymentStreamFixingDates N
→42460 LegPaymentStreamFixingDate N Required if NoLegPaymentStreamFixingDates(42459) > 0.
→42461 LegPaymentStreamFixingDateType N When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.

LegPaymentStreamFloatingRate

Tag Name Req’d Description
40331 LegPaymentStreamRateIndex N
40332 LegPaymentStreamRateIndexSource N
43088 LegPaymentStreamRateIndexID N Conditionally required when LegPaymentStreamRateIndexIDSource(43089) is specified.
43089 LegPaymentStreamRateIndexIDSource N Conditionally required when LegPaymentStreamRateIndexID(43088) is specified.
40333 LegPaymentStreamRateIndexCurveUnit N Conditionally required when LegPaymentStreamRateIndexCurvePeriod(40334) is specified.
40334 LegPaymentStreamRateIndexCurvePeriod N Conditionally required when LegPaymentStreamRateIndexCurveUnit(40333) is specified.
41563 LegPaymentStreamRateIndex2CurveUnit N Conditionally required when LegPaymentStreamRateIndexCurvePeriod2(41564) is specified.
41564 LegPaymentStreamRateIndex2CurvePeriod N Conditionally required when LegPaymentStreamRateIndexCurveUnit2(41563) is specified.
41565 LegPaymentStreamRateIndexLocation N
41566 LegPaymentStreamRateIndexLevel N
41567 LegPaymentStreamRateIndexUnitOfMeasure N
41568 LegPaymentStreamSettlLevel N
41569 LegPaymentStreamReferenceLevel N
41570 LegPaymentStreamReferenceLevelUnitOfMeasure N
41571 LegPaymentStreamReferenceLevelEqualsZeroIndicator N
40335 LegPaymentStreamRateMultiplier N
40336 LegPaymentStreamRateSpread N
41572 LegPaymentStreamRateSpreadCurrency N
41573 LegPaymentStreamRateSpreadUnitOfMeasure N
41574 LegPaymentStreamRateConversionFactor N
41575 LegPaymentStreamRateSpreadType N
40337 LegPaymentStreamRateSpreadPositionType N
40338 LegPaymentStreamRateTreatment N
40339 LegPaymentStreamCapRate N
40340 LegPaymentStreamCapRateBuySide N
40341 LegPaymentStreamCapRateSellSide N
40342 LegPaymentStreamFloorRate N
40343 LegPaymentStreamFloorRateBuySide N
40344 LegPaymentStreamFloorRateSellSide N
40345 LegPaymentStreamInitialRate N
41576 LegPaymentStreamLastResetRate N
41577 LegPaymentStreamFinalRate N
40346 LegPaymentStreamFinalRateRoundingDirection N
40347 LegPaymentStreamFinalRatePrecision N
40348 LegPaymentStreamAveragingMethod N
40349 LegPaymentStreamNegativeRateTreatment N
41578 LegPaymentStreamCalculationLagPeriod N Conditionally required when LegPaymentStreamCalculationLagUnit(41579) is specified.
41579 LegPaymentStreamCalculationLagUnit N Conditionally required when LegPaymentStreamCalculationLagPeriod(41578) is specified.
42462 LegPaymentStreamFirstObservationDateUnadjusted N
42463 LegPaymentStreamFirstObservationDateRelativeTo N
42464 LegPaymentStreamFirstObservationDateOffsetDayType N
41580 LegPaymentStreamFirstObservationDateOffsetPeriod N Conditionally required when LegPaymentStreamFirstObservationOffsetUnit(41581) is specified.
41581 LegPaymentStreamFirstObservationDateOffsetUnit N Conditionally required when LegPaymentStreamFirstObservationOffsetPeriod(41580) is specified.
42465 LegPaymentStreamFirstObservationDateAdjusted N
41582 LegPaymentStreamPricingDayType N
41583 LegPaymentStreamPricingDayDistribution N
41584 LegPaymentStreamPricingDayCount N
41585 LegPaymentStreamPricingBusinessCalendar N
41586 LegPaymentStreamPricingBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the payment stream pricing date.
Component LegPaymentStreamPricingBusinessCenterGrp N When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the the payment stream pricing date.
Component LegPaymentStreamPricingDayGrp N
Component LegPaymentStreamPricingDateGrp N
40350 LegPaymentStreamInflationLagPeriod N Conditionally required when LegPaymentStreamInflationLagUnit(40351) is specified.
40351 LegPaymentStreamInflationLagUnit N Conditionally required when LegPaymentStreamInflationLagPeriod(40350) is specified.
40352 LegPaymentStreamInflationLagDayType N
40353 LegPaymentStreamInflationInterpolationMethod N
40354 LegPaymentStreamInflationIndexSource N
40355 LegPaymentStreamInflationPublicationSource N
40356 LegPaymentStreamInflationInitialIndexLevel N
40357 LegPaymentStreamInflationFallbackBondApplicable N
40358 LegPaymentStreamFRADiscounting N
42466 LegPaymentStreamUnderlierRefID N
Component LegPaymentStreamFormula N
Component LegDividendConditions N
42467 LegReturnRateNotionalReset N
Component LegReturnRateGrp N
42468 LegPaymentStreamLinkInitialLevel N
42469 LegPaymentStreamLinkClosingLevelIndicator N
42470 LegPaymentStreamLinkExpiringLevelIndicator N
42471 LegPaymentStreamLinkEstimatedTradingDays N
42472 LegPaymentStreamLinkStrikePrice N
42473 LegPaymentStreamLinkStrikePriceType N
42474 LegPaymentStreamLinkMaximumBoundary N
42475 LegPaymentStreamLinkMinimumBoundary N
42476 LegPaymentStreamLinkNumberOfDataSeries N
42477 LegPaymentStreamVarianceUnadjustedCap N
42478 LegPaymentStreamRealizedVarianceMethod N
42479 LegPaymentStreamDaysAdjustmentIndicator N
42480 LegPaymentStreamNearestExchangeContractRefID N
42481 LegPaymentStreamVegaNotionalAmount N

LegPaymentStreamFormula

Tag Name Req’d Description
42482 LegPaymentStreamFormulaCurrency N
42483 LegPaymentStreamFormulaCurrencyDeterminationMethod N
42484 LegPaymentStreamFormulaReferenceAmount N
Component LegPaymentStreamFormulaMathGrp N
Component LegPaymentStreamFormulaImage N

LegPaymentStreamFormulaImage

Tag Name Req’d Description
42451 LegPaymentStreamFormulaImageLength N Conditionally required when LegPaymentStreamFormulaImage(42452) is specified.
42452 LegPaymentStreamFormulaImage N Conditionally required when LegPaymentStreamFormulaImageLength(42451) is specified.

LegPaymentStreamFormulaMathGrp

Tag Name Req’d Description
42485 NoLegPaymentStreamFormulas N
→43110 LegPaymentStreamFormulaLength N Required if NoLegPaymentStreamFormulas(42485) > 0.
→42486 LegPaymentStreamFormula N Required if NoLegPaymentStreamFormulas(42485) > 0.
→42487 LegPaymentStreamFormulaDesc N

LegPaymentStreamInitialFixingDateBusinessCenterGrp

Tag Name Req’d Description
40932 NoLegPaymentStreamInitialFixingDateBusinessCenters N
→40311 LegPaymentStreamInitialFixingDateBusinessCenter N Required if NoLegPaymentStreamInitialFixingDateBusinessCenters(40932) > 0.

LegPaymentStreamNonDeliverableFixingDateGrp

Tag Name Req’d Description
40367 NoLegNonDeliverableFixingDates N
→40368 LegNonDeliverableFixingDate N Required if NoLegNonDeliverableFixingDates(40367) > 0.
→40369 LegNonDeliverableFixingDateType N When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

LegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp

Tag Name Req’d Description
40929 NoLegPaymentStreamNonDeliverableFixingDateBusinessCenters N
→40361 LegPaymentStreamNonDeliverableFixingDatesBusinessCenter N Required if NoLegPaymentStreamNonDeliverableFixingDatesBusinessCenters(40929) > 0.

LegPaymentStreamNonDeliverableSettlRateSource

Tag Name Req’d Description
40087 LegPaymentStreamNonDeliverableSettlRateSource N
40228 LegPaymentStreamNonDeliverableSettlReferencePage N Conditionally required when LegPaymentStreamNonDeliverableSettlRateSource(40087) = 3 (ISDA Settlement Rate Option) or 99 (Other).

LegPaymentStreamNonDeliverableSettlTerms

Tag Name Req’d Description
40359 LegPaymentStreamNonDeliverableRefCurrency N
40360 LegPaymentStreamNonDeliverableFixingDatesBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the non-deliverable currency’s fixing date.
Component LegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp N When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the non-deliverable currency’s fixing date.
40362 LegPaymentStreamNonDeliverableFixingDatesRelativeTo N
40363 LegPaymentStreamNonDeliverableFixingDatesOffsetPeriod N Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetUnit(40364) is specified.
40364 LegPaymentStreamNonDeliverableFixingDatesOffsetUnit N Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetPeriod(40363) is specified.
40365 LegPaymentStreamNonDeliverableFixingDatesOffsetDayType N
Component LegPaymentStreamNonDeliverableSettlRateSource N
Component LegPaymentStreamNonDeliverableFixingDateGrp N
Component LegSettlRateDisruptionFallbackGrp N

LegPaymentStreamPaymentDateBusinessCenterGrp

Tag Name Req’d Description
40930 NoLegPaymentStreamPaymentDateBusinessCenters N
→40293 LegPaymentStreamPaymentDateBusinessCenter N Requirend if NoLegPaymentStreamPaymentDateBusinessCenters(40930) > 0.

LegPaymentStreamPaymentDateGrp

Tag Name Req’d Description
41589 NoLegPaymentStreamPaymentDates N
→41590 LegPaymentStreamPaymentDate N Required if NoLegPaymentStreamPaymentDates(41589) > 0.
→41591 LegPaymentStreamPaymentDateType N When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

LegPaymentStreamPaymentDates

Tag Name Req’d Description
40292 LegPaymentStreamPaymentDateBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream.
Component LegPaymentStreamPaymentDateBusinessCenterGrp N When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream.
Component LegPaymentStreamPaymentDateGrp N
40294 LegPaymentStreamPaymentFrequencyPeriod N Conditionally required when LegPaymentStreamPaymentFrequencyUnit(40295) is specified.
40295 LegPaymentStreamPaymentFrequencyUnit N Conditionally required when LegPaymentStreamFrequencyPeriod(40294) is specified.
40296 LegPaymentStreamPaymentRollConvention N When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates.
40297 LegPaymentStreamFirstPaymentDateUnadjusted N
40298 LegPaymentStreamLastRegularPaymentDateUnadjusted N
40299 LegPaymentStreamPaymentDateRelativeTo N
40300 LegPaymentStreamPaymentDateOffsetPeriod N Conditionally required when LegPaymentStreamPaymentDateOffsetUnit(40301) is specified.
40301 LegPaymentStreamPaymentDateOffsetUnit N Conditionally required when LegPaymentStreamPaymentDateOffsetPeriod(40300) is specified.
40302 LegPaymentStreamPaymentDateOffsetDayType N
41592 LegPaymentStreamMasterAgreementPaymentDatesIndicator N
Component LegPaymentStreamFinalPricePaymentDate N

LegPaymentStreamPricingBusinessCenterGrp

Tag Name Req’d Description
41561 NoLegPaymentStreamPricingBusinessCenters N
→41562 LegPaymentStreamPricingBusinessCenter N Required if NoLegPaymentStreamPricingBusinessCentrers(41561) > 0.

LegPaymentStreamPricingDateGrp

Tag Name Req’d Description
41593 NoLegPaymentStreamPricingDates N
→41594 LegPaymentStreamPricingDate N Required if NoPaymentStreamPricingDates(41593) > 0.
→41595 LegPaymentStreamPricingDateType N When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

LegPaymentStreamPricingDayGrp

Tag Name Req’d Description
41596 NoLegPaymentStreamPricingDays N
→41597 LegPaymentStreamPricingDayOfWeek N Required if NoLegPaymentStreamPricingDays(41596) > 0.
→41598 LegPaymentStreamPricingDayNumber N

LegPaymentStreamResetDateBusinessCenterGrp

Tag Name Req’d Description
40931 NoLegPaymentStreamResetDateBusinessCenters N
→40305 LegPaymentStreamResetDateBusinessCenter N Required if NoLegPaymentStreamResetDateBusinessCenters(40931) > 0.

LegPaymentStreamResetDates

Tag Name Req’d Description
40303 LegPaymentStreamResetDateRelativeTo N
40304 LegPaymentStreamResetDateBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates.
Component LegPaymentStreamResetDateBusinessCenterGrp N When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates.
40306 LegPaymentStreamResetFrequencyPeriod N Conditionally required when LegPaymentStreamResetFrequencyUnit(40307) is specified.
40307 LegPaymentStreamResetFrequencyUnit N Conditionally required when LegPaymentStreamResetFrequencyPeriod(40306) is specified.
40308 LegPaymentStreamResetWeeklyRollConvention N When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates.
40309 LegPaymentStreamInitialFixingDateRelativeTo N
40310 LegPaymentStreamInitialFixingDateBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates.
Component LegPaymentStreamInitialFixingDateBusinessCenterGrp N When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates.
40312 LegPaymentStreamInitialFixingDateOffsetPeriod N Conditionally required when LegPaymentStreamInitialFixingDateOffsetUnit(40313) is specified.
40313 LegPaymentStreamInitialFixingDateOffsetUnit N Conditionally required when LegPaymentStreamInitialFixingDateOffsetPeriod(40312) is specified.
40314 LegPaymentStreamInitialFixingDateOffsetDayType N
40315 LegPaymentStreamInitialFixingDateAdjusted N
40316 LegPaymentStreamFixingDateRelativeTo N
40317 LegPaymentStreamFixingDateBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates.
Component LegPaymentStreamFixingDateBusinessCenterGrp N When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates.
40319 LegPaymentStreamFixingDateOffsetPeriod N Conditionally required when LegPaymentStreamFixingDateOffsetUnit(40320) is specified.
40320 LegPaymentStreamFixingDateOffsetUnit N Conditionally required when LegPaymentStreamFixingDateOffsetPeriod(40319) is specified.
40321 LegPaymentStreamFixingDateOffsetDayType N
40322 LegPaymentStreamFixingDateAdjusted N
40323 LegPaymentStreamRateCutoffDateOffsetPeriod N Conditionally required when LegPaymentStreamRateCutoffDateOffsetUnit(40324) is specified.
40324 LegPaymentStreamRateCutoffDateOffsetUnit N Conditionally required when LegPaymentStreamRateCutoffDateOffsetPeriod(40323) is specified.
40325 LegPaymentStreamRateCutoffDateOffsetDayType N
Component LegPaymentStreamFixingDateGrp N

LegPaymentStubEndDate

Tag Name Req’d Description
42488 LegPaymentStubEndDateUnadjusted N
42489 LegPaymentStubEndDateBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance.
Component LegPaymentStubEndDateBusinessCenterGrp N When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance.
42490 LegPaymentStubEndDateRelativeTo N
42491 LegPaymentStubEndDateOffsetPeriod N Conditionally required when LegPaymentStubEndDateOffsetUnit(42492) is specified.
42492 LegPaymentStubEndDateOffsetUnit N Conditionally required when LegPaymentStubEndDateOffsetPeriod(42491) is specified.
42493 LegPaymentStubEndDateOffsetDayType N
42494 LegPaymentStubEndDateAdjusted N

LegPaymentStubEndDateBusinessCenterGrp

Tag Name Req’d Description
42495 NoLegPaymentStubEndDateBusinessCenters N
→42496 LegPaymentStubEndDateBusinessCenter N Required if NoLegPaymentStubEndDateBusinessCenters(42495) > 0.

LegPaymentStubGrp

Tag Name Req’d Description
40418 NoLegPaymentStubs N
→40419 LegPaymentStubType N Required if NoLegPaymentStubs(40418) > 0.
→40420 LegPaymentStubLength N
Component LegPaymentStubStartDate N
Component LegPaymentStubEndDate N
→40421 LegPaymentStubRate N
→40422 LegPaymentStubFixedAmount N
→40423 LegPaymentStubFixedCurrency N
→40424 LegPaymentStubIndex N
→40425 LegPaymentStubIndexSource N
→40426 LegPaymentStubIndexCurvePeriod N Conditionally required when LegPaymentStubIndexCurveUnit(40427) is specified.
→40427 LegPaymentStubIndexCurveUnit N Copnditionally required when LegPaymentStubIndexCurvePeriod(40426) is specified.
→40428 LegPaymentStubIndexRateMultiplier N
→40429 LegPaymentStubIndexRateSpread N
→40430 LegPaymentStubIndexRateSpreadPositionType N
→40431 LegPaymentStubIndexRateTreatment N
→40432 LegPaymentStubIndexCapRate N
→40433 LegPaymentStubIndexCapRateBuySide N
→40434 LegPaymentStubIndexCapRateSellSide N
→40435 LegPaymentStubIndexFloorRate N
→40436 LegPaymentStubIndexFloorRateBuySide N
→40437 LegPaymentStubIndexFloorRateSellSide N
→40438 LegPaymentStubIndex2 N
→40439 LegPaymentStubIndex2Source N
→40440 LegPaymentStubIndex2CurvePeriod N Conditionally required when LegPaymentStubIndex2CurveUnit(40441) is specified.
→40441 LegPaymentStubIndex2CurveUnit N Conditionally required when LegPaymentStubIndex2CurvePeriod(40440) is specified.
→40442 LegPaymentStubIndex2RateMultiplier N
→40443 LegPaymentStubIndex2RateSpread N
→40444 LegPaymentStubIndex2RateSpreadPositionType N
→40445 LegPaymentStubIndex2RateTreatment N
→40446 LegPaymentStubIndex2CapRate N
→40447 LegPaymentStubIndex2FloorRate N

LegPaymentStubStartDate

Tag Name Req’d Description
42497 LegPaymentStubStartDateUnadjusted N
42498 LegPaymentStubStartDateBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance.
Component LegPaymentStubStartDateBusinessCenterGrp N When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance.
42499 LegPaymentStubStartDateRelativeTo N
42500 LegPaymentStubStartDateOffsetPeriod N Conditionally required when LegPaymentStubStartDateOffsetUnit(42501) is specified.
42501 LegPaymentStubStartDateOffsetUnit N Conditionally required when LegPaymentStubStartDateOffsetPeriod(42500) is specified.
42502 LegPaymentStubStartDateOffsetDayType N
42503 LegPaymentStubStartDateAdjusted N

LegPaymentStubStartDateBusinessCenterGrp

Tag Name Req’d Description
42504 NoLegPaymentStubStartDateBusinessCenters N
→42505 LegPaymentStubStartDateBusinessCenter N Required if NoLegPaymentStubStartDateBusinessCenters(42504) > 0.

LegPhysicalSettlDeliverableObligationGrp

Tag Name Req’d Description
41604 NoLegPhysicalSettlDeliverableObligations N
→41605 LegPhysicalSettlDeliverableObligationType N Required if NoLegPhysicalSettlDeliverableObligations(41604) > 0.
→41606 LegPhysicalSettlDeliverableObligationValue N

LegPhysicalSettlTermGrp

Tag Name Req’d Description
41599 NoLegPhysicalSettlTerms N
Component LegPhysicalSettlDeliverableObligationGrp N Required if NoLegPhysicalSettlTerms(41599) > 0.
→41601 LegPhysicalSettlCurency N
→41602 LegPhysicalSettlBusinessDays N
→41603 LegPhysicalSettlMaximumBusinessDays N
→41600 LegPhysicalSettlTermXID N

LegPreAllocGrp

Tag Name Req’d Description
670 NoLegAllocs N
→671 LegAllocAccount N
→672 LegIndividualAllocID N
Component NestedParties2 N
→673 LegAllocQty N
→674 LegAllocAcctIDSource N
→1367 LegAllocSettlCurrency N
→1756 LegCustodialLotID N Only used for specific lot trades.
→1757 LegVersusPurchaseDate N Only used for specific lot trades. If this field is used, either LegVersusPurchasePrice(1758) or LegCurrentCostBasis(1759) should be specified.
→1758 LegVersusPurchasePrice N Only used for specific lot trades. If this field is used, LegVersusPurchaseDate(1757) should be specified.
→1759 LegCurrentCostBasis N Only used for specific lot trades. If this field is used, LegVersusPurchaseDate(1757) should be specified

LegPricingDateBusinessCenterGrp

Tag Name Req’d Description
41607 NoLegPricingDateBusinessCenters N
→41608 LegPricingDateBusinessCenter N Required if NoLegPricingDateBusinessCenters(41607) > 0.

LegPricingDateTime

Tag Name Req’d Description
41609 LegPricingDateUnadjusted N
41610 LegPricingDateBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to the pricing dates.
Component LegPricingDateBusinessCenterGrp N When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the pricing dates.
41611 LegPricingDateAdjusted N
41612 LegPricingTime N
41613 LegPricingTimeBusinessCenter N

LegProtectionTermEventGrp

Tag Name Req’d Description
41625 NoLegProtectionTermEvents N
→41626 LegProtectionTermEventType N Required if NoLegProtectionTermEvents(41625) > 0.
→41627 LegProtectionTermEventValue N
→41628 LegProtectionTermEventCurrency N
→41629 LegProtectionTermEventPeriod N Conditionally required when LegProtectionTermEventUnit(41630).
→41630 LegProtectionTermEventUnit N Conditionally required when LegProtectionTermEventPeriod(41629).
→41631 LegProtectionTermEventDayType N
→41632 LegProtectionTermEventRateSource N
Component LegProtectionTermEventQualifierGrp N

LegProtectionTermEventNewsSourceGrp

Tag Name Req’d Description
41614 NoLegProtectionTermEventNewsSources N
→41615 LegProtectionTermEventNewsSource N Required if NoLegProtectionTermEventNewsSources(41614) > 0.

LegProtectionTermEventQualifierGrp

Tag Name Req’d Description
41633 NoLegProtectionTermEventQualifiers N
→41634 LegProtectionTermEventQualifier N Required if NoLegProtectionTermEventQualifiers(41633) > 0.

LegProtectionTermGrp

Tag Name Req’d Description
41616 NoLegProtectionTerms N
→41618 LegProtectionTermNotional N Required if NoLegProtectionTerms(41616) > 0.
→41619 LegProtectionTermCurrency N
→41620 LegProtectionTermSellerNotifies N
→41621 LegProtectionTermBuyerNotifies N
→41622 LegProtectionTermEventBusinessCenter N
→41623 LegProtectionTermStandardSources N
→41624 LegProtectionTermEventMinimumSources N
Component LegProtectionTermEventNewsSourceGrp N
Component LegProtectionTermEventGrp N
Component LegProtectionTermObligationGrp N
→41617 LegProtectionTermXID N

LegProtectionTermObligationGrp

Tag Name Req’d Description
41635 NoLegProtectionTermObligations N
→41636 LegProtectionTermObligationType N Required if NoLegProtectionTermObligations(41635) > 0.
→41637 LegProtectionTermObligationValue N

LegProvisionCashSettlPaymentDateBusinessCenterGrp

Tag Name Req’d Description
40934 NoLegProvisionCashSettlPaymentDateBusinessCenters N
→40517 LegProvisionCashSettlPaymentDateBusinessCenter N Required if NoLegProvisionCashSettlPaymentDateBusinessCenters(40934) > 0.

LegProvisionCashSettlPaymentDates

Tag Name Req’d Description
40516 LegProvisionCashSettlPaymentDateBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision cash settlement payment dates.
Component LegProvisionCashSettlPaymentDateBusinessCenterGrp N When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision cash settlement payment dates.
40518 LegProvisionCashSettlPaymentDateRelativeTo N
40519 LegProvisionCashSettlPaymentDateOffsetPeriod N Conditionally required when LegProvisionCashSettlPaymentDateOffsetUnit(40520) is specified.
40520 LegProvisionCashSettlPaymentDateOffsetUnit N Conditionally required when LegProvisionCashSettlPaymentDateOffsetPeriod(40519) is specified.
40521 LegProvisionCashSettlPaymentDateOffsetDayType N
40522 LegProvisionCashSettlPaymentDateRangeFirst N
40523 LegProvisionCashSettlPaymentDateRangeLast N
Component LegProvisionCashSettlPaymentFixedDateGrp N

LegProvisionCashSettlPaymentFixedDateGrp

Tag Name Req’d Description
40473 NoLegProvisionCashSettlPaymentDates N
→40474 LegProvisionCashSettlPaymentDate N Required if NoLegProvisionCashSettlPaymentDates (40473) > 0.
→40475 LegProvisionCashSettlPaymentDateType N When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

LegProvisionCashSettlQuoteSource

Tag Name Req’d Description
40470 LegProvisionCashSettlQuoteSource N
41407 LegProvisionCashSettlQuoteReferencePage N

LegProvisionCashSettlValueDateBusinessCenterGrp

Tag Name Req’d Description
40935 NoLegProvisionCashSettlValueDateBusinessCenters N
→40527 LegProvisionCashSettlValueDateBusinessCenter N Required if NoLegProvisionCashSettlValueDateBusinessCenters(40935) > 0.

LegProvisionCashSettlValueDates

Tag Name Req’d Description
40524 LegProvisionCashSettlValueTime N
40525 LegProvisionCashSettlValueTimeBusinessCenter N
40526 LegProvisionCashSettlValueDateBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision cash settlement value date.
Component LegProvisionCashSettlValueDateBusinessCenterGrp N When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision cash settlement value date.
40528 LegProvisionCashSettlValueDateRelativeTo N
40529 LegProvisionCashSettlValueDateOffsetPeriod N Conditionally required when LegProvisionCashSettlValueDateOffsetUnit(40530) is specified.
40530 LegProvisionCashSettlValueDateOffsetUnit N Conditionally required when LegProvisionCashSettlValueDateOffsetPeriod(40529) is specified.
40531 LegProvisionCashSettlValueDateOffsetDayType N
40532 LegProvisionCashSettlValueDateAdjusted N

LegProvisionDateBusinessCenterGrp

Tag Name Req’d Description
40939 NoLegProvisionDateBusinessCenters N
→40452 LegProvisionDateBusinessCenter N Required if NoLegProvisionDateBusinessCenters(40939) > 0.

LegProvisionGrp

Tag Name Req’d Description
40448 NoLegProvisions N
→40449 LegProvisionType N Required if NoLegProvisions(40448) > 0.
→40450 LegProvisionDateUnadjusted N
→40451 LegProvisionDateBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the instrument’s leg provision.
Component LegProvisionDateBusinessCenterGrp N When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the instrument’s leg provision.
→40453 LegProvisionDateAdjusted N
→40454 LegProvisionDateTenorPeriod N Conditionally required when LegProvisionDateTenorUnit(40455) is specified.
→40455 LegProvisionDateTenorUnit N Conditionally required when LegProvisionDateTenorPeriod(40454) is specified.
→42506 LegProvisionBreakFeeElection N
→42507 LegProvisionBreakFeeRate N
→40456 LegProvisionCalculationAgent N
→40457 LegProvisionOptionSinglePartyBuyerSide N
→40458 LegProvisionOptionSinglePartySellerSide N
Component LegProvisionCashSettlValueDates N
Component LegProvisionOptionExerciseDates N
Component LegProvisionOptionExpirationDate N
Component LegProvisionOptionRelevantUnderlyingDate N
→40459 LegProvisionOptionExerciseStyle N
→40460 LegProvisionOptionExerciseMultipleNotional N
→40461 LegProvisionOptionExerciseMinimumNotional N
→40462 LegProvisionOptionExerciseMaximumNotional N
→40463 LegProvisionOptionMinimumNumber N
→40464 LegProvisionOptionMaximumNumber N
→40465 LegProvisionOptionExerciseConfirmation N
Component LegProvisionCashSettlPaymentDates N
→40466 LegProvisionCashSettlMethod N
→40467 LegProvisionCashSettlCurrency N
→40468 LegProvisionCashSettlCurrency2 N
→40469 LegProvisionCashSettlQuoteType N
Component LegProvisionCashSettlQuoteSource N
→40472 LegProvisionText N
→40980 EncodedLegProvisionTextLen N Must be set if EncodedLegProvisionText(40981) field is specified and must immediately precede it.
→40981 EncodedLegProvisionText N Encoded (non-ASCII characters) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding(347) field.
Component LegProvisionParties N

LegProvisionOptionExerciseBusinessCenterGrp

Tag Name Req’d Description
40936 NoLegProvisionOptionExerciseBusinessCenters N
→40477 LegProvisionOptionExerciseBusinessCenter N Required if NoLegProvisionOptionExerciseBusinessCenters(40936) > 0.

LegProvisionOptionExerciseDates

Tag Name Req’d Description
40476 LegProvisionOptionExerciseBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option exercise dates.
Component LegProvisionOptionExerciseBusinessCenterGrp N When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option exercise dates.
Component LegProvisionOptionExerciseFixedDateGrp N
40478 LegProvisionOptionExerciseEarliestDateOffsetPeriod N Conditionally required when LegProvisionOptionExerciseEarliestDateUnit(40479) is specified.
40479 LegProvisionOptionExerciseEarliestDateOffsetUnit N Conditionally required when LegProvisionOptionExerciseEarliestDatePeriod(40478) is specified.
40480 LegProvisionOptionExerciseFrequencyPeriod N Conditionally required when LegProvisionOptionExerciseFrequencyUnit(40481) is specified.
40481 LegProvisionOptionExerciseFrequencyUnit N Conditionally required when LegProvisionOptionExerciseFrequencyPeriod(40480) is specified.
40482 LegProvisionOptionExerciseStartDateUnadjusted N
40483 LegProvisionOptionExerciseStartDateRelativeTo N
40484 LegProvisionOptionExerciseStartDateOffsetPeriod N Conditionally required when LegProvisionOptionExerciseStartDateOffsetUnit(40485) is specified.
40485 LegProvisionOptionExerciseStartDateOffsetUnit N Conditionally required when LegProvisionOptionExerciseStartDateOffsetPeriod(40484) is specified.
40486 LegProvisionOptionExerciseStartDateOffsetDayType N
40487 LegProvisionOptionExerciseStartDateAdjusted N
40488 LegProvisionOptionExercisePeriodSkip N
40489 LegProvisionOptionExerciseBoundsFirstDateUnadjusted N
40490 LegProvisionOptionExerciseBoundsLastDateUnadjusted N
40491 LegProvisionOptionExerciseEarliestTime N
40492 LegProvisionOptionExerciseEarliestTimeBusinessCenter N
40493 LegProvisionOptionExerciseLatestTime N
40494 LegProvisionOptionExerciseLatestTimeBusinessCenter N

LegProvisionOptionExerciseFixedDateGrp

Tag Name Req’d Description
40495 NoLegProvisionOptionExerciseFixedDates N
→40496 LegProvisionOptionExerciseFixedDate N Required if NoLegProvisionOptionExerciseFixedDates(40495) > 0.
→40497 LegProvisionOptionExerciseFixedDateType N When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

LegProvisionOptionExpirationDate

Tag Name Req’d Description
40498 LegProvisionOptionExpirationDateUnadjusted N
40499 LegProvisionOptionExpirationDateBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option expiration date.
Component LegProvisionOptionExpirationDateBusinessCenterGrp N When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option expiration date.
40501 LegProvisionOptionExpirationDateRelativeTo N
40502 LegProvisionOptionExpirationDateOffsetPeriod N Conditionally required when LegProvisionOptionExpirationDateOffsetUnit(40503) is specified.
40503 LegProvisionOptionExpirationDateOffsetUnit N Conditionally required when LegProvisionOptionExpirationDateOffsetPeriod(40502) is specified.
40504 LegProvisionOptionExpirationDateOffsetDayType N
40505 LegProvisionOptionExpirationDateAdjusted N
40506 LegProvisionOptionExpirationTime N
40507 LegProvisionOptionExpirationTimeBusinessCenter N

LegProvisionOptionExpirationDateBusinessCenterGrp

Tag Name Req’d Description
40937 NoLegProvisionOptionExpirationDateBusinessCenters N
→40500 LegProvisionOptionExpirationDateBusinessCenter N Required if NoLegProvisionOptionExpirationDateBusinessCenters(40937) > 0.

LegProvisionOptionRelevantUnderlyingDate

Tag Name Req’d Description
40508 LegProvisionOptionRelevantUnderlyingDateUnadjusted N
40509 LegProvisionOptionRelevantUnderlyingDateBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option relevant underlying date.
Component LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp N When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option relevant underlying date.
40511 LegProvisionOptionRelevantUnderlyingDateRelativeTo N
40512 LegProvisionOptionRelevantUnderlyingDateOffsetPeriod N Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetUnit(40513) is specified.
40513 LegProvisionOptionRelevantUnderlyingDateOffsetUnit N Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetPeriod(40512) is specified.
40514 LegProvisionOptionRelevantUnderlyingDateOffsetDayType N
40515 LegProvisionOptionRelevantUnderlyingDateAdjusted N

LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp

Tag Name Req’d Description
40938 NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters N
→40510 LegProvisionOptionRelevantUnderlyingDateBusinessCenter N Required if NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters(40938) > 0.

LegProvisionParties

Tag Name Req’d Description
40533 NoLegProvisionPartyIDs N
→40534 LegProvisionPartyID N Required if NoLegProvisionPartyIDs(40533) > 0.
→40535 LegProvisionPartyIDSource N Required if NoLegProvisionPartyIDs(40533) > 0.
→40536 LegProvisionPartyRole N Required if NoLegProvisionPartyIDs(40533) > 0.
→2380 LegProvisionPartyRoleQualifier N
Component LegProvisionPtysSubGrp N

LegProvisionPtysSubGrp

Tag Name Req’d Description
40537 NoLegProvisionPartySubIDs N
→40538 LegProvisionPartySubID N Required if NoLegProvisionPartySubIDs(40537) > 0.
→40539 LegProvisionPartySubIDType N Required if NoLegProvisionPartySubIDs(40537) > 0.

LegReturnRateDateGrp

Tag Name Req’d Description
42508 NoLegReturnRateDates N
→42509 LegReturnRateDateMode N Required if NoLegReturnRateDates(42508) > 0.
Component LegReturnRateValuationDateGrp N
→42510 LegReturnRateValuationDateRelativeTo N
→42511 LegReturnRateValuationDateOffsetPeriod N Conditionally required when LegReturnRateValuationDateOffsetUnit(42512) is specified.
→42512 LegReturnRateValuationDateOffsetUnit N Conditionally required when LegReturnRateValuationDateOffsetPeriod(42511) is specified.
→42513 LegReturnRateValuationDateOffsetDayType N
→42514 LegReturnRateValuationStartDateUnadjusted N
→42515 LegReturnRateValuationStartDateRelativeTo N
→42516 LegReturnRateValuationStartDateOffsetPeriod N Conditionally required when LegReturnRateValuationStartDateOffsetUnit(42517) is specified.
→42517 LegReturnRateValuationStartDateOffsetUnit N Conditionally required when LegReturnRateValuationStartDateOffsetPeriod(42516) is specified.
→42518 LegReturnRateValuationStartDateOffsetDayType N
→42519 LegReturnRateValuationStartDateAdjusted N
→42520 LegReturnRateValuationEndDateUnadjusted N
→42521 LegReturnRateValuationEndDateRelativeTo N
→42522 LegReturnRateValuationEndDateOffsetPeriod N Conditionally required when LegReturnRateValuationEndDateOffsetUnit(42523) is specified.
→42523 LegReturnRateValuationEndDateOffsetUnit N Conditionally required when LegReturnRateValuationEndDateOffsetPeriod(42522) is specified.
→42524 LegReturnRateValuationEndDateOffsetDayType N
→42525 LegReturnRateValuationEndDateAdjusted N
→42526 LegReturnRateValuationFrequencyPeriod N Conditionally required when LegReturnRateValuationFrequencyUnit(42527) is specified.
→42527 LegReturnRateValuationFrequencyUnit N Conditionally required when LegReturnRateValuationFrequencyPeriod(42526) is specified.
→42528 LegReturnRateValuationFrequencyRollConvention N When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of return rate valuation dates.
→42529 LegReturnRateValuationDateBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream return rate valuation dates.
Component LegReturnRateValuationDateBusinessCenterGrp N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream return rate valuation dates.

LegReturnRateFXConversionGrp

Tag Name Req’d Description
42530 NoLegReturnRateFXConversions N
→42531 LegReturnRateFXCurrencySymbol N Required if NoLegReturnRateFXConversions(42530) > 0.
→42532 LegReturnRateFXRate N Required if NoLegReturnRateFXConversions(42530) > 0.
→42533 LegReturnRateFXRateCalc N

LegReturnRateGrp

Tag Name Req’d Description
42534 NoLegReturnRates N
→42535 LegReturnRatePriceSequence N Required if NoLegReturnRates(42534) > 0.
→42536 LegReturnRateCommissionBasis N
→42537 LegReturnRateCommissionAmount N
→42538 LegReturnRateCommissionCurrency N If not specified, this is defaulted to the reporting currency.
→42539 LegReturnRateTotalCommissionPerTrade N
→42540 LegReturnRateDeterminationMethod N
Component LegReturnRatePriceGrp N
Component LegReturnRateFXConversionGrp N
→42541 LegReturnRateAmountRelativeTo N
→42542 LegReturnRateQuoteMeasureType N
→42543 LegReturnRateQuoteUnits N
→42544 LegReturnRateQuoteMethod N
→42545 LegReturnRateQuoteCurrency N
→42546 LegReturnRateQuoteCurrencyType N
→42547 LegReturnRateQuoteTimeType N Mutually exclusive with LegReturnRateQuoteTime(42548).
→42548 LegReturnRateQuoteTime N Mutually exclusive with LegReturnRateQuoteTimeType(42547).
→42549 LegReturnRateQuoteDate N
→42550 LegReturnRateQuoteExpirationTime N
→42551 LegReturnRateQuoteBusinessCenter N
→42552 LegReturnRateQuoteExchange N
Component LegReturnRateInformationSourceGrp N
→42553 LegReturnRateQuotePricingModel N
→42554 LegReturnRateCashFlowType N
Component LegReturnRateDateGrp N
→42555 LegReturnRateValuationTimeType N Mutually exclusive with LegReturnRateValuationTime(42556).
→42556 LegReturnRateValuationTime N Mutually exclusive with LegReturnRateValuationTimeType(42555).
→42557 LegReturnRateValuationTimeBusinessCenter N
→42558 LegReturnRateValuationPriceOption N
→42559 LegReturnRateFinalPriceFallback N

LegReturnRateInformationSourceGrp

Tag Name Req’d Description
42560 NoLegReturnRateInformationSources N
→42561 LegReturnRateInformationSource N Required if NoLegReturnRateInformationSources(42560) > 0.
→42562 LegReturnRateReferencePage N
→42563 LegReturnRateReferencePageHeading N

LegReturnRatePriceGrp

Tag Name Req’d Description
42564 NoLegReturnRatePrices N
→42565 LegReturnRatePriceBasis N Required if NoLegReturnRatePrices(42564) > 0.
→42566 LegReturnRatePrice N
→42567 LegReturnRatePriceCurrency N
→42568 LegReturnRatePriceType N

LegReturnRateValuationDateBusinessCenterGrp

Tag Name Req’d Description
42569 NoLegReturnRateValuationDateBusinessCenters N
→42570 LegReturnRateValuationDateBusinessCenter N Required if NoLegReturnRateValuationDateBusinessCenters(42569) > 0.

LegReturnRateValuationDateGrp

Tag Name Req’d Description
42571 NoLegReturnRateValuationDates N
→42572 LegReturnRateValuationDate N Required if NoLegReturnRateValuationDates(42571) > 0.
→42573 LegReturnRateValuationDateType N When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.

LegSecAltIDGrp

Tag Name Req’d Description
604 NoLegSecurityAltID N
→605 LegSecurityAltID N
→606 LegSecurityAltIDSource N

LegSecondaryAssetGrp

Tag Name Req’d Description
2076 NoLegSecondaryAssetClasses N
→2077 LegSecondaryAssetClass N Required if NoLegSecondaryAssetClasses(2076) > 0.
→2078 LegSecondaryAssetSubClass N Required if LegSecondaryAssetType(2079) is specified.
→2079 LegSecondaryAssetType N Required if LegSecondaryAssetSubType(2743) is specified.
→2743 LegSecondaryAssetSubType N

LegSecurityXML

Tag Name Req’d Description
1871 LegSecurityXMLLen N Must be provided if LegSecurityXML(1872) field is specified and must immediately precede it.
1872 LegSecurityXML N
1873 LegSecurityXMLSchema N

LegSettlMethodElectionDate

Tag Name Req’d Description
42574 LegSettlMethodElectionDateUnadjusted N
42575 LegSettlMethodElectionDateBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to LegOptionExercise.
Component LegSettlMethodElectionDateBusinessCenterGrp N When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to LegOptionExercise.
42576 LegSettlMethodElectionDateRelativeTo N
42577 LegSettlMethodElectionDateOffsetPeriod N Conditionally required when LegSettlMethodElectionDateOffsetUnit(42578) is specified.
42578 LegSettlMethodElectionDateOffsetUnit N Conditionally required when LegSettlMethodElectionDateOffsetPeriod(42577) is specified.
42579 LegSettlMethodElectionDateOffsetDayType N
42580 LegSettlMethodElectionDateAdjusted N

LegSettlMethodElectionDateBusinessCenterGrp

Tag Name Req’d Description
42581 NoLegSettlMethodElectionDateBusinessCenters N
→42582 LegSettlMethodElectionDateBusinessCenter N Required if NoLegSettlMethodElectionDateBusinessCenters(42581) > 0.

LegSettlRateDisruptionFallbackGrp

Tag Name Req’d Description
40902 NoLegSettlRateFallbacks N
→40903 LegSettlRatePostponementMaximumDays N Required if NoLegSettlRateFallbacks(40902) > 0.
Component LegSettlRateFallbackRateSource N
→40905 LegSettlRatePostponementSurvey N
→40906 LegSettlRatePostponementCalculationAgent N

LegSettlRateFallbackRateSource

Tag Name Req’d Description
40366 LegSettlRateFallbackRateSource N
40370 LegSettlRateFallbackReferencePage N Conditionally required when LegSettlRateFallbackRateSource(40366) = 3 (ISDA Settlement Rate Option) or 99 (Other).

LegStipulations

Tag Name Req’d Description
683 NoLegStipulations N
→688 LegStipulationType N Required if NoLegStipulations >0
→689 LegStipulationValue N

LegStreamAssetAttributeGrp

Tag Name Req’d Description
41452 NoLegStreamAssetAttributes N
→41453 LegStreamAssetAttributeType N Required if NoLegStreamAssetAttributes(41452) > 0.
→41454 LegStreamAssetAttributeValue N
→41455 LegStreamAssetAttributeLimit N

LegStreamCalculationPeriodBusinessCenterGrp

Tag Name Req’d Description
40940 NoLegStreamCalculationPeriodBusinessCenters N
→40266 LegStreamCalculationPeriodBusinessCenter N Required if NoLegStreamCalculationPeriodBusinessCenters(40940) > 0.

LegStreamCalculationPeriodDateGrp

Tag Name Req’d Description
41638 NoLegStreamCalculationPeriodDates N
→41639 LegStreamCalculationPeriodDate N Required if NoLegStreamCalculationPeriodDates(41638) > 0.
→41640 LegStreamCalculationPeriodDateType N

LegStreamCalculationPeriodDates

Tag Name Req’d Description
41641 LegStreamCalculationPeriodDatesXID N
41642 LegStreamCalculationPeriodDatesXIDRef N
40265 LegStreamCalculationPeriodBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates.
Component LegStreamCalculationPeriodBusinessCenterGrp N When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates.
Component LegStreamCalculationPeriodDateGrp N
40267 LegStreamFirstPeriodStartDateUnadjusted N
40268 LegStreamFirstPeriodStartDateBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates.
Component LegStreamFirstPeriodStartDateBusinessCenterGrp N When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates.
40270 LegStreamFirstPeriodStartDateAdjusted N
40271 LegStreamFirstRegularPeriodStartDateUnadjusted N
40272 LegStreamFirstCompoundingPeriodEndDateUnadjusted N
40273 LegStreamLastRegularPeriodEndDateUnadjusted N
40274 LegStreamCalculationFrequencyPeriod N Conditionally required when LegStreamCalculationFrequencyUnit(40275) is specified.
40275 LegStreamCalculationFrequencyUnit N Conditionally required when LegStreamCalculationFrequencyPeriod(40274) is specified.
40276 LegStreamCalculationRollConvention N When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream calculation period dates.
41643 LegStreamCalculationBalanceOfFirstPeriod N
41644 LegStreamCalculationCorrectionPeriod N Conditionally required when LegStreamCalculationCorrectionUnit(41645) is specified.
41645 LegStreamCalculationCorrectionUnit N Conditionally required when LegStreamCalculationCorrectionPeriod(41644) is specified.

LegStreamCommodity

Tag Name Req’d Description
41648 LegStreamCommodityBase N
41649 LegStreamCommodityType N
41650 LegStreamCommoditySecurityID N Conditionally required when LegStreamCommoditySecurityIDSource(41651) is specified.
41651 LegStreamCommoditySecurityIDSource N Conditionally required when LegStreamCommoditySecurityID(41650) is specified.
Component LegStreamCommodityAltIDGrp N
41652 LegStreamCommodityDesc N
41653 EncodedLegStreamCommodityDescLen N Must be set if EncodedLegStreamCommodityDesc(41654) field is specified and must immediately precede it.
41654 EncodedLegStreamCommodityDesc N Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding(347) field.
42588 LegStreamCommodityDeliveryPricingRegion N May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N).
Component LegStreamAssetAttributeGrp N
41655 LegStreamCommodityUnitOfMeasure N
41656 LegStreamCommodityCurrency N
41657 LegStreamCommodityExchange N
41658 LegStreamCommodityRateSource N
41659 LegStreamCommodityRateReferencePage N
41660 LegStreamCommodityRateReferencePageHeading N
41661 LegStreamDataProvider N
Component LegStreamCommodityDataSourceGrp N
41662 LegStreamCommodityPricingType N
41663 LegStreamCommodityNearbySettlDayPeriod N Conditionally required when LegStreamCommodityNearbySettlDayUnit(41664) is specified.
41664 LegStreamCommodityNearbySettlDayUnit N Conditionally required when LegStreamCommodityNearbySettlDayPeriod(41663) is specified.
41665 LegStreamCommoditySettlDateUnadjusted N
41666 LegStreamCommoditySettlDateBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date.
Component LegStreamCommoditySettlBusinessCenterGrp N When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date.
41667 LegStreamCommoditySettlDateAdjusted N
41668 LegStreamCommoditySettlMonth N
41669 LegStreamCommoditySettlDateRollPeriod N Conditionally required when LegStreamCommoditySettlDateRollUnit(41670) is specified.
41670 LegStreamCommoditySettlDateRollUnit N Conditionally required when LegStreamCommoditySettlDateRollPeriod(41669) is specified.
41671 LegStreamCommoditySettlDayType N
Component LegStreamCommoditySettlPeriodGrp N
41672 LegStreamCommodityXID N
41673 LegStreamCommodityXIDRef N

LegStreamCommodityAltIDGrp

Tag Name Req’d Description
41674 NoLegStreamCommodityAltIDs N
→41675 LegStreamCommodityAltID N Required if NoLegStreamCommodityAltIDs(41674) > 0.
→41676 LegStreamCommodityAltIDSource N Required if NoLegStreamCommodityAltIDs(41674) > 0.

LegStreamCommodityDataSourceGrp

Tag Name Req’d Description
41677 NoLegStreamCommodityDataSources N
→41678 LegStreamCommodityDataSourceID N Required if NoLegStreamCommodityDataSources(41677) > 0.
→41679 LegStreamCommodityDataSourceIDType N Required if NoLegStreamCommodityDataSources(41677) > 0.

LegStreamCommoditySettlBusinessCenterGrp

Tag Name Req’d Description
41646 NoLegStreamCommoditySettlBusinessCenters N
→41647 LegStreamCommoditySettlBusinessCenter N Required if NoLegStreamCommoditySettlementBusinessCenters(41646) > 0.

LegStreamCommoditySettlDayGrp

Tag Name Req’d Description
41680 NoLegStreamCommoditySettlDays N
→41681 LegStreamCommoditySettlDay N Required if NoLegStreamCommoditySettlementDays(41680) > 0.
→41682 LegStreamCommoditySettlTotalHours N
Component LegStreamCommoditySettlTimeGrp N

LegStreamCommoditySettlPeriodGrp

Tag Name Req’d Description
41686 NoLegStreamCommoditySettlPeriods N
→41687 LegStreamCommoditySettlCountry N Required if NoLegStreamCommoditySettlPeriods(41686) > 0.
→41688 LegStreamCommoditySettlTimeZone N
→41689 LegStreamCommoditySettlFlowType N
→41690 LegStreamCommoditySettlPeriodNotional N
→41691 LegStreamCommoditySettlPeriodNotionalUnitOfMeasure N
→41692 LegStreamCommoditySettlPeriodFrequencyPeriod N Conditionally required when LegStreamCommoditySettlPeriodFrequencyUnit(41693) is specified.
→41693 LegStreamCommoditySettlPeriodFrequencyUnit N Conditionally required when LegStreamCommoditySettlPeriodFrequencyPeriod(41692) is specified.
→41694 LegStreamCommoditySettlPeriodPrice N
→41695 LegStreamCommoditySettlPeriodPriceUnitOfMeasure N
→41696 LegStreamCommoditySettlPeriodPriceCurrency N
→41697 LegStreamCommoditySettlHolidaysProcessingInstruction N
Component LegStreamCommoditySettlDayGrp N
→41698 LegStreamCommoditySettlPeriodXID N
→41699 LegStreamCommoditySettlPeriodXIDRef N

LegStreamCommoditySettlTimeGrp

Tag Name Req’d Description
41683 NoLegStreamCommoditySettlTimes N
→41684 LegStreamCommoditySettlStart N Required if NoLegStreamCommoditySettlTimes(41683) > 0.
→41685 LegStreamCommoditySettlEnd N Required if NoLegStreamCommoditySettlTimes(41683) > 0.
→41935 LegStreamCommoditySettlTimeType N May be defaulted to market convention or bilaterally agreed if not specified.

LegStreamEffectiveDate

Tag Name Req’d Description
40249 LegStreamEffectiveDateUnadjusted N
40250 LegStreamEffectiveDateBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream effective date.
Component LegStreamEffectiveDateBusinessCenterGrp N When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream stream effective date.
40252 LegStreamEffectiveDateRelativeTo N
40253 LegStreamEffectiveDateOffsetPeriod N Conditionally required when LegPaymentStreamEffectiveDateOffsetUnit(40254) is specified.
40254 LegStreamEffectiveDateOffsetUnit N Conditionally required when LegPaymentStreamEffectiveDateOffsetPeriod(40253) is specified.
40255 LegStreamEffectiveDateOffsetDayType N
40256 LegStreamEffectiveDateAdjusted N

LegStreamEffectiveDateBusinessCenterGrp

Tag Name Req’d Description
40942 NoLegStreamEffectiveDateBusinessCenters N
→40251 LegStreamEffectiveDateBusinessCenter N Required if NoLegStreamEffectiveDateBusinessCenters(40942) > 0.

LegStreamFirstPeriodStartDateBusinessCenterGrp

Tag Name Req’d Description
40941 NoLegStreamFirstPeriodStartDateBusinessCenters N
→40269 LegStreamFirstPeriodStartDateBusinessCenter N Required if NoLegStreamFirstPeriodStartDateBusinessCenters(40941) > 0.

LegStreamGrp

Tag Name Req’d Description
40241 NoLegStreams N
→40242 LegStreamType N Required if NoLegStreams(40241) > 0.
→41700 LegStreamXID N
→40243 LegStreamDesc N
→42583 LegStreamVersion N
→42584 LegStreamVersionEffectiveDate N
→40244 LegStreamPaySide N
→40245 LegStreamReceiveSide N
→41702 LegStreamNotionalXIDRef N
→40246 LegStreamNotional N
→40247 LegStreamCurrency N
→42585 LegStreamNotionalDeterminationMethod N
→42586 LegStreamNotionalAdjustments N
→41703 LegStreamNotionalFrequencyPeriod N Conditionally required when LegStreamNotionalFrequencyUnit(41704) is specified.
→41704 LegStreamNotionalFrequencyUnit N Conditionally required when LegStreamNotionalFrequencyPeriod(41703) is specified.
→41705 LegStreamNotionalCommodityFrequency N
→41706 LegStreamNotionalUnitOfMeasure N
→41707 LegStreamTotalNotional N
→41708 LegStreamTotalNotionalUnitOfMeasure N
Component LegStreamCommodity N
Component LegStreamEffectiveDate N
Component LegStreamTerminationDate N
Component LegStreamCalculationPeriodDates N
Component LegPaymentStream N
Component LegPaymentScheduleGrp N
Component LegPaymentStubGrp N
Component LegDeliveryStream N
Component LegDeliveryScheduleGrp N
→40248 LegStreamText N
→40978 EncodedLegStreamTextLen N Must be set if EncodedLegStreamText(40979) field is specified and must immediately precede it.
→40979 EncodedLegStreamText N Encoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding(347) field.

LegStreamTerminationDate

Tag Name Req’d Description
40257 LegStreamTerminationDateUnadjusted N
40258 LegStreamTerminationDateBusinessDayConvention N When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream termination date.
Component LegStreamTerminationDateBusinessCenterGrp N When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream termination date.
40260 LegStreamTerminationDateRelativeTo N
40261 LegStreamTerminationDateOffsetPeriod N Conditionally required when LegStreamTerminationDateOffsetUnit(40262) is specified.
40262 LegStreamTerminationDateOffsetUnit N Conditionally required when LegStreamTerminationDateOffsetPeriod(40261) is specified.
40263 LegStreamTerminationDateOffsetDayType N
40264 LegStreamTerminationDateAdjusted N

LegStreamTerminationDateBusinessCenterGrp

Tag Name Req’d Description
40943 NoLegStreamTerminationDateBusinessCenters N
→40259 LegStreamTerminationDateBusinessCenter N Required if NoLegStreamTerminationDateBusinessCenters(40943) > 0.

LimitAmts

Tag Name Req’d Description
1630 NoLimitAmts N
→1631 LimitAmtType N Required when NoLimitAmts > 0
→1632 LastLimitAmt N Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0.
→1633 LimitAmtRemaining N Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0.
→2394 LimitUtilizationAmt N Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0.
→2395 LimitAmt N
→1634 LimitAmtCurrency N
→2396 LimitRole N

MarketDisruption

Tag Name Req’d Description
41087 MarketDisruptionProvision N
Component MarketDisruptionEventGrp N
41088 MarketDisruptionFallbackProvision N
Component MarketDisruptionFallbackGrp N
Component MarketDisruptionFallbackReferencePriceGrp N
41089 MarketDisruptionMaximumDays N
41090 MarketDisruptionMaterialityPercentage N If specified, the disruption event should be specified in MarketDisruptionEventGrp.
41091 MarketDisruptionMinimumFuturesContracts N Applicable only when MarketDisruptionEvent(41093)=’DeMinimisTrading’.

MarketDisruptionEventGrp

Tag Name Req’d Description
41092 NoMarketDisruptionEvents N
→41093 MarketDisruptionEvent N Required if NoMarketDisruptionEvents(41092) > 0.
→40991 MarketDisruptionValue N

MarketDisruptionFallbackGrp

Tag Name Req’d Description
41094 NoMarketDisruptionFallbacks N
→41095 MarketDisruptionFallbackType N Required if NoMarketDisruptionFallbacks(41094) > 0.
The sequence of entries specifies the order in which the fallback provisions should be applied.
→40992 MarketDisruptionFallbackValue N

MarketDisruptionFallbackReferencePriceGrp

Tag Name Req’d Description
41096 NoMarketDisruptionFallbackReferencePrices N
→41097 MarketDisruptionFallbackUnderlierType N Required if NoMarketDisruptionFallbackReferencePrices(41096) > 0.
→41098 MarketDisruptionFallbackUnderlierSecurityID N Conditionally required when MarketDisruptionFallbackUnderlyerSecurityIDSource(41099) is specified.
→41099 MarketDisruptionFallbackUnderlierSecurityIDSource N Conditionally required when MarketDisruptionFallbackUnderlierSecurityID(41098) is specified.
→41100 MarketDisruptionFallbackUnderlierSecurityDesc N
→41101 EncodedMarketDisruptionFallbackUnderlierSecurityDescLen N Must be set if EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field is specified and must immediately precede it
→41102 EncodedMarketDisruptionFallbackUnderlierSecurityDesc N Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding(347) field.
→41103 MarketDisruptionFallbackOpenUnits N
→41104 MarketDisruptionFallbackBasketCurrency N
→41105 MarketDisruptionFallbackBasketDivisor N

MatchingInstructions

Tag Name Req’d Description
1624 NoMatchInst N
→1625 MatchInst N Required if NoMatchInst > 0.
→1673 MatchInstMarketID N
→1626 MatchAttribTagID N Required if NoMatchInst > 0.
→1627 MatchAttribValue N Required if NoMatchInst > 0.

MiscFeesGrp

Tag Name Req’d Description
136 NoMiscFees N
→137 MiscFeeAmt N Required if NoMiscFees(136) > 0.
→138 MiscFeeCurr N
→139 MiscFeeType N Required if NoMiscFees(136) > 0.
→2712 MiscFeeQualifier N
Component MiscFeesSubGrp N
→891 MiscFeeBasis N
→2216 MiscFeeRate N
→2217 MiscFeeAmountDue N
→2713 MiscFeeDesc N

MiscFeesSubGrp

Tag Name Req’d Description
2633 NoMiscFeeSubTypes N
→2634 MiscFeeSubType N Required if NoMiscFeeSubTypes(2633) > 0.
→2635 MiscFeeSubTypeAmt N
→2636 MiscFeeSubTypeDesc N
→2637 EncodedMiscFeeSubTypeDescLen N Must be set if EncodedMiscFeeSubTypeDesc(2638) field is specified and must immediately precede it.
→2638 EncodedMiscFeeSubTypeDesc N Encoded (non-ASCII characters) representation of the MiscFeeSubTypeDesc(2636) field in the encoded format specified via the MessageEncoding(347) field.

NestedParties

Tag Name Req’d Description
539 NoNestedPartyIDs N
→524 NestedPartyID N Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.
→525 NestedPartyIDSource N Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.
→538 NestedPartyRole N Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.
→2384 NestedPartyRoleQualifier N
Component NstdPtysSubGrp N Repeating group of NestedParty sub-identifiers.

NestedParties2

Tag Name Req’d Description
756 NoNested2PartyIDs N
→757 Nested2PartyID N Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0.
→758 Nested2PartyIDSource N Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0.
→759 Nested2PartyRole N Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0.
→2381 Nested2PartyRoleQualifier N
Component NstdPtys2SubGrp N Repeating group of Nested2Party sub-identifiers.

NestedParties3

Tag Name Req’d Description
948 NoNested3PartyIDs N
→949 Nested3PartyID N Used to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0.
→950 Nested3PartyIDSource N Used to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0.
→951 Nested3PartyRole N Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0.
→2382 Nested3PartyRoleQualifier N
Component NstdPtys3SubGrp N Repeating group of Nested3Party sub-identifiers.

NstdPtys2SubGrp

Tag Name Req’d Description
806 NoNested2PartySubIDs N
→760 Nested2PartySubID N
→807 Nested2PartySubIDType N

NstdPtys3SubGrp

Tag Name Req’d Description
952 NoNested3PartySubIDs N
→953 Nested3PartySubID N
→954 Nested3PartySubIDType N

NstdPtysSubGrp

Tag Name Req’d Description
804 NoNestedPartySubIDs N
→545 NestedPartySubID N
→805 NestedPartySubIDType N

OptionExercise

Tag Name Req’d Description
41106 ExerciseDesc N
41107 EncodedExerciseDescLen N Must be set if EncodedExerciseDesc(41108) field is specified and must immediately precede it.
41108 EncodedExerciseDesc N Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding(347) field.
41109 AutomaticExerciseIndicator N
41110 AutomaticExerciseThresholdRate N
41111 ExerciseConfirmationMethod N
41112 ManualNoticeBusinessCenter N
41113 FallbackExerciseIndicator N
41114 LimitedRightToConfirmIndicator N
41115 ExerciseSplitTicketIndicator N
42590 SettlMethodElectingPartySide N
Component SettlMethodElectionDate N
Component OptionExerciseDates N
Component OptionExerciseExpiration N
Component OptionExerciseMakeWholeProvision N

OptionExerciseBusinessCenterGrp

Tag Name Req’d Description
41116 NoOptionExerciseBusinessCenters N
→41117 OptionExerciseBusinessCenter N Required if NoOptionExerciseBusinessCenters(41116) > 0.

OptionExerciseDateGrp

Tag Name Req’d Description
41137 NoOptionExerciseDates N
→41138 OptionExerciseDate N Required if NoOptionExerciseDates(41137) > 0.
→41139 OptionExerciseDateType N When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

OptionExerciseDates

Tag Name Req’d Description
41118 OptionExerciseBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise dates.
Component OptionExerciseBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise dates.
Component OptionExerciseDateGrp N
41119 OptionExerciseEarliestDateOffsetDayType N
41120 OptionExerciseEarliestDateOffsetPeriod N Conditionally required when OptionExerciseEarliestDateUnit(41121) is specified.
41121 OptionExerciseEarliestDateOffsetUnit N Conditionally required when OptionExerciseEarliestDatePeriod(41120) is specified.
41122 OptionExerciseFrequencyPeriod N Conditionally required when OptionExerciseFrequencyUnit(41123) is specified.
41123 OptionExerciseFrequencyUnit N Conditionally required when OptionExerciseFrequencyPeriod(41122) is specified.
41124 OptionExerciseStartDateUnadjusted N
41125 OptionExerciseStartDateRelativeTo N
41126 OptionExerciseStartDateOffsetPeriod N Conditionally required when OptionExerciseStartDateOffsetUnit(41127) is specified.
41127 OptionExerciseStartDateOffsetUnit N Conditionally required when OptionExerciseStartDateOffsetPeriod(41126) is specified.
41128 OptionExerciseStartDateOffsetDayType N
41129 OptionExerciseStartDateAdjusted N
41130 OptionExerciseSkip N
41131 OptionExerciseNominationDeadline N
41132 OptionExerciseFirstDateUnadjusted N
41133 OptionExerciseLastDateUnadjusted N
41134 OptionExerciseEarliestTime N
41135 OptionExerciseLatestTime N
41136 OptionExerciseTimeBusinessCenter N

OptionExerciseExpiration

Tag Name Req’d Description
41142 OptionExerciseExpirationDateBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise expiration dates.
Component OptionExerciseExpirationDateBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise expiration dates.
Component OptionExerciseExpirationDateGrp N
41143 OptionExerciseExpirationDateRelativeTo N
41144 OptionExerciseExpirationDateOffsetPeriod N Conditionally required when OptionExerciseExpirationDateOffsetUnit(41145) is specified.
41145 OptionExerciseExpirationDateOffsetUnit N Conditionally required when OptionExerciseExpirationDateOffsetPeriod(41144) is specified.
41146 OptionExerciseExpirationFrequencyPeriod N Conditionally required when OptionExerciseExpirationFrequencyUnit(41147) is specified.
41147 OptionExerciseExpirationFrequencyUnit N Conditionally required when OptionExerciseExpirationFrequencyPeriod(41146) is specified.
41148 OptionExerciseExpirationRollConvention N When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the option expiration dates and times.
41149 OptionExerciseExpirationDateOffsetDayType N
41150 OptionExerciseExpirationTime N
41151 OptionExerciseExpirationTimeBusinessCenter N

OptionExerciseExpirationDateBusinessCenterGrp

Tag Name Req’d Description
41140 NoOptionExerciseExpirationDateBusinessCenters N
→41141 OptionExerciseExpirationDateBusinessCenter N Required if NoOptionExerciseExpirationDateBusinessCenters(41140) > 0.

OptionExerciseExpirationDateGrp

Tag Name Req’d Description
41152 NoOptionExerciseExpirationDates N
→41153 OptionExerciseExpirationDate N Required if NoOptionExpirationDates(41152) > 0.
→41154 OptionExerciseExpirationDateType N When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

OptionExerciseMakeWholeProvision

Tag Name Req’d Description
42591 MakeWholeDate N
42592 MakeWholeAmount N
42593 MakeWholeBenchmarkCurveName N
42594 MakeWholeBenchmarkCurvePoint N
42595 MakeWholeRecallSpread N
42596 MakeWholeBenchmarkQuote N
42597 MakeWholeInterpolationMethod N

OrderAttributeGrp

Tag Name Req’d Description
2593 NoOrderAttributes N
→2594 OrderAttributeType N Required if NoOrderAttributes(2593) > 0.
→2595 OrderAttributeValue N Required if NoOrderAttributes(2593) > 0.

OrderQtyData

Tag Name Req’d Description
38 OrderQty N One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.
152 CashOrderQty N One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate monetary quantity for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages.
516 OrderPercent N For CIV – Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.
468 RoundingDirection N For CIV – Optional
469 RoundingModulus N For CIV – Optional

Parties

Tag Name Req’d Description
453 NoPartyIDs N
→448 PartyID N Required if NoPartyIDs(453) > 0.
Identification of the party.
→447 PartyIDSource N Required if NoPartyIDs(453) > 0.
Used to identify classification source.
→452 PartyRole N Required if NoPartyIDs(453) > 0.
Identifies the type of PartyID(448).
→2376 PartyRoleQualifier N
Component PtysSubGrp N Repeating group of Party sub-identifiers.

PartyDetailAltIDGrp

Tag Name Req’d Description
1516 NoPartyDetailAltID N
→1517 PartyDetailAltID N Required when NoPartyDetailAltID > 0.
→1518 PartyDetailAltIDSource N Required when NoPartyDetailAltID > 0.
Component PartyDetailAltSubGrp N

PartyDetailAltSubGrp

Tag Name Req’d Description
1519 NoPartyDetailAltSubIDs N
→1520 PartyDetailAltSubID N Required when NoPartyDetailAltSubIDs > 0.
→1521 PartyDetailAltSubIDType N Required when NoPartyDetailAltSubIDs > 0.

PartyDetailGrp

Tag Name Req’d Description
1671 NoPartyDetails N
→1691 PartyDetailID N The identification of the party. Required when NoPartyDetails(1671) > 0.
→1692 PartyDetailIDSource N Used to identify source of PartyID value (e.g. BIC). Required when NoPartyDetails(1671) > 0.
→1693 PartyDetailRole N Identifies the type of PartyID (e.g. Executing Broker). Required when NoPartyDetails(1671) > 0.
→1674 PartyDetailRoleQualifier N
Component PartyDetailSubGrp N
Component PartyDetailAltIDGrp N Optionally used to specify alternate IDs to identify the party specified.
Component RelatedPartyDetailGrp N May not be specified in PartyDetailsListUpdateReport(35=CK) if ListUpdateAction(1324) = D(Delete)
→1672 PartyDetailStatus N

PartyDetailSubGrp

Tag Name Req’d Description
1694 NoPartyDetailSubIDs N
→1695 PartyDetailSubID N Required when NoPartyDetailSubIDs > 0.
→1696 PartyDetailSubIDType N Required when NoPartyDetailSubIDs > 0.

PartyRelationshipGrp

Tag Name Req’d Description
1514 NoPartyRelationships N
→1515 PartyRelationship N Identifies the type of party relationship requested. Required if NoPartyRelationships > 0.

PaymentBusinessCenterGrp

Tag Name Req’d Description
40944 NoPaymentBusinessCenters N
→40221 PaymentBusinessCenter N Required if NoPaymentBusinessCenters(40944) > 0.

PaymentGrp

Tag Name Req’d Description
40212 NoPayments N
→40213 PaymentType N Required if NoPayments(40212) > 0.
→40993 PaymentSubType N
→40214 PaymentPaySide N
→40215 PaymentReceiveSide N
→43087 PaymentDesc N
→40216 PaymentCurrency N
→40217 PaymentAmount N Either PaymentAmount(40217), PaymentFixedRate(43097) or PaymentRFloatingRateIndex(43098) must be specified.
→42598 PaymentAmountRelativeTo N
→42599 PaymentAmountDeterminationMethod N
→43097 PaymentFixedRate N Either PaymentAmount(40217), PaymentFixedRate(43097) or PaymentFloatingRateIndex(43098) must be specified.
→43098 PaymentFloatingRateIndex N Either PaymentAmount(40217), PaymentFixedRate(43097) or PaymentFloatingRateIndex(43098) must be specified.
→43100 PaymentFloatingRateIndexCurveUnit N Conditionally required when PaymentFloatingRateIndexCurvePeriod(43099) is specified.
→43099 PaymentFloatingRateIndexCurvePeriod N Conditionally required when PaymentFloatingRateIndexCurveUnit(43100) is specified.
→43101 PaymentFloatingRateSpread N Conditionally required when PaymentFloatingRateIndex(43098) is specified and the spread to the index is not zero. When the spread to the index is zero this may be omitted.
→43105 PaymentRateResetFrequencyUnit N Conditionally required when PaymentRateResetFrequencyPeriod(43104) is specified.
→43104 PaymentRateResetFrequencyPeriod N Conditionally required when PaymentRateResetFrequencyUnit(43105) is specified.
→43103 PaymentFrequencyUnit N Conditionally required when PaymentFrequencyPeriod(43102) is specified.
→43102 PaymentFrequencyPeriod N Conditionally required when PaymentFrequencyUnitPeriod(43103) is specified.
→40218 PaymentPrice N
→40919 PaymentPriceType N
→41155 PaymentUnitOfMeasure N
→40219 PaymentDateUnadjusted N
→40220 PaymentBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment information.
Component PaymentBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment information.
→41156 PaymentDateRelativeTo N
→41157 PaymentDateOffsetPeriod N Conditionally required when PaymentDateOffsetUnit(41158) is specified.
→41158 PaymentDateOffsetUnit N Conditionally required when PaymentDateOffsetPeriod(41157) is specified.
→41159 PaymentDateOffsetDayType N
→40222 PaymentDateAdjusted N
→41160 PaymentForwardStartType N
→40224 PaymentDiscountFactor N
→40225 PaymentPresentValueAmount N
→40226 PaymentPresentValueCurrency N
→40227 PaymentSettlStyle N
→492 PaymentMethod N
Component PaymentSettlGrp N
→41304 PaymentLegRefID N Used to link a payment back to its parent InstrumentLeg by using the same value as the parent’s LegID(1788).
→40229 PaymentText N
→40984 EncodedPaymentTextLen N Must be set if EncodedPaymentText(40985) field is specified and must immediately precede it.
→40985 EncodedPaymentText N Encoded (non-ASCII characters) representation of the PaymentText(40229) field in the encoded format specified via the MessageEncoding(347) field.

PaymentScheduleFixingDateBusinessCenterGrp

Tag Name Req’d Description
40977 NoPaymentScheduleFixingDateBusinessCenters N
→40854 PaymentScheduleFixingDateBusinessCenter N Required if NoPaymentScheduleFixingDateBusinessCenters(40944) > 0.

PaymentScheduleFixingDayGrp

Tag Name Req’d Description
41161 NoPaymentScheduleFixingDays N
→41162 PaymentScheduleFixingDayOfWeek N Required if NoPaymentScheduleFixingDays(41161) > 0.
→41163 PaymentScheduleFixingDayNumber N

PaymentScheduleGrp

Tag Name Req’d Description
40828 NoPaymentSchedules N
→40829 PaymentScheduleType N Required if NoPaymentSchedules(40828) > 0.
→41164 PaymentScheduleXID N
→41165 PaymentScheduleXIDRef N
→40830 PaymentScheduleStubType N
→40831 PaymentScheduleStartDateUnadjusted N
→40832 PaymentScheduleEndDateUnadjusted N
→40833 PaymentSchedulePaySide N
→40834 PaymentScheduleReceiveSide N
→40835 PaymentScheduleNotional N
→40836 PaymentScheduleCurrency N
→40837 PaymentScheduleRate N
→40838 PaymentScheduleRateMultiplier N
→40839 PaymentScheduleRateSpread N
→41166 PaymentScheduleRateCurrency N
→41167 PaymentScheduleRateUnitOfMeasure N
→41168 PaymentScheduleRateConversionFactor N
→41169 PaymentScheduleRateSpreadType N
→40840 PaymentScheduleRateSpreadPositionType N
→40841 PaymentScheduleRateTreatment N
→40842 PaymentScheduleFixedAmount N
→40843 PaymentScheduleFixedCurrency N
→41170 PaymentScheduleSettlPeriodPrice N
→41171 PaymentScheduleSettlPeriodPriceCurrency N
→41172 PaymentScheduleSettlPeriodPriceUnitOfMeasure N
→41173 PaymentScheduleStepUnitOfMeasure N
→40844 PaymentScheduleStepFrequencyPeriod N Conditionally required when PaymentScheduleStepFrequencyUnit(40845) is specified.
→40845 PaymentScheduleStepFrequencyUnit N Conditionally required when PaymentScheduleStepFrequencyPeriod(40844) is specified.
→40846 PaymentScheduleStepOffsetValue N
→40847 PaymentScheduleStepRate N
→40848 PaymentScheduleStepOffsetRate N
→40849 PaymentScheduleStepRelativeTo N
Component PaymentScheduleRateSourceGrp N
→40850 PaymentScheduleFixingDateUnadjusted N
→40851 PaymentScheduleWeight N
→40852 PaymentScheduleFixingDateRelativeTo N
→40853 PaymentScheduleFixingDateBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule.
Component PaymentScheduleFixingDateBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule.
→40855 PaymentScheduleFixingDateOffsetPeriod N Conditionally required when PaymentScheduleFixingDateOffsetUnit(40856) is specified.
→40856 PaymentScheduleFixingDateOffsetUnit N Conditionally required when PaymentScheduleFixingDateOffsetPeriod(40855) is specified.
→40857 PaymentScheduleFixingDateOffsetDayType N
→41174 PaymentScheduleFixingDayDistribution N
→41175 PaymentScheduleFixingDayCount N
→40858 PaymentScheduleFixingDateAdjusted N
Component PaymentScheduleFixingDayGrp N
→41176 PaymentScheduleFixingLagPeriod N Conditionally required when PaymentScheduleFixingLagUnit(41177) is specified.
→41177 PaymentScheduleFixingLagUnit N Conditionally required when PaymentScheduleFixingLagPeriod(41176) is specified.
→41178 PaymentScheduleFixingFirstObservationDateOffsetPeriod N Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetUnit(41179) is specified.
→41179 PaymentScheduleFixingFirstObservationDateOffsetUnit N Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetPeriod(41178) is specified.
→40859 PaymentScheduleFixingTime N
→40860 PaymentScheduleFixingTimeBusinessCenter N
→40861 PaymentScheduleInterimExchangePaymentDateRelativeTo N
→40862 PaymentScheduleInterimExchangeDatesBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule.
Component PaymentScheduleInterimExchangeDateBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule.
→40864 PaymentScheduleInterimExchangeDatesOffsetPeriod N Conditionally required when PaymentScheduleInterimExchangeDatesOffsetUnit(40865) is specified.
→40865 PaymentScheduleInterimExchangeDatesOffsetUnit N Conditionally required when PaymentScheduleInterimExchangeDatesOffsetPeriod(40864) is specified.
→40866 PaymentScheduleInterimExchangeDatesOffsetDayType N
→40867 PaymentScheduleInterimExchangeDateAdjusted N

PaymentScheduleInterimExchangeDateBusinessCenterGrp

Tag Name Req’d Description
40945 NoPaymentScheduleInterimExchangeDateBusinessCenters N
→40863 PaymentScheduleInterimExchangeDatesBusinessCenter N Required if NoPaymentScheduleInterimExchangeDateBusinessCenters(40945) > 0.

PaymentScheduleRateSourceGrp

Tag Name Req’d Description
40868 NoPaymentScheduleRateSources N
→40869 PaymentScheduleRateSource N Required if NoPaymentScheduleRateSources(40868) > 0.
→40870 PaymentScheduleRateSourceType N Required if NoPaymentScheduleRateSources(40868) > 0.
→40871 PaymentScheduleReferencePage N Conditionally required when PaymentScheduleRateSource(40869) = 99 (Other)

PaymentSettlGrp

Tag Name Req’d Description
40230 NoPaymentSettls N
→40231 PaymentSettlAmount N Required if NoPaymentSettls(40230) > 0.
→40232 PaymentSettlCurrency N
Component PaymentSettlParties N

PaymentSettlParties

Tag Name Req’d Description
40233 NoPaymentSettlPartyIDs N
→40234 PaymentSettlPartyID N Required if NoPaymentSettlPartyIDs(40233) > 0.
→40235 PaymentSettlPartyIDSource N Required if NoPaymentSettlPartyIDs(40233) > 0.
→40236 PaymentSettlPartyRole N Required if NoPaymentSettlPartyIDs(40233) > 0.
→40237 PaymentSettlPartyRoleQualifier N
Component PaymentSettlPtysSubGrp N

PaymentSettlPtysSubGrp

Tag Name Req’d Description
40238 NoPaymentSettlPartySubIDs N
→40239 PaymentSettlPartySubID N Required if NoPaymentSettlPartySubIDs(40238) > 0.
→40240 PaymentSettlPartySubIDType N Required if NoPaymentSettlPartySubIDs(40238) > 0.

PaymentStream

Tag Name Req’d Description
40738 PaymentStreamType N
40739 PaymentStreamMarketRate N
40740 PaymentStreamDelayIndicator N
42600 PaymentStreamCashSettlIndicator N
40741 PaymentStreamSettlCurrency N
40742 PaymentStreamDayCount N
43106 PaymentStreamOtherDayCount N May be used to specify a count method not listed in PaymentStreamDayCount(40742).
40743 PaymentStreamAccrualDays N
40744 PaymentStreamDiscountType N
40745 PaymentStreamDiscountRate N
40746 PaymentStreamDiscountRateDayCount N
40747 PaymentStreamCompoundingMethod N
42601 PaymentStreamCompoundingXIDRef N Mutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingFloatingRate component.
42602 PaymentStreamCompoundingSpread N
42603 PaymentStreamInterpolationMethod N
42604 PaymentStreamInterpolationPeriod N
40748 PaymentStreamInitialPrincipalExchangeIndicator N
40749 PaymentStreamInterimPrincipalExchangeIndicator N
40750 PaymentStreamFinalPrincipalExchangeIndicator N
41180 PaymentStreamFlatRateIndicator N
41181 PaymentStreamFlatRateAmount N
41182 PaymentStreamFlatRateCurrency N
41183 PaymentStreamMaximumPaymentAmount N
41184 PaymentStreamMaximumPaymentCurrency N
41185 PaymentStreamMaximumTransactionAmount N
41186 PaymentStreamMaximumTransactionCurrency N
Component PaymentStreamPaymentDates N
Component PaymentStreamResetDates N
Component PaymentStreamFixedRate N
Component PaymentStreamFloatingRate N
42605 PaymentStreamCompoundingFixedRate N Mutually exclusive with PaymentStreamCompoundingXIDRef(42601) or the PaymentStreamCompoundingFloatingRate component.
Component PaymentStreamCompoundingFloatingRate N Mutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingXIDRef(42601).
Component PaymentStreamCompoundingDates N
Component PaymentStreamNonDeliverableSettlTerms N

PaymentStreamCompoundingDateGrp

Tag Name Req’d Description
42606 NoPaymentStreamCompoundingDates N
→42607 PaymentStreamCompoundingDate N Required if NoPaymentStreamCompoundingDates(42606) > 0.
→42608 PaymentStreamCompoundingDateType N When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.

PaymentStreamCompoundingDates

Tag Name Req’d Description
42609 PaymentStreamCompoundingDatesBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream compounding dates.
Component PaymentStreamCompoundingDatesBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream compounding dates.
Component PaymentStreamCompoundingDateGrp N
42610 PaymentStreamCompoundingDatesRelativeTo N
42611 PaymentStreamCompoundingDatesOffsetPeriod N Conditionally required when PaymentStreamCompoundingDatesOffsetUnit(42612) is specified.
42612 PaymentStreamCompoundingDatesOffsetUnit N Conditionally required when PaymentCompoundingDatesOffsetPeriod(42611) is specified.
42613 PaymentStreamCompoundingDatesOffsetDayType N
42614 PaymentStreamCompoundingPeriodSkip N
Component PaymentStreamCompoundingStartDate N
Component PaymentStreamCompoundingEndDate N
42615 PaymentStreamCompoundingFrequencyPeriod N Conditionally required when PayamentStreamCompoundingFrequencyUnit(42616) is specified.
42616 PaymentStreamCompoundingFrequencyUnit N Conditionally required when PayamentStreamCompoundingFrequencyPeriod(42615) is specified.
42617 PaymentStreamCompoundingRollConvention N When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream compounding dates.
42618 PaymentStreamBoundsFirstDateUnadjusted N
42619 PaymentStreamBoundsLastDateUnadjusted N

PaymentStreamCompoundingDatesBusinessCenterGrp

Tag Name Req’d Description
42620 NoPaymentStreamCompoundingDatesBusinessCenters N
→42621 PaymentStreamCompoundingDatesBusinessCenter N Required if NoPaymentStreamCompoundingDatesBusinessCenters(42620) > 0.

PaymentStreamCompoundingEndDate

Tag Name Req’d Description
42622 PaymentStreamCompoundingEndDateUnadjusted N
42623 PaymentStreamCompoundingEndDateRelativeTo N
42624 PaymentStreamCompoundingEndDateOffsetPeriod N Conditionally required when PaymentStreamCompoundingEndDateOffsetUnit(42625) is specified.
42625 PaymentStreamCompoundingEndDateOffsetUnit N Conditionally required when PaymentStreamCompoundingEndDateOffsetPeriod(42624) is specified.
42626 PaymentStreamCompoundingEndDateOffsetDayType N
42627 PaymentStreamCompoundingEndDateAdjusted N

PaymentStreamCompoundingFloatingRate

Tag Name Req’d Description
42628 PaymentStreamCompoundingRateIndex N
42629 PaymentStreamCompoundingRateIndexCurvePeriod N Conditionally required if PaymentStreamCompoundingRateIndexCurveUnit(42630) is specified.
42630 PaymentStreamCompoundingRateIndexCurveUnit N Conditionally required if PaymentStreamCompoundingRateIndexCurvePeriod(42629) is specified.
42631 PaymentStreamCompoundingRateMultiplier N
42632 PaymentStreamCompoundingRateSpread N
42633 PaymentStreamCompoundingRateSpreadPositionType N
42634 PaymentStreamCompoundingRateTreatment N
42635 PaymentStreamCompoundingCapRate N
42636 PaymentStreamCompoundingCapRateBuySide N
42637 PaymentStreamCompoundingCapRateSellSide N
42638 PaymentStreamCompoundingFloorRate N
42639 PaymentStreamCompoundingFloorRateBuySide N
42640 PaymentStreamCompoundingFloorRateSellSide N
42641 PaymentStreamCompoundingInitialRate N
42642 PaymentStreamCompoundingFinalRateRoundingDirection N
42643 PaymentStreamCompoundingFinalRatePrecision N
42644 PaymentStreamCompoundingAveragingMethod N
42645 PaymentStreamCompoundingNegativeRateTreatment N

PaymentStreamCompoundingStartDate

Tag Name Req’d Description
42646 PaymentStreamCompoundingStartDateUnadjusted N
42647 PaymentStreamCompoundingStartDateRelativeTo N
42648 PaymentStreamCompoundingStartDateOffsetPeriod N Conditionally required when PaymentStreamCompoundingStartDateOffsetUnit(42649) is specified.
42649 PaymentStreamCompoundingStartDateOffsetUnit N Conditionally required when PaymentStreamCompoundingStartDateOffsetPeriod(42648) is specified.
42650 PaymentStreamCompoundingStartDateOffsetDayType N
42651 PaymentStreamCompoundingStartDateAdjusted N

PaymentStreamFinalPricePaymentDate

Tag Name Req’d Description
42654 PaymentStreamFinalPricePaymentDateUnadjusted N
42655 PaymentStreamFinalPricePaymentDateRelativeTo N
42656 PaymentStreamFinalPricePaymentDateOffsetfPeriod N Conditionally required when PaymentStreamFinalPricePaymentDateOffsetUnit(42657) is specified.
42657 PaymentStreamFinalPricePaymentDateOffsetUnit N Conditionally required when PaymentStreamFinalPricePaymentDateOffsetPeriod(42656) is specified.
42658 PaymentStreamFinalPricePaymentDateOffsetDayType N
42659 PaymentStreamFinalPricePaymentDateAdjusted N

PaymentStreamFixedRate

Tag Name Req’d Description
40784 PaymentStreamRate N Mutually exclusive with PaymentStreamFixedAmount(40785).
40785 PaymentStreamFixedAmount N Mutually exclusive with PaymentStreamRate(40784).
40786 PaymentStreamRateOrAmountCurrency N
41187 PaymentStreamFixedAmountUnitOfMeasure N
41188 PaymentStreamTotalFixedAmount N
40787 PaymentStreamFutureValueNotional N
40788 PaymentStreamFutureValueDateAdjusted N
41189 PaymentStreamWorldScaleRate N
41190 PaymentStreamContractPrice N
41191 PaymentStreamContractPriceCurrency N

PaymentStreamFixingDateBusinessCenterGrp

Tag Name Req’d Description
40950 NoPaymentStreamFixingDateBusinessCenters N
→40776 PaymentStreamFixingDateBusinessCenter N Required if NoPaymentStreamFixingDateBusinessCenters(40950) > 0.

PaymentStreamFixingDateGrp

Tag Name Req’d Description
42660 NoPaymentStreamFixingDates N
→42661 PaymentStreamFixingDate N Required if NoPaymentStreamFixingDates(42660) > 0.
→42662 PaymentStreamFixingDateType N When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.

PaymentStreamFloatingRate

Tag Name Req’d Description
40789 PaymentStreamRateIndex N
40790 PaymentStreamRateIndexSource N
43090 PaymentStreamRateIndexID N Conditionally required when PaymentStreamRateIndexIDSource(43091) is specified.
43091 PaymentStreamRateIndexIDSource N Conditionally required when PaymentStreamRateIndexID(43090) is specified.
40791 PaymentStreamRateIndexCurveUnit N Conditionally required when PaymentStreamRateIndexCurvePeriod(40792) is specified.
40792 PaymentStreamRateIndexCurvePeriod N Conditionally required when PaymentStreamRateIndexCurveUnit(40791) is specified.
41194 PaymentStreamRateIndex2CurvePeriod N Conditionally required when PaymentStreamRateIndexCurveUnit2(41195) is specified.
41195 PaymentStreamRateIndex2CurveUnit N Conditionally required when PaymentStreamRateIndexCurvePeriod2(41194) is specified.
41196 PaymentStreamRateIndexLocation N
41197 PaymentStreamRateIndexLevel N
41198 PaymentStreamRateIndexUnitOfMeasure N
41199 PaymentStreamSettlLevel N
41200 PaymentStreamReferenceLevel N
41201 PaymentStreamReferenceLevelUnitOfMeasure N
41202 PaymentStreamReferenceLevelEqualsZeroIndicator N
40793 PaymentStreamRateMultiplier N
40794 PaymentStreamRateSpread N
41203 PaymentStreamRateSpreadCurrency N
41204 PaymentStreamRateSpreadUnitOfMeasure N
41205 PaymentStreamRateConversionFactor N
41206 PaymentStreamRateSpreadType N
40795 PaymentStreamRateSpreadPositionType N
40796 PaymentStreamRateTreatment N
40797 PaymentStreamCapRate N
40798 PaymentStreamCapRateBuySide N
40799 PaymentStreamCapRateSellSide N
40800 PaymentStreamFloorRate N
40801 PaymentStreamFloorRateBuySide N
40802 PaymentStreamFloorRateSellSide N
40803 PaymentStreamInitialRate N
41207 PaymentStreamLastResetRate N
41208 PaymentStreamFinalRate N
40804 PaymentStreamFinalRateRoundingDirection N
40805 PaymentStreamFinalRatePrecision N
40806 PaymentStreamAveragingMethod N
40807 PaymentStreamNegativeRateTreatment N
41209 PaymentStreamCalculationLagPeriod N Conditionally required when PaymentStreamCalculationLagUnit(41210) is specified.
41210 PaymentStreamCalculationLagUnit N Conditionally required when PaymentStreamCalculationLagPeriod(41209) is specified.
42663 PaymentStreamFirstObservationDateUnadjusted N
42664 PaymentStreamFirstObservationDateRelativeTo N
42665 PaymentStreamFirstObservationDateOffsetDayType N
41211 PaymentStreamFirstObservationDateOffsetPeriod N Conditionally required when PaymentStreamFirstObservationOffsetUnit(41212) is specified.
41212 PaymentStreamFirstObservationDateOffsetUnit N Conditionally required when PaymentStreamFirstObservationOffsetPeriod(41211) is specified.
42666 PaymentStreamFirstObservationDateAdjusted N
41213 PaymentStreamPricingDayType N
41214 PaymentStreamPricingDayDistribution N
41215 PaymentStreamPricingDayCount N
41216 PaymentStreamPricingBusinessCalendar N
41217 PaymentStreamPricingBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates.
Component PaymentStreamPricingBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates.
Component PaymentStreamPricingDayGrp N
Component PaymentStreamPricingDateGrp N
40808 PaymentStreamInflationLagPeriod N Conditionally required when PaymentStreamInflationLagUnit(40809) is specified.
40809 PaymentStreamInflationLagUnit N Conditionally required when PaymentStreamInflationLagPeriod(40808) is specified.
40810 PaymentStreamInflationLagDayType N
40811 PaymentStreamInflationInterpolationMethod N
40812 PaymentStreamInflationIndexSource N
40813 PaymentStreamInflationPublicationSource N
40814 PaymentStreamInflationInitialIndexLevel N
40815 PaymentStreamInflationFallbackBondApplicable N
40816 PaymentStreamFRADiscounting N
42667 PaymentStreamUnderlierRefID N
Component PaymentStreamFormula N
Component DividendConditions N
42668 ReturnRateNotionalReset N
Component ReturnRateGrp N
42669 PaymentStreamLinkInitialLevel N
42670 PaymentStreamLinkClosingLevelIndicator N
42671 PaymentStreamLinkExpiringLevelIndicator N
42672 PaymentStreamLinkEstimatedTradingDays N
42673 PaymentStreamLinkStrikePrice N
42674 PaymentStreamLinkStrikePriceType N
42675 PaymentStreamLinkMaximumBoundary N
42676 PaymentStreamLinkMinimumBoundary N
42677 PaymentStreamLinkNumberOfDataSeries N
42678 PaymentStreamVarianceUnadjustedCap N
42679 PaymentStreamRealizedVarianceMethod N
42680 PaymentStreamDaysAdjustmentIndicator N
42681 PaymentStreamNearestExchangeContractRefID N
42682 PaymentStreamVegaNotionalAmount N

PaymentStreamFormula

Tag Name Req’d Description
42686 PaymentStreamFormulaCurrency N
42687 PaymentStreamFormulaCurrencyDeterminationMethod N
42688 PaymentStreamFormulaReferenceAmount N
Component PaymentStreamFormulaMathGrp N
Component PaymentStreamFormulaImage N

PaymentStreamFormulaImage

Tag Name Req’d Description
42652 PaymentStreamFormulaImageLength N Conditionally required when PaymentStreamFormulaImage(42653) is specified.
42653 PaymentStreamFormulaImage N Conditionally required when PaymentStreamFormulaImageLength(42652) is specified.

PaymentStreamFormulaMathGrp

Tag Name Req’d Description
42683 NoPaymentStreamFormulas N
→43109 PaymentStreamFormulaLength N Required if NoPaymentStreamFormulas(42683) > 0.
→42684 PaymentStreamFormula N Required if NoPaymentStreamFormulas(42683) > 0.
→42685 PaymentStreamFormulaDesc N

PaymentStreamInitialFixingDateBusinessCenterGrp

Tag Name Req’d Description
40949 NoPaymentStreamInitialFixingDateBusinessCenters N
→40769 PaymentStreamInitialFixingDateBusinessCenter N Required if NoPaymentStreamInitialFixindDateBusinessCenters(40949) > 0.

PaymentStreamNonDeliverableFixingDateGrp

Tag Name Req’d Description
40825 NoNonDeliverableFixingDates N
→40826 NonDeliverableFixingDate N Required if NoNonDeliverableFixingDates(40825) > 0.
→40827 NonDeliverableFixingDateType N When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp

Tag Name Req’d Description
40946 NoPaymentStreamNonDeliverableFixingDatesBusinessCenters N
→40819 PaymentStreamNonDeliverableFixingDatesBusinessCenter N Required if NoPaymentStreamNonDeliverableFixingDatesBusinessCenters(40946) > 0.

PaymentStreamNonDeliverableSettlRateSource

Tag Name Req’d Description
40371 PaymentStreamNonDeliverableSettlRateSource N
40372 PaymentStreamNonDeliverableSettlReferencePage N Conditionally required when PaymentStreamNonDeliverableSettlRateSource(40371) = 3 (ISDA Settlement Rate Option) or 99 (Other).

PaymentStreamNonDeliverableSettlTerms

Tag Name Req’d Description
40817 PaymentStreamNonDeliverableRefCurrency N
40818 PaymentStreamNonDeliverableFixingDatesBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream’s non-deliverable fixing dates.
Component PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream’s non-deliverable fixing dates.
40820 PaymentStreamNonDeliverableFixingDatesRelativeTo N
40821 PaymentStreamNonDeliverableFixingDatesOffsetPeriod N Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetUnit(40822) is specified.
40822 PaymentStreamNonDeliverableFixingDatesOffsetUnit N Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetPeriod(40821) is specified.
40823 PaymentStreamNonDeliverableFixingDatesOffsetDayType N
Component PaymentStreamNonDeliverableSettlRateSource N
Component PaymentStreamNonDeliverableFixingDateGrp N
Component SettlRateDisruptionFallbackGrp N

PaymentStreamPaymentDateBusinessCenterGrp

Tag Name Req’d Description
40947 NoPaymentStreamPaymentDateBusinessCenters N
→40752 PaymentStreamPaymentDateBusinessCenter N Required if NoPaymentStreamPaymentDateBusinessCenters(40947) > 0.

PaymentStreamPaymentDateGrp

Tag Name Req’d Description
41220 NoPaymentStreamPaymentDates N
→41221 PaymentStreamPaymentDate N Required if NoPaymentStreamPaymentDates(41220) > 0.
→41222 PaymentStreamPaymentDateType N When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

PaymentStreamPaymentDates

Tag Name Req’d Description
40751 PaymentStreamPaymentDateBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream’s payment dates.
Component PaymentStreamPaymentDateBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream’s payment dates.
Component PaymentStreamPaymentDateGrp N
40753 PaymentStreamPaymentFrequencyPeriod N Conditionally required when PaymentStreamPaymentFrequencyUnit(40754) is specified.
40754 PaymentStreamPaymentFrequencyUnit N Conditionally required when PaymentStreamPaymentFrequencyPeriod(40753) is specified.
40755 PaymentStreamPaymentRollConvention N When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream payment dates
40756 PaymentStreamFirstPaymentDateUnadjusted N
40757 PaymentStreamLastRegularPaymentDateUnadjusted N
40758 PaymentStreamPaymentDateRelativeTo N
40759 PaymentStreamPaymentDateOffsetPeriod N Conditionally required when PaymentStreamPaymentDateOffsetUnit(40760) is specified.
40760 PaymentStreamPaymentDateOffsetUnit N Conditionally required when PaymentStreamPaymentDateOffsetPeriod(40759) is specified.
40920 PaymentStreamPaymentDateOffsetDayType N
41223 PaymentStreamMasterAgreementPaymentDatesIndicator N
Component PaymentStreamFinalPricePaymentDate N

PaymentStreamPricingBusinessCenterGrp

Tag Name Req’d Description
41192 NoPaymentStreamPricingBusinessCenters N
→41193 PaymentStreamPricingBusinessCenter N Required if NoPaymentStreamPricingBusinessCenters(41192) > 0.

PaymentStreamPricingDateGrp

Tag Name Req’d Description
41224 NoPaymentStreamPricingDates N
→41225 PaymentStreamPricingDate N Required if NoPaymentStreamPricingDates(41224) > 0.
→41226 PaymentStreamPricingDateType N When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

PaymentStreamPricingDayGrp

Tag Name Req’d Description
41227 NoPaymentStreamPricingDays N
→41228 PaymentStreamPricingDayOfWeek N Required if NoPaymentStreamPricingDays(41227) > 0.
→41229 PaymentStreamPricingDayNumber N

PaymentStreamResetDateBusinessCenterGrp

Tag Name Req’d Description
40948 NoPaymentStreamResetDateBusinessCenters N
→40763 PaymentStreamResetDateBusinessCenter N Required if NoPaymentStreamResetDateBusinessCenters(40948) > 0.

PaymentStreamResetDates

Tag Name Req’d Description
40761 PaymentStreamResetDateRelativeTo N
40762 PaymentStreamResetDateBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream’s reset dates.
Component PaymentStreamResetDateBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream’s reset dates.
40764 PaymentStreamResetFrequencyPeriod N Conditionally required when PaymentStreamResetFrequencyUnit(40765) is specified.
40765 PaymentStreamResetFrequencyUnit N Conditionally required when PaymentStreamResetFrequencyPeriod(40764) is specified.
40766 PaymentStreamResetWeeklyRollConvention N When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream floating rate reset dates.
40767 PaymentStreamInitialFixingDateRelativeTo N
40768 PaymentStreamInitialFixingDateBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream’s reset dates.
Component PaymentStreamInitialFixingDateBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream’s reset dates.
40770 PaymentStreamInitialFixingDateOffsetPeriod N Conditionally required when PaymentStreamInitialFixingDateOffsetUnit(40771) is specified.
40771 PaymentStreamInitialFixingDateOffsetUnit N Conditionally required when PaymentStreamInitialFixingDateOffsetPeriod(40770) is specified.
40772 PaymentStreamInitialFixingDateOffsetDayType N
40773 PaymentStreamInitialFixingDateAdjusted N
40774 PaymentStreamFixingDateRelativeTo N
40775 PaymentStreamFixingDateBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream’s reset dates.
Component PaymentStreamFixingDateBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream’s reset dates.
40777 PaymentStreamFixingDateOffsetPeriod N Conditionally required when PaymentStreamFixingDateOffsetUnit(40778) is specified.
40778 PaymentStreamFixingDateOffsetUnit N Conditionally required when PaymentStreamFixingDateOffsetPeriod(40777) is specified.
40779 PaymentStreamFixingDateOffsetDayType N
40780 PaymentStreamFixingDateAdjusted N
40781 PaymentStreamRateCutoffDateOffsetPeriod N Conditionally required when PaymentStreamRateCutoffDateOffsetUnit(40782) is specified.
40782 PaymentStreamRateCutoffDateOffsetUnit N Conditionally required when PaymentStreamRateCutoffDateOffsetPeriod(40783) is specified.
40783 PaymentStreamRateCutoffDateOffsetDayType N
Component PaymentStreamFixingDateGrp N

PaymentStubEndDate

Tag Name Req’d Description
42689 PaymentStubEndDateUnadjusted N
42690 PaymentStubEndDateBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance.
Component PaymentStubEndDateBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance.
42691 PaymentStubEndDateRelativeTo N
42692 PaymentStubEndDateOffsetPeriod N Conditionally required when PaymentStubEndDateOffsetUnit(42693) is specified.
42693 PaymentStubEndDateOffsetUnit N Conditionally required when PaymentStubEndDateOffsetPeriod(42692) is specified.
42694 PaymentStubEndDateOffsetDayType N
42695 PaymentStubEndDateAdjusted N

PaymentStubEndDateBusinessCenterGrp

Tag Name Req’d Description
42696 NoPaymentStubEndDateBusinessCenters N
→42697 PaymentStubEndDateBusinessCenter N Required if NoPaymentStubEndDateBusinessCenters(42696) > 0.

PaymentStubGrp

Tag Name Req’d Description
40872 NoPaymentStubs N
→40873 PaymentStubType N Required if NoPaymentStubs(40872) > 0.
→40874 PaymentStubLength N
Component PaymentStubStartDate N
Component PaymentStubEndDate N
→40875 PaymentStubRate N
→40876 PaymentStubFixedAmount N
→40877 PaymentStubFixedCurrency N
→40878 PaymentStubIndex N
→40879 PaymentStubIndexSource N
→40880 PaymentStubIndexCurvePeriod N Conditionally required when PaymentStubIndexCurveUnit(40881) is specified.
→40881 PaymentStubIndexCurveUnit N Conditionally required when PaymentStubIndexCurvePeriod(40880) is specified.
→40882 PaymentStubIndexRateMultiplier N
→40883 PaymentStubIndexRateSpread N
→40884 PaymentStubIndexRateSpreadPositionType N
→40885 PaymentStubIndexRateTreatment N
→40886 PaymentStubIndexCapRate N
→40887 PaymentStubIndexCapRateBuySide N
→40888 PaymentStubIndexCapRateSellSide N
→40889 PaymentStubIndexFloorRate N
→40890 PaymentStubIndexFloorRateBuySide N
→40891 PaymentStubIndexFloorRateSellSide N
→40892 PaymentStubIndex2 N
→40893 PaymentStubIndex2Source N
→40894 PaymentStubIndex2CurvePeriod N Conditionally required when PaymentStubIndex2CurveUnit(40895) is specified.
→40895 PaymentStubIndex2CurveUnit N Conditionally required when PaymentStubIndex2CurvePeriod(40894) is specified.
→40896 PaymentStubIndex2RateMultiplier N
→40897 PaymentStubIndex2RateSpread N
→40898 PaymentStubIndex2RateSpreadPositionType N
→40899 PaymentStubIndex2RateTreatment N
→40900 PaymentStubIndex2CapRate N
→40901 PaymentStubIndex2FloorRate N

PaymentStubStartDate

Tag Name Req’d Description
42698 PaymentStubStartDateUnadjusted N
42699 PaymentStubStartDateBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance.
Component PaymentStubStartDateBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance.
42700 PaymentStubStartDateRelativeTo N
42701 PaymentStubStartDateOffsetPeriod N Conditionally required when PaymentStubStartDateOffsetUnit(42702) is specified.
42702 PaymentStubStartDateOffsetUnit N Conditionally required when PaymentStubStartDateOffsetPeriod(42701) is specified.
42703 PaymentStubStartDateOffsetDayType N
42704 PaymentStubStartDateAdjusted N

PaymentStubStartDateBusinessCenterGrp

Tag Name Req’d Description
42705 NoPaymentStubStartDateBusinessCenters N
→42706 PaymentStubStartDateBusinessCenter N Required if NoPaymentStubStartDateBusinessCenters(42705) > 0.

PhysicalSettlDeliverableObligationGrp

Tag Name Req’d Description
40209 NoPhysicalSettlDeliverableObligations N
→40210 PhysicalSettlDeliverableObligationType N Required if NoPhysicalSettlDeliverableObligations (40209) > 0.
→40211 PhysicalSettlDeliverableObligationValue N

PhysicalSettlTermGrp

Tag Name Req’d Description
40204 NoPhysicalSettlTerms N
Component PhysicalSettlDeliverableObligationGrp N Required if NoPhysicalSettlTerms(40204) > 0.
→40205 PhysicalSettlCurrency N
→40206 PhysicalSettlBusinessDays N
→40207 PhysicalSettlMaximumBusinessDays N
→40208 PhysicalSettlTermXID N

PriceQualifierGrp

Tag Name Req’d Description
2709 NoPriceQualifiers N
→2710 PriceQualifier N Required if NoPriceQualifiers(2709) > 0.

PricingDateBusinessCenterGrp

Tag Name Req’d Description
41230 NoPricingDateBusinessCenters N
→41231 PricingDateBusinessCenter N Required if NoPricingDateBusinessCenters(41230) > 0.

PricingDateTime

Tag Name Req’d Description
41232 PricingDateUnadjusted N
41233 PricingDateBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates.
Component PricingDateBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates.
41234 PricingDateAdjusted N
41235 PricingTime N
41236 PricingTimeBusinessCenter N

ProtectionTermEventGrp

Tag Name Req’d Description
40191 NoProtectionTermEvents N
→40192 ProtectionTermEventType N Required if NoProtectionTermEvents(40191) > 0.
→40193 ProtectionTermEventValue N
→40194 ProtectionTermEventCurrency N
→40195 ProtectionTermEventPeriod N Conditionally required when ProtectionTermEventUnit(40196) is specified.
→40196 ProtectionTermEventUnit N Conditionally required when ProtectionTermEventPeriod(40195) is specified.
→40197 ProtectionTermEventDayType N
→40198 ProtectionTermEventRateSource N
Component ProtectionTermEventQualifierGrp N

ProtectionTermEventNewsSourceGrp

Tag Name Req’d Description
40951 NoProtectionTermEventNewsSources N
→40189 ProtectionTermEventNewsSource N Required if NoProtectionTermEventNewsSources(40951) > 0.

ProtectionTermEventQualifierGrp

Tag Name Req’d Description
40199 NoProtectionTermEventQualifiers N
→40200 ProtectionTermEventQualifier N Required if NoProtectionTermEventQualifiers(40199) > 0.

ProtectionTermGrp

Tag Name Req’d Description
40181 NoProtectionTerms N
→40182 ProtectionTermNotional N Required if NoProtectionTerms(40181) > 0.
→40183 ProtectionTermCurrency N
→40184 ProtectionTermSellerNotifies N
→40185 ProtectionTermBuyerNotifies N
→40186 ProtectionTermEventBusinessCenter N
→40187 ProtectionTermStandardSources N
→40188 ProtectionTermEventMinimumSources N
Component ProtectionTermEventNewsSourceGrp N
Component ProtectionTermEventGrp N
Component ProtectionTermObligationGrp N
→40190 ProtectionTermXID N

ProtectionTermObligationGrp

Tag Name Req’d Description
40201 NoProtectionTermObligations N
→40202 ProtectionTermObligationType N Required if NoProtectionTermObligations(40201) > 0.
→40203 ProtectionTermObligationValue N

ProvisionCashSettlPaymentDateBusinessCenterGrp

Tag Name Req’d Description
40952 NoProvisionCashSettlPaymentDateBusinessCenters N
→40164 ProvisionCashSettlPaymentDateBusinessCenter N Required if NoProvisionCashSettlPaymentDateBusinessCenters(40952) > 0.

ProvisionCashSettlPaymentDates

Tag Name Req’d Description
40163 ProvisionCashSettlPaymentDateBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement payment dates.
Component ProvisionCashSettlPaymentDateBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement payment dates.
40165 ProvisionCashSettlPaymentDateRelativeTo N
40166 ProvisionCashSettlPaymentDateOffsetPeriod N Conditionally required when ProvisionCashSettlPaymentDateOffsetUnit(40167) is specified.
40167 ProvisionCashSettlPaymentDateOffsetUnit N Conditionally required when ProvisionCashSettlPaymentDateOffsetPeriod(40166) is specified.
40168 ProvisionCashSettlPaymentDateOffsetDayType N
40169 ProvisionCashSettlPaymentDateRangeFirst N
40170 ProvisionCashSettlPaymentDateRangeLast N
Component ProvisionCashSettlPaymentFixedDateGrp N

ProvisionCashSettlPaymentFixedDateGrp

Tag Name Req’d Description
40171 NoProvisionCashSettlPaymentDates N
→40172 ProvisionCashSettlPaymentDate N Required if NoProvisionCashSettlPaymentDates (40171) > 0.
→40173 ProvisionCashSettlPaymentDateType N When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

ProvisionCashSettlQuoteSource

Tag Name Req’d Description
40112 ProvisionCashSettlQuoteSource N
41406 ProvisionCashSettlQuoteReferencePage N

ProvisionCashSettlValueDateBusinessCenterGrp

Tag Name Req’d Description
40953 NoProvisionCashSettlValueDateBusinessCenters N
→40117 ProvisionCashSettlValueDateBusinessCenter N Required if NoProvisionCashSettlValueDatBusinessCenters(40953) > 0.

ProvisionCashSettlValueDates

Tag Name Req’d Description
40114 ProvisionCashSettlValueTime N
40115 ProvisionCashSettlValueTimeBusinessCenter N
40116 ProvisionCashSettlValueDateBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement value date.
Component ProvisionCashSettlValueDateBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement value date.
40118 ProvisionCashSettlValueDateRelativeTo N
40119 ProvisionCashSettlValueDateOffsetPeriod N Conditionally required when ProvisionCashSettlValueDateOffsetUnit(40120) is specified.
40120 ProvisionCashSettlValueDateOffsetUnit N Conditionally required when ProvisionCashSettlValueDateOffsetPeriod(40119) is specified.
40121 ProvisionCashSettlValueDateOffsetDayType N
40122 ProvisionCashSettlValueDateAdjusted N

ProvisionDateBusinessCenterGrp

Tag Name Req’d Description
40957 NoProvisionDateBusinessCenters N
→40094 ProvisionDateBusinessCenter N Required if NoProvisionDateBusinessCenters(40957) > 0.

ProvisionGrp

Tag Name Req’d Description
40090 NoProvisions N
→40091 ProvisionType N Required if NoProvisions(40090) > 0.
→40092 ProvisionDateUnadjusted N
→40093 ProvisionDateBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions.
Component ProvisionDateBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions.
→40095 ProvisionDateAdjusted N
→40096 ProvisionDateTenorPeriod N Conditionally required when ProvisionDateTenorUnit(40097) is specified.
→40097 ProvisionDateTenorUnit N Conditionally required when ProvisionDateTenorPeriod(40096) is specified.
→42707 ProvisionBreakFeeElection N
→42708 ProvisionBreakFeeRate N
→40098 ProvisionCalculationAgent N
→40099 ProvisionOptionSinglePartyBuyerSide N
→40100 ProvisionOptionSinglePartySellerSide N
Component ProvisionCashSettlValueDates N
Component ProvisionOptionExerciseDates N
Component ProvisionOptionExpirationDate N
Component ProvisionOptionRelevantUnderlyingDate N
→40101 ProvisionOptionExerciseStyle N
→40102 ProvisionOptionExerciseMultipleNotional N
→40103 ProvisionOptionExerciseMinimumNotional N
→40104 ProvisionOptionExerciseMaximumNotional N
→40105 ProvisionOptionMinimumNumber N
→40106 ProvisionOptionMaximumNumber N
→40107 ProvisionOptionExerciseConfirmation N
Component ProvisionCashSettlPaymentDates N
→40108 ProvisionCashSettlMethod N
→40109 ProvisionCashSettlCurrency N
→40110 ProvisionCashSettlCurrency2 N
→40111 ProvisionCashSettlQuoteType N
Component ProvisionCashSettlQuoteSource N
→40113 ProvisionText N
→40986 EncodedProvisionTextLen N Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it.
→40987 EncodedProvisionText N Encoded (non-ASCII characters) representation of the ProvisionText(40113) field in the encoded format specified via the MessageEncoding(347) field.
Component ProvisionParties N

ProvisionOptionExerciseBusinessCenterGrp

Tag Name Req’d Description
40954 NoProvisionOptionExerciseBusinessCenters N
→40124 ProvisionOptionExerciseBusinessCenter N Required if NoProvisionOptionExerciseBusinessCenters(40954) > 0.

ProvisionOptionExerciseDates

Tag Name Req’d Description
40123 ProvisionOptionExerciseBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option exercise dates.
Component ProvisionOptionExerciseBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option exercise dates.
Component ProvisionOptionExerciseFixedDateGrp N
40125 ProvisionOptionExerciseEarliestDateOffsetPeriod N Conditionally required when ProvisionOptionExerciseEarliestDateUnit(40126) is specified.
40126 ProvisionOptionExerciseEarliestDateOffsetUnit N Conditionally required when ProvisionOptionExerciseEasrliestDatePeriod(40125) is specified.
40127 ProvisionOptionExerciseFrequencyPeriod N Conditionally required when ProvisionOptionExerciseFrequencyUnit(40128) is specified.
40128 ProvisionOptionExerciseFrequencyUnit N Conditionally required when ProvisionOptionExerciseFrequencyPeriod(40127) is specified.
40129 ProvisionOptionExerciseStartDateUnadjusted N
40130 ProvisionOptionExerciseStartDateRelativeTo N
40131 ProvisionOptionExerciseStartDateOffsetPeriod N Conditionally required when ProvisionOptionExerciseStartDateOffsetUnit(40132) is specified.
40132 ProvisionOptionExerciseStartDateOffsetUnit N Conditionally required when ProvisionOptionExerciseStartDateOffsetPeriod(40131) is specified.
40133 ProvisionOptionExerciseStartDateOffsetDayType N
40134 ProvisionOptionExerciseStartDateAdjusted N
40135 ProvisionOptionExercisePeriodSkip N
40136 ProvisionOptionExerciseBoundsFirstDateUnadjusted N
40137 ProvisionOptionExerciseBoundsLastDateUnadjusted N
40138 ProvisionOptionExerciseEarliestTime N
40139 ProvisionOptionExerciseEarliestTimeBusinessCenter N
40140 ProvisionOptionExerciseLatestTime N
40141 ProvisionOptionExerciseLatestTimeBusinessCenter N

ProvisionOptionExerciseFixedDateGrp

Tag Name Req’d Description
40142 NoProvisionOptionExerciseFixedDates N
→40143 ProvisionOptionExerciseFixedDate N Required if NoProvisionOptionExerciseFixedDates (40142) > 0.
→40144 ProvisionOptionExerciseFixedDateType N When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

ProvisionOptionExpirationDate

Tag Name Req’d Description
40145 ProvisionOptionExpirationDateUnadjusted N
40146 ProvisionOptionExpirationDateBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option expiration date.
Component ProvisionOptionExpirationDateBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option expiration date.
40148 ProvisionOptionExpirationDateRelativeTo N
40149 ProvisionOptionExpirationDateOffsetPeriod N Conditionally required when ProvisionOptionExpirationDateOffsetUnit(40150) is specified.
40150 ProvisionOptionExpirationDateOffsetUnit N Conditionally required when ProvisionOptionExpirationDateOffsetPeriod(40149) is specified.
40151 ProvisionOptionExpirationDateOffsetDayType N
40152 ProvisionOptionExpirationDateAdjusted N
40153 ProvisionOptionExpirationTime N
40154 ProvisionOptionExpirationTimeBusinessCenter N

ProvisionOptionExpirationDateBusinessCenterGrp

Tag Name Req’d Description
40955 NoProvisionOptionExpirationDateBusinessCenters N
→40147 ProvisionOptionExpirationDateBusinessCenter N Required if NoProvisionOptionExpirationDateBusinessCenters(40955) > 0.

ProvisionOptionRelevantUnderlyingDate

Tag Name Req’d Description
40155 ProvisionOptionRelevantUnderlyingDateUnadjusted N
40156 ProvisionOptionRelevantUnderlyingDateBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option relevant underlying date.
Component ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option relevent underlying date.
40158 ProvisionOptionRelevantUnderlyingDateRelativeTo N
40159 ProvisionOptionRelevantUnderlyingDateOffsetPeriod N Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetUnit(40160) is specified.
40160 ProvisionOptionRelevantUnderlyingDateOffsetUnit N Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetPeriod(40159) is specified.
40161 ProvisionOptionRelevantUnderlyingDateOffsetDayType N
40162 ProvisionOptionRelevantUnderlyingDateAdjusted N

ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp

Tag Name Req’d Description
40956 NoProvisionOptionRelevantUnderlyingDateBusinessCenters N
→40157 ProvisionOptionRelevantUnderlyingDateBusinessCenter N Required if NoProvisionOptionRelevantUnderlyingDateBusinessCenters(40956) > 0.

ProvisionParties

Tag Name Req’d Description
40174 NoProvisionPartyIDs N
→40175 ProvisionPartyID N Required if NoProvisionPartyIDs(40174) > 0.
→40176 ProvisionPartyIDSource N Required if NoProvisionPartyIDs(40174) > 0.
→40177 ProvisionPartyRole N Required if NoProvisionPartyIDs(40174) > 0.
→2385 ProvisionPartyRoleQualifier N
Component ProvisionPtysSubGrp N

ProvisionPtysSubGrp

Tag Name Req’d Description
40178 NoProvisionPartySubIDs N
→40179 ProvisionPartySubID N Required if NoProvisionPartySubIDs(40178) > 0.
→40180 ProvisionPartySubIDType N Required if NoProvisionPartySubIDs(40178) > 0.

PtysSubGrp

Tag Name Req’d Description
802 NoPartySubIDs N
→523 PartySubID N
→803 PartySubIDType N

RateSource

Tag Name Req’d Description
1445 NoRateSources N
→1446 RateSource N Required if NoRateSource(1445) > 0
→1447 RateSourceType N Required if NoRateSources(1445) > 0
→1448 ReferencePage N May be used when RateSource(1446)=99 (Other)
→2412 RateSourceReferemcePageHeading N
→2796 FXBenchmarkRateFix N

ReferenceDataDateGrp

Tag Name Req’d Description
2746 NoReferenceDataDates N
→2747 ReferenceDataDate N Required if NoReferenceDataDates(2746) > 0.
→2748 ReferenceDataDateType N

RegulatoryTradeIDGrp

Tag Name Req’d Description
1907 NoRegulatoryTradeIDs N
→1903 RegulatoryTradeID N Required if NoRegulatoryTradeIDs(1907) > 0.
→1905 RegulatoryTradeIDSource N
→1904 RegulatoryTradeIDEvent N
→1906 RegulatoryTradeIDType N
→2411 RegulatoryLegRefID N This field may be is used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg.
→2397 RegulatoryTradeIDScope N

RelatedInstrumentGrp

Tag Name Req’d Description
1647 NoRelatedInstruments N
→1648 RelatedInstrumentType N Conditionally required when NoRelatedInstruments > 0
→1649 RelatedSymbol N Either RelatedSymbol(1649) or RelatedSecurityID(1650) must be specified.
For RelatedInstrumentType(1648)=1 (hedges for instrument) this would be the instrument being used to offset the option Instrument.
If one of the related to fields is specified, this is the UnderlyingSymbol(311) of an underlying instrument defining the related security in the current message.
→1650 RelatedSecurityID N Either RelatedSymbol(1649) or RelatedSecurityID(1650) must be specified.
If one of the related to fields is specified, this is the UnderlyingSecurityID(309) of an underlying instrument defining the related security in the current message.
→1651 RelatedSecurityIDSource N Conditionally required when RelatedSecurityID(1650) is specified.
→1652 RelatedSecurityType N May be omitted if RelatedSecurityID(1650) or RelatedSymbol(1649) refers to an underlying instrument in the current message.
→1653 RelatedMaturityMonthYear N May be omitted if RelatedSecurityID(1650) or RelatedSymbol(1649) refers to an underlying instrument in the current message.
→2413 RelatedToSecurityID N Mutually exclusive with RelatedToStreamXIDRef(2415) and RelatedToDividendPeriodXIDRef(2417). If correlation is with the security in Instrument component then all related to fields may be omitted.
→2414 RelatedToSecurityIDSource N Conditionally required when RelatedToSecurityID(2413) is specified.
→2415 RelatedToStreamXIDRef N Mutually exclusive with RelatedToSecurityID(2413) and RelatedToDividendPeriodXIDRef(2417). If correlation is with the security in Instrument component then all related to fields may be omitted.
→2417 RelatedToDividendPeriodXIDRef N Mutually exclusive with RelatedToSecurityID(2413) and RelatedToStreamXIDRef(2415). If correlation is with the security in Instrument component then all related to fields may be omitted.

RelatedOrderGrp

Tag Name Req’d Description
73 NoOrders N
→2887 RelatedOrderID N Required if NoOrders(73) > 0.
→2888 RelatedOrderIDSource N The same value must be used for all orders having the same OrderRelationship(2890) value.
→2836 RelatedOrderTime N
→2889 RelatedOrderQty N
→2890 OrderRelationship N May be used to explicitly express the type of relationship or to provide orders having different relationships.
→2835 OrderOriginationFirmID N May be used when aggregating orders that were originally submitted by different firms, e.g. due to a merger or acquisition.

RelatedPartyDetailAltIDGrp

Tag Name Req’d Description
1569 NoRelatedPartyDetailAltID N
→1570 RelatedPartyDetailAltID N Required when NoRelatedPartyDetailAltID > 0.
→1571 RelatedPartyDetailAltIDSource N Required when NoRelatedPartyDetailAltID > 0.
Component RelatedPartyDetailAltSubGrp N

RelatedPartyDetailAltSubGrp

Tag Name Req’d Description
1572 NoRelatedPartyDetailAltSubIDs N
→1573 RelatedPartyDetailAltSubID N Required when NoRelatedPartyDetailAltSubIDs > 0.
→1574 RelatedPartyDetailAltSubIDType N Required when NoRelatedPartyDetailAltSubIDs > 0.

RelatedPartyDetailGrp

Tag Name Req’d Description
1562 NoRelatedPartyDetailID N
→1563 RelatedPartyDetailID N Required if NoRelatedPartyDetails > 0.
→1564 RelatedPartyDetailIDSource N Required if NoRelatedPartyDetails > 0.
→1565 RelatedPartyDetailRole N Required if NoRelatedPartyDetails > 0.
→1675 RelatedPartyDetailRoleQualifier N
Component RelatedPartyDetailSubGrp N
Component RelatedPartyDetailAltIDGrp N
Component PartyRelationshipGrp N

RelatedPartyDetailSubGrp

Tag Name Req’d Description
1566 NoRelatedPartyDetailSubIDs N
→1567 RelatedPartyDetailSubID N Required when NoRelatedPartyDetailSubIDs > 0.
→1568 RelatedPartyDetailSubIDType N Required when NoRelatedPartyDetailSubIDs > 0.

RelatedTradeGrp

Tag Name Req’d Description
1855 NoRelatedTrades N
→1856 RelatedTradeID N Required if NoRelatedTrades(1855) > 0.
→1857 RelatedTradeIDSource N
→2103 RelatedRegulatoryTradeIDSource N Optionally used for RelatedTradeIDSource(1857)=6(Regulatory trade ID) when RelatedTradeID(1856) is not unique across multiple reporting entities.
→1858 RelatedTradeDate N Optionally used to help identify the trade when RelatedTradeID(1856) is not unique across multiple days.
→1859 RelatedTradeMarketID N Optionally used to help identify the trade when RelatedTradeID(1856) is not unique across multiple markets.
→1860 RelatedTradeQuantity N

RelativeValueGrp

Tag Name Req’d Description
2529 NoRelativeValues N
→2530 RelativeValueType N Required if NoRelativeValues(2529) > 0.
→2531 RelativeValue N Required if NoRelativeValues(2529) > 0.
→2532 RelativeValueSide N

ReturnRateDateGrp

Tag Name Req’d Description
42709 NoReturnRateDates N
→42710 ReturnRateDateMode N Required if NoReturnRateDates(42709) > 0.
Component ReturnRateValuationDateGrp N
→42711 ReturnRateValuationDateRelativeTo N
→42712 ReturnRateValuationDateOffsetPeriod N Conditionally required when ReturnRateValuationDateOffsetUnit(42713) is specified.
→42713 ReturnRateValuationDateOffsetUnit N Conditionally required when ReturnRateValuationDateOffsetPeriod(42712) is specified.
→42714 ReturnRateValuationDateOffsetDayType N
→42715 ReturnRateValuationStartDateUnadjusted N
→42716 ReturnRateValuationStartDateRelativeTo N
→42717 ReturnRateValuationStartDateOffsetPeriod N Conditionally required when ReturnRateValuationStartDateOffsetUnit(42718) is specified.
→42718 ReturnRateValuationStartDateOffsetUnit N Conditionally required when ReturnRateValuationStartDateOffsetPeriod(42717) is specified.
→42719 ReturnRateValuationStartDateOffsetDayType N
→42720 ReturnRateValuationStartDateAdjusted N
→42721 ReturnRateValuationEndDateUnadjusted N
→42722 ReturnRateValuationEndDateRelativeTo N
→42723 ReturnRateValuationEndDateOffsetPeriod N Conditionally required when ReturnRateValuationEndDateOffsetUnit(42724) is specified.
→42724 ReturnRateValuationEndDateOffsetUnit N Conditionally required when ReturnRateValuationEndDateOffsetPeriod(42723) is specified.
→42725 ReturnRateValuationEndDateOffsetDayType N
→42726 ReturnRateValuationEndDateAdjusted N
→42727 ReturnRateValuationFrequencyPeriod N Conditionally required when ReturnRateValuationFrequencyUnit(42728) is specified.
→42728 ReturnRateValuationFrequencyUnit N Conditionally required when ReturnRateValuationFrequencyPeriod(42727) is specified.
→42729 ReturnRateValuationFrequencyRollConvention N When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream return rate valuation dates.
→42730 ReturnRateValuationDateBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream return rate valuation dates.
Component ReturnRateValuationDateBusinessCenterGrp N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream return rate valuation dates.

ReturnRateFXConversionGrp

Tag Name Req’d Description
42731 NoReturnRateFXConversions N
→42732 ReturnRateFXCurrencySymbol N Required if NoReturnRateFXConversions(42731) > 0.
→42733 ReturnRateFXRate N Required if NoReturnRateFXConversions(42731) > 0.
→42734 ReturnRateFXRateCalc N

ReturnRateGrp

Tag Name Req’d Description
42735 NoReturnRates N
→42736 ReturnRatePriceSequence N Required if NoReturnRates(42735) > 0.
→42737 ReturnRateCommissionBasis N
→42738 ReturnRateCommissionAmount N
→42739 ReturnRateCommissionCurrency N If not specified, this is defaulted to the reporting currency.
→42740 ReturnRateTotalCommissionPerTrade N
→42741 ReturnRateDeterminationMethod N
Component ReturnRatePriceGrp N
Component ReturnRateFXConversionGrp N
→42742 ReturnRateAmountRelativeTo N
→42743 ReturnRateQuoteMeasureType N
→42744 ReturnRateQuoteUnits N
→42745 ReturnRateQuoteMethod N
→42746 ReturnRateQuoteCurrency N
→42747 ReturnRateQuoteCurrencyType N
→42748 ReturnRateQuoteTimeType N Mutually exclusive with ReturnRateQuoteTime(42749).
→42749 ReturnRateQuoteTime N Mutually exclusive with ReturnRateQuoteTimeType(42748).
→42750 ReturnRateQuoteDate N
→42751 ReturnRateQuoteExpirationTime N
→42752 ReturnRateQuoteBusinessCenter N
→42753 ReturnRateQuoteExchange N
Component ReturnRateInformationSourceGrp N
→42754 ReturnRateQuotePricingModel N
→42755 ReturnRateCashFlowType N
Component ReturnRateDateGrp N
→42756 ReturnRateValuationTimeType N Mutually exclusive with ReturnRateValuationTime(42757).
→42757 ReturnRateValuationTime N Mutually exclusive with ReturnRateValuationTimeType(42756).
→42758 ReturnRateValuationTimeBusinessCenter N
→42759 ReturnRateValuationPriceOption N
→42760 ReturnRateFinalPriceFallback N

ReturnRateInformationSourceGrp

Tag Name Req’d Description
42761 NoReturnRateInformationSources N
→42762 ReturnRateInformationSource N Required if NoReturnRateInformationSources(42761) > 0.
→42763 ReturnRateReferencePage N
→42764 ReturnRateReferencePageHeading N

ReturnRatePriceGrp

Tag Name Req’d Description
42765 NoReturnRatePrices N
→42766 ReturnRatePriceBasis N Required if NoReturnRatePrices(42765) > 0.
→42767 ReturnRatePrice N
→42768 ReturnRatePriceCurrency N
→42769 ReturnRatePriceType N

ReturnRateValuationDateBusinessCenterGrp

Tag Name Req’d Description
42770 NoReturnRateValuationDateBusinessCenters N
→42771 ReturnRateValuationDateBusinessCenter N Required if NoReturnRateValuationDateBusinessCenters(42770) > 0.

ReturnRateValuationDateGrp

Tag Name Req’d Description
42772 NoReturnRateValuationDates N
→42773 ReturnRateValuationDate N Required if NoReturnRateValuationDates(42772) > 0.
→42774 ReturnRateValuationDateType N When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.

RootParties

Tag Name Req’d Description
1116 NoRootPartyIDs N
→1117 RootPartyID N Used to identify source of RootPartyID. Required if RootPartyIDSource is specified. Required if NoRootPartyIDs > 0.
→1118 RootPartyIDSource N Used to identify class source of RootPartyID value (e.g. BIC). Required if RootPartyID is specified. Required if NoRootPartyIDs > 0.
→1119 RootPartyRole N Identifies the type of RootPartyID (e.g. Executing Broker). Required if NoRootPartyIDs > 0.
→2388 RootPartyRoleQualifier N
Component RootSubParties N Repeating group of RootParty sub-identifiers.

RootSubParties

Tag Name Req’d Description
1120 NoRootPartySubIDs N
→1121 RootPartySubID N Sub-identifier (e.g. Clearing Acct for PartyID=Clearing Firm) if applicable. Required if
NoRootPartySubIDs > 0.
→1122 RootPartySubIDType N Type of Sub-identifier. Required if NoRootPartySubIDs > 0.

SecAltIDGrp

Tag Name Req’d Description
454 NoSecurityAltID N
→455 SecurityAltID N
→456 SecurityAltIDSource N

SecondaryAssetGrp

Tag Name Req’d Description
1976 NoSecondaryAssetClasses N
→1977 SecondaryAssetClass N Required if NoSecondaryAssetClasses(1976) > 0.
→1978 SecondaryAssetSubClass N Required if SecondaryAssetType(1979) is specified.
→1979 SecondaryAssetType N Required if SecondaryAssetSubType(2741) is specified.
→2741 SecondaryAssetSubType N

SecurityXML

Tag Name Req’d Description
1184 SecurityXMLLen N Must be provided if SecurityXML(1185) field is specified and must immediately precede it.
1185 SecurityXML N
1186 SecurityXMLSchema N

SettlMethodElectionDate

Tag Name Req’d Description
42777 SettlMethodElectionDateUnadjusted N
42778 SettlMethodElectionDateBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to OptionExercise.
Component SettlMethodElectionDateBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to OptionExercise.
42779 SettlMethodElectionDateRelativeTo N
42780 SettlMethodElectionDateOffsetPeriod N Conditionally required when SettlMethodElectionDateOffsetUnit(42781) is specified.
42781 SettlMethodElectionDateOffsetUnit N Conditionally required when SettlMethodElectionDateOffsetPeriod(42780) is specified.
42782 SettlMethodElectionDateOffsetDayType N
42783 SettlMethodElectionDateAdjusted N

SettlMethodElectionDateBusinessCenterGrp

Tag Name Req’d Description
42775 NoSettlMethodElectionDateBusinessCenters N
→42776 SettlMethodElectionDateBusinessCenter N Required if NoSettlMethodElectionDateBusinessCenters(42775) > 0.

SettlRateDisruptionFallbackGrp

Tag Name Req’d Description
40085 NoSettlRateFallbacks N
→40086 SettlRatePostponementMaximumDays N Required if NoSettlRateFallbacks(40085) > 0.
Component SettlRateFallbackRateSource N
→40088 SettlRatePostponementSurvey N
→40089 SettlRatePostponementCalculationAgent N

SettlRateFallbackRateSource

Tag Name Req’d Description
40373 SettlRateFallbackRateSource N
40655 SettlRateFallbackReferencePage N Conditionally required when SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) or 99 (Other).

SpreadOrBenchmarkCurveData

Tag Name Req’d Description
218 Spread N For Fixed Income
220 BenchmarkCurveCurrency N
221 BenchmarkCurveName N
222 BenchmarkCurvePoint N
662 BenchmarkPrice N
663 BenchmarkPriceType N Must be present if BenchmarkPrice is used.
699 BenchmarkSecurityID N The identifier of the benchmark security, e.g. Treasury against Corporate bond.
761 BenchmarkSecurityIDSource N Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

StandardHeader

Tag Name Req’d Description
8 BeginString Y FIXT.1.1 (Always unencrypted, must be first field in message)
9 BodyLength Y (Always unencrypted, must be second field in message)
35 MsgType Y (Always unencrypted, must be third field in message)
1128 ApplVerID N Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.
1156 ApplExtID N
1129 CstmApplVerID N Used to support bilaterally agreed custom functionality
49 SenderCompID Y (Always unencrypted)
56 TargetCompID Y (Always unencrypted)
115 OnBehalfOfCompID N Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)
128 DeliverToCompID N Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)
34 MsgSeqNum Y (Can be embedded within encrypted data section.)
50 SenderSubID N (Can be embedded within encrypted data section.)
142 SenderLocationID N Sender’s LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)
57 TargetSubID N ADMIN reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)
143 TargetLocationID N Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)
116 OnBehalfOfSubID N Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)
144 OnBehalfOfLocationID N Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)
129 DeliverToSubID N Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)
145 DeliverToLocationID N Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)
43 PossDupFlag N Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)
97 PossResend N Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)
52 SendingTime Y (Can be embedded within encrypted data section.)
122 OrigSendingTime N Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)
212 XmlDataLen N Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)
213 XmlData N Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.)
See Volume 1: FIXML Support
347 MessageEncoding N Type of message encoding (non-ASCII characters) used in a message’s Encoded fields. Required if any Encoding fields are used.
369 LastMsgSeqNumProcessed N The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.
Component HopGrp N Number of repeating groups of historical hop information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops.

StandardTrailer

Tag Name Req’d Description
10 CheckSum Y (Always unencrypted, always last field in message)

Stipulations

Tag Name Req’d Description
232 NoStipulations N
→233 StipulationType N Required if NoStipulations >0
→234 StipulationValue N

StreamAssetAttributeGrp

Tag Name Req’d Description
41237 NoStreamAssetAttributes N
→41238 StreamAssetAttributeType N Required if NoStreamAssetAttributes(41237) > 0.
→41239 StreamAssetAttributeValue N
→41240 StreamAssetAttributeLimit N

StreamCalculationPeriodBusinessCenterGrp

Tag Name Req’d Description
40958 NoStreamCalculationPeriodBusinessCenters N
→40074 StreamCalculationPeriodBusinessCenter N Required if NoStreamCalculationPeriodBusinessCenters(40958) > 0.

StreamCalculationPeriodDateGrp

Tag Name Req’d Description
41241 NoStreamCalculationPeriodDates N
→41242 StreamCalculationPeriodDate N Required if NoStreamCalculationPeriodDates(41241) > 0.
→41243 StreamCalculationPeriodDateType N When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

StreamCalculationPeriodDates

Tag Name Req’d Description
41244 StreamCalculationPeriodDatesXID N
41245 StreamCalculationPeriodDatesXIDRef N
40073 StreamCalculationPeriodBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream.
Component StreamCalculationPeriodBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream.
Component StreamCalculationPeriodDateGrp N
40075 StreamFirstPeriodStartDateUnadjusted N
40076 StreamFirstPeriodStartDateBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream.
Component StreamFirstPeriodStartDateBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream.
40078 StreamFirstPeriodStartDateAdjusted N
40079 StreamFirstRegularPeriodStartDateUnadjusted N
40080 StreamFirstCompoundingPeriodEndDateUnadjusted N
40081 StreamLastRegularPeriodEndDateUnadjusted N
40082 StreamCalculationFrequencyPeriod N Conditionally required when StreamCalculationFrequencyUnit(40083) is specified.
40083 StreamCalculationFrequencyUnit N Conditionally required when StreamCalculationFrequencyPeriod(40082) is specified.
40084 StreamCalculationRollConvention N When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream calculation dates.
41246 StreamCalculationBalanceOfFirstPeriod N
41247 StreamCalculationCorrectionPeriod N Conditionally required when StreamCalculationCorrectionUnit(41248) is specified.
41248 StreamCalculationCorrectionUnit N Conditionally required when StreamCalculationCorrectionPeriod(41247) is specified.

StreamCommodity

Tag Name Req’d Description
41251 StreamCommodityBase N
41252 StreamCommodityType N
41253 StreamCommoditySecurityID N Conditionally required when StreamCommoditySecurityIDSource(41254) is specified.
41254 StreamCommoditySecurityIDSource N Conditionally required when StreamCommoditySecurityID(41253) is specified.
Component StreamCommodityAltIDGrp N
41255 StreamCommodityDesc N
41256 EncodedStreamCommodityDescLen N Must be set if EncodedCommodityDesc(41257) field is specified and must immediately precede it.
41257 EncodedStreamCommodityDesc N Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding(347) field.
42587 StreamCommodityDeliveryPricingRegion N May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N).
Component StreamAssetAttributeGrp N
41258 StreamCommodityUnitOfMeasure N
41259 StreamCommodityCurrency N
41260 StreamCommodityExchange N
41261 StreamCommodityRateSource N
41262 StreamCommodityRateReferencePage N
41263 StreamCommodityRateReferencePageHeading N
41264 StreamDataProvider N
Component StreamCommodityDataSourceGrp N
41265 StreamCommodityPricingType N
41266 StreamCommodityNearbySettlDayPeriod N Conditionally required when StreamCommodityNearbySettlDayUnit(41267) is specified.
41267 StreamCommodityNearbySettlDayUnit N Conditionally required when StreamCommodityNearbySettlDayPeriod(41266) is specified.
41268 StreamCommoditySettlDateUnadjusted N
41269 StreamCommoditySettlDateBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of settlement dates.
Component StreamCommoditySettlBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of settlement dates.
41270 StreamCommoditySettlDateAdjusted N
41271 StreamCommoditySettlMonth N
41272 StreamCommoditySettlDateRollPeriod N Conditionally required when StreamCommoditySettlDateRollUnit(41273) is specified.
41273 StreamCommoditySettlDateRollUnit N Conditionally required when StreamCommoditySettlDateRollPeriod(41272) is specified.
41274 StreamCommoditySettlDayType N
Component StreamCommoditySettlPeriodGrp N
41275 StreamCommodityXID N
41276 StreamCommodityXIDRef N

StreamCommodityAltIDGrp

Tag Name Req’d Description
41277 NoStreamCommodityAltIDs N
→41278 StreamCommodityAltID N Required if NoStreamCommodityAltIDs(41277) > 0.
→41279 StreamCommodityAltIDSource N Required if NoStreamCommodityAltIDs(41277) > 0.

StreamCommodityDataSourceGrp

Tag Name Req’d Description
41280 NoStreamCommodityDataSources N
→41281 StreamCommodityDataSourceID N Required if NoStreamCommodityDataSources(41280) > 0.
→41282 StreamCommodityDataSourceIDType N Required if NoStreamCommodityDataSources(41280) > 0.

StreamCommoditySettlBusinessCenterGrp

Tag Name Req’d Description
41249 NoStreamCommoditySettlBusinessCenters N
→41250 StreamCommoditySettlBusinessCenter N Required if NoStreamCommoditySettlBusinessCenters(41249) > 0.

StreamCommoditySettlDayGrp

Tag Name Req’d Description
41283 NoStreamCommoditySettlDays N
→41284 StreamCommoditySettlDay N Required if NoStreamCommoditySettlDays(41283) > 0.
→41285 StreamCommoditySettlTotalHours N
Component StreamCommoditySettlTimeGrp N

StreamCommoditySettlPeriodGrp

Tag Name Req’d Description
41289 NoStreamCommoditySettlPeriods N
→41290 StreamCommoditySettlCountry N Required if NoStreamCommoditySettlPeriods(41289) > 0.
→41291 StreamCommoditySettlTimeZone N
→41292 StreamCommoditySettlFlowType N
→41293 StreamCommoditySettlPeriodNotional N
→41294 StreamCommoditySettlPeriodNotionalUnitOfMeasure N
→41295 StreamCommoditySettlPeriodFrequencyPeriod N Conditionally required when StreamCommoditySettlFrequencyUnit(41296) is specified.
→41296 StreamCommoditySettlPeriodFrequencyUnit N Conditionally required when StreamCommoditySettlFrequencyPeriod(41295) is specified.
→41297 StreamCommoditySettlPeriodPrice N
→41298 StreamCommoditySettlPeriodPriceUnitOfMeasure N
→41299 StreamCommoditySettlPeriodPriceCurrency N
→41300 StreamCommoditySettlHolidaysProcessingInstruction N
Component StreamCommoditySettlDayGrp N
→41301 StreamCommoditySettlPeriodXID N
→41302 StreamCommoditySettlPeriodXIDRef N

StreamCommoditySettlTimeGrp

Tag Name Req’d Description
41286 NoStreamCommoditySettlTimes N
→41287 StreamCommoditySettlStart N Required if NoStreamCommoditySettlTimes(41286) > 0.
→41288 StreamCommoditySettlEnd N Required if NoStreamCommoditySettlTimes(41286) > 0.
→41588 StreamCommoditySettlTimeType N May be defaulted to market convention or bilaterally agreed if not specified.

StreamEffectiveBusinessCenterGrp

Tag Name Req’d Description
40960 NoStreamEffectiveBusinessCenters N
→40909 StreamEffectiveDateBusinessCenter N Required if NoStreamEffectiveBusinessCenters(40960) > 0.

StreamEffectiveDate

Tag Name Req’d Description
40907 StreamEffectiveDateUnadjusted N
40908 StreamEffectiveDateBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the effective date of the stream.
Component StreamEffectiveBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the effective date of the stream.
40910 StreamEffectiveDateRelativeTo N
40911 StreamEffectiveDateOffsetPeriod N Conditionally required when StreamEffectiveDateOffsetUnit(40912) is specified.
40912 StreamEffectiveDateOffsetUnit N Conditionally required when StreamEffectiveDateOffsetPeriod(40911) is specified.
40913 StreamEffectiveDateOffsetDayType N
40914 StreamEffectiveDateAdjusted N

StreamFirstPeriodStartDateBusinessCenterGrp

Tag Name Req’d Description
40959 NoStreamFirstPeriodStartDateBusinessCenters N
→40077 StreamFirstPeriodStartDateBusinessCenter N Required if NoStreamFirstPeriodStartDateBusinessCenters(40959) > 0.

StreamGrp

Tag Name Req’d Description
40049 NoStreams N
→40050 StreamType N Required if NoStreams(40049) > 0.
→41303 StreamXID N
→40051 StreamDesc N
→42784 StreamVersion N
→42785 StreamVersionEffectiveDate N
→40052 StreamPaySide N
→40053 StreamReceiveSide N
→41305 StreamNotionalXIDRef N
→40054 StreamNotional N
→40055 StreamCurrency N
→42786 StreamNotionalDeterminationMethod N
→42787 StreamNotionalAdjustments N
→41306 StreamNotionalFrequencyPeriod N Conditionally required when StreamNotionalFrequencyUnit(41307) is specified.
→41307 StreamNotionalFrequencyUnit N Conditionally required when StreamNotionalFrequencyPeriod(41306) is specified.
→41308 StreamNotionalCommodityFrequency N
→41309 StreamNotionalUnitOfMeasure N
→41310 StreamTotalNotional N
→41311 StreamTotalNotionalUnitOfMeasure N
Component StreamCommodity N
Component StreamEffectiveDate N
Component StreamTerminationDate N
Component StreamCalculationPeriodDates N
Component PaymentStream N
Component PaymentScheduleGrp N
Component PaymentStubGrp N
Component DeliveryStream N
Component DeliveryScheduleGrp N
→40056 StreamText N
→40982 EncodedStreamTextLen N Must be set if EncodedStreamText(40983) field is specified and must immediately precede it.
→40983 EncodedStreamText N Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding(347) field.

StreamTerminationDate

Tag Name Req’d Description
40065 StreamTerminationDateUnadjusted N
40066 StreamTerminationDateBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the termination date of the stream.
Component StreamTerminationDateBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the termination date of the stream.
40068 StreamTerminationDateRelativeTo N
40069 StreamTerminationDateOffsetPeriod N Conditionally required when StreamTerminationDateOffsetUnit(40070) is specified.
40070 StreamTerminationDateOffsetUnit N Conditionally required when StreamTerminationDateOffsetPeriod(40069) is specified.
40071 StreamTerminationDateOffsetDayType N
40072 StreamTerminationDateAdjusted N

StreamTerminationDateBusinessCenterGrp

Tag Name Req’d Description
40961 NoStreamTerminationDateBusinessCenters N
→40067 StreamTerminationDateBusinessCenter N Required if NoStreamTerminationDateBusinessCenters(40961) > 0.

TargetParties

Tag Name Req’d Description
1461 NoTargetPartyIDs N
→1462 TargetPartyID N Required if NoTargetPartyIDs(1461) > 0.
Used to identify the party targeted for the action specified in the message.
→1463 TargetPartyIDSource N Used to identify source of target party identifier.
→1464 TargetPartyRole N Used to identify the role of source party identifier.
→1818 TargetPartyRoleQualifier N Used to further qualify the role of the target party role.
Component TargetPtysSubGrp N Repeating group of target party sub-identifiers.

TargetPtysSubGrp

Tag Name Req’d Description
2433 NoTargetPartySubIDs N
→2434 TargetPartySubID N Required when NoTargetPartySubIDs(2433) > 0.
→2435 TargetPartySubIDType N Required when NoTargetPartySubIDs(2433) > 0.

ThrottleResponse

Tag Name Req’d Description
1685 ThrottleInst N
1609 ThrottleStatus N
1686 ThrottleCountIndicator N

TradePriceConditionGrp

Tag Name Req’d Description
1838 NoTradePriceConditions N
→1839 TradePriceCondition N Required if NoTradePriceConditions(1838) > 0.

TrdRegPublicationGrp

Tag Name Req’d Description
2668 NoTrdRegPublications N
→2669 TrdRegPublicationType N Required if NoTrdRegPublications(2668) > 0.
→2670 TrdRegPublicationReason N

TrdRegTimestamps

Tag Name Req’d Description
768 NoTrdRegTimestamps N
→769 TrdRegTimestamp N Required if NoTrdRegTimestamps(768) > 0.
→770 TrdRegTimestampType N Required if NoTrdRegTimestamps(768) > 0.
→771 TrdRegTimestampOrigin N
→2839 TrdRegTimestampManualIndicator N
→1033 DeskType N
→1034 DeskTypeSource N
→1035 DeskOrderHandlingInst N
→1727 InformationBarrierID N
→2831 NBBOEntryType N May be used with TrdRegTimestampType(770)=34 (Reference time for NBBO).
→2832 NBBOPrice N May be used with TrdRegTimestampType(770)=34 (Reference time for NBBO).
→2833 NBBOQty N May be used with TrdRegTimestampType(770)=34 (Reference time for NBBO).
→2834 NBBOSource N May be used with TrdRegTimestampType(770)=34 (Reference time for NBBO).

TrdgSesGrp

Tag Name Req’d Description
386 NoTradingSessions N
→336 TradingSessionID N Required if NoTradingSessions is > 0.
→625 TradingSessionSubID N

UndInstrmtGrp

Tag Name Req’d Description
711 NoUnderlyings N
Component UnderlyingInstrument N Required if NoUnderlyings(711) > 0.

UndSecAltIDGrp

Tag Name Req’d Description
457 NoUnderlyingSecurityAltID N
→458 UnderlyingSecurityAltID N
→459 UnderlyingSecurityAltIDSource N

UnderlyingAdditionalTermBondRefGrp

Tag Name Req’d Description
41340 NoUnderlyingAdditionalTermBondRefs N
→41341 UnderlyingAdditionalTermBondSecurityID N Required if NoUnderlyingAdditionalTermBondRefs(41340) > 0.
→41701 UnderlyingAdditionalTermBondSecurityIDSource N Conditionally required when UnderlyingAdditionalTermBondSecurityID(41341) is specified.
→41709 UnderlyingAdditionalTermBondDesc N
→41710 EncodedUnderlyingAdditionalTermBondDescLen N Must be set if EncodedUnderlyingAdditionalTermBondDesc(41709) field is specified and must immediately precede it.
→41711 EncodedUnderlyingAdditionalTermBondDesc N Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondDesc(41709) field in the encoded format specified via the MessageEncoding(347) field.
→41712 UnderlyingAdditionalTermBondCurrency N
→42017 UnderlyingAdditionalTermBondIssuer N
→42025 EncodedUnderlyingAdditionalTermBondIssuerLen N Must be set if EncodedUnderlyingAdditionalTermBondIssuer(42017) field is specified and must immediately precede it.
→42026 EncodedUnderlyingAdditionalTermBondIssuer N Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondIssuer(42017) field in the encoded format specified via the MessageEncoding(347) field.
→42027 UnderlyingAdditionalTermBondSeniority N
→42028 UnderlyingAdditionalTermBondCouponType N
→42029 UnderlyingAdditionalTermBondCouponRate N
→42030 UnderlyingAdditionalTermBondMaturityDate N
→42031 UnderlyingAdditionalTermBondParValue N
→42032 UnderlyingAdditionalTermBondCurrentTotalIssuedAmount N
→42033 UnderlyingAdditionalTermBondCouponFrequencyPeriod N Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyUnit(42034) is specified.
→42034 UnderlyingAdditionalTermBondCouponFrequencyUnit N Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyPeriod(42033) is specified.
→42035 UnderlyingAdditionalTermBondDayCount N

UnderlyingAdditionalTermGrp

Tag Name Req’d Description
42036 NoUnderlyingAdditionalTerms N
→42037 UnderlyingAdditionalTermConditionPrecedentBondIndicator N Required if NoUnderlyingAdditionalTerms(42036) > 0.
→42038 UnderlyingAdditionalTermDiscrepancyClauseIndicator N
Component UnderlyingAdditionalTermBondRefGrp N

UnderlyingAssetAttributeGrp

Tag Name Req’d Description
2312 NoUnderlyingAssetAttributes N
→2313 UnderlyingAssetAttributeType N Required if NoUnderlyingAssetAttributes(2312) > 0.
→2314 UnderlyingAssetAttributeValue N
→2315 UnderlyingAssetAttributeLimit N

UnderlyingBusinessCenterGrp

Tag Name Req’d Description
40962 NoUnderlyingBusinessCenters N
→40963 UnderlyingBusinessCenter N Required if NoUnderlyingBusinessCenters(40962) > 0.

UnderlyingCashSettlDate

Tag Name Req’d Description
42790 UnderlyingCashSettlDateUnadjusted N
42791 UnderlyingCashSettlDateBusinessDayConvention N When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision.
Component UnderlyingCashSettlDateBusinessCenterGrp N When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision.
42792 UnderlyingCashSettlDateRelativeTo N
42793 UnderlyingCashSettlDateOffsetPeriod N Conditionally required when UnderlyingCashSettlDateOffsetUnit(42794) is specified.
42794 UnderlyingCashSettlDateOffsetUnit N Conditionally required when UnderlyingCashSettlDateOffsetPeriod(42793) is specified.
42795 UnderlyingCashSettlDateOffsetDayType N
42796 UnderlyingCashSettlDateAdjusted N

UnderlyingCashSettlDateBusinessCenterGrp

Tag Name Req’d Description
42788 NoUnderlyingCashSettlDateBusinessCenters N
→42789 UnderlyingCashSettlDateBusinessCenter N Required if NoUnderlyingCashSettlDateBusinessCenters(42788) > 0.

UnderlyingCashSettlDealerGrp

Tag Name Req’d Description
42039 NoUnderlyingCashSettlDealers N
→42040 UnderlyingCashSettlDealer N Required if NoUnderlyingCashSettlDealers(42039) > 0.

UnderlyingCashSettlTermGrp

Tag Name Req’d Description
42041 NoUnderlyingCashSettlTerms N
→42042 UnderlyingCashSettlCurrency N Required if NoUnderlyingCashSettlTerms(42041) > 0.
→42043 UnderlyingCashSettlValuationFirstBusinessDayOffset N
→42044 UnderlyingCashSettlValuationSubsequentBusinessDaysOffset N
→42045 UnderlyingCashSettlNumOfValuationDates N
→42046 UnderlyingCashSettlValuationTime N
→42047 UnderlyingCashSettlBusinessCenter N
→42048 UnderlyingCashSettlQuoteMethod N
→42049 UnderlyingCashSettlQuoteAmount N
→42050 UnderlyingCashSettlQuoteCurrency N
→42051 UnderlyingCashSettlMinimumQuoteAmount N
→42052 UnderlyingCashSettlMinimumQuoteCurrency N
Component UnderlyingCashSettlDealerGrp N
→42797 UnderlyingCashSettlPriceSource N
→42798 UnderlyingCashSettlPriceDefault N
→42053 UnderlyingCashSettlBusinessDays N
→42054 UnderlyingCashSettlAmount N
Component UnderlyingCashSettlDate N
→42055 UnderlyingCashSettlRecoveryFactor N
→42056 UnderlyingCashSettlFixedTermIndicator N
→42057 UnderlyingCashSettlAccruedInterestIndicator N
→42058 UnderlyingCashSettlValuationMethod N
→42059 UnderlyingCashSettlTermXID N

UnderlyingComplexEventAveragingObservationGrp

Tag Name Req’d Description
41713 NoUnderlyingComplexEventAveragingObservations N
→41714 UnderlyingComplexEventAveragingObservationNumber N Required if NoUnderlyingComplexEventAveragingObservations(41713) > 0.
→41715 UnderlyingComplexEventAveragingWeight N

UnderlyingComplexEventCreditEventGrp

Tag Name Req’d Description
41716 NoUnderlyingComplexEventCreditEvents N
→41717 UnderlyingComplexEventCreditEventType N Required if NoUnderlyingComplexEventCreditEvents(41716) > 0.
→41718 UnderlyingComplexEventCreditEventValue N
→41719 UnderlyingComplexEventCreditEventCurrency N
→41720 UnderlyingComplexEventCreditEventPeriod N Conditionally required when UnderlyingComplexEventCreditEventUnit(41721) is specified.
→41721 UnderlyingComplexEventCreditEventUnit N Conditionally required when UnderlyingComplexEventCreditEventPeriod(41720) is specified.
→41722 UnderlyingComplexEventCreditEventDayType N
→41723 UnderlyingComplexEventCreditEventRateSource N
Component UnderlyingComplexEventCreditEventQualifierGrp N

UnderlyingComplexEventCreditEventQualifierGrp

Tag Name Req’d Description
41724 NoUnderlyingComplexEventCreditEventQualifiers N
→41725 UnderlyingComplexEventCreditEventQualifier N Required if NoUnderlyingComplexEventCreditEventQualifiers(41724) > 0.

UnderlyingComplexEventCreditEventSourceGrp

Tag Name Req’d Description
41748 NoUnderlyingComplexEventCreditEventSources N
→41749 UnderlyingComplexEventCreditEventSource N Required if NoUnderlyingCreditEventCreditEventSources(41748) > 0.

UnderlyingComplexEventDateBusinessCenterGrp

Tag Name Req’d Description
41737 NoUnderlyingComplexEventDateBusinessCenters N
→41738 UnderlyingComplexEventDateBusinessCenter N Required if NoUnderlyingComplexEventDateBusinessCenters(41737) > 0.

UnderlyingComplexEventDates

Tag Name Req’d Description
2053 NoUnderlyingComplexEventDates N
→2054 UnderlyingComplexEventStartDate N Required if NoUnderlyingComplexEventDates(2054) > 0.
→2055 UnderlyingComplexEventEndDate N Required if NoUnderlyingComplexEventDates(2054) > 0.
Component UnderlyingComplexEventTimes N

UnderlyingComplexEventPeriodDateGrp

Tag Name Req’d Description
41726 NoUnderlyingComplexEventPeriodDateTimes N
→41727 UnderlyingComplexEventPeriodDate N Required if NoUnderlyingComplexEventPeriodDateTimes(41726) > 0.
→41728 UnderlyingComplexEventPeriodTime N

UnderlyingComplexEventPeriodGrp

Tag Name Req’d Description
41729 NoUnderlyingComplexEventPeriods N
→41730 UnderlyingComplexEventPeriodType N Required if NoUnderlyingComplexEventPeriods(41729) > 0.
→41731 UnderlyingComplexEventBusinessCenter N
Component UnderlyingComplexEventScheduleGrp N
Component UnderlyingComplexEventPeriodDateGrp N
Component UnderlyingComplexEventAveragingObservationGrp N

UnderlyingComplexEventRateSourceGrp

Tag Name Req’d Description
41732 NoUnderlyingComplexEventRateSources N
→41733 UnderlyingComplexEventRateSource N Required if NoUnderlyingComplexEventRateSources(41732) > 0.
→41734 UnderlyingComplexEventRateSourceType N Required if NoUnderlyingComplexEventRateSources(41732) > 0.
→41735 UnderlyingComplexEventReferencePage N Conditionally required when ComplexEventRateSource(41014) = 99 (Other).
→41736 UnderlyingComplexEventReferencePageHeading N

UnderlyingComplexEventRelativeDate

Tag Name Req’d Description
41739 UnderlyingComplexEventDateUnadjusted N
41740 UnderlyingComplexEventDateRelativeTo N
41741 UnderlyingComplexEventDateOffsetPeriod N Conditionally required when UnderlyingComplexEventDateOffsetUnit(41742) is specified.
41742 UnderlyingComplexEventDateOffsetUnit N Conditionally required when UnderlyingComplexEventDateOffsetPeriod(41741) is specified.
41743 UnderlyingComplexEventDateOffsetDayType N
41744 UnderlyingComplexEventDateBusinessDayConvention N When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates.
Component UnderlyingComplexEventDateBusinessCenterGrp N When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates.
41745 UnderlyingComplexEventDateAdjusted N
41746 UnderlyingComplexEventFixingTime N
41747 UnderlyingComplexEventFixingTimeBusinessCenter N

UnderlyingComplexEventScheduleGrp

Tag Name Req’d Description
41750 NoUnderlyingComplexEventSchedules N
→41751 UnderlyingComplexEventScheduleStartDate N Required if NoUnderlyingComplexEventSchedules(41750) > 0.
→41752 UnderlyingComplexEventScheduleEndDate N
→41753 UnderlyingComplexEventScheduleFrequencyPeriod N Conditionally required when UnderlyingComplexEventScheduleFrequencyUnit(41754) is specified.
→41754 UnderlyingComplexEventScheduleFrequencyUnit N Conditionally required when UnderlyingComplexEventScheduleFrequencyPeriod(41753) is specified.
→41755 UnderlyingComplexEventScheduleRollConvention N When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option schedule dates.

UnderlyingComplexEventTimes

Tag Name Req’d Description
2056 NoUnderlyingComplexEventTimes N
→2057 UnderlyingComplexEventStartTime N Required if NoUnderlyingComplexEventTimes(2056) > 0.
→2058 UnderlyingComplexEventEndTime N Required if NoUnderlyingComplexEventTimes(2056) > 0.

UnderlyingComplexEvents

Tag Name Req’d Description
2045 NoUnderlyingComplexEvents N
→2046 UnderlyingComplexEventType N Required if NoUnderlyingComplexEvents(2045) > 0.
→2261 UnderlyingComplexOptPayoutPaySide N
→2262 UnderlyingComplexOptPayoutReceiveSide N
→2263 UnderlyingComplexOptPayoutUnderlier N
→2047 UnderlyingComplexOptPayoutAmount N
→2264 UnderlyingComplexOptPayoutPercentage N
→2265 UnderlyingComplexOptPayoutTime N
→2266 UnderlyingComplexOptPayoutCurrency N
→2048 UnderlyingComplexEventPrice N
→2267 UnderlyingComplexEventPricePercentage N
→2049 UnderlyingComplexEventPriceBoundaryMethod N
→2050 UnderlyingComplexEventPriceBoundaryPrecision N
→2051 UnderlyingComplexEventPriceTimeType N
→2052 UnderlyingComplexEventCondition N Conditionally required when there are more than one UnderlyingComplexEvent occurrences. A chain of events must be linked together through use of the UnderlyingComplexEventCondition(2052) in which the relationship between any two events is described. For any two occurances of events the first occurrence will specify the UnderlyingComplexEventCondition(2052) which links it with the second event.
Component UnderlyingComplexEventDates N
→2268 UnderlyingComplexEventCurrencyOne N
→2269 UnderlyingComplexEventCurrencyTwo N
→2270 UnderlyingComplexEventQuoteBasis N
→2271 UnderlyingComplexEventFixedFXRate N
→2419 UnderlyingComplexEventSpotRate N
→2420 UnderlyingComplexEventForwardPoints N
→2272 UnderlyingComplexEventDeterminationMethod N
→2273 UnderlyingComplexEventCalculationAgent N
→2274 UnderlyingComplexEventStrikePrice N
→2275 UnderlyingComplexEventStrikeFactor N
→2276 UnderlyingComplexEventStrikeNumberOfOptions N
Component UnderlyingComplexEventRateSourceGrp N
Component UnderlyingComplexEventRelativeDate N
Component UnderlyingComplexEventPeriodGrp N
→2277 UnderlyingComplexEventCreditEventsXIDRef N
→2278 UnderlyingComplexEventCreditEventNotifyingParty N
→2279 UnderlyingComplexEventCreditEventBusinessCenter N
→2280 UnderlyingComplexEventCreditEventStandardSources N
→2281 UnderlyingComplexEventCreditEventMinimumSources N
Component UnderlyingComplexEventCreditEventSourceGrp N
Component UnderlyingComplexEventCreditEventGrp N
→2611 UnderlyingComplexEventFuturesPriceValuation N
→2612 UnderlyingComplexEventOptionsPriceValuation N
→2613 UnderlyingComplexEventPVFinalPriceElectionFallback N
→2282 UnderlyingComplexEventXID N
→2283 UnderlyingComplexEventXIDRef N

UnderlyingDateAdjustment

Tag Name Req’d Description
40964 UnderlyingBusinessDayConvention N
Component UnderlyingBusinessCenterGrp N
40965 UnderlyingDateRollConvention N

UnderlyingDeliveryScheduleGrp

Tag Name Req’d Description
41756 NoUnderlyingDeliverySchedules N
→41757 UnderlyingDeliveryScheduleType N Required if NoUnderlyingDeliverySchedules(41756) > 0.
→41758 UnderlyingDeliveryScheduleXID N
→41759 UnderlyingDeliveryScheduleNotional N
→41760 UnderlyingDeliveryScheduleNotionalUnitOfMeasure N
→41761 UnderlyingDeliveryScheduleNotionalCommodityFrequency N
→41762 UnderlyingDeliveryScheduleNegativeTolerance N
→41763 UnderlyingDeliverySchedulePositiveTolerance N
→41764 UnderlyingDeliveryScheduleToleranceUnitOfMeasure N
→41765 UnderlyingDeliveryScheduleToleranceType N Conditionally required when UnderlyingDeliveryScheduleNegativeTolerance(41762) or UnderlyingDeliverySchedulePositiveTolerance(41763) is specified.
→41766 UnderlyingDeliveryScheduleSettlCountry N
→41767 UnderlyingDeliveryScheduleSettlTimeZone N
→41768 UnderlyingDeliveryScheduleSettlFlowType N
→41769 UnderlyingDeliveryScheduleSettlHolidaysProcessingInstruction N
Component UnderlyingDeliveryScheduleSettlDayGrp N

UnderlyingDeliveryScheduleSettlDayGrp

Tag Name Req’d Description
41770 NoUnderlyingDeliveryScheduleSettlDays N
→41771 UnderlyingDeliveryScheduleSettlDay N Required if NoUnderlyingDeliveryScheduleSettlDays(41770) > 0.
→41772 UnderlyingDeliveryScheduleSettlTotalHours N
Component UnderlyingDeliveryScheduleSettlTimeGrp N

UnderlyingDeliveryScheduleSettlTimeGrp

Tag Name Req’d Description
41773 NoUnderlyingDeliveryScheduleSettlTimes N
→41774 UnderlyingDeliveryScheduleSettlStart N Required if NoUnderlyingDeliveryScheduleSettlTimes(41773) > 0.
→41775 UnderlyingDeliveryScheduleSettlEnd N Required if NoUnderlyingDeliveryScheduleSettlTimes(41773) > 0.
→41776 UnderlyingDeliveryScheduleSettlTimeType N May be defaulted to market convention or bilaterally agreed if not specified.

UnderlyingDeliveryStream

Tag Name Req’d Description
41777 UnderlyingDeliveryStreamType N
Component UnderlyingDeliveryStreamCommoditySourceGrp N
41778 UnderlyingDeliveryStreamPipeline N
41779 UnderlyingDeliveryStreamEntryPoint N
41780 UnderlyingDeliveryStreamWithdrawalPoint N
41781 UnderlyingDeliveryStreamDeliveryPoint N
42196 UnderlyingDeliveryStreamDeliveryPointSource N
42197 UnderlyingDeliveryStreamDeliveryPointDesc N
41782 UnderlyingDeliveryStreamDeliveryRestriction N
41783 UnderlyingDeliveryStreamDeliveryContingency N
41784 UnderlyingDeliveryStreamDeliveryContingentPartySide N
41785 UnderlyingDeliveryStreamDeliverAtSourceIndicator N
41786 UnderlyingDeliveryStreamRiskApportionment N
41587 UnderlyingDeliveryStreamRiskApportionmentSource N
Component UnderlyingDeliveryStreamCycleGrp N
41787 UnderlyingDeliveryStreamTitleTransferLocation N
41788 UnderlyingDeliveryStreamTitleTransferCondition N
41789 UnderlyingDeliveryStreamImporterOfRecord N
41790 UnderlyingDeliveryStreamNegativeTolerance N
41791 UnderlyingDeliveryStreamPositiveTolerance N
41792 UnderlyingDeliveryStreamToleranceUnitOfMeasure N
41793 UnderlyingDeliveryStreamToleranceType N
41794 UnderlyingDeliveryStreamToleranceOptionSide N
41795 UnderlyingDeliveryStreamTotalPositiveTolerance N
41796 UnderlyingDeliveryStreamTotalNegativeTolerance N
41797 UnderlyingDeliveryStreamNotionalConversionFactor N
41798 UnderlyingDeliveryStreamTransportEquipment N
41799 UnderlyingDeliveryStreamElectingPartySide N
43096 UnderlyingDeliveryStreamRouteOrCharter N

UnderlyingDeliveryStreamCommoditySourceGrp

Tag Name Req’d Description
41808 NoUnderlyingDeliveryStreamCommoditySources N
→41809 UnderlyingDeliveryStreamCommoditySource N Required if NoUnderlyingDeliveryStreamCommoditySources(41808) > 0.

UnderlyingDeliveryStreamCycleGrp

Tag Name Req’d Description
41804 NoUnderlyingDeliveryStreamCycles N
→41805 UnderlyingDeliveryStreamCycleDesc N Required if NoUnderlyingDeliveryStreamCycles(41804) > 0.
→41806 EncodedUnderlyingDeliveryStreamCycleDescLen N Must be set if EncodedUnderlyingDeliveryStreamCycleDesc(41807) field is specified and must immediately precede it.
→41807 EncodedUnderlyingDeliveryStreamCycleDesc N Encoded (non-ASCII characters) representation of the UnderlyingDeliverySreamCycleDesc(41805) field in the encoded format specified via the MessageEncoding(347) field.

UnderlyingDividendAccrualFloatingRate

Tag Name Req’d Description
42801 UnderlyingDividendFloatingRateIndex N
42802 UnderlyingDividendFloatingRateIndexCurvePeriod N Conditionally required when UnderlyingDividendFloatingRateIndexCurveUnit(42803) is specified.
42803 UnderlyingDividendFloatingRateIndexCurveUnit N Conditionally required when UnderlyingDividendFloatingRateIndexCurvePeriod(42802) is specified.
42804 UnderlyingDividendFloatingRateMultiplier N
42805 UnderlyingDividendFloatingRateSpread N
42806 UnderlyingDividendFloatingRateSpreadPositionType N
42807 UnderlyingDividendFloatingRateTreatment N
42808 UnderlyingDividendCapRate N
42809 UnderlyingDividendCapRateBuySide N
42810 UnderlyingDividendCapRateSellSide N
42811 UnderlyingDividendFloorRate N
42812 UnderlyingDividendFloorRateBuySide N
42813 UnderlyingDividendFloorRateSellSide N
42814 UnderlyingDividendInitialRate N
42815 UnderlyingDividendFinalRateRoundingDirection N
42816 UnderlyingDividendFinalRatePrecision N
42817 UnderlyingDividendAveragingMethod N
42818 UnderlyingDividendNegativeRateTreatment N

UnderlyingDividendAccrualPaymentDate

Tag Name Req’d Description
42819 UnderlyingDividendAccrualPaymentDateRelativeTo N
42820 UnderlyingDividendAccrualPaymentDateOffsetPeriod N Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetUnit(42821) is specified.
42821 UnderlyingDividendAccrualPaymentDateOffsetUnit N Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetPeriod(42820) is specified.
42822 UnderlyingDividendAccrualPaymentDateOffsetDayType N
42823 UnderlyingDividendAccrualPaymentDateUnadjusted N
42824 UnderlyingDividendAccrualPaymentDateBusinessDayConvention N When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendAccrualPaymentDate.
Component UnderlyingDividendAccrualPaymentDateBusinessCenterGrp N When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendAccrualPaymentDate.
42825 UnderlyingDividendAccrualPaymentDateAdjusted N

UnderlyingDividendAccrualPaymentDateBusinessCenterGrp

Tag Name Req’d Description
42799 NoUnderlyingDividendAccrualPaymentDateBusinessCenters N
→42800 UnderlyingDividendAccrualPaymentDateBusinessCenter N Required if NoUnderlyingDividendAccrualPaymentDateBusinessCenters(42799) > 0.

UnderlyingDividendConditions

Tag Name Req’d Description
42826 UnderlyingDividendReinvestmentIndicator N
42827 UnderlyingDividendEntitlementEvent N
42828 UnderlyingDividendAmountType N
42829 UnderlyingDividendUnderlierRefID N
Component UnderlyingDividendPeriodGrp N
42830 UnderlyingExtraordinaryDividendPartySide N
42831 UnderlyingExtraordinaryDividendAmountType N
42832 UnderlyingExtraordinaryDividendCurrency N
42833 UnderlyingExtraordinaryDividendDeterminationMethod N
Component UnderlyingDividendFXTriggerDate N
Component UnderlyingDividendAccrualFloatingRate N
42834 UnderlyingDividendAccrualFixedRate N
Component UnderlyingDividendAccrualPaymentDate N
42835 UnderlyingDividendCompoundingMethod N
42836 UnderlyingDividendNumOfIndexUnits N
42837 UnderlyingDividendCashPercentage N
42838 UnderlyingDividendCashEquivalentPercentage N
42839 UnderlyingNonCashDividendTreatment N
42840 UnderlyingDividendComposition N
42841 UnderlyingSpecialDividendsIndicator N
42842 UnderlyingMaterialDividendsIndicator N
42843 UnderlyingOptionsExchangeDividendsIndicator N
42844 UnderlyingAdditionalDividendsIndicator N
42845 UnderlyingAllDividendsIndicator N

UnderlyingDividendFXTriggerDate

Tag Name Req’d Description
42846 UnderlyingDividendFXTriggerDateRelativeTo N
42847 UnderlyingDividendFXTriggerDateOffsetPeriod N Conditionally required when UnderlyingDividendFXTriggerDateOffsetUnit(42848) is specified.
42848 UnderlyingDividendFXTriggerDateOffsetUnit N Conditionally required when UnderlyingDividendFXTriggerDateOffsetPeriod(42847) is specified.
42849 UnderlyingDividendFXTriggerDateOffsetDayType N
42850 UnderlyingDividendFXTriggerDateUnadjusted N
42851 UnderlyingDividendFXTriggerDateBusinessDayConvention N When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendFXTriggerDate.
Component UnderlyingDividendFXTriggerDateBusinessCenterGrp N When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendFXTriggerDate.
42852 UnderlyingDividendFXTriggerDateAdjusted N

UnderlyingDividendFXTriggerDateBusinessCenterGrp

Tag Name Req’d Description
42853 NoUnderlyingDividendFXTriggerDateBusinessCenters N
→42854 UnderlyingDividendFXTriggerDateBusinessCenter N Required if NoUnderlyingDividendFXTriggerDateBusinessCenters(42853) > 0.

UnderlyingDividendPaymentGrp

Tag Name Req’d Description
42855 NoUnderlyingDividendPayments N
→42856 UnderlyingDividendPaymentDate N Required if NoUnderlyingDividendPayments (42855) > 0.
→42857 UnderlyingDividendPaymentAmount N Required if NoUnderlyingDividendPayments (42855) > 0.
→42858 UnderlyingDividendPaymentCurrency N
→42859 UnderlyingDividendAccruedInterest N

UnderlyingDividendPayout

Tag Name Req’d Description
42860 UnderlyingDividendPayoutRatio N
42861 UnderlyingDividendPayoutConditions N
Component UnderlyingDividendPaymentGrp N

UnderlyingDividendPeriodBusinessCenterGrp

Tag Name Req’d Description
42882 NoUnderlyingDividendPeriodBusinessCenters N
→42883 UnderlyingDividendPeriodBusinessCenter N Required if NoUnderlyingDividendPeriodBusinessCenters(42882) > 0.

UnderlyingDividendPeriodGrp

Tag Name Req’d Description
42862 NoUnderlyingDividendPeriods N
→42863 UnderlyingDividendPeriodSequence N Required if NoUnderlyingDividendPeriods(42862) > 0.
→42864 UnderlyingDividendPeriodStartDateUnadjusted N
→42865 UnderlyingDividendPeriodEndDateUnadjusted N
→42866 UnderlyingDividendPeriodUnderlierRefID N When specified, this overrides UnderlyingDividendUnderlierRefID(42829). The specified value would be specific to this dividend period instance.
→42867 UnderlyingDividendPeriodStrikePrice N
→42868 UnderlyingDividendPeriodBusinessDayConvention N When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this dividend period instance.
Component UnderlyingDividendPeriodBusinessCenterGrp N When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this dividend period instance.
→42869 UnderlyingDividendPeriodValuationDateUnadjusted N
→42870 UnderlyingDividendPeriodValuationDateRelativeTo N
→42871 UnderlyingDividendPeriodValuationDateOffsetPeriod N Conditionally required when UnderlyingDividendPeriodValuationDateOffsetUnit(42872) is specified.
→42872 UnderlyingDividendPeriodValuationDateOffsetUnit N Conditionally required when UnderlyingDividendPeriodValuationDateOffsetPeriod(42871) is specified.
→42873 UnderlyingDividendPeriodValuationDateOffsetDayType N
→42874 UnderlyingDividendPeriodValuationDateAdjusted N
→42875 UnderlyingDividendPeriodPaymentDateUnadjusted N
→42876 UnderlyingDividendPeriodPaymentDateRelativeTo N
→42877 UnderlyingDividendPeriodPaymentDateOffsetPeriod N Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetUnit(42878) is specified.
→42878 UnderlyingDividendPeriodPaymentDateOffsetUnit N Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetPeriod(42877) is specified.
→42879 UnderlyingDividendPeriodPaymentDateOffsetDayType N
→42880 UnderlyingDividendPeriodPaymentDateAdjusted N
→42881 UnderlyingDividendPeriodXID N

UnderlyingEvntGrp

Tag Name Req’d Description
1981 NoUnderlyingEvents N
→1982 UnderlyingEventType N Required if NoUnderlyingEvents(1982) > 0.
→1983 UnderlyingEventDate N Conditionally required when UnderlyingEventTime(1984) is specified.
→1984 UnderlyingEventTime N
→1985 UnderlyingEventTimeUnit N Conditionally required when UnderlyingEventTimePeriod(1986) is specified.
→1986 UnderlyingEventTimePeriod N Conditionally required when UnderlyingEventTimeUnit(1985) is specified.
→2342 UnderlyingEventMonthYear N
→1987 UnderlyingEventPx N
→2071 UnderlyingEventText N
→2072 EncodedUnderlyingEventTextLen N Must be set if EncodedUnderlyingEventText(2073) field is specified and must immediately precede it.
→2073 EncodedUnderlyingEventText N Encoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding(347) field.

UnderlyingExtraordinaryEventGrp

Tag Name Req’d Description
42884 NoUnderlyingExtraordinaryEvents N
→42885 UnderlyingExtraordinaryEventType N Required if NoUnderlyingExtraordinaryEvents(42884) > 0.
→42886 UnderlyingExtraordinaryEventValue N Required if NoUnderlyingExtraordinaryEvents(42884) > 0.

UnderlyingInstrument

Tag Name Req’d Description
311 UnderlyingSymbol N
312 UnderlyingSymbolSfx N
309 UnderlyingSecurityID N
305 UnderlyingSecurityIDSource N
Component UndSecAltIDGrp N
2874 UnderlyingID N Used for unique identification of the underlying instance that can subsequently be used to serve as input value for fields such as UnderlyingRefID(2841), for example, whenever a simple underlying reference is allowed or needed.
462 UnderlyingProduct N
Component UnderlyingSecurityXML N Embedded XML document describing the underlying instrument.
463 UnderlyingCFICode N
2894 UnderlyingUPICode N
310 UnderlyingSecurityType N
763 UnderlyingSecuritySubType N
313 UnderlyingMaturityMonthYear N
542 UnderlyingMaturityDate N
1213 UnderlyingMaturityTime N
1837 UnderlyingContractPriceRefMonth N
241 UnderlyingCouponPaymentDate N
1453 UnderlyingRestructuringType N
1454 UnderlyingSeniority N
2614 UnderlyingNotional N
2615 UnderlyingNotionalCurrency N
2616 UnderlyingNotionalDeterminationMethod N
2617 UnderlyingNotionalAdjustments N
2619 UnderlyingNotionalXIDRef N
1455 UnderlyingNotionalPercentageOutstanding N
1456 UnderlyingOriginalNotionalPercentageOutstanding N
1459 UnderlyingAttachmentPoint N
1460 UnderlyingDetachmentPoint N
242 UnderlyingIssueDate N
246 UnderlyingFactor N
256 UnderlyingCreditRating N
595 UnderlyingInstrRegistry N
592 UnderlyingCountryOfIssue N
593 UnderlyingStateOrProvinceOfIssue N
594 UnderlyingLocaleOfIssue N
316 UnderlyingStrikePrice N
941 UnderlyingStrikeCurrency N
317 UnderlyingOptAttribute N
436 UnderlyingContractMultiplier N
1437 UnderlyingContractMultiplierUnit N
2363 UnderlyingTradingUnitPeriodMultiplier N
1441 UnderlyingFlowScheduleType N
998 UnderlyingUnitOfMeasure N
1423 UnderlyingUnitOfMeasureQty N
1718 UnderlyingUnitOfMeasureCurrency N
1424 UnderlyingPriceUnitOfMeasure N
1425 UnderlyingPriceUnitOfMeasureQty N
1719 UnderlyingPriceUnitOfMeasureCurrency N
1000 UnderlyingTimeUnit N Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
1419 UnderlyingExerciseStyle N
1526 UnderlyingPriceQuoteCurrency N
435 UnderlyingCouponRate N
308 UnderlyingSecurityExchange N
306 UnderlyingIssuer N
362 EncodedUnderlyingIssuerLen N Must be set if UnderlyingEncodedIssuer(363) field is specified and must immediately precede it.
363 EncodedUnderlyingIssuer N Encoded (non-ASCII characters) representation of the UnderlyingIssuer(363) field in the encoded format specified via the MessageEncoding(347) field.
2742 UnderlyingFinancialInstrumentShortName N
2720 UnderlyingFinancialInstrumentFullName N
2721 EncodedUnderlyingFinancialInstrumentFullNameLen N Must be set if EncodedUnderlyingFinancialInstrumentFullName(2722) field is specified and must immediately precede it.
2722 EncodedUnderlyingFinancialInstrumentFullName N Encoded (non-ASCII characters) representation of the UnderlyingFinancialInstrumentFullName(2720) field in the encoded format specified via the MessageEncoding(347) field.
2723 UnderlyingIndexCurveUnit N Requires UnderlyingSecurityID(305) to identify the index. Requires UnderlyingIndexCurvePeriod(2724).
2724 UnderlyingIndexCurvePeriod N Requires UnderlyingSecurityID(305) to identify the index. Requires UnderlyingIndexCurveUnit(2723).
307 UnderlyingSecurityDesc N
364 EncodedUnderlyingSecurityDescLen N Must be set if UnderlyingEncodedSecurityDesc(307) field is specified and must immediately precede it.
365 EncodedUnderlyingSecurityDesc N Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc(307) field in the encoded format specified via the MessageEncoding(347) field.
877 UnderlyingCPProgram N
878 UnderlyingCPRegType N
972 UnderlyingAllocationPercent N Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.
318 UnderlyingCurrency N Specific to the <UnderlyingInstrument> (not in <Instrument>)
879 UnderlyingQty N Specific to the <UnderlyingInstrument> (not in <Instrument>)
Unit amount of the underlying security (par, shares, currency, etc.)
975 UnderlyingSettlementType N Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.
973 UnderlyingCashAmount N Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying’s is a fixed cash value.
974 UnderlyingCashType N Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)
810 UnderlyingPx N Specific to the <UnderlyingInstrument> (not in <Instrument>)
In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.
882 UnderlyingDirtyPrice N Specific to the <UnderlyingInstrument> (not in <Instrument>)
In a financing deal price (percent-of-par or per unit) of the underlying security or basket. Dirty means it includes accrued interest
883 UnderlyingEndPrice N Specific to the <UnderlyingInstrument> (not in <Instrument>)
In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.
884 UnderlyingStartValue N Specific to the <UnderlyingInstrument> (not in <Instrument>)
Currency value attributed to this collateral at the start of the agreement
885 UnderlyingCurrentValue N Specific to the <UnderlyingInstrument> (not in <Instrument>)
Currency value currently attributed to this collateral
886 UnderlyingEndValue N Specific to the <UnderlyingInstrument> (not in <Instrument>)
Currency value attributed to this collateral at the end of the agreement
2885 UnderlyingAccruedInterestAmt N
2886 UnderlyingNumDaysInterest N
Component UnderlyingStipulations N Specific to the <UnderlyingInstrument> (not in <Instrument>)
Insert here the contents of the <UnderlyingStipulations> Component Block
1044 UnderlyingAdjustedQuantity N Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).
1045 UnderlyingFXRate N Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).
1046 UnderlyingFXRateCalc N Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).
1038 UnderlyingCapValue N
Component UndlyInstrumentParties N
1039 UnderlyingSettlMethod N
315 UnderlyingPutOrCall N Used to express option right
2683 UnderlyingInTheMoneyCondition N Used to express in-the-moneyness behavior in general terms for the option without the use of UnderlyingStrikePrice(316) and UnderlyingPutOrCall(315).
2687 UnderlyingContraryInstructionEligibilityIndicator N
1988 UnderlyingConstituentWeight N
1989 UnderlyingCouponType N
1990 UnderlyingTotalIssuedAmount N
1991 UnderlyingCouponFrequencyPeriod N Conditionally required when UnderlyingCouponFrequencyUnit(1992) is specified.
1992 UnderlyingCouponFrequencyUnit N Conditionally required when UnderlyingCouponFrequencyPeriod(1991) is specified.
1993 UnderlyingCouponDayCount N
2881 UnderlyingCouponOtherDayCount N
1994 UnderlyingObligationID N
1995 UnderlyingObligationIDSource N Conditionally required when UnderlyingObligationID(1994) is specified.
1996 UnderlyingEquityID N
1997 UnderlyingEquityIDSource N Conditionally required when UnderlyingEquityID(1996) is specified.
2620 UnderlyingFutureID N
2621 UnderlyingFutureIDSource N Required if UnderlyingFutureID(2620) is specified.
Component UnderlyingEvntGrp N
1998 UnderlyingLienSeniority N
1999 UnderlyingLoanFacility N
2000 UnderlyingReferenceEntityType N
2003 UnderlyingIndexSeries N
2004 UnderlyingIndexAnnexVersion N
2005 UnderlyingIndexAnnexDate N
2006 UnderlyingIndexAnnexSource N
2284 UnderlyingSettlRateIndex N
2285 UnderlyingSettlRateIndexLocation N
2286 UnderlyingOptionExpirationDesc N
2287 EncodedUnderlyingOptionExpirationDescLen N Must be set if EncodedUnderlyingOptionExpirationDesc(2288) field is specified and must immediately precede it.
2288 EncodedUnderlyingOptionExpirationDesc N Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding(347) field.
2007 UnderlyingProductComplex N
2008 UnderlyingSecurityGroup N
2009 UnderlyingSettleOnOpenFlag N
2010 UnderlyingAssignmentMethod N
2011 UnderlyingSecurityStatus N
2012 UnderlyingObligationType N
2491 UnderlyingAssetGroup N
2013 UnderlyingAssetClass N Required if UnderlyingAssetSubClass(2014) is specified.
2014 UnderlyingAssetSubClass N Required if UnderlyingAssetType(2015) is specified.
2015 UnderlyingAssetType N Required if UnderlyingAssetSubType(2744) is specified.
2744 UnderlyingAssetSubType N
Component UnderlyingSecondaryAssetGrp N
Component UnderlyingAssetAttributeGrp N
2016 UnderlyingSwapClass N
2289 UnderlyingSwapSubClass N
2017 UnderlyingNthToDefault N Conditionally required when UnderlyingMthToDefault(2018) is specified.
2018 UnderlyingMthToDefault N
2019 UnderlyingSettledEntityMatrixSource N
2020 UnderlyingSettledEntityMatrixPublicationDate N
2021 UnderlyingStrikeMultiplier N
2022 UnderlyingStrikeValue N
2290 UnderlyingStrikeUnitOfMeasure N
2622 UnderlyingStrikeIndexCurvePoint N
2291 UnderlyingStrikeIndex N
2623 UnderlyingStrikeIndexQuote N
2292 UnderlyingStrikeIndexSpread N
2023 UnderlyingStrikePriceDeterminationMethod N
2024 UnderlyingStrikePriceBoundaryMethod N When specified, UnderlyingPutOrCall(315), UnderlyingStrikePrice(316), and UnderlyingStrikePriceBoundaryPrecision(2025) must also be specified.
2025 UnderlyingStrikePriceBoundaryPrecision N
2026 UnderlyingMinPriceIncrement N
2027 UnderlyingMinPriceIncrementAmount N
2028 UnderlyingOptPayoutType N
2029 UnderlyingOptPayoutAmount N Conditionally required if UnderlyingOptPayoutType(2028) = 3 (Binary).
2757 UnderlyingReturnTrigger N
2030 UnderlyingPriceQuoteMethod N
2031 UnderlyingValuationMethod N
2293 UnderlyingValuationSource N
2294 UnderlyingValuationReferenceModel N
2032 UnderlyingListMethod N
2033 UnderlyingCapPrice N
2034 UnderlyingFloorPrice N
2035 UnderlyingFlexibleIndicator N
2036 UnderlyingFlexProductEligibilityIndicator N
2037 UnderlyingPositionLimit N
2038 UnderlyingNTPositionLimit N
2039 UnderlyingPool N
2040 UnderlyingContractSettlMonth N
2041 UnderlyingDatedDate N
2042 UnderlyingInterestAccrualDate N
2043 UnderlyingShortSaleRestriction N
2044 UnderlyingRefTickTableID N
41314 UnderlyingProtectionTermXIDRef N
41315 UnderlyingSettlTermXIDRef N
Component UnderlyingComplexEvents N
2295 UnderlyingStrategyType N
2296 UnderlyingCommonPricingIndicator N
2297 UnderlyingSettlDisruptionProvision N
2756 UnderlyingDeliveryRouteOrCharter N
2298 UnderlyingInstrumentRoundingDirection N
2299 UnderlyingInstrumentRoundingPrecision N
Component UnderlyingDateAdjustment N
Component UnderlyingPricingDateTime N
Component UnderlyingMarketDisruption N
Component UnderlyingOptionExercise N
Component UnderlyingStreamGrp N
Component UnderlyingProvisionGrp N
Component UnderlyingAdditionalTermGrp N
Component UnderlyingProtectionTermGrp N
Component UnderlyingCashSettlTermGrp N
Component UnderlyingPhysicalSettlTermGrp N
Component UnderlyingRateSpreadSchedule N
Component UnderlyingDividendPayout N
Component UnderlyingExtraordinaryEventGrp N
2624 UnderlyingExtraordinaryEventAdjustmentMethod N
2625 UnderlyingExchangeLookAlike N
2626 UnderlyingAverageVolumeLimitationPercentage N
2627 UnderlyingAverageVolumeLimitationPeriodDays N
2628 UnderlyingDepositoryReceiptIndicator N
2629 UnderlyingOpenUnits N
2630 UnderlyingBasketDivisor N
2631 UnderlyingInstrumentXID N

UnderlyingMarketDisruption

Tag Name Req’d Description
41859 UnderlyingMarketDisruptionProvision N
Component UnderlyingMarketDisruptionEventGrp N
41860 UnderlyingMarketDisruptionFallbackProvision N
Component UnderlyingMarketDisruptionFallbackGrp N
Component UnderlyingMarketDisruptionFallbackReferencePriceGrp N
41861 UnderlyingMarketDisruptionMaximumDays N
41862 UnderlyingMarketDisruptionMaterialityPercentage N If specified, the disruption event should be specified in UnderlyingMarketDisruptionEventGrp.
41863 UnderlyingMarketDisruptionMinimumFuturesContracts N Applicable only when UnderlyingMarketDisruptionEvent(41865)=’DeMinimisTrading’.

UnderlyingMarketDisruptionEventGrp

Tag Name Req’d Description
41864 NoUnderlyingMarketDisruptionEvents N
→41865 UnderlyingMarketDisruptionEvent N Required if NoUnderlyingMarketDisruptionEvents(41864) > 0.
→41338 UnderlyingMarketDisruptionValue N

UnderlyingMarketDisruptionFallbackGrp

Tag Name Req’d Description
41866 NoUnderlyingMarketDisruptionFallbacks N
→41867 UnderlyingMarketDisruptionFallbackType N Required if NoUnderlyingMarketDisruptionFallbacks(41866) > 0.
The sequence of entries specifies the order in which the fallback provisions should be applied.
→41339 UnderlyingMarketDisruptionFallbackValue N

UnderlyingMarketDisruptionFallbackReferencePriceGrp

Tag Name Req’d Description
41868 NoUnderlyingMarketDisruptionFallbackReferencePrices N
→41869 UnderlyingMarketDisruptionFallbackUnderlierType N Required if NoUnderlyingMarketDisruptionFallbackReferencePrices (41868) > 0.
→41870 UnderlyingMarketDisruptionFallbackUnderlierSecurityID N Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource(41871) is specified.
→41871 UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource N Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityID(41870) is specified.
→41872 UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc N
→41873 EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDescLen N Must be set if EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field is specified and must immediately precede it.
→41874 EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc N Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding(347) field.
→41875 UnderlyingMarketDisruptionFallbackOpenUnits N
→41876 UnderlyingMarketDisruptionFallbackBasketCurrency N
→41877 UnderlyingMarketDisruptionFallbackBasketDivisor N

UnderlyingOptionExercise

Tag Name Req’d Description
41810 UnderlyingExerciseDesc N
41811 EncodedUnderlyingExerciseDescLen N Must be set if EncodedUnderlyingExerciseDesc(41812) field is specified and must immediately precede it.
41812 EncodedUnderlyingExerciseDesc N Encoded (non-ASCII characters) representation of the UnderlyingExerciseDesc(41810) field in the encoded format specified via the MessageEncoding(347) field.
41813 UnderlyingAutomaticExerciseIndicator N
41814 UnderlyingAutomaticExerciseThresholdRate N
41815 UnderlyingExerciseConfirmationMethod N
41816 UnderlyingManualNoticeBusinessCenter N
41817 UnderlyingFallbackExerciseIndicator N
41818 UnderlyingLimitedRightToConfirmIndicator N
41819 UnderlyingExerciseSplitTicketIndicator N
42887 UnderlyingSettlMethodElectingPartySide N
Component UnderlyingSettlMethodElectionDate N
Component UnderlyingOptionExerciseDates N
Component UnderlyingOptionExerciseExpiration N
Component UnderlyingOptionExerciseMakeWholeProvision N

UnderlyingOptionExerciseBusinessCenterGrp

Tag Name Req’d Description
41820 NoUnderlyingOptionExerciseBusinessCenters N
→41821 UnderlyingOptionExerciseBusinessCenter N Required if NoUnderlyingOptionExerciseBusinessCenters(41820) > 0.

UnderlyingOptionExerciseDateGrp

Tag Name Req’d Description
41841 NoUnderlyingOptionExerciseDates N
→41842 UnderlyingOptionExerciseDate N Required if NoUnderlyingOptionExerciseDates(41841) > 0.
→41843 UnderlyingOptionExerciseDateType N When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

UnderlyingOptionExerciseDates

Tag Name Req’d Description
41822 UnderlyingOptionExerciseBusinessDayConvention N When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise dates.
Component UnderlyingOptionExerciseBusinessCenterGrp N When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise dates.
Component UnderlyingOptionExerciseDateGrp N
41823 UnderlyingOptionExerciseEarliestDateOffsetDayType N
41824 UnderlyingOptionExerciseEarliestDateOffsetPeriod N Conditionally required when UnderlyingOptionExerciseEarliestDateUnit(41825) is specified.
41825 UnderlyingOptionExerciseEarliestDateOffsetUnit N Conditionally required when UnderlyingOptionExerciseEarliestDatePeriod(41824) is specified.
41826 UnderlyingOptionExerciseFrequencyPeriod N Conditinally required when UnderlyingOptionExerciseFrequencyUnit(41827) is specified.
41827 UnderlyingOptionExerciseFrequencyUnit N Conditinally required when UnderlyingOptionExerciseFrequencyPeriod(41826) is specified.
41828 UnderlyingOptionExerciseStartDateUnadjusted N
41829 UnderlyingOptionExerciseStartDateRelativeTo N
41830 UnderlyingOptionExerciseStartDateOffsetPeriod N Conditionally required when UnderlyingOptionExerciseStartDateOffsetUnit(41831) is specified.
41831 UnderlyingOptionExerciseStartDateOffsetUnit N Conditionally required when UnderlyingOptionExerciseStartDateOffsetPeriod(41830) is specified.
41832 UnderlyingOptionExerciseStartDateOffsetDayType N
41833 UnderlyingOptionExerciseStartDateAdjusted N
41834 UnderlyingOptionExerciseSkip N
41835 UnderlyingOptionExerciseNominationDeadline N
41836 UnderlyingOptionExerciseFirstDateUnadjusted N
41837 UnderlyingOptionExerciseLastDateUnadjusted N
41838 UnderlyingOptionExerciseEarliestTime N
41839 UnderlyingOptionExerciseLatestTime N
41840 UnderlyingOptionExerciseTimeBusinessCenter N

UnderlyingOptionExerciseExpiration

Tag Name Req’d Description
41846 UnderlyingOptionExerciseExpirationDateBusinessDayConvention N When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise expiration dates.
Component UnderlyingOptionExerciseExpirationDateBusinessCenterGrp N When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise expiration dates.
Component UnderlyingOptionExerciseExpirationDateGrp N
41847 UnderlyingOptionExerciseExpirationDateRelativeTo N
41848 UnderlyingOptionExerciseExpirationDateOffsetPeriod N Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetUnit(41849) is specified.
41849 UnderlyingOptionExerciseExpirationDateOffsetUnit N Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetPeriod(41848) is specified.
41850 UnderlyingOptionExerciseExpirationFrequencyPeriod N Conditionally required when UnderlyingOptionExerciseExpirationFrequencyUnit(41851) is specified.
41851 UnderlyingOptionExerciseExpirationFrequencyUnit N Conditionally required when UnderlyingOptionExerciseExpirationFrequencyPeriod(41850) is specified.
41852 UnderlyingOptionExerciseExpirationRollConvention N When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option exercise dates.
41853 UnderlyingOptionExerciseExpirationDateOffsetDayType N
41854 UnderlyingOptionExerciseExpirationTime N
41855 UnderlyingOptionExerciseExpirationTimeBusinessCenter N

UnderlyingOptionExerciseExpirationDateBusinessCenterGrp

Tag Name Req’d Description
41844 NoUnderlyingOptionExerciseExpirationDateBusinessCenters N
→41845 UnderlyingOptionExerciseExpirationDateBusinessCenter N Required if NoUnderlyingOptionExerciseExpirationDateBusinessCenters(41844) > 0.

UnderlyingOptionExerciseExpirationDateGrp

Tag Name Req’d Description
41856 NoUnderlyingOptionExerciseExpirationDates N
→41857 UnderlyingOptionExerciseExpirationDate N Required if NoUnderlyingOptionExpirationDates(41856) > 0.
→41858 UnderlyingOptionExerciseExpirationDateType N When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

UnderlyingOptionExerciseMakeWholeProvision

Tag Name Req’d Description
42888 UnderlyingMakeWholeDate N
42889 UnderlyingMakeWholeAmount N
42890 UnderlyingMakeWholeBenchmarkCurveName N
42891 UnderlyingMakeWholeBenchmarkCurvePoint N
42892 UnderlyingMakeWholeRecallSpread N
42893 UnderlyingMakeWholeBenchmarkQuote N
42894 UnderlyingMakeWholeInterpolationMethod N

UnderlyingPaymentScheduleFixingDateBusinessCenterGrp

Tag Name Req’d Description
40966 NoUnderlyingPaymentScheduleFixingDateBusinessCenters N
→40690 UnderlyingPaymentScheduleFixingDateBusinessCenter N Required if NoUnderlyingPaymentScheduleFixingDateBusinessCenters(40966) > 0.

UnderlyingPaymentScheduleFixingDayGrp

Tag Name Req’d Description
41878 NoUnderlyingPaymentScheduleFixingDays N
→41879 UnderlyingPaymentScheduleFixingDayOfWeek N Required if NoUnderlyingPaymentScheduleFixingDays(41878) > 0.
→41880 UnderlyingPaymentScheduleFixingDayNumber N

UnderlyingPaymentScheduleGrp

Tag Name Req’d Description
40664 NoUnderlyingPaymentSchedules N
→40665 UnderlyingPaymentScheduleType N Required if NoUnderlyingPaymentScheules(40664) > 0.
→41881 UnderlyingPaymentScheduleXID N
→41882 UnderlyingPaymentScheduleXIDRef N
→40666 UnderlyingPaymentScheduleStubType N
→40667 UnderlyingPaymentScheduleStartDateUnadjusted N
→40668 UnderlyingPaymentScheduleEndDateUnadjusted N
→40669 UnderlyingPaymentSchedulePaySide N
→40670 UnderlyingPaymentScheduleReceiveSide N
→40671 UnderlyingPaymentScheduleNotional N
→40672 UnderlyingPaymentScheduleCurrency N
→40673 UnderlyingPaymentScheduleRate N
→40674 UnderlyingPaymentScheduleRateMultiplier N
→40675 UnderlyingPaymentScheduleRateSpread N
→41883 UnderlyingPaymentScheduleRateCurrency N
→41884 UnderlyingPaymentScheduleRateUnitOfMeasure N
→41885 UnderlyingPaymentScheduleRateConversionFactor N
→41886 UnderlyingPaymentScheduleRateSpreadType N
→40676 UnderlyingPaymentScheduleRateSpreadPositionType N
→40677 UnderlyingPaymentScheduleRateTreatment N
→40678 UnderlyingPaymentScheduleFixedAmount N
→40679 UnderlyingPaymentScheduleFixedCurrency N
→41887 UnderlyingPaymentScheduleSettlPeriodPrice N
→41888 UnderlyingPaymentScheduleSettlPeriodPriceCurrency N
→41889 UnderlyingPaymentScheduleSettlPeriodPriceUnitOfMeasure N
→41890 UnderlyingPaymentScheduleStepUnitOfMeasure N
→40680 UnderlyingPaymentScheduleStepFrequencyPeriod N Conditionally required when UnderlyingPaymentScheduleStepFrequeencyUnit(40681) is specified.
→40681 UnderlyingPaymentScheduleStepFrequencyUnit N Conditionally required when UnderlyingPaymentScheduleStepFrequeencyPeriod(40680) is specified.
→40682 UnderlyingPaymentScheduleStepOffsetValue N
→40683 UnderlyingPaymentScheduleStepRate N
→40684 UnderlyingPaymentScheduleStepOffsetRate N
→40685 UnderlyingPaymentScheduleStepRelativeTo N
Component UnderlyingPaymentScheduleRateSourceGrp N
→40686 UnderlyingPaymentScheduleFixingDateUnadjusted N
→40687 UnderlyingPaymentScheduleWeight N
→40688 UnderlyingPaymentScheduleFixingDateRelativeTo N
→40689 UnderlyingPaymentScheduleFixingDateBusinessDayCnvtn N When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s payment schedule.
Component UnderlyingPaymentScheduleFixingDateBusinessCenterGrp N When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s payment schedule.
→40691 UnderlyingPaymentScheduleFixingDateOffsetPeriod N Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetUnit(40692) is specified.
→40692 UnderlyingPaymentScheduleFixingDateOffsetUnit N Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetPeriod(40691) is specified.
→40693 UnderlyingPaymentScheduleFixingDateOffsetDayType N
→41891 UnderlyingPaymentScheduleFixingDayDistribution N
→41892 UnderlyingPaymentScheduleFixingDayCount N
→40694 UnderlyingPaymentScheduleFixingDateAdjusted N
Component UnderlyingPaymentScheduleFixingDayGrp N
→41893 UnderlyingPaymentScheduleFixingLagPeriod N Conditionally required when UnderlyingPaymentScheduleFixingLagUnit(41894) is specified.
→41894 UnderlyingPaymentScheduleFixingLagUnit N Conditionally required when UnderlyingPaymentScheduleFixingLagPeriod(41893) is specified.
→41895 UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod N Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit(41896) is specified.
→41896 UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit N Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod(41895) is specified.
→40695 UnderlyingPaymentScheduleFixingTime N
→40696 UnderlyingPaymentScheduleFixingTimeBusinessCenter N
→40697 UnderlyingPaymentScheduleInterimExchangePaymentDateRelativeTo N
→40698 UnderlyingPaymentScheduleInterimExchangeDatesBusinessDayConvention N When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s payment schedule.
Component UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp N When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s payment schedule.
→40700 UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod N Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit(40701) is specified.
→40701 UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit N Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod(40700) is specified.
→40702 UnderlyingPaymentScheduleInterimExchangeDatesOffsetDayType N
→40703 UnderlyingPaymentScheduleInterimExchangeDateAdjusted N

UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp

Tag Name Req’d Description
40967 NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters N
→40699 UnderlyingPaymentScheduleInterimExchangeDatesBusinessCenter N Required if NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters(40967) > 0.

UnderlyingPaymentScheduleRateSourceGrp

Tag Name Req’d Description
40704 NoUnderlyingPaymentScheduleRateSources N
→40705 UnderlyingPaymentScheduleRateSource N Required if NoUnderlyingPaymentScheduleRates(40704) > 0.
→40706 UnderlyingPaymentScheduleRateSourceType N Required if NoUnderlyingPaymentScheduleRates(40704) > 0.
→40707 UnderlyingPaymentScheduleReferencePage N Conditionally required when UnderlyingPaymentScheduleRateSource(40705) = 99 (Other).

UnderlyingPaymentStream

Tag Name Req’d Description
40568 UnderlyingPaymentStreamType N
40569 UnderlyingPaymentStreamMarketRate N
40570 UnderlyingPaymentStreamDelayIndicator N
42895 UnderlyingPaymentStreamCashSettlIndicator N
40571 UnderlyingPaymentStreamSettlCurrency N
40572 UnderlyingPaymentStreamDayCount N
43107 UnderlyingPaymentStreamOtherDayCount N May be used to specify a count method not listed in UnderlyingPaymentStreamDayCount(40572).
40573 UnderlyingPaymentStreamAccrualDays N
40574 UnderlyingPaymentStreamDiscountType N
40575 UnderlyingPaymentStreamDiscountRate N
40576 UnderlyingPaymentStreamDiscountRateDayCount N
40577 UnderlyingPaymentStreamCompoundingMethod N
42896 UnderlyingPaymentStreamCompoundingXIDRef N Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingFloatingRate component.
42897 UnderlyingPaymentStreamCompoundingSpread N
42898 UnderlyingPaymentStreamInterpolationMethod N
42899 UnderlyingPaymentStreamInterpolationPeriod N
40578 UnderlyingPaymentStreamInitialPrincipalExchangeIndicator N
40579 UnderlyingPaymentStreamInterimPrincipalExchangeIndicator N
40580 UnderlyingPaymentStreamFinalPrincipalExchangeIndicator N
41897 UnderlyingPaymentStreamFlatRateIndicator N
41898 UnderlyingPaymentStreamFlatRateAmount N
41899 UnderlyingPaymentStreamFlatRateCurrency N
41900 UnderlyingPaymentStreamMaximumPaymentAmount N
41901 UnderlyingPaymentStreamMaximumPaymentCurrency N
41902 UnderlyingPaymentStreamMaximumTransactionAmount N
41903 UnderlyingPaymentStreamMaximumTransactionCurrency N
Component UnderlyingPaymentStreamPaymentDates N
Component UnderlyingPaymentStreamResetDates N
Component UnderlyingPaymentStreamFixedRate N
Component UnderlyingPaymentStreamFloatingRate N
42900 UnderlyingPaymentStreamCompoundingFixedRate N Mutually exclusive with UnderlyingPaymentStreamCompoundingXIDRef(42896) or the UnderlyingPaymentStreamCompoundingFloatingRate component.
Component UnderlyingPaymentStreamCompoundingFloatingRate N Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingXIDRef(42896).
Component UnderlyingPaymentStreamCompoundingDates N
Component UnderlyingPaymentStreamNonDeliverableSettlTerms N

UnderlyingPaymentStreamCompoundingDateGrp

Tag Name Req’d Description
42901 NoUnderlyingPaymentStreamCompoundingDates N
→42902 UnderlyingPaymentStreamCompoundingDate N Required if NoUnderlyingPaymentStreamCompoundingDates(42901) > 0.
→42903 UnderlyingPaymentStreamCompoundingDateType N When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.

UnderlyingPaymentStreamCompoundingDates

Tag Name Req’d Description
42904 UnderlyingPaymentStreamCompoundingDatesBusinessDayConvention N When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream compounding dates.
Component UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp N When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream compounding dates.
Component UnderlyingPaymentStreamCompoundingDateGrp N
42905 UnderlyingPaymentStreamCompoundingDatesRelativeTo N
42906 UnderlyingPaymentStreamCompoundingDatesOffsetPeriod N Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetUnit(42907) is specified.
42907 UnderlyingPaymentStreamCompoundingDatesOffsetUnit N Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetPeriod(42906) is specified.
42908 UnderlyingPaymentStreamCompoundingDatesOffsetDayType N
42909 UnderlyingPaymentStreamCompoundingPeriodSkip N
Component UnderlyingPaymentStreamCompoundingStartDate N
Component UnderlyingPaymentStreamCompoundingEndDate N
42910 UnderlyingPaymentStreamCompoundingFrequencyPeriod N Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyUnit(42911) is specified.
42911 UnderlyingPaymentStreamCompoundingFrequencyUnit N Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyPeriod(42910) is specified.
42912 UnderlyingPaymentStreamCompoundingRollConvention N When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the payment stream dates.
42913 UnderlyingPaymentStreamBoundsFirstDateUnadjusted N
42914 UnderlyingPaymentStreamBoundsLastDateUnadjusted N

UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp

Tag Name Req’d Description
42915 NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters N
→42916 UnderlyingPaymentStreamCompoundingDatesBusinessCenter N Required if NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters(42915) > 0.

UnderlyingPaymentStreamCompoundingEndDate

Tag Name Req’d Description
42917 UnderlyingPaymentStreamCompoundingEndDateUnadjusted N
42918 UnderlyingPaymentStreamCompoundingEndDateRelativeTo N
42919 UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod N Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetUnit(42920) is specified.
42920 UnderlyingPaymentStreamCompoundingEndDateOffsetUnit N Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod(42919) is specified.
42921 UnderlyingPaymentStreamCompoundingEndDateOffsetDayType N
42922 UnderlyingPaymentStreamCompoundingEndDateAdjusted N

UnderlyingPaymentStreamCompoundingFloatingRate

Tag Name Req’d Description
42923 UnderlyingPaymentStreamCompoundingRateIndex N
42924 UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod N Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurveUnit(42925) is specified.
42925 UnderlyingPaymentStreamCompoundingRateIndexCurveUnit N Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod(42924) is specified.
42926 UnderlyingPaymentStreamCompoundingRateMultiplier N
42927 UnderlyingPaymentStreamCompoundingRateSpread N
42928 UnderlyingPaymentStreamCompoundingRateSpreadPositionType N
42929 UnderlyingPaymentStreamCompoundingRateTreatment N
42930 UnderlyingPaymentStreamCompoundingCapRate N
42931 UnderlyingPaymentStreamCompoundingCapRateBuySide N
42932 UnderlyingPaymentStreamCompoundingCapRateSellSide N
42933 UnderlyingPaymentStreamCompoundingFloorRate N
42934 UnderlyingPaymentStreamCompoundingFloorRateBuySide N
42935 UnderlyingPaymentStreamCompoundingFloorRateSellSide N
42936 UnderlyingPaymentStreamCompoundingInitialRate N
42937 UnderlyingPaymentStreamCompoundingFinalRateRoundingDirection N
42938 UnderlyingPaymentStreamCompoundingFinalRatePrecision N
42939 UnderlyingPaymentStreamCompoundingAveragingMethod N
42940 UnderlyingPaymentStreamCompoundingNegativeRateTreatment N

UnderlyingPaymentStreamCompoundingStartDate

Tag Name Req’d Description
42941 UnderlyingPaymentStreamCompoundingStartDateUnadjusted N
42942 UnderlyingPaymentStreamCompoundingStartDateRelativeTo N
42943 UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod N Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetUnit(42944) is specified.
42944 UnderlyingPaymentStreamCompoundingStartDateOffsetUnit N Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod(42943) is specified.
42945 UnderlyingPaymentStreamCompoundingStartDateOffsetDayType N
42946 UnderlyingPaymentStreamCompoundingStartDateAdjusted N

UnderlyingPaymentStreamFinalPricePaymentDate

Tag Name Req’d Description
42949 UnderlyingPaymentStreamFinalPricePaymentDateUnadjusted N
42950 UnderlyingPaymentStreamFinalPricePaymentDateRelativeTo N
42951 UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod N Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit(42952) is specified.
42952 UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit N Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod(42951) is specified.
42953 UnderlyingPaymentStreamFinalPricePaymentDateOffsetDayType N
42954 UnderlyingPaymentStreamFinalPricePaymentDateAdjusted N

UnderlyingPaymentStreamFixedRate

Tag Name Req’d Description
40615 UnderlyingPaymentStreamRate N Mutually exclusive with UnderlyingPaymentStreamFixedAmount(40616).
40616 UnderlyingPaymentStreamFixedAmount N Mutually exclusive with UnderlyingPaymentStreamRate(40615).
40617 UnderlyingPaymentStreamRateOrAmountCurrency N
41904 UnderlyingPaymentStreamFixedAmountUnitOfMeasure N
41905 UnderlyingPaymentStreamTotalFixedAmount N
40618 UnderlyingPaymentStreamFutureValueNotional N
40619 UnderlyingPaymentStreamFutureValueDateAdjusted N
41906 UnderlyingPaymentStreamWorldScaleRate N
41907 UnderlyingPaymentStreamContractPrice N
41908 UnderlyingPaymentStreamContractPriceCurrency N

UnderlyingPaymentStreamFixingDateBusinessCenterGrp

Tag Name Req’d Description
40972 NoUnderlyingPaymentStreamFixingDateBusinessCenters N
→40607 UnderlyingPaymentStreamFixingDateBusinessCenter N Required if NoUnderlyingPaymentStreamFixingDateBusinessCenters(40972) > 0.

UnderlyingPaymentStreamFixingDateGrp

Tag Name Req’d Description
42955 NoUnderlyingPaymentStreamFixingDates N
→42956 UnderlyingPaymentStreamFixingDate N Required if NoUnderlyingPaymentStreamFixingDates(42955) > 0.
→42957 UnderlyingPaymentStreamFixingDateType N When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.

UnderlyingPaymentStreamFloatingRate

Tag Name Req’d Description
40620 UnderlyingPaymentStreamRateIndex N
40621 UnderlyingPaymentStreamRateIndexSource N
43092 UnderlyingPaymentStreamRateIndexID N Conditionally required when UnderlyingPaymentStreamRateIndexIDSource(43093) is specified.
43093 UnderlyingPaymentStreamRateIndexIDSource N Conditionally required when UnderlyingPaymentStreamRateIndexID(43092) is specified.
40622 UnderlyingPaymentStreamRateIndexCurveUnit N Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod(40623) is specified.
40623 UnderlyingPaymentStreamRateIndexCurvePeriod N Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit(40622) is specified.
41911 UnderlyingPaymentStreamRateIndex2CurveUnit N Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod2(41912) is specified.
41912 UnderlyingPaymentStreamRateIndex2CurvePeriod N Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit2(41911) is specified.
41913 UnderlyingPaymentStreamRateIndexLocation N
41914 UnderlyingPaymentStreamRateIndexLevel N
41915 UnderlyingPaymentStreamRateIndexUnitOfMeasure N
41916 UnderlyingPaymentStreamSettlLevel N
41917 UnderlyingPaymentStreamReferenceLevel N
41918 UnderlyingPaymentStreamReferenceLevelUnitOfMeasure N
41919 UnderlyingPaymentStreamReferenceLevelEqualsZeroIndicator N
40624 UnderlyingPaymentStreamRateMultiplier N
40625 UnderlyingPaymentStreamRateSpread N
41920 UnderlyingPaymentStreamRateSpreadCurrency N
41921 UnderlyingPaymentStreamRateSpreadUnitOfMeasure N
41922 UnderlyingPaymentStreamRateConversionFactor N
41923 UnderlyingPaymentStreamRateSpreadType N
40626 UnderlyingPaymentStreamRateSpreadPositionType N
40627 UnderlyingPaymentStreamRateTreatment N
40628 UnderlyingPaymentStreamCapRate N
40629 UnderlyingPaymentStreamCapRateBuySide N
40630 UnderlyingPaymentStreamCapRateSellSide N
40631 UnderlyingPaymentStreamFloorRate N
40632 UnderlyingPaymentStreamFloorRateBuySide N
40633 UnderlyingPaymentStreamFloorRateSellSide N
40634 UnderlyingPaymentStreamInitialRate N
41924 UnderlyingPaymentStreamLastResetRate N
41925 UnderlyingPaymentStreamFinalRate N
40635 UnderlyingPaymentStreamFinalRateRoundingDirection N
40636 UnderlyingPaymentStreamFinalRatePrecision N
40637 UnderlyingPaymentStreamAveragingMethod N
40638 UnderlyingPaymentStreamNegativeRateTreatment N
41926 UnderlyingPaymentStreamCalculationLagPeriod N Conditionally required when UnderlyingPaymentStreamCalculationLagUnit(41927) is specified.
41927 UnderlyingPaymentStreamCalculationLagUnit N Conditionally required when UnderlyingPaymentStreamCalculationLagPeriod(41926) is specified.
42958 UnderlyingPaymentStreamFirstObservationDateUnadjusted N
42959 UnderlyingPaymentStreamFirstObservationDateRelativeTo N
42960 UnderlyingPaymentStreamFirstObservationDateOffsetDayType N
41928 UnderlyingPaymentStreamFirstObservationDateOffsetPeriod N Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetUnit(41929) is specified.
41929 UnderlyingPaymentStreamFirstObservationDateOffsetUnit N Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetPeriod(41928) is specified.
42961 UnderlyingPaymentStreamFirstObservationDateAdjusted N
41930 UnderlyingPaymentStreamPricingDayType N
41931 UnderlyingPaymentStreamPricingDayDistribution N
41932 UnderlyingPaymentStreamPricingDayCount N
41933 UnderlyingPaymentStreamPricingBusinessCalendar N
41934 UnderlyingPaymentStreamPricingBusinessDayConvention N When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of pricing dates.
Component UnderlyingPaymentStreamPricingBusinessCenterGrp N
Component UnderlyingPaymentStreamPricingDayGrp N
Component UnderlyingPaymentStreamPricingDateGrp N
40639 UnderlyingPaymentStreamInflationLagPeriod N Conditionally required when UnderlyingPaymentStreamInflationLagUnit(40640) is specified.
40640 UnderlyingPaymentStreamInflationLagUnit N Conditionally required when UnderlyingPaymentStreamInflationLagPeriod(40639) is specified.
40641 UnderlyingPaymentStreamInflationLagDayType N
40642 UnderlyingPaymentStreamInflationInterpolationMethod N
40643 UnderlyingPaymentStreamInflationIndexSource N
40644 UnderlyingPaymentStreamInflationPublicationSource N
40645 UnderlyingPaymentStreamInflationInitialIndexLevel N
40646 UnderlyingPaymentStreamInflationFallbackBondApplicable N
40647 UnderlyingPaymentStreamFRADiscounting N
42962 UnderlyingPaymentStreamUnderlierRefID N
Component UnderlyingPaymentStreamFormula N
Component UnderlyingDividendConditions N
42963 UnderlyingReturnRateNotionalReset N
Component UnderlyingReturnRateGrp N
42964 UnderlyingPaymentStreamLinkInitialLevel N
42965 UnderlyingPaymentStreamLinkClosingLevelIndicator N
42966 UnderlyingPaymentStreamLinkExpiringLevelIndicator N
42967 UnderlyingPaymentStreamLinkEstimatedTradingDays N
42968 UnderlyingPaymentStreamLinkStrikePrice N
42969 UnderlyingPaymentStreamLinkStrikePriceType N
42970 UnderlyingPaymentStreamLinkMaximumBoundary N
42971 UnderlyingPaymentStreamLinkMinimumBoundary N
42972 UnderlyingPaymentStreamLinkNumberOfDataSeries N
42973 UnderlyingPaymentStreamVarianceUnadjustedCap N
42974 UnderlyingPaymentStreamRealizedVarianceMethod N
42975 UnderlyingPaymentStreamDaysAdjustmentIndicator N
42976 UnderlyingPaymentStreamNearestExchangeContractRefID N
42977 UnderlyingPaymentStreamVegaNotionalAmount N

UnderlyingPaymentStreamFormula

Tag Name Req’d Description
42978 UnderlyingPaymentStreamFormulaCurrency N
42979 UnderlyingPaymentStreamFormulaCurrencyDeterminationMethod N
42980 UnderlyingPaymentStreamFormulaReferenceAmount N
Component UnderlyingPaymentStreamFormulaMathGrp N
Component UnderlyingPaymentStreamFormulaImage N

UnderlyingPaymentStreamFormulaImage

Tag Name Req’d Description
42947 UnderlyingPaymentStreamFormulaImageLength N Conditionally required when UnderlyingPaymentStreamFormulaImage(42948) is specified.
42948 UnderlyingPaymentStreamFormulaImage N Conditionally required when UnderlyingPaymentStreamFormulaImageLength(42947) is specified.

UnderlyingPaymentStreamFormulaMathGrp

Tag Name Req’d Description
42981 NoUnderlyingPaymentStreamFormulas N
→43111 UnderlyingPaymentStreamFormulaLength N Required if NoUnderlyingPaymentStreamFormulas(42981) > 0
→42982 UnderlyingPaymentStreamFormula N Required if NoUnderlyingPaymentStreamFormulas(42981) > 0.
→42983 UnderlyingPaymentStreamFormulaDesc N

UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp

Tag Name Req’d Description
40971 NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters N
→40600 UnderlyingPaymentStreamInitialFixingDateBusinessCenter N Required if NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters(40971) > 0.

UnderlyingPaymentStreamNonDeliverableFixingDateGrp

Tag Name Req’d Description
40656 NoUnderlyingNonDeliverableFixingDates N
→40657 UnderlyingNonDeliverableFixingDate N Required if NoUnderlyingNonDeliverableFixingDates(40656) > 0.
→40658 UnderlyingNonDeliverableFixingDateType N When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp

Tag Name Req’d Description
40968 NoUnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenters N
→40650 UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenter N Required if NoUnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenters(40968) > 0.

UnderlyingPaymentStreamNonDeliverableSettlRateSource

Tag Name Req’d Description
40661 UnderlyingPaymentStreamNonDeliverableSettlRateSource N
40824 UnderlyingPaymentStreamNonDeliverableSettlReferencePage N Conditionally required when UnderlyingPaymentStreamNonDeliverableSettlRateSource(40661) = 3 (ISDA Settlement Rate Option) or 99 (Other).

UnderlyingPaymentStreamNonDeliverableSettlTerms

Tag Name Req’d Description
40648 UnderlyingPaymentStreamNonDeliverableRefCurrency N
40649 UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessDayConvention N When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s non-deliverable settlement terms.
Component UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp N When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s non-deliverable settlement terms.
40651 UnderlyingPaymentStreamNonDeliverableFixingDatesRelativeTo N
40652 UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod N Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit(40653) is specified.
40653 UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit N Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod(40652) is specified.
40654 UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetDayType N
Component UnderlyingPaymentStreamNonDeliverableSettlRateSource N
Component UnderlyingPaymentStreamNonDeliverableFixingDateGrp N
Component UnderlyingSettlRateDisruptionFallbackGrp N

UnderlyingPaymentStreamPaymentDateBusinessCenterGrp

Tag Name Req’d Description
40969 NoUnderlyingPaymentStreamPaymentDateBusinessCenters N
→40582 UnderlyingPaymentStreamPaymentDateBusinessCenter N Required if NoUnderlyingPaymentStreamPaymentDateBusinessCenters(40969) > 0.

UnderlyingPaymentStreamPaymentDateGrp

Tag Name Req’d Description
41937 NoUnderlyingPaymentStreamPaymentDates N
→41938 UnderlyingPaymentStreamPaymentDate N Required if NoUnderlyingPaymentStreamPaymentDates(41937) > 0.
→41939 UnderlyingPaymentStreamPaymentDateType N When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

UnderlyingPaymentStreamPaymentDates

Tag Name Req’d Description
40581 UnderlyingPaymentStreamPaymentDateBusinessDayConvention N When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s payment stream’s payment dates.
Component UnderlyingPaymentStreamPaymentDateBusinessCenterGrp N When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s payment stream’s payment dates.
Component UnderlyingPaymentStreamPaymentDateGrp N
40583 UnderlyingPaymentStreamPaymentFrequencyPeriod N Conditionally required when UnderlyingPaymentStreamPaymentFrequencyUnit(40584) is specified.
40584 UnderlyingPaymentStreamPaymentFrequencyUnit N Conditionally required when UnderlyingPaymentStreamPaymentFrequencyPeriod(40583) is specified.
40585 UnderlyingPaymentStreamPaymentRollConvention N When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates.
40586 UnderlyingPaymentStreamFirstPaymentDateUnadjusted N
40587 UnderlyingPaymentStreamLastRegularPaymentDateUnadjusted N
40588 UnderlyingPaymentStreamPaymentDateRelativeTo N
40589 UnderlyingPaymentStreamPaymentDateOffsetPeriod N Conditionally required when UnderlyingPaymentStreamPaymentOffsetUnit(40590) is specified.
40590 UnderlyingPaymentStreamPaymentDateOffsetUnit N Conditionally required when UnderlyingPaymentStreamPaymentOffsetPeriod(40589) is specified.
40591 UnderlyingPaymentStreamPaymentDateOffsetDayType N
41940 UnderlyingPaymentStreamMasterAgreementPaymentDatesIndicator N
Component UnderlyingPaymentStreamFinalPricePaymentDate N

UnderlyingPaymentStreamPricingBusinessCenterGrp

Tag Name Req’d Description
41909 NoUnderlyingPaymentStreamPricingBusinessCenters N
→41910 UnderlyingPaymentStreamPricingBusinessCenter N Required if NoUnderlyingPaymentStreamPricingBusinessCenters(41909) > 0.

UnderlyingPaymentStreamPricingDateGrp

Tag Name Req’d Description
41941 NoUnderlyingPaymentStreamPricingDates N
→41942 UnderlyingPaymentStreamPricingDate N Required if NoUnderlyingPaymentStreamPricingDates(41941) > 0.
→41943 UnderlyingPaymentStreamPricingDateType N When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

UnderlyingPaymentStreamPricingDayGrp

Tag Name Req’d Description
41944 NoUnderlyingPaymentStreamPricingDays N
→41945 UnderlyingPaymentStreamPricingDayOfWeek N Required if NoUnderlyingPaymentStreamPricingDays(41944) > 0.
→41946 UnderlyingPaymentStreamPricingDayNumber N

UnderlyingPaymentStreamResetDateBusinessCenterGrp

Tag Name Req’d Description
40970 NoUnderlyingPaymentStreamResetDateBusinessCenters N
→40594 UnderlyingPaymentStreamResetDateBusinessCenter N Required if NoUnderlyingPaymentStreamResetDateBusinessCenters(40970) > 0.

UnderlyingPaymentStreamResetDates

Tag Name Req’d Description
40592 UnderlyingPaymentStreamResetDateRelativeTo N
40593 UnderlyingPaymentStreamResetDateBusinessDayConvention N When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s payment stream’s reset dates.
Component UnderlyingPaymentStreamResetDateBusinessCenterGrp N When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s payment stream’s reset dates.
40595 UnderlyingPaymentStreamResetFrequencyPeriod N Conditionally required when UnderlyingPaymentStreamResetFrequencyUnit(40596) is specified.
40596 UnderlyingPaymentStreamResetFrequencyUnit N Conditionally required when UnderlyingPaymentStreamResetFrequencyPeriod(40595) is specified.
40597 UnderlyingPaymentStreamResetWeeklyRollConvention N When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the reset dates.
40598 UnderlyingPaymentStreamInitialFixingDateRelativeTo N
40599 UnderlyingPaymentStreamInitialFixingDateBusinessDayConvention N When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s payment stream’s reset dates.
Component UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp N When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s payment stream’s reset dates.
40601 UnderlyingPaymentStreamInitialFixingDateOffsetPeriod N Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetUnit(40602) is specified.
40602 UnderlyingPaymentStreamInitialFixingDateOffsetUnit N Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetPeriod(40601) is specified.
40603 UnderlyingPaymentStreamInitialFixingDateOffsetDayType N
40604 UnderlyingPaymentStreamInitialFixingDateAdjusted N
40605 UnderlyingPaymentStreamFixingDateRelativeTo N
40606 UnderlyingPaymentStreamFixingDateBusinessDayConvention N When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s payment stream’s reset dates.
Component UnderlyingPaymentStreamFixingDateBusinessCenterGrp N When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s payment stream’s reset dates.
40608 UnderlyingPaymentStreamFixingDateOffsetPeriod N Conditionally required when UnderlyingPaymentStreamFixingDateOffsetUnit(40609) is specified.
40609 UnderlyingPaymentStreamFixingDateOffsetUnit N Conditionally required when UnderlyingPaymentStreamFixingDateOffsetPeriod(40608) is specified.
40610 UnderlyingPaymentStreamFixingDateOffsetDayType N
40611 UnderlyingPaymentStreamFixingDateAdjusted N
40612 UnderlyingPaymentStreamRateCutoffDateOffsetPeriod N Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetUnit(40613) is specified.
40613 UnderlyingPaymentStreamRateCutoffDateOffsetUnit N Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetPeriod(40612) is specified.
40614 UnderlyingPaymentStreamRateCutoffDateOffsetDayType N
Component UnderlyingPaymentStreamFixingDateGrp N

UnderlyingPaymentStubEndDate

Tag Name Req’d Description
42984 UnderlyingPaymentStubEndDateUnadjusted N
42985 UnderlyingPaymentStubEndDateBusinessDayConvention N When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this payment stub instance.
Component UnderlyingPaymentStubEndDateBusinessCenterGrp N When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance.
42986 UnderlyingPaymentStubEndDateRelativeTo N
42987 UnderlyingPaymentStubEndDateOffsetPeriod N Conditionally required when UnderlyingPaymentStubEndDateOffsetUnit(42988) is specified.
42988 UnderlyingPaymentStubEndDateOffsetUnit N Conditionally required when UnderlyingPaymentStubEndDateOffsetPeriod(42987) is specified.
42989 UnderlyingPaymentStubEndDateOffsetDayType N
42990 UnderlyingPaymentStubEndDateAdjusted N

UnderlyingPaymentStubEndDateBusinessCenterGrp

Tag Name Req’d Description
42991 NoUnderlyingPaymentStubEndDateBusinessCenters N
→42992 UnderlyingPaymentStubEndDateBusinessCenter N Required if NoUnderlyingPaymentStubEndDateBusinessCenters(42991) > 0.

UnderlyingPaymentStubGrp

Tag Name Req’d Description
40708 NoUnderlyingPaymentStubs N
→40709 UnderlyingPaymentStubType N Required if NoUnderlyingPaymentStubs(40708) > 0.
→40710 UnderlyingPaymentStubLength N
Component UnderlyingPaymentStubStartDate N
Component UnderlyingPaymentStubEndDate N
→40711 UnderlyingPaymentStubRate N
→40712 UnderlyingPaymentStubFixedAmount N
→40713 UnderlyingPaymentStubFixedCurrency N
→40714 UnderlyingPaymentStubIndex N
→40715 UnderlyingPaymentStubIndexSource N
→40716 UnderlyingPaymentStubIndexCurvePeriod N Conditionally required when UnderlyingPaymentStubIndexCurveUnit(40717) is specified.
→40717 UnderlyingPaymentStubIndexCurveUnit N Conditionally required when UnderlyingPaymentStubIndexCurvePeriod(40716) is specified.
→40718 UnderlyingPaymentStubIndexRateMultiplier N
→40719 UnderlyingPaymentStubIndexRateSpread N
→40720 UnderlyingPaymentStubIndexRateSpreadPositionType N
→40721 UnderlyingPaymentStubIndexRateTreatment N
→40722 UnderlyingPaymentStubIndexCapRate N
→40723 UnderlyingPaymentStubIndexCapRateBuySide N
→40724 UnderlyingPaymentStubIndexCapRateSellSide N
→40725 UnderlyingPaymentStubIndexFloorRate N
→40726 UnderlyingPaymentStubIndexFloorRateBuySide N
→40727 UnderlyingPaymentStubIndexFloorRateSellSide N
→40728 UnderlyingPaymentStubIndex2 N
→40729 UnderlyingPaymentStubIndex2Source N
→40730 UnderlyingPaymentStubIndex2CurvePeriod N Conditionally required when UnderlyingPaymentStubIndex2CurveUnit(40731) is specified.
→40731 UnderlyingPaymentStubIndex2CurveUnit N Conditionally required when UnderlyingPaymentStubIndex2CurvePeriod(40730) is specified.
→40732 UnderlyingPaymentStubIndex2RateMultiplier N
→40733 UnderlyingPaymentStubIndex2RateSpread N
→40734 UnderlyingPaymentStubIndex2RateSpreadPositionType N
→40735 UnderlyingPaymentStubIndex2RateTreatment N
→40736 UnderlyingPaymentStubIndex2CapRate N
→40737 UnderlyingPaymentStubIndex2FloorRate N

UnderlyingPaymentStubStartDate

Tag Name Req’d Description
42993 UnderlyingPaymentStubStartDateUnadjusted N
42994 UnderlyingPaymentStubStartDateBusinessDayConvention N When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this payment stub instance.
Component UnderlyingPaymentStubStartDateBusinessCenterGrp N When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance.
42995 UnderlyingPaymentStubStartDateRelativeTo N
42996 UnderlyingPaymentStubStartDateOffsetPeriod N Conditionally required when UnderlyingPaymentStubStartDateOffsetUnit(42997) is specified.
42997 UnderlyingPaymentStubStartDateOffsetUnit N Conditionally required when UnderlyingPaymentStubStartDateOffsetPeriod(42996) is specified.
42998 UnderlyingPaymentStubStartDateOffsetDayType N
42999 UnderlyingPaymentStubStartDateAdjusted N

UnderlyingPaymentStubStartDateBusinessCenterGrp

Tag Name Req’d Description
43000 NoUnderlyingPaymentStubStartDateBusinessCenters N
→43001 UnderlyingPaymentStubStartDateBusinessCenter N Required if NoUnderlyingPaymentStubStartDateBusinessCenters(43000) > 0.

UnderlyingPhysicalSettlDeliverableObligationGrp

Tag Name Req’d Description
42065 NoUnderlyingPhysicalSettlDeliverableObligations N
→42066 UnderlyingPhysicalSettlDeliverableObligationType N Required if NoUnderlyingPhysicalSettlDeliverableObligations(42065) > 0.
→42067 UnderlyingPhysicalSettlDeliverableObligationValue N

UnderlyingPhysicalSettlTermGrp

Tag Name Req’d Description
42060 NoUnderlyingPhysicalSettlTerms N
Component UnderlyingPhysicalSettlDeliverableObligationGrp N Required if NoUnderlyingPhysicalSettlTerms(42060) > 0.
→42061 UnderlyingPhysicalSettlCurrency N
→42062 UnderlyingPhysicalSettlBusinessDays N
→42063 UnderlyingPhysicalSettlMaximumBusinessDays N
→42064 UnderlyingPhysicalSettlTermXID N

UnderlyingPricingDateBusinessCenterGrp

Tag Name Req’d Description
41947 NoUnderlyingPricingDateBusinessCenters N
→41948 UnderlyingPricingDateBusinessCenter N Required if NoUnderlyingPricingDateBusinessCenters(41947) > 0.

UnderlyingPricingDateTime

Tag Name Req’d Description
41949 UnderlyingPricingDateUnadjusted N
41950 UnderlyingPricingDateBusinessDayConvention N When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates.
Component UnderlyingPricingDateBusinessCenterGrp N When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates.
41951 UnderlyingPricingDateAdjusted N
41952 UnderlyingPricingTime N
41953 UnderlyingPricingTimeBusinessCenter N

UnderlyingProtectionTermEventGrp

Tag Name Req’d Description
42077 NoUnderlyingProtectionTermEvents N
→42078 UnderlyingProtectionTermEventType N Required if NoUnderlyingProtectionTermEvents (42078) > 0.
→42079 UnderlyingProtectionTermEventValue N
→42080 UnderlyingProtectionTermEventCurrency N
→42081 UnderlyingProtectionTermEventPeriod N Conditionally required when UnderlyingProtectionTermEventUnit(42082) is specified.
→42082 UnderlyingProtectionTermEventUnit N Conditionally required when UnderlyingProtectionTermEventPeriod(42081) is specified.
→42083 UnderlyingProtectionTermEventDayType N
→42084 UnderlyingProtectionTermEventRateSource N
Component UnderlyingProtectionTermEventQualifierGrp N

UnderlyingProtectionTermEventNewsSourceGrp

Tag Name Req’d Description
42090 NoUnderlyingProtectionTermEventNewsSources N
→42091 UnderlyingProtectionTermEventNewsSource N Required if NoUnderlyingProtectionTermEventNewsSources(42090) > 0.

UnderlyingProtectionTermEventQualifierGrp

Tag Name Req’d Description
42085 NoUnderlyingProtectionTermEventQualifiers N
→42086 UnderlyingProtectionTermEventQualifier N Required if NoUnderlyingProtectionTermEventQualifiers(42085) > 0.

UnderlyingProtectionTermGrp

Tag Name Req’d Description
42068 NoUnderlyingProtectionTerms N
→42069 UnderlyingProtectionTermNotional N Required if NoUnderlyingProtectionTerms(42068) > 0.
→42070 UnderlyingProtectionTermCurrency N
→42071 UnderlyingProtectionTermSellerNotifies N
→42072 UnderlyingProtectionTermBuyerNotifies N
→42073 UnderlyingProtectionTermEventBusinessCenter N
→42074 UnderlyingProtectionTermStandardSources N
→42075 UnderlyingProtectionTermEventMinimumSources N
Component UnderlyingProtectionTermEventNewsSourceGrp N
Component UnderlyingProtectionTermEventGrp N
Component UnderlyingProtectionTermObligationGrp N
→42076 UnderlyingProtectionTermXID N

UnderlyingProtectionTermObligationGrp

Tag Name Req’d Description
42087 NoUnderlyingProtectionTermObligations N
→42088 UnderlyingProtectionTermObligationType N Required if NoUnderlyingProtectionTermObligations(42087) > 0.
→42089 UnderlyingProtectionTermObligationValue N

UnderlyingProvisionCashSettlPaymentDateBusinessCenterGrp

Tag Name Req’d Description
42180 NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters N
→42181 UnderlyingProvisionCashSettlPaymentDateBusinessCenter N Required if NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters(42180) > 0.

UnderlyingProvisionCashSettlPaymentDates

Tag Name Req’d Description
42092 UnderlyingProvisionCashSettlPaymentDateBusinessDayConvention N When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement payment date.
Component UnderlyingProvisionCashSettlPaymentDateBusinessCenterGrp N When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional cash settlement payment date.
42093 UnderlyingProvisionCashSettlPaymentDateRelativeTo N
42094 UnderlyingProvisionCashSettlPaymentDateOffsetPeriod N Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetUnit(42095) is specified.
42095 UnderlyingProvisionCashSettlPaymentDateOffsetUnit N Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetPeriod(42094) is specified.
42096 UnderlyingProvisionCashSettlPaymentDateOffsetDayType N
42097 UnderlyingProvisionCashSettlPaymentDateRangeFirst N
42098 UnderlyingProvisionCashSettlPaymentDateRangeLast N
Component UnderlyingProvisionCashSettlPaymentFixedDateGrp N

UnderlyingProvisionCashSettlPaymentFixedDateGrp

Tag Name Req’d Description
42099 NoUnderlyingProvisionCashSettlPaymentDates N
→42100 UnderlyingProvisionCashSettlPaymentDate N Required if NoUnderlyingProvisionCashSettlPaymentDates (42099) > 0.
→42101 UnderlyingProvisionCashSettlPaymentDateType N When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

UnderlyingProvisionCashSettlQuoteSource

Tag Name Req’d Description
42102 UnderlyingProvisionCashSettlQuoteSource N
42103 UnderlyingProvisionCashSettlQuoteReferencePage N

UnderlyingProvisionCashSettlValueDateBusinessCenterGrp

Tag Name Req’d Description
42182 NoUnderlyingProvisionCashSettlValueDateBusinessCenters N
→42183 UnderlyingProvisionCashSettlValueDateBusinessCenter N Required if NoUnderlyingProvisionCashSettlValueDateBusinessCenters(42182) > 0.

UnderlyingProvisionCashSettlValueDates

Tag Name Req’d Description
42104 UnderlyingProvisionCashSettlValueTime N
42105 UnderlyingProvisionCashSettlValueTimeBusinessCenter N
42106 UnderlyingProvisionCashSettlValueDateBusinessDayConvention N When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement value date.
Component UnderlyingProvisionCashSettlValueDateBusinessCenterGrp N When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional cash settlement value date.
42107 UnderlyingProvisionCashSettlValueDateRelativeTo N
42108 UnderlyingProvisionCashSettlValueDateOffsetPeriod N Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetUnit(42109) is specified.
42109 UnderlyingProvisionCashSettlValueDateOffsetUnit N Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetPeriod(42108) is specified.
42110 UnderlyingProvisionCashSettlValueDateOffsetDayType N
42111 UnderlyingProvisionCashSettlValueDateAdjusted N

UnderlyingProvisionDateBusinessCenterGrp

Tag Name Req’d Description
42190 NoUnderlyingProvisionDateBusinessCenters N
→42191 UnderlyingProvisionDateBusinessCenter N Required if NoUnderlyingProvisionDateBusinessCenters(42190) > 0.

UnderlyingProvisionGrp

Tag Name Req’d Description
42149 NoUnderlyingProvisions N
→42150 UnderlyingProvisionType N Required if NoUnderlyingProvisions(42149) > 0.
→42151 UnderlyingProvisionDateUnadjusted N
→42152 UnderlyingProvisionDateBusinessDayConvention N When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the instrument provisions.
Component UnderlyingProvisionDateBusinessCenterGrp N When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the instrument provisions.
→42153 UnderlyingProvisionDateAdjusted N
→42154 UnderlyingProvisionDateTenorPeriod N Conditionally required when UnderlyingProvisionDateTenorUnit(42155) is specified.
→42155 UnderlyingProvisionDateTenorUnit N Conditionally required when UnderlyingProvisionDateTenorPeriod(42154) is specified.
→43002 UnderlyingProvisionBreakFeeElection N
→43003 UnderlyingProvisionBreakFeeRate N
→42156 UnderlyingProvisionCalculationAgent N
→42157 UnderlyingProvisionOptionSinglePartyBuyerSide N
→42158 UnderlyingProvisionOptionSinglePartySellerSide N
Component UnderlyingProvisionCashSettlValueDates N
Component UnderlyingProvisionOptionExerciseDates N
Component UnderlyingProvisionOptionExpirationDate N
Component UnderlyingProvisionOptionRelevantUnderlyingDate N
→42159 UnderlyingProvisionOptionExerciseStyle N
→42160 UnderlyingProvisionOptionExerciseMultipleNotional N
→42161 UnderlyingProvisionOptionExerciseMinimumNotional N
→42162 UnderlyingProvisionOptionExerciseMaximumNotional N
→42163 UnderlyingProvisionOptionMinimumNumber N
→42164 UnderlyingProvisionOptionMaximumNumber N
→42165 UnderlyingProvisionOptionExerciseConfirmation N
Component UnderlyingProvisionCashSettlPaymentDates N
→42166 UnderlyingProvisionCashSettlMethod N
→42167 UnderlyingProvisionCashSettlCurrency N
→42168 UnderlyingProvisionCashSettlCurrency2 N
→42169 UnderlyingProvisionCashSettlQuoteType N
Component UnderlyingProvisionCashSettlQuoteSource N
→42170 UnderlyingProvisionText N
→42171 EncodedUnderlyingProvisionTextLen N Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it.
→42172 EncodedUnderlyingProvisionText N Encoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding(347) field.
Component UnderlyingProvisionParties N

UnderlyingProvisionOptionExerciseBusinessCenterGrp

Tag Name Req’d Description
42184 NoUnderlyingProvisionOptionExerciseBusinessCenters N
→42185 UnderlyingProvisionOptionExerciseBusinessCenter N Required if NoUnderlyingProvisionOptionExerciseBusinessCenters(42184) > 0.

UnderlyingProvisionOptionExerciseDates

Tag Name Req’d Description
42115 UnderlyingProvisionOptionExerciseBusinessDayConvention N When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option exercise date.
Component UnderlyingProvisionOptionExerciseBusinessCenterGrp N When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option exercise date.
Component UnderlyingProvisionOptionExerciseFixedDateGrp N
42116 UnderlyingProvisionOptionExerciseEarliestDateOffsetPeriod N Conditionally required when UnderlyingProvisionOptionExerciseEarliestDateUnit(42117) is specified.
42117 UnderlyingProvisionOptionExerciseEarliestDateOffsetUnit N Conditionally required when UnderlyingProvisionOptionExerciseEasrliestDatePeriod(42116) is specified.
42118 UnderlyingProvisionOptionExerciseFrequencyPeriod N Conditionally required when UnderlyingProvisionOptionExerciseFrequencyUnit(42119) is specified.
42119 UnderlyingProvisionOptionExerciseFrequencyUnit N Conditionally required when UnderlyingProvisionOptionExerciseFrequencyPeriod(42118) is specified.
42120 UnderlyingProvisionOptionExerciseStartDateUnadjusted N
42121 UnderlyingProvisionOptionExerciseStartDateRelativeTo N
42122 UnderlyingProvisionOptionExerciseStartDateOffsetPeriod N Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetUnit(42123) is specified.
42123 UnderlyingProvisionOptionExerciseStartDateOffsetUnit N Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetPeriod(42122) is specified.
42124 UnderlyingProvisionOptionExerciseStartDateOffsetDayType N
42125 UnderlyingProvisionOptionExerciseStartDateAdjusted N
42126 UnderlyingProvisionOptionExercisePeriodSkip N
42127 UnderlyingProvisionOptionExerciseBoundsFirstDateUnadjusted N
42128 UnderlyingProvisionOptionExerciseBoundsLastDateUnadjusted N
42129 UnderlyingProvisionOptionExerciseEarliestTime N
42130 UnderlyingProvisionOptionExerciseEarliestTimeBusinessCenter N
42131 UnderlyingProvisionOptionExerciseLatestTime N
42132 UnderlyingProvisionOptionExerciseLatestTimeBusinessCenter N

UnderlyingProvisionOptionExerciseFixedDateGrp

Tag Name Req’d Description
42112 NoUnderlyingProvisionOptionExerciseFixedDates N
→42113 UnderlyingProvisionOptionExerciseFixedDate N Required if NoUnderlyingProvisionOptionExerciseFixedDates(42112) > 0.
→42114 UnderlyingProvisionOptionExerciseFixedDateType N When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

UnderlyingProvisionOptionExpirationDate

Tag Name Req’d Description
42133 UnderlyingProvisionOptionExpirationDateUnadjusted N
42134 UnderlyingProvisionOptionExpirationDateBusinessDayConvention N When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option expiration date.
Component UnderlyingProvisionOptionExpirationDateBusinessCenterGrp N When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option expiration date.
42135 UnderlyingProvisionOptionExpirationDateRelativeTo N
42136 UnderlyingProvisionOptionExpirationDateOffsetPeriod N Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetUnit(42137) is specified.
42137 UnderlyingProvisionOptionExpirationDateOffsetUnit N Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetPeriod(42136) is specified.
42138 UnderlyingProvisionOptionExpirationDateOffsetDayType N
42139 UnderlyingProvisionOptionExpirationDateAdjusted N
42140 UnderlyingProvisionOptionExpirationTime N
42141 UnderlyingProvisionOptionExpirationTimeBusinessCenter N

UnderlyingProvisionOptionExpirationDateBusinessCenterGrp

Tag Name Req’d Description
42186 NoUnderlyingProvisionOptionExpirationDateBusinessCenters N
→42187 UnderlyingProvisionOptionExpirationDateBusinessCenter N Required if NoUnderlyingProvisionOptionExpirationDateBusinessCenters(42186) > 0.

UnderlyingProvisionOptionRelevantUnderlyingDate

Tag Name Req’d Description
42142 UnderlyingProvisionOptionRelevantUnderlyingDateUnadjusted N
42143 UnderlyingProvisionOptionRelevantUnderlyingDateBusinessDayConvention N When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option relevant underlying date.
Component UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp N When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option relevent underlying date.
42144 UnderlyingProvisionOptionRelevantUnderlyingDateRelativeTo N
42145 UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod N Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit(42146) is specified.
42146 UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit N Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod(42145) is specified.
42147 UnderlyingProvisionOptionRelevantUnderlyingDateOffsetDayType N
42148 UnderlyingProvisionOptionRelevantUnderlyingDateAdjusted N

UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp

Tag Name Req’d Description
42188 NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters N
→42189 UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenter N Required if NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters(42188) > 0.

UnderlyingProvisionParties

Tag Name Req’d Description
42173 NoUnderlyingProvisionPartyIDs N
→42174 UnderlyingProvisionPartyID N Required if NoUnderlyingProvisionPartyIDs(42173) > 0.
→42175 UnderlyingProvisionPartyIDSource N Required if NoUnderlyingProvisionPartyIDs(42173) > 0.
→42176 UnderlyingProvisionPartyRole N Required if NoUnderlyingProvisionPartyIDs(42173) > 0.
→40918 UnderlyingProvisionPartyRoleQualifier N
Component UnderlyingProvisionPtysSubGrp N

UnderlyingProvisionPtysSubGrp

Tag Name Req’d Description
42177 NoUnderlyingProvisionPartySubIDs N
→42178 UnderlyingProvisionPartySubID N Required if NoUnderlyingProvisionPartySubIDs(42177) > 0.
→42179 UnderlyingProvisionPartySubIDType N Required if NoUnderlyingProvisionPartySubIDs(42177) > 0.

UnderlyingRateSpreadSchedule

Tag Name Req’d Description
43004 UnderlyingRateSpreadInitialValue N
Component UnderlyingRateSpreadStepGrp N

UnderlyingRateSpreadStepGrp

Tag Name Req’d Description
43005 NoUnderlyingRateSpreadSteps N
→43006 UnderlyingRateSpreadStepDate N Required if NoUnderlyingRateSpreadSteps(43005) > 0.
→43007 UnderlyingRateSpreadStepValue N Required if NoUnderlyingRateSpreadSteps(43005) > 0.

UnderlyingReturnRateDateGrp

Tag Name Req’d Description
43008 NoUnderlyingReturnRateDates N
→43009 UnderlyingReturnRateDateMode N Required if NoUnderlyingReturnRateDates(43008) > 0.
Component UnderlyingReturnRateValuationDateGrp N
→43010 UnderlyingReturnRateValuationDateRelativeTo N
→43011 UnderlyingReturnRateValuationDateOffsetPeriod N Conditionally required when UnderlyingReturnRateValuationDateOffsetUnit(43012) is specified.
→43012 UnderlyingReturnRateValuationDateOffsetUnit N Conditionally required when UnderlyingReturnRateValuationDateOffsetPeriod(43011) is specified.
→43013 UnderlyingReturnRateValuationDateOffsetDayType N
→43014 UnderlyingReturnRateValuationStartDateUnadjusted N
→43015 UnderlyingReturnRateValuationStartDateRelativeTo N
→43016 UnderlyingReturnRateValuationStartDateOffsetPeriod N Conditionally required when UnderlyingReturnRateValuationStartDateOffsetUnit(43017) is specified.
→43017 UnderlyingReturnRateValuationStartDateOffsetUnit N Conditionally required when UnderlyingReturnRateValuationStartDateOffsetPeriod(43016) is specified.
→43018 UnderlyingReturnRateValuationStartDateOffsetDayType N
→43019 UnderlyingReturnRateValuationStartDateAdjusted N
→43020 UnderlyingReturnRateValuationEndDateUnadjusted N
→43021 UnderlyingReturnRateValuationEndDateRelativeTo N
→43022 UnderlyingReturnRateValuationEndDateOffsetPeriod N Conditionally required when UnderlyingReturnRateValuationEndDateOffsetUnit(43023) is specified.
→43023 UnderlyingReturnRateValuationEndDateOffsetUnit N Conditionally required when UnderlyingReturnRateValuationEndDateOffsetPeriod(43022) is specified.
→43024 UnderlyingReturnRateValuationEndDateOffsetDayType N
→43025 UnderlyingReturnRateValuationEndDateAdjusted N
→43026 UnderlyingReturnRateValuationFrequencyPeriod N Conditionally required when UnderlyingReturnRateValuationFrequencyUnit(43027) is specified.
→43027 UnderlyingReturnRateValuationFrequencyUnit N Conditionally required when UnderlyingReturnRateValuationFrequencyPeriod(43026) is specified.
→43028 UnderlyingReturnRateValuationFrequencyRollConvention N When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the return rate dates.
→43029 UnderlyingReturnRateValuationDateBusinessDayConvention N When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream return rate valuation dates.
Component UnderlyingReturnRateValuationDateBusinessCenterGrp N When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream return rate valuation dates.

UnderlyingReturnRateFXConversionGrp

Tag Name Req’d Description
43030 NoUnderlyingReturnRateFXConversions N
→43031 UnderlyingReturnRateFXCurrencySymbol N Required if NoUnderlyingReturnRateFXConversions(43030) > 0.
→43032 UnderlyingReturnRateFXRate N Required if NoUnderlyingReturnRateFXConversions(43030) > 0.
→43033 UnderlyingReturnRateFXRateCalc N

UnderlyingReturnRateGrp

Tag Name Req’d Description
43034 NoUnderlyingReturnRates N
→43035 UnderlyingReturnRatePriceSequence N Required if NoUnderlyingReturnRates(43034) > 0.
→43036 UnderlyingReturnRateCommissionBasis N
→43037 UnderlyingReturnRateCommissionAmount N
→43038 UnderlyingReturnRateCommissionCurrency N If not specified, this is defaulted to the reporting currency.
→43039 UnderlyingReturnRateTotalCommissionPerTrade N
→43040 UnderlyingReturnRateDeterminationMethod N
Component UnderlyingReturnRatePriceGrp N
Component UnderlyingReturnRateFXConversionGrp N
→43041 UnderlyingReturnRateAmountRelativeTo N
→43042 UnderlyingReturnRateQuoteMeasureType N
→43043 UnderlyingReturnRateQuoteUnits N
→43044 UnderlyingReturnRateQuoteMethod N
→43045 UnderlyingReturnRateQuoteCurrency N
→43046 UnderlyingReturnRateQuoteCurrencyType N
→43047 UnderlyingReturnRateQuoteTimeType N Mutually exclusive with UnderlyingReturnRateQuoteTime(43048).
→43048 UnderlyingReturnRateQuoteTime N Mutually exclusive with UnderlyingReturnRateQuoteTimeType(43047).
→43049 UnderlyingReturnRateQuoteDate N
→43050 UnderlyingReturnRateQuoteExpirationTime N
→43051 UnderlyingReturnRateQuoteBusinessCenter N
→43052 UnderlyingReturnRateQuoteExchange N
Component UnderlyingReturnRateInformationSourceGrp N
→43053 UnderlyingReturnRateQuotePricingModel N
→43054 UnderlyingReturnRateCashFlowType N
Component UnderlyingReturnRateDateGrp N
→43055 UnderlyingReturnRateValuationTimeType N Mutually exclusive with UnderlyingReturnRateValuationTime(43056)
→43056 UnderlyingReturnRateValuationTime N Mutually exclusive with UnderlyingReturnRateValuationTimeType(43055).
→43057 UnderlyingReturnRateValuationTimeBusinessCenter N
→43058 UnderlyingReturnRateValuationPriceOption N
→43059 UnderlyingReturnRateFinalPriceFallback N

UnderlyingReturnRateInformationSourceGrp

Tag Name Req’d Description
43060 NoUnderlyingReturnRateInformationSources N
→43061 UnderlyingReturnRateInformationSource N Required if NoUnderlyingReturnRateInformationSources(43060) > 0.
→43062 UnderlyingReturnRateReferencePage N
→43063 UnderlyingReturnRateReferencePageHeading N

UnderlyingReturnRatePriceGrp

Tag Name Req’d Description
43064 NoUnderlyingReturnRatePrices N
→43065 UnderlyingReturnRatePriceBasis N Required if NoUnderlyingReturnRatePrices(43064) > 0.
→43066 UnderlyingReturnRatePrice N
→43067 UnderlyingReturnRatePriceCurrency N
→43068 UnderlyingReturnRatePriceType N

UnderlyingReturnRateValuationDateBusinessCenterGrp

Tag Name Req’d Description
43069 NoUnderlyingReturnRateValuationDateBusinessCenters N
→43070 UnderlyingReturnRateValuationDateBusinessCenter N Required if NoUnderlyingReturnRateValuationDateBusinessCenters(43069) > 0.

UnderlyingReturnRateValuationDateGrp

Tag Name Req’d Description
43071 NoUnderlyingReturnRateValuationDates N
→43072 UnderlyingReturnRateValuationDate N Required if NoUnderlyingReturnRateValuationDates(43071) > 0.
→43073 UnderlyingReturnRateValuationDateType N When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.

UnderlyingSecondaryAssetGrp

Tag Name Req’d Description
2080 NoUnderlyingSecondaryAssetClasses N
→2081 UnderlyingSecondaryAssetClass N Required if NoUnderlyingSecondaryAssetClasses(2080) > 0.
→2082 UnderlyingSecondaryAssetSubClass N Required if UnderlyingSecondaryAssetType(2083) is specified.
→2083 UnderlyingSecondaryAssetType N Required if UnderlyingSecondaryAssetSubType(2745) is specified.
→2745 UnderlyingSecondaryAssetSubType N

UnderlyingSecurityXML

Tag Name Req’d Description
1874 UnderlyingSecurityXMLLen N Must be provided if UnderlyingSecurityXML(1875) field is specified and must immediately precede it.
1875 UnderlyingSecurityXML N
1876 UnderlyingSecurityXMLSchema N

UnderlyingSettlMethodElectionDate

Tag Name Req’d Description
43076 UnderlyingSettlMethodElectionDateUnadjusted N
43077 UnderlyingSettlMethodElectionDateBusinessDayConvention N When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to UnderlyingOptionExercise.
Component UnderlyingSettlMethodElectionDateBusinessCenterGrp N When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to UnderlyingOptionExercise.
43078 UnderlyingSettlMethodElectionDateRelativeTo N
43079 UnderlyingSettlMethodElectionDateOffsetPeriod N Conditionally required when UnderlyingSettlMethodElectionDateOffsetUnit(43080) is specified.
43080 UnderlyingSettlMethodElectionDateOffsetUnit N Conditionally required when UnderlyingSettlMethodElectionDateOffsetPeriod(43079) is specified.
43081 UnderlyingSettlMethodElectionDateOffsetDayType N
43082 UnderlyingSettlMethodElectionDateAdjusted N

UnderlyingSettlMethodElectionDateBusinessCenterGrp

Tag Name Req’d Description
43074 NoUnderlyingSettlMethodElectionDateBusinessCenters N
→43075 UnderlyingSettlMethodElectionDateBusinessCenter N Required if NoUnderlyingSettlMethodElectionDateBusinessCenters(43074) > 0.

UnderlyingSettlRateDisruptionFallbackGrp

Tag Name Req’d Description
40659 NoUnderlyingSettlRateFallbacks N
→40660 UnderlyingSettlRatePostponementMaximumDays N Required if NoUnderlyingSettlRateFallbacks(40659) > 0.
Component UnderlyingSettlRateFallbackRateSource N
→40662 UnderlyingSettlRatePostponementSurvey N
→40663 UnderlyingSettlRatePostponementCalculationAgent N

UnderlyingSettlRateFallbackRateSource

Tag Name Req’d Description
40904 UnderlyingSettlRateFallbackRateSource N
40915 UnderlyingSettlRateFallbackReferencePage N Conditionally required when UnderlyingSettlRateFallbackRateSource(40904) = 3 (ISDA Settlement Rate Option) or 99 (Other).

UnderlyingStipulations

Tag Name Req’d Description
887 NoUnderlyingStips N
→888 UnderlyingStipType N Required if NoUnderlyingStips >0
→889 UnderlyingStipValue N

UnderlyingStreamAssetAttributeGrp

Tag Name Req’d Description
41800 NoUnderlyingStreamAssetAttributes N
→41801 UnderlyingStreamAssetAttributeType N Required if NoUnderlyingStreamAssetAttributes(41800) > 0.
→41802 UnderlyingStreamAssetAttributeValue N
→41803 UnderlyingStreamAssetAttributeLimit N

UnderlyingStreamCalculationPeriodBusinessCenterGrp

Tag Name Req’d Description
40973 NoUnderlyingStreamCalculationPeriodBusinessCenters N
→40557 UnderlyingStreamCalculationPeriodBusinessCenter N Required if NoUnderlyingStreamCalculationPeriodBusinessCenters(40973) > 0.

UnderlyingStreamCalculationPeriodDateGrp

Tag Name Req’d Description
41954 NoUnderlyingStreamCalculationPeriodDates N
→41955 UnderlyingStreamCalculationPeriodDate N Required if NoUnderlyingStreamCalculationPeriodDates(41954) > 0.
→41956 UnderlyingStreamCalculationPeriodDateType N When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

UnderlyingStreamCalculationPeriodDates

Tag Name Req’d Description
41957 UnderlyingStreamCalculationPeriodDatesXID N
41958 UnderlyingStreamCalculationPeriodDatesXIDRef N
40556 UnderlyingStreamCalculationPeriodBusinessDayConvention N When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s calculation period dates.
Component UnderlyingStreamCalculationPeriodBusinessCenterGrp N When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s calculation period dates.
Component UnderlyingStreamCalculationPeriodDateGrp N
40558 UnderlyingStreamFirstPeriodStartDateUnadjusted N
40559 UnderlyingStreamFirstPeriodStartDateBusinessDayConvention N When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s calculation period dates.
Component UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp N When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s calculation period dates.
40561 UnderlyingStreamFirstPeriodStartDateAdjusted N
40562 UnderlyingStreamFirstRegularPeriodStartDateUnadjusted N
40563 UnderlyingStreamFirstCompoundingPeriodEndDateUnadjusted N
40564 UnderlyingStreamLastRegularPeriodEndDateUnadjusted N
40565 UnderlyingStreamCalculationFrequencyPeriod N Conditionally required when UnderyingStreamCalculationFrequencyUnit(40566) is specified.
40566 UnderlyingStreamCalculationFrequencyUnit N Conditionally required when UnderlyingStreamCalculationFrequencyPeriod(40565) is specified.
40567 UnderlyingStreamCalculationRollConvention N When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates.
41959 UnderlyingStreamCalculationBalanceOfFirstPeriod N
41960 UnderlyingStreamCalculationCorrectionPeriod N Conditionally required when UnderlyingStreamCalculationCorrectionUnit(41961) is specified.
41961 UnderlyingStreamCalculationCorrectionUnit N Conditionally required when UnderlyingStreamCalculationCorrectionPeriod(41960) is specified.

UnderlyingStreamCommodity

Tag Name Req’d Description
41964 UnderlyingStreamCommodityBase N
41965 UnderlyingStreamCommodityType N
41966 UnderlyingStreamCommoditySecurityID N Conditionally required when UnderlyingStreamCommoditySecurityIDSource(41967) is specified.
41967 UnderlyingStreamCommoditySecurityIDSource N Conditionally required when UnderlyingStreamCommoditySecurityID(41966) is specified.
Component UnderlyingStreamCommodityAltIDGrp N
41968 UnderlyingStreamCommodityDesc N
41969 EncodedUnderlyingStreamCommodityDescLen N Must be set if EncodedUnderlyingStreamCommodityDesc(41970) field is specified and must immediately precede it.
41970 EncodedUnderlyingStreamCommodityDesc N Encoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc(41968) field in the encoded format specified via the MessageEncoding(347) field.
42589 UnderlyingStreamCommodityDeliveryPricingRegion N May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N).
Component UnderlyingStreamAssetAttributeGrp N
41971 UnderlyingStreamCommodityUnitOfMeasure N
41972 UnderlyingStreamCommodityCurrency N
41973 UnderlyingStreamCommodityExchange N
41974 UnderlyingStreamCommodityRateSource N
41975 UnderlyingStreamCommodityRateReferencePage N
41976 UnderlyingStreamCommodityRateReferencePageHeading N
41977 UnderlyingStreamDataProvider N
Component UnderlyingStreamCommodityDataSourceGrp N
41978 UnderlyingStreamCommodityPricingType N
41979 UnderlyingStreamCommodityNearbySettlDayPeriod N Conditionally required when UnderlyingStreamCommodityNearbySettlDayUnit(41980) is specified.
41980 UnderlyingStreamCommodityNearbySettlDayUnit N Conditionally required when UnderlyingStreamCommodityNearbySettlDayPeriod(41979) is specified.
41981 UnderlyingStreamCommoditySettlDateUnadjusted N
41982 UnderlyingStreamCommoditySettlDateBusinessDayConvention N When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying settlement dates.
Component UnderlyingStreamCommoditySettlBusinessCenterGrp N When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the settlement dates.
41983 UnderlyingStreamCommoditySettlDateAdjusted N
41984 UnderlyingStreamCommoditySettlMonth N
41985 UnderlyingStreamCommoditySettlDateRollPeriod N Conditionally required when UnderlyingStreamCommoditySettlDateRollUnit(41986) is specified.
41986 UnderlyingStreamCommoditySettlDateRollUnit N Conditionally required when UnderlyingStreamCommoditySettlDateRollPeriod(41985) is specified.
41987 UnderlyingStreamCommoditySettlDayType N
Component UnderlyingStreamCommoditySettlPeriodGrp N
41988 UnderlyingStreamCommodityXID N
41989 UnderlyingStreamCommodityXIDRef N

UnderlyingStreamCommodityAltIDGrp

Tag Name Req’d Description
41990 NoUnderlyingStreamCommodityAltIDs N
→41991 UnderlyingStreamCommodityAltID N Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0.
→41992 UnderlyingStreamCommodityAltIDSource N Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0.

UnderlyingStreamCommodityDataSourceGrp

Tag Name Req’d Description
41993 NoUnderlyingStreamCommodityDataSources N
→41994 UnderlyingStreamCommodityDataSourceID N Required if NoUnderlyingStreamCommodityDataSources(41993) > 0.
→41995 UnderlyingStreamCommodityDataSourceIDType N Required if NoUnderlyingStreamCommodityDataSources(41993) > 0.

UnderlyingStreamCommoditySettlBusinessCenterGrp

Tag Name Req’d Description
41962 NoUnderlyingStreamCommoditySettlBusinessCenters N
→41963 UnderlyingStreamCommoditySettlBusinessCenter N Required if NoUnderlyingStreamCommoditySettlBusinessCenters(41962) > 0.

UnderlyingStreamCommoditySettlDayGrp

Tag Name Req’d Description
41996 NoUnderlyingStreamCommoditySettlDays N
→41997 UnderlyingStreamCommoditySettlDay N Required if NoUnderlyingStreamCommoditySettlDays(41996) > 0.
→41998 UnderlyingStreamCommoditySettlTotalHours N
Component UnderlyingStreamCommoditySettlTimeGrp N

UnderlyingStreamCommoditySettlPeriodGrp

Tag Name Req’d Description
42002 NoUnderlyingStreamCommoditySettlPeriods N
→42003 UnderlyingStreamCommoditySettlCountry N Required if NoUnderlyingStreamCommoditySettlPeriods(42002) > 0.
→42004 UnderlyingStreamCommoditySettlTimeZone N
→42005 UnderlyingStreamCommoditySettlFlowType N
→42006 UnderlyingStreamCommoditySettlPeriodNotional N
→42007 UnderlyingStreamCommoditySettlPeriodNotionalUnitOfMeasure N
→42008 UnderlyingStreamCommoditySettlPeriodFrequencyPeriod N Conditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyUnit(42009) is specified.
→42009 UnderlyingStreamCommoditySettlPeriodFrequencyUnit N Conditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyPeriod(42008) is specified.
→42010 UnderlyingStreamCommoditySettlPeriodPrice N
→42011 UnderlyingStreamCommoditySettlPeriodPriceUnitOfMeasure N
→42012 UnderlyingStreamCommoditySettlPeriodPriceCurrency N
→42013 UnderlyingStreamCommoditySettlHolidaysProcessingInstruction N
Component UnderlyingStreamCommoditySettlDayGrp N
→42014 UnderlyingStreamCommoditySettlPeriodXID N
→42015 UnderlyingStreamCommoditySettlPeriodXIDRef N

UnderlyingStreamCommoditySettlTimeGrp

Tag Name Req’d Description
41999 NoUnderlyingStreamCommoditySettlTimes N
→42000 UnderlyingStreamCommoditySettlStart N Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0.
→42001 UnderlyingStreamCommoditySettlEnd N Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0.
→41936 UnderlyingStreamCommoditySettlTimeType N May be defaulted to market convention or bilaterally agreed if not specified.

UnderlyingStreamEffectiveDate

Tag Name Req’d Description
40057 UnderlyingStreamEffectiveDateUnadjusted N
40058 UnderlyingStreamEffectiveDateBusinessDayConvention N When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s stream effective dates.
Component UnderlyingStreamEffectiveDateBusinessCenterGrp N When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s stream effective dates.
40060 UnderlyingStreamEffectiveDateRelativeTo N
40061 UnderlyingStreamEffectiveDateOffsetPeriod N Conditionally required when UnderlyingStreamEffectiveDateOffsetUnit(40062) is specified.
40062 UnderlyingStreamEffectiveDateOffsetUnit N Conditionally required when UnderlyingStreamEffectiveDateOffsetPeriod(40061) is specified.
40063 UnderlyingStreamEffectiveDateOffsetDayType N
40064 UnderlyingStreamEffectiveDateAdjusted N

UnderlyingStreamEffectiveDateBusinessCenterGrp

Tag Name Req’d Description
40975 NoUnderlyingStreamEffectiveDateBusinessCenters N
→40059 UnderlyingStreamEffectiveDateBusinessCenter N Required if NoUnderlyingStreamEffectiveDateBusinessCenters(40975) > 0.

UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp

Tag Name Req’d Description
40974 NoUnderlyingStreamFirstPeriodStartDateBusinessCenters N
→40560 UnderlyingStreamFirstPeriodStartDateBusinessCenter N Required if NoUnderlyginstreamFirstPeriodStartDateBusinessCenters(40974) > 0.

UnderlyingStreamGrp

Tag Name Req’d Description
40540 NoUnderlyingStreams N
→40541 UnderlyingStreamType N Required if NoUnderlyingStreams(40540) > 0.
→42016 UnderlyingStreamXID N
→40542 UnderlyingStreamDesc N
→43083 UnderlyingStreamVersion N
→43084 UnderlyingStreamVersionEffectiveDate N
→40543 UnderlyingStreamPaySide N
→40544 UnderlyingStreamReceiveSide N
→42018 UnderlyingStreamNotionalXIDRef N
→40545 UnderlyingStreamNotional N
→40546 UnderlyingStreamCurrency N
→43085 UnderlyingStreamNotionalDeterminationMethod N
→43086 UnderlyingStreamNotionalAdjustments N
→42019 UnderlyingStreamNotionalFrequencyPeriod N Conditionally required when UnderlyingStreamNotionalFrequencyUnit(42020) is specified.
→42020 UnderlyingStreamNotionalFrequencyUnit N Conditionally required when UnderlyingStreamNotionalFrequencyPeriod(42019) is specified.
→42021 UnderlyingStreamNotionalCommodityFrequency N
→42022 UnderlyingStreamNotionalUnitOfMeasure N
→42023 UnderlyingStreamTotalNotional N
→42024 UnderlyingStreamTotalNotionalUnitOfMeasure N
Component UnderlyingStreamCommodity N
Component UnderlyingStreamEffectiveDate N
Component UnderlyingStreamTerminationDate N
Component UnderlyingStreamCalculationPeriodDates N
Component UnderlyingPaymentStream N
Component UnderlyingPaymentScheduleGrp N
Component UnderlyingPaymentStubGrp N
Component UnderlyingDeliveryStream N
Component UnderlyingDeliveryScheduleGrp N
→40547 UnderlyingStreamText N
→40988 EncodedUnderlyingStreamTextLen N Must be set if EncodedUnderlyingStreamText(40989) field is specified and must immediately precede it.
→40989 EncodedUnderlyingStreamText N Encoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding(347) field.

UnderlyingStreamTerminationDate

Tag Name Req’d Description
40548 UnderlyingStreamTerminationDateUnadjusted N
40549 UnderlyingStreamTerminationDateBusinessDayConvention N When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s termination date of the stream.
Component UnderlyingStreamTerminationDateBusinessCenterGrp N When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s termination date of the stream.
40551 UnderlyingStreamTerminationDateRelativeTo N
40552 UnderlyingStreamTerminationDateOffsetPeriod N Conditionally required when UnderlyingStreamTerminationDateOffsetUnit(40553) is specified.
40553 UnderlyingStreamTerminationDateOffsetUnit N Conditionally required when UnderlyingPaymentTerminationDateOffsetPeriod(40552) is specified.
40554 UnderlyingStreamTerminationDateOffsetDayType N
40555 UnderlyingStreamTerminationDateAdjusted N

UnderlyingStreamTerminationDateBusinessCenterGrp

Tag Name Req’d Description
40976 NoUnderlyingStreamTerminationDateBusinessCenters N
→40550 UnderlyingStreamTerminationDateBusinessCenter N Required if NoUnderlyingStreamTerminationDateBusinessCenters(40976) > 0.

UndlyInstrumentParties

Tag Name Req’d Description
1058 NoUndlyInstrumentParties N
→1059 UnderlyingInstrumentPartyID N Used to identify the source of PartyID. Required if UnderlyingInstrumentPartyIDSource(1060) is specified. Required if NoUndlyInstrumentParties(1058) > 0.
→1060 UnderlyingInstrumentPartyIDSource N Used to identify class source of UnderlyingInstrumentPartyID(1059) value (e.g. BIC). Required if UnderlyingInstrumentPartyID(1059) is specified. Required if NoUndlyInstrumentParties(1058) > 0.
→1061 UnderlyingInstrumentPartyRole N Identifies the type of UnderlyingInstrumentPartyID(1059) (e.g. Executing Broker). Required if NoUndlyInstrumentParties(1058) > 0.
→2391 UnderlyingInstrumentPartyRoleQualifier N
Component UndlyInstrumentPtysSubGrp N Repeating group of party sub-identifiers.

UndlyInstrumentPtysSubGrp

Tag Name Req’d Description
1062 NoUndlyInstrumentPartySubIDs N
→1063 UnderlyingInstrumentPartySubID N
→1064 UnderlyingInstrumentPartySubIDType N

ValueChecksGrp

Tag Name Req’d Description
1868 NoValueChecks N
→1869 ValueCheckType N Required if NoValueChecks(1868) > 0.
→1870 ValueCheckAction N Required if NoValueChecks(1868) > 0.

YieldData

Tag Name Req’d Description
235 YieldType N
236 Yield N
701 YieldCalcDate N
696 YieldRedemptionDate N
697 YieldRedemptionPrice N
698 YieldRedemptionPriceType N