Appendix: Global Components

Many of the FIX application messages are composed of common “building blocks” or sets of data fields. For instance, almost every FIX application message has the set of symbology-related fields used to define the “Instrument”: Symbol(55), SymbolSfx(65), SecurityIDSource(22), SecurityID(48) … ExchangeLookAlike(2603). Rather than replicate a common group of fields, the FIX specification specifies components which are simply referenced by component name within each application message which uses them. Thus when reviewing a specific message definition, the appropriate group of fields should be expanded and used whenever a component is identified.

Note that some components may be part of repeating groups thus if the component is denoted as part of a repeating group, then the entire group of fields representing the component are to be specified at the component’s repeating group “level” in the message definition and follow repeating group rules, e.g. concerning field order in case of tagvalue syntax.

The components identified within this section are referred to as “Global Components”. They are “Common Components” that are used across the two or more of the main business areas (pre-trade, trade, post-trade, infrastructure) and not just across the categories of a single business area.

AdditionalTermBondRefGrp

TagNameReq’dDescription
40000NoAdditionalTermBondRefsN
→40001AdditionalTermBondSecurityIDNRequired if NoAdditionalTermBondRefs(40000) > 0.
→40002AdditionalTermBondSecurityIDSourceNConditionally required when AdditionalTermBondSecurityID(40001) is specified.
→40003AdditionalTermBondDescN
→40004EncodedAdditionalTermBondDescLenNMust be set if EncodedAdditionalTermBondDesc(40005) field is specified and must immediately precede it.
→40005EncodedAdditionalTermBondDescNEncoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding(347) field.
→40006AdditionalTermBondCurrencyN
→40007AdditionalTermBondIssuerN
→40008EncodedAdditionalTermBondIssuerLenNMust be set if EncodedAdditionalTermBondIssuer(40009) field is specified and must immediately precede it.
→40009EncodedAdditionalTermBondIssuerNEncoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding(347) field.
→40010AdditionalTermBondSeniorityN
→40011AdditionalTermBondCouponTypeN
→40012AdditionalTermBondCouponRateN
→40013AdditionalTermBondMaturityDateN
→40014AdditionalTermBondParValueN
→40015AdditionalTermBondCurrentTotalIssuedAmountN
→40016AdditionalTermBondCouponFrequencyPeriodNConditionally required when AdditionalTermBondCouponFrequencyUnit(40017) is specified.
→40017AdditionalTermBondCouponFrequencyUnitNConditionally required when AdditionalTermBondCouponFrequencyPeriod(40016) is specified.
→40018AdditionalTermBondDayCountN

AdditionalTermGrp

TagNameReq’dDescription
40019NoAdditionalTermsN
→40020AdditionalTermConditionPrecedentBondIndicatorNRequired if NoAdditionalTerms(40019) > 0.
→40021AdditionalTermDiscrepancyClauseIndicatorN
ComponentAdditionalTermBondRefGrpN

ApplicationSequenceControl

TagNameReq’dDescription
1180ApplIDNIdentifies the application with which a message is associated. Used only if application sequencing is in effect.
1181ApplSeqNumNApplication 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.
1350ApplLastSeqNumNThe 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
1352ApplResendFlagNUsed 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

TagNameReq’dDescription
2304NoAssetAttributesN
→2305AssetAttributeTypeNRequired if NoAssetAttributes(2304) > 0.
→2306AssetAttributeValueN
→2307AssetAttributeLimitN

AttachmentGrp

TagNameReq’dDescription
2104NoAttachmentsN
→2105AttachmentNameNRequired if NoAttachments(2104) > 0.
→2106AttachmentMediaTypeNRequired if EncodedAttachment(2112) is present.
→2107AttachmentClassificationN
→2108AttachmentExternalURLNEither AttachmentExternalURL(2108) or EncodedAttachment(2112) must be specified if NoAttachments(2104) > 0.
→2109AttachmentEncodingTypeNRequired if EncodedAttachment(2112) is present.
→2110UnencodedAttachmentLenN
→2111EncodedAttachmentLenNMust be set if EncodedAttachment(2112) is specified and must immediately precede it.
→2112EncodedAttachmentNEither AttachmentExternalURL(2108) or EncodedAttachment(2112) must be specified if NoAttachments(2104) > 0.
ComponentAttachmentKeywordGrpN

AttachmentKeywordGrp

TagNameReq’dDescription
2113NoAttachmentKeywordsN
→2114AttachmentKeywordNRequired if NoAttachmentKeywords(2113) > 0.

AttrbGrp

TagNameReq’dDescription
870NoInstrAttribN
→871InstrAttribTypeN
→872InstrAttribValueN

BusinessCenterGrp

TagNameReq’dDescription
40278NoBusinessCentersN
→40471BusinessCenterNRequired if NoBusinessCenters(40278) > 0.

CashSettlDate

TagNameReq’dDescription
42207CashSettlDateUnadjustedN
42208CashSettlDateBusinessDayConventionNWhen 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.
ComponentCashSettlDateBusinessCenterGrpNWhen 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.
42209CashSettlDateRelativeToN
42210CashSettlDateOffsetPeriodNConditionally required when CashSettlDateOffsetUnit(42211) is specified.
42211CashSettlDateOffsetUnitNConditionally required when CashSettlDateOffsetPeriod(42210) is specified.
42212CashSettlDateOffsetDayTypeN
42213CashSettlDateAdjustedN

CashSettlDateBusinessCenterGrp

TagNameReq’dDescription
42214NoCashSettlDateBusinessCentersN
→42215CashSettlDateBusinessCenterNRequired if NoCashSettlDateBusinessCenters(42214) > 0.

CashSettlDealerGrp

TagNameReq’dDescription
40277NoCashSettlDealersN
→40032CashSettlDealerNRequired if NoCashSettlDealers(40277) > 0.

CashSettlTermGrp

TagNameReq’dDescription
40022NoCashSettlTermsN
→40023CashSettlCurrencyNRequired if NoCashSettlTerms(40022) > 0.
→40024CashSettlValuationFirstBusinessDayOffsetN
→40916CashSettlValuationSubsequentBusinessDaysOffsetN
→40917CashSettlNumOfValuationDatesN
→40025CashSettlValuationTimeN
→40026CashSettlBusinessCenterN
→40027CashSettlQuoteMethodN
→40028CashSettlQuoteAmountN
→40029CashSettlQuoteCurrencyN
→40030CashSettlMinimumQuoteAmountN
→40031CashSettlMinimumQuoteCurrencyN
ComponentCashSettlDealerGrpN
→42216CashSettlPriceSourceN
→42217CashSettlPriceDefaultN
→40033CashSettlBusinessDaysN
→40034CashSettlAmountN
ComponentCashSettlDateN
→40035CashSettlRecoveryFactorN
→40036CashSettlFixedTermIndicatorN
→40037CashSettlAccruedInterestIndicatorN
→40038CashSettlValuationMethodN
→40039CashSettlTermXIDN

CommissionData

TagNameReq’dDescription
12CommissionN
13CommTypeN
479CommCurrencyN
1233CommRateN
1238CommUnitOfMeasureN
497FundRenewWaivN

CommissionDataGrp

TagNameReq’dDescription
2639NoCommissionsN
→2640CommissionAmountNRequired 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.
→2641CommissionAmountTypeNRequired if NoCommissions(2639) > 0.
→2725CommissionAmountSubTypeN
→2642CommissionBasisNRequired if NoCommissions(2639) > 0.
→2643CommissionCurrencyN
→2644CommissionUnitOfMeasureN
→2645CommissionUnitOfMeasureCurrencyN
→2646CommissionRateN
→2647CommissionSharedIndicatorN
→2648CommissionAmountSharedNIf specified, CommissionSharedIndicator(2647) must be set to “Y”.
→2649CommissionLegRefIDNThis field may be used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg.
→2650CommissionDescN
→2651EncodedCommissionDescLenNMust be set if EncodedCommissionDesc(2652) is specified and must immediately precede it.
→2652EncodedCommissionDescNEncoded (non-ASCII characters) representation of the CommissionDesc(2650) field in the encoded format specified via the MessageEncoding(347) field.

ComplexEventAveragingObservationGrp

TagNameReq’dDescription
40994NoComplexEventAveragingObservationsN
→40995ComplexEventAveragingObservationNumberNRequired if NoComplexEventAveragingObservations(40994) > 0.
→40996ComplexEventAveragingWeightN

ComplexEventCreditEventGrp

TagNameReq’dDescription
40997NoComplexEventCreditEventsN
→40998ComplexEventCreditEventTypeNRequired if NoComplexEventCreditEvents(40996) > 0.
→40999ComplexEventCreditEventValueN
→41000ComplexEventCreditEventCurrencyN
→41001ComplexEventCreditEventPeriodNConditionally required when ComplexEventCreditEventUnit(41002) is specified.
→41002ComplexEventCreditEventUnitNConditionally required when ComplexEventCreditEventPeriod(41001) is specified.
→41003ComplexEventCreditEventDayTypeN
→41004ComplexEventCreditEventRateSourceN
ComponentComplexEventCreditEventQualifierGrpN

ComplexEventCreditEventQualifierGrp

TagNameReq’dDescription
41005NoComplexEventCreditEventQualifiersN
→41006ComplexEventCreditEventQualifierNRequired if NoComplexEventCreditEventQualifiers(41005) > 0.

ComplexEventCreditEventSourceGrp

TagNameReq’dDescription
41029NoComplexEventCreditEventSourcesN
→41030ComplexEventCreditEventSourceNRequired if NoComplexEventCreditEventSources(41029) > 0.

ComplexEventDateBusinessCenterGrp

TagNameReq’dDescription
41018NoComplexEventDateBusinessCentersN
→41019ComplexEventDateBusinessCenterNRequired if NoComplexEventDateBuisinessCenters(41018) > 0.

ComplexEventDates

TagNameReq’dDescription
1491NoComplexEventDatesN
→1492ComplexEventStartDateNRequired if NoComplexEventDates(1491) > 0.
→1493ComplexEventEndDateNRequired if NoComplexEventDates(1491) > 0.
ComponentComplexEventTimesN

ComplexEventPeriodDateGrp

TagNameReq’dDescription
41007NoComplexEventPeriodDateTimesN
→41008ComplexEventPeriodDateNRequired if NoComplexEventPeriodDateTimes(41007) > 0.
→41009ComplexEventPeriodTimeN

ComplexEventPeriodGrp

TagNameReq’dDescription
41010NoComplexEventPeriodsN
→41011ComplexEventPeriodTypeNRequired if NoComplexEventPeriods(41010) > 0.
→41012ComplexEventBusinessCenterN
ComponentComplexEventScheduleGrpN
ComponentComplexEventPeriodDateGrpN
ComponentComplexEventAveragingObservationGrpN

ComplexEventRateSourceGrp

TagNameReq’dDescription
41013NoComplexEventRateSourcesN
→41014ComplexEventRateSourceNRequired if NoComplexEventRateSources(41013) > 0.
→41015ComplexEventRateSourceTypeNRequired if NoComplexEventRateSources(41013) > 0.
→41016ComplexEventReferencePageNConditionally required when ComplexEventRateSource(41014) = 99 (Other).
→41017ComplexEventReferencePageHeadingN

ComplexEventRelativeDate

TagNameReq’dDescription
41020ComplexEventDateUnadjustedN
41021ComplexEventDateRelativeToN
41022ComplexEventDateOffsetPeriodNConditionally required when ComplexEventDateOffsetUnit(41023) is specified.
41023ComplexEventDateOffsetUnitNConditionally required when ComplexEventDateOffsetPeriod(41022) is specified.
41024ComplexEventDateOffsetDayTypeN
41025ComplexEventDateBusinessDayConventionNWhen 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.
ComponentComplexEventDateBusinessCenterGrpNWhen 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.
41026ComplexEventDateAdjustedN
41027ComplexEventFixingTimeN
41028ComplexEventFixingTimeBusinessCenterN

ComplexEventScheduleGrp

TagNameReq’dDescription
41031NoComplexEventSchedulesN
→41032ComplexEventScheduleStartDateNRequired if NoComplexEventSchedules(41031) > 0.
→41033ComplexEventScheduleEndDateN
→41034ComplexEventScheduleFrequencyPeriodNConditionally required when ComplexEventScheduleFrequencyUnit(41035) is specified.
→41035ComplexEventScheduleFrequencyUnitNConditionally required when ComplexEventScheduleFrequencPeriod(41034) is specified.
→41036ComplexEventScheduleRollConventionNWhen 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

TagNameReq’dDescription
1494NoComplexEventTimesN
→1495ComplexEventStartTimeNRequired if NoComplexEventTimes(1494) > 0.
→1496ComplexEventEndTimeNRequired if NoComplexEventTimes(1494) > 0.

ComplexEvents

TagNameReq’dDescription
1483NoComplexEventsN
→1484ComplexEventTypeNRequired if NoComplexEvents(1483) > 0.
→2117ComplexOptPayoutPaySideN
→2118ComplexOptPayoutReceiveSideN
→2119ComplexOptPayoutUnderlierN
→1485ComplexOptPayoutAmountN
→2120ComplexOptPayoutPercentageN
→2121ComplexOptPayoutTimeN
→2122ComplexOptPayoutCurrencyN
→1486ComplexEventPriceN
→2123ComplexEventPricePercentageN
→1487ComplexEventPriceBoundaryMethodN
→1488ComplexEventPriceBoundaryPrecisionN
→1489ComplexEventPriceTimeTypeN
→1490ComplexEventConditionNConditionally 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.
ComponentComplexEventDatesN
→2124ComplexEventCurrencyOneN
→2125ComplexEventCurrencyTwoN
→2126ComplexEventQuoteBasisN
→2127ComplexEventFixedFXRateN
→2407ComplexEventSpotRateN
→2408ComplexEventForwardPointsN
→2128ComplexEventDeterminationMethodN
→2129ComplexEventCalculationAgentN
→2130ComplexEventStrikePriceN
→2131ComplexEventStrikeFactorN
→2132ComplexEventStrikeNumberOfOptionsN
ComponentComplexEventRateSourceGrpN
ComponentComplexEventRelativeDateN
ComponentComplexEventPeriodGrpN
→2133ComplexEventCreditEventsXIDRefN
→2134ComplexEventCreditEventNotifyingPartyN
→2135ComplexEventCreditEventBusinessCenterN
→2136ComplexEventCreditEventStandardSourcesN
→2137ComplexEventCreditEventMinimumSourcesN
ComponentComplexEventCreditEventSourceGrpN
ComponentComplexEventCreditEventGrpN
→2597ComplexEventFuturesPriceValuationN
→2598ComplexEventOptionsPriceValuationN
→2599ComplexEventPVFinalPriceElectionFallbackN
→2138ComplexEventXIDN
→2139ComplexEventXIDRefN

ContAmtGrp

TagNameReq’dDescription
518NoContAmtsN
→519ContAmtTypeNMust be first field in the repeating group.
→520ContAmtValueN
→521ContAmtCurrN

DateAdjustment

TagNameReq’dDescription
40921BusinessDayConventionN
ComponentBusinessCenterGrpN
40922DateRollConventionN

DeliveryScheduleGrp

TagNameReq’dDescription
41037NoDeliverySchedulesN
→41038DeliveryScheduleTypeNRequired if NoDeliverySchedules(41037) > 0.
→41039DeliveryScheduleXIDN
→41040DeliveryScheduleNotionalN
→41041DeliveryScheduleNotionalUnitOfMeasureN
→41042DeliveryScheduleNotionalCommodityFrequencyN
→41043DeliveryScheduleNegativeToleranceN
→41044DeliverySchedulePositiveToleranceN
→41045DeliveryScheduleToleranceUnitOfMeasureN
→41046DeliveryScheduleToleranceTypeNConditionally required when DeliveryScheduleNegativeTolerance(41043) or DeliverySchedulePositiveTolerance(41044) is specified.
→41047DeliveryScheduleSettlCountryN
→41048DeliveryScheduleSettlTimeZoneN
→41049DeliveryScheduleSettlFlowTypeN
→41050DeliveryScheduleSettlHolidaysProcessingInstructionN
ComponentDeliveryScheduleSettlDayGrpN

DeliveryScheduleSettlDayGrp

TagNameReq’dDescription
41051NoDeliveryScheduleSettlDaysN
→41052DeliveryScheduleSettlDayNRequired if NoDeliveryScheduleSettlDays(41051) > 0.
→41053DeliveryScheduleSettlTotalHoursN
ComponentDeliveryScheduleSettlTimeGrpN

DeliveryScheduleSettlTimeGrp

TagNameReq’dDescription
41054NoDeliveryScheduleSettlTimesN
→41055DeliveryScheduleSettlStartNRequired if NoDeliveryScheduleSettlTimes(41054) > 0.
→41056DeliveryScheduleSettlEndNRequired if NoDeliveryScheduleSettlTimes(41054) > 0.
→41057DeliveryScheduleSettlTimeTypeNMay be defaulted to market convention or bilaterally agreed if not specified.

DeliveryStream

TagNameReq’dDescription
41058DeliveryStreamTypeN
ComponentDeliveryStreamCommoditySourceGrpN
41059DeliveryStreamPipelineN
41060DeliveryStreamEntryPointN
41061DeliveryStreamWithdrawalPointN
41062DeliveryStreamDeliveryPointN
42192DeliveryStreamDeliveryPointSourceN
42193DeliveryStreamDeliveryPointDescN
41063DeliveryStreamDeliveryRestrictionN
41064DeliveryStreamDeliveryContingencyN
41065DeliveryStreamDeliveryContingentPartySideN
41066DeliveryStreamDeliverAtSourceIndicatorN
41067DeliveryStreamRiskApportionmentN
41218DeliveryStreamRiskApportionmentSourceN
ComponentDeliveryStreamCycleGrpN
41068DeliveryStreamTitleTransferLocationN
41069DeliveryStreamTitleTransferConditionN
41070DeliveryStreamImporterOfRecordN
41071DeliveryStreamNegativeToleranceN
41072DeliveryStreamPositiveToleranceN
41073DeliveryStreamToleranceUnitOfMeasureN
41074DeliveryStreamToleranceTypeN
41075DeliveryStreamToleranceOptionSideN
41076DeliveryStreamTotalPositiveToleranceN
41077DeliveryStreamTotalNegativeToleranceN
41078DeliveryStreamNotionalConversionFactorN
41079DeliveryStreamTransportEquipmentN
41080DeliveryStreamElectingPartySideN
43094DeliveryStreamRouteOrCharterN

DeliveryStreamCommoditySourceGrp

TagNameReq’dDescription
41085NoDeliveryStreamCommoditySourcesN
→41086DeliveryStreamCommoditySourceNRequired if NoDeliveryStreamCommoditySources(41085) > 0.

DeliveryStreamCycleGrp

TagNameReq’dDescription
41081NoDeliveryStreamCyclesN
→41082DeliveryStreamCycleDescNRequired if NoDeliveryStreamCycles(41081) > 0.
→41083EncodedDeliveryStreamCycleDescLenNMust be set if EncodedDeliveryStreamCycleDesc(41084) field is specified and must immediately precede it.
→41084EncodedDeliveryStreamCycleDescNEncoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding(347) field.

DisplayInstruction

TagNameReq’dDescription
1138DisplayQtyN
1082SecondaryDisplayQtyN
1608InitialDisplayQtyNOnly to be used in the ExecutionReport
2828CurrentDisplayPriceN
1083DisplayWhenN
1084DisplayMethodN
1085DisplayLowQtyNRequired when DisplayMethod = 3
1086DisplayHighQtyNRequired when DisplayMethod = 3
1087DisplayMinIncrNCan be used to specify larger increments than the standard increment provided by the market. Optionally used when DisplayMethod = 3
1088RefreshQtyNRequired when DisplayMethod = 2

DividendAccrualFloatingRate

TagNameReq’dDescription
42218DividendFloatingRateIndexN
42219DividendFloatingRateIndexCurvePeriodNConditionally required when DividendFloatingRateIndexCurveUnit(42220) is specified.
42220DividendFloatingRateIndexCurveUnitNConditionally required when DividendFloatingRateIndexCurvePeriod(42219) is specified.
42221DividendFloatingRateMultiplierN
42222DividendFloatingRateSpreadN
42223DividendFloatingRateSpreadPositionTypeN
42224DividendFloatingRateTreatmentN
42225DividendCapRateN
42226DividendCapRateBuySideN
42227DividendCapRateSellSideN
42228DividendFloorRateN
42229DividendFloorRateBuySideN
42230DividendFloorRateSellSideN
42231DividendInitialRateN
42232DividendFinalRateRoundingDirectionN
42233DividendFinalRatePrecisionN
42234DividendAveragingMethodN
42235DividendNegativeRateTreatmentN

DividendAccrualPaymentDate

TagNameReq’dDescription
42238DividendAccrualPaymentDateRelativeToN
42239DividendAccrualPaymentDateOffsetPeriodNConditionally required when DividendAccrualPaymentDateOffsetUnit(42240) is specified.
42240DividendAccrualPaymentDateOffsetUnitNConditionally required when DividendAccrualPaymentDateOffsetPeriod(42239) is specified.
42241DividendAccrualPaymentDateOffsetDayTypeN
42242DividendAccrualPaymentDateUnadjustedN
42243DividendAccrualPaymeentDateBusinessDayConventionNWhen specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendAccrualPaymentDate.
ComponentDividendAccrualPaymentDateBusinessCenterGrpNWhen specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendAccrualPaymentDate.
42244DividendAccrualPaymentDateAdjustedN

DividendAccrualPaymentDateBusinessCenterGrp

TagNameReq’dDescription
42236NoDividendAccrualPaymentDateBusinessCentersN
→42237DividendAccrualPaymentDateBusinessCenterNRequired if NoDividendAccrualPaymentDateBusinessCenters(42236) > 0.

DividendConditions

TagNameReq’dDescription
42245DividendReinvestmentIndicatorN
42246DividendEntitlementEventN
42247DividendAmountTypeN
42248DividendUnderlierRefIDN
ComponentDividendPeriodGrpN
42249ExtraordinaryDividendPartySideN
42250ExtraordinaryDividendAmountTypeN
42251ExtraordinaryDividendCurrencyN
42252ExtraordinaryDividendDeterminationMethodN
ComponentDividendFXTriggerDateN
ComponentDividendAccrualFloatingRateN
42253DividendAccrualFixedRateN
ComponentDividendAccrualPaymentDateN
42254DividendCompoundingMethodN
42255DividendNumOfIndexUnitsN
42256DividendCashPercentageN
42257DividendCashEquivalentPercentageN
42258NonCashDividendTreatmentN
42259DividendCompositionN
42260SpecialDividendsIndicatorN
42261MaterialDividendsIndicatorN
42262OptionsExchangeDividendsIndicatorN
42263AdditionalDividendsIndicatorN
42264AllDividendsIndicatorN

DividendFXTriggerDate

TagNameReq’dDescription
42265DividendFXTriggerDateRelativeToN
42266DividendFXTriggerDateOffsetPeriodNConditionally required when DividendFXTriggerDateOffsetUnit(42267) is specified.
42267DividendFXTriggerDateOffsetUnitNConditionally required when DividendFXTriggerDateOffsetPeriod(42266) is specified.
42268DividendFXTriggerDateOffsetDayTypeN
42269DividendFXTriggerDateUnadjustedN
42270DividendFXTriggerDateBusinessDayConventionNWhen specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendFXTriggerDate.
ComponentDividendFXTriggerDateBusinessCenterGrpNWhen specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendFXTriggerDate.
42271DividendFXTriggerDateAdjustedN

DividendFXTriggerDateBusinessCenterGrp

TagNameReq’dDescription
42272NoDividendFXTriggerDateBusinessCentersN
→42273DividendFXTriggerDateBusinessCenterNRequired if NoDividendFXTriggerDateBusinessCenters(42272) > 0.

DividendPeriodBusinessCenterGrp

TagNameReq’dDescription
42294NoDividendPeriodBusinessCentersN
→42295DividendPeriodBusinessCenterNRequired if NoDividendPeriodBusinessCenters(42294) > 0.

DividendPeriodGrp

TagNameReq’dDescription
42274NoDividendPeriodsN
→42275DividendPeriodSequenceNRequired if NoDividendPeriods(42274) > 0.
→42276DividendPeriodStartDateUnadjustedN
→42277DividendPeriodEndDateUnadjustedN
→42278DividendPeriodUnderlierRefIDNWhen specified, this overrides DividendUnderlierRefID(42248). The specified value would be specific to this dividend period instance.
→42279DividendPeriodStrikePriceN
→42280DividendPeriodBusinessDayConventionNWhen 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.
ComponentDividendPeriodBusinessCenterGrpNWhen specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this dividend period instance.
→42281DividendPeriodValuationDateUnadjustedN
→42282DividendPeriodValuationDateRelativeToN
→42283DividendPeriodValuationDateOffsetPeriodNConditionally required when DividendPeriodValuationDateOffsetUnit(42284) is specified.
→42284DividendPeriodValuationDateOffsetUnitNConditionally required when DividendPeriodValuationDateOffsetPeriod(42283) is specified.
→42285DividendPeriodValuationDateOffsetDayTypeN
→42286DividendPeriodValuationDateAdjustedN
→42287DividendPeriodPaymentDateUnadjustedN
→42288DividendPeriodPaymentDateRelativeToN
→42289DividendPeriodPaymentDateOffsetPeriodNConditionally required when DividendPeriodPaymentDateOffsetUnit(42290) is specified.
→42290DividendPeriodPaymentDateOffsetUnitNConditionally required when DividendPeriodPaymentDateOffsetPeriod(42289) is specified.
→42291DividendPeriodPaymentDateOffsetDayTypeN
→42292DividendPeriodPaymentDateAdjustedN
→42293DividendPeriodXIDN

EvntGrp

TagNameReq’dDescription
864NoEventsN
→865EventTypeNRequired if NoEvents(864) > 0.
→866EventDateNConditionally required when EventTime(1145) is specified.
→1145EventTimeN
→1827EventTimeUnitNConditionally required when EventTimePeriod(1826) is specified.
→1826EventTimePeriodNConditionally required when EventTimeUnit(1827) is specified.
→2340EventMonthYearN
→867EventPxN
→868EventTextN
→1578EncodedEventTextLenNMust be set if EncodedEventText(1579) field is specified and must immediately precede it.
→1579EncodedEventTextNEncoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding(347) field.

ExtraordinaryEventGrp

TagNameReq’dDescription
42296NoExtraordinaryEventsN
→42297ExtraordinaryEventTypeNRequired if NoExtraordinaryEvents(42296) > 0.
→42298ExtraordinaryEventValueNRequired if NoExtraordinaryEvents(42296) > 0.

FinancingContractualDefinitionGrp

TagNameReq’dDescription
40040NoContractualDefinitionsN
→40041ContractualDefinitionNRequired if NoContractualDefinitions(40040) > 0.

FinancingContractualMatrixGrp

TagNameReq’dDescription
40042NoContractualMatricesN
→40043ContractualMatrixSourceNRequired if NoContractualMatrices(40042) > 0.
→40044ContractualMatrixDateN
→40045ContractualMatrixTermN

FinancingDetails

TagNameReq’dDescription
913AgreementDescNThe full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal
914AgreementIDNA common reference to the applicable standing agreement between the principals
1961AgreementVersionN
915AgreementDateNA reference to the date the underlying agreement was executed.
918AgreementCurrencyNCurrency of the underlying agreement.
1962MasterConfirmationDescN
1963MasterConfirmationDateN
1964MasterConfirmationAnnexDescN
1965MasterConfirmationAnnexDateN
1966BrokerConfirmationDescN
ComponentFinancingContractualDefinitionGrpN
ComponentFinancingTermSupplementGrpN
ComponentFinancingContractualMatrixGrpN
1967CreditSupportAgreementDescN
1968CreditSupportAgreementDateN
1969CreditSupportAgreementIDN
1970GoverningLawN
1513DocumentationTextN
1525EncodedDocumentationTextLenNMust be set if EncodedDocumentationText(1527) field is specified and must immediately precede it.
1527EncodedDocumentationTextNEncoded (non-ASCII characters) representation of the DocumentationText(1513) field in the encoded format specified via the MessageEncoding(347) field.
788TerminationTypeNFor Repos the timing or method for terminating the agreement.
916StartDateNSettlement date of the beginning of the deal
917EndDateNRepayment / repurchase date
919DeliveryTypeNDelivery or custody arrangement for the underlying securities
898MarginRatioNPercentage of cash value that underlying security collateral must meet.

FinancingTermSupplementGrp

TagNameReq’dDescription
40046NoFinancingTermSupplementsN
→40047FinancingTermSupplementDescNRequired if NoFinancingTermSupplements(40046) > 0.
→40048FinancingTermSupplementDateN

FloatingRateIndex

TagNameReq’dDescription
2731FloatingRateIndexIDNConditionally required when FloatingRateIndexIDSource(2732) is specified.
2732FloatingRateIndexIDSourceNConditionally required when FloatingRateIndexID(2731) is specified.
2730FloatingRateIndexCurveUnitNConditionally required when FloatingRateIndexCurvePeriod(2728) is specified.
2728FloatingRateIndexCurvePeriodNConditionally required when FloatingRateIndexCurveUnit(2730) is specified.
2729FloatingRateIndexCurveSpreadN

HopGrp

TagNameReq’dDescription
627NoHopsN
→628HopCompIDN
→629HopSendingTimeN
→630HopRefIDN

IndexRollMonthGrp

TagNameReq’dDescription
2734NoIndexRollMonthsN
→2733IndexRollMonthNRequired if NoIndexRollMonths(2734) > 0.

InstrmtGrp

TagNameReq’dDescription
146NoRelatedSymN
ComponentInstrumentNInsert here the set of “Instrument” (symbology) fields defined in “Common Components of Application Messages”
ComponentInstrumentExtensionN
ComponentFinancingDetailsN
ComponentRelatedInstrumentGrpN

InstrmtLegGrp

TagNameReq’dDescription
555NoLegsN
ComponentInstrumentLegNRequired if NoLegs(555) > 0.
ComponentLegFinancingDetailsN

Instrument

TagNameReq’dDescription
55SymbolNCommon, “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.
65SymbolSfxNUsed 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.
48SecurityIDNTakes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.
22SecurityIDSourceNConditionally required when SecurityID(48) is specified.
ComponentSecAltIDGrpNNumber of alternate Security Identifiers
460ProductNIndicates the type of product the security is associated with (high-level category)
1227ProductComplexNIdentifies an entire suite of products for a given market. In Futures this may be “interest rates”, “agricultural”, “equity indexes”, etc
1151SecurityGroupNAn exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.
461CFICodeNIndicates 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.
167SecurityTypeNIt 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.)
762SecuritySubTypeNSub-type qualification/identification of the SecurityType (e.g. for SecurityType=“MLEG”). If specified, SecurityType is required.
200MaturityMonthYearNSpecifies 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.
541MaturityDateNSpecifies 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.
1079MaturityTimeNFor NDFs this represents the fixing time of the contract. It is optional to specify the fixing time.
966SettleOnOpenFlagNIndicator to determine if Instrument is Settle on Open.
1049InstrmtAssignmentMethodN
965SecurityStatusNGives the current state of the instrument
224CouponPaymentDateNDate interest is to be paid. Used in identifying Corporate Bond issues.
1449RestructuringTypeN
1450SeniorityN
1451NotionalPercentageOutstandingN
1452OriginalNotionalPercentageOutstandingN
1457AttachmentPointN
1458DetachmentPointN
1739ObligationTypeN
2210AssetGroupN
1938AssetClassNRequired if AssetSubClass(1939) is specified.
1939AssetSubClassNRequired if AssetType(1940) is specified.
1940AssetTypeNRequired if AssetSubType(2735) is specified.
2735AssetSubTypeN
ComponentSecondaryAssetGrpN
ComponentAssetAttributeGrpN
1941SwapClassN
1575SwapSubClassN
1942NthToDefaultNConditionally required when MthToDefault(1943) is specified.
1943MthToDefaultN
1944SettledEntityMatrixSourceN
1945SettledEntityMatrixPublicationDateN
1946CouponTypeN
1947TotalIssuedAmountN
1948CouponFrequencyPeriodNConditionally required when CouponFrequencyUnit(1949) is specified.
1949CouponFrequencyUnitNConditionally required when CouponFrequencyPeriod(1948) is specified.
1950CouponDayCountN
2879CouponOtherDayCountN
1951ConvertibleBondEquityIDN
1952ConvertibleBondEquityIDSourceNConditionally required when ConvertibleBondEquityID(1951) is specified.
1953ContractPriceRefMonthN
1954LienSeniorityN
1955LoanFacilityN
1956ReferenceEntityTypeN
1957IndexSeriesN
1958IndexAnnexVersionN
1959IndexAnnexDateN
1960IndexAnnexSourceN
1577SettlRateIndexN
1580SettlRateIndexLocationN
1581OptionExpirationDescN
1678EncodedOptionExpirationDescLenNMust be set if EncodedOptionExpirationDesc(1697) field is specified and must immediately precede it.
1697EncodedOptionExpirationDescNEncoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding(347) field.
225IssueDateNDate instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.
239RepoCollateralSecurityTypeN
226RepurchaseTermN
227RepurchaseRateN
228FactorNFor 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
255CreditRatingN
543InstrRegistryNThe 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.
470CountryOfIssueNISO 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.
471StateOrProvinceOfIssueNA two-character state or province abbreviation.
472LocaleOfIssueNThe three-character IATA code for a locale (e.g. airport code for Municipal Bonds).
240RedemptionDateN
202StrikePriceNUsed for derivatives, such as options and covered warrants
2578OrigStrikePriceN
2577StrikePricePrecisionN
947StrikeCurrencyNUsed for derivatives
967StrikeMultiplierNUsed for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.
968StrikeValueNUsed for derivatives. The number of shares/units for the financial instrument involved in the option trade.
1698StrikeUnitOfMeasureN
1866StrikeIndexN
2600StrikeIndexCurvePointN
2001StrikeIndexSpreadN
2601StrikeIndexQuoteN
1478StrikePriceDeterminationMethodN
1479StrikePriceBoundaryMethodNWhen specified, PutOrCall(201), StrikePrice(202), and StrikePriceBoundaryPrecision(1480) must also be specified.
1480StrikePriceBoundaryPrecisionN
1481UnderlyingPriceDeterminationMethodN
206OptAttributeNUsed 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.
231ContractMultiplierNFor Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the “nominal” (e.g. contracts vs. shares) amount.
1435ContractMultiplierUnitN
2353TradingUnitPeriodMultiplierN
1439FlowScheduleTypeN
969MinPriceIncrementNMinimum price increment for the instrument. Could also be used to represent tick value.
1146MinPriceIncrementAmountNMinimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]
996UnitOfMeasureN0
1147UnitOfMeasureQtyN
1716UnitOfMeasureCurrencyN
1191PriceUnitOfMeasureN
1192PriceUnitOfMeasureQtyN
1717PriceUnitOfMeasureCurrencyN
1193SettlMethodNConditionally required if SettlSubMethod(2579) is specified.
2579SettlSubMethodN
1194ExerciseStyleNType of exercise of a derivatives security
1482OptPayoutTypeN
1195OptPayoutAmountNConditionally required if OptPayoutType(1482) = 3 (Binary).
2753ReturnTriggerN
1196PriceQuoteMethodNMethod for price quotation
1197ValuationMethodNIndicates type of valuation method used.
2002ValuationSourceN
2140ValuationReferenceModelN
1524PriceQuoteCurrencyN
1198ListMethodNIndicates whether the instruments are pre-listed only or can also be defined via user request
1199CapPriceNUsed to express the ceiling price of a capped call
1200FloorPriceNUsed to express the floor price of a capped put
201PutOrCallNUsed to express option right
2681InTheMoneyConditionNUsed to express in-the-moneyness behavior in general terms for the option without the use of StrikePrice(202) and PutOrCall(201).
2685ContraryInstructionEligibilityIndicatorN
1244FlexibleIndicatorNUsed to indicate if a security has been defined as flexible according to “non-standard” means. Analog to CFICode Standard/Non-standard indicator
1242FlexProductEligibilityIndicatorNUsed to indicate if a product or group of product supports the creation of flexible securities
2575BlockTradeEligibilityIndicatorN
2574LowExercisePriceOptionIndicatorN
997TimeUnitNUsed to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
223CouponRateNFor Fixed Income.
207SecurityExchangeNCan be used to identify the security.
970PositionLimitNPosition Limit for the instrument.
971NTPositionLimitNNear-term Position Limit for the instrument.
106IssuerN
348EncodedIssuerLenNMust be set if EncodedIssuer(349) field is specified and must immediately precede it.
349EncodedIssuerNEncoded (non-ASCII characters) representation of the Issuer(106) field in the encoded format specified via the MessageEncoding(347) field.
2737FinancialInstrumentShortNameN
2714FinancialInstrumentFullNameN
2715EncodedFinancialInstrumentFullNameLenNMust be set if EncodedFinancialInstrumentFullName(2716) field is specified and must immediately precede it.
2716EncodedFinancialInstrumentFullNameNEncoded (non-ASCII characters) representation of the FinancialInstrumentFullName(2714) field in the encoded format specified via the MessageEncoding(347) field.
107SecurityDescN
350EncodedSecurityDescLenNMust be set if EncodedSecurityDesc(351) field is specified and must immediately precede it.
351EncodedSecurityDescNEncoded (non-ASCII characters) representation of the SecurityDesc(107) field in the encoded format specified via the MessageEncoding(347) field.
ComponentSecurityXMLNEmbedded XML document describing the instrument.
691PoolNIdentifies MBS / ABS pool
667ContractSettlMonthNMust be present for MBS/TBA
875CPProgramNThe program under which a commercial paper is issued
876CPRegTypeNThe registration type of a commercial paper issuance
ComponentEvntGrpNNumber of repeating EventType group entries.
873DatedDateNIf different from IssueDate
874InterestAccrualDateNIf different from IssueDate and DatedDate
ComponentInstrumentPartiesNUsed to identify the parties related to a specific instrument.
1687ShortSaleRestrictionN
ComponentComplexEventsN
1787RefTickTableIDNSpread table code referred by the security or symbol.
2141StrategyTypeN
2142CommonPricingIndicatorN
2143SettlDisruptionProvisionN
2752DeliveryRouteOrCharterN
2144InstrumentRoundingDirectionN
2145InstrumentRoundingPrecisionN
2576InstrumentPricePrecisionN
ComponentDateAdjustmentN
ComponentPricingDateTimeN
ComponentMarketDisruptionN
ComponentOptionExerciseN
ComponentStreamGrpN
ComponentProvisionGrpN
ComponentAdditionalTermGrpN
ComponentProtectionTermGrpN
ComponentCashSettlTermGrpN
ComponentPhysicalSettlTermGrpN
ComponentExtraordinaryEventGrpN
2602ExtraordinaryEventAdjustmentMethodN
2603ExchangeLookAlikeN

InstrumentExtension

TagNameReq’dDescription
668DeliveryFormNIdentifies the form of delivery.
869PctAtRiskNPercent at risk due to lowest possible call.
ComponentAttrbGrpNNumber of repeating InstrAttrib group entries.
2736CommodityFinalPriceTypeN
ComponentIndexRollMonthGrpN
2738NextIndexRollDateN
ComponentFloatingRateIndexN
ComponentReferenceDataDateGrpN

InstrumentLeg

TagNameReq’dDescription
600LegSymbolN
601LegSymbolSfxN
602LegSecurityIDN
603LegSecurityIDSourceN
ComponentLegSecAltIDGrpN
1788LegIDNUsed 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.
607LegProductN
1594LegSecurityGroupN
608LegCFICodeN
609LegSecurityTypeN
764LegSecuritySubTypeN
610LegMaturityMonthYearN
611LegMaturityDateN
1212LegMaturityTimeN
2146LegSettleOnOpenFlagN
2147LegInstrmtAssignmentMethodN
2148LegSecurityStatusN
248LegCouponPaymentDateN
2149LegRestructuringTypeN
2150LegSeniorityN
2151LegNotionalPercentageOutstandingN
2152LegOriginalNotionalPercentageOutstandingN
2153LegAttachmentPointN
2154LegDetachmentPointN
2155LegObligationTypeN
2348LegAssetGroupN
2067LegAssetClassNRequired if LegAssetSubClass(2068) is specified.
2068LegAssetSubClassNRequired if LegAssetType(2069) is specified.
2069LegAssetTypeNRequired if LegAssetSubType(2739) is specified.
2739LegAssetSubTypeN
ComponentLegSecondaryAssetGrpN
ComponentLegAssetAttributeGrpN
2070LegSwapClassN
2156LegSwapSubClassN
2157LegNthToDefaultNConditionally required when LegMthToDefault(2158) is specified.
2158LegMthToDefaultN
2159LegSettledEntityMatrixSourceN
2160LegSettledEntityMatrixPublicationDateN
2161LegCouponTypeN
2162LegTotalIssuedAmountN
2163LegCouponFrequencyPeriodNConditionally required when LegCouponFreqUnit(2164) is specified.
2164LegCouponFrequencyUnitNConditionally required when LegCouponFreqPeriod(2163) is specified.
2165LegCouponDayCountN
2880LegCouponOtherDayCountN
2166LegConvertibleBondEquityIDN
2167LegConvertibleBondEquityIDSourceNConditionally required when LegConvertibleBondEquityID(2166) is specified.
2168LegContractPriceRefMonthN
2169LegLienSeniorityN
2170LegLoanFacilityN
2171LegReferenceEntityTypeN
2172LegIndexSeriesN
2173LegIndexAnnexVersionN
2174LegIndexAnnexDateN
2175LegIndexAnnexSourceN
2176LegSettlRateIndexN
2177LegSettlRateIndexLocationN
2178LegOptionExpirationDescN
2179EncodedLegOptionExpirationDescLenNMust be set if EncodedLegOptionExpirationDesc(2180) field is specified and must immediately precede it.
2180EncodedLegOptionExpirationDescNEncoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding(347) field.
249LegIssueDateN
250LegRepoCollateralSecurityTypeN
251LegRepurchaseTermN
252LegRepurchaseRateN
253LegFactorN
257LegCreditRatingN
599LegInstrRegistryN
596LegCountryOfIssueN
597LegStateOrProvinceOfIssueN
598LegLocaleOfIssueN
254LegRedemptionDateN
612LegStrikePriceN
942LegStrikeCurrencyN
2181LegStrikeMultiplierN
2182LegStrikeValueN
2183LegStrikeUnitOfMeasureN
2184LegStrikeIndexN
2604LegStrikeIndexCurvePointN
2185LegStrikeIndexSpreadN
2605LegStrikeIndexQuoteN
2186LegStrikePriceDeterminationMethodN
2187LegStrikePriceBoundaryMethodNWhen specified, LegPutOrCall(1358), LegStrikePrice(612), and LegStrikePriceBoundaryPrecision(2188) must also be specified.
2188LegStrikePriceBoundaryPrecisionN
2189LegUnderlyingPriceDeterminationMethodN
613LegOptAttributeN
614LegContractMultiplierN
1436LegContractMultiplierUnitN
2354LegTradingUnitPeriodMultiplierN
1440LegFlowScheduleTypeN
2190LegMinPriceIncrementN
2191LegMinPriceIncrementAmountN
999LegUnitOfMeasureN
1224LegUnitOfMeasureQtyN
1720LegUnitOfMeasureCurrencyN
1421LegPriceUnitOfMeasureN
1422LegPriceUnitOfMeasureQtyN
1721LegPriceUnitOfMeasureCurrencyN
2192LegSettlMethodN
1001LegTimeUnitNUsed to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
1420LegExerciseStyleN
2193LegOptPayoutTypeN
2194LegOptPayoutAmountNConditionally required if LegOptPayoutTyp(2193) = 3 (Binary).
2755LegReturnTriggerN
2195LegPriceQuoteMethodN
2196LegValuationMethodN
2197LegValuationSourceN
2198LegValuationReferenceModelN
1528LegPriceQuoteCurrencyN
2199LegListMethodN
2200LegCapPriceN
2201LegFloorPriceN
2202LegFlexibleIndicatorN
2203LegFlexProductEligibilityIndicatorN
615LegCouponRateN
616LegSecurityExchangeN
2205LegPositionLimitN
2206LegNTPositionLimitN
617LegIssuerN
618EncodedLegIssuerLenNMust be set if EncodedLegIssuer(618) field is specified and must immediately precede it.
619EncodedLegIssuerNEncoded (non-ASCII characters) representation of the LegIssuer(617) field in the encoded format specified via the MessageEncoding(347) field.
2740LegFinancialInstrumentShortNameN
2717LegFinancialInstrumentFullNameN
2718EncodedLegFinancialInstrumentFullNameLenNMust be set if EncodedLegFinancialInstrumentFullName(2719) field is specified and must immediately precede it.
2719EncodedLegFinancialInstrumentFullNameNEncoded (non-ASCII characters) representation of the LegFinancialInstrumentFullName(2717) field in the encoded format specified via the MessageEncoding(347) field.
620LegSecurityDescN
621EncodedLegSecurityDescLenNMust be set if LegEncodedSecurityDesc(622) field is specified and must immediately precede it.
622EncodedLegSecurityDescNEncoded (non-ASCII characters) representation of the LegSecurityDesc(620) field in the encoded format specified via the MessageEncoding(347) field.
ComponentLegSecurityXMLNEmbedded XML document describing the leg instrument.
2207LegCPProgramN
2208LegCPRegTypeN
623LegRatioQtyNSpecific to the <InstrumentLeg> (not in <Instrument>)
624LegSideNSpecific to the <InstrumentLeg> (not in <Instrument>)
556LegCurrencyNSpecific to the <InstrumentLeg> (not in <Instrument>)
740LegPoolNIdentifies MBS / ABS pool
739LegDatedDateN
955LegContractSettlMonthN
956LegInterestAccrualDateN
1358LegPutOrCallNUsed to express option right
2682LegInTheMoneyConditionNUsed to express in-the-moneyness behavior in general terms for the option without the use of LegStrikePrice(612) and LegPutOrCall(1358).
2686LegContraryInstructionEligibilityIndicatorN
1017LegOptionRatioNLegOptionRatio 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.
566LegPriceNUsed to specify an anchor price for a leg as part of the definition or creation of the strategy – not used for execution price.
ComponentLegEvntGrpN
ComponentLegInstrumentPartiesN
2209LegShortSaleRestrictionN
ComponentLegComplexEventsN
2211LegStrategyTypeN
2212LegCommonPricingIndicatorN
2213LegSettlDisruptionProvisionN
2754LegDeliveryRouteOrCharterN
2214LegInstrumentRoundingDirectionN
2215LegInstrumentRoundingPrecisionN
ComponentLegDateAdjustmentN
ComponentLegPricingDateTimeN
ComponentLegMarketDisruptionN
ComponentLegOptionExerciseN
ComponentLegStreamGrpN
ComponentLegProvisionGrpN
ComponentLegAdditionalTermGrpN
ComponentLegProtectionTermGrpN
ComponentLegCashSettlTermGrpN
ComponentLegPhysicalSettlTermGrpN
ComponentLegExtraordinaryEventGrpN
2606LegExtraordinaryEventAdjustmentMethodN
2607LegExchangeLookAlikeN

InstrumentParties

TagNameReq’dDescription
1018NoInstrumentPartiesN
→1019InstrumentPartyIDNRequired if NoInstrumentParties(1018) > 0.
Identification of the party.
→1050InstrumentPartyIDSourceNRequired if NoInstrumentParties(1018) > 0.
Used to identify classification source.
→1051InstrumentPartyRoleNRequired if NoInstrumentParties(1018) > 0.
Identifies the type of InstrumentPartyID(1019).
→2378InstrumentPartyRoleQualifierN
ComponentInstrumentPtysSubGrpNRepeating group of party sub-identifiers.

InstrumentPtysSubGrp

TagNameReq’dDescription
1052NoInstrumentPartySubIDsN
→1053InstrumentPartySubIDN
→1054InstrumentPartySubIDTypeN

LegAdditionalTermBondRefGrp

TagNameReq’dDescription
41316NoLegAdditionalTermBondRefsN
→41317LegAdditionalTermBondSecurityIDNRequired if NoLegAdditionalTermBondRefs(41316) > 0.
→41318LegAdditionalTermBondSecurityIDSourceNConditionally required when LegAdditionalTermBondSecurityID(41317) is specified.
→41319LegAdditionalTermBondDescN
→41320EncodedLegAdditionalTermBondDescLenNMust be set if EncodedLegAdditionalTermBondDesc(41321) field is specified and must immediately precede it.
→41321EncodedLegAdditionalTermBondDescNEncoded (non-ASCII characters) representation of the LegAdditionalTermBondDesc(41319) field in the encoded format specified via the MessageEncoding(347) field.
→41322LegAdditionalTermBondCurrencyN
→41323LegAdditionalTermBondIssuerN
→41324EncodedLegAdditionalTermBondIssuerLenNMust be set if EncodedLegAdditionalTermBondIssuer(41325) field is specified and must immediately precede it.
→41325EncodedLegAdditionalTermBondIssuerNEncoded (non-ASCII characters) representation of the LegAdditionalTermBondIssuer(41323) field in the encoded format specified via the MessageEncoding(347) field.
→41326LegAdditionalTermBondSeniorityN
→41327LegAdditionalTermBondCouponTypeN
→41328LegAdditionalTermBondCouponRateN
→41329LegAdditionalTermBondMaturityDateN
→41330LegAdditionalTermBondParValueN
→41331LegAdditionalTermBondCurrentTotalIssuedAmountN
→41332LegAdditionalTermBondCouponFrequencyPeriodNConditionally required when LegAdditionalTermBondCouponFrequencyUnit(41333) is specified.
→41333LegAdditionalTermBondCouponFrequencyUnitNConditionally required when LegAdditionalTermBondCouponFrequencyPeriod(41332) is specified.
→41334LegAdditionalTermBondDayCountN

LegAdditionalTermGrp

TagNameReq’dDescription
41335NoLegAdditionalTermsN
→41336LegAdditionalTermConditionPrecedentBondIndicatorNRequired if NoLegAdditionalTerms(41335) > 0.
→41337LegAdditionalTermDiscrepancyClauseIndicatorN
ComponentLegAdditionalTermBondRefGrpN

LegAssetAttributeGrp

TagNameReq’dDescription
2308NoLegAssetAttributesN
→2309LegAssetAttributeTypeNRequired if NoLegAssetAttributes(2308) > 0.
→2310LegAssetAttributeValueN
→2311LegAssetAttributeLimitN

LegBusinessCenterGrp

TagNameReq’dDescription
40923NoLegBusinessCentersN
→40924LegBusinessCenterNRequired if NoLegBusinessCenters(40923) > 0.

LegCashSettlDate

TagNameReq’dDescription
42299LegCashSettlDateUnadjustedN
42300LegCashSettlDateBusinessDayConventionNWhen 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.
ComponentLegCashSettlDateBusinessCenterGrpNWhen 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.
42301LegCashSettlDateRelativeToN
42302LegCashSettlDateOffsetPeriodNConditionally required when LegCashSettlDateOffsetUnit(42303) is specified.
42303LegCashSettlDateOffsetUnitNConditionally required when LegCashSettlDateOffsetPeriod(42302) is specified.
42304LegCashSettlDateOffsetDayTypeN
42305LegCashSettlDateAdjustedN

LegCashSettlDateBusinessCenterGrp

TagNameReq’dDescription
42306NoLegCashSettlDateBusinessCentersN
→42307LegCashSettlDateBusinessCenterNRequired if NoLegCashSettlDateBusinessCenters(42306) > 0.

LegCashSettlDealerGrp

TagNameReq’dDescription
41342NoLegCashSettlDealersN
→41343LegCashSettlDealerNRequired if NoLegCashSettlDealers(41342) > 0.

LegCashSettlTermGrp

TagNameReq’dDescription
41344NoLegCashSettlTermsN
→41345LegCashSettlCurrencyNRequired if NoLegCashSettlTerms(41344) > 0.
→41346LegCasSettlValuationFirstBusinessDayOffsetN
→41347LegCashSettlValuationSubsequentBusinessDaysOffsetN
→41348LegCashSettlNumOfValuationDatesN
→41349LegCashSettlValuationTimeN
→41350LegCashSettlBusinessCenterN
→41351LegCashSettlQuoteMethodN
→41352LegCashSettlQuoteAmountN
→41353LegCashSettlQuoteCurrencyN
→41354LegCashSettlMinimumQuoteAmountN
→41355LegCashSettlMinimumQuoteCurrencyN
ComponentLegCashSettlDealerGrpN
→42308LegCashSettlPriceSourceN
→42309LegCashSettlPriceDefaultN
→41356LegCashSettlBusinessDaysN
→41357LegCashSettlAmountN
ComponentLegCashSettlDateN
→41358LegCashSettlRecoveryFactorN
→41359LegCashSettlFixedTermIndicatorN
→41360LegCashSettlAccruedInterestIndicatorN
→41361LegCashSettlValuationMethodN
→41362LegCashSettlTermXIDN

LegComplexEventAveragingObservationGrp

TagNameReq’dDescription
41363NoLegComplexEventAveragingObservationsN
→41364LegComplexEventAveragingObservationNumberNRequired if NoLegComplexEventAveragingObservations(41363) > 0.
→41365LegComplexEventAveragingWeightN

LegComplexEventCreditEventGrp

TagNameReq’dDescription
41366NoLegComplexEventCreditEventsN
→41367LegComplexEventCreditEventTypeNRequired if NoLegComplexEventCreditEvents(41366) > 0.
→41368LegComplexEventCreditEventValueN
→41369LegComplexEventCreditEventCurrencyN
→41370LegComplexEventCreditEventPeriodNConditionally required when LegComplexEventCreditEventUnit(41371) is specified.
→41371LegComplexEventCreditEventUnitNConditionally required when LegComplexEventCreditEventPeriod(41370) is specified.
→41372LegComplexEventCreditEventDayTypeN
→41373LegComplexEventCreditEventRateSourceN
ComponentLegComplexEventCreditEventQualifierGrpN

LegComplexEventCreditEventQualifierGrp

TagNameReq’dDescription
41374NoLegComplexEventCreditEventQualifiersN
→41375LegComplexEventCreditEventQualifierNRequired if NoLegComplexEventCreditEventQualifiers(41374) > 0.

LegComplexEventCreditEventSourceGrp

TagNameReq’dDescription
41398NoLegComplexEventCreditEventSourcesN
→41399LegComplexEventCreditEventSourceNRequired if NoLegComplexEventCreditEventSources(41398) > 0.

LegComplexEventDateBusinessCenterGrp

TagNameReq’dDescription
41387NoLegComplexEventDateBusinessCentersN
→41388LegComplexEventDateBusinessCenterNRequired if NoLegComplexEventDateBusinessCenters(41387) > 0.

LegComplexEventDates

TagNameReq’dDescription
2250NoLegComplexEventDatesN
→2251LegComplexEventStartDateNRequired if NoLegComplexEventDates(2250) > 0.
→2252LegComplexEventEndDateNRequired if NoLegComplexEventDates(2250) > 0.
ComponentLegComplexEventTimesN

LegComplexEventPeriodDateGrp

TagNameReq’dDescription
41376NoLegComplexEventPeriodDateTimesN
→41377LegComplexEventPeriodDateNRequired if NoLegComplexEventPeriodDateTimes(41376) > 0.
→41378LegComplexEventPeriodTimeN

LegComplexEventPeriodGrp

TagNameReq’dDescription
41379NoLegComplexEventPeriodsN
→41380LegComplexEventPeriodTypeNRequired if NoLegComplexEventPeriods(41379) > 0.
→41381LegComplexEventBusinessCenterN
ComponentLegComplexEventScheduleGrpN
ComponentLegComplexEventPeriodDateGrpN
ComponentLegComplexEventAveragingObservationGrpN

LegComplexEventRateSourceGrp

TagNameReq’dDescription
41382NoLegComplexEventRateSourcesN
→41383LegComplexEventRateSourceNRequired if NoLegComplexEventRateSources(41382) > 0.
→41384LegComplexEventRateSourceTypeNRequired if NoLegComplexEventRateSources(41382) > 0.
→41385LegComplexEventReferencePageNConditionally required when LegComplexEventRateSource(41383) = 99 (Other).
→41386LegComplexEvenReferencePageHeadingN

LegComplexEventRelativeDate

TagNameReq’dDescription
41389LegComplexEventDateUnadjustedN
41390LegComplexEventDateRelativeToN
41391LegComplexEventDateOffsetPeriodNConditionally required when LegComplexEventDateOffsetUnit(41392) is specified.
41392LegComplexEventDateOffsetUnitNConditionally required when LegComplexEventDateOffsetPeriod(41391) is specified.
41393LegComplexEventDateOffsetDayTypeN
41394LegComplexEventDateBusinessDayConventionNWhen specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to complex event dates.
ComponentLegComplexEventDateBusinessCenterGrpNWhen specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to complex event dates.
41395LegComplexEventDateAdjustedN
41396LegComplexEventFixingTimeN
41397LegComplexEventFixingTimeBusinessCenterN

LegComplexEventScheduleGrp

TagNameReq’dDescription
41400NoLegComplexEventSchedulesN
→41401LegComplexEventScheduleStartDateNRequired if NoLegComplexEventScedules(41400) > 0.
→41402LegComplexEventScheduleEndDateN
→41403LegComplexEventScheduleFrequencyPeriodNConditionally required when LegComplexEventScheduleFrequencyUnit(41404) is specified.
→41404LegComplexEventScheduleFrequencyUnitNConditionally required when LegComplexEventScheduleFrequencyPeriod(41403) is specified.
→41405LegComplexEventScheduleRollConventionNWhen 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

TagNameReq’dDescription
2253NoLegComplexEventTimesN
→2204LegComplexEventStartTimeNRequired if NoLegComplexEventTimes(2253) > 0.
→2247LegComplexEventEndTimeNRequired if NoLegComplexEventTimes(2253) > 0.

LegComplexEvents

TagNameReq’dDescription
2218NoLegComplexEventsN
→2219LegComplexEventTypeNRequired if NoLegComplexEvents(2218)) > 0.
→2220LegComplexOptPayoutPaySideN
→2221LegComplexOptPayoutReceiveSideN
→2222LegComplexOptPayoutUnderlierN
→2223LegComplexOptPayoutAmountN
→2224LegComplexOptPayoutPercentageN
→2225LegComplexOptPayoutTimeN
→2226LegComplexOptPayoutCurrencyN
→2227LegComplexEventPriceN
→2228LegComplexEventPricePercentageN
→2229LegComplexEventPriceBoundaryMethodN
→2230LegComplexEventPriceBoundaryPrecisionN
→2231LegComplexEventPriceTimeTypeN
→2232LegComplexEventConditionNConditionally 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.
ComponentLegComplexEventDatesN
→2233LegComplexEventCurrencyOneN
→2234LegComplexEventCurrencyTwoN
→2235LegComplexEventQuoteBasisN
→2236LegComplexEventFixedFXRateN
→2409LegComplexEventSpotRateN
→2410LegComplexEventForwardPointsN
→2237LegComplexEventDeterminationMethodN
→2238LegComplexEventCalculationAgentN
→2239LegComplexEventStrikePriceN
→2240LegComplexEventStrikeFactorN
→2241LegComplexEventStrikeNumberOfOptionsN
ComponentLegComplexEventRateSourceGrpN
ComponentLegComplexEventRelativeDateN
ComponentLegComplexEventPeriodGrpN
→2242LegComplexEventCreditEventsXIDRefN
→2243LegComplexEventCreditEventNotifyingPartyN
→2244LegComplexEventCreditEventBusinessCenterN
→2245LegComplexEventCreditEventStandardSourcesN
→2246LegComplexEventCreditEventMinimumSourcesN
ComponentLegComplexEventCreditEventSourceGrpN
ComponentLegComplexEventCreditEventGrpN
→2608LegComplexEventFuturesPriceValuationN
→2609LegComplexEventOptionsPriceValuationN
→2610LegComplexEventPVFinalPriceElectionFallbackN
→2248LegComplexEventXIDN
→2249LegComplexEventXIDRefN

LegDateAdjustment

TagNameReq’dDescription
40925LegBusinessDayConventionN
ComponentLegBusinessCenterGrpN
40926LegDateRollConventionN

LegDeliveryScheduleGrp

TagNameReq’dDescription
41408NoLegDeliverySchedulesN
→41409LegDeliveryScheduleTypeNRequired if NoLegDeliverySchedules(41408) > 0.
→41410LegDeliveryScheduleXIDN
→41411LegDeliveryScheduleNotionalN
→41412LegDeliveryScheduleNotionalUnitOfMeasureN
→41413LegDeliveryScheduleNotionalCommodityFrequencyN
→41414LegDeliveryScheduleNegativeToleranceN
→41415LegDeliverySchedulePositiveToleranceN
→41416LegDeliveryScheduleToleranceUnitOfMeasureN
→41417LegDeliveryScheduleToleranceTypeNConditionally required when LegDeliveryScheduleNegativeTolerance(41414) or LegDeliverySchedulePositiveTolerance(41415) is specified.
→41418LegDeliveryScheduleSettlCountryN
→41419LegDeliveryScheduleSettlTimeZoneN
→41420LegDeliveryScheduleSettlFlowTypeN
→41421LegDeliveryScheduleSettlHolidaysProcessingInstructionN
ComponentLegDeliveryScheduleSettlDayGrpN

LegDeliveryScheduleSettlDayGrp

TagNameReq’dDescription
41422NoLegDeliveryScheduleSettlDaysN
→41423LegDeliveryScheduleSettlDayNRequired if NoLegDeliveryScheduleSettlDays(41422) > 0.
→41424LegDeliveryScheduleSettlTotalHoursN
ComponentLegDeliveryScheduleSettlTimeGrpN

LegDeliveryScheduleSettlTimeGrp

TagNameReq’dDescription
41425NoLegDeliveryScheduleSettlTimesN
→41426LegDeliveryScheduleSettlStartNRequired if NoLegDeliveryScheduleSettlTimes(41425) > 0.
→41427LegDeliveryScheduleSettlEndNRequired if NoLegDeliveryScheduleSettlTimes(41425) > 0.
→41428LegDeliveryScheduleSettlTimeTypeNMay be defaulted to market convention or bilaterally agreed if not specified.

LegDeliveryStream

TagNameReq’dDescription
41429LegDeliveryStreamTypeN
ComponentLegDeliveryStreamCommoditySourceGrpN
41430LegDeliveryStreamPipelineN
41431LegDeliveryStreamEntryPointN
41432LegDeliveryStreamWithdrawalPointN
41433LegDeliveryStreamDeliveryPointN
42194LegDeliveryStreamDeliveryPointSourceN
42195LegDeliveryStreamDeliveryPointDescN
41434LegDeliveryStreamDeliveryRestrictionN
41435LegDeliveryStreamDeliveryContingencyN
41436LegDeliveryStreamDeliveryContingentPartySideN
41437LegDeliveryStreamDeliverAtSourceIndicatorN
41438LegDeliveryStreamRiskApportionmentN
41219LegDeliveryStreamRiskApportionmentSourceN
ComponentLegDeliveryStreamCycleGrpN
41439LegDeliveryStreamTitleTransferLocationN
41440LegDeliveryStreamTitleTransferConditionN
41441LegDeliveryStreamImporterOfRecordN
41442LegDeliveryStreamNegativeToleranceN
41443LegDeliveryStreamPositiveToleranceN
41444LegDeliveryStreamToleranceUnitOfMeasureN
41445LegDeliveryStreamToleranceTypeN
41446LegDeliveryStreamToleranceOptionSideN
41447LegDeliveryStreamTotalPositiveToleranceN
41448LegDeliveryStreamTotalNegativeToleranceN
41449LegDeliveryStreamNotionalConversionFactorN
41450LegDeliveryStreamTransportEquipmentN
41451LegDeliveryStreamElectingPartySideN
43095LegDeliveryStreamRouteOrCharterN

LegDeliveryStreamCommoditySourceGrp

TagNameReq’dDescription
41460NoLegDeliveryStreamCommoditySourcesN
→41461LegDeliveryStreamCommoditySourceNRequired if NoLegDeliveryStreamCommoditySources(41460) > 0.

LegDeliveryStreamCycleGrp

TagNameReq’dDescription
41456NoLegDeliveryStreamCyclesN
→41457LegDeliveryStreamCycleDescNRequired if NoLegDeliveryStreamCycles(41456) > 0.
→41458EncodedLegDeliveryStreamCycleDescLenNMust be set if EncodedLegDeliveryStreamCycleDesc(41459) field is specified and must immediately precede it.
→41459EncodedLegDeliveryStreamCycleDescNEncoded (non-ASCII characters) representation of the LegDeliveryStreamCycleDesc(41457) field in the encoded format specified via the MessageEncoding(347) field.

LegDividendAccrualFloatingRate

TagNameReq’dDescription
42312LegDividendFloatingRateIndexN
42313LegDividendFloatingRateIndexCurvePeriodNConditionally required when LegDividendFloatingRateIndexCurveUnit(42314) is specified.
42314LegDividendFloatingRateIndexCurveUnitNConditionally required when LegDividendFloatingRateIndexCurvePeriod(42313) is specified.
42315LegDividendFloatingRateMultiplierN
42316LegDividendFloatingRateSpreadN
42317LegDividendFloatingRateSpreadPositionTypeN
42318LegDividendFloatingRateTreatmentN
42319LegDividendCapRateN
42320LegDividendCapRateBuySideN
42321LegDividendCapRateSellSideN
42322LegDividendFloorRateN
42323LegDividendFloorRateBuySideN
42324LegDividendFloorRateSellSideN
42325LegDividendInitialRateN
42326LegDividendFinalRateRoundingDirectionN
42327LegDividendFinalRatePrecisionN
42328LegDividendAveragingMethodN
42329LegDividendNegativeRateTreatmentN

LegDividendAccrualPaymentDate

TagNameReq’dDescription
42330LegDividendAccrualPaymentDateRelativeToN
42331LegDividendAccrualPaymentDateOffsetPeriodNConditionally required when LegDividendAccrualPaymentDateOffsetUnit(42332) is specified.
42332LegDividendAccrualPaymentDateOffsetUnitNConditionally required when LegDividendAccrualPaymentDateOffsetPeriod(42331) is specified.
42333LegDividendAccrualPaymentDateOffsetDayTypeN
42334LegDividendAccrualPaymentDateUnadjustedN
42335LegDividendAccrualPaymentDateBusinessDayConventionNWhen specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendAccrualPaymentDate.
ComponentLegDividendAccrualPaymentDateBusinessCenterGrpNWhen specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendAccrualPaymentDate.
42336LegDividendAccrualPaymentDateAdjustedN

LegDividendAccrualPaymentDateBusinessCenterGrp

TagNameReq’dDescription
42310NoLegDividendAccrualPaymentDateBusinessCentersN
→42311LegDividendAccrualPaymentDateBusinessCenterNRequired if NoLegDividendAccrualPaymentDateBusinessCenters(42310) > 0.

LegDividendConditions

TagNameReq’dDescription
42337LegDividendReinvestmentIndicatorN
42338LegDividendEntitlementEventN
42339LegDividendAmountTypeN
42340LegDividendUnderlierRefIDN
ComponentLegDividendPeriodGrpN
42341LegExtraordinaryDividendPartySideN
42342LegExtraordinaryDividendAmountTypeN
42343LegExtraordinaryDividendCurrencyN
42344LegExtraordinaryDividendDeterminationMethodN
ComponentLegDividendFXTriggerDateN
ComponentLegDividendAccrualFloatingRateN
42345LegDividendAccrualFixedRateN
ComponentLegDividendAccrualPaymentDateN
42346LegDividendCompoundingMethodN
42347LegDividendNumOfIndexUnitsN
42348LegDividendCashPercentageN
42349LegDividendCashEquivalentPercentageN
42350LegNonCashDividendTreatmentN
42351LegDividendCompositionN
42352LegSpecialDividendsIndicatorN
42353LegMaterialDividendsIndicatorN
42354LegOptionsExchangeDividendsIndicatorN
42355LegAdditionalDividendsIndicatorN
42356LegAllDividendsIndicatorN

LegDividendFXTriggerDate

TagNameReq’dDescription
42357LegDividendFXTriggerDateRelativeToN
42358LegDividendFXTriggerDateOffsetPeriodNConditionally required when LegDividendFXTriggerDateOffsetUnit(42359) is specified.
42359LegDividendFXTriggerDateOffsetUnitNConditionally required when LegDividendFXTriggerDateOffsetPeriod(42358) is specified.
42360LegDividendFXTriggerDateOffsetDayTypeN
42361LegDividendFXTriggerDateUnadjustedN
42362LegDividendFXTriggerDateBusinessDayConventionNWhen specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendFXTriggerDate.
ComponentLegDividendFXTriggerDateBusinessCenterGrpNWhen specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendFXTriggerDate.
42363LegDividendFXTriggerDateAdjustedN

LegDividendFXTriggerDateBusinessCenterGrp

TagNameReq’dDescription
42364NoLegDividendFXTriggerDateBusinessCentersN
→42365LegDividendFXTriggerDateBusinessCenterNRequired if NoLegDividendFXTriggerDateBusinessCenters(42364) > 0.

LegDividendPeriodBusinessCenterGrp

TagNameReq’dDescription
42386NoLegDividendPeriodBusinessCentersN
→42387LegDividendPeriodBusinessCenterNRequired if NoLegDividendPeriodBusinessCenters(42386) > 0.

LegDividendPeriodGrp

TagNameReq’dDescription
42366NoLegDividendPeriodsN
→42367LegDividendPeriodSequenceNRequired if NoLegDividendPeriods(42366) > 0.
→42368LegDividendPeriodStartDateUnadjustedN
→42369LegDividendPeriodEndDateUnadjustedN
→42370LegDividendPeriodUnderlierRefIDNWhen specified, this overrides LegDividendUnderlierRefID(42340). The specified value would be specific to this dividend period instance.
→42371LegDividendPeriodStrikePriceN
→42372LegDividendPeriodBusinessDayConventionNWhen 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.
ComponentLegDividendPeriodBusinessCenterGrpNWhen specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this dividend period instance.
→42373LegDividendPeriodValuationDateUnadjustedN
→42374LegDividendPeriodValuationDateRelativeToN
→42375LegDividendPeriodValuationDateOffsetPeriodNConditionally required when LegDividendPeriodValuationDateOffsetUnit(42376) is specified.
→42376LegDividendPeriodValuationDateOffsetUnitNConditionally required when LegDividendPeriodValuationDateOffsetPeriod(42375) is specified.
→42377LegDividendPeriodValuationDateOffsetDayTypeN
→42378LegDividendPeriodValuationDateAdjustedN
→42379LegDividendPeriodPaymentDateUnadjustedN
→42380LegDividendPeriodPaymentDateRelativeToN
→42381LegDividendPeriodPaymentDateOffsetPeriodNConditionally required when LegDividendPeriodPaymentDateOffsetUnit(42382) is specified.
→42382LegDividendPeriodPaymentDateOffsetUnitNConditionally required when LegDividendPeriodPaymentDateOffsetPeriod(42381) is specified.
→42383LegDividendPeriodPaymentDateOffsetDayTypeN
→42384LegDividendPeriodPaymentDateAdjustedN
→42385LegDividendPeriodXIDN

LegEvntGrp

TagNameReq’dDescription
2059NoLegEventsN
→2060LegEventTypeNRequired if NoLegEvents(2059) > 0.
→2061LegEventDateNConditionally required when LegEventTime(2062) is specified.
→2062LegEventTimeN
→2063LegEventTimeUnitNConditionally required when LegEventTimePeriod(2064) is specified.
→2064LegEventTimePeriodNConditionally required when LegEventTimeUnit(2063) is specified.
→2341LegEventMonthYearN
→2065LegEventPxN
→2066LegEventTextN
→2074EncodedLegEventTextLenNMust be set if EncodedLegEventText(2075) field is specified and must immediately precede it.
→2075EncodedLegEventTextNEncoded (non-ASCII characters) representation of the LegEventText(2066) field in the encoded format specified via the MessageEncoding(347) field.

LegExtraordinaryEventGrp

TagNameReq’dDescription
42388NoLegExtraordinaryEventsN
→42389LegExtraordinaryEventTypeNRequired if NoLegExtraordinaryEvents(42388) > 0.
→42390LegExtraordinaryEventValueNRequired if NoLegExtraordinaryEvents(42388) > 0.

LegFinancingContractualDefinitionsGrp

TagNameReq’dDescription
42198NoLegContractualDefinitionsN
→42199LegContractualDefinitionNRequired if NoLegContractualDefinitions(42198) > 0.

LegFinancingContractualMatrixGrp

TagNameReq’dDescription
42203NoLegContractualMatricesN
→42204LegContractualMatrixSourceNRequired if NoLegContractualMatrices(42203) > 0.
→42205LegContractualMatrixDateN
→42206LegContractualMatrixTermN

LegFinancingDetails

TagNameReq’dDescription
2497LegAgreementDescN
2498LegAgreementIDN
2499LegAgreementVersionN
2496LegAgreementDateN
2495LegAgreementCurrencyN
2511LegMasterConfirmationDescN
2510LegMasterConfirmationDateN
2512LegMasterConfirmationAnnexDescN
2509LegMasterConfirmationAnnexDateN
2500LegBrokerConfirmationDescN
ComponentLegFinancingContractualDefinitionsGrpN
ComponentLegFinancingTermSupplementGrpN
ComponentLegFinancingContractualMatrixGrpN
2502LegCreditSupportAgreementDescN
2501LegCreditSupportAgreementDateN
2503LegCreditSupportAgreementIDN
2507LegGoverningLawN
2505LegDocumentationTextN
2494EncodedLegDocumentationTextLenNMust be set if EncodedLegDocumentationText(2493) field is specified and must immediately precede it.
2493EncodedLegDocumentationTextNEncoded (non-ASCII characters) representation of the LegDocumentationText(2505) field in the encoded format specified via the MessageEncoding(347) field.
2514LegTerminationTypeN
2513LegStartDateN
2506LegEndDateN
2504LegDeliveryTypeN
2508LegMarginRatioN

LegFinancingTermSupplementGrp

TagNameReq’dDescription
42200NoLegFinancingTermSupplementsN
→42201LegFinancingTermSupplementDescNRequired if NoLegFinancingTermSupplements(42200) > 0.
→42202LegFinancingTermSupplementDateN

LegInstrumentParties

TagNameReq’dDescription
2254NoLegInstrumentPartiesN
→2255LegInstrumentPartyIDNUsed to identify the source of PartyID. Required if LegInstrumentPartyIDSource(2256) is specified. Required if NoLegInstrumentParties(2254) > 0.
→2256LegInstrumentPartyIDSourceNUsed to identify class source of LegInstrumentPartyID(2255) value (e.g. BIC). Required if LegInstrumentPartyID(2255) is specified. Required if NoLegInstrumentParties(2254) > 0.
→2257LegInstrumentPartyRoleNIdentifies the type of LegInstrumentPartyID(2255) (e.g. Executing Broker). Required if NoLegInstrumentParties(2254) > 0.
→2379LegInstrumentPartyRoleQualifierN
ComponentLegInstrumentPtysSubGrpNRepeating group of party sub-identifiers.

LegInstrumentPtysSubGrp

TagNameReq’dDescription
2258NoLegInstrumentPartySubIDsN
→2259LegInstrumentPartySubIDNRequired if NoLegInstrumentPartySubIDs(2258) > 0.
→2260LegInstrumentPartySubIDTypeN

LegMarketDisruption

TagNameReq’dDescription
41462LegMarketDisruptionProvisionN
ComponentLegMarketDisruptionEventGrpN
41463LegMarketDisruptionFallbackProvisionN
ComponentLegMarketDisruptionFallbackGrpN
ComponentLegMarketDisruptionFallbackReferencePriceGrpN
41464LegMarketDisruptionMaximumDaysN
41465LegMarketDisruptionMaterialityPercentageNIf specified, the disruption event should be specified in LegMarketDisruptionEventGrp.
41466LegMarketDisruptionMinimumFuturesContractsNApplicable only when LegMarketDisruptionEvent(41468)=’DeMinimisTrading’.

LegMarketDisruptionEventGrp

TagNameReq’dDescription
41467NoLegMarketDisruptionEventsN
→41468LegMarketDisruptionEventNRequired if NoLegMarketDisruptionEvents(41467) > 0.
→40223LegMarketDisruptionValueN

LegMarketDisruptionFallbackGrp

TagNameReq’dDescription
41469NoLegMarketDisruptionFallbacksN
→41470LegMarketDisruptionFallbackTypeNRequired if NoLegMarketDisruptionFallbacks(41469) > 0.
The sequence of entries specifies the order in which the fallback provisions should be applied.
→40990LegMarketDisruptionFallbackValueN

LegMarketDisruptionFallbackReferencePriceGrp

TagNameReq’dDescription
41471NoLegMarketDisruptionFallbackReferencePricesN
→41472LegMarketDisruptionFallbackUnderlierTypeNRequired if NoLegMarketDisruptionFallbackReferencePrices(41471) > 0.
→41473LegMarketDisruptionFallbackUnderlierSecurityIDNConditionally required when LegMarketDisruptionFallbackUnderlyerSecurityIDSource(41474) is specified.
→41474LegMarketDisruptionFallbackUnderlierSecurityIDSourceNConditionally required when LegMarketDisruptionFallbackUnderlierSecurityID(41473) is specified.
→41475LegMarketDisruptionFallbackUnderlierSecurityDescN
→41476EncodedLegMarketDisruptionFallbackUnderlierSecurityDescLenNMust be set if EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc(41477) field is specified and must immediately precede it.
→41477EncodedLegMarketDisruptionFallbackUnderlierSecurityDescNEncoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding(347) field.
→41478LegMarketDisruptionFallbackOpenUnitsN
→41479LegMarketDisruptionFallbackBasketCurrencyN
→41480LegMarketDisruptionFallbackBasketDivisorN

LegOptionExercise

TagNameReq’dDescription
41481LegExerciseDescN
41482EncodedLegExerciseDescLenNMust be set if EncodedLegExerciseDesc (41483) field is specified and must immediately precede it.
41483EncodedLegExerciseDescNEncoded (non-ASCII characters) representation of the LegExerciseDesc(41481) field in the encoded format specified via the MessageEncoding(347) field.
41484LegAutomaticExerciseIndicatorN
41485LegAutomaticExerciseThresholdRateN
41486LegExerciseConfirmationMethodN
41487LegManualNoticeBusinessCenterN
41488LegFallbackExerciseIndicatorN
41489LegLimitRightToConfirmIndicatorN
41490LegExerciseSplitTicketIndicatorN
42391LegSettlMethodElectingPartySideN
ComponentLegSettlMethodElectionDateN
ComponentLegOptionExerciseDatesN
ComponentLegOptionExerciseExpirationN
ComponentLegOptionExerciseMakeWholeProvisionN

LegOptionExerciseBusinessCenterGrp

TagNameReq’dDescription
41491NoLegOptionExerciseBusinessCentersN
→41492LegOptionExerciseBusinessCenterNRequired if NoLegOptionExerciseBusinessCenters(41491) > 0.

LegOptionExerciseDateGrp

TagNameReq’dDescription
41512NoLegOptionExerciseDatesN
→41513LegOptionExerciseDateNRequired if NoLegOptionExerciseDates(41512) > 0.
→41514LegOptionExerciseDateTypeNWhen specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

LegOptionExerciseDates

TagNameReq’dDescription
41493LegOptionExerciseBusinessDayConventionNWhen 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.
ComponentLegOptionExerciseBusinessCenterGrpN
ComponentLegOptionExerciseDateGrpN
41494LegOptionExerciseEarliestDateOffsetDayTypeN
41495LegOptionExerciseEarliestDateOffsetPeriodNConditionally required when LegOptionExerciseEarliestDateUnit(41496) is specified.
41496LegOptionExerciseEarliestDateOffsetUnitNConditionally required when LegOptionExerciseEarliestDatePeriod(41495) is specified.
41497LegOptionExerciseFrequencyPeriodNConditionally required when LegOptionExerciseFrequencyUnit(41498) is specified.
41498LegOptionExerciseFrequencyUnitNConditionally required when LegOptionExerciseFequencyPeriod(41497) is specified.
41499LegOptionExerciseStartDateUnadjustedN
41500LegOptionExerciseStartDateRelativeToN
41501LegOptionExerciseStartDateOffsetPeriodNConditionally required when LegOptionExerciseStartDateOffsetUnit(41502) is specified.
41502LegOptionExerciseStartDateOffsetUnitNConditionally required when LegOptionExerciseStartDateOffsetPeriod(41501) is specified.
41503LegOptionExerciseStartDateOffsetDayTypeN
41504LegOptionExerciseStartDateAdjustedN
41505LegOptionExerciseSkipN
41506LegOptionExerciseNominationDeadlineN
41507LegOptionExerciseFirstDateUnadjustedN
41508LegOptionExerciseLastDateUnadjustedN
41509LegOptionExerciseEarliestTimeN
41510LegOptionExerciseLatestTimeN
41511LegOptionExerciseTimeBusinessCenterN

LegOptionExerciseExpiration

TagNameReq’dDescription
41517LegOptionExerciseExpirationDateBusinessDayConventionNWhen 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.
ComponentLegOptionExerciseExpirationDateBusinessCenterGrpNWhen 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.
ComponentLegOptionExerciseExpirationDateGrpN
41518LegOptionExerciseExpirationDateRelativeToN
41519LegOptionExerciseExpirationDateOffsetPeriodNConditionally required when LegOptionExerciseExpirationDateOffsetUnit(41520) is specified.
41520LegOptionExerciseExpirationDateOffsetUnitNConditionally required when LegOptionExerciseExpirationDateOffsetPeriod(41519) is specified.
41521LegOptionExerciseExpirationFrequencyPeriodNConditionally required when LegOptionExerciseExpirationFrequencyUnit(41522) is specified.
41522LegOptionExerciseExpirationFrequencyUnitNConditionally required when LegOptionExerciseExpirationFrequencyPeriod(41521) is specified.
41523LegOptionExerciseExpirationRollConventionNWhen 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.
41524LegOptionExerciseExpirationDateOffsetDayTypeN
41525LegOptionExerciseExpirationTimeN
41526LegOptionExerciseExpirationTimeBusinessCenterN

LegOptionExerciseExpirationDateBusinessCenterGrp

TagNameReq’dDescription
41515NoLegOptionExerciseExpirationDateBusinessCentersN
→41516LegOptionExerciseExpirationDateBusinessCenterNRequired if NoLegOptionExerciseExpirationDateBusinessCenters(41515) > 0.

LegOptionExerciseExpirationDateGrp

TagNameReq’dDescription
41527NoLegOptionExerciseExpirationDatesN
→41528LegOptionExerciseExpirationDateNRequired if NoLegOptionExerciseExpirationDates(41527) > 0.
→41529LegOptionExerciseExpirationDateTypeNWhen specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

LegOptionExerciseMakeWholeProvision

TagNameReq’dDescription
42392LegMakeWholeDateN
42393LegMakeWholeAmountN
42394LegMakeWholeBenchmarkCurveNameN
42395LegMakeWholeBenchmarkCurvePointN
42396LegMakeWholeRecallSpreadN
42397LegMakeWholeBenchmarkQuoteN
42398LegMakeWholeInterpolationMethodN

LegOrdGrp

TagNameReq’dDescription
555NoLegsN
ComponentInstrumentLegNRequired if NoLegs(555) > 0.
→685LegOrderQtyNQuantity ordered for this leg as provided during order entry.
→687LegQtyNThe LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead.
→690LegSwapTypeNInstead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg.
ComponentLegStipulationsN
→1366LegAllocIDN
ComponentLegPreAllocGrpN
→2680LegAccountN
→1817LegClearingAccountTypeNProvide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component.
→564LegPositionEffectNProvide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component.
→565LegCoveredOrUncoveredNProvide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component
ComponentNestedPartiesN
→654LegRefIDNUse of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component.
→587LegSettlTypeN
→588LegSettlDateN
→675LegSettlCurrencyN
→1379LegVolatilityN
→1381LegDividendYieldN
→1383LegCurrencyRatioN
→1384LegExecInstN
→1689LegShortSaleExemptionReasonNAvailable for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component.

LegPaymentScheduleFixingDateBusinessCenterGrp

TagNameReq’dDescription
40927NoLegPaymentScheduleFixingDateBusinessCentersN
→40400LegPaymentScheduleFixingDateBusinessCenterNRequired if NoLegPaymentScheduleFixingDateBusinessCenters(40927) > 0.

LegPaymentScheduleFixingDayGrp

TagNameReq’dDescription
41530NoLegPaymentScheduleFixingDaysN
→41531LegPaymentScheduleFixingDayOfWeekNRequired if NoLegPaymentScheduleFixingDays(41530) > 0.
→41532LegPaymentScheduleFixingDayNumberN

LegPaymentScheduleGrp

TagNameReq’dDescription
40374NoLegPaymentSchedulesN
→40375LegPaymentScheduleTypeNRequired if NoLegPaymentSchedules(40374) > 0.
→41533LegPaymentScheduleXIDN
→41534LegPaymentScheduleXIDRefN
→40376LegPaymentScheduleStubTypeN
→40377LegPaymentScheduleStartDateUnadjustedN
→40378LegPaymentScheduleEndDateUnadjustedN
→40379LegPaymentSchedulePaySideN
→40380LegPaymentScheduleReceiveSideN
→40381LegPaymentScheduleNotionalN
→40382LegPaymentScheduleCurrencyN
→40383LegPaymentScheduleRateN
→40384LegPaymentScheduleRateMultiplierN
→40385LegPaymentScheduleRateSpreadN
→41535LegPaymentScheduleRateCurrencyN
→41536LegPaymentScheduleRateUnitOfMeasureN
→41537LegPaymentScheduleRateConversionFactorN
→41538LegPaymentScheduleRateSpreadTypeN
→40386LegPaymentScheduleRateSpreadPositionTypeN
→40387LegPaymentScheduleRateTreatmentN
→40388LegPaymentScheduleFixedAmountN
→40389LegPaymentScheduleFixedCurrencyN
→41539LegPaymentScheduleSettlPeriodPriceN
→41540LegPaymentScheduleSettlPeriodPriceCurrencyN
→41541LegPaymentScheduleSettlPeriodPriceUnitOfMeasureN
→41542LegPaymentScheduleStepUnitOfMeasureN
→40390LegPaymentScheduleStepFrequencyPeriodNConditionally required when LegPaymentScheduleStepFrequencyUnit(40391) is specified.
→40391LegPaymentScheduleStepFrequencyUnitNConditionally required when LegPaymentScheduleStepFrequencyPeriod(40390) is specified.
→40392LegPaymentScheduleStepOffsetValueN
→40393LegPaymentScheduleStepRateN
→40394LegPaymentScheduleStepOffsetRateN
→40395LegPaymentScheduleStepRelativeToN
ComponentLegPaymentScheduleRateSourceGrpN
→40396LegPaymentScheduleFixingDateUnadjustedN
→40397LegPaymentScheduleWeightN
→40398LegPaymentScheduleFixingDateRelativeToN
→40399LegPaymentScheduleFixingDateBusinessDayConventionNWhen 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.
ComponentLegPaymentScheduleFixingDateBusinessCenterGrpNWhen 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.
→40401LegPaymentScheduleFixingDateOffsetPeriodNConditionally required when LegPaymentScheduleFixingDatesOffsetUnit(40402) is specified.
→40402LegPaymentScheduleFixingDateOffsetUnitNConditionally required when LegPaymentScheduleFixingDatesOffsetPeriod(40401) is specified.
→40403LegPaymentScheduleFixingDateOffsetDayTypeN
→41543LegPaymentScheduleFixingDayDistributionN
→41544LegPaymentScheduleFixingDayCountN
→40404LegPaymentScheduleFixingDateAdjustedN
ComponentLegPaymentScheduleFixingDayGrpN
→41545LegPaymentScheduleFixingLagPeriodNConditionally required when LegPaymentScheduleFixingLagUnit(41546) is specified.
→41546LegPaymentScheduleFixingLagUnitNConditionally required when LegPaymentScheduleFixingLagPeriod(41545) is specified.
→41547LegPaymentScheduleFixingFirstObservationDateOffsetPeriodNConditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetUnit(41548) is specified.
→41548LegPaymentScheduleFixingFirstObservationDateOffsetUnitNConditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetPeriod(41547) is specified.
→40405LegPaymentScheduleFixingTimeN
→40406LegPaymentScheduleFixingTimeBusinessCenterN
→40407LegPaymentScheduleInterimExchangePaymentDateRelativeToN
→40408LegPaymentScheduleInterimExchangeDatesBusinessDayConventionNWhen 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.
ComponentLegPaymentScheduleInterimExchangeDateBusinessCenterGrpNWhen 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.
→40410LegPaymentScheduleInterimExchangeDatesOffsetPeriodNConditionally required when LegPaymentScheduleInterimExchangeDatesOffsetUnit(40411) is specified.
→40411LegPaymentScheduleInterimExchangeDatesOffsetUnitNConditionally required when LegPaymentScheduleInterimExchangeDatesOffsetPeriod(40410) is specified.
→40412LegPaymentScheduleInterimExchangeDatesOffsetDayTypeN
→40413LegPaymentScheduleInterimExchangeDateAdjustedN

LegPaymentScheduleInterimExchangeDateBusinessCenterGrp

TagNameReq’dDescription
40928NoLegPaymentScheduleInterimExchangeDateBusinessCentersN
→40409LegPaymentScheduleInterimExchangeDatesBusinessCenterNRequired if NoLegPaymentScheduleInterimExchangeDateBusinessCenters(40928) > 0.

LegPaymentScheduleRateSourceGrp

TagNameReq’dDescription
40414NoLegPaymentScheduleRateSourcesN
→40415LegPaymentScheduleRateSourceNRequired if NoLegPaymentScheduleRateSources(40414) > 0.
→40416LegPaymentScheduleRateSourceTypeNRequired if NoLegPaymentScheduleRateSources(40414) > 0.
→40417LegPaymentScheduleReferencePageNConditionally required when LegPaymentScheduleRateSource(40415) = 99 (Other).

LegPaymentStream

TagNameReq’dDescription
40279LegPaymentStreamTypeN
40280LegPaymentStreamMarketRateN
40281LegPaymentStreamDelayIndicatorN
42399LegPaymentStreamCashSettlIndicatorN
40282LegPaymentStreamSettlCurrencyN
40283LegPaymentStreamDayCountN
43108LegPaymentStreamOtherDayCountNMay be used to specify a count method not listed in LegPaymentStreamDayCount(40283).
40284LegPaymentStreamAccrualDaysN
40285LegPaymentStreamDiscountTypeN
40286LegPaymentStreamDiscountRateN
40287LegPaymentStreamDiscountRateDayCountN
40288LegPaymentStreamCompoundingMethodN
42400LegPaymentStreamCompoundingXIDRefNMutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingFloatingRate component.
42401LegPaymentStreamCompoundingSpreadN
42402LegPaymentStreamInterpolationMethodN
42403LegPaymentStreamInterpolationPeriodN
40289LegPaymentStreamInitialPrincipalExchangeIndicatorN
40290LegPaymentStreamInterimPrincipalExchangeIndicatorN
40291LegPaymentStreamFinalPrincipalExchangeIndicatorN
41549LegPaymentStreamFlatRateIndicatorN
41550LegPaymentStreamFlatRateAmountN
41551LegPaymentStreamFlatRateCurrencyN
41552LegStreamMaximumPaymentAmountN
41553LegStreamMaximumPaymentCurrencyN
41554LegStreamMaximumTransactionAmountN
41555LegStreamMaximumTransactionCurrencyN
ComponentLegPaymentStreamPaymentDatesN
ComponentLegPaymentStreamResetDatesN
ComponentLegPaymentStreamFixedRateN
ComponentLegPaymentStreamFloatingRateN
42404LegPaymentStreamCompoundingFixedRateNMutually exclusive with LegPaymentStreamCompoundingXIDRef(42400) or the LegPaymentStreamCompoundingFloatingRate component.
ComponentLegPaymentStreamCompoundingFloatingRateNMutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingXIDRef(42400).
ComponentLegPaymentStreamCompoundingDatesN
ComponentLegPaymentStreamNonDeliverableSettlTermsN

LegPaymentStreamCompoundingDateGrp

TagNameReq’dDescription
42405NoLegPaymentStreamCompoundingDatesN
→42406LegPaymentStreamCompoundingDateNRequired if NoLegPaymentStreamCompoundingDates(42405) > 0.
→42407LegPaymentStreamCompoundingDateTypeNWhen 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

TagNameReq’dDescription
42408LegPaymentStreamCompoundingDatesBusinessDayConventionNWhen 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.
ComponentLegPaymentStreamCompoundingDatesBusinessCenterGrpNWhen specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream compounding dates.
ComponentLegPaymentStreamCompoundingDateGrpN
42409LegPaymentStreamCompoundingDatesRelativeToN
42410LegPaymentStreamCompoundingDatesOffsetPeriodNConditionally required when LegPaymentStreamCompoundingDatesOffsetUnit(42411) is specified.
42411LegPaymentStreamCompoundingDatesOffsetUnitNConditionally required when LegPaymentStreamCompoundingDatesOffsetPeriod(42410) is specified.
42412LegPaymentStreamCompoundingDatesOffsetDayTypeN
42413LegPaymentStreamCompoundingPeriodSkipN
ComponentLegPaymentStreamCompoundingStartDateN
ComponentLegPaymentStreamCompoundingEndDateN
42414LegPaymentStreamCompoundingFrequencyPeriodNConditionally required when LegPayamentStreamCompoundingFrequencyUnit(42415) is specified.
42415LegPaymentStreamCompoundingFrequencyUnitNConditionally required when LegPayamentStreamCompoundingFrequencyPeriod(42414) is specified.
42416LegPaymentStreamCompoundingRollConventionNWhen 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.
42417LegPaymentStreamBoundsFirstDateUnadjustedN
42418LegPaymentStreamBoundsLastDateUnadjustedN

LegPaymentStreamCompoundingDatesBusinessCenterGrp

TagNameReq’dDescription
42419NoLegPaymentStreamCompoundingDatesBusinessCentersN
→42420LegPaymentStreamCompoundingDatesBusinessCenterNRequired if NoLegPaymentStreamCompoundingDatesBusinessCenters(42419) > 0.

LegPaymentStreamCompoundingEndDate

TagNameReq’dDescription
42421LegPaymentStreamCompoundingEndDateUnadjustedN
42422LegPaymentStreamCompoundingEndDateRelativeToN
42423LegPaymentStreamCompoundingEndDateOffsetPeriodNConditionally required when LegPaymentStreamCompoundingEndDateOffsetUnit(42424) is specified.
42424LegPaymentStreamCompoundingEndDateOffsetUnitNConditionally required when LegPaymentStreamCompoundingEndDateOffsetPeriod(42423) is specified.
42425LegPaymentStreamCompoundingEndDateOffsetDayTypeN
42426LegPaymentStreamCompoundingEndDateAdjustedN

LegPaymentStreamCompoundingFloatingRate

TagNameReq’dDescription
42427LegPaymentStreamCompoundingRateIndexN
42428LegPaymentStreamCompoundingRateIndexCurvePeriodNConditionally required if LegPaymentStreamCompoundingRateIndexCurveUnit(42429) is specified.
42429LegPaymentStreamCompoundingRateIndexCurveUnitNConditionally required if LegPaymentStreamCompoundingRateIndexCurvePeriod(42428) is specified.
42430LegPaymentStreamCompoundingRateMultiplierN
42431LegPaymentStreamCompoundingRateSpreadN
42432LegPaymentStreamCompoundingRateSpreadPositionTypeN
42433LegPaymentStreamCompoundingRateTreatmentN
42434LegPaymentStreamCompoundingCapRateN
42435LegPaymentStreamCompoundingCapRateBuySideN
42436LegPaymentStreamCompoundingCapRateSellSideN
42437LegPaymentStreamCompoundingFloorRateN
42438LegPaymentStreamCompoundingFloorRateBuySideN
42439LegPaymentStreamCompoundingFloorRateSellSideN
42440LegPaymentStreamCompoundingInitialRateN
42441LegPaymentStreamCompoundingFinalRateRoundingDirectionN
42442LegPaymentStreamCompoundingFinalRatePrecisionN
42443LegPaymentStreamCompoundingAveragingMethodN
42444LegPaymentStreamCompoundingNegativeRateTreatmentN

LegPaymentStreamCompoundingStartDate

TagNameReq’dDescription
42445LegPaymentStreamCompoundingStartDateUnadjustedN
42446LegPaymentStreamCompoundingStartDateRelativeToN
42447LegPaymentStreamCompoundingStartDateOffsetPeriodNConditionally required when LegPaymentStreamCompoundingStartDateOffsetUnit(42448) is specified.
42448LegPaymentStreamCompoundingStartDateOffsetUnitNConditionally required when LegPaymentStreamCompoundingStartDateOffsetPeriod(42447) is specified.
42449LegPaymentStreamCompoundingStartDateOffsetDayTypeN
42450LegPaymentStreamCompoundingStartDateAdjustedN

LegPaymentStreamFinalPricePaymentDate

TagNameReq’dDescription
42453LegPaymentStreamFinalPricePaymentDateUnadjustedN
42454LegPaymentStreamFinalPricePaymentDateRelativeToN
42455LegPaymentStreamFinalPricePaymentDateOffsetPeriodNConditionally required when LegPaymentStreamFinalPricePaymentDateOffsetUnit(42456) is specified.
42456LegPaymentStreamFinalPricePaymentDateOffsetUnitNConditionally required when LegPaymentStreamFinalPricePaymentDateOffsetPeriod(42455) is specified.
42457LegPaymentStreamFinalPricePaymentDateOffsetDayTypeN
42458LegPaymentStreamFinalPricePaymentDateAdjustedN

LegPaymentStreamFixedRate

TagNameReq’dDescription
40326LegPaymentStreamRateNMutually exclusive with LegPaymentStreamFixedAmount(40327).
40327LegPaymentStreamFixedAmountNMutually exclusive with LegPaymentStreamRate(40326).
40328LegPaymentStreamRateOrAmountCurrencyN
41556LegPaymentStreamFixedAmountUnitOfMeasureN
41557LegPaymentStreamTotalFixedAmountN
40329LegPaymentStreamFutureValueNotionalN
40330LegPaymentStreamFutureValueDateAdjustedN
41558LegPaymentStreamWorldScaleRateN
41559LegPaymentStreamContractPriceN
41560LegPaymentStreamContractPriceCurrencyN

LegPaymentStreamFixingDateBusinessCenterGrp

TagNameReq’dDescription
40933NoLegPaymentStreamFixingDateBusinessCentersN
→40318LegPaymentStreamFixingDateBusinessCenterNRequired if NoLegPaymentStreamFixingDateBusinessCenters(40933) > 0.

LegPaymentStreamFixingDateGrp

TagNameReq’dDescription
42459NoLegPaymentStreamFixingDatesN
→42460LegPaymentStreamFixingDateNRequired if NoLegPaymentStreamFixingDates(42459) > 0.
→42461LegPaymentStreamFixingDateTypeNWhen 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

TagNameReq’dDescription
40331LegPaymentStreamRateIndexN
40332LegPaymentStreamRateIndexSourceN
43088LegPaymentStreamRateIndexIDNConditionally required when LegPaymentStreamRateIndexIDSource(43089) is specified.
43089LegPaymentStreamRateIndexIDSourceNConditionally required when LegPaymentStreamRateIndexID(43088) is specified.
40333LegPaymentStreamRateIndexCurveUnitNConditionally required when LegPaymentStreamRateIndexCurvePeriod(40334) is specified.
40334LegPaymentStreamRateIndexCurvePeriodNConditionally required when LegPaymentStreamRateIndexCurveUnit(40333) is specified.
41563LegPaymentStreamRateIndex2CurveUnitNConditionally required when LegPaymentStreamRateIndexCurvePeriod2(41564) is specified.
41564LegPaymentStreamRateIndex2CurvePeriodNConditionally required when LegPaymentStreamRateIndexCurveUnit2(41563) is specified.
41565LegPaymentStreamRateIndexLocationN
41566LegPaymentStreamRateIndexLevelN
41567LegPaymentStreamRateIndexUnitOfMeasureN
41568LegPaymentStreamSettlLevelN
41569LegPaymentStreamReferenceLevelN
41570LegPaymentStreamReferenceLevelUnitOfMeasureN
41571LegPaymentStreamReferenceLevelEqualsZeroIndicatorN
40335LegPaymentStreamRateMultiplierN
40336LegPaymentStreamRateSpreadN
41572LegPaymentStreamRateSpreadCurrencyN
41573LegPaymentStreamRateSpreadUnitOfMeasureN
41574LegPaymentStreamRateConversionFactorN
41575LegPaymentStreamRateSpreadTypeN
40337LegPaymentStreamRateSpreadPositionTypeN
40338LegPaymentStreamRateTreatmentN
40339LegPaymentStreamCapRateN
40340LegPaymentStreamCapRateBuySideN
40341LegPaymentStreamCapRateSellSideN
40342LegPaymentStreamFloorRateN
40343LegPaymentStreamFloorRateBuySideN
40344LegPaymentStreamFloorRateSellSideN
40345LegPaymentStreamInitialRateN
41576LegPaymentStreamLastResetRateN
41577LegPaymentStreamFinalRateN
40346LegPaymentStreamFinalRateRoundingDirectionN
40347LegPaymentStreamFinalRatePrecisionN
40348LegPaymentStreamAveragingMethodN
40349LegPaymentStreamNegativeRateTreatmentN
41578LegPaymentStreamCalculationLagPeriodNConditionally required when LegPaymentStreamCalculationLagUnit(41579) is specified.
41579LegPaymentStreamCalculationLagUnitNConditionally required when LegPaymentStreamCalculationLagPeriod(41578) is specified.
42462LegPaymentStreamFirstObservationDateUnadjustedN
42463LegPaymentStreamFirstObservationDateRelativeToN
42464LegPaymentStreamFirstObservationDateOffsetDayTypeN
41580LegPaymentStreamFirstObservationDateOffsetPeriodNConditionally required when LegPaymentStreamFirstObservationOffsetUnit(41581) is specified.
41581LegPaymentStreamFirstObservationDateOffsetUnitNConditionally required when LegPaymentStreamFirstObservationOffsetPeriod(41580) is specified.
42465LegPaymentStreamFirstObservationDateAdjustedN
41582LegPaymentStreamPricingDayTypeN
41583LegPaymentStreamPricingDayDistributionN
41584LegPaymentStreamPricingDayCountN
41585LegPaymentStreamPricingBusinessCalendarN
41586LegPaymentStreamPricingBusinessDayConventionNWhen 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.
ComponentLegPaymentStreamPricingBusinessCenterGrpNWhen 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.
ComponentLegPaymentStreamPricingDayGrpN
ComponentLegPaymentStreamPricingDateGrpN
40350LegPaymentStreamInflationLagPeriodNConditionally required when LegPaymentStreamInflationLagUnit(40351) is specified.
40351LegPaymentStreamInflationLagUnitNConditionally required when LegPaymentStreamInflationLagPeriod(40350) is specified.
40352LegPaymentStreamInflationLagDayTypeN
40353LegPaymentStreamInflationInterpolationMethodN
40354LegPaymentStreamInflationIndexSourceN
40355LegPaymentStreamInflationPublicationSourceN
40356LegPaymentStreamInflationInitialIndexLevelN
40357LegPaymentStreamInflationFallbackBondApplicableN
40358LegPaymentStreamFRADiscountingN
42466LegPaymentStreamUnderlierRefIDN
ComponentLegPaymentStreamFormulaN
ComponentLegDividendConditionsN
42467LegReturnRateNotionalResetN
ComponentLegReturnRateGrpN
42468LegPaymentStreamLinkInitialLevelN
42469LegPaymentStreamLinkClosingLevelIndicatorN
42470LegPaymentStreamLinkExpiringLevelIndicatorN
42471LegPaymentStreamLinkEstimatedTradingDaysN
42472LegPaymentStreamLinkStrikePriceN
42473LegPaymentStreamLinkStrikePriceTypeN
42474LegPaymentStreamLinkMaximumBoundaryN
42475LegPaymentStreamLinkMinimumBoundaryN
42476LegPaymentStreamLinkNumberOfDataSeriesN
42477LegPaymentStreamVarianceUnadjustedCapN
42478LegPaymentStreamRealizedVarianceMethodN
42479LegPaymentStreamDaysAdjustmentIndicatorN
42480LegPaymentStreamNearestExchangeContractRefIDN
42481LegPaymentStreamVegaNotionalAmountN

LegPaymentStreamFormula

TagNameReq’dDescription
42482LegPaymentStreamFormulaCurrencyN
42483LegPaymentStreamFormulaCurrencyDeterminationMethodN
42484LegPaymentStreamFormulaReferenceAmountN
ComponentLegPaymentStreamFormulaMathGrpN
ComponentLegPaymentStreamFormulaImageN

LegPaymentStreamFormulaImage

TagNameReq’dDescription
42451LegPaymentStreamFormulaImageLengthNConditionally required when LegPaymentStreamFormulaImage(42452) is specified.
42452LegPaymentStreamFormulaImageNConditionally required when LegPaymentStreamFormulaImageLength(42451) is specified.

LegPaymentStreamFormulaMathGrp

TagNameReq’dDescription
42485NoLegPaymentStreamFormulasN
→42486LegPaymentStreamFormulaNRequired if NoLegPaymentStreamFormulas(42485) > 0.
→42487LegPaymentStreamFormulaDescN

LegPaymentStreamInitialFixingDateBusinessCenterGrp

TagNameReq’dDescription
40932NoLegPaymentStreamInitialFixingDateBusinessCentersN
→40311LegPaymentStreamInitialFixingDateBusinessCenterNRequired if NoLegPaymentStreamInitialFixingDateBusinessCenters(40932) > 0.

LegPaymentStreamNonDeliverableFixingDateGrp

TagNameReq’dDescription
40367NoLegNonDeliverableFixingDatesN
→40368LegNonDeliverableFixingDateNRequired if NoLegNonDeliverableFixingDates(40367) > 0.
→40369LegNonDeliverableFixingDateTypeNWhen specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

LegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp

TagNameReq’dDescription
40929NoLegPaymentStreamNonDeliverableFixingDateBusinessCentersN
→40361LegPaymentStreamNonDeliverableFixingDatesBusinessCenterNRequired if NoLegPaymentStreamNonDeliverableFixingDatesBusinessCenters(40929) > 0.

LegPaymentStreamNonDeliverableSettlRateSource

TagNameReq’dDescription
40087LegPaymentStreamNonDeliverableSettlRateSourceN
40228LegPaymentStreamNonDeliverableSettlReferencePageNConditionally required when LegPaymentStreamNonDeliverableSettlRateSource(40087) = 3 (ISDA Settlement Rate Option) or 99 (Other).

LegPaymentStreamNonDeliverableSettlTerms

TagNameReq’dDescription
40359LegPaymentStreamNonDeliverableRefCurrencyN
40360LegPaymentStreamNonDeliverableFixingDatesBusinessDayConventionNWhen 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.
ComponentLegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrpNWhen 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.
40362LegPaymentStreamNonDeliverableFixingDatesRelativeToN
40363LegPaymentStreamNonDeliverableFixingDatesOffsetPeriodNConditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetUnit(40364) is specified.
40364LegPaymentStreamNonDeliverableFixingDatesOffsetUnitNConditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetPeriod(40363) is specified.
40365LegPaymentStreamNonDeliverableFixingDatesOffsetDayTypeN
ComponentLegPaymentStreamNonDeliverableSettlRateSourceN
ComponentLegPaymentStreamNonDeliverableFixingDateGrpN
ComponentLegSettlRateDisruptionFallbackGrpN

LegPaymentStreamPaymentDateBusinessCenterGrp

TagNameReq’dDescription
40930NoLegPaymentStreamPaymentDateBusinessCentersN
→40293LegPaymentStreamPaymentDateBusinessCenterNRequirend if NoLegPaymentStreamPaymentDateBusinessCenters(40930) > 0.

LegPaymentStreamPaymentDateGrp

TagNameReq’dDescription
41589NoLegPaymentStreamPaymentDatesN
→41590LegPaymentStreamPaymentDateNRequired if NoLegPaymentStreamPaymentDates(41589) > 0.
→41591LegPaymentStreamPaymentDateTypeNWhen specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

LegPaymentStreamPaymentDates

TagNameReq’dDescription
40292LegPaymentStreamPaymentDateBusinessDayConventionNWhen 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.
ComponentLegPaymentStreamPaymentDateBusinessCenterGrpNWhen 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.
ComponentLegPaymentStreamPaymentDateGrpN
40294LegPaymentStreamPaymentFrequencyPeriodNConditionally required when LegPaymentStreamPaymentFrequencyUnit(40295) is specified.
40295LegPaymentStreamPaymentFrequencyUnitNConditionally required when LegPaymentStreamFrequencyPeriod(40294) is specified.
40296LegPaymentStreamPaymentRollConventionNWhen 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.
40297LegPaymentStreamFirstPaymentDateUnadjustedN
40298LegPaymentStreamLastRegularPaymentDateUnadjustedN
40299LegPaymentStreamPaymentDateRelativeToN
40300LegPaymentStreamPaymentDateOffsetPeriodNConditionally required when LegPaymentStreamPaymentDateOffsetUnit(40301) is specified.
40301LegPaymentStreamPaymentDateOffsetUnitNConditionally required when LegPaymentStreamPaymentDateOffsetPeriod(40300) is specified.
40302LegPaymentStreamPaymentDateOffsetDayTypeN
41592LegPaymentStreamMasterAgreementPaymentDatesIndicatorN
ComponentLegPaymentStreamFinalPricePaymentDateN

LegPaymentStreamPricingBusinessCenterGrp

TagNameReq’dDescription
41561NoLegPaymentStreamPricingBusinessCentersN
→41562LegPaymentStreamPricingBusinessCenterNRequired if NoLegPaymentStreamPricingBusinessCentrers(41561) > 0.

LegPaymentStreamPricingDateGrp

TagNameReq’dDescription
41593NoLegPaymentStreamPricingDatesN
→41594LegPaymentStreamPricingDateNRequired if NoPaymentStreamPricingDates(41593) > 0.
→41595LegPaymentStreamPricingDateTypeNWhen specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

LegPaymentStreamPricingDayGrp

TagNameReq’dDescription
41596NoLegPaymentStreamPricingDaysN
→41597LegPaymentStreamPricingDayOfWeekNRequired if NoLegPaymentStreamPricingDays(41596) > 0.
→41598LegPaymentStreamPricingDayNumberN

LegPaymentStreamResetDateBusinessCenterGrp

TagNameReq’dDescription
40931NoLegPaymentStreamResetDateBusinessCentersN
→40305LegPaymentStreamResetDateBusinessCenterNRequired if NoLegPaymentStreamResetDateBusinessCenters(40931) > 0.

LegPaymentStreamResetDates

TagNameReq’dDescription
40303LegPaymentStreamResetDateRelativeToN
40304LegPaymentStreamResetDateBusinessDayConventionNWhen 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.
ComponentLegPaymentStreamResetDateBusinessCenterGrpNWhen 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.
40306LegPaymentStreamResetFrequencyPeriodNConditionally required when LegPaymentStreamResetFrequencyUnit(40307) is specified.
40307LegPaymentStreamResetFrequencyUnitNConditionally required when LegPaymentStreamResetFrequencyPeriod(40306) is specified.
40308LegPaymentStreamResetWeeklyRollConventionNWhen 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.
40309LegPaymentStreamInitialFixingDateRelativeToN
40310LegPaymentStreamInitialFixingDateBusinessDayConventionNWhen 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.
ComponentLegPaymentStreamInitialFixingDateBusinessCenterGrpNWhen 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.
40312LegPaymentStreamInitialFixingDateOffsetPeriodNConditionally required when LegPaymentStreamInitialFixingDateOffsetUnit(40313) is specified.
40313LegPaymentStreamInitialFixingDateOffsetUnitNConditionally required when LegPaymentStreamInitialFixingDateOffsetPeriod(40312) is specified.
40314LegPaymentStreamInitialFixingDateOffsetDayTypeN
40315LegPaymentStreamInitialFixingDateAdjustedN
40316LegPaymentStreamFixingDateRelativeToN
40317LegPaymentStreamFixingDateBusinessDayConventionNWhen 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.
ComponentLegPaymentStreamFixingDateBusinessCenterGrpNWhen 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.
40319LegPaymentStreamFixingDateOffsetPeriodNConditionally required when LegPaymentStreamFixingDateOffsetUnit(40320) is specified.
40320LegPaymentStreamFixingDateOffsetUnitNConditionally required when LegPaymentStreamFixingDateOffsetPeriod(40319) is specified.
40321LegPaymentStreamFixingDateOffsetDayTypeN
40322LegPaymentStreamFixingDateAdjustedN
40323LegPaymentStreamRateCutoffDateOffsetPeriodNConditionally required when LegPaymentStreamRateCutoffDateOffsetUnit(40324) is specified.
40324LegPaymentStreamRateCutoffDateOffsetUnitNConditionally required when LegPaymentStreamRateCutoffDateOffsetPeriod(40323) is specified.
40325LegPaymentStreamRateCutoffDateOffsetDayTypeN
ComponentLegPaymentStreamFixingDateGrpN

LegPaymentStubEndDate

TagNameReq’dDescription
42488LegPaymentStubEndDateUnadjustedN
42489LegPaymentStubEndDateBusinessDayConventionNWhen 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.
ComponentLegPaymentStubEndDateBusinessCenterGrpNWhen specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance.
42490LegPaymentStubEndDateRelativeToN
42491LegPaymentStubEndDateOffsetPeriodNConditionally required when LegPaymentStubEndDateOffsetUnit(42492) is specified.
42492LegPaymentStubEndDateOffsetUnitNConditionally required when LegPaymentStubEndDateOffsetPeriod(42491) is specified.
42493LegPaymentStubEndDateOffsetDayTypeN
42494LegPaymentStubEndDateAdjustedN

LegPaymentStubEndDateBusinessCenterGrp

TagNameReq’dDescription
42495NoLegPaymentStubEndDateBusinessCentersN
→42496LegPaymentStubEndDateBusinessCenterNRequired if NoLegPaymentStubEndDateBusinessCenters(42495) > 0.

LegPaymentStubGrp

TagNameReq’dDescription
40418NoLegPaymentStubsN
→40419LegPaymentStubTypeNRequired if NoLegPaymentStubs(40418) > 0.
→40420LegPaymentStubLengthN
ComponentLegPaymentStubStartDateN
ComponentLegPaymentStubEndDateN
→40421LegPaymentStubRateN
→40422LegPaymentStubFixedAmountN
→40423LegPaymentStubFixedCurrencyN
→40424LegPaymentStubIndexN
→40425LegPaymentStubIndexSourceN
→40426LegPaymentStubIndexCurvePeriodNConditionally required when LegPaymentStubIndexCurveUnit(40427) is specified.
→40427LegPaymentStubIndexCurveUnitNCopnditionally required when LegPaymentStubIndexCurvePeriod(40426) is specified.
→40428LegPaymentStubIndexRateMultiplierN
→40429LegPaymentStubIndexRateSpreadN
→40430LegPaymentStubIndexRateSpreadPositionTypeN
→40431LegPaymentStubIndexRateTreatmentN
→40432LegPaymentStubIndexCapRateN
→40433LegPaymentStubIndexCapRateBuySideN
→40434LegPaymentStubIndexCapRateSellSideN
→40435LegPaymentStubIndexFloorRateN
→40436LegPaymentStubIndexFloorRateBuySideN
→40437LegPaymentStubIndexFloorRateSellSideN
→40438LegPaymentStubIndex2N
→40439LegPaymentStubIndex2SourceN
→40440LegPaymentStubIndex2CurvePeriodNConditionally required when LegPaymentStubIndex2CurveUnit(40441) is specified.
→40441LegPaymentStubIndex2CurveUnitNConditionally required when LegPaymentStubIndex2CurvePeriod(40440) is specified.
→40442LegPaymentStubIndex2RateMultiplierN
→40443LegPaymentStubIndex2RateSpreadN
→40444LegPaymentStubIndex2RateSpreadPositionTypeN
→40445LegPaymentStubIndex2RateTreatmentN
→40446LegPaymentStubIndex2CapRateN
→40447LegPaymentStubIndex2FloorRateN

LegPaymentStubStartDate

TagNameReq’dDescription
42497LegPaymentStubStartDateUnadjustedN
42498LegPaymentStubStartDateBusinessDayConventionNWhen 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.
ComponentLegPaymentStubStartDateBusinessCenterGrpNWhen specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance.
42499LegPaymentStubStartDateRelativeToN
42500LegPaymentStubStartDateOffsetPeriodNConditionally required when LegPaymentStubStartDateOffsetUnit(42501) is specified.
42501LegPaymentStubStartDateOffsetUnitNConditionally required when LegPaymentStubStartDateOffsetPeriod(42500) is specified.
42502LegPaymentStubStartDateOffsetDayTypeN
42503LegPaymentStubStartDateAdjustedN

LegPaymentStubStartDateBusinessCenterGrp

TagNameReq’dDescription
42504NoLegPaymentStubStartDateBusinessCentersN
→42505LegPaymentStubStartDateBusinessCenterNRequired if NoLegPaymentStubStartDateBusinessCenters(42504) > 0.

LegPhysicalSettlDeliverableObligationGrp

TagNameReq’dDescription
41604NoLegPhysicalSettlDeliverableObligationsN
→41605LegPhysicalSettlDeliverableObligationTypeNRequired if NoLegPhysicalSettlDeliverableObligations(41604) > 0.
→41606LegPhysicalSettlDeliverableObligationValueN

LegPhysicalSettlTermGrp

TagNameReq’dDescription
41599NoLegPhysicalSettlTermsN
ComponentLegPhysicalSettlDeliverableObligationGrpNRequired if NoLegPhysicalSettlTerms(41599) > 0.
→41601LegPhysicalSettlCurencyN
→41602LegPhysicalSettlBusinessDaysN
→41603LegPhysicalSettlMaximumBusinessDaysN
→41600LegPhysicalSettlTermXIDN

LegPreAllocGrp

TagNameReq’dDescription
670NoLegAllocsN
→671LegAllocAccountN
→672LegIndividualAllocIDN
ComponentNestedParties2N
→673LegAllocQtyN
→674LegAllocAcctIDSourceN
→1367LegAllocSettlCurrencyN
→1756LegCustodialLotIDNOnly used for specific lot trades.
→1757LegVersusPurchaseDateNOnly used for specific lot trades. If this field is used, either LegVersusPurchasePrice(1758) or LegCurrentCostBasis(1759) should be specified.
→1758LegVersusPurchasePriceNOnly used for specific lot trades. If this field is used, LegVersusPurchaseDate(1757) should be specified.
→1759LegCurrentCostBasisNOnly used for specific lot trades. If this field is used, LegVersusPurchaseDate(1757) should be specified

LegPricingDateBusinessCenterGrp

TagNameReq’dDescription
41607NoLegPricingDateBusinessCentersN
→41608LegPricingDateBusinessCenterNRequired if NoLegPricingDateBusinessCenters(41607) > 0.

LegPricingDateTime

TagNameReq’dDescription
41609LegPricingDateUnadjustedN
41610LegPricingDateBusinessDayConventionNWhen specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to the pricing dates.
ComponentLegPricingDateBusinessCenterGrpNWhen specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the pricing dates.
41611LegPricingDateAdjustedN
41612LegPricingTimeN
41613LegPricingTimeBusinessCenterN

LegProtectionTermEventGrp

TagNameReq’dDescription
41625NoLegProtectionTermEventsN
→41626LegProtectionTermEventTypeNRequired if NoLegProtectionTermEvents(41625) > 0.
→41627LegProtectionTermEventValueN
→41628LegProtectionTermEventCurrencyN
→41629LegProtectionTermEventPeriodNConditionally required when LegProtectionTermEventUnit(41630).
→41630LegProtectionTermEventUnitNConditionally required when LegProtectionTermEventPeriod(41629).
→41631LegProtectionTermEventDayTypeN
→41632LegProtectionTermEventRateSourceN
ComponentLegProtectionTermEventQualifierGrpN

LegProtectionTermEventNewsSourceGrp

TagNameReq’dDescription
41614NoLegProtectionTermEventNewsSourcesN
→41615LegProtectionTermEventNewsSourceNRequired if NoLegProtectionTermEventNewsSources(41614) > 0.

LegProtectionTermEventQualifierGrp

TagNameReq’dDescription
41633NoLegProtectionTermEventQualifiersN
→41634LegProtectionTermEventQualifierNRequired if NoLegProtectionTermEventQualifiers(41633) > 0.

LegProtectionTermGrp

TagNameReq’dDescription
41616NoLegProtectionTermsN
→41618LegProtectionTermNotionalNRequired if NoLegProtectionTerms(41616) > 0.
→41619LegProtectionTermCurrencyN
→41620LegProtectionTermSellerNotifiesN
→41621LegProtectionTermBuyerNotifiesN
→41622LegProtectionTermEventBusinessCenterN
→41623LegProtectionTermStandardSourcesN
→41624LegProtectionTermEventMinimumSourcesN
ComponentLegProtectionTermEventNewsSourceGrpN
ComponentLegProtectionTermEventGrpN
ComponentLegProtectionTermObligationGrpN
→41617LegProtectionTermXIDN

LegProtectionTermObligationGrp

TagNameReq’dDescription
41635NoLegProtectionTermObligationsN
→41636LegProtectionTermObligationTypeNRequired if NoLegProtectionTermObligations(41635) > 0.
→41637LegProtectionTermObligationValueN

LegProvisionCashSettlPaymentDateBusinessCenterGrp

TagNameReq’dDescription
40934NoLegProvisionCashSettlPaymentDateBusinessCentersN
→40517LegProvisionCashSettlPaymentDateBusinessCenterNRequired if NoLegProvisionCashSettlPaymentDateBusinessCenters(40934) > 0.

LegProvisionCashSettlPaymentDates

TagNameReq’dDescription
40516LegProvisionCashSettlPaymentDateBusinessDayConventionNWhen 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.
ComponentLegProvisionCashSettlPaymentDateBusinessCenterGrpNWhen 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.
40518LegProvisionCashSettlPaymentDateRelativeToN
40519LegProvisionCashSettlPaymentDateOffsetPeriodNConditionally required when LegProvisionCashSettlPaymentDateOffsetUnit(40520) is specified.
40520LegProvisionCashSettlPaymentDateOffsetUnitNConditionally required when LegProvisionCashSettlPaymentDateOffsetPeriod(40519) is specified.
40521LegProvisionCashSettlPaymentDateOffsetDayTypeN
40522LegProvisionCashSettlPaymentDateRangeFirstN
40523LegProvisionCashSettlPaymentDateRangeLastN
ComponentLegProvisionCashSettlPaymentFixedDateGrpN

LegProvisionCashSettlPaymentFixedDateGrp

TagNameReq’dDescription
40473NoLegProvisionCashSettlPaymentDatesN
→40474LegProvisionCashSettlPaymentDateNRequired if NoLegProvisionCashSettlPaymentDates (40473) > 0.
→40475LegProvisionCashSettlPaymentDateTypeNWhen specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

LegProvisionCashSettlQuoteSource

TagNameReq’dDescription
40470LegProvisionCashSettlQuoteSourceN
41407LegProvisionCashSettlQuoteReferencePageN

LegProvisionCashSettlValueDateBusinessCenterGrp

TagNameReq’dDescription
40935NoLegProvisionCashSettlValueDateBusinessCentersN
→40527LegProvisionCashSettlValueDateBusinessCenterNRequired if NoLegProvisionCashSettlValueDateBusinessCenters(40935) > 0.

LegProvisionCashSettlValueDates

TagNameReq’dDescription
40524LegProvisionCashSettlValueTimeN
40525LegProvisionCashSettlValueTimeBusinessCenterN
40526LegProvisionCashSettlValueDateBusinessDayConventionNWhen 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.
ComponentLegProvisionCashSettlValueDateBusinessCenterGrpNWhen 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.
40528LegProvisionCashSettlValueDateRelativeToN
40529LegProvisionCashSettlValueDateOffsetPeriodNConditionally required when LegProvisionCashSettlValueDateOffsetUnit(40530) is specified.
40530LegProvisionCashSettlValueDateOffsetUnitNConditionally required when LegProvisionCashSettlValueDateOffsetPeriod(40529) is specified.
40531LegProvisionCashSettlValueDateOffsetDayTypeN
40532LegProvisionCashSettlValueDateAdjustedN

LegProvisionDateBusinessCenterGrp

TagNameReq’dDescription
40939NoLegProvisionDateBusinessCentersN
→40452LegProvisionDateBusinessCenterNRequired if NoLegProvisionDateBusinessCenters(40939) > 0.

LegProvisionGrp

TagNameReq’dDescription
40448NoLegProvisionsN
→40449LegProvisionTypeNRequired if NoLegProvisions(40448) > 0.
→40450LegProvisionDateUnadjustedN
→40451LegProvisionDateBusinessDayConventionNWhen 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.
ComponentLegProvisionDateBusinessCenterGrpNWhen 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.
→40453LegProvisionDateAdjustedN
→40454LegProvisionDateTenorPeriodNConditionally required when LegProvisionDateTenorUnit(40455) is specified.
→40455LegProvisionDateTenorUnitNConditionally required when LegProvisionDateTenorPeriod(40454) is specified.
→42506LegProvisionBreakFeeElectionN
→42507LegProvisionBreakFeeRateN
→40456LegProvisionCalculationAgentN
→40457LegProvisionOptionSinglePartyBuyerSideN
→40458LegProvisionOptionSinglePartySellerSideN
ComponentLegProvisionCashSettlValueDatesN
ComponentLegProvisionOptionExerciseDatesN
ComponentLegProvisionOptionExpirationDateN
ComponentLegProvisionOptionRelevantUnderlyingDateN
→40459LegProvisionOptionExerciseStyleN
→40460LegProvisionOptionExerciseMultipleNotionalN
→40461LegProvisionOptionExerciseMinimumNotionalN
→40462LegProvisionOptionExerciseMaximumNotionalN
→40463LegProvisionOptionMinimumNumberN
→40464LegProvisionOptionMaximumNumberN
→40465LegProvisionOptionExerciseConfirmationN
ComponentLegProvisionCashSettlPaymentDatesN
→40466LegProvisionCashSettlMethodN
→40467LegProvisionCashSettlCurrencyN
→40468LegProvisionCashSettlCurrency2N
→40469LegProvisionCashSettlQuoteTypeN
ComponentLegProvisionCashSettlQuoteSourceN
→40472LegProvisionTextN
→40980EncodedLegProvisionTextLenNMust be set if EncodedLegProvisionText(40981) field is specified and must immediately precede it.
→40981EncodedLegProvisionTextNEncoded (non-ASCII characters) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding(347) field.
ComponentLegProvisionPartiesN

LegProvisionOptionExerciseBusinessCenterGrp

TagNameReq’dDescription
40936NoLegProvisionOptionExerciseBusinessCentersN
→40477LegProvisionOptionExerciseBusinessCenterNRequired if NoLegProvisionOptionExerciseBusinessCenters(40936) > 0.

LegProvisionOptionExerciseDates

TagNameReq’dDescription
40476LegProvisionOptionExerciseBusinessDayConventionNWhen 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.
ComponentLegProvisionOptionExerciseBusinessCenterGrpNWhen 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.
ComponentLegProvisionOptionExerciseFixedDateGrpN
40478LegProvisionOptionExerciseEarliestDateOffsetPeriodNConditionally required when LegProvisionOptionExerciseEarliestDateUnit(40479) is specified.
40479LegProvisionOptionExerciseEarliestDateOffsetUnitNConditionally required when LegProvisionOptionExerciseEarliestDatePeriod(40478) is specified.
40480LegProvisionOptionExerciseFrequencyPeriodNConditionally required when LegProvisionOptionExerciseFrequencyUnit(40481) is specified.
40481LegProvisionOptionExerciseFrequencyUnitNConditionally required when LegProvisionOptionExerciseFrequencyPeriod(40480) is specified.
40482LegProvisionOptionExerciseStartDateUnadjustedN
40483LegProvisionOptionExerciseStartDateRelativeToN
40484LegProvisionOptionExerciseStartDateOffsetPeriodNConditionally required when LegProvisionOptionExerciseStartDateOffsetUnit(40485) is specified.
40485LegProvisionOptionExerciseStartDateOffsetUnitNConditionally required when LegProvisionOptionExerciseStartDateOffsetPeriod(40484) is specified.
40486LegProvisionOptionExerciseStartDateOffsetDayTypeN
40487LegProvisionOptionExerciseStartDateAdjustedN
40488LegProvisionOptionExercisePeriodSkipN
40489LegProvisionOptionExerciseBoundsFirstDateUnadjustedN
40490LegProvisionOptionExerciseBoundsLastDateUnadjustedN
40491LegProvisionOptionExerciseEarliestTimeN
40492LegProvisionOptionExerciseEarliestTimeBusinessCenterN
40493LegProvisionOptionExerciseLatestTimeN
40494LegProvisionOptionExerciseLatestTimeBusinessCenterN

LegProvisionOptionExerciseFixedDateGrp

TagNameReq’dDescription
40495NoLegProvisionOptionExerciseFixedDatesN
→40496LegProvisionOptionExerciseFixedDateNRequired if NoLegProvisionOptionExerciseFixedDates(40495) > 0.
→40497LegProvisionOptionExerciseFixedDateTypeNWhen specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

LegProvisionOptionExpirationDate

TagNameReq’dDescription
40498LegProvisionOptionExpirationDateUnadjustedN
40499LegProvisionOptionExpirationDateBusinessDayConventionNWhen 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.
ComponentLegProvisionOptionExpirationDateBusinessCenterGrpNWhen 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.
40501LegProvisionOptionExpirationDateRelativeToN
40502LegProvisionOptionExpirationDateOffsetPeriodNConditionally required when LegProvisionOptionExpirationDateOffsetUnit(40503) is specified.
40503LegProvisionOptionExpirationDateOffsetUnitNConditionally required when LegProvisionOptionExpirationDateOffsetPeriod(40502) is specified.
40504LegProvisionOptionExpirationDateOffsetDayTypeN
40505LegProvisionOptionExpirationDateAdjustedN
40506LegProvisionOptionExpirationTimeN
40507LegProvisionOptionExpirationTimeBusinessCenterN

LegProvisionOptionExpirationDateBusinessCenterGrp

TagNameReq’dDescription
40937NoLegProvisionOptionExpirationDateBusinessCentersN
→40500LegProvisionOptionExpirationDateBusinessCenterNRequired if NoLegProvisionOptionExpirationDateBusinessCenters(40937) > 0.

LegProvisionOptionRelevantUnderlyingDate

TagNameReq’dDescription
40508LegProvisionOptionRelevantUnderlyingDateUnadjustedN
40509LegProvisionOptionRelevantUnderlyingDateBusinessDayConventionNWhen 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.
ComponentLegProvisionOptionRelevantUnderlyingDateBusinessCenterGrpNWhen 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.
40511LegProvisionOptionRelevantUnderlyingDateRelativeToN
40512LegProvisionOptionRelevantUnderlyingDateOffsetPeriodNConditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetUnit(40513) is specified.
40513LegProvisionOptionRelevantUnderlyingDateOffsetUnitNConditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetPeriod(40512) is specified.
40514LegProvisionOptionRelevantUnderlyingDateOffsetDayTypeN
40515LegProvisionOptionRelevantUnderlyingDateAdjustedN

LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp

TagNameReq’dDescription
40938NoLegProvisionOptionRelevantUnderlyingDateBusinessCentersN
→40510LegProvisionOptionRelevantUnderlyingDateBusinessCenterNRequired if NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters(40938) > 0.

LegProvisionParties

TagNameReq’dDescription
40533NoLegProvisionPartyIDsN
→40534LegProvisionPartyIDNRequired if NoLegProvisionPartyIDs(40533) > 0.
→40535LegProvisionPartyIDSourceNRequired if NoLegProvisionPartyIDs(40533) > 0.
→40536LegProvisionPartyRoleNRequired if NoLegProvisionPartyIDs(40533) > 0.
→2380LegProvisionPartyRoleQualifierN
ComponentLegProvisionPtysSubGrpN

LegProvisionPtysSubGrp

TagNameReq’dDescription
40537NoLegProvisionPartySubIDsN
→40538LegProvisionPartySubIDNRequired if NoLegProvisionPartySubIDs(40537) > 0.
→40539LegProvisionPartySubIDTypeNRequired if NoLegProvisionPartySubIDs(40537) > 0.

LegReturnRateDateGrp

TagNameReq’dDescription
42508NoLegReturnRateDatesN
→42509LegReturnRateDateModeNRequired if NoLegReturnRateDates(42508) > 0.
ComponentLegReturnRateValuationDateGrpN
→42510LegReturnRateValuationDateRelativeToN
→42511LegReturnRateValuationDateOffsetPeriodNConditionally required when LegReturnRateValuationDateOffsetUnit(42512) is specified.
→42512LegReturnRateValuationDateOffsetUnitNConditionally required when LegReturnRateValuationDateOffsetPeriod(42511) is specified.
→42513LegReturnRateValuationDateOffsetDayTypeN
→42514LegReturnRateValuationStartDateUnadjustedN
→42515LegReturnRateValuationStartDateRelativeToN
→42516LegReturnRateValuationStartDateOffsetPeriodNConditionally required when LegReturnRateValuationStartDateOffsetUnit(42517) is specified.
→42517LegReturnRateValuationStartDateOffsetUnitNConditionally required when LegReturnRateValuationStartDateOffsetPeriod(42516) is specified.
→42518LegReturnRateValuationStartDateOffsetDayTypeN
→42519LegReturnRateValuationStartDateAdjustedN
→42520LegReturnRateValuationEndDateUnadjustedN
→42521LegReturnRateValuationEndDateRelativeToN
→42522LegReturnRateValuationEndDateOffsetPeriodNConditionally required when LegReturnRateValuationEndDateOffsetUnit(42523) is specified.
→42523LegReturnRateValuationEndDateOffsetUnitNConditionally required when LegReturnRateValuationEndDateOffsetPeriod(42522) is specified.
→42524LegReturnRateValuationEndDateOffsetDayTypeN
→42525LegReturnRateValuationEndDateAdjustedN
→42526LegReturnRateValuationFrequencyPeriodNConditionally required when LegReturnRateValuationFrequencyUnit(42527) is specified.
→42527LegReturnRateValuationFrequencyUnitNConditionally required when LegReturnRateValuationFrequencyPeriod(42526) is specified.
→42528LegReturnRateValuationFrequencyRollConventionNWhen 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.
→42529LegReturnRateValuationDateBusinessDayConventionNWhen 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.
ComponentLegReturnRateValuationDateBusinessCenterGrpNWhen 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

TagNameReq’dDescription
42530NoLegReturnRateFXConversionsN
→42531LegReturnRateFXCurrencySymbolNRequired if NoLegReturnRateFXConversions(42530) > 0.
→42532LegReturnRateFXRateNRequired if NoLegReturnRateFXConversions(42530) > 0.
→42533LegReturnRateFXRateCalcN

LegReturnRateGrp

TagNameReq’dDescription
42534NoLegReturnRatesN
→42535LegReturnRatePriceSequenceNRequired if NoLegReturnRates(42534) > 0.
→42536LegReturnRateCommissionBasisN
→42537LegReturnRateCommissionAmountN
→42538LegReturnRateCommissionCurrencyNIf not specified, this is defaulted to the reporting currency.
→42539LegReturnRateTotalCommissionPerTradeN
→42540LegReturnRateDeterminationMethodN
ComponentLegReturnRatePriceGrpN
ComponentLegReturnRateFXConversionGrpN
→42541LegReturnRateAmountRelativeToN
→42542LegReturnRateQuoteMeasureTypeN
→42543LegReturnRateQuoteUnitsN
→42544LegReturnRateQuoteMethodN
→42545LegReturnRateQuoteCurrencyN
→42546LegReturnRateQuoteCurrencyTypeN
→42547LegReturnRateQuoteTimeTypeNMutually exclusive with LegReturnRateQuoteTime(42548).
→42548LegReturnRateQuoteTimeNMutually exclusive with LegReturnRateQuoteTimeType(42547).
→42549LegReturnRateQuoteDateN
→42550LegReturnRateQuoteExpirationTimeN
→42551LegReturnRateQuoteBusinessCenterN
→42552LegReturnRateQuoteExchangeN
ComponentLegReturnRateInformationSourceGrpN
→42553LegReturnRateQuotePricingModelN
→42554LegReturnRateCashFlowTypeN
ComponentLegReturnRateDateGrpN
→42555LegReturnRateValuationTimeTypeNMutually exclusive with LegReturnRateValuationTime(42556).
→42556LegReturnRateValuationTimeNMutually exclusive with LegReturnRateValuationTimeType(42555).
→42557LegReturnRateValuationTimeBusinessCenterN
→42558LegReturnRateValuationPriceOptionN
→42559LegReturnRateFinalPriceFallbackN

LegReturnRateInformationSourceGrp

TagNameReq’dDescription
42560NoLegReturnRateInformationSourcesN
→42561LegReturnRateInformationSourceNRequired if NoLegReturnRateInformationSources(42560) > 0.
→42562LegReturnRateReferencePageN
→42563LegReturnRateReferencePageHeadingN

LegReturnRatePriceGrp

TagNameReq’dDescription
42564NoLegReturnRatePricesN
→42565LegReturnRatePriceBasisNRequired if NoLegReturnRatePrices(42564) > 0.
→42566LegReturnRatePriceN
→42567LegReturnRatePriceCurrencyN
→42568LegReturnRatePriceTypeN

LegReturnRateValuationDateBusinessCenterGrp

TagNameReq’dDescription
42569NoLegReturnRateValuationDateBusinessCentersN
→42570LegReturnRateValuationDateBusinessCenterNRequired if NoLegReturnRateValuationDateBusinessCenters(42569) > 0.

LegReturnRateValuationDateGrp

TagNameReq’dDescription
42571NoLegReturnRateValuationDatesN
→42572LegReturnRateValuationDateNRequired if NoLegReturnRateValuationDates(42571) > 0.
→42573LegReturnRateValuationDateTypeNWhen 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

TagNameReq’dDescription
604NoLegSecurityAltIDN
→605LegSecurityAltIDN
→606LegSecurityAltIDSourceN

LegSecondaryAssetGrp

TagNameReq’dDescription
2076NoLegSecondaryAssetClassesN
→2077LegSecondaryAssetClassNRequired if NoLegSecondaryAssetClasses(2076) > 0.
→2078LegSecondaryAssetSubClassNRequired if LegSecondaryAssetType(2079) is specified.
→2079LegSecondaryAssetTypeNRequired if LegSecondaryAssetSubType(2743) is specified.
→2743LegSecondaryAssetSubTypeN

LegSecurityXML

TagNameReq’dDescription
1871LegSecurityXMLLenNMust be provided if LegSecurityXML(1872) field is specified and must immediately precede it.
1872LegSecurityXMLN
1873LegSecurityXMLSchemaN

LegSettlMethodElectionDate

TagNameReq’dDescription
42574LegSettlMethodElectionDateUnadjustedN
42575LegSettlMethodElectionDateBusinessDayConventionNWhen specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to LegOptionExercise.
ComponentLegSettlMethodElectionDateBusinessCenterGrpNWhen specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to LegOptionExercise.
42576LegSettlMethodElectionDateRelativeToN
42577LegSettlMethodElectionDateOffsetPeriodNConditionally required when LegSettlMethodElectionDateOffsetUnit(42578) is specified.
42578LegSettlMethodElectionDateOffsetUnitNConditionally required when LegSettlMethodElectionDateOffsetPeriod(42577) is specified.
42579LegSettlMethodElectionDateOffsetDayTypeN
42580LegSettlMethodElectionDateAdjustedN

LegSettlMethodElectionDateBusinessCenterGrp

TagNameReq’dDescription
42581NoLegSettlMethodElectionDateBusinessCentersN
→42582LegSettlMethodElectionDateBusinessCenterNRequired if NoLegSettlMethodElectionDateBusinessCenters(42581) > 0.

LegSettlRateDisruptionFallbackGrp

TagNameReq’dDescription
40902NoLegSettlRateFallbacksN
→40903LegSettlRatePostponementMaximumDaysNRequired if NoLegSettlRateFallbacks(40902) > 0.
ComponentLegSettlRateFallbackRateSourceN
→40905LegSettlRatePostponementSurveyN
→40906LegSettlRatePostponementCalculationAgentN

LegSettlRateFallbackRateSource

TagNameReq’dDescription
40366LegSettlRateFallbackRateSourceN
40370LegSettlRateFallbackReferencePageNConditionally required when LegSettlRateFallbackRateSource(40366) = 3 (ISDA Settlement Rate Option) or 99 (Other).

LegStipulations

TagNameReq’dDescription
683NoLegStipulationsN
→688LegStipulationTypeNRequired if NoLegStipulations >0
→689LegStipulationValueN

LegStreamAssetAttributeGrp

TagNameReq’dDescription
41452NoLegStreamAssetAttributesN
→41453LegStreamAssetAttributeTypeNRequired if NoLegStreamAssetAttributes(41452) > 0.
→41454LegStreamAssetAttributeValueN
→41455LegStreamAssetAttributeLimitN

LegStreamCalculationPeriodBusinessCenterGrp

TagNameReq’dDescription
40940NoLegStreamCalculationPeriodBusinessCentersN
→40266LegStreamCalculationPeriodBusinessCenterNRequired if NoLegStreamCalculationPeriodBusinessCenters(40940) > 0.

LegStreamCalculationPeriodDateGrp

TagNameReq’dDescription
41638NoLegStreamCalculationPeriodDatesN
→41639LegStreamCalculationPeriodDateNRequired if NoLegStreamCalculationPeriodDates(41638) > 0.
→41640LegStreamCalculationPeriodDateTypeN

LegStreamCalculationPeriodDates

TagNameReq’dDescription
41641LegStreamCalculationPeriodDatesXIDN
41642LegStreamCalculationPeriodDatesXIDRefN
40265LegStreamCalculationPeriodBusinessDayConventionNWhen 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.
ComponentLegStreamCalculationPeriodBusinessCenterGrpNWhen 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.
ComponentLegStreamCalculationPeriodDateGrpN
40267LegStreamFirstPeriodStartDateUnadjustedN
40268LegStreamFirstPeriodStartDateBusinessDayConventionNWhen 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.
ComponentLegStreamFirstPeriodStartDateBusinessCenterGrpNWhen 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.
40270LegStreamFirstPeriodStartDateAdjustedN
40271LegStreamFirstRegularPeriodStartDateUnadjustedN
40272LegStreamFirstCompoundingPeriodEndDateUnadjustedN
40273LegStreamLastRegularPeriodEndDateUnadjustedN
40274LegStreamCalculationFrequencyPeriodNConditionally required when LegStreamCalculationFrequencyUnit(40275) is specified.
40275LegStreamCalculationFrequencyUnitNConditionally required when LegStreamCalculationFrequencyPeriod(40274) is specified.
40276LegStreamCalculationRollConventionNWhen 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.
41643LegStreamCalculationBalanceOfFirstPeriodN
41644LegStreamCalculationCorrectionPeriodNConditionally required when LegStreamCalculationCorrectionUnit(41645) is specified.
41645LegStreamCalculationCorrectionUnitNConditionally required when LegStreamCalculationCorrectionPeriod(41644) is specified.

LegStreamCommodity

TagNameReq’dDescription
41648LegStreamCommodityBaseN
41649LegStreamCommodityTypeN
41650LegStreamCommoditySecurityIDNConditionally required when LegStreamCommoditySecurityIDSource(41651) is specified.
41651LegStreamCommoditySecurityIDSourceNConditionally required when LegStreamCommoditySecurityID(41650) is specified.
ComponentLegStreamCommodityAltIDGrpN
41652LegStreamCommodityDescN
41653EncodedLegStreamCommodityDescLenNMust be set if EncodedLegStreamCommodityDesc(41654) field is specified and must immediately precede it.
41654EncodedLegStreamCommodityDescNEncoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding(347) field.
42588LegStreamCommodityDeliveryPricingRegionNMay 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).
ComponentLegStreamAssetAttributeGrpN
41655LegStreamCommodityUnitOfMeasureN
41656LegStreamCommodityCurrencyN
41657LegStreamCommodityExchangeN
41658LegStreamCommodityRateSourceN
41659LegStreamCommodityRateReferencePageN
41660LegStreamCommodityRateReferencePageHeadingN
41661LegStreamDataProviderN
ComponentLegStreamCommodityDataSourceGrpN
41662LegStreamCommodityPricingTypeN
41663LegStreamCommodityNearbySettlDayPeriodNConditionally required when LegStreamCommodityNearbySettlDayUnit(41664) is specified.
41664LegStreamCommodityNearbySettlDayUnitNConditionally required when LegStreamCommodityNearbySettlDayPeriod(41663) is specified.
41665LegStreamCommoditySettlDateUnadjustedN
41666LegStreamCommoditySettlDateBusinessDayConventionNWhen specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date.
ComponentLegStreamCommoditySettlBusinessCenterGrpNWhen specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date.
41667LegStreamCommoditySettlDateAdjustedN
41668LegStreamCommoditySettlMonthN
41669LegStreamCommoditySettlDateRollPeriodNConditionally required when LegStreamCommoditySettlDateRollUnit(41670) is specified.
41670LegStreamCommoditySettlDateRollUnitNConditionally required when LegStreamCommoditySettlDateRollPeriod(41669) is specified.
41671LegStreamCommoditySettlDayTypeN
ComponentLegStreamCommoditySettlPeriodGrpN
41672LegStreamCommodityXIDN
41673LegStreamCommodityXIDRefN

LegStreamCommodityAltIDGrp

TagNameReq’dDescription
41674NoLegStreamCommodityAltIDsN
→41675LegStreamCommodityAltIDNRequired if NoLegStreamCommodityAltIDs(41674) > 0.
→41676LegStreamCommodityAltIDSourceNRequired if NoLegStreamCommodityAltIDs(41674) > 0.

LegStreamCommodityDataSourceGrp

TagNameReq’dDescription
41677NoLegStreamCommodityDataSourcesN
→41678LegStreamCommodityDataSourceIDNRequired if NoLegStreamCommodityDataSources(41677) > 0.
→41679LegStreamCommodityDataSourceIDTypeNRequired if NoLegStreamCommodityDataSources(41677) > 0.

LegStreamCommoditySettlBusinessCenterGrp

TagNameReq’dDescription
41646NoLegStreamCommoditySettlBusinessCentersN
→41647LegStreamCommoditySettlBusinessCenterNRequired if NoLegStreamCommoditySettlementBusinessCenters(41646) > 0.

LegStreamCommoditySettlDayGrp

TagNameReq’dDescription
41680NoLegStreamCommoditySettlDaysN
→41681LegStreamCommoditySettlDayNRequired if NoLegStreamCommoditySettlementDays(41680) > 0.
→41682LegStreamCommoditySettlTotalHoursN
ComponentLegStreamCommoditySettlTimeGrpN

LegStreamCommoditySettlPeriodGrp

TagNameReq’dDescription
41686NoLegStreamCommoditySettlPeriodsN
→41687LegStreamCommoditySettlCountryNRequired if NoLegStreamCommoditySettlPeriods(41686) > 0.
→41688LegStreamCommoditySettlTimeZoneN
→41689LegStreamCommoditySettlFlowTypeN
→41690LegStreamCommoditySettlPeriodNotionalN
→41691LegStreamCommoditySettlPeriodNotionalUnitOfMeasureN
→41692LegStreamCommoditySettlPeriodFrequencyPeriodNConditionally required when LegStreamCommoditySettlPeriodFrequencyUnit(41693) is specified.
→41693LegStreamCommoditySettlPeriodFrequencyUnitNConditionally required when LegStreamCommoditySettlPeriodFrequencyPeriod(41692) is specified.
→41694LegStreamCommoditySettlPeriodPriceN
→41695LegStreamCommoditySettlPeriodPriceUnitOfMeasureN
→41696LegStreamCommoditySettlPeriodPriceCurrencyN
→41697LegStreamCommoditySettlHolidaysProcessingInstructionN
ComponentLegStreamCommoditySettlDayGrpN
→41698LegStreamCommoditySettlPeriodXIDN
→41699LegStreamCommoditySettlPeriodXIDRefN

LegStreamCommoditySettlTimeGrp

TagNameReq’dDescription
41683NoLegStreamCommoditySettlTimesN
→41684LegStreamCommoditySettlStartNRequired if NoLegStreamCommoditySettlTimes(41683) > 0.
→41685LegStreamCommoditySettlEndNRequired if NoLegStreamCommoditySettlTimes(41683) > 0.
→41935LegStreamCommoditySettlTimeTypeNMay be defaulted to market convention or bilaterally agreed if not specified.

LegStreamEffectiveDate

TagNameReq’dDescription
40249LegStreamEffectiveDateUnadjustedN
40250LegStreamEffectiveDateBusinessDayConventionNWhen 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.
ComponentLegStreamEffectiveDateBusinessCenterGrpNWhen 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.
40252LegStreamEffectiveDateRelativeToN
40253LegStreamEffectiveDateOffsetPeriodNConditionally required when LegPaymentStreamEffectiveDateOffsetUnit(40254) is specified.
40254LegStreamEffectiveDateOffsetUnitNConditionally required when LegPaymentStreamEffectiveDateOffsetPeriod(40253) is specified.
40255LegStreamEffectiveDateOffsetDayTypeN
40256LegStreamEffectiveDateAdjustedN

LegStreamEffectiveDateBusinessCenterGrp

TagNameReq’dDescription
40942NoLegStreamEffectiveDateBusinessCentersN
→40251LegStreamEffectiveDateBusinessCenterNRequired if NoLegStreamEffectiveDateBusinessCenters(40942) > 0.

LegStreamFirstPeriodStartDateBusinessCenterGrp

TagNameReq’dDescription
40941NoLegStreamFirstPeriodStartDateBusinessCentersN
→40269LegStreamFirstPeriodStartDateBusinessCenterNRequired if NoLegStreamFirstPeriodStartDateBusinessCenters(40941) > 0.

LegStreamGrp

TagNameReq’dDescription
40241NoLegStreamsN
→40242LegStreamTypeNRequired if NoLegStreams(40241) > 0.
→41700LegStreamXIDN
→40243LegStreamDescN
→42583LegStreamVersionN
→42584LegStreamVersionEffectiveDateN
→40244LegStreamPaySideN
→40245LegStreamReceiveSideN
→41702LegStreamNotionalXIDRefN
→40246LegStreamNotionalN
→40247LegStreamCurrencyN
→42585LegStreamNotionalDeterminationMethodN
→42586LegStreamNotionalAdjustmentsN
→41703LegStreamNotionalFrequencyPeriodNConditionally required when LegStreamNotionalFrequencyUnit(41704) is specified.
→41704LegStreamNotionalFrequencyUnitNConditionally required when LegStreamNotionalFrequencyPeriod(41703) is specified.
→41705LegStreamNotionalCommodityFrequencyN
→41706LegStreamNotionalUnitOfMeasureN
→41707LegStreamTotalNotionalN
→41708LegStreamTotalNotionalUnitOfMeasureN
ComponentLegStreamCommodityN
ComponentLegStreamEffectiveDateN
ComponentLegStreamTerminationDateN
ComponentLegStreamCalculationPeriodDatesN
ComponentLegPaymentStreamN
ComponentLegPaymentScheduleGrpN
ComponentLegPaymentStubGrpN
ComponentLegDeliveryStreamN
ComponentLegDeliveryScheduleGrpN
→40248LegStreamTextN
→40978EncodedLegStreamTextLenNMust be set if EncodedLegStreamText(40979) field is specified and must immediately precede it.
→40979EncodedLegStreamTextNEncoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding(347) field.

LegStreamTerminationDate

TagNameReq’dDescription
40257LegStreamTerminationDateUnadjustedN
40258LegStreamTerminationDateBusinessDayConventionNWhen 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.
ComponentLegStreamTerminationDateBusinessCenterGrpNWhen 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.
40260LegStreamTerminationDateRelativeToN
40261LegStreamTerminationDateOffsetPeriodNConditionally required when LegStreamTerminationDateOffsetUnit(40262) is specified.
40262LegStreamTerminationDateOffsetUnitNConditionally required when LegStreamTerminationDateOffsetPeriod(40261) is specified.
40263LegStreamTerminationDateOffsetDayTypeN
40264LegStreamTerminationDateAdjustedN

LegStreamTerminationDateBusinessCenterGrp

TagNameReq’dDescription
40943NoLegStreamTerminationDateBusinessCentersN
→40259LegStreamTerminationDateBusinessCenterNRequired if NoLegStreamTerminationDateBusinessCenters(40943) > 0.

LimitAmts

TagNameReq’dDescription
1630NoLimitAmtsN
→1631LimitAmtTypeNRequired when NoLimitAmts > 0
→1632LastLimitAmtNEither LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0.
→1633LimitAmtRemainingNEither LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0.
→2394LimitUtilizationAmtNEither LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0.
→2395LimitAmtN
→1634LimitAmtCurrencyN
→2396LimitRoleN

MarketDisruption

TagNameReq’dDescription
41087MarketDisruptionProvisionN
ComponentMarketDisruptionEventGrpN
41088MarketDisruptionFallbackProvisionN
ComponentMarketDisruptionFallbackGrpN
ComponentMarketDisruptionFallbackReferencePriceGrpN
41089MarketDisruptionMaximumDaysN
41090MarketDisruptionMaterialityPercentageNIf specified, the disruption event should be specified in MarketDisruptionEventGrp.
41091MarketDisruptionMinimumFuturesContractsNApplicable only when MarketDisruptionEvent(41093)=’DeMinimisTrading’.

MarketDisruptionEventGrp

TagNameReq’dDescription
41092NoMarketDisruptionEventsN
→41093MarketDisruptionEventNRequired if NoMarketDisruptionEvents(41092) > 0.
→40991MarketDisruptionValueN

MarketDisruptionFallbackGrp

TagNameReq’dDescription
41094NoMarketDisruptionFallbacksN
→41095MarketDisruptionFallbackTypeNRequired if NoMarketDisruptionFallbacks(41094) > 0.
The sequence of entries specifies the order in which the fallback provisions should be applied.
→40992MarketDisruptionFallbackValueN

MarketDisruptionFallbackReferencePriceGrp

TagNameReq’dDescription
41096NoMarketDisruptionFallbackReferencePricesN
→41097MarketDisruptionFallbackUnderlierTypeNRequired if NoMarketDisruptionFallbackReferencePrices(41096) > 0.
→41098MarketDisruptionFallbackUnderlierSecurityIDNConditionally required when MarketDisruptionFallbackUnderlyerSecurityIDSource(41099) is specified.
→41099MarketDisruptionFallbackUnderlierSecurityIDSourceNConditionally required when MarketDisruptionFallbackUnderlierSecurityID(41098) is specified.
→41100MarketDisruptionFallbackUnderlierSecurityDescN
→41101EncodedMarketDisruptionFallbackUnderlierSecurityDescLenNMust be set if EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field is specified and must immediately precede it
→41102EncodedMarketDisruptionFallbackUnderlierSecurityDescNEncoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding(347) field.
→41103MarketDisruptionFallbackOpenUnitsN
→41104MarketDisruptionFallbackBasketCurrencyN
→41105MarketDisruptionFallbackBasketDivisorN

MatchingInstructions

TagNameReq’dDescription
1624NoMatchInstN
→1625MatchInstNRequired if NoMatchInst > 0.
→1673MatchInstMarketIDN
→1626MatchAttribTagIDNRequired if NoMatchInst > 0.
→1627MatchAttribValueNRequired if NoMatchInst > 0.

MiscFeesGrp

TagNameReq’dDescription
136NoMiscFeesN
→137MiscFeeAmtNRequired if NoMiscFees(136) > 0.
→138MiscFeeCurrN
→139MiscFeeTypeNRequired if NoMiscFees(136) > 0.
→2712MiscFeeQualifierN
ComponentMiscFeesSubGrpN
→891MiscFeeBasisN
→2216MiscFeeRateN
→2217MiscFeeAmountDueN
→2713MiscFeeDescN

MiscFeesSubGrp

TagNameReq’dDescription
2633NoMiscFeeSubTypesN
→2634MiscFeeSubTypeNRequired if NoMiscFeeSubTypes(2633) > 0.
→2635MiscFeeSubTypeAmtN
→2636MiscFeeSubTypeDescN
→2637EncodedMiscFeeSubTypeDescLenNMust be set if EncodedMiscFeeSubTypeDesc(2638) field is specified and must immediately precede it.
→2638EncodedMiscFeeSubTypeDescNEncoded (non-ASCII characters) representation of the MiscFeeSubTypeDesc(2636) field in the encoded format specified via the MessageEncoding(347) field.

NestedParties

TagNameReq’dDescription
539NoNestedPartyIDsN
→524NestedPartyIDNUsed to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.
→525NestedPartyIDSourceNUsed to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.
→538NestedPartyRoleNIdentifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.
→2384NestedPartyRoleQualifierN
ComponentNstdPtysSubGrpNRepeating group of NestedParty sub-identifiers.

NestedParties2

TagNameReq’dDescription
756NoNested2PartyIDsN
→757Nested2PartyIDNUsed to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0.
→758Nested2PartyIDSourceNUsed to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0.
→759Nested2PartyRoleNIdentifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0.
→2381Nested2PartyRoleQualifierN
ComponentNstdPtys2SubGrpNRepeating group of Nested2Party sub-identifiers.

NestedParties3

TagNameReq’dDescription
948NoNested3PartyIDsN
→949Nested3PartyIDNUsed to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0.
→950Nested3PartyIDSourceNUsed to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0.
→951Nested3PartyRoleNIdentifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0.
→2382Nested3PartyRoleQualifierN
ComponentNstdPtys3SubGrpNRepeating group of Nested3Party sub-identifiers.

NstdPtys2SubGrp

TagNameReq’dDescription
806NoNested2PartySubIDsN
→760Nested2PartySubIDN
→807Nested2PartySubIDTypeN

NstdPtys3SubGrp

TagNameReq’dDescription
952NoNested3PartySubIDsN
→953Nested3PartySubIDN
→954Nested3PartySubIDTypeN

NstdPtysSubGrp

TagNameReq’dDescription
804NoNestedPartySubIDsN
→545NestedPartySubIDN
→805NestedPartySubIDTypeN

OptionExercise

TagNameReq’dDescription
41106ExerciseDescN
41107EncodedExerciseDescLenNMust be set if EncodedExerciseDesc(41108) field is specified and must immediately precede it.
41108EncodedExerciseDescNEncoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding(347) field.
41109AutomaticExerciseIndicatorN
41110AutomaticExerciseThresholdRateN
41111ExerciseConfirmationMethodN
41112ManualNoticeBusinessCenterN
41113FallbackExerciseIndicatorN
41114LimitedRightToConfirmIndicatorN
41115ExerciseSplitTicketIndicatorN
42590SettlMethodElectingPartySideN
ComponentSettlMethodElectionDateN
ComponentOptionExerciseDatesN
ComponentOptionExerciseExpirationN
ComponentOptionExerciseMakeWholeProvisionN

OptionExerciseBusinessCenterGrp

TagNameReq’dDescription
41116NoOptionExerciseBusinessCentersN
→41117OptionExerciseBusinessCenterNRequired if NoOptionExerciseBusinessCenters(41116) > 0.

OptionExerciseDateGrp

TagNameReq’dDescription
41137NoOptionExerciseDatesN
→41138OptionExerciseDateNRequired if NoOptionExerciseDates(41137) > 0.
→41139OptionExerciseDateTypeNWhen specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

OptionExerciseDates

TagNameReq’dDescription
41118OptionExerciseBusinessDayConventionNWhen 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.
ComponentOptionExerciseBusinessCenterGrpNWhen 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.
ComponentOptionExerciseDateGrpN
41119OptionExerciseEarliestDateOffsetDayTypeN
41120OptionExerciseEarliestDateOffsetPeriodNConditionally required when OptionExerciseEarliestDateUnit(41121) is specified.
41121OptionExerciseEarliestDateOffsetUnitNConditionally required when OptionExerciseEarliestDatePeriod(41120) is specified.
41122OptionExerciseFrequencyPeriodNConditionally required when OptionExerciseFrequencyUnit(41123) is specified.
41123OptionExerciseFrequencyUnitNConditionally required when OptionExerciseFrequencyPeriod(41122) is specified.
41124OptionExerciseStartDateUnadjustedN
41125OptionExerciseStartDateRelativeToN
41126OptionExerciseStartDateOffsetPeriodNConditionally required when OptionExerciseStartDateOffsetUnit(41127) is specified.
41127OptionExerciseStartDateOffsetUnitNConditionally required when OptionExerciseStartDateOffsetPeriod(41126) is specified.
41128OptionExerciseStartDateOffsetDayTypeN
41129OptionExerciseStartDateAdjustedN
41130OptionExerciseSkipN
41131OptionExerciseNominationDeadlineN
41132OptionExerciseFirstDateUnadjustedN
41133OptionExerciseLastDateUnadjustedN
41134OptionExerciseEarliestTimeN
41135OptionExerciseLatestTimeN
41136OptionExerciseTimeBusinessCenterN

OptionExerciseExpiration

TagNameReq’dDescription
41142OptionExerciseExpirationDateBusinessDayConventionNWhen 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.
ComponentOptionExerciseExpirationDateBusinessCenterGrpNWhen 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.
ComponentOptionExerciseExpirationDateGrpN
41143OptionExerciseExpirationDateRelativeToN
41144OptionExerciseExpirationDateOffsetPeriodNConditionally required when OptionExerciseExpirationDateOffsetUnit(41145) is specified.
41145OptionExerciseExpirationDateOffsetUnitNConditionally required when OptionExerciseExpirationDateOffsetPeriod(41144) is specified.
41146OptionExerciseExpirationFrequencyPeriodNConditionally required when OptionExerciseExpirationFrequencyUnit(41147) is specified.
41147OptionExerciseExpirationFrequencyUnitNConditionally required when OptionExerciseExpirationFrequencyPeriod(41146) is specified.
41148OptionExerciseExpirationRollConventionNWhen 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.
41149OptionExerciseExpirationDateOffsetDayTypeN
41150OptionExerciseExpirationTimeN
41151OptionExerciseExpirationTimeBusinessCenterN

OptionExerciseExpirationDateBusinessCenterGrp

TagNameReq’dDescription
41140NoOptionExerciseExpirationDateBusinessCentersN
→41141OptionExerciseExpirationDateBusinessCenterNRequired if NoOptionExerciseExpirationDateBusinessCenters(41140) > 0.

OptionExerciseExpirationDateGrp

TagNameReq’dDescription
41152NoOptionExerciseExpirationDatesN
→41153OptionExerciseExpirationDateNRequired if NoOptionExpirationDates(41152) > 0.
→41154OptionExerciseExpirationDateTypeNWhen specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

OptionExerciseMakeWholeProvision

TagNameReq’dDescription
42591MakeWholeDateN
42592MakeWholeAmountN
42593MakeWholeBenchmarkCurveNameN
42594MakeWholeBenchmarkCurvePointN
42595MakeWholeRecallSpreadN
42596MakeWholeBenchmarkQuoteN
42597MakeWholeInterpolationMethodN

OrderAttributeGrp

TagNameReq’dDescription
2593NoOrderAttributesN
→2594OrderAttributeTypeNRequired if NoOrderAttributes(2593) > 0.
→2595OrderAttributeValueNRequired if NoOrderAttributes(2593) > 0.

OrderQtyData

TagNameReq’dDescription
38OrderQtyNOne 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.
152CashOrderQtyNOne 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.
516OrderPercentNFor 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.
468RoundingDirectionNFor CIV – Optional
469RoundingModulusNFor CIV – Optional

Parties

TagNameReq’dDescription
453NoPartyIDsN
→448PartyIDNRequired if NoPartyIDs(453) > 0.
Identification of the party.
→447PartyIDSourceNRequired if NoPartyIDs(453) > 0.
Used to identify classification source.
→452PartyRoleNRequired if NoPartyIDs(453) > 0.
Identifies the type of PartyID(448).
→2376PartyRoleQualifierN
ComponentPtysSubGrpNRepeating group of Party sub-identifiers.

PartyDetailAltIDGrp

TagNameReq’dDescription
1516NoPartyDetailAltIDN
→1517PartyDetailAltIDNRequired when NoPartyDetailAltID > 0.
→1518PartyDetailAltIDSourceNRequired when NoPartyDetailAltID > 0.
ComponentPartyDetailAltSubGrpN

PartyDetailAltSubGrp

TagNameReq’dDescription
1519NoPartyDetailAltSubIDsN
→1520PartyDetailAltSubIDNRequired when NoPartyDetailAltSubIDs > 0.
→1521PartyDetailAltSubIDTypeNRequired when NoPartyDetailAltSubIDs > 0.

PartyDetailGrp

TagNameReq’dDescription
1671NoPartyDetailsN
→1691PartyDetailIDNThe identification of the party. Required when NoPartyDetails(1671) > 0.
→1692PartyDetailIDSourceNUsed to identify source of PartyID value (e.g. BIC). Required when NoPartyDetails(1671) > 0.
→1693PartyDetailRoleNIdentifies the type of PartyID (e.g. Executing Broker). Required when NoPartyDetails(1671) > 0.
→1674PartyDetailRoleQualifierN
ComponentPartyDetailSubGrpN
ComponentPartyDetailAltIDGrpNOptionally used to specify alternate IDs to identify the party specified.
ComponentRelatedPartyDetailGrpNMay not be specified in PartyDetailsListUpdateReport(35=CK) if ListUpdateAction(1324) = D(Delete)
→1672PartyDetailStatusN

PartyDetailSubGrp

TagNameReq’dDescription
1694NoPartyDetailSubIDsN
→1695PartyDetailSubIDNRequired when NoPartyDetailSubIDs > 0.
→1696PartyDetailSubIDTypeNRequired when NoPartyDetailSubIDs > 0.

PartyRelationshipGrp

TagNameReq’dDescription
1514NoPartyRelationshipsN
→1515PartyRelationshipNIdentifies the type of party relationship requested. Required if NoPartyRelationships > 0.

PaymentBusinessCenterGrp

TagNameReq’dDescription
40944NoPaymentBusinessCentersN
→40221PaymentBusinessCenterNRequired if NoPaymentBusinessCenters(40944) > 0.

PaymentGrp

TagNameReq’dDescription
40212NoPaymentsN
→40213PaymentTypeNRequired if NoPayments(40212) > 0.
→40993PaymentSubTypeN
→40214PaymentPaySideN
→40215PaymentReceiveSideN
→43087PaymentDescN
→40216PaymentCurrencyN
→40217PaymentAmountNEither PaymentAmount(40217), PaymentFixedRate(43097) or PaymentRFloatingRateIndex(43098) must be specified.
→42598PaymentAmountRelativeToN
→42599PaymentAmountDeterminationMethodN
→43097PaymentFixedRateNEither PaymentAmount(40217), PaymentFixedRate(43097) or PaymentFloatingRateIndex(43098) must be specified.
→43098PaymentFloatingRateIndexNEither PaymentAmount(40217), PaymentFixedRate(43097) or PaymentFloatingRateIndex(43098) must be specified.
→43100PaymentFloatingRateIndexCurveUnitNConditionally required when PaymentFloatingRateIndexCurvePeriod(43099) is specified.
→43099PaymentFloatingRateIndexCurvePeriodNConditionally required when PaymentFloatingRateIndexCurveUnit(43100) is specified.
→43101PaymentFloatingRateSpreadNConditionally 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.
→43105PaymentRateResetFrequencyUnitNConditionally required when PaymentRateResetFrequencyPeriod(43104) is specified.
→43104PaymentRateResetFrequencyPeriodNConditionally required when PaymentRateResetFrequencyUnit(43105) is specified.
→43103PaymentFrequencyUnitNConditionally required when PaymentFrequencyPeriod(43102) is specified.
→43102PaymentFrequencyPeriodNConditionally required when PaymentFrequencyUnitPeriod(43103) is specified.
→40218PaymentPriceN
→40919PaymentPriceTypeN
→41155PaymentUnitOfMeasureN
→40219PaymentDateUnadjustedN
→40220PaymentBusinessDayConventionNWhen 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.
ComponentPaymentBusinessCenterGrpNWhen 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.
→41156PaymentDateRelativeToN
→41157PaymentDateOffsetPeriodNConditionally required when PaymentDateOffsetUnit(41158) is specified.
→41158PaymentDateOffsetUnitNConditionally required when PaymentDateOffsetPeriod(41157) is specified.
→41159PaymentDateOffsetDayTypeN
→40222PaymentDateAdjustedN
→41160PaymentForwardStartTypeN
→40224PaymentDiscountFactorN
→40225PaymentPresentValueAmountN
→40226PaymentPresentValueCurrencyN
→40227PaymentSettlStyleN
→492PaymentMethodN
ComponentPaymentSettlGrpN
→41304PaymentLegRefIDNUsed to link a payment back to its parent InstrumentLeg by using the same value as the parent’s LegID(1788).
→40229PaymentTextN
→40984EncodedPaymentTextLenNMust be set if EncodedPaymentText(40985) field is specified and must immediately precede it.
→40985EncodedPaymentTextNEncoded (non-ASCII characters) representation of the PaymentText(40229) field in the encoded format specified via the MessageEncoding(347) field.

PaymentScheduleFixingDateBusinessCenterGrp

TagNameReq’dDescription
40977NoPaymentScheduleFixingDateBusinessCentersN
→40854PaymentScheduleFixingDateBusinessCenterNRequired if NoPaymentScheduleFixingDateBusinessCenters(40944) > 0.

PaymentScheduleFixingDayGrp

TagNameReq’dDescription
41161NoPaymentScheduleFixingDaysN
→41162PaymentScheduleFixingDayOfWeekNRequired if NoPaymentScheduleFixingDays(41161) > 0.
→41163PaymentScheduleFixingDayNumberN

PaymentScheduleGrp

TagNameReq’dDescription
40828NoPaymentSchedulesN
→40829PaymentScheduleTypeNRequired if NoPaymentSchedules(40828) > 0.
→41164PaymentScheduleXIDN
→41165PaymentScheduleXIDRefN
→40830PaymentScheduleStubTypeN
→40831PaymentScheduleStartDateUnadjustedN
→40832PaymentScheduleEndDateUnadjustedN
→40833PaymentSchedulePaySideN
→40834PaymentScheduleReceiveSideN
→40835PaymentScheduleNotionalN
→40836PaymentScheduleCurrencyN
→40837PaymentScheduleRateN
→40838PaymentScheduleRateMultiplierN
→40839PaymentScheduleRateSpreadN
→41166PaymentScheduleRateCurrencyN
→41167PaymentScheduleRateUnitOfMeasureN
→41168PaymentScheduleRateConversionFactorN
→41169PaymentScheduleRateSpreadTypeN
→40840PaymentScheduleRateSpreadPositionTypeN
→40841PaymentScheduleRateTreatmentN
→40842PaymentScheduleFixedAmountN
→40843PaymentScheduleFixedCurrencyN
→41170PaymentScheduleSettlPeriodPriceN
→41171PaymentScheduleSettlPeriodPriceCurrencyN
→41172PaymentScheduleSettlPeriodPriceUnitOfMeasureN
→41173PaymentScheduleStepUnitOfMeasureN
→40844PaymentScheduleStepFrequencyPeriodNConditionally required when PaymentScheduleStepFrequencyUnit(40845) is specified.
→40845PaymentScheduleStepFrequencyUnitNConditionally required when PaymentScheduleStepFrequencyPeriod(40844) is specified.
→40846PaymentScheduleStepOffsetValueN
→40847PaymentScheduleStepRateN
→40848PaymentScheduleStepOffsetRateN
→40849PaymentScheduleStepRelativeToN
ComponentPaymentScheduleRateSourceGrpN
→40850PaymentScheduleFixingDateUnadjustedN
→40851PaymentScheduleWeightN
→40852PaymentScheduleFixingDateRelativeToN
→40853PaymentScheduleFixingDateBusinessDayConventionNWhen 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.
ComponentPaymentScheduleFixingDateBusinessCenterGrpNWhen 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.
→40855PaymentScheduleFixingDateOffsetPeriodNConditionally required when PaymentScheduleFixingDateOffsetUnit(40856) is specified.
→40856PaymentScheduleFixingDateOffsetUnitNConditionally required when PaymentScheduleFixingDateOffsetPeriod(40855) is specified.
→40857PaymentScheduleFixingDateOffsetDayTypeN
→41174PaymentScheduleFixingDayDistributionN
→41175PaymentScheduleFixingDayCountN
→40858PaymentScheduleFixingDateAdjustedN
ComponentPaymentScheduleFixingDayGrpN
→41176PaymentScheduleFixingLagPeriodNConditionally required when PaymentScheduleFixingLagUnit(41177) is specified.
→41177PaymentScheduleFixingLagUnitNConditionally required when PaymentScheduleFixingLagPeriod(41176) is specified.
→41178PaymentScheduleFixingFirstObservationDateOffsetPeriodNConditionally required when PaymentScheduleFixingFirstObservationDateOffsetUnit(41179) is specified.
→41179PaymentScheduleFixingFirstObservationDateOffsetUnitNConditionally required when PaymentScheduleFixingFirstObservationDateOffsetPeriod(41178) is specified.
→40859PaymentScheduleFixingTimeN
→40860PaymentScheduleFixingTimeBusinessCenterN
→40861PaymentScheduleInterimExchangePaymentDateRelativeToN
→40862PaymentScheduleInterimExchangeDatesBusinessDayConventionNWhen 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.
ComponentPaymentScheduleInterimExchangeDateBusinessCenterGrpNWhen 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.
→40864PaymentScheduleInterimExchangeDatesOffsetPeriodNConditionally required when PaymentScheduleInterimExchangeDatesOffsetUnit(40865) is specified.
→40865PaymentScheduleInterimExchangeDatesOffsetUnitNConditionally required when PaymentScheduleInterimExchangeDatesOffsetPeriod(40864) is specified.
→40866PaymentScheduleInterimExchangeDatesOffsetDayTypeN
→40867PaymentScheduleInterimExchangeDateAdjustedN

PaymentScheduleInterimExchangeDateBusinessCenterGrp

TagNameReq’dDescription
40945NoPaymentScheduleInterimExchangeDateBusinessCentersN
→40863PaymentScheduleInterimExchangeDatesBusinessCenterNRequired if NoPaymentScheduleInterimExchangeDateBusinessCenters(40945) > 0.

PaymentScheduleRateSourceGrp

TagNameReq’dDescription
40868NoPaymentScheduleRateSourcesN
→40869PaymentScheduleRateSourceNRequired if NoPaymentScheduleRateSources(40868) > 0.
→40870PaymentScheduleRateSourceTypeNRequired if NoPaymentScheduleRateSources(40868) > 0.
→40871PaymentScheduleReferencePageNConditionally required when PaymentScheduleRateSource(40869) = 99 (Other)

PaymentSettlGrp

TagNameReq’dDescription
40230NoPaymentSettlsN
→40231PaymentSettlAmountNRequired if NoPaymentSettls(40230) > 0.
→40232PaymentSettlCurrencyN
ComponentPaymentSettlPartiesN

PaymentSettlParties

TagNameReq’dDescription
40233NoPaymentSettlPartyIDsN
→40234PaymentSettlPartyIDNRequired if NoPaymentSettlPartyIDs(40233) > 0.
→40235PaymentSettlPartyIDSourceNRequired if NoPaymentSettlPartyIDs(40233) > 0.
→40236PaymentSettlPartyRoleNRequired if NoPaymentSettlPartyIDs(40233) > 0.
→40237PaymentSettlPartyRoleQualifierN
ComponentPaymentSettlPtysSubGrpN

PaymentSettlPtysSubGrp

TagNameReq’dDescription
40238NoPaymentSettlPartySubIDsN
→40239PaymentSettlPartySubIDNRequired if NoPaymentSettlPartySubIDs(40238) > 0.
→40240PaymentSettlPartySubIDTypeNRequired if NoPaymentSettlPartySubIDs(40238) > 0.

PaymentStream

TagNameReq’dDescription
40738PaymentStreamTypeN
40739PaymentStreamMarketRateN
40740PaymentStreamDelayIndicatorN
42600PaymentStreamCashSettlIndicatorN
40741PaymentStreamSettlCurrencyN
40742PaymentStreamDayCountN
43106PaymentStreamOtherDayCountNMay be used to specify a count method not listed in PaymentStreamDayCount(40742).
40743PaymentStreamAccrualDaysN
40744PaymentStreamDiscountTypeN
40745PaymentStreamDiscountRateN
40746PaymentStreamDiscountRateDayCountN
40747PaymentStreamCompoundingMethodN
42601PaymentStreamCompoundingXIDRefNMutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingFloatingRate component.
42602PaymentStreamCompoundingSpreadN
42603PaymentStreamInterpolationMethodN
42604PaymentStreamInterpolationPeriodN
40748PaymentStreamInitialPrincipalExchangeIndicatorN
40749PaymentStreamInterimPrincipalExchangeIndicatorN
40750PaymentStreamFinalPrincipalExchangeIndicatorN
41180PaymentStreamFlatRateIndicatorN
41181PaymentStreamFlatRateAmountN
41182PaymentStreamFlatRateCurrencyN
41183PaymentStreamMaximumPaymentAmountN
41184PaymentStreamMaximumPaymentCurrencyN
41185PaymentStreamMaximumTransactionAmountN
41186PaymentStreamMaximumTransactionCurrencyN
ComponentPaymentStreamPaymentDatesN
ComponentPaymentStreamResetDatesN
ComponentPaymentStreamFixedRateN
ComponentPaymentStreamFloatingRateN
42605PaymentStreamCompoundingFixedRateNMutually exclusive with PaymentStreamCompoundingXIDRef(42601) or the PaymentStreamCompoundingFloatingRate component.
ComponentPaymentStreamCompoundingFloatingRateNMutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingXIDRef(42601).
ComponentPaymentStreamCompoundingDatesN
ComponentPaymentStreamNonDeliverableSettlTermsN

PaymentStreamCompoundingDateGrp

TagNameReq’dDescription
42606NoPaymentStreamCompoundingDatesN
→42607PaymentStreamCompoundingDateNRequired if NoPaymentStreamCompoundingDates(42606) > 0.
→42608PaymentStreamCompoundingDateTypeNWhen 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

TagNameReq’dDescription
42609PaymentStreamCompoundingDatesBusinessDayConventionNWhen 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.
ComponentPaymentStreamCompoundingDatesBusinessCenterGrpNWhen specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream compounding dates.
ComponentPaymentStreamCompoundingDateGrpN
42610PaymentStreamCompoundingDatesRelativeToN
42611PaymentStreamCompoundingDatesOffsetPeriodNConditionally required when PaymentStreamCompoundingDatesOffsetUnit(42612) is specified.
42612PaymentStreamCompoundingDatesOffsetUnitNConditionally required when PaymentCompoundingDatesOffsetPeriod(42611) is specified.
42613PaymentStreamCompoundingDatesOffsetDayTypeN
42614PaymentStreamCompoundingPeriodSkipN
ComponentPaymentStreamCompoundingStartDateN
ComponentPaymentStreamCompoundingEndDateN
42615PaymentStreamCompoundingFrequencyPeriodNConditionally required when PayamentStreamCompoundingFrequencyUnit(42616) is specified.
42616PaymentStreamCompoundingFrequencyUnitNConditionally required when PayamentStreamCompoundingFrequencyPeriod(42615) is specified.
42617PaymentStreamCompoundingRollConventionNWhen 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.
42618PaymentStreamBoundsFirstDateUnadjustedN
42619PaymentStreamBoundsLastDateUnadjustedN

PaymentStreamCompoundingDatesBusinessCenterGrp

TagNameReq’dDescription
42620NoPaymentStreamCompoundingDatesBusinessCentersN
→42621PaymentStreamCompoundingDatesBusinessCenterNRequired if NoPaymentStreamCompoundingDatesBusinessCenters(42620) > 0.

PaymentStreamCompoundingEndDate

TagNameReq’dDescription
42622PaymentStreamCompoundingEndDateUnadjustedN
42623PaymentStreamCompoundingEndDateRelativeToN
42624PaymentStreamCompoundingEndDateOffsetPeriodNConditionally required when PaymentStreamCompoundingEndDateOffsetUnit(42625) is specified.
42625PaymentStreamCompoundingEndDateOffsetUnitNConditionally required when PaymentStreamCompoundingEndDateOffsetPeriod(42624) is specified.
42626PaymentStreamCompoundingEndDateOffsetDayTypeN
42627PaymentStreamCompoundingEndDateAdjustedN

PaymentStreamCompoundingFloatingRate

TagNameReq’dDescription
42628PaymentStreamCompoundingRateIndexN
42629PaymentStreamCompoundingRateIndexCurvePeriodNConditionally required if PaymentStreamCompoundingRateIndexCurveUnit(42630) is specified.
42630PaymentStreamCompoundingRateIndexCurveUnitNConditionally required if PaymentStreamCompoundingRateIndexCurvePeriod(42629) is specified.
42631PaymentStreamCompoundingRateMultiplierN
42632PaymentStreamCompoundingRateSpreadN
42633PaymentStreamCompoundingRateSpreadPositionTypeN
42634PaymentStreamCompoundingRateTreatmentN
42635PaymentStreamCompoundingCapRateN
42636PaymentStreamCompoundingCapRateBuySideN
42637PaymentStreamCompoundingCapRateSellSideN
42638PaymentStreamCompoundingFloorRateN
42639PaymentStreamCompoundingFloorRateBuySideN
42640PaymentStreamCompoundingFloorRateSellSideN
42641PaymentStreamCompoundingInitialRateN
42642PaymentStreamCompoundingFinalRateRoundingDirectionN
42643PaymentStreamCompoundingFinalRatePrecisionN
42644PaymentStreamCompoundingAveragingMethodN
42645PaymentStreamCompoundingNegativeRateTreatmentN

PaymentStreamCompoundingStartDate

TagNameReq’dDescription
42646PaymentStreamCompoundingStartDateUnadjustedN
42647PaymentStreamCompoundingStartDateRelativeToN
42648PaymentStreamCompoundingStartDateOffsetPeriodNConditionally required when PaymentStreamCompoundingStartDateOffsetUnit(42649) is specified.
42649PaymentStreamCompoundingStartDateOffsetUnitNConditionally required when PaymentStreamCompoundingStartDateOffsetPeriod(42648) is specified.
42650PaymentStreamCompoundingStartDateOffsetDayTypeN
42651PaymentStreamCompoundingStartDateAdjustedN

PaymentStreamFinalPricePaymentDate

TagNameReq’dDescription
42654PaymentStreamFinalPricePaymentDateUnadjustedN
42655PaymentStreamFinalPricePaymentDateRelativeToN
42656PaymentStreamFinalPricePaymentDateOffsetfPeriodNConditionally required when PaymentStreamFinalPricePaymentDateOffsetUnit(42657) is specified.
42657PaymentStreamFinalPricePaymentDateOffsetUnitNConditionally required when PaymentStreamFinalPricePaymentDateOffsetPeriod(42656) is specified.
42658PaymentStreamFinalPricePaymentDateOffsetDayTypeN
42659PaymentStreamFinalPricePaymentDateAdjustedN

PaymentStreamFixedRate

TagNameReq’dDescription
40784PaymentStreamRateNMutually exclusive with PaymentStreamFixedAmount(40785).
40785PaymentStreamFixedAmountNMutually exclusive with PaymentStreamRate(40784).
40786PaymentStreamRateOrAmountCurrencyN
41187PaymentStreamFixedAmountUnitOfMeasureN
41188PaymentStreamTotalFixedAmountN
40787PaymentStreamFutureValueNotionalN
40788PaymentStreamFutureValueDateAdjustedN
41189PaymentStreamWorldScaleRateN
41190PaymentStreamContractPriceN
41191PaymentStreamContractPriceCurrencyN

PaymentStreamFixingDateBusinessCenterGrp

TagNameReq’dDescription
40950NoPaymentStreamFixingDateBusinessCentersN
→40776PaymentStreamFixingDateBusinessCenterNRequired if NoPaymentStreamFixingDateBusinessCenters(40950) > 0.

PaymentStreamFixingDateGrp

TagNameReq’dDescription
42660NoPaymentStreamFixingDatesN
→42661PaymentStreamFixingDateNRequired if NoPaymentStreamFixingDates(42660) > 0.
→42662PaymentStreamFixingDateTypeNWhen 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

TagNameReq’dDescription
40789PaymentStreamRateIndexN
40790PaymentStreamRateIndexSourceN
43090PaymentStreamRateIndexIDNConditionally required when PaymentStreamRateIndexIDSource(43091) is specified.
43091PaymentStreamRateIndexIDSourceNConditionally required when PaymentStreamRateIndexID(43090) is specified.
40791PaymentStreamRateIndexCurveUnitNConditionally required when PaymentStreamRateIndexCurvePeriod(40792) is specified.
40792PaymentStreamRateIndexCurvePeriodNConditionally required when PaymentStreamRateIndexCurveUnit(40791) is specified.
41194PaymentStreamRateIndex2CurvePeriodNConditionally required when PaymentStreamRateIndexCurveUnit2(41195) is specified.
41195PaymentStreamRateIndex2CurveUnitNConditionally required when PaymentStreamRateIndexCurvePeriod2(41194) is specified.
41196PaymentStreamRateIndexLocationN
41197PaymentStreamRateIndexLevelN
41198PaymentStreamRateIndexUnitOfMeasureN
41199PaymentStreamSettlLevelN
41200PaymentStreamReferenceLevelN
41201PaymentStreamReferenceLevelUnitOfMeasureN
41202PaymentStreamReferenceLevelEqualsZeroIndicatorN
40793PaymentStreamRateMultiplierN
40794PaymentStreamRateSpreadN
41203PaymentStreamRateSpreadCurrencyN
41204PaymentStreamRateSpreadUnitOfMeasureN
41205PaymentStreamRateConversionFactorN
41206PaymentStreamRateSpreadTypeN
40795PaymentStreamRateSpreadPositionTypeN
40796PaymentStreamRateTreatmentN
40797PaymentStreamCapRateN
40798PaymentStreamCapRateBuySideN
40799PaymentStreamCapRateSellSideN
40800PaymentStreamFloorRateN
40801PaymentStreamFloorRateBuySideN
40802PaymentStreamFloorRateSellSideN
40803PaymentStreamInitialRateN
41207PaymentStreamLastResetRateN
41208PaymentStreamFinalRateN
40804PaymentStreamFinalRateRoundingDirectionN
40805PaymentStreamFinalRatePrecisionN
40806PaymentStreamAveragingMethodN
40807PaymentStreamNegativeRateTreatmentN
41209PaymentStreamCalculationLagPeriodNConditionally required when PaymentStreamCalculationLagUnit(41210) is specified.
41210PaymentStreamCalculationLagUnitNConditionally required when PaymentStreamCalculationLagPeriod(41209) is specified.
42663PaymentStreamFirstObservationDateUnadjustedN
42664PaymentStreamFirstObservationDateRelativeToN
42665PaymentStreamFirstObservationDateOffsetDayTypeN
41211PaymentStreamFirstObservationDateOffsetPeriodNConditionally required when PaymentStreamFirstObservationOffsetUnit(41212) is specified.
41212PaymentStreamFirstObservationDateOffsetUnitNConditionally required when PaymentStreamFirstObservationOffsetPeriod(41211) is specified.
42666PaymentStreamFirstObservationDateAdjustedN
41213PaymentStreamPricingDayTypeN
41214PaymentStreamPricingDayDistributionN
41215PaymentStreamPricingDayCountN
41216PaymentStreamPricingBusinessCalendarN
41217PaymentStreamPricingBusinessDayConventionNWhen 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.
ComponentPaymentStreamPricingBusinessCenterGrpNWhen 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.
ComponentPaymentStreamPricingDayGrpN
ComponentPaymentStreamPricingDateGrpN
40808PaymentStreamInflationLagPeriodNConditionally required when PaymentStreamInflationLagUnit(40809) is specified.
40809PaymentStreamInflationLagUnitNConditionally required when PaymentStreamInflationLagPeriod(40808) is specified.
40810PaymentStreamInflationLagDayTypeN
40811PaymentStreamInflationInterpolationMethodN
40812PaymentStreamInflationIndexSourceN
40813PaymentStreamInflationPublicationSourceN
40814PaymentStreamInflationInitialIndexLevelN
40815PaymentStreamInflationFallbackBondApplicableN
40816PaymentStreamFRADiscountingN
42667PaymentStreamUnderlierRefIDN
ComponentPaymentStreamFormulaN
ComponentDividendConditionsN
42668ReturnRateNotionalResetN
ComponentReturnRateGrpN
42669PaymentStreamLinkInitialLevelN
42670PaymentStreamLinkClosingLevelIndicatorN
42671PaymentStreamLinkExpiringLevelIndicatorN
42672PaymentStreamLinkEstimatedTradingDaysN
42673PaymentStreamLinkStrikePriceN
42674PaymentStreamLinkStrikePriceTypeN
42675PaymentStreamLinkMaximumBoundaryN
42676PaymentStreamLinkMinimumBoundaryN
42677PaymentStreamLinkNumberOfDataSeriesN
42678PaymentStreamVarianceUnadjustedCapN
42679PaymentStreamRealizedVarianceMethodN
42680PaymentStreamDaysAdjustmentIndicatorN
42681PaymentStreamNearestExchangeContractRefIDN
42682PaymentStreamVegaNotionalAmountN

PaymentStreamFormula

TagNameReq’dDescription
42686PaymentStreamFormulaCurrencyN
42687PaymentStreamFormulaCurrencyDeterminationMethodN
42688PaymentStreamFormulaReferenceAmountN
ComponentPaymentStreamFormulaMathGrpN
ComponentPaymentStreamFormulaImageN

PaymentStreamFormulaImage

TagNameReq’dDescription
42652PaymentStreamFormulaImageLengthNConditionally required when PaymentStreamFormulaImage(42653) is specified.
42653PaymentStreamFormulaImageNConditionally required when PaymentStreamFormulaImageLength(42652) is specified.

PaymentStreamFormulaMathGrp

TagNameReq’dDescription
42683NoPaymentStreamFormulasN
→42684PaymentStreamFormulaNRequired if NoPaymentStreamFormulas(42683) > 0.
→42685PaymentStreamFormulaDescN

PaymentStreamInitialFixingDateBusinessCenterGrp

TagNameReq’dDescription
40949NoPaymentStreamInitialFixingDateBusinessCentersN
→40769PaymentStreamInitialFixingDateBusinessCenterNRequired if NoPaymentStreamInitialFixindDateBusinessCenters(40949) > 0.

PaymentStreamNonDeliverableFixingDateGrp

TagNameReq’dDescription
40825NoNonDeliverableFixingDatesN
→40826NonDeliverableFixingDateNRequired if NoNonDeliverableFixingDates(40825) > 0.
→40827NonDeliverableFixingDateTypeNWhen specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp

TagNameReq’dDescription
40946NoPaymentStreamNonDeliverableFixingDatesBusinessCentersN
→40819PaymentStreamNonDeliverableFixingDatesBusinessCenterNRequired if NoPaymentStreamNonDeliverableFixingDatesBusinessCenters(40946) > 0.

PaymentStreamNonDeliverableSettlRateSource

TagNameReq’dDescription
40371PaymentStreamNonDeliverableSettlRateSourceN
40372PaymentStreamNonDeliverableSettlReferencePageNConditionally required when PaymentStreamNonDeliverableSettlRateSource(40371) = 3 (ISDA Settlement Rate Option) or 99 (Other).

PaymentStreamNonDeliverableSettlTerms

TagNameReq’dDescription
40817PaymentStreamNonDeliverableRefCurrencyN
40818PaymentStreamNonDeliverableFixingDatesBusinessDayConventionNWhen 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.
ComponentPaymentStreamNonDeliverableFixingDatesBusinessCenterGrpNWhen 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.
40820PaymentStreamNonDeliverableFixingDatesRelativeToN
40821PaymentStreamNonDeliverableFixingDatesOffsetPeriodNConditionally required when PaymentStreamNonDeliverableFixingDatesOffsetUnit(40822) is specified.
40822PaymentStreamNonDeliverableFixingDatesOffsetUnitNConditionally required when PaymentStreamNonDeliverableFixingDatesOffsetPeriod(40821) is specified.
40823PaymentStreamNonDeliverableFixingDatesOffsetDayTypeN
ComponentPaymentStreamNonDeliverableSettlRateSourceN
ComponentPaymentStreamNonDeliverableFixingDateGrpN
ComponentSettlRateDisruptionFallbackGrpN

PaymentStreamPaymentDateBusinessCenterGrp

TagNameReq’dDescription
40947NoPaymentStreamPaymentDateBusinessCentersN
→40752PaymentStreamPaymentDateBusinessCenterNRequired if NoPaymentStreamPaymentDateBusinessCenters(40947) > 0.

PaymentStreamPaymentDateGrp

TagNameReq’dDescription
41220NoPaymentStreamPaymentDatesN
→41221PaymentStreamPaymentDateNRequired if NoPaymentStreamPaymentDates(41220) > 0.
→41222PaymentStreamPaymentDateTypeNWhen specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

PaymentStreamPaymentDates

TagNameReq’dDescription
40751PaymentStreamPaymentDateBusinessDayConventionNWhen 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.
ComponentPaymentStreamPaymentDateBusinessCenterGrpNWhen 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.
ComponentPaymentStreamPaymentDateGrpN
40753PaymentStreamPaymentFrequencyPeriodNConditionally required when PaymentStreamPaymentFrequencyUnit(40754) is specified.
40754PaymentStreamPaymentFrequencyUnitNConditionally required when PaymentStreamPaymentFrequencyPeriod(40753) is specified.
40755PaymentStreamPaymentRollConventionNWhen 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
40756PaymentStreamFirstPaymentDateUnadjustedN
40757PaymentStreamLastRegularPaymentDateUnadjustedN
40758PaymentStreamPaymentDateRelativeToN
40759PaymentStreamPaymentDateOffsetPeriodNConditionally required when PaymentStreamPaymentDateOffsetUnit(40760) is specified.
40760PaymentStreamPaymentDateOffsetUnitNConditionally required when PaymentStreamPaymentDateOffsetPeriod(40759) is specified.
40920PaymentStreamPaymentDateOffsetDayTypeN
41223PaymentStreamMasterAgreementPaymentDatesIndicatorN
ComponentPaymentStreamFinalPricePaymentDateN

PaymentStreamPricingBusinessCenterGrp

TagNameReq’dDescription
41192NoPaymentStreamPricingBusinessCentersN
→41193PaymentStreamPricingBusinessCenterNRequired if NoPaymentStreamPricingBusinessCenters(41192) > 0.

PaymentStreamPricingDateGrp

TagNameReq’dDescription
41224NoPaymentStreamPricingDatesN
→41225PaymentStreamPricingDateNRequired if NoPaymentStreamPricingDates(41224) > 0.
→41226PaymentStreamPricingDateTypeNWhen specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

PaymentStreamPricingDayGrp

TagNameReq’dDescription
41227NoPaymentStreamPricingDaysN
→41228PaymentStreamPricingDayOfWeekNRequired if NoPaymentStreamPricingDays(41227) > 0.
→41229PaymentStreamPricingDayNumberN

PaymentStreamResetDateBusinessCenterGrp

TagNameReq’dDescription
40948NoPaymentStreamResetDateBusinessCentersN
→40763PaymentStreamResetDateBusinessCenterNRequired if NoPaymentStreamResetDateBusinessCenters(40948) > 0.

PaymentStreamResetDates

TagNameReq’dDescription
40761PaymentStreamResetDateRelativeToN
40762PaymentStreamResetDateBusinessDayConventionNWhen 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.
ComponentPaymentStreamResetDateBusinessCenterGrpNWhen 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.
40764PaymentStreamResetFrequencyPeriodNConditionally required when PaymentStreamResetFrequencyUnit(40765) is specified.
40765PaymentStreamResetFrequencyUnitNConditionally required when PaymentStreamResetFrequencyPeriod(40764) is specified.
40766PaymentStreamResetWeeklyRollConventionNWhen 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.
40767PaymentStreamInitialFixingDateRelativeToN
40768PaymentStreamInitialFixingDateBusinessDayConventionNWhen 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.
ComponentPaymentStreamInitialFixingDateBusinessCenterGrpNWhen 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.
40770PaymentStreamInitialFixingDateOffsetPeriodNConditionally required when PaymentStreamInitialFixingDateOffsetUnit(40771) is specified.
40771PaymentStreamInitialFixingDateOffsetUnitNConditionally required when PaymentStreamInitialFixingDateOffsetPeriod(40770) is specified.
40772PaymentStreamInitialFixingDateOffsetDayTypeN
40773PaymentStreamInitialFixingDateAdjustedN
40774PaymentStreamFixingDateRelativeToN
40775PaymentStreamFixingDateBusinessDayConventionNWhen 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.
ComponentPaymentStreamFixingDateBusinessCenterGrpNWhen 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.
40777PaymentStreamFixingDateOffsetPeriodNConditionally required when PaymentStreamFixingDateOffsetUnit(40778) is specified.
40778PaymentStreamFixingDateOffsetUnitNConditionally required when PaymentStreamFixingDateOffsetPeriod(40777) is specified.
40779PaymentStreamFixingDateOffsetDayTypeN
40780PaymentStreamFixingDateAdjustedN
40781PaymentStreamRateCutoffDateOffsetPeriodNConditionally required when PaymentStreamRateCutoffDateOffsetUnit(40782) is specified.
40782PaymentStreamRateCutoffDateOffsetUnitNConditionally required when PaymentStreamRateCutoffDateOffsetPeriod(40783) is specified.
40783PaymentStreamRateCutoffDateOffsetDayTypeN
ComponentPaymentStreamFixingDateGrpN

PaymentStubEndDate

TagNameReq’dDescription
42689PaymentStubEndDateUnadjustedN
42690PaymentStubEndDateBusinessDayConventionNWhen 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.
ComponentPaymentStubEndDateBusinessCenterGrpNWhen specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance.
42691PaymentStubEndDateRelativeToN
42692PaymentStubEndDateOffsetPeriodNConditionally required when PaymentStubEndDateOffsetUnit(42693) is specified.
42693PaymentStubEndDateOffsetUnitNConditionally required when PaymentStubEndDateOffsetPeriod(42692) is specified.
42694PaymentStubEndDateOffsetDayTypeN
42695PaymentStubEndDateAdjustedN

PaymentStubEndDateBusinessCenterGrp

TagNameReq’dDescription
42696NoPaymentStubEndDateBusinessCentersN
→42697PaymentStubEndDateBusinessCenterNRequired if NoPaymentStubEndDateBusinessCenters(42696) > 0.

PaymentStubGrp

TagNameReq’dDescription
40872NoPaymentStubsN
→40873PaymentStubTypeNRequired if NoPaymentStubs(40872) > 0.
→40874PaymentStubLengthN
ComponentPaymentStubStartDateN
ComponentPaymentStubEndDateN
→40875PaymentStubRateN
→40876PaymentStubFixedAmountN
→40877PaymentStubFixedCurrencyN
→40878PaymentStubIndexN
→40879PaymentStubIndexSourceN
→40880PaymentStubIndexCurvePeriodNConditionally required when PaymentStubIndexCurveUnit(40881) is specified.
→40881PaymentStubIndexCurveUnitNConditionally required when PaymentStubIndexCurvePeriod(40880) is specified.
→40882PaymentStubIndexRateMultiplierN
→40883PaymentStubIndexRateSpreadN
→40884PaymentStubIndexRateSpreadPositionTypeN
→40885PaymentStubIndexRateTreatmentN
→40886PaymentStubIndexCapRateN
→40887PaymentStubIndexCapRateBuySideN
→40888PaymentStubIndexCapRateSellSideN
→40889PaymentStubIndexFloorRateN
→40890PaymentStubIndexFloorRateBuySideN
→40891PaymentStubIndexFloorRateSellSideN
→40892PaymentStubIndex2N
→40893PaymentStubIndex2SourceN
→40894PaymentStubIndex2CurvePeriodNConditionally required when PaymentStubIndex2CurveUnit(40895) is specified.
→40895PaymentStubIndex2CurveUnitNConditionally required when PaymentStubIndex2CurvePeriod(40894) is specified.
→40896PaymentStubIndex2RateMultiplierN
→40897PaymentStubIndex2RateSpreadN
→40898PaymentStubIndex2RateSpreadPositionTypeN
→40899PaymentStubIndex2RateTreatmentN
→40900PaymentStubIndex2CapRateN
→40901PaymentStubIndex2FloorRateN

PaymentStubStartDate

TagNameReq’dDescription
42698PaymentStubStartDateUnadjustedN
42699PaymentStubStartDateBusinessDayConventionNWhen 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.
ComponentPaymentStubStartDateBusinessCenterGrpNWhen specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance.
42700PaymentStubStartDateRelativeToN
42701PaymentStubStartDateOffsetPeriodNConditionally required when PaymentStubStartDateOffsetUnit(42702) is specified.
42702PaymentStubStartDateOffsetUnitNConditionally required when PaymentStubStartDateOffsetPeriod(42701) is specified.
42703PaymentStubStartDateOffsetDayTypeN
42704PaymentStubStartDateAdjustedN

PaymentStubStartDateBusinessCenterGrp

TagNameReq’dDescription
42705NoPaymentStubStartDateBusinessCentersN
→42706PaymentStubStartDateBusinessCenterNRequired if NoPaymentStubStartDateBusinessCenters(42705) > 0.

PhysicalSettlDeliverableObligationGrp

TagNameReq’dDescription
40209NoPhysicalSettlDeliverableObligationsN
→40210PhysicalSettlDeliverableObligationTypeNRequired if NoPhysicalSettlDeliverableObligations (40209) > 0.
→40211PhysicalSettlDeliverableObligationValueN

PhysicalSettlTermGrp

TagNameReq’dDescription
40204NoPhysicalSettlTermsN
ComponentPhysicalSettlDeliverableObligationGrpNRequired if NoPhysicalSettlTerms(40204) > 0.
→40205PhysicalSettlCurrencyN
→40206PhysicalSettlBusinessDaysN
→40207PhysicalSettlMaximumBusinessDaysN
→40208PhysicalSettlTermXIDN

PriceQualifierGrp

TagNameReq’dDescription
2709NoPriceQualifiersN
→2710PriceQualifierNRequired if NoPriceQualifiers(2709) > 0.

PricingDateBusinessCenterGrp

TagNameReq’dDescription
41230NoPricingDateBusinessCentersN
→41231PricingDateBusinessCenterNRequired if NoPricingDateBusinessCenters(41230) > 0.

PricingDateTime

TagNameReq’dDescription
41232PricingDateUnadjustedN
41233PricingDateBusinessDayConventionNWhen 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.
ComponentPricingDateBusinessCenterGrpNWhen 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.
41234PricingDateAdjustedN
41235PricingTimeN
41236PricingTimeBusinessCenterN

ProtectionTermEventGrp

TagNameReq’dDescription
40191NoProtectionTermEventsN
→40192ProtectionTermEventTypeNRequired if NoProtectionTermEvents(40191) > 0.
→40193ProtectionTermEventValueN
→40194ProtectionTermEventCurrencyN
→40195ProtectionTermEventPeriodNConditionally required when ProtectionTermEventUnit(40196) is specified.
→40196ProtectionTermEventUnitNConditionally required when ProtectionTermEventPeriod(40195) is specified.
→40197ProtectionTermEventDayTypeN
→40198ProtectionTermEventRateSourceN
ComponentProtectionTermEventQualifierGrpN

ProtectionTermEventNewsSourceGrp

TagNameReq’dDescription
40951NoProtectionTermEventNewsSourcesN
→40189ProtectionTermEventNewsSourceNRequired if NoProtectionTermEventNewsSources(40951) > 0.

ProtectionTermEventQualifierGrp

TagNameReq’dDescription
40199NoProtectionTermEventQualifiersN
→40200ProtectionTermEventQualifierNRequired if NoProtectionTermEventQualifiers(40199) > 0.

ProtectionTermGrp

TagNameReq’dDescription
40181NoProtectionTermsN
→40182ProtectionTermNotionalNRequired if NoProtectionTerms(40181) > 0.
→40183ProtectionTermCurrencyN
→40184ProtectionTermSellerNotifiesN
→40185ProtectionTermBuyerNotifiesN
→40186ProtectionTermEventBusinessCenterN
→40187ProtectionTermStandardSourcesN
→40188ProtectionTermEventMinimumSourcesN
ComponentProtectionTermEventNewsSourceGrpN
ComponentProtectionTermEventGrpN
ComponentProtectionTermObligationGrpN
→40190ProtectionTermXIDN

ProtectionTermObligationGrp

TagNameReq’dDescription
40201NoProtectionTermObligationsN
→40202ProtectionTermObligationTypeNRequired if NoProtectionTermObligations(40201) > 0.
→40203ProtectionTermObligationValueN

ProvisionCashSettlPaymentDateBusinessCenterGrp

TagNameReq’dDescription
40952NoProvisionCashSettlPaymentDateBusinessCentersN
→40164ProvisionCashSettlPaymentDateBusinessCenterNRequired if NoProvisionCashSettlPaymentDateBusinessCenters(40952) > 0.

ProvisionCashSettlPaymentDates

TagNameReq’dDescription
40163ProvisionCashSettlPaymentDateBusinessDayConventionNWhen 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.
ComponentProvisionCashSettlPaymentDateBusinessCenterGrpNWhen 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.
40165ProvisionCashSettlPaymentDateRelativeToN
40166ProvisionCashSettlPaymentDateOffsetPeriodNConditionally required when ProvisionCashSettlPaymentDateOffsetUnit(40167) is specified.
40167ProvisionCashSettlPaymentDateOffsetUnitNConditionally required when ProvisionCashSettlPaymentDateOffsetPeriod(40166) is specified.
40168ProvisionCashSettlPaymentDateOffsetDayTypeN
40169ProvisionCashSettlPaymentDateRangeFirstN
40170ProvisionCashSettlPaymentDateRangeLastN
ComponentProvisionCashSettlPaymentFixedDateGrpN

ProvisionCashSettlPaymentFixedDateGrp

TagNameReq’dDescription
40171NoProvisionCashSettlPaymentDatesN
→40172ProvisionCashSettlPaymentDateNRequired if NoProvisionCashSettlPaymentDates (40171) > 0.
→40173ProvisionCashSettlPaymentDateTypeNWhen specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

ProvisionCashSettlQuoteSource

TagNameReq’dDescription
40112ProvisionCashSettlQuoteSourceN
41406ProvisionCashSettlQuoteReferencePageN

ProvisionCashSettlValueDateBusinessCenterGrp

TagNameReq’dDescription
40953NoProvisionCashSettlValueDateBusinessCentersN
→40117ProvisionCashSettlValueDateBusinessCenterNRequired if NoProvisionCashSettlValueDatBusinessCenters(40953) > 0.

ProvisionCashSettlValueDates

TagNameReq’dDescription
40114ProvisionCashSettlValueTimeN
40115ProvisionCashSettlValueTimeBusinessCenterN
40116ProvisionCashSettlValueDateBusinessDayConventionNWhen 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.
ComponentProvisionCashSettlValueDateBusinessCenterGrpNWhen 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.
40118ProvisionCashSettlValueDateRelativeToN
40119ProvisionCashSettlValueDateOffsetPeriodNConditionally required when ProvisionCashSettlValueDateOffsetUnit(40120) is specified.
40120ProvisionCashSettlValueDateOffsetUnitNConditionally required when ProvisionCashSettlValueDateOffsetPeriod(40119) is specified.
40121ProvisionCashSettlValueDateOffsetDayTypeN
40122ProvisionCashSettlValueDateAdjustedN

ProvisionDateBusinessCenterGrp

TagNameReq’dDescription
40957NoProvisionDateBusinessCentersN
→40094ProvisionDateBusinessCenterNRequired if NoProvisionDateBusinessCenters(40957) > 0.

ProvisionGrp

TagNameReq’dDescription
40090NoProvisionsN
→40091ProvisionTypeNRequired if NoProvisions(40090) > 0.
→40092ProvisionDateUnadjustedN
→40093ProvisionDateBusinessDayConventionNWhen 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.
ComponentProvisionDateBusinessCenterGrpNWhen 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.
→40095ProvisionDateAdjustedN
→40096ProvisionDateTenorPeriodNConditionally required when ProvisionDateTenorUnit(40097) is specified.
→40097ProvisionDateTenorUnitNConditionally required when ProvisionDateTenorPeriod(40096) is specified.
→42707ProvisionBreakFeeElectionN
→42708ProvisionBreakFeeRateN
→40098ProvisionCalculationAgentN
→40099ProvisionOptionSinglePartyBuyerSideN
→40100ProvisionOptionSinglePartySellerSideN
ComponentProvisionCashSettlValueDatesN
ComponentProvisionOptionExerciseDatesN
ComponentProvisionOptionExpirationDateN
ComponentProvisionOptionRelevantUnderlyingDateN
→40101ProvisionOptionExerciseStyleN
→40102ProvisionOptionExerciseMultipleNotionalN
→40103ProvisionOptionExerciseMinimumNotionalN
→40104ProvisionOptionExerciseMaximumNotionalN
→40105ProvisionOptionMinimumNumberN
→40106ProvisionOptionMaximumNumberN
→40107ProvisionOptionExerciseConfirmationN
ComponentProvisionCashSettlPaymentDatesN
→40108ProvisionCashSettlMethodN
→40109ProvisionCashSettlCurrencyN
→40110ProvisionCashSettlCurrency2N
→40111ProvisionCashSettlQuoteTypeN
ComponentProvisionCashSettlQuoteSourceN
→40113ProvisionTextN
→40986EncodedProvisionTextLenNMust be set if EncodedProvisionText(40987) field is specified and must immediately precede it.
→40987EncodedProvisionTextNEncoded (non-ASCII characters) representation of the ProvisionText(40113) field in the encoded format specified via the MessageEncoding(347) field.
ComponentProvisionPartiesN

ProvisionOptionExerciseBusinessCenterGrp

TagNameReq’dDescription
40954NoProvisionOptionExerciseBusinessCentersN
→40124ProvisionOptionExerciseBusinessCenterNRequired if NoProvisionOptionExerciseBusinessCenters(40954) > 0.

ProvisionOptionExerciseDates

TagNameReq’dDescription
40123ProvisionOptionExerciseBusinessDayConventionNWhen 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.
ComponentProvisionOptionExerciseBusinessCenterGrpNWhen 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.
ComponentProvisionOptionExerciseFixedDateGrpN
40125ProvisionOptionExerciseEarliestDateOffsetPeriodNConditionally required when ProvisionOptionExerciseEarliestDateUnit(40126) is specified.
40126ProvisionOptionExerciseEarliestDateOffsetUnitNConditionally required when ProvisionOptionExerciseEasrliestDatePeriod(40125) is specified.
40127ProvisionOptionExerciseFrequencyPeriodNConditionally required when ProvisionOptionExerciseFrequencyUnit(40128) is specified.
40128ProvisionOptionExerciseFrequencyUnitNConditionally required when ProvisionOptionExerciseFrequencyPeriod(40127) is specified.
40129ProvisionOptionExerciseStartDateUnadjustedN
40130ProvisionOptionExerciseStartDateRelativeToN
40131ProvisionOptionExerciseStartDateOffsetPeriodNConditionally required when ProvisionOptionExerciseStartDateOffsetUnit(40132) is specified.
40132ProvisionOptionExerciseStartDateOffsetUnitNConditionally required when ProvisionOptionExerciseStartDateOffsetPeriod(40131) is specified.
40133ProvisionOptionExerciseStartDateOffsetDayTypeN
40134ProvisionOptionExerciseStartDateAdjustedN
40135ProvisionOptionExercisePeriodSkipN
40136ProvisionOptionExerciseBoundsFirstDateUnadjustedN
40137ProvisionOptionExerciseBoundsLastDateUnadjustedN
40138ProvisionOptionExerciseEarliestTimeN
40139ProvisionOptionExerciseEarliestTimeBusinessCenterN
40140ProvisionOptionExerciseLatestTimeN
40141ProvisionOptionExerciseLatestTimeBusinessCenterN

ProvisionOptionExerciseFixedDateGrp

TagNameReq’dDescription
40142NoProvisionOptionExerciseFixedDatesN
→40143ProvisionOptionExerciseFixedDateNRequired if NoProvisionOptionExerciseFixedDates (40142) > 0.
→40144ProvisionOptionExerciseFixedDateTypeNWhen specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

ProvisionOptionExpirationDate

TagNameReq’dDescription
40145ProvisionOptionExpirationDateUnadjustedN
40146ProvisionOptionExpirationDateBusinessDayConventionNWhen 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.
ComponentProvisionOptionExpirationDateBusinessCenterGrpNWhen 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.
40148ProvisionOptionExpirationDateRelativeToN
40149ProvisionOptionExpirationDateOffsetPeriodNConditionally required when ProvisionOptionExpirationDateOffsetUnit(40150) is specified.
40150ProvisionOptionExpirationDateOffsetUnitNConditionally required when ProvisionOptionExpirationDateOffsetPeriod(40149) is specified.
40151ProvisionOptionExpirationDateOffsetDayTypeN
40152ProvisionOptionExpirationDateAdjustedN
40153ProvisionOptionExpirationTimeN
40154ProvisionOptionExpirationTimeBusinessCenterN

ProvisionOptionExpirationDateBusinessCenterGrp

TagNameReq’dDescription
40955NoProvisionOptionExpirationDateBusinessCentersN
→40147ProvisionOptionExpirationDateBusinessCenterNRequired if NoProvisionOptionExpirationDateBusinessCenters(40955) > 0.

ProvisionOptionRelevantUnderlyingDate

TagNameReq’dDescription
40155ProvisionOptionRelevantUnderlyingDateUnadjustedN
40156ProvisionOptionRelevantUnderlyingDateBusinessDayConventionNWhen 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.
ComponentProvisionOptionRelevantUnderlyingDateBusinessCenterGrpNWhen 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.
40158ProvisionOptionRelevantUnderlyingDateRelativeToN
40159ProvisionOptionRelevantUnderlyingDateOffsetPeriodNConditionally required when ProvisionOptionRelevantUnderlyingDateOffsetUnit(40160) is specified.
40160ProvisionOptionRelevantUnderlyingDateOffsetUnitNConditionally required when ProvisionOptionRelevantUnderlyingDateOffsetPeriod(40159) is specified.
40161ProvisionOptionRelevantUnderlyingDateOffsetDayTypeN
40162ProvisionOptionRelevantUnderlyingDateAdjustedN

ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp

TagNameReq’dDescription
40956NoProvisionOptionRelevantUnderlyingDateBusinessCentersN
→40157ProvisionOptionRelevantUnderlyingDateBusinessCenterNRequired if NoProvisionOptionRelevantUnderlyingDateBusinessCenters(40956) > 0.

ProvisionParties

TagNameReq’dDescription
40174NoProvisionPartyIDsN
→40175ProvisionPartyIDNRequired if NoProvisionPartyIDs(40174) > 0.
→40176ProvisionPartyIDSourceNRequired if NoProvisionPartyIDs(40174) > 0.
→40177ProvisionPartyRoleNRequired if NoProvisionPartyIDs(40174) > 0.
→2385ProvisionPartyRoleQualifierN
ComponentProvisionPtysSubGrpN

ProvisionPtysSubGrp

TagNameReq’dDescription
40178NoProvisionPartySubIDsN
→40179ProvisionPartySubIDNRequired if NoProvisionPartySubIDs(40178) > 0.
→40180ProvisionPartySubIDTypeNRequired if NoProvisionPartySubIDs(40178) > 0.

PtysSubGrp

TagNameReq’dDescription
802NoPartySubIDsN
→523PartySubIDN
→803PartySubIDTypeN

RateSource

TagNameReq’dDescription
1445NoRateSourcesN
→1446RateSourceNRequired if NoRateSource(1445) > 0
→1447RateSourceTypeNRequired if NoRateSources(1445) > 0
→1448ReferencePageNMay be used when RateSource(1446)=99 (Other)
→2412RateSourceReferemcePageHeadingN
→2796FXBenchmarkRateFixN

ReferenceDataDateGrp

TagNameReq’dDescription
2746NoReferenceDataDatesN
→2747ReferenceDataDateNRequired if NoReferenceDataDates(2746) > 0.
→2748ReferenceDataDateTypeN

RegulatoryTradeIDGrp

TagNameReq’dDescription
1907NoRegulatoryTradeIDsN
→1903RegulatoryTradeIDNRequired if NoRegulatoryTradeIDs(1907) > 0.
→1905RegulatoryTradeIDSourceN
→1904RegulatoryTradeIDEventN
→1906RegulatoryTradeIDTypeN
→2411RegulatoryLegRefIDNThis 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.
→2397RegulatoryTradeIDScopeN

RelatedInstrumentGrp

TagNameReq’dDescription
1647NoRelatedInstrumentsN
→1648RelatedInstrumentTypeNConditionally required when NoRelatedInstruments > 0
→1649RelatedSymbolNEither 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.
→1650RelatedSecurityIDNEither 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.
→1651RelatedSecurityIDSourceNConditionally required when RelatedSecurityID(1650) is specified.
→1652RelatedSecurityTypeNMay be omitted if RelatedSecurityID(1650) or RelatedSymbol(1649) refers to an underlying instrument in the current message.
→1653RelatedMaturityMonthYearNMay be omitted if RelatedSecurityID(1650) or RelatedSymbol(1649) refers to an underlying instrument in the current message.
→2413RelatedToSecurityIDNMutually exclusive with RelatedToStreamXIDRef(2415) and RelatedToDividendPeriodXIDRef(2417). If correlation is with the security in Instrument component then all “related to” fields may be omitted.
→2414RelatedToSecurityIDSourceNConditionally required when RelatedToSecurityID(2413) is specified.
→2415RelatedToStreamXIDRefNMutually exclusive with RelatedToSecurityID(2413) and RelatedToDividendPeriodXIDRef(2417). If correlation is with the security in Instrument component then all “related to” fields may be omitted.
→2417RelatedToDividendPeriodXIDRefNMutually exclusive with RelatedToSecurityID(2413) and RelatedToStreamXIDRef(2415). If correlation is with the security in Instrument component then all “related to” fields may be omitted.

RelatedPartyDetailAltIDGrp

TagNameReq’dDescription
1569NoRelatedPartyDetailAltIDN
→1570RelatedPartyDetailAltIDNRequired when NoRelatedPartyDetailAltID > 0.
→1571RelatedPartyDetailAltIDSourceNRequired when NoRelatedPartyDetailAltID > 0.
ComponentRelatedPartyDetailAltSubGrpN

RelatedPartyDetailAltSubGrp

TagNameReq’dDescription
1572NoRelatedPartyDetailAltSubIDsN
→1573RelatedPartyDetailAltSubIDNRequired when NoRelatedPartyDetailAltSubIDs > 0.
→1574RelatedPartyDetailAltSubIDTypeNRequired when NoRelatedPartyDetailAltSubIDs > 0.

RelatedPartyDetailGrp

TagNameReq’dDescription
1562NoRelatedPartyDetailIDN
→1563RelatedPartyDetailIDNRequired if NoRelatedPartyDetails > 0.
→1564RelatedPartyDetailIDSourceNRequired if NoRelatedPartyDetails > 0.
→1565RelatedPartyDetailRoleNRequired if NoRelatedPartyDetails > 0.
→1675RelatedPartyDetailRoleQualifierN
ComponentRelatedPartyDetailSubGrpN
ComponentRelatedPartyDetailAltIDGrpN
ComponentPartyRelationshipGrpN

RelatedPartyDetailSubGrp

TagNameReq’dDescription
1566NoRelatedPartyDetailSubIDsN
→1567RelatedPartyDetailSubIDNRequired when NoRelatedPartyDetailSubIDs > 0.
→1568RelatedPartyDetailSubIDTypeNRequired when NoRelatedPartyDetailSubIDs > 0.

RelatedTradeGrp

TagNameReq’dDescription
1855NoRelatedTradesN
→1856RelatedTradeIDNRequired if NoRelatedTrades(1855) > 0.
→1857RelatedTradeIDSourceN
→2103RelatedRegulatoryTradeIDSourceNOptionally used for RelatedTradeIDSource(1857)=6(Regulatory trade ID) when RelatedTradeID(1856) is not unique across multiple reporting entities.
→1858RelatedTradeDateNOptionally used to help identify the trade when RelatedTradeID(1856) is not unique across multiple days.
→1859RelatedTradeMarketIDNOptionally used to help identify the trade when RelatedTradeID(1856) is not unique across multiple markets.
→1860RelatedTradeQuantityN

RelativeValueGrp

TagNameReq’dDescription
2529NoRelativeValuesN
→2530RelativeValueTypeNRequired if NoRelativeValues(2529) > 0.
→2531RelativeValueNRequired if NoRelativeValues(2529) > 0.
→2532RelativeValueSideN

ReturnRateDateGrp

TagNameReq’dDescription
42709NoReturnRateDatesN
→42710ReturnRateDateModeNRequired if NoReturnRateDates(42709) > 0.
ComponentReturnRateValuationDateGrpN
→42711ReturnRateValuationDateRelativeToN
→42712ReturnRateValuationDateOffsetPeriodNConditionally required when ReturnRateValuationDateOffsetUnit(42713) is specified.
→42713ReturnRateValuationDateOffsetUnitNConditionally required when ReturnRateValuationDateOffsetPeriod(42712) is specified.
→42714ReturnRateValuationDateOffsetDayTypeN
→42715ReturnRateValuationStartDateUnadjustedN
→42716ReturnRateValuationStartDateRelativeToN
→42717ReturnRateValuationStartDateOffsetPeriodNConditionally required when ReturnRateValuationStartDateOffsetUnit(42718) is specified.
→42718ReturnRateValuationStartDateOffsetUnitNConditionally required when ReturnRateValuationStartDateOffsetPeriod(42717) is specified.
→42719ReturnRateValuationStartDateOffsetDayTypeN
→42720ReturnRateValuationStartDateAdjustedN
→42721ReturnRateValuationEndDateUnadjustedN
→42722ReturnRateValuationEndDateRelativeToN
→42723ReturnRateValuationEndDateOffsetPeriodNConditionally required when ReturnRateValuationEndDateOffsetUnit(42724) is specified.
→42724ReturnRateValuationEndDateOffsetUnitNConditionally required when ReturnRateValuationEndDateOffsetPeriod(42723) is specified.
→42725ReturnRateValuationEndDateOffsetDayTypeN
→42726ReturnRateValuationEndDateAdjustedN
→42727ReturnRateValuationFrequencyPeriodNConditionally required when ReturnRateValuationFrequencyUnit(42728) is specified.
→42728ReturnRateValuationFrequencyUnitNConditionally required when ReturnRateValuationFrequencyPeriod(42727) is specified.
→42729ReturnRateValuationFrequencyRollConventionNWhen 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.
→42730ReturnRateValuationDateBusinessDayConventionNWhen 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.
ComponentReturnRateValuationDateBusinessCenterGrpNWhen 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

TagNameReq’dDescription
42731NoReturnRateFXConversionsN
→42732ReturnRateFXCurrencySymbolNRequired if NoReturnRateFXConversions(42731) > 0.
→42733ReturnRateFXRateNRequired if NoReturnRateFXConversions(42731) > 0.
→42734ReturnRateFXRateCalcN

ReturnRateGrp

TagNameReq’dDescription
42735NoReturnRatesN
→42736ReturnRatePriceSequenceNRequired if NoReturnRates(42735) > 0.
→42737ReturnRateCommissionBasisN
→42738ReturnRateCommissionAmountN
→42739ReturnRateCommissionCurrencyNIf not specified, this is defaulted to the reporting currency.
→42740ReturnRateTotalCommissionPerTradeN
→42741ReturnRateDeterminationMethodN
ComponentReturnRatePriceGrpN
ComponentReturnRateFXConversionGrpN
→42742ReturnRateAmountRelativeToN
→42743ReturnRateQuoteMeasureTypeN
→42744ReturnRateQuoteUnitsN
→42745ReturnRateQuoteMethodN
→42746ReturnRateQuoteCurrencyN
→42747ReturnRateQuoteCurrencyTypeN
→42748ReturnRateQuoteTimeTypeNMutually exclusive with ReturnRateQuoteTime(42749).
→42749ReturnRateQuoteTimeNMutually exclusive with ReturnRateQuoteTimeType(42748).
→42750ReturnRateQuoteDateN
→42751ReturnRateQuoteExpirationTimeN
→42752ReturnRateQuoteBusinessCenterN
→42753ReturnRateQuoteExchangeN
ComponentReturnRateInformationSourceGrpN
→42754ReturnRateQuotePricingModelN
→42755ReturnRateCashFlowTypeN
ComponentReturnRateDateGrpN
→42756ReturnRateValuationTimeTypeNMutually exclusive with ReturnRateValuationTime(42757).
→42757ReturnRateValuationTimeNMutually exclusive with ReturnRateValuationTimeType(42756).
→42758ReturnRateValuationTimeBusinessCenterN
→42759ReturnRateValuationPriceOptionN
→42760ReturnRateFinalPriceFallbackN

ReturnRateInformationSourceGrp

TagNameReq’dDescription
42761NoReturnRateInformationSourcesN
→42762ReturnRateInformationSourceNRequired if NoReturnRateInformationSources(42761) > 0.
→42763ReturnRateReferencePageN
→42764ReturnRateReferencePageHeadingN

ReturnRatePriceGrp

TagNameReq’dDescription
42765NoReturnRatePricesN
→42766ReturnRatePriceBasisNRequired if NoReturnRatePrices(42765) > 0.
→42767ReturnRatePriceN
→42768ReturnRatePriceCurrencyN
→42769ReturnRatePriceTypeN

ReturnRateValuationDateBusinessCenterGrp

TagNameReq’dDescription
42770NoReturnRateValuationDateBusinessCentersN
→42771ReturnRateValuationDateBusinessCenterNRequired if NoReturnRateValuationDateBusinessCenters(42770) > 0.

ReturnRateValuationDateGrp

TagNameReq’dDescription
42772NoReturnRateValuationDatesN
→42773ReturnRateValuationDateNRequired if NoReturnRateValuationDates(42772) > 0.
→42774ReturnRateValuationDateTypeNWhen 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

TagNameReq’dDescription
1116NoRootPartyIDsN
→1117RootPartyIDNUsed to identify source of RootPartyID. Required if RootPartyIDSource is specified. Required if NoRootPartyIDs > 0.
→1118RootPartyIDSourceNUsed to identify class source of RootPartyID value (e.g. BIC). Required if RootPartyID is specified. Required if NoRootPartyIDs > 0.
→1119RootPartyRoleNIdentifies the type of RootPartyID (e.g. Executing Broker). Required if NoRootPartyIDs > 0.
→2388RootPartyRoleQualifierN
ComponentRootSubPartiesNRepeating group of RootParty sub-identifiers.

RootSubParties

TagNameReq’dDescription
1120NoRootPartySubIDsN
→1121RootPartySubIDNSub-identifier (e.g. Clearing Acct for PartyID=Clearing Firm) if applicable. Required if
NoRootPartySubIDs > 0.
→1122RootPartySubIDTypeNType of Sub-identifier. Required if NoRootPartySubIDs > 0.

SecAltIDGrp

TagNameReq’dDescription
454NoSecurityAltIDN
→455SecurityAltIDN
→456SecurityAltIDSourceN

SecondaryAssetGrp

TagNameReq’dDescription
1976NoSecondaryAssetClassesN
→1977SecondaryAssetClassNRequired if NoSecondaryAssetClasses(1976) > 0.
→1978SecondaryAssetSubClassNRequired if SecondaryAssetType(1979) is specified.
→1979SecondaryAssetTypeNRequired if SecondaryAssetSubType(2741) is specified.
→2741SecondaryAssetSubTypeN

SecurityXML

TagNameReq’dDescription
1184SecurityXMLLenNMust be provided if SecurityXML(1185) field is specified and must immediately precede it.
1185SecurityXMLN
1186SecurityXMLSchemaN

SettlMethodElectionDate

TagNameReq’dDescription
42777SettlMethodElectionDateUnadjustedN
42778SettlMethodElectionDateBusinessDayConventionNWhen specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to OptionExercise.
ComponentSettlMethodElectionDateBusinessCenterGrpNWhen specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to OptionExercise.
42779SettlMethodElectionDateRelativeToN
42780SettlMethodElectionDateOffsetPeriodNConditionally required when SettlMethodElectionDateOffsetUnit(42781) is specified.
42781SettlMethodElectionDateOffsetUnitNConditionally required when SettlMethodElectionDateOffsetPeriod(42780) is specified.
42782SettlMethodElectionDateOffsetDayTypeN
42783SettlMethodElectionDateAdjustedN

SettlMethodElectionDateBusinessCenterGrp

TagNameReq’dDescription
42775NoSettlMethodElectionDateBusinessCentersN
→42776SettlMethodElectionDateBusinessCenterNRequired if NoSettlMethodElectionDateBusinessCenters(42775) > 0.

SettlRateDisruptionFallbackGrp

TagNameReq’dDescription
40085NoSettlRateFallbacksN
→40086SettlRatePostponementMaximumDaysNRequired if NoSettlRateFallbacks(40085) > 0.
ComponentSettlRateFallbackRateSourceN
→40088SettlRatePostponementSurveyN
→40089SettlRatePostponementCalculationAgentN

SettlRateFallbackRateSource

TagNameReq’dDescription
40373SettlRateFallbackRateSourceN
40655SettlRateFallbackReferencePageNConditionally required when SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) or 99 (Other).

SpreadOrBenchmarkCurveData

TagNameReq’dDescription
218SpreadNFor Fixed Income
220BenchmarkCurveCurrencyN
221BenchmarkCurveNameN
222BenchmarkCurvePointN
662BenchmarkPriceN
663BenchmarkPriceTypeNMust be present if BenchmarkPrice is used.
699BenchmarkSecurityIDNThe identifier of the benchmark security, e.g. Treasury against Corporate bond.
761BenchmarkSecurityIDSourceNSource of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

StandardHeader

TagNameReq’dDescription
8BeginStringYFIXT.1.1 (Always unencrypted, must be first field in message)
9BodyLengthY(Always unencrypted, must be second field in message)
35MsgTypeY(Always unencrypted, must be third field in message)
1128ApplVerIDNIndicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.
1156ApplExtIDN
1129CstmApplVerIDNUsed to support bilaterally agreed custom functionality
49SenderCompIDY(Always unencrypted)
56TargetCompIDY(Always unencrypted)
115OnBehalfOfCompIDNTrading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)
128DeliverToCompIDNTrading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)
90SecureDataLenNRequired to identify length of encrypted section of message. (Always unencrypted)
91SecureDataNRequired when message body is encrypted. Always immediately follows SecureDataLen field.
34MsgSeqNumY(Can be embedded within encrypted data section.)
50SenderSubIDN(Can be embedded within encrypted data section.)
142SenderLocationIDNSender’s LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)
57TargetSubIDN“ADMIN” reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)
143TargetLocationIDNTrading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)
116OnBehalfOfSubIDNTrading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)
144OnBehalfOfLocationIDNTrading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)
129DeliverToSubIDNTrading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)
145DeliverToLocationIDNTrading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)
43PossDupFlagNAlways 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.)
97PossResendNRequired when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)
52SendingTimeY(Can be embedded within encrypted data section.)
122OrigSendingTimeNRequired 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.)
212XmlDataLenNRequired when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)
213XmlDataNCan 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
347MessageEncodingNType of message encoding (non-ASCII characters) used in a message’s “Encoded” fields. Required if any “Encoding” fields are used.
369LastMsgSeqNumProcessedNThe 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.
ComponentHopGrpNNumber 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

TagNameReq’dDescription
93SignatureLengthNRequired when trailer contains signature. Note: Not to be included within SecureData field
89SignatureNNote: Not to be included within SecureData field
10CheckSumY(Always unencrypted, always last field in message)

Stipulations

TagNameReq’dDescription
232NoStipulationsN
→233StipulationTypeNRequired if NoStipulations >0
→234StipulationValueN

StreamAssetAttributeGrp

TagNameReq’dDescription
41237NoStreamAssetAttributesN
→41238StreamAssetAttributeTypeNRequired if NoStreamAssetAttributes(41237) > 0.
→41239StreamAssetAttributeValueN
→41240StreamAssetAttributeLimitN

StreamCalculationPeriodBusinessCenterGrp

TagNameReq’dDescription
40958NoStreamCalculationPeriodBusinessCentersN
→40074StreamCalculationPeriodBusinessCenterNRequired if NoStreamCalculationPeriodBusinessCenters(40958) > 0.

StreamCalculationPeriodDateGrp

TagNameReq’dDescription
41241NoStreamCalculationPeriodDatesN
→41242StreamCalculationPeriodDateNRequired if NoStreamCalculationPeriodDates(41241) > 0.
→41243StreamCalculationPeriodDateTypeNWhen specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

StreamCalculationPeriodDates

TagNameReq’dDescription
41244StreamCalculationPeriodDatesXIDN
41245StreamCalculationPeriodDatesXIDRefN
40073StreamCalculationPeriodBusinessDayConventionNWhen 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.
ComponentStreamCalculationPeriodBusinessCenterGrpNWhen 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.
ComponentStreamCalculationPeriodDateGrpN
40075StreamFirstPeriodStartDateUnadjustedN
40076StreamFirstPeriodStartDateBusinessDayConventionNWhen 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.
ComponentStreamFirstPeriodStartDateBusinessCenterGrpNWhen 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.
40078StreamFirstPeriodStartDateAdjustedN
40079StreamFirstRegularPeriodStartDateUnadjustedN
40080StreamFirstCompoundingPeriodEndDateUnadjustedN
40081StreamLastRegularPeriodEndDateUnadjustedN
40082StreamCalculationFrequencyPeriodNConditionally required when StreamCalculationFrequencyUnit(40083) is specified.
40083StreamCalculationFrequencyUnitNConditionally required when StreamCalculationFrequencyPeriod(40082) is specified.
40084StreamCalculationRollConventionNWhen 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.
41246StreamCalculationBalanceOfFirstPeriodN
41247StreamCalculationCorrectionPeriodNConditionally required when StreamCalculationCorrectionUnit(41248) is specified.
41248StreamCalculationCorrectionUnitNConditionally required when StreamCalculationCorrectionPeriod(41247) is specified.

StreamCommodity

TagNameReq’dDescription
41251StreamCommodityBaseN
41252StreamCommodityTypeN
41253StreamCommoditySecurityIDNConditionally required when StreamCommoditySecurityIDSource(41254) is specified.
41254StreamCommoditySecurityIDSourceNConditionally required when StreamCommoditySecurityID(41253) is specified.
ComponentStreamCommodityAltIDGrpN
41255StreamCommodityDescN
41256EncodedStreamCommodityDescLenNMust be set if EncodedCommodityDesc(41257) field is specified and must immediately precede it.
41257EncodedStreamCommodityDescNEncoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding(347) field.
42587StreamCommodityDeliveryPricingRegionNMay 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).
ComponentStreamAssetAttributeGrpN
41258StreamCommodityUnitOfMeasureN
41259StreamCommodityCurrencyN
41260StreamCommodityExchangeN
41261StreamCommodityRateSourceN
41262StreamCommodityRateReferencePageN
41263StreamCommodityRateReferencePageHeadingN
41264StreamDataProviderN
ComponentStreamCommodityDataSourceGrpN
41265StreamCommodityPricingTypeN
41266StreamCommodityNearbySettlDayPeriodNConditionally required when StreamCommodityNearbySettlDayUnit(41267) is specified.
41267StreamCommodityNearbySettlDayUnitNConditionally required when StreamCommodityNearbySettlDayPeriod(41266) is specified.
41268StreamCommoditySettlDateUnadjustedN
41269StreamCommoditySettlDateBusinessDayConventionNWhen 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.
ComponentStreamCommoditySettlBusinessCenterGrpNWhen 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.
41270StreamCommoditySettlDateAdjustedN
41271StreamCommoditySettlMonthN
41272StreamCommoditySettlDateRollPeriodNConditionally required when StreamCommoditySettlDateRollUnit(41273) is specified.
41273StreamCommoditySettlDateRollUnitNConditionally required when StreamCommoditySettlDateRollPeriod(41272) is specified.
41274StreamCommoditySettlDayTypeN
ComponentStreamCommoditySettlPeriodGrpN
41275StreamCommodityXIDN
41276StreamCommodityXIDRefN

StreamCommodityAltIDGrp

TagNameReq’dDescription
41277NoStreamCommodityAltIDsN
→41278StreamCommodityAltIDNRequired if NoStreamCommodityAltIDs(41277) > 0.
→41279StreamCommodityAltIDSourceNRequired if NoStreamCommodityAltIDs(41277) > 0.

StreamCommodityDataSourceGrp

TagNameReq’dDescription
41280NoStreamCommodityDataSourcesN
→41281StreamCommodityDataSourceIDNRequired if NoStreamCommodityDataSources(41280) > 0.
→41282StreamCommodityDataSourceIDTypeNRequired if NoStreamCommodityDataSources(41280) > 0.

StreamCommoditySettlBusinessCenterGrp

TagNameReq’dDescription
41249NoStreamCommoditySettlBusinessCentersN
→41250StreamCommoditySettlBusinessCenterNRequired if NoStreamCommoditySettlBusinessCenters(41249) > 0.

StreamCommoditySettlDayGrp

TagNameReq’dDescription
41283NoStreamCommoditySettlDaysN
→41284StreamCommoditySettlDayNRequired if NoStreamCommoditySettlDays(41283) > 0.
→41285StreamCommoditySettlTotalHoursN
ComponentStreamCommoditySettlTimeGrpN

StreamCommoditySettlPeriodGrp

TagNameReq’dDescription
41289NoStreamCommoditySettlPeriodsN
→41290StreamCommoditySettlCountryNRequired if NoStreamCommoditySettlPeriods(41289) > 0.
→41291StreamCommoditySettlTimeZoneN
→41292StreamCommoditySettlFlowTypeN
→41293StreamCommoditySettlPeriodNotionalN
→41294StreamCommoditySettlPeriodNotionalUnitOfMeasureN
→41295StreamCommoditySettlPeriodFrequencyPeriodNConditionally required when StreamCommoditySettlFrequencyUnit(41296) is specified.
→41296StreamCommoditySettlPeriodFrequencyUnitNConditionally required when StreamCommoditySettlFrequencyPeriod(41295) is specified.
→41297StreamCommoditySettlPeriodPriceN
→41298StreamCommoditySettlPeriodPriceUnitOfMeasureN
→41299StreamCommoditySettlPeriodPriceCurrencyN
→41300StreamCommoditySettlHolidaysProcessingInstructionN
ComponentStreamCommoditySettlDayGrpN
→41301StreamCommoditySettlPeriodXIDN
→41302StreamCommoditySettlPeriodXIDRefN

StreamCommoditySettlTimeGrp

TagNameReq’dDescription
41286NoStreamCommoditySettlTimesN
→41287StreamCommoditySettlStartNRequired if NoStreamCommoditySettlTimes(41286) > 0.
→41288StreamCommoditySettlEndNRequired if NoStreamCommoditySettlTimes(41286) > 0.
→41588StreamCommoditySettlTimeTypeNMay be defaulted to market convention or bilaterally agreed if not specified.

StreamEffectiveBusinessCenterGrp

TagNameReq’dDescription
40960NoStreamEffectiveBusinessCentersN
→40909StreamEffectiveDateBusinessCenterNRequired if NoStreamEffectiveBusinessCenters(40960) > 0.

StreamEffectiveDate

TagNameReq’dDescription
40907StreamEffectiveDateUnadjustedN
40908StreamEffectiveDateBusinessDayConventionNWhen 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.
ComponentStreamEffectiveBusinessCenterGrpNWhen 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.
40910StreamEffectiveDateRelativeToN
40911StreamEffectiveDateOffsetPeriodNConditionally required when StreamEffectiveDateOffsetUnit(40912) is specified.
40912StreamEffectiveDateOffsetUnitNConditionally required when StreamEffectiveDateOffsetPeriod(40911) is specified.
40913StreamEffectiveDateOffsetDayTypeN
40914StreamEffectiveDateAdjustedN

StreamFirstPeriodStartDateBusinessCenterGrp

TagNameReq’dDescription
40959NoStreamFirstPeriodStartDateBusinessCentersN
→40077StreamFirstPeriodStartDateBusinessCenterNRequired if NoStreamFirstPeriodStartDateBusinessCenters(40959) > 0.

StreamGrp

TagNameReq’dDescription
40049NoStreamsN
→40050StreamTypeNRequired if NoStreams(40049) > 0.
→41303StreamXIDN
→40051StreamDescN
→42784StreamVersionN
→42785StreamVersionEffectiveDateN
→40052StreamPaySideN
→40053StreamReceiveSideN
→41305StreamNotionalXIDRefN
→40054StreamNotionalN
→40055StreamCurrencyN
→42786StreamNotionalDeterminationMethodN
→42787StreamNotionalAdjustmentsN
→41306StreamNotionalFrequencyPeriodNConditionally required when StreamNotionalFrequencyUnit(41307) is specified.
→41307StreamNotionalFrequencyUnitNConditionally required when StreamNotionalFrequencyPeriod(41306) is specified.
→41308StreamNotionalCommodityFrequencyN
→41309StreamNotionalUnitOfMeasureN
→41310StreamTotalNotionalN
→41311StreamTotalNotionalUnitOfMeasureN
ComponentStreamCommodityN
ComponentStreamEffectiveDateN
ComponentStreamTerminationDateN
ComponentStreamCalculationPeriodDatesN
ComponentPaymentStreamN
ComponentPaymentScheduleGrpN
ComponentPaymentStubGrpN
ComponentDeliveryStreamN
ComponentDeliveryScheduleGrpN
→40056StreamTextN
→40982EncodedStreamTextLenNMust be set if EncodedStreamText(40983) field is specified and must immediately precede it.
→40983EncodedStreamTextNEncoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding(347) field.

StreamTerminationDate

TagNameReq’dDescription
40065StreamTerminationDateUnadjustedN
40066StreamTerminationDateBusinessDayConventionNWhen 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.
ComponentStreamTerminationDateBusinessCenterGrpNWhen 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.
40068StreamTerminationDateRelativeToN
40069StreamTerminationDateOffsetPeriodNConditionally required when StreamTerminationDateOffsetUnit(40070) is specified.
40070StreamTerminationDateOffsetUnitNConditionally required when StreamTerminationDateOffsetPeriod(40069) is specified.
40071StreamTerminationDateOffsetDayTypeN
40072StreamTerminationDateAdjustedN

StreamTerminationDateBusinessCenterGrp

TagNameReq’dDescription
40961NoStreamTerminationDateBusinessCentersN
→40067StreamTerminationDateBusinessCenterNRequired if NoStreamTerminationDateBusinessCenters(40961) > 0.

TargetParties

TagNameReq’dDescription
1461NoTargetPartyIDsN
→1462TargetPartyIDNRequired if NoTargetPartyIDs(1461) > 0.
Used to identify the party targeted for the action specified in the message.
→1463TargetPartyIDSourceNUsed to identify source of target party identifier.
→1464TargetPartyRoleNUsed to identify the role of source party identifier.
→1818TargetPartyRoleQualifierNUsed to further qualify the role of the target party role.
ComponentTargetPtysSubGrpNRepeating group of target party sub-identifiers.

TargetPtysSubGrp

TagNameReq’dDescription
2433NoTargetPartySubIDsN
→2434TargetPartySubIDNRequired when NoTargetPartySubIDs(2433) > 0.
→2435TargetPartySubIDTypeNRequired when NoTargetPartySubIDs(2433) > 0.

ThrottleResponse

TagNameReq’dDescription
1685ThrottleInstN
1609ThrottleStatusN
1686ThrottleCountIndicatorN

TradePriceConditionGrp

TagNameReq’dDescription
1838NoTradePriceConditionsN
→1839TradePriceConditionNRequired if NoTradePriceConditions(1838) > 0.

TrdRegPublicationGrp

TagNameReq’dDescription
2668NoTrdRegPublicationsN
→2669TrdRegPublicationTypeNRequired if NoTrdRegPublications(2668) > 0.
→2670TrdRegPublicationReasonN

TrdRegTimestamps

TagNameReq’dDescription
768NoTrdRegTimestampsN
→769TrdRegTimestampNRequired if NoTrdRegTimestamps(768) > 0.
→770TrdRegTimestampTypeNRequired if NoTrdRegTimestamps(768) > 0.
→771TrdRegTimestampOriginN
→2839TrdRegTimestampManualIndicatorN
→1033DeskTypeN
→1034DeskTypeSourceN
→1035DeskOrderHandlingInstN
→1727InformationBarrierIDN
→2831NBBOEntryTypeNMay be used with TrdRegTimestampType(770)=34 (Reference time for NBBO).
→2832NBBOPriceNMay be used with TrdRegTimestampType(770)=34 (Reference time for NBBO).
→2833NBBOQtyNMay be used with TrdRegTimestampType(770)=34 (Reference time for NBBO).
→2834NBBOSourceNMay be used with TrdRegTimestampType(770)=34 (Reference time for NBBO).

TrdgSesGrp

TagNameReq’dDescription
386NoTradingSessionsN
→336TradingSessionIDNRequired if NoTradingSessions is > 0.
→625TradingSessionSubIDN

UndInstrmtGrp

TagNameReq’dDescription
711NoUnderlyingsN
ComponentUnderlyingInstrumentNRequired if NoUnderlyings(711) > 0.

UndSecAltIDGrp

TagNameReq’dDescription
457NoUnderlyingSecurityAltIDN
→458UnderlyingSecurityAltIDN
→459UnderlyingSecurityAltIDSourceN

UnderlyingAdditionalTermBondRefGrp

TagNameReq’dDescription
41340NoUnderlyingAdditionalTermBondRefsN
→41341UnderlyingAdditionalTermBondSecurityIDNRequired if NoUnderlyingAdditionalTermBondRefs(41340) > 0.
→41701UnderlyingAdditionalTermBondSecurityIDSourceNConditionally required when UnderlyingAdditionalTermBondSecurityID(41341) is specified.
→41709UnderlyingAdditionalTermBondDescN
→41710EncodedUnderlyingAdditionalTermBondDescLenNMust be set if EncodedUnderlyingAdditionalTermBondDesc(41709) field is specified and must immediately precede it.
→41711EncodedUnderlyingAdditionalTermBondDescNEncoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondDesc(41709) field in the encoded format specified via the MessageEncoding(347) field.
→41712UnderlyingAdditionalTermBondCurrencyN
→42017UnderlyingAdditionalTermBondIssuerN
→42025EncodedUnderlyingAdditionalTermBondIssuerLenNMust be set if EncodedUnderlyingAdditionalTermBondIssuer(42017) field is specified and must immediately precede it.
→42026EncodedUnderlyingAdditionalTermBondIssuerNEncoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondIssuer(42017) field in the encoded format specified via the MessageEncoding(347) field.
→42027UnderlyingAdditionalTermBondSeniorityN
→42028UnderlyingAdditionalTermBondCouponTypeN
→42029UnderlyingAdditionalTermBondCouponRateN
→42030UnderlyingAdditionalTermBondMaturityDateN
→42031UnderlyingAdditionalTermBondParValueN
→42032UnderlyingAdditionalTermBondCurrentTotalIssuedAmountN
→42033UnderlyingAdditionalTermBondCouponFrequencyPeriodNConditionally required when UnderlyingAdditionalTermBondCouponFrequencyUnit(42034) is specified.
→42034UnderlyingAdditionalTermBondCouponFrequencyUnitNConditionally required when UnderlyingAdditionalTermBondCouponFrequencyPeriod(42033) is specified.
→42035UnderlyingAdditionalTermBondDayCountN

UnderlyingAdditionalTermGrp

TagNameReq’dDescription
42036NoUnderlyingAdditionalTermsN
→42037UnderlyingAdditionalTermConditionPrecedentBondIndicatorNRequired if NoUnderlyingAdditionalTerms(42036) > 0.
→42038UnderlyingAdditionalTermDiscrepancyClauseIndicatorN
ComponentUnderlyingAdditionalTermBondRefGrpN

UnderlyingAssetAttributeGrp

TagNameReq’dDescription
2312NoUnderlyingAssetAttributesN
→2313UnderlyingAssetAttributeTypeNRequired if NoUnderlyingAssetAttributes(2312) > 0.
→2314UnderlyingAssetAttributeValueN
→2315UnderlyingAssetAttributeLimitN

UnderlyingBusinessCenterGrp

TagNameReq’dDescription
40962NoUnderlyingBusinessCentersN
→40963UnderlyingBusinessCenterNRequired if NoUnderlyingBusinessCenters(40962) > 0.

UnderlyingCashSettlDate

TagNameReq’dDescription
42790UnderlyingCashSettlDateUnadjustedN
42791UnderlyingCashSettlDateBusinessDayConventionNWhen 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.
ComponentUnderlyingCashSettlDateBusinessCenterGrpNWhen 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.
42792UnderlyingCashSettlDateRelativeToN
42793UnderlyingCashSettlDateOffsetPeriodNConditionally required when UnderlyingCashSettlDateOffsetUnit(42794) is specified.
42794UnderlyingCashSettlDateOffsetUnitNConditionally required when UnderlyingCashSettlDateOffsetPeriod(42793) is specified.
42795UnderlyingCashSettlDateOffsetDayTypeN
42796UnderlyingCashSettlDateAdjustedN

UnderlyingCashSettlDateBusinessCenterGrp

TagNameReq’dDescription
42788NoUnderlyingCashSettlDateBusinessCentersN
→42789UnderlyingCashSettlDateBusinessCenterNRequired if NoUnderlyingCashSettlDateBusinessCenters(42788) > 0.

UnderlyingCashSettlDealerGrp

TagNameReq’dDescription
42039NoUnderlyingCashSettlDealersN
→42040UnderlyingCashSettlDealerNRequired if NoUnderlyingCashSettlDealers(42039) > 0.

UnderlyingCashSettlTermGrp

TagNameReq’dDescription
42041NoUnderlyingCashSettlTermsN
→42042UnderlyingCashSettlCurrencyNRequired if NoUnderlyingCashSettlTerms(42041) > 0.
→42043UnderlyingCashSettlValuationFirstBusinessDayOffsetN
→42044UnderlyingCashSettlValuationSubsequentBusinessDaysOffsetN
→42045UnderlyingCashSettlNumOfValuationDatesN
→42046UnderlyingCashSettlValuationTimeN
→42047UnderlyingCashSettlBusinessCenterN
→42048UnderlyingCashSettlQuoteMethodN
→42049UnderlyingCashSettlQuoteAmountN
→42050UnderlyingCashSettlQuoteCurrencyN
→42051UnderlyingCashSettlMinimumQuoteAmountN
→42052UnderlyingCashSettlMinimumQuoteCurrencyN
ComponentUnderlyingCashSettlDealerGrpN
→42797UnderlyingCashSettlPriceSourceN
→42798UnderlyingCashSettlPriceDefaultN
→42053UnderlyingCashSettlBusinessDaysN
→42054UnderlyingCashSettlAmountN
ComponentUnderlyingCashSettlDateN
→42055UnderlyingCashSettlRecoveryFactorN
→42056UnderlyingCashSettlFixedTermIndicatorN
→42057UnderlyingCashSettlAccruedInterestIndicatorN
→42058UnderlyingCashSettlValuationMethodN
→42059UnderlyingCashSettlTermXIDN

UnderlyingComplexEventAveragingObservationGrp

TagNameReq’dDescription
41713NoUnderlyingComplexEventAveragingObservationsN
→41714UnderlyingComplexEventAveragingObservationNumberNRequired if NoUnderlyingComplexEventAveragingObservations(41713) > 0.
→41715UnderlyingComplexEventAveragingWeightN

UnderlyingComplexEventCreditEventGrp

TagNameReq’dDescription
41716NoUnderlyingComplexEventCreditEventsN
→41717UnderlyingComplexEventCreditEventTypeNRequired if NoUnderlyingComplexEventCreditEvents(41716) > 0.
→41718UnderlyingComplexEventCreditEventValueN
→41719UnderlyingComplexEventCreditEventCurrencyN
→41720UnderlyingComplexEventCreditEventPeriodNConditionally required when UnderlyingComplexEventCreditEventUnit(41721) is specified.
→41721UnderlyingComplexEventCreditEventUnitNConditionally required when UnderlyingComplexEventCreditEventPeriod(41720) is specified.
→41722UnderlyingComplexEventCreditEventDayTypeN
→41723UnderlyingComplexEventCreditEventRateSourceN
ComponentUnderlyingComplexEventCreditEventQualifierGrpN

UnderlyingComplexEventCreditEventQualifierGrp

TagNameReq’dDescription
41724NoUnderlyingComplexEventCreditEventQualifiersN
→41725UnderlyingComplexEventCreditEventQualifierNRequired if NoUnderlyingComplexEventCreditEventQualifiers(41724) > 0.

UnderlyingComplexEventCreditEventSourceGrp

TagNameReq’dDescription
41748NoUnderlyingComplexEventCreditEventSourcesN
→41749UnderlyingComplexEventCreditEventSourceNRequired if NoUnderlyingCreditEventCreditEventSources(41748) > 0.

UnderlyingComplexEventDateBusinessCenterGrp

TagNameReq’dDescription
41737NoUnderlyingComplexEventDateBusinessCentersN
→41738UnderlyingComplexEventDateBusinessCenterNRequired if NoUnderlyingComplexEventDateBusinessCenters(41737) > 0.

UnderlyingComplexEventDates

TagNameReq’dDescription
2053NoUnderlyingComplexEventDatesN
→2054UnderlyingComplexEventStartDateNRequired if NoUnderlyingComplexEventDates(2054) > 0.
→2055UnderlyingComplexEventEndDateNRequired if NoUnderlyingComplexEventDates(2054) > 0.
ComponentUnderlyingComplexEventTimesN

UnderlyingComplexEventPeriodDateGrp

TagNameReq’dDescription
41726NoUnderlyingComplexEventPeriodDateTimesN
→41727UnderlyingComplexEventPeriodDateNRequired if NoUnderlyingComplexEventPeriodDateTimes(41726) > 0.
→41728UnderlyingComplexEventPeriodTimeN

UnderlyingComplexEventPeriodGrp

TagNameReq’dDescription
41729NoUnderlyingComplexEventPeriodsN
→41730UnderlyingComplexEventPeriodTypeNRequired if NoUnderlyingComplexEventPeriods(41729) > 0.
→41731UnderlyingComplexEventBusinessCenterN
ComponentUnderlyingComplexEventScheduleGrpN
ComponentUnderlyingComplexEventPeriodDateGrpN
ComponentUnderlyingComplexEventAveragingObservationGrpN

UnderlyingComplexEventRateSourceGrp

TagNameReq’dDescription
41732NoUnderlyingComplexEventRateSourcesN
→41733UnderlyingComplexEventRateSourceNRequired if NoUnderlyingComplexEventRateSources(41732) > 0.
→41734UnderlyingComplexEventRateSourceTypeNRequired if NoUnderlyingComplexEventRateSources(41732) > 0.
→41735UnderlyingComplexEventReferencePageNConditionally required when ComplexEventRateSource(41014) = 99 (Other).
→41736UnderlyingComplexEventReferencePageHeadingN

UnderlyingComplexEventRelativeDate

TagNameReq’dDescription
41739UnderlyingComplexEventDateUnadjustedN
41740UnderlyingComplexEventDateRelativeToN
41741UnderlyingComplexEventDateOffsetPeriodNConditionally required when UnderlyingComplexEventDateOffsetUnit(41742) is specified.
41742UnderlyingComplexEventDateOffsetUnitNConditionally required when UnderlyingComplexEventDateOffsetPeriod(41741) is specified.
41743UnderlyingComplexEventDateOffsetDayTypeN
41744UnderlyingComplexEventDateBusinessDayConventionNWhen 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.
ComponentUnderlyingComplexEventDateBusinessCenterGrpNWhen 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.
41745UnderlyingComplexEventDateAdjustedN
41746UnderlyingComplexEventFixingTimeN
41747UnderlyingComplexEventFixingTimeBusinessCenterN

UnderlyingComplexEventScheduleGrp

TagNameReq’dDescription
41750NoUnderlyingComplexEventSchedulesN
→41751UnderlyingComplexEventScheduleStartDateNRequired if NoUnderlyingComplexEventSchedules(41750) > 0.
→41752UnderlyingComplexEventScheduleEndDateN
→41753UnderlyingComplexEventScheduleFrequencyPeriodNConditionally required when UnderlyingComplexEventScheduleFrequencyUnit(41754) is specified.
→41754UnderlyingComplexEventScheduleFrequencyUnitNConditionally required when UnderlyingComplexEventScheduleFrequencyPeriod(41753) is specified.
→41755UnderlyingComplexEventScheduleRollConventionNWhen 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

TagNameReq’dDescription
2056NoUnderlyingComplexEventTimesN
→2057UnderlyingComplexEventStartTimeNRequired if NoUnderlyingComplexEventTimes(2056) > 0.
→2058UnderlyingComplexEventEndTimeNRequired if NoUnderlyingComplexEventTimes(2056) > 0.

UnderlyingComplexEvents

TagNameReq’dDescription
2045NoUnderlyingComplexEventsN
→2046UnderlyingComplexEventTypeNRequired if NoUnderlyingComplexEvents(2045) > 0.
→2261UnderlyingComplexOptPayoutPaySideN
→2262UnderlyingComplexOptPayoutReceiveSideN
→2263UnderlyingComplexOptPayoutUnderlierN
→2047UnderlyingComplexOptPayoutAmountN
→2264UnderlyingComplexOptPayoutPercentageN
→2265UnderlyingComplexOptPayoutTimeN
→2266UnderlyingComplexOptPayoutCurrencyN
→2048UnderlyingComplexEventPriceN
→2267UnderlyingComplexEventPricePercentageN
→2049UnderlyingComplexEventPriceBoundaryMethodN
→2050UnderlyingComplexEventPriceBoundaryPrecisionN
→2051UnderlyingComplexEventPriceTimeTypeN
→2052UnderlyingComplexEventConditionNConditionally 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.
ComponentUnderlyingComplexEventDatesN
→2268UnderlyingComplexEventCurrencyOneN
→2269UnderlyingComplexEventCurrencyTwoN
→2270UnderlyingComplexEventQuoteBasisN
→2271UnderlyingComplexEventFixedFXRateN
→2419UnderlyingComplexEventSpotRateN
→2420UnderlyingComplexEventForwardPointsN
→2272UnderlyingComplexEventDeterminationMethodN
→2273UnderlyingComplexEventCalculationAgentN
→2274UnderlyingComplexEventStrikePriceN
→2275UnderlyingComplexEventStrikeFactorN
→2276UnderlyingComplexEventStrikeNumberOfOptionsN
ComponentUnderlyingComplexEventRateSourceGrpN
ComponentUnderlyingComplexEventRelativeDateN
ComponentUnderlyingComplexEventPeriodGrpN
→2277UnderlyingComplexEventCreditEventsXIDRefN
→2278UnderlyingComplexEventCreditEventNotifyingPartyN
→2279UnderlyingComplexEventCreditEventBusinessCenterN
→2280UnderlyingComplexEventCreditEventStandardSourcesN
→2281UnderlyingComplexEventCreditEventMinimumSourcesN
ComponentUnderlyingComplexEventCreditEventSourceGrpN
ComponentUnderlyingComplexEventCreditEventGrpN
→2611UnderlyingComplexEventFuturesPriceValuationN
→2612UnderlyingComplexEventOptionsPriceValuationN
→2613UnderlyingComplexEventPVFinalPriceElectionFallbackN
→2282UnderlyingComplexEventXIDN
→2283UnderlyingComplexEventXIDRefN

UnderlyingDateAdjustment

TagNameReq’dDescription
40964UnderlyingBusinessDayConventionN
ComponentUnderlyingBusinessCenterGrpN
40965UnderlyingDateRollConventionN

UnderlyingDeliveryScheduleGrp

TagNameReq’dDescription
41756NoUnderlyingDeliverySchedulesN
→41757UnderlyingDeliveryScheduleTypeNRequired if NoUnderlyingDeliverySchedules(41756) > 0.
→41758UnderlyingDeliveryScheduleXIDN
→41759UnderlyingDeliveryScheduleNotionalN
→41760UnderlyingDeliveryScheduleNotionalUnitOfMeasureN
→41761UnderlyingDeliveryScheduleNotionalCommodityFrequencyN
→41762UnderlyingDeliveryScheduleNegativeToleranceN
→41763UnderlyingDeliverySchedulePositiveToleranceN
→41764UnderlyingDeliveryScheduleToleranceUnitOfMeasureN
→41765UnderlyingDeliveryScheduleToleranceTypeNConditionally required when UnderlyingDeliveryScheduleNegativeTolerance(41762) or UnderlyingDeliverySchedulePositiveTolerance(41763) is specified.
→41766UnderlyingDeliveryScheduleSettlCountryN
→41767UnderlyingDeliveryScheduleSettlTimeZoneN
→41768UnderlyingDeliveryScheduleSettlFlowTypeN
→41769UnderlyingDeliveryScheduleSettlHolidaysProcessingInstructionN
ComponentUnderlyingDeliveryScheduleSettlDayGrpN

UnderlyingDeliveryScheduleSettlDayGrp

TagNameReq’dDescription
41770NoUnderlyingDeliveryScheduleSettlDaysN
→41771UnderlyingDeliveryScheduleSettlDayNRequired if NoUnderlyingDeliveryScheduleSettlDays(41770) > 0.
→41772UnderlyingDeliveryScheduleSettlTotalHoursN
ComponentUnderlyingDeliveryScheduleSettlTimeGrpN

UnderlyingDeliveryScheduleSettlTimeGrp

TagNameReq’dDescription
41773NoUnderlyingDeliveryScheduleSettlTimesN
→41774UnderlyingDeliveryScheduleSettlStartNRequired if NoUnderlyingDeliveryScheduleSettlTimes(41773) > 0.
→41775UnderlyingDeliveryScheduleSettlEndNRequired if NoUnderlyingDeliveryScheduleSettlTimes(41773) > 0.
→41776UnderlyingDeliveryScheduleSettlTimeTypeNMay be defaulted to market convention or bilaterally agreed if not specified.

UnderlyingDeliveryStream

TagNameReq’dDescription
41777UnderlyingDeliveryStreamTypeN
ComponentUnderlyingDeliveryStreamCommoditySourceGrpN
41778UnderlyingDeliveryStreamPipelineN
41779UnderlyingDeliveryStreamEntryPointN
41780UnderlyingDeliveryStreamWithdrawalPointN
41781UnderlyingDeliveryStreamDeliveryPointN
42196UnderlyingDeliveryStreamDeliveryPointSourceN
42197UnderlyingDeliveryStreamDeliveryPointDescN
41782UnderlyingDeliveryStreamDeliveryRestrictionN
41783UnderlyingDeliveryStreamDeliveryContingencyN
41784UnderlyingDeliveryStreamDeliveryContingentPartySideN
41785UnderlyingDeliveryStreamDeliverAtSourceIndicatorN
41786UnderlyingDeliveryStreamRiskApportionmentN
41587UnderlyingDeliveryStreamRiskApportionmentSourceN
ComponentUnderlyingDeliveryStreamCycleGrpN
41787UnderlyingDeliveryStreamTitleTransferLocationN
41788UnderlyingDeliveryStreamTitleTransferConditionN
41789UnderlyingDeliveryStreamImporterOfRecordN
41790UnderlyingDeliveryStreamNegativeToleranceN
41791UnderlyingDeliveryStreamPositiveToleranceN
41792UnderlyingDeliveryStreamToleranceUnitOfMeasureN
41793UnderlyingDeliveryStreamToleranceTypeN
41794UnderlyingDeliveryStreamToleranceOptionSideN
41795UnderlyingDeliveryStreamTotalPositiveToleranceN
41796UnderlyingDeliveryStreamTotalNegativeToleranceN
41797UnderlyingDeliveryStreamNotionalConversionFactorN
41798UnderlyingDeliveryStreamTransportEquipmentN
41799UnderlyingDeliveryStreamElectingPartySideN
43096UnderlyingDeliveryStreamRouteOrCharterN

UnderlyingDeliveryStreamCommoditySourceGrp

TagNameReq’dDescription
41808NoUnderlyingDeliveryStreamCommoditySourcesN
→41809UnderlyingDeliveryStreamCommoditySourceNRequired if NoUnderlyingDeliveryStreamCommoditySources(41808) > 0.

UnderlyingDeliveryStreamCycleGrp

TagNameReq’dDescription
41804NoUnderlyingDeliveryStreamCyclesN
→41805UnderlyingDeliveryStreamCycleDescNRequired if NoUnderlyingDeliveryStreamCycles(41804) > 0.
→41806EncodedUnderlyingDeliveryStreamCycleDescLenNMust be set if EncodedUnderlyingDeliveryStreamCycleDesc(41807) field is specified and must immediately precede it.
→41807EncodedUnderlyingDeliveryStreamCycleDescNEncoded (non-ASCII characters) representation of the UnderlyingDeliverySreamCycleDesc(41805) field in the encoded format specified via the MessageEncoding(347) field.

UnderlyingDividendAccrualFloatingRate

TagNameReq’dDescription
42801UnderlyingDividendFloatingRateIndexN
42802UnderlyingDividendFloatingRateIndexCurvePeriodNConditionally required when UnderlyingDividendFloatingRateIndexCurveUnit(42803) is specified.
42803UnderlyingDividendFloatingRateIndexCurveUnitNConditionally required when UnderlyingDividendFloatingRateIndexCurvePeriod(42802) is specified.
42804UnderlyingDividendFloatingRateMultiplierN
42805UnderlyingDividendFloatingRateSpreadN
42806UnderlyingDividendFloatingRateSpreadPositionTypeN
42807UnderlyingDividendFloatingRateTreatmentN
42808UnderlyingDividendCapRateN
42809UnderlyingDividendCapRateBuySideN
42810UnderlyingDividendCapRateSellSideN
42811UnderlyingDividendFloorRateN
42812UnderlyingDividendFloorRateBuySideN
42813UnderlyingDividendFloorRateSellSideN
42814UnderlyingDividendInitialRateN
42815UnderlyingDividendFinalRateRoundingDirectionN
42816UnderlyingDividendFinalRatePrecisionN
42817UnderlyingDividendAveragingMethodN
42818UnderlyingDividendNegativeRateTreatmentN

UnderlyingDividendAccrualPaymentDate

TagNameReq’dDescription
42819UnderlyingDividendAccrualPaymentDateRelativeToN
42820UnderlyingDividendAccrualPaymentDateOffsetPeriodNConditionally required when UnderlyingDividendAccrualPaymentDateOffsetUnit(42821) is specified.
42821UnderlyingDividendAccrualPaymentDateOffsetUnitNConditionally required when UnderlyingDividendAccrualPaymentDateOffsetPeriod(42820) is specified.
42822UnderlyingDividendAccrualPaymentDateOffsetDayTypeN
42823UnderlyingDividendAccrualPaymentDateUnadjustedN
42824UnderlyingDividendAccrualPaymentDateBusinessDayConventionNWhen specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendAccrualPaymentDate.
ComponentUnderlyingDividendAccrualPaymentDateBusinessCenterGrpNWhen specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendAccrualPaymentDate.
42825UnderlyingDividendAccrualPaymentDateAdjustedN

UnderlyingDividendAccrualPaymentDateBusinessCenterGrp

TagNameReq’dDescription
42799NoUnderlyingDividendAccrualPaymentDateBusinessCentersN
→42800UnderlyingDividendAccrualPaymentDateBusinessCenterNRequired if NoUnderlyingDividendAccrualPaymentDateBusinessCenters(42799) > 0.

UnderlyingDividendConditions

TagNameReq’dDescription
42826UnderlyingDividendReinvestmentIndicatorN
42827UnderlyingDividendEntitlementEventN
42828UnderlyingDividendAmountTypeN
42829UnderlyingDividendUnderlierRefIDN
ComponentUnderlyingDividendPeriodGrpN
42830UnderlyingExtraordinaryDividendPartySideN
42831UnderlyingExtraordinaryDividendAmountTypeN
42832UnderlyingExtraordinaryDividendCurrencyN
42833UnderlyingExtraordinaryDividendDeterminationMethodN
ComponentUnderlyingDividendFXTriggerDateN
ComponentUnderlyingDividendAccrualFloatingRateN
42834UnderlyingDividendAccrualFixedRateN
ComponentUnderlyingDividendAccrualPaymentDateN
42835UnderlyingDividendCompoundingMethodN
42836UnderlyingDividendNumOfIndexUnitsN
42837UnderlyingDividendCashPercentageN
42838UnderlyingDividendCashEquivalentPercentageN
42839UnderlyingNonCashDividendTreatmentN
42840UnderlyingDividendCompositionN
42841UnderlyingSpecialDividendsIndicatorN
42842UnderlyingMaterialDividendsIndicatorN
42843UnderlyingOptionsExchangeDividendsIndicatorN
42844UnderlyingAdditionalDividendsIndicatorN
42845UnderlyingAllDividendsIndicatorN

UnderlyingDividendFXTriggerDate

TagNameReq’dDescription
42846UnderlyingDividendFXTriggerDateRelativeToN
42847UnderlyingDividendFXTriggerDateOffsetPeriodNConditionally required when UnderlyingDividendFXTriggerDateOffsetUnit(42848) is specified.
42848UnderlyingDividendFXTriggerDateOffsetUnitNConditionally required when UnderlyingDividendFXTriggerDateOffsetPeriod(42847) is specified.
42849UnderlyingDividendFXTriggerDateOffsetDayTypeN
42850UnderlyingDividendFXTriggerDateUnadjustedN
42851UnderlyingDividendFXTriggerDateBusinessDayConventionNWhen specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendFXTriggerDate.
ComponentUnderlyingDividendFXTriggerDateBusinessCenterGrpNWhen specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendFXTriggerDate.
42852UnderlyingDividendFXTriggerDateAdjustedN

UnderlyingDividendFXTriggerDateBusinessCenterGrp

TagNameReq’dDescription
42853NoUnderlyingDividendFXTriggerDateBusinessCentersN
→42854UnderlyingDividendFXTriggerDateBusinessCenterNRequired if NoUnderlyingDividendFXTriggerDateBusinessCenters(42853) > 0.

UnderlyingDividendPaymentGrp

TagNameReq’dDescription
42855NoUnderlyingDividendPaymentsN
→42856UnderlyingDividendPaymentDateNRequired if NoUnderlyingDividendPayments (42855) > 0.
→42857UnderlyingDividendPaymentAmountNRequired if NoUnderlyingDividendPayments (42855) > 0.
→42858UnderlyingDividendPaymentCurrencyN
→42859UnderlyingDividendAccruedInterestN

UnderlyingDividendPayout

TagNameReq’dDescription
42860UnderlyingDividendPayoutRatioN
42861UnderlyingDividendPayoutConditionsN
ComponentUnderlyingDividendPaymentGrpN

UnderlyingDividendPeriodBusinessCenterGrp

TagNameReq’dDescription
42882NoUnderlyingDividendPeriodBusinessCentersN
→42883UnderlyingDividendPeriodBusinessCenterNRequired if NoUnderlyingDividendPeriodBusinessCenters(42882) > 0.

UnderlyingDividendPeriodGrp

TagNameReq’dDescription
42862NoUnderlyingDividendPeriodsN
→42863UnderlyingDividendPeriodSequenceNRequired if NoUnderlyingDividendPeriods(42862) > 0.
→42864UnderlyingDividendPeriodStartDateUnadjustedN
→42865UnderlyingDividendPeriodEndDateUnadjustedN
→42866UnderlyingDividendPeriodUnderlierRefIDNWhen specified, this overrides UnderlyingDividendUnderlierRefID(42829). The specified value would be specific to this dividend period instance.
→42867UnderlyingDividendPeriodStrikePriceN
→42868UnderlyingDividendPeriodBusinessDayConventionNWhen 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.
ComponentUnderlyingDividendPeriodBusinessCenterGrpNWhen specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this dividend period instance.
→42869UnderlyingDividendPeriodValuationDateUnadjustedN
→42870UnderlyingDividendPeriodValuationDateRelativeToN
→42871UnderlyingDividendPeriodValuationDateOffsetPeriodNConditionally required when UnderlyingDividendPeriodValuationDateOffsetUnit(42872) is specified.
→42872UnderlyingDividendPeriodValuationDateOffsetUnitNConditionally required when UnderlyingDividendPeriodValuationDateOffsetPeriod(42871) is specified.
→42873UnderlyingDividendPeriodValuationDateOffsetDayTypeN
→42874UnderlyingDividendPeriodValuationDateAdjustedN
→42875UnderlyingDividendPeriodPaymentDateUnadjustedN
→42876UnderlyingDividendPeriodPaymentDateRelativeToN
→42877UnderlyingDividendPeriodPaymentDateOffsetPeriodNConditionally required when UnderlyingDividendPeriodPaymentDateOffsetUnit(42878) is specified.
→42878UnderlyingDividendPeriodPaymentDateOffsetUnitNConditionally required when UnderlyingDividendPeriodPaymentDateOffsetPeriod(42877) is specified.
→42879UnderlyingDividendPeriodPaymentDateOffsetDayTypeN
→42880UnderlyingDividendPeriodPaymentDateAdjustedN
→42881UnderlyingDividendPeriodXIDN

UnderlyingEvntGrp

TagNameReq’dDescription
1981NoUnderlyingEventsN
→1982UnderlyingEventTypeNRequired if NoUnderlyingEvents(1982) > 0.
→1983UnderlyingEventDateNConditionally required when UnderlyingEventTime(1984) is specified.
→1984UnderlyingEventTimeN
→1985UnderlyingEventTimeUnitNConditionally required when UnderlyingEventTimePeriod(1986) is specified.
→1986UnderlyingEventTimePeriodNConditionally required when UnderlyingEventTimeUnit(1985) is specified.
→2342UnderlyingEventMonthYearN
→1987UnderlyingEventPxN
→2071UnderlyingEventTextN
→2072EncodedUnderlyingEventTextLenNMust be set if EncodedUnderlyingEventText(2073) field is specified and must immediately precede it.
→2073EncodedUnderlyingEventTextNEncoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding(347) field.

UnderlyingExtraordinaryEventGrp

TagNameReq’dDescription
42884NoUnderlyingExtraordinaryEventsN
→42885UnderlyingExtraordinaryEventTypeNRequired if NoUnderlyingExtraordinaryEvents(42884) > 0.
→42886UnderlyingExtraordinaryEventValueNRequired if NoUnderlyingExtraordinaryEvents(42884) > 0.

UnderlyingInstrument

TagNameReq’dDescription
311UnderlyingSymbolN
312UnderlyingSymbolSfxN
309UnderlyingSecurityIDN
305UnderlyingSecurityIDSourceN
ComponentUndSecAltIDGrpN
2874UnderlyingIDNUsed 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.
462UnderlyingProductN
ComponentUnderlyingSecurityXMLNEmbedded XML document describing the underlying instrument.
463UnderlyingCFICodeN
310UnderlyingSecurityTypeN
763UnderlyingSecuritySubTypeN
313UnderlyingMaturityMonthYearN
542UnderlyingMaturityDateN
1213UnderlyingMaturityTimeN
1837UnderlyingContractPriceRefMonthN
241UnderlyingCouponPaymentDateN
1453UnderlyingRestructuringTypeN
1454UnderlyingSeniorityN
2614UnderlyingNotionalN
2615UnderlyingNotionalCurrencyN
2616UnderlyingNotionalDeterminationMethodN
2617UnderlyingNotionalAdjustmentsN
2619UnderlyingNotionalXIDRefN
1455UnderlyingNotionalPercentageOutstandingN
1456UnderlyingOriginalNotionalPercentageOutstandingN
1459UnderlyingAttachmentPointN
1460UnderlyingDetachmentPointN
242UnderlyingIssueDateN
243UnderlyingRepoCollateralSecurityTypeN
244UnderlyingRepurchaseTermN
245UnderlyingRepurchaseRateN
246UnderlyingFactorN
256UnderlyingCreditRatingN
595UnderlyingInstrRegistryN
592UnderlyingCountryOfIssueN
593UnderlyingStateOrProvinceOfIssueN
594UnderlyingLocaleOfIssueN
247UnderlyingRedemptionDateN
316UnderlyingStrikePriceN
941UnderlyingStrikeCurrencyN
317UnderlyingOptAttributeN
436UnderlyingContractMultiplierN
1437UnderlyingContractMultiplierUnitN
2363UnderlyingTradingUnitPeriodMultiplierN
1441UnderlyingFlowScheduleTypeN
998UnderlyingUnitOfMeasureN
1423UnderlyingUnitOfMeasureQtyN
1718UnderlyingUnitOfMeasureCurrencyN
1424UnderlyingPriceUnitOfMeasureN
1425UnderlyingPriceUnitOfMeasureQtyN
1719UnderlyingPriceUnitOfMeasureCurrencyN
1000UnderlyingTimeUnitNUsed to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
1419UnderlyingExerciseStyleN
1526UnderlyingPriceQuoteCurrencyN
435UnderlyingCouponRateN
308UnderlyingSecurityExchangeN
306UnderlyingIssuerN
362EncodedUnderlyingIssuerLenNMust be set if UnderlyingEncodedIssuer(363) field is specified and must immediately precede it.
363EncodedUnderlyingIssuerNEncoded (non-ASCII characters) representation of the UnderlyingIssuer(363) field in the encoded format specified via the MessageEncoding(347) field.
2742UnderlyingFinancialInstrumentShortNameN
2720UnderlyingFinancialInstrumentFullNameN
2721EncodedUnderlyingFinancialInstrumentFullNameLenNMust be set if EncodedUnderlyingFinancialInstrumentFullName(2722) field is specified and must immediately precede it.
2722EncodedUnderlyingFinancialInstrumentFullNameNEncoded (non-ASCII characters) representation of the UnderlyingFinancialInstrumentFullName(2720) field in the encoded format specified via the MessageEncoding(347) field.
2723UnderlyingIndexCurveUnitNRequires UnderlyingSecurityID(305) to identify the index. Requires UnderlyingIndexCurvePeriod(2724).
2724UnderlyingIndexCurvePeriodNRequires UnderlyingSecurityID(305) to identify the index. Requires UnderlyingIndexCurveUnit(2723).
307UnderlyingSecurityDescN
364EncodedUnderlyingSecurityDescLenNMust be set if UnderlyingEncodedSecurityDesc(307) field is specified and must immediately precede it.
365EncodedUnderlyingSecurityDescNEncoded (non-ASCII characters) representation of the UnderlyingSecurityDesc(307) field in the encoded format specified via the MessageEncoding(347) field.
877UnderlyingCPProgramN
878UnderlyingCPRegTypeN
972UnderlyingAllocationPercentNSpecific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.
318UnderlyingCurrencyNSpecific to the <UnderlyingInstrument> (not in <Instrument>)
879UnderlyingQtyNSpecific to the <UnderlyingInstrument> (not in <Instrument>)
Unit amount of the underlying security (par, shares, currency, etc.)
975UnderlyingSettlementTypeNSpecific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.
973UnderlyingCashAmountNSpecific 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.
974UnderlyingCashTypeNSpecific 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)
810UnderlyingPxNSpecific to the <UnderlyingInstrument> (not in <Instrument>)
In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.
882UnderlyingDirtyPriceNSpecific 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
883UnderlyingEndPriceNSpecific 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.
884UnderlyingStartValueNSpecific to the <UnderlyingInstrument> (not in <Instrument>)
Currency value attributed to this collateral at the start of the agreement
885UnderlyingCurrentValueNSpecific to the <UnderlyingInstrument> (not in <Instrument>)
Currency value currently attributed to this collateral
886UnderlyingEndValueNSpecific to the <UnderlyingInstrument> (not in <Instrument>)
Currency value attributed to this collateral at the end of the agreement
2885UnderlyingAccruedInterestAmtN
2886UnderlyingNumDaysInterestN
ComponentUnderlyingStipulationsNSpecific to the <UnderlyingInstrument> (not in <Instrument>)
Insert here the contents of the <UnderlyingStipulations> Component Block
1044UnderlyingAdjustedQuantityNSpecific 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).
1045UnderlyingFXRateNSpecific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).
1046UnderlyingFXRateCalcNSpecific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).
1038UnderlyingCapValueN
ComponentUndlyInstrumentPartiesN
1039UnderlyingSettlMethodN
315UnderlyingPutOrCallNUsed to express option right
2683UnderlyingInTheMoneyConditionNUsed to express in-the-moneyness behavior in general terms for the option without the use of UnderlyingStrikePrice(316) and UnderlyingPutOrCall(315).
2687UnderlyingContraryInstructionEligibilityIndicatorN
1988UnderlyingConstituentWeightN
1989UnderlyingCouponTypeN
1990UnderlyingTotalIssuedAmountN
1991UnderlyingCouponFrequencyPeriodNConditionally required when UnderlyingCouponFrequencyUnit(1992) is specified.
1992UnderlyingCouponFrequencyUnitNConditionally required when UnderlyingCouponFrequencyPeriod(1991) is specified.
1993UnderlyingCouponDayCountN
2881UnderlyingCouponOtherDayCountN
1994UnderlyingObligationIDN
1995UnderlyingObligationIDSourceNConditionally required when UnderlyingObligationID(1994) is specified.
1996UnderlyingEquityIDN
1997UnderlyingEquityIDSourceNConditionally required when UnderlyingEquityID(1996) is specified.
2620UnderlyingFutureIDN
2621UnderlyingFutureIDSourceNRequired if UnderlyingFutureID(2620) is specified.
ComponentUnderlyingEvntGrpN
1998UnderlyingLienSeniorityN
1999UnderlyingLoanFacilityN
2000UnderlyingReferenceEntityTypeN
2003UnderlyingIndexSeriesN
2004UnderlyingIndexAnnexVersionN
2005UnderlyingIndexAnnexDateN
2006UnderlyingIndexAnnexSourceN
2284UnderlyingSettlRateIndexN
2285UnderlyingSettlRateIndexLocationN
2286UnderlyingOptionExpirationDescN
2287EncodedUnderlyingOptionExpirationDescLenNMust be set if EncodedUnderlyingOptionExpirationDesc(2288) field is specified and must immediately precede it.
2288EncodedUnderlyingOptionExpirationDescNEncoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding(347) field.
2007UnderlyingProductComplexN
2008UnderlyingSecurityGroupN
2009UnderlyingSettleOnOpenFlagN
2010UnderlyingAssignmentMethodN
2011UnderlyingSecurityStatusN
2012UnderlyingObligationTypeN
2491UnderlyingAssetGroupN
2013UnderlyingAssetClassNRequired if UnderlyingAssetSubClass(2014) is specified.
2014UnderlyingAssetSubClassNRequired if UnderlyingAssetType(2015) is specified.
2015UnderlyingAssetTypeNRequired if UnderlyingAssetSubType(2744) is specified.
2744UnderlyingAssetSubTypeN
ComponentUnderlyingSecondaryAssetGrpN
ComponentUnderlyingAssetAttributeGrpN
2016UnderlyingSwapClassN
2289UnderlyingSwapSubClassN
2017UnderlyingNthToDefaultNConditionally required when UnderlyingMthToDefault(2018) is specified.
2018UnderlyingMthToDefaultN
2019UnderlyingSettledEntityMatrixSourceN
2020UnderlyingSettledEntityMatrixPublicationDateN
2021UnderlyingStrikeMultiplierN
2022UnderlyingStrikeValueN
2290UnderlyingStrikeUnitOfMeasureN
2622UnderlyingStrikeIndexCurvePointN
2291UnderlyingStrikeIndexN
2623UnderlyingStrikeIndexQuoteN
2292UnderlyingStrikeIndexSpreadN
2023UnderlyingStrikePriceDeterminationMethodN
2024UnderlyingStrikePriceBoundaryMethodNWhen specified, UnderlyingPutOrCall(315), UnderlyingStrikePrice(316), and UnderlyingStrikePriceBoundaryPrecision(2025) must also be specified.
2025UnderlyingStrikePriceBoundaryPrecisionN
2026UnderlyingMinPriceIncrementN
2027UnderlyingMinPriceIncrementAmountN
2028UnderlyingOptPayoutTypeN
2029UnderlyingOptPayoutAmountNConditionally required if UnderlyingOptPayoutType(2028) = 3 (Binary).
2757UnderlyingReturnTriggerN
2030UnderlyingPriceQuoteMethodN
2031UnderlyingValuationMethodN
2293UnderlyingValuationSourceN
2294UnderlyingValuationReferenceModelN
2032UnderlyingListMethodN
2033UnderlyingCapPriceN
2034UnderlyingFloorPriceN
2035UnderlyingFlexibleIndicatorN
2036UnderlyingFlexProductEligibilityIndicatorN
2037UnderlyingPositionLimitN
2038UnderlyingNTPositionLimitN
2039UnderlyingPoolN
2040UnderlyingContractSettlMonthN
2041UnderlyingDatedDateN
2042UnderlyingInterestAccrualDateN
2043UnderlyingShortSaleRestrictionN
2044UnderlyingRefTickTableIDN
41314UnderlyingProtectionTermXIDRefN
41315UnderlyingSettlTermXIDRefN
ComponentUnderlyingComplexEventsN
2295UnderlyingStrategyTypeN
2296UnderlyingCommonPricingIndicatorN
2297UnderlyingSettlDisruptionProvisionN
2756UnderlyingDeliveryRouteOrCharterN
2298UnderlyingInstrumentRoundingDirectionN
2299UnderlyingInstrumentRoundingPrecisionN
ComponentUnderlyingDateAdjustmentN
ComponentUnderlyingPricingDateTimeN
ComponentUnderlyingMarketDisruptionN
ComponentUnderlyingOptionExerciseN
ComponentUnderlyingStreamGrpN
ComponentUnderlyingProvisionGrpN
ComponentUnderlyingAdditionalTermGrpN
ComponentUnderlyingProtectionTermGrpN
ComponentUnderlyingCashSettlTermGrpN
ComponentUnderlyingPhysicalSettlTermGrpN
ComponentUnderlyingRateSpreadScheduleN
ComponentUnderlyingDividendPayoutN
ComponentUnderlyingExtraordinaryEventGrpN
2624UnderlyingExtraordinaryEventAdjustmentMethodN
2625UnderlyingExchangeLookAlikeN
2626UnderlyingAverageVolumeLimitationPercentageN
2627UnderlyingAverageVolumeLimitationPeriodDaysN
2628UnderlyingDepositoryReceiptIndicatorN
2629UnderlyingOpenUnitsN
2630UnderlyingBasketDivisorN
2631UnderlyingInstrumentXIDN

UnderlyingMarketDisruption

TagNameReq’dDescription
41859UnderlyingMarketDisruptionProvisionN
ComponentUnderlyingMarketDisruptionEventGrpN
41860UnderlyingMarketDisruptionFallbackProvisionN
ComponentUnderlyingMarketDisruptionFallbackGrpN
ComponentUnderlyingMarketDisruptionFallbackReferencePriceGrpN
41861UnderlyingMarketDisruptionMaximumDaysN
41862UnderlyingMarketDisruptionMaterialityPercentageNIf specified, the disruption event should be specified in UnderlyingMarketDisruptionEventGrp.
41863UnderlyingMarketDisruptionMinimumFuturesContractsNApplicable only when UnderlyingMarketDisruptionEvent(41865)=’DeMinimisTrading’.

UnderlyingMarketDisruptionEventGrp

TagNameReq’dDescription
41864NoUnderlyingMarketDisruptionEventsN
→41865UnderlyingMarketDisruptionEventNRequired if NoUnderlyingMarketDisruptionEvents(41864) > 0.
→41338UnderlyingMarketDisruptionValueN

UnderlyingMarketDisruptionFallbackGrp

TagNameReq’dDescription
41866NoUnderlyingMarketDisruptionFallbacksN
→41867UnderlyingMarketDisruptionFallbackTypeNRequired if NoUnderlyingMarketDisruptionFallbacks(41866) > 0.
The sequence of entries specifies the order in which the fallback provisions should be applied.
→41339UnderlyingMarketDisruptionFallbackValueN

UnderlyingMarketDisruptionFallbackReferencePriceGrp

TagNameReq’dDescription
41868NoUnderlyingMarketDisruptionFallbackReferencePricesN
→41869UnderlyingMarketDisruptionFallbackUnderlierTypeNRequired if NoUnderlyingMarketDisruptionFallbackReferencePrices (41868) > 0.
→41870UnderlyingMarketDisruptionFallbackUnderlierSecurityIDNConditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource(41871) is specified.
→41871UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSourceNConditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityID(41870) is specified.
→41872UnderlyingMarketDisruptionFallbackUnderlierSecurityDescN
→41873EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDescLenNMust be set if EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field is specified and must immediately precede it.
→41874EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDescNEncoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding(347) field.
→41875UnderlyingMarketDisruptionFallbackOpenUnitsN
→41876UnderlyingMarketDisruptionFallbackBasketCurrencyN
→41877UnderlyingMarketDisruptionFallbackBasketDivisorN

UnderlyingOptionExercise

TagNameReq’dDescription
41810UnderlyingExerciseDescN
41811EncodedUnderlyingExerciseDescLenNMust be set if EncodedUnderlyingExerciseDesc(41812) field is specified and must immediately precede it.
41812EncodedUnderlyingExerciseDescNEncoded (non-ASCII characters) representation of the UnderlyingExerciseDesc(41810) field in the encoded format specified via the MessageEncoding(347) field.
41813UnderlyingAutomaticExerciseIndicatorN
41814UnderlyingAutomaticExerciseThresholdRateN
41815UnderlyingExerciseConfirmationMethodN
41816UnderlyingManualNoticeBusinessCenterN
41817UnderlyingFallbackExerciseIndicatorN
41818UnderlyingLimitedRightToConfirmIndicatorN
41819UnderlyingExerciseSplitTicketIndicatorN
42887UnderlyingSettlMethodElectingPartySideN
ComponentUnderlyingSettlMethodElectionDateN
ComponentUnderlyingOptionExerciseDatesN
ComponentUnderlyingOptionExerciseExpirationN
ComponentUnderlyingOptionExerciseMakeWholeProvisionN

UnderlyingOptionExerciseBusinessCenterGrp

TagNameReq’dDescription
41820NoUnderlyingOptionExerciseBusinessCentersN
→41821UnderlyingOptionExerciseBusinessCenterNRequired if NoUnderlyingOptionExerciseBusinessCenters(41820) > 0.

UnderlyingOptionExerciseDateGrp

TagNameReq’dDescription
41841NoUnderlyingOptionExerciseDatesN
→41842UnderlyingOptionExerciseDateNRequired if NoUnderlyingOptionExerciseDates(41841) > 0.
→41843UnderlyingOptionExerciseDateTypeNWhen specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

UnderlyingOptionExerciseDates

TagNameReq’dDescription
41822UnderlyingOptionExerciseBusinessDayConventionNWhen 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.
ComponentUnderlyingOptionExerciseBusinessCenterGrpNWhen 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.
ComponentUnderlyingOptionExerciseDateGrpN
41823UnderlyingOptionExerciseEarliestDateOffsetDayTypeN
41824UnderlyingOptionExerciseEarliestDateOffsetPeriodNConditionally required when UnderlyingOptionExerciseEarliestDateUnit(41825) is specified.
41825UnderlyingOptionExerciseEarliestDateOffsetUnitNConditionally required when UnderlyingOptionExerciseEarliestDatePeriod(41824) is specified.
41826UnderlyingOptionExerciseFrequencyPeriodNConditinally required when UnderlyingOptionExerciseFrequencyUnit(41827) is specified.
41827UnderlyingOptionExerciseFrequencyUnitNConditinally required when UnderlyingOptionExerciseFrequencyPeriod(41826) is specified.
41828UnderlyingOptionExerciseStartDateUnadjustedN
41829UnderlyingOptionExerciseStartDateRelativeToN
41830UnderlyingOptionExerciseStartDateOffsetPeriodNConditionally required when UnderlyingOptionExerciseStartDateOffsetUnit(41831) is specified.
41831UnderlyingOptionExerciseStartDateOffsetUnitNConditionally required when UnderlyingOptionExerciseStartDateOffsetPeriod(41830) is specified.
41832UnderlyingOptionExerciseStartDateOffsetDayTypeN
41833UnderlyingOptionExerciseStartDateAdjustedN
41834UnderlyingOptionExerciseSkipN
41835UnderlyingOptionExerciseNominationDeadlineN
41836UnderlyingOptionExerciseFirstDateUnadjustedN
41837UnderlyingOptionExerciseLastDateUnadjustedN
41838UnderlyingOptionExerciseEarliestTimeN
41839UnderlyingOptionExerciseLatestTimeN
41840UnderlyingOptionExerciseTimeBusinessCenterN

UnderlyingOptionExerciseExpiration

TagNameReq’dDescription
41846UnderlyingOptionExerciseExpirationDateBusinessDayConventionNWhen 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.
ComponentUnderlyingOptionExerciseExpirationDateBusinessCenterGrpNWhen 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.
ComponentUnderlyingOptionExerciseExpirationDateGrpN
41847UnderlyingOptionExerciseExpirationDateRelativeToN
41848UnderlyingOptionExerciseExpirationDateOffsetPeriodNConditionally required when UnderlyingOptionExerciseExpirationDateOffsetUnit(41849) is specified.
41849UnderlyingOptionExerciseExpirationDateOffsetUnitNConditionally required when UnderlyingOptionExerciseExpirationDateOffsetPeriod(41848) is specified.
41850UnderlyingOptionExerciseExpirationFrequencyPeriodNConditionally required when UnderlyingOptionExerciseExpirationFrequencyUnit(41851) is specified.
41851UnderlyingOptionExerciseExpirationFrequencyUnitNConditionally required when UnderlyingOptionExerciseExpirationFrequencyPeriod(41850) is specified.
41852UnderlyingOptionExerciseExpirationRollConventionNWhen 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.
41853UnderlyingOptionExerciseExpirationDateOffsetDayTypeN
41854UnderlyingOptionExerciseExpirationTimeN
41855UnderlyingOptionExerciseExpirationTimeBusinessCenterN

UnderlyingOptionExerciseExpirationDateBusinessCenterGrp

TagNameReq’dDescription
41844NoUnderlyingOptionExerciseExpirationDateBusinessCentersN
→41845UnderlyingOptionExerciseExpirationDateBusinessCenterNRequired if NoUnderlyingOptionExerciseExpirationDateBusinessCenters(41844) > 0.

UnderlyingOptionExerciseExpirationDateGrp

TagNameReq’dDescription
41856NoUnderlyingOptionExerciseExpirationDatesN
→41857UnderlyingOptionExerciseExpirationDateNRequired if NoUnderlyingOptionExpirationDates(41856) > 0.
→41858UnderlyingOptionExerciseExpirationDateTypeNWhen specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

UnderlyingOptionExerciseMakeWholeProvision

TagNameReq’dDescription
42888UnderlyingMakeWholeDateN
42889UnderlyingMakeWholeAmountN
42890UnderlyingMakeWholeBenchmarkCurveNameN
42891UnderlyingMakeWholeBenchmarkCurvePointN
42892UnderlyingMakeWholeRecallSpreadN
42893UnderlyingMakeWholeBenchmarkQuoteN
42894UnderlyingMakeWholeInterpolationMethodN

UnderlyingPaymentScheduleFixingDateBusinessCenterGrp

TagNameReq’dDescription
40966NoUnderlyingPaymentScheduleFixingDateBusinessCentersN
→40690UnderlyingPaymentScheduleFixingDateBusinessCenterNRequired if NoUnderlyingPaymentScheduleFixingDateBusinessCenters(40966) > 0.

UnderlyingPaymentScheduleFixingDayGrp

TagNameReq’dDescription
41878NoUnderlyingPaymentScheduleFixingDaysN
→41879UnderlyingPaymentScheduleFixingDayOfWeekNRequired if NoUnderlyingPaymentScheduleFixingDays(41878) > 0.
→41880UnderlyingPaymentScheduleFixingDayNumberN

UnderlyingPaymentScheduleGrp

TagNameReq’dDescription
40664NoUnderlyingPaymentSchedulesN
→40665UnderlyingPaymentScheduleTypeNRequired if NoUnderlyingPaymentScheules(40664) > 0.
→41881UnderlyingPaymentScheduleXIDN
→41882UnderlyingPaymentScheduleXIDRefN
→40666UnderlyingPaymentScheduleStubTypeN
→40667UnderlyingPaymentScheduleStartDateUnadjustedN
→40668UnderlyingPaymentScheduleEndDateUnadjustedN
→40669UnderlyingPaymentSchedulePaySideN
→40670UnderlyingPaymentScheduleReceiveSideN
→40671UnderlyingPaymentScheduleNotionalN
→40672UnderlyingPaymentScheduleCurrencyN
→40673UnderlyingPaymentScheduleRateN
→40674UnderlyingPaymentScheduleRateMultiplierN
→40675UnderlyingPaymentScheduleRateSpreadN
→41883UnderlyingPaymentScheduleRateCurrencyN
→41884UnderlyingPaymentScheduleRateUnitOfMeasureN
→41885UnderlyingPaymentScheduleRateConversionFactorN
→41886UnderlyingPaymentScheduleRateSpreadTypeN
→40676UnderlyingPaymentScheduleRateSpreadPositionTypeN
→40677UnderlyingPaymentScheduleRateTreatmentN
→40678UnderlyingPaymentScheduleFixedAmountN
→40679UnderlyingPaymentScheduleFixedCurrencyN
→41887UnderlyingPaymentScheduleSettlPeriodPriceN
→41888UnderlyingPaymentScheduleSettlPeriodPriceCurrencyN
→41889UnderlyingPaymentScheduleSettlPeriodPriceUnitOfMeasureN
→41890UnderlyingPaymentScheduleStepUnitOfMeasureN
→40680UnderlyingPaymentScheduleStepFrequencyPeriodNConditionally required when UnderlyingPaymentScheduleStepFrequeencyUnit(40681) is specified.
→40681UnderlyingPaymentScheduleStepFrequencyUnitNConditionally required when UnderlyingPaymentScheduleStepFrequeencyPeriod(40680) is specified.
→40682UnderlyingPaymentScheduleStepOffsetValueN
→40683UnderlyingPaymentScheduleStepRateN
→40684UnderlyingPaymentScheduleStepOffsetRateN
→40685UnderlyingPaymentScheduleStepRelativeToN
ComponentUnderlyingPaymentScheduleRateSourceGrpN
→40686UnderlyingPaymentScheduleFixingDateUnadjustedN
→40687UnderlyingPaymentScheduleWeightN
→40688UnderlyingPaymentScheduleFixingDateRelativeToN
→40689UnderlyingPaymentScheduleFixingDateBusinessDayCnvtnNWhen 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.
ComponentUnderlyingPaymentScheduleFixingDateBusinessCenterGrpNWhen 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.
→40691UnderlyingPaymentScheduleFixingDateOffsetPeriodNConditionally required when UnderlyingPaymentScheduleFixingDateOffsetUnit(40692) is specified.
→40692UnderlyingPaymentScheduleFixingDateOffsetUnitNConditionally required when UnderlyingPaymentScheduleFixingDateOffsetPeriod(40691) is specified.
→40693UnderlyingPaymentScheduleFixingDateOffsetDayTypeN
→41891UnderlyingPaymentScheduleFixingDayDistributionN
→41892UnderlyingPaymentScheduleFixingDayCountN
→40694UnderlyingPaymentScheduleFixingDateAdjustedN
ComponentUnderlyingPaymentScheduleFixingDayGrpN
→41893UnderlyingPaymentScheduleFixingLagPeriodNConditionally required when UnderlyingPaymentScheduleFixingLagUnit(41894) is specified.
→41894UnderlyingPaymentScheduleFixingLagUnitNConditionally required when UnderlyingPaymentScheduleFixingLagPeriod(41893) is specified.
→41895UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriodNConditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit(41896) is specified.
→41896UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnitNConditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod(41895) is specified.
→40695UnderlyingPaymentScheduleFixingTimeN
→40696UnderlyingPaymentScheduleFixingTimeBusinessCenterN
→40697UnderlyingPaymentScheduleInterimExchangePaymentDateRelativeToN
→40698UnderlyingPaymentScheduleInterimExchangeDatesBusinessDayConventionNWhen 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.
ComponentUnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrpNWhen 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.
→40700UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriodNConditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit(40701) is specified.
→40701UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnitNConditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod(40700) is specified.
→40702UnderlyingPaymentScheduleInterimExchangeDatesOffsetDayTypeN
→40703UnderlyingPaymentScheduleInterimExchangeDateAdjustedN

UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp

TagNameReq’dDescription
40967NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCentersN
→40699UnderlyingPaymentScheduleInterimExchangeDatesBusinessCenterNRequired if NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters(40967) > 0.

UnderlyingPaymentScheduleRateSourceGrp

TagNameReq’dDescription
40704NoUnderlyingPaymentScheduleRateSourcesN
→40705UnderlyingPaymentScheduleRateSourceNRequired if NoUnderlyingPaymentScheduleRates(40704) > 0.
→40706UnderlyingPaymentScheduleRateSourceTypeNRequired if NoUnderlyingPaymentScheduleRates(40704) > 0.
→40707UnderlyingPaymentScheduleReferencePageNConditionally required when UnderlyingPaymentScheduleRateSource(40705) = 99 (Other).

UnderlyingPaymentStream

TagNameReq’dDescription
40568UnderlyingPaymentStreamTypeN
40569UnderlyingPaymentStreamMarketRateN
40570UnderlyingPaymentStreamDelayIndicatorN
42895UnderlyingPaymentStreamCashSettlIndicatorN
40571UnderlyingPaymentStreamSettlCurrencyN
40572UnderlyingPaymentStreamDayCountN
43107UnderlyingPaymentStreamOtherDayCountNMay be used to specify a count method not listed in UnderlyingPaymentStreamDayCount(40572).
40573UnderlyingPaymentStreamAccrualDaysN
40574UnderlyingPaymentStreamDiscountTypeN
40575UnderlyingPaymentStreamDiscountRateN
40576UnderlyingPaymentStreamDiscountRateDayCountN
40577UnderlyingPaymentStreamCompoundingMethodN
42896UnderlyingPaymentStreamCompoundingXIDRefNMutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingFloatingRate component.
42897UnderlyingPaymentStreamCompoundingSpreadN
42898UnderlyingPaymentStreamInterpolationMethodN
42899UnderlyingPaymentStreamInterpolationPeriodN
40578UnderlyingPaymentStreamInitialPrincipalExchangeIndicatorN
40579UnderlyingPaymentStreamInterimPrincipalExchangeIndicatorN
40580UnderlyingPaymentStreamFinalPrincipalExchangeIndicatorN
41897UnderlyingPaymentStreamFlatRateIndicatorN
41898UnderlyingPaymentStreamFlatRateAmountN
41899UnderlyingPaymentStreamFlatRateCurrencyN
41900UnderlyingPaymentStreamMaximumPaymentAmountN
41901UnderlyingPaymentStreamMaximumPaymentCurrencyN
41902UnderlyingPaymentStreamMaximumTransactionAmountN
41903UnderlyingPaymentStreamMaximumTransactionCurrencyN
ComponentUnderlyingPaymentStreamPaymentDatesN
ComponentUnderlyingPaymentStreamResetDatesN
ComponentUnderlyingPaymentStreamFixedRateN
ComponentUnderlyingPaymentStreamFloatingRateN
42900UnderlyingPaymentStreamCompoundingFixedRateNMutually exclusive with UnderlyingPaymentStreamCompoundingXIDRef(42896) or the UnderlyingPaymentStreamCompoundingFloatingRate component.
ComponentUnderlyingPaymentStreamCompoundingFloatingRateNMutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingXIDRef(42896).
ComponentUnderlyingPaymentStreamCompoundingDatesN
ComponentUnderlyingPaymentStreamNonDeliverableSettlTermsN

UnderlyingPaymentStreamCompoundingDateGrp

TagNameReq’dDescription
42901NoUnderlyingPaymentStreamCompoundingDatesN
→42902UnderlyingPaymentStreamCompoundingDateNRequired if NoUnderlyingPaymentStreamCompoundingDates(42901) > 0.
→42903UnderlyingPaymentStreamCompoundingDateTypeNWhen 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

TagNameReq’dDescription
42904UnderlyingPaymentStreamCompoundingDatesBusinessDayConventionNWhen 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.
ComponentUnderlyingPaymentStreamCompoundingDatesBusinessCenterGrpNWhen specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream compounding dates.
ComponentUnderlyingPaymentStreamCompoundingDateGrpN
42905UnderlyingPaymentStreamCompoundingDatesRelativeToN
42906UnderlyingPaymentStreamCompoundingDatesOffsetPeriodNConditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetUnit(42907) is specified.
42907UnderlyingPaymentStreamCompoundingDatesOffsetUnitNConditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetPeriod(42906) is specified.
42908UnderlyingPaymentStreamCompoundingDatesOffsetDayTypeN
42909UnderlyingPaymentStreamCompoundingPeriodSkipN
ComponentUnderlyingPaymentStreamCompoundingStartDateN
ComponentUnderlyingPaymentStreamCompoundingEndDateN
42910UnderlyingPaymentStreamCompoundingFrequencyPeriodNConditionally required when UnderlyingPaymentStreamCompoundingFrequencyUnit(42911) is specified.
42911UnderlyingPaymentStreamCompoundingFrequencyUnitNConditionally required when UnderlyingPaymentStreamCompoundingFrequencyPeriod(42910) is specified.
42912UnderlyingPaymentStreamCompoundingRollConventionNWhen 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.
42913UnderlyingPaymentStreamBoundsFirstDateUnadjustedN
42914UnderlyingPaymentStreamBoundsLastDateUnadjustedN

UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp

TagNameReq’dDescription
42915NoUnderlyingPaymentStreamCompoundingDatesBusinessCentersN
→42916UnderlyingPaymentStreamCompoundingDatesBusinessCenterNRequired if NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters(42915) > 0.

UnderlyingPaymentStreamCompoundingEndDate

TagNameReq’dDescription
42917UnderlyingPaymentStreamCompoundingEndDateUnadjustedN
42918UnderlyingPaymentStreamCompoundingEndDateRelativeToN
42919UnderlyingPaymentStreamCompoundingEndDateOffsetPeriodNConditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetUnit(42920) is specified.
42920UnderlyingPaymentStreamCompoundingEndDateOffsetUnitNConditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod(42919) is specified.
42921UnderlyingPaymentStreamCompoundingEndDateOffsetDayTypeN
42922UnderlyingPaymentStreamCompoundingEndDateAdjustedN

UnderlyingPaymentStreamCompoundingFloatingRate

TagNameReq’dDescription
42923UnderlyingPaymentStreamCompoundingRateIndexN
42924UnderlyingPaymentStreamCompoundingRateIndexCurvePeriodNConditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurveUnit(42925) is specified.
42925UnderlyingPaymentStreamCompoundingRateIndexCurveUnitNConditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod(42924) is specified.
42926UnderlyingPaymentStreamCompoundingRateMultiplierN
42927UnderlyingPaymentStreamCompoundingRateSpreadN
42928UnderlyingPaymentStreamCompoundingRateSpreadPositionTypeN
42929UnderlyingPaymentStreamCompoundingRateTreatmentN
42930UnderlyingPaymentStreamCompoundingCapRateN
42931UnderlyingPaymentStreamCompoundingCapRateBuySideN
42932UnderlyingPaymentStreamCompoundingCapRateSellSideN
42933UnderlyingPaymentStreamCompoundingFloorRateN
42934UnderlyingPaymentStreamCompoundingFloorRateBuySideN
42935UnderlyingPaymentStreamCompoundingFloorRateSellSideN
42936UnderlyingPaymentStreamCompoundingInitialRateN
42937UnderlyingPaymentStreamCompoundingFinalRateRoundingDirectionN
42938UnderlyingPaymentStreamCompoundingFinalRatePrecisionN
42939UnderlyingPaymentStreamCompoundingAveragingMethodN
42940UnderlyingPaymentStreamCompoundingNegativeRateTreatmentN

UnderlyingPaymentStreamCompoundingStartDate

TagNameReq’dDescription
42941UnderlyingPaymentStreamCompoundingStartDateUnadjustedN
42942UnderlyingPaymentStreamCompoundingStartDateRelativeToN
42943UnderlyingPaymentStreamCompoundingStartDateOffsetPeriodNConditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetUnit(42944) is specified.
42944UnderlyingPaymentStreamCompoundingStartDateOffsetUnitNConditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod(42943) is specified.
42945UnderlyingPaymentStreamCompoundingStartDateOffsetDayTypeN
42946UnderlyingPaymentStreamCompoundingStartDateAdjustedN

UnderlyingPaymentStreamFinalPricePaymentDate

TagNameReq’dDescription
42949UnderlyingPaymentStreamFinalPricePaymentDateUnadjustedN
42950UnderlyingPaymentStreamFinalPricePaymentDateRelativeToN
42951UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriodNConditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit(42952) is specified.
42952UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnitNConditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod(42951) is specified.
42953UnderlyingPaymentStreamFinalPricePaymentDateOffsetDayTypeN
42954UnderlyingPaymentStreamFinalPricePaymentDateAdjustedN

UnderlyingPaymentStreamFixedRate

TagNameReq’dDescription
40615UnderlyingPaymentStreamRateNMutually exclusive with UnderlyingPaymentStreamFixedAmount(40616).
40616UnderlyingPaymentStreamFixedAmountNMutually exclusive with UnderlyingPaymentStreamRate(40615).
40617UnderlyingPaymentStreamRateOrAmountCurrencyN
41904UnderlyingPaymentStreamFixedAmountUnitOfMeasureN
41905UnderlyingPaymentStreamTotalFixedAmountN
40618UnderlyingPaymentStreamFutureValueNotionalN
40619UnderlyingPaymentStreamFutureValueDateAdjustedN
41906UnderlyingPaymentStreamWorldScaleRateN
41907UnderlyingPaymentStreamContractPriceN
41908UnderlyingPaymentStreamContractPriceCurrencyN

UnderlyingPaymentStreamFixingDateBusinessCenterGrp

TagNameReq’dDescription
40972NoUnderlyingPaymentStreamFixingDateBusinessCentersN
→40607UnderlyingPaymentStreamFixingDateBusinessCenterNRequired if NoUnderlyingPaymentStreamFixingDateBusinessCenters(40972) > 0.

UnderlyingPaymentStreamFixingDateGrp

TagNameReq’dDescription
42955NoUnderlyingPaymentStreamFixingDatesN
→42956UnderlyingPaymentStreamFixingDateNRequired if NoUnderlyingPaymentStreamFixingDates(42955) > 0.
→42957UnderlyingPaymentStreamFixingDateTypeNWhen 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

TagNameReq’dDescription
40620UnderlyingPaymentStreamRateIndexN
40621UnderlyingPaymentStreamRateIndexSourceN
43092UnderlyingPaymentStreamRateIndexIDNConditionally required when UnderlyingPaymentStreamRateIndexIDSource(43093) is specified.
43093UnderlyingPaymentStreamRateIndexIDSourceNConditionally required when UnderlyingPaymentStreamRateIndexID(43092) is specified.
40622UnderlyingPaymentStreamRateIndexCurveUnitNConditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod(40623) is specified.
40623UnderlyingPaymentStreamRateIndexCurvePeriodNConditionally required when UnderlyingPaymentStreamRateIndexCurveUnit(40622) is specified.
41911UnderlyingPaymentStreamRateIndex2CurveUnitNConditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod2(41912) is specified.
41912UnderlyingPaymentStreamRateIndex2CurvePeriodNConditionally required when UnderlyingPaymentStreamRateIndexCurveUnit2(41911) is specified.
41913UnderlyingPaymentStreamRateIndexLocationN
41914UnderlyingPaymentStreamRateIndexLevelN
41915UnderlyingPaymentStreamRateIndexUnitOfMeasureN
41916UnderlyingPaymentStreamSettlLevelN
41917UnderlyingPaymentStreamReferenceLevelN
41918UnderlyingPaymentStreamReferenceLevelUnitOfMeasureN
41919UnderlyingPaymentStreamReferenceLevelEqualsZeroIndicatorN
40624UnderlyingPaymentStreamRateMultiplierN
40625UnderlyingPaymentStreamRateSpreadN
41920UnderlyingPaymentStreamRateSpreadCurrencyN
41921UnderlyingPaymentStreamRateSpreadUnitOfMeasureN
41922UnderlyingPaymentStreamRateConversionFactorN
41923UnderlyingPaymentStreamRateSpreadTypeN
40626UnderlyingPaymentStreamRateSpreadPositionTypeN
40627UnderlyingPaymentStreamRateTreatmentN
40628UnderlyingPaymentStreamCapRateN
40629UnderlyingPaymentStreamCapRateBuySideN
40630UnderlyingPaymentStreamCapRateSellSideN
40631UnderlyingPaymentStreamFloorRateN
40632UnderlyingPaymentStreamFloorRateBuySideN
40633UnderlyingPaymentStreamFloorRateSellSideN
40634UnderlyingPaymentStreamInitialRateN
41924UnderlyingPaymentStreamLastResetRateN
41925UnderlyingPaymentStreamFinalRateN
40635UnderlyingPaymentStreamFinalRateRoundingDirectionN
40636UnderlyingPaymentStreamFinalRatePrecisionN
40637UnderlyingPaymentStreamAveragingMethodN
40638UnderlyingPaymentStreamNegativeRateTreatmentN
41926UnderlyingPaymentStreamCalculationLagPeriodNConditionally required when UnderlyingPaymentStreamCalculationLagUnit(41927) is specified.
41927UnderlyingPaymentStreamCalculationLagUnitNConditionally required when UnderlyingPaymentStreamCalculationLagPeriod(41926) is specified.
42958UnderlyingPaymentStreamFirstObservationDateUnadjustedN
42959UnderlyingPaymentStreamFirstObservationDateRelativeToN
42960UnderlyingPaymentStreamFirstObservationDateOffsetDayTypeN
41928UnderlyingPaymentStreamFirstObservationDateOffsetPeriodNConditionally required when UnderlyingPaymentStreamFirstObservationOffsetUnit(41929) is specified.
41929UnderlyingPaymentStreamFirstObservationDateOffsetUnitNConditionally required when UnderlyingPaymentStreamFirstObservationOffsetPeriod(41928) is specified.
42961UnderlyingPaymentStreamFirstObservationDateAdjustedN
41930UnderlyingPaymentStreamPricingDayTypeN
41931UnderlyingPaymentStreamPricingDayDistributionN
41932UnderlyingPaymentStreamPricingDayCountN
41933UnderlyingPaymentStreamPricingBusinessCalendarN
41934UnderlyingPaymentStreamPricingBusinessDayConventionNWhen 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.
ComponentUnderlyingPaymentStreamPricingBusinessCenterGrpN
ComponentUnderlyingPaymentStreamPricingDayGrpN
ComponentUnderlyingPaymentStreamPricingDateGrpN
40639UnderlyingPaymentStreamInflationLagPeriodNConditionally required when UnderlyingPaymentStreamInflationLagUnit(40640) is specified.
40640UnderlyingPaymentStreamInflationLagUnitNConditionally required when UnderlyingPaymentStreamInflationLagPeriod(40639) is specified.
40641UnderlyingPaymentStreamInflationLagDayTypeN
40642UnderlyingPaymentStreamInflationInterpolationMethodN
40643UnderlyingPaymentStreamInflationIndexSourceN
40644UnderlyingPaymentStreamInflationPublicationSourceN
40645UnderlyingPaymentStreamInflationInitialIndexLevelN
40646UnderlyingPaymentStreamInflationFallbackBondApplicableN
40647UnderlyingPaymentStreamFRADiscountingN
42962UnderlyingPaymentStreamUnderlierRefIDN
ComponentUnderlyingPaymentStreamFormulaN
ComponentUnderlyingDividendConditionsN
42963UnderlyingReturnRateNotionalResetN
ComponentUnderlyingReturnRateGrpN
42964UnderlyingPaymentStreamLinkInitialLevelN
42965UnderlyingPaymentStreamLinkClosingLevelIndicatorN
42966UnderlyingPaymentStreamLinkExpiringLevelIndicatorN
42967UnderlyingPaymentStreamLinkEstimatedTradingDaysN
42968UnderlyingPaymentStreamLinkStrikePriceN
42969UnderlyingPaymentStreamLinkStrikePriceTypeN
42970UnderlyingPaymentStreamLinkMaximumBoundaryN
42971UnderlyingPaymentStreamLinkMinimumBoundaryN
42972UnderlyingPaymentStreamLinkNumberOfDataSeriesN
42973UnderlyingPaymentStreamVarianceUnadjustedCapN
42974UnderlyingPaymentStreamRealizedVarianceMethodN
42975UnderlyingPaymentStreamDaysAdjustmentIndicatorN
42976UnderlyingPaymentStreamNearestExchangeContractRefIDN
42977UnderlyingPaymentStreamVegaNotionalAmountN

UnderlyingPaymentStreamFormula

TagNameReq’dDescription
42978UnderlyingPaymentStreamFormulaCurrencyN
42979UnderlyingPaymentStreamFormulaCurrencyDeterminationMethodN
42980UnderlyingPaymentStreamFormulaReferenceAmountN
ComponentUnderlyingPaymentStreamFormulaMathGrpN
ComponentUnderlyingPaymentStreamFormulaImageN

UnderlyingPaymentStreamFormulaImage

TagNameReq’dDescription
42947UnderlyingPaymentStreamFormulaImageLengthNConditionally required when UnderlyingPaymentStreamFormulaImage(42948) is specified.
42948UnderlyingPaymentStreamFormulaImageNConditionally required when UnderlyingPaymentStreamFormulaImageLength(42947) is specified.

UnderlyingPaymentStreamFormulaMathGrp

TagNameReq’dDescription
42981NoUnderlyingPaymentStreamFormulasN
→42982UnderlyingPaymentStreamFormulaNRequired if NoUnderlyingPaymentStreamFormulas(42981) > 0.
→42983UnderlyingPaymentStreamFormulaDescN

UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp

TagNameReq’dDescription
40971NoUnderlyingPaymentStreamInitialFixingDateBusinessCentersN
→40600UnderlyingPaymentStreamInitialFixingDateBusinessCenterNRequired if NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters(40971) > 0.

UnderlyingPaymentStreamNonDeliverableFixingDateGrp

TagNameReq’dDescription
40656NoUnderlyingNonDeliverableFixingDatesN
→40657UnderlyingNonDeliverableFixingDateNRequired if NoUnderlyingNonDeliverableFixingDates(40656) > 0.
→40658UnderlyingNonDeliverableFixingDateTypeNWhen specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp

TagNameReq’dDescription
40968NoUnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCentersN
→40650UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterNRequired if NoUnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenters(40968) > 0.

UnderlyingPaymentStreamNonDeliverableSettlRateSource

TagNameReq’dDescription
40661UnderlyingPaymentStreamNonDeliverableSettlRateSourceN
40824UnderlyingPaymentStreamNonDeliverableSettlReferencePageNConditionally required when UnderlyingPaymentStreamNonDeliverableSettlRateSource(40661) = 3 (ISDA Settlement Rate Option) or 99 (Other).

UnderlyingPaymentStreamNonDeliverableSettlTerms

TagNameReq’dDescription
40648UnderlyingPaymentStreamNonDeliverableRefCurrencyN
40649UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessDayConventionNWhen 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.
ComponentUnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrpNWhen 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.
40651UnderlyingPaymentStreamNonDeliverableFixingDatesRelativeToN
40652UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriodNConditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit(40653) is specified.
40653UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnitNConditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod(40652) is specified.
40654UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetDayTypeN
ComponentUnderlyingPaymentStreamNonDeliverableSettlRateSourceN
ComponentUnderlyingPaymentStreamNonDeliverableFixingDateGrpN
ComponentUnderlyingSettlRateDisruptionFallbackGrpN

UnderlyingPaymentStreamPaymentDateBusinessCenterGrp

TagNameReq’dDescription
40969NoUnderlyingPaymentStreamPaymentDateBusinessCentersN
→40582UnderlyingPaymentStreamPaymentDateBusinessCenterNRequired if NoUnderlyingPaymentStreamPaymentDateBusinessCenters(40969) > 0.

UnderlyingPaymentStreamPaymentDateGrp

TagNameReq’dDescription
41937NoUnderlyingPaymentStreamPaymentDatesN
→41938UnderlyingPaymentStreamPaymentDateNRequired if NoUnderlyingPaymentStreamPaymentDates(41937) > 0.
→41939UnderlyingPaymentStreamPaymentDateTypeNWhen specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

UnderlyingPaymentStreamPaymentDates

TagNameReq’dDescription
40581UnderlyingPaymentStreamPaymentDateBusinessDayConventionNWhen 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.
ComponentUnderlyingPaymentStreamPaymentDateBusinessCenterGrpNWhen 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.
ComponentUnderlyingPaymentStreamPaymentDateGrpN
40583UnderlyingPaymentStreamPaymentFrequencyPeriodNConditionally required when UnderlyingPaymentStreamPaymentFrequencyUnit(40584) is specified.
40584UnderlyingPaymentStreamPaymentFrequencyUnitNConditionally required when UnderlyingPaymentStreamPaymentFrequencyPeriod(40583) is specified.
40585UnderlyingPaymentStreamPaymentRollConventionNWhen 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.
40586UnderlyingPaymentStreamFirstPaymentDateUnadjustedN
40587UnderlyingPaymentStreamLastRegularPaymentDateUnadjustedN
40588UnderlyingPaymentStreamPaymentDateRelativeToN
40589UnderlyingPaymentStreamPaymentDateOffsetPeriodNConditionally required when UnderlyingPaymentStreamPaymentOffsetUnit(40590) is specified.
40590UnderlyingPaymentStreamPaymentDateOffsetUnitNConditionally required when UnderlyingPaymentStreamPaymentOffsetPeriod(40589) is specified.
40591UnderlyingPaymentStreamPaymentDateOffsetDayTypeN
41940UnderlyingPaymentStreamMasterAgreementPaymentDatesIndicatorN
ComponentUnderlyingPaymentStreamFinalPricePaymentDateN

UnderlyingPaymentStreamPricingBusinessCenterGrp

TagNameReq’dDescription
41909NoUnderlyingPaymentStreamPricingBusinessCentersN
→41910UnderlyingPaymentStreamPricingBusinessCenterNRequired if NoUnderlyingPaymentStreamPricingBusinessCenters(41909) > 0.

UnderlyingPaymentStreamPricingDateGrp

TagNameReq’dDescription
41941NoUnderlyingPaymentStreamPricingDatesN
→41942UnderlyingPaymentStreamPricingDateNRequired if NoUnderlyingPaymentStreamPricingDates(41941) > 0.
→41943UnderlyingPaymentStreamPricingDateTypeNWhen specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

UnderlyingPaymentStreamPricingDayGrp

TagNameReq’dDescription
41944NoUnderlyingPaymentStreamPricingDaysN
→41945UnderlyingPaymentStreamPricingDayOfWeekNRequired if NoUnderlyingPaymentStreamPricingDays(41944) > 0.
→41946UnderlyingPaymentStreamPricingDayNumberN

UnderlyingPaymentStreamResetDateBusinessCenterGrp

TagNameReq’dDescription
40970NoUnderlyingPaymentStreamResetDateBusinessCentersN
→40594UnderlyingPaymentStreamResetDateBusinessCenterNRequired if NoUnderlyingPaymentStreamResetDateBusinessCenters(40970) > 0.

UnderlyingPaymentStreamResetDates

TagNameReq’dDescription
40592UnderlyingPaymentStreamResetDateRelativeToN
40593UnderlyingPaymentStreamResetDateBusinessDayConventionNWhen 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.
ComponentUnderlyingPaymentStreamResetDateBusinessCenterGrpNWhen 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.
40595UnderlyingPaymentStreamResetFrequencyPeriodNConditionally required when UnderlyingPaymentStreamResetFrequencyUnit(40596) is specified.
40596UnderlyingPaymentStreamResetFrequencyUnitNConditionally required when UnderlyingPaymentStreamResetFrequencyPeriod(40595) is specified.
40597UnderlyingPaymentStreamResetWeeklyRollConventionNWhen 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.
40598UnderlyingPaymentStreamInitialFixingDateRelativeToN
40599UnderlyingPaymentStreamInitialFixingDateBusinessDayConventionNWhen 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.
ComponentUnderlyingPaymentStreamInitialFixingDateBusinessCenterGrpNWhen 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.
40601UnderlyingPaymentStreamInitialFixingDateOffsetPeriodNConditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetUnit(40602) is specified.
40602UnderlyingPaymentStreamInitialFixingDateOffsetUnitNConditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetPeriod(40601) is specified.
40603UnderlyingPaymentStreamInitialFixingDateOffsetDayTypeN
40604UnderlyingPaymentStreamInitialFixingDateAdjustedN
40605UnderlyingPaymentStreamFixingDateRelativeToN
40606UnderlyingPaymentStreamFixingDateBusinessDayConventionNWhen 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.
ComponentUnderlyingPaymentStreamFixingDateBusinessCenterGrpNWhen 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.
40608UnderlyingPaymentStreamFixingDateOffsetPeriodNConditionally required when UnderlyingPaymentStreamFixingDateOffsetUnit(40609) is specified.
40609UnderlyingPaymentStreamFixingDateOffsetUnitNConditionally required when UnderlyingPaymentStreamFixingDateOffsetPeriod(40608) is specified.
40610UnderlyingPaymentStreamFixingDateOffsetDayTypeN
40611UnderlyingPaymentStreamFixingDateAdjustedN
40612UnderlyingPaymentStreamRateCutoffDateOffsetPeriodNConditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetUnit(40613) is specified.
40613UnderlyingPaymentStreamRateCutoffDateOffsetUnitNConditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetPeriod(40612) is specified.
40614UnderlyingPaymentStreamRateCutoffDateOffsetDayTypeN
ComponentUnderlyingPaymentStreamFixingDateGrpN

UnderlyingPaymentStubEndDate

TagNameReq’dDescription
42984UnderlyingPaymentStubEndDateUnadjustedN
42985UnderlyingPaymentStubEndDateBusinessDayConventionNWhen 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.
ComponentUnderlyingPaymentStubEndDateBusinessCenterGrpNWhen specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance.
42986UnderlyingPaymentStubEndDateRelativeToN
42987UnderlyingPaymentStubEndDateOffsetPeriodNConditionally required when UnderlyingPaymentStubEndDateOffsetUnit(42988) is specified.
42988UnderlyingPaymentStubEndDateOffsetUnitNConditionally required when UnderlyingPaymentStubEndDateOffsetPeriod(42987) is specified.
42989UnderlyingPaymentStubEndDateOffsetDayTypeN
42990UnderlyingPaymentStubEndDateAdjustedN

UnderlyingPaymentStubEndDateBusinessCenterGrp

TagNameReq’dDescription
42991NoUnderlyingPaymentStubEndDateBusinessCentersN
→42992UnderlyingPaymentStubEndDateBusinessCenterNRequired if NoUnderlyingPaymentStubEndDateBusinessCenters(42991) > 0.

UnderlyingPaymentStubGrp

TagNameReq’dDescription
40708NoUnderlyingPaymentStubsN
→40709UnderlyingPaymentStubTypeNRequired if NoUnderlyingPaymentStubs(40708) > 0.
→40710UnderlyingPaymentStubLengthN
ComponentUnderlyingPaymentStubStartDateN
ComponentUnderlyingPaymentStubEndDateN
→40711UnderlyingPaymentStubRateN
→40712UnderlyingPaymentStubFixedAmountN
→40713UnderlyingPaymentStubFixedCurrencyN
→40714UnderlyingPaymentStubIndexN
→40715UnderlyingPaymentStubIndexSourceN
→40716UnderlyingPaymentStubIndexCurvePeriodNConditionally required when UnderlyingPaymentStubIndexCurveUnit(40717) is specified.
→40717UnderlyingPaymentStubIndexCurveUnitNConditionally required when UnderlyingPaymentStubIndexCurvePeriod(40716) is specified.
→40718UnderlyingPaymentStubIndexRateMultiplierN
→40719UnderlyingPaymentStubIndexRateSpreadN
→40720UnderlyingPaymentStubIndexRateSpreadPositionTypeN
→40721UnderlyingPaymentStubIndexRateTreatmentN
→40722UnderlyingPaymentStubIndexCapRateN
→40723UnderlyingPaymentStubIndexCapRateBuySideN
→40724UnderlyingPaymentStubIndexCapRateSellSideN
→40725UnderlyingPaymentStubIndexFloorRateN
→40726UnderlyingPaymentStubIndexFloorRateBuySideN
→40727UnderlyingPaymentStubIndexFloorRateSellSideN
→40728UnderlyingPaymentStubIndex2N
→40729UnderlyingPaymentStubIndex2SourceN
→40730UnderlyingPaymentStubIndex2CurvePeriodNConditionally required when UnderlyingPaymentStubIndex2CurveUnit(40731) is specified.
→40731UnderlyingPaymentStubIndex2CurveUnitNConditionally required when UnderlyingPaymentStubIndex2CurvePeriod(40730) is specified.
→40732UnderlyingPaymentStubIndex2RateMultiplierN
→40733UnderlyingPaymentStubIndex2RateSpreadN
→40734UnderlyingPaymentStubIndex2RateSpreadPositionTypeN
→40735UnderlyingPaymentStubIndex2RateTreatmentN
→40736UnderlyingPaymentStubIndex2CapRateN
→40737UnderlyingPaymentStubIndex2FloorRateN

UnderlyingPaymentStubStartDate

TagNameReq’dDescription
42993UnderlyingPaymentStubStartDateUnadjustedN
42994UnderlyingPaymentStubStartDateBusinessDayConventionNWhen 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.
ComponentUnderlyingPaymentStubStartDateBusinessCenterGrpNWhen specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance.
42995UnderlyingPaymentStubStartDateRelativeToN
42996UnderlyingPaymentStubStartDateOffsetPeriodNConditionally required when UnderlyingPaymentStubStartDateOffsetUnit(42997) is specified.
42997UnderlyingPaymentStubStartDateOffsetUnitNConditionally required when UnderlyingPaymentStubStartDateOffsetPeriod(42996) is specified.
42998UnderlyingPaymentStubStartDateOffsetDayTypeN
42999UnderlyingPaymentStubStartDateAdjustedN

UnderlyingPaymentStubStartDateBusinessCenterGrp

TagNameReq’dDescription
43000NoUnderlyingPaymentStubStartDateBusinessCentersN
→43001UnderlyingPaymentStubStartDateBusinessCenterNRequired if NoUnderlyingPaymentStubStartDateBusinessCenters(43000) > 0.

UnderlyingPhysicalSettlDeliverableObligationGrp

TagNameReq’dDescription
42065NoUnderlyingPhysicalSettlDeliverableObligationsN
→42066UnderlyingPhysicalSettlDeliverableObligationTypeNRequired if NoUnderlyingPhysicalSettlDeliverableObligations(42065) > 0.
→42067UnderlyingPhysicalSettlDeliverableObligationValueN

UnderlyingPhysicalSettlTermGrp

TagNameReq’dDescription
42060NoUnderlyingPhysicalSettlTermsN
ComponentUnderlyingPhysicalSettlDeliverableObligationGrpNRequired if NoUnderlyingPhysicalSettlTerms(42060) > 0.
→42061UnderlyingPhysicalSettlCurrencyN
→42062UnderlyingPhysicalSettlBusinessDaysN
→42063UnderlyingPhysicalSettlMaximumBusinessDaysN
→42064UnderlyingPhysicalSettlTermXIDN

UnderlyingPricingDateBusinessCenterGrp

TagNameReq’dDescription
41947NoUnderlyingPricingDateBusinessCentersN
→41948UnderlyingPricingDateBusinessCenterNRequired if NoUnderlyingPricingDateBusinessCenters(41947) > 0.

UnderlyingPricingDateTime

TagNameReq’dDescription
41949UnderlyingPricingDateUnadjustedN
41950UnderlyingPricingDateBusinessDayConventionNWhen 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.
ComponentUnderlyingPricingDateBusinessCenterGrpNWhen 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.
41951UnderlyingPricingDateAdjustedN
41952UnderlyingPricingTimeN
41953UnderlyingPricingTimeBusinessCenterN

UnderlyingProtectionTermEventGrp

TagNameReq’dDescription
42077NoUnderlyingProtectionTermEventsN
→42078UnderlyingProtectionTermEventTypeNRequired if NoUnderlyingProtectionTermEvents (42078) > 0.
→42079UnderlyingProtectionTermEventValueN
→42080UnderlyingProtectionTermEventCurrencyN
→42081UnderlyingProtectionTermEventPeriodNConditionally required when UnderlyingProtectionTermEventUnit(42082) is specified.
→42082UnderlyingProtectionTermEventUnitNConditionally required when UnderlyingProtectionTermEventPeriod(42081) is specified.
→42083UnderlyingProtectionTermEventDayTypeN
→42084UnderlyingProtectionTermEventRateSourceN
ComponentUnderlyingProtectionTermEventQualifierGrpN

UnderlyingProtectionTermEventNewsSourceGrp

TagNameReq’dDescription
42090NoUnderlyingProtectionTermEventNewsSourcesN
→42091UnderlyingProtectionTermEventNewsSourceNRequired if NoUnderlyingProtectionTermEventNewsSources(42090) > 0.

UnderlyingProtectionTermEventQualifierGrp

TagNameReq’dDescription
42085NoUnderlyingProtectionTermEventQualifiersN
→42086UnderlyingProtectionTermEventQualifierNRequired if NoUnderlyingProtectionTermEventQualifiers(42085) > 0.

UnderlyingProtectionTermGrp

TagNameReq’dDescription
42068NoUnderlyingProtectionTermsN
→42069UnderlyingProtectionTermNotionalNRequired if NoUnderlyingProtectionTerms(42068) > 0.
→42070UnderlyingProtectionTermCurrencyN
→42071UnderlyingProtectionTermSellerNotifiesN
→42072UnderlyingProtectionTermBuyerNotifiesN
→42073UnderlyingProtectionTermEventBusinessCenterN
→42074UnderlyingProtectionTermStandardSourcesN
→42075UnderlyingProtectionTermEventMinimumSourcesN
ComponentUnderlyingProtectionTermEventNewsSourceGrpN
ComponentUnderlyingProtectionTermEventGrpN
ComponentUnderlyingProtectionTermObligationGrpN
→42076UnderlyingProtectionTermXIDN

UnderlyingProtectionTermObligationGrp

TagNameReq’dDescription
42087NoUnderlyingProtectionTermObligationsN
→42088UnderlyingProtectionTermObligationTypeNRequired if NoUnderlyingProtectionTermObligations(42087) > 0.
→42089UnderlyingProtectionTermObligationValueN

UnderlyingProvisionCashSettlPaymentDateBusinessCenterGrp

TagNameReq’dDescription
42180NoUnderlyingProvisionCashSettlPaymentDateBusinessCentersN
→42181UnderlyingProvisionCashSettlPaymentDateBusinessCenterNRequired if NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters(42180) > 0.

UnderlyingProvisionCashSettlPaymentDates

TagNameReq’dDescription
42092UnderlyingProvisionCashSettlPaymentDateBusinessDayConventionNWhen 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.
ComponentUnderlyingProvisionCashSettlPaymentDateBusinessCenterGrpNWhen 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.
42093UnderlyingProvisionCashSettlPaymentDateRelativeToN
42094UnderlyingProvisionCashSettlPaymentDateOffsetPeriodNConditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetUnit(42095) is specified.
42095UnderlyingProvisionCashSettlPaymentDateOffsetUnitNConditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetPeriod(42094) is specified.
42096UnderlyingProvisionCashSettlPaymentDateOffsetDayTypeN
42097UnderlyingProvisionCashSettlPaymentDateRangeFirstN
42098UnderlyingProvisionCashSettlPaymentDateRangeLastN
ComponentUnderlyingProvisionCashSettlPaymentFixedDateGrpN

UnderlyingProvisionCashSettlPaymentFixedDateGrp

TagNameReq’dDescription
42099NoUnderlyingProvisionCashSettlPaymentDatesN
→42100UnderlyingProvisionCashSettlPaymentDateNRequired if NoUnderlyingProvisionCashSettlPaymentDates (42099) > 0.
→42101UnderlyingProvisionCashSettlPaymentDateTypeNWhen specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

UnderlyingProvisionCashSettlQuoteSource

TagNameReq’dDescription
42102UnderlyingProvisionCashSettlQuoteSourceN
42103UnderlyingProvisionCashSettlQuoteReferencePageN

UnderlyingProvisionCashSettlValueDateBusinessCenterGrp

TagNameReq’dDescription
42182NoUnderlyingProvisionCashSettlValueDateBusinessCentersN
→42183UnderlyingProvisionCashSettlValueDateBusinessCenterNRequired if NoUnderlyingProvisionCashSettlValueDateBusinessCenters(42182) > 0.

UnderlyingProvisionCashSettlValueDates

TagNameReq’dDescription
42104UnderlyingProvisionCashSettlValueTimeN
42105UnderlyingProvisionCashSettlValueTimeBusinessCenterN
42106UnderlyingProvisionCashSettlValueDateBusinessDayConventionNWhen 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.
ComponentUnderlyingProvisionCashSettlValueDateBusinessCenterGrpNWhen 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.
42107UnderlyingProvisionCashSettlValueDateRelativeToN
42108UnderlyingProvisionCashSettlValueDateOffsetPeriodNConditionally required when UnderlyingProvisionCashSettlValueDateOffsetUnit(42109) is specified.
42109UnderlyingProvisionCashSettlValueDateOffsetUnitNConditionally required when UnderlyingProvisionCashSettlValueDateOffsetPeriod(42108) is specified.
42110UnderlyingProvisionCashSettlValueDateOffsetDayTypeN
42111UnderlyingProvisionCashSettlValueDateAdjustedN

UnderlyingProvisionDateBusinessCenterGrp

TagNameReq’dDescription
42190NoUnderlyingProvisionDateBusinessCentersN
→42191UnderlyingProvisionDateBusinessCenterNRequired if NoUnderlyingProvisionDateBusinessCenters(42190) > 0.

UnderlyingProvisionGrp

TagNameReq’dDescription
42149NoUnderlyingProvisionsN
→42150UnderlyingProvisionTypeNRequired if NoUnderlyingProvisions(42149) > 0.
→42151UnderlyingProvisionDateUnadjustedN
→42152UnderlyingProvisionDateBusinessDayConventionNWhen 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.
ComponentUnderlyingProvisionDateBusinessCenterGrpNWhen 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.
→42153UnderlyingProvisionDateAdjustedN
→42154UnderlyingProvisionDateTenorPeriodNConditionally required when UnderlyingProvisionDateTenorUnit(42155) is specified.
→42155UnderlyingProvisionDateTenorUnitNConditionally required when UnderlyingProvisionDateTenorPeriod(42154) is specified.
→43002UnderlyingProvisionBreakFeeElectionN
→43003UnderlyingProvisionBreakFeeRateN
→42156UnderlyingProvisionCalculationAgentN
→42157UnderlyingProvisionOptionSinglePartyBuyerSideN
→42158UnderlyingProvisionOptionSinglePartySellerSideN
ComponentUnderlyingProvisionCashSettlValueDatesN
ComponentUnderlyingProvisionOptionExerciseDatesN
ComponentUnderlyingProvisionOptionExpirationDateN
ComponentUnderlyingProvisionOptionRelevantUnderlyingDateN
→42159UnderlyingProvisionOptionExerciseStyleN
→42160UnderlyingProvisionOptionExerciseMultipleNotionalN
→42161UnderlyingProvisionOptionExerciseMinimumNotionalN
→42162UnderlyingProvisionOptionExerciseMaximumNotionalN
→42163UnderlyingProvisionOptionMinimumNumberN
→42164UnderlyingProvisionOptionMaximumNumberN
→42165UnderlyingProvisionOptionExerciseConfirmationN
ComponentUnderlyingProvisionCashSettlPaymentDatesN
→42166UnderlyingProvisionCashSettlMethodN
→42167UnderlyingProvisionCashSettlCurrencyN
→42168UnderlyingProvisionCashSettlCurrency2N
→42169UnderlyingProvisionCashSettlQuoteTypeN
ComponentUnderlyingProvisionCashSettlQuoteSourceN
→42170UnderlyingProvisionTextN
→42171EncodedUnderlyingProvisionTextLenNMust be set if EncodedProvisionText(40987) field is specified and must immediately precede it.
→42172EncodedUnderlyingProvisionTextNEncoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding(347) field.
ComponentUnderlyingProvisionPartiesN

UnderlyingProvisionOptionExerciseBusinessCenterGrp

TagNameReq’dDescription
42184NoUnderlyingProvisionOptionExerciseBusinessCentersN
→42185UnderlyingProvisionOptionExerciseBusinessCenterNRequired if NoUnderlyingProvisionOptionExerciseBusinessCenters(42184) > 0.

UnderlyingProvisionOptionExerciseDates

TagNameReq’dDescription
42115UnderlyingProvisionOptionExerciseBusinessDayConventionNWhen 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.
ComponentUnderlyingProvisionOptionExerciseBusinessCenterGrpNWhen 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.
ComponentUnderlyingProvisionOptionExerciseFixedDateGrpN
42116UnderlyingProvisionOptionExerciseEarliestDateOffsetPeriodNConditionally required when UnderlyingProvisionOptionExerciseEarliestDateUnit(42117) is specified.
42117UnderlyingProvisionOptionExerciseEarliestDateOffsetUnitNConditionally required when UnderlyingProvisionOptionExerciseEasrliestDatePeriod(42116) is specified.
42118UnderlyingProvisionOptionExerciseFrequencyPeriodNConditionally required when UnderlyingProvisionOptionExerciseFrequencyUnit(42119) is specified.
42119UnderlyingProvisionOptionExerciseFrequencyUnitNConditionally required when UnderlyingProvisionOptionExerciseFrequencyPeriod(42118) is specified.
42120UnderlyingProvisionOptionExerciseStartDateUnadjustedN
42121UnderlyingProvisionOptionExerciseStartDateRelativeToN
42122UnderlyingProvisionOptionExerciseStartDateOffsetPeriodNConditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetUnit(42123) is specified.
42123UnderlyingProvisionOptionExerciseStartDateOffsetUnitNConditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetPeriod(42122) is specified.
42124UnderlyingProvisionOptionExerciseStartDateOffsetDayTypeN
42125UnderlyingProvisionOptionExerciseStartDateAdjustedN
42126UnderlyingProvisionOptionExercisePeriodSkipN
42127UnderlyingProvisionOptionExerciseBoundsFirstDateUnadjustedN
42128UnderlyingProvisionOptionExerciseBoundsLastDateUnadjustedN
42129UnderlyingProvisionOptionExerciseEarliestTimeN
42130UnderlyingProvisionOptionExerciseEarliestTimeBusinessCenterN
42131UnderlyingProvisionOptionExerciseLatestTimeN
42132UnderlyingProvisionOptionExerciseLatestTimeBusinessCenterN

UnderlyingProvisionOptionExerciseFixedDateGrp

TagNameReq’dDescription
42112NoUnderlyingProvisionOptionExerciseFixedDatesN
→42113UnderlyingProvisionOptionExerciseFixedDateNRequired if NoUnderlyingProvisionOptionExerciseFixedDates(42112) > 0.
→42114UnderlyingProvisionOptionExerciseFixedDateTypeNWhen specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

UnderlyingProvisionOptionExpirationDate

TagNameReq’dDescription
42133UnderlyingProvisionOptionExpirationDateUnadjustedN
42134UnderlyingProvisionOptionExpirationDateBusinessDayConventionNWhen 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.
ComponentUnderlyingProvisionOptionExpirationDateBusinessCenterGrpNWhen 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.
42135UnderlyingProvisionOptionExpirationDateRelativeToN
42136UnderlyingProvisionOptionExpirationDateOffsetPeriodNConditionally required when UnderlyingProvisionOptionExpirationDateOffsetUnit(42137) is specified.
42137UnderlyingProvisionOptionExpirationDateOffsetUnitNConditionally required when UnderlyingProvisionOptionExpirationDateOffsetPeriod(42136) is specified.
42138UnderlyingProvisionOptionExpirationDateOffsetDayTypeN
42139UnderlyingProvisionOptionExpirationDateAdjustedN
42140UnderlyingProvisionOptionExpirationTimeN
42141UnderlyingProvisionOptionExpirationTimeBusinessCenterN

UnderlyingProvisionOptionExpirationDateBusinessCenterGrp

TagNameReq’dDescription
42186NoUnderlyingProvisionOptionExpirationDateBusinessCentersN
→42187UnderlyingProvisionOptionExpirationDateBusinessCenterNRequired if NoUnderlyingProvisionOptionExpirationDateBusinessCenters(42186) > 0.

UnderlyingProvisionOptionRelevantUnderlyingDate

TagNameReq’dDescription
42142UnderlyingProvisionOptionRelevantUnderlyingDateUnadjustedN
42143UnderlyingProvisionOptionRelevantUnderlyingDateBusinessDayConventionNWhen 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.
ComponentUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrpNWhen 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.
42144UnderlyingProvisionOptionRelevantUnderlyingDateRelativeToN
42145UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriodNConditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit(42146) is specified.
42146UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnitNConditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod(42145) is specified.
42147UnderlyingProvisionOptionRelevantUnderlyingDateOffsetDayTypeN
42148UnderlyingProvisionOptionRelevantUnderlyingDateAdjustedN

UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp

TagNameReq’dDescription
42188NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCentersN
→42189UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterNRequired if NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters(42188) > 0.

UnderlyingProvisionParties

TagNameReq’dDescription
42173NoUnderlyingProvisionPartyIDsN
→42174UnderlyingProvisionPartyIDNRequired if NoUnderlyingProvisionPartyIDs(42173) > 0.
→42175UnderlyingProvisionPartyIDSourceNRequired if NoUnderlyingProvisionPartyIDs(42173) > 0.
→42176UnderlyingProvisionPartyRoleNRequired if NoUnderlyingProvisionPartyIDs(42173) > 0.
→40918UnderlyingProvisionPartyRoleQualifierN
ComponentUnderlyingProvisionPtysSubGrpN

UnderlyingProvisionPtysSubGrp

TagNameReq’dDescription
42177NoUnderlyingProvisionPartySubIDsN
→42178UnderlyingProvisionPartySubIDNRequired if NoUnderlyingProvisionPartySubIDs(42177) > 0.
→42179UnderlyingProvisionPartySubIDTypeNRequired if NoUnderlyingProvisionPartySubIDs(42177) > 0.

UnderlyingRateSpreadSchedule

TagNameReq’dDescription
43004UnderlyingRateSpreadInitialValueN
ComponentUnderlyingRateSpreadStepGrpN

UnderlyingRateSpreadStepGrp

TagNameReq’dDescription
43005NoUnderlyingRateSpreadStepsN
→43006UnderlyingRateSpreadStepDateNRequired if NoUnderlyingRateSpreadSteps(43005) > 0.
→43007UnderlyingRateSpreadStepValueNRequired if NoUnderlyingRateSpreadSteps(43005) > 0.

UnderlyingReturnRateDateGrp

TagNameReq’dDescription
43008NoUnderlyingReturnRateDatesN
→43009UnderlyingReturnRateDateModeNRequired if NoUnderlyingReturnRateDates(43008) > 0.
ComponentUnderlyingReturnRateValuationDateGrpN
→43010UnderlyingReturnRateValuationDateRelativeToN
→43011UnderlyingReturnRateValuationDateOffsetPeriodNConditionally required when UnderlyingReturnRateValuationDateOffsetUnit(43012) is specified.
→43012UnderlyingReturnRateValuationDateOffsetUnitNConditionally required when UnderlyingReturnRateValuationDateOffsetPeriod(43011) is specified.
→43013UnderlyingReturnRateValuationDateOffsetDayTypeN
→43014UnderlyingReturnRateValuationStartDateUnadjustedN
→43015UnderlyingReturnRateValuationStartDateRelativeToN
→43016UnderlyingReturnRateValuationStartDateOffsetPeriodNConditionally required when UnderlyingReturnRateValuationStartDateOffsetUnit(43017) is specified.
→43017UnderlyingReturnRateValuationStartDateOffsetUnitNConditionally required when UnderlyingReturnRateValuationStartDateOffsetPeriod(43016) is specified.
→43018UnderlyingReturnRateValuationStartDateOffsetDayTypeN
→43019UnderlyingReturnRateValuationStartDateAdjustedN
→43020UnderlyingReturnRateValuationEndDateUnadjustedN
→43021UnderlyingReturnRateValuationEndDateRelativeToN
→43022UnderlyingReturnRateValuationEndDateOffsetPeriodNConditionally required when UnderlyingReturnRateValuationEndDateOffsetUnit(43023) is specified.
→43023UnderlyingReturnRateValuationEndDateOffsetUnitNConditionally required when UnderlyingReturnRateValuationEndDateOffsetPeriod(43022) is specified.
→43024UnderlyingReturnRateValuationEndDateOffsetDayTypeN
→43025UnderlyingReturnRateValuationEndDateAdjustedN
→43026UnderlyingReturnRateValuationFrequencyPeriodNConditionally required when UnderlyingReturnRateValuationFrequencyUnit(43027) is specified.
→43027UnderlyingReturnRateValuationFrequencyUnitNConditionally required when UnderlyingReturnRateValuationFrequencyPeriod(43026) is specified.
→43028UnderlyingReturnRateValuationFrequencyRollConventionNWhen 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.
→43029UnderlyingReturnRateValuationDateBusinessDayConventionNWhen 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.
ComponentUnderlyingReturnRateValuationDateBusinessCenterGrpNWhen 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

TagNameReq’dDescription
43030NoUnderlyingReturnRateFXConversionsN
→43031UnderlyingReturnRateFXCurrencySymbolNRequired if NoUnderlyingReturnRateFXConversions(43030) > 0.
→43032UnderlyingReturnRateFXRateNRequired if NoUnderlyingReturnRateFXConversions(43030) > 0.
→43033UnderlyingReturnRateFXRateCalcN

UnderlyingReturnRateGrp

TagNameReq’dDescription
43034NoUnderlyingReturnRatesN
→43035UnderlyingReturnRatePriceSequenceNRequired if NoUnderlyingReturnRates(43034) > 0.
→43036UnderlyingReturnRateCommissionBasisN
→43037UnderlyingReturnRateCommissionAmountN
→43038UnderlyingReturnRateCommissionCurrencyNIf not specified, this is defaulted to the reporting currency.
→43039UnderlyingReturnRateTotalCommissionPerTradeN
→43040UnderlyingReturnRateDeterminationMethodN
ComponentUnderlyingReturnRatePriceGrpN
ComponentUnderlyingReturnRateFXConversionGrpN
→43041UnderlyingReturnRateAmountRelativeToN
→43042UnderlyingReturnRateQuoteMeasureTypeN
→43043UnderlyingReturnRateQuoteUnitsN
→43044UnderlyingReturnRateQuoteMethodN
→43045UnderlyingReturnRateQuoteCurrencyN
→43046UnderlyingReturnRateQuoteCurrencyTypeN
→43047UnderlyingReturnRateQuoteTimeTypeNMutually exclusive with UnderlyingReturnRateQuoteTime(43048).
→43048UnderlyingReturnRateQuoteTimeNMutually exclusive with UnderlyingReturnRateQuoteTimeType(43047).
→43049UnderlyingReturnRateQuoteDateN
→43050UnderlyingReturnRateQuoteExpirationTimeN
→43051UnderlyingReturnRateQuoteBusinessCenterN
→43052UnderlyingReturnRateQuoteExchangeN
ComponentUnderlyingReturnRateInformationSourceGrpN
→43053UnderlyingReturnRateQuotePricingModelN
→43054UnderlyingReturnRateCashFlowTypeN
ComponentUnderlyingReturnRateDateGrpN
→43055UnderlyingReturnRateValuationTimeTypeNMutually exclusive with UnderlyingReturnRateValuationTime(43056)
→43056UnderlyingReturnRateValuationTimeNMutually exclusive with UnderlyingReturnRateValuationTimeType(43055).
→43057UnderlyingReturnRateValuationTimeBusinessCenterN
→43058UnderlyingReturnRateValuationPriceOptionN
→43059UnderlyingReturnRateFinalPriceFallbackN

UnderlyingReturnRateInformationSourceGrp

TagNameReq’dDescription
43060NoUnderlyingReturnRateInformationSourcesN
→43061UnderlyingReturnRateInformationSourceNRequired if NoUnderlyingReturnRateInformationSources(43060) > 0.
→43062UnderlyingReturnRateReferencePageN
→43063UnderlyingReturnRateReferencePageHeadingN

UnderlyingReturnRatePriceGrp

TagNameReq’dDescription
43064NoUnderlyingReturnRatePricesN
→43065UnderlyingReturnRatePriceBasisNRequired if NoUnderlyingReturnRatePrices(43064) > 0.
→43066UnderlyingReturnRatePriceN
→43067UnderlyingReturnRatePriceCurrencyN
→43068UnderlyingReturnRatePriceTypeN

UnderlyingReturnRateValuationDateBusinessCenterGrp

TagNameReq’dDescription
43069NoUnderlyingReturnRateValuationDateBusinessCentersN
→43070UnderlyingReturnRateValuationDateBusinessCenterNRequired if NoUnderlyingReturnRateValuationDateBusinessCenters(43069) > 0.

UnderlyingReturnRateValuationDateGrp

TagNameReq’dDescription
43071NoUnderlyingReturnRateValuationDatesN
→43072UnderlyingReturnRateValuationDateNRequired if NoUnderlyingReturnRateValuationDates(43071) > 0.
→43073UnderlyingReturnRateValuationDateTypeNWhen 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

TagNameReq’dDescription
2080NoUnderlyingSecondaryAssetClassesN
→2081UnderlyingSecondaryAssetClassNRequired if NoUnderlyingSecondaryAssetClasses(2080) > 0.
→2082UnderlyingSecondaryAssetSubClassNRequired if UnderlyingSecondaryAssetType(2083) is specified.
→2083UnderlyingSecondaryAssetTypeNRequired if UnderlyingSecondaryAssetSubType(2745) is specified.
→2745UnderlyingSecondaryAssetSubTypeN

UnderlyingSecurityXML

TagNameReq’dDescription
1874UnderlyingSecurityXMLLenNMust be provided if UnderlyingSecurityXML(1875) field is specified and must immediately precede it.
1875UnderlyingSecurityXMLN
1876UnderlyingSecurityXMLSchemaN

UnderlyingSettlMethodElectionDate

TagNameReq’dDescription
43076UnderlyingSettlMethodElectionDateUnadjustedN
43077UnderlyingSettlMethodElectionDateBusinessDayConventionNWhen specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to UnderlyingOptionExercise.
ComponentUnderlyingSettlMethodElectionDateBusinessCenterGrpNWhen specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to UnderlyingOptionExercise.
43078UnderlyingSettlMethodElectionDateRelativeToN
43079UnderlyingSettlMethodElectionDateOffsetPeriodNConditionally required when UnderlyingSettlMethodElectionDateOffsetUnit(43080) is specified.
43080UnderlyingSettlMethodElectionDateOffsetUnitNConditionally required when UnderlyingSettlMethodElectionDateOffsetPeriod(43079) is specified.
43081UnderlyingSettlMethodElectionDateOffsetDayTypeN
43082UnderlyingSettlMethodElectionDateAdjustedN

UnderlyingSettlMethodElectionDateBusinessCenterGrp

TagNameReq’dDescription
43074NoUnderlyingSettlMethodElectionDateBusinessCentersN
→43075UnderlyingSettlMethodElectionDateBusinessCenterNRequired if NoUnderlyingSettlMethodElectionDateBusinessCenters(43074) > 0.

UnderlyingSettlRateDisruptionFallbackGrp

TagNameReq’dDescription
40659NoUnderlyingSettlRateFallbacksN
→40660UnderlyingSettlRatePostponementMaximumDaysNRequired if NoUnderlyingSettlRateFallbacks(40659) > 0.
ComponentUnderlyingSettlRateFallbackRateSourceN
→40662UnderlyingSettlRatePostponementSurveyN
→40663UnderlyingSettlRatePostponementCalculationAgentN

UnderlyingSettlRateFallbackRateSource

TagNameReq’dDescription
40904UnderlyingSettlRateFallbackRateSourceN
40915UnderlyingSettlRateFallbackReferencePageNConditionally required when UnderlyingSettlRateFallbackRateSource(40904) = 3 (ISDA Settlement Rate Option) or 99 (Other).

UnderlyingStipulations

TagNameReq’dDescription
887NoUnderlyingStipsN
→888UnderlyingStipTypeNRequired if NoUnderlyingStips >0
→889UnderlyingStipValueN

UnderlyingStreamAssetAttributeGrp

TagNameReq’dDescription
41800NoUnderlyingStreamAssetAttributesN
→41801UnderlyingStreamAssetAttributeTypeNRequired if NoUnderlyingStreamAssetAttributes(41800) > 0.
→41802UnderlyingStreamAssetAttributeValueN
→41803UnderlyingStreamAssetAttributeLimitN

UnderlyingStreamCalculationPeriodBusinessCenterGrp

TagNameReq’dDescription
40973NoUnderlyingStreamCalculationPeriodBusinessCentersN
→40557UnderlyingStreamCalculationPeriodBusinessCenterNRequired if NoUnderlyingStreamCalculationPeriodBusinessCenters(40973) > 0.

UnderlyingStreamCalculationPeriodDateGrp

TagNameReq’dDescription
41954NoUnderlyingStreamCalculationPeriodDatesN
→41955UnderlyingStreamCalculationPeriodDateNRequired if NoUnderlyingStreamCalculationPeriodDates(41954) > 0.
→41956UnderlyingStreamCalculationPeriodDateTypeNWhen specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.

UnderlyingStreamCalculationPeriodDates

TagNameReq’dDescription
41957UnderlyingStreamCalculationPeriodDatesXIDN
41958UnderlyingStreamCalculationPeriodDatesXIDRefN
40556UnderlyingStreamCalculationPeriodBusinessDayConventionNWhen 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.
ComponentUnderlyingStreamCalculationPeriodBusinessCenterGrpNWhen 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.
ComponentUnderlyingStreamCalculationPeriodDateGrpN
40558UnderlyingStreamFirstPeriodStartDateUnadjustedN
40559UnderlyingStreamFirstPeriodStartDateBusinessDayConventionNWhen 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.
ComponentUnderlyingStreamFirstPeriodStartDateBusinessCenterGrpNWhen 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.
40561UnderlyingStreamFirstPeriodStartDateAdjustedN
40562UnderlyingStreamFirstRegularPeriodStartDateUnadjustedN
40563UnderlyingStreamFirstCompoundingPeriodEndDateUnadjustedN
40564UnderlyingStreamLastRegularPeriodEndDateUnadjustedN
40565UnderlyingStreamCalculationFrequencyPeriodNConditionally required when UnderyingStreamCalculationFrequencyUnit(40566) is specified.
40566UnderlyingStreamCalculationFrequencyUnitNConditionally required when UnderlyingStreamCalculationFrequencyPeriod(40565) is specified.
40567UnderlyingStreamCalculationRollConventionNWhen 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.
41959UnderlyingStreamCalculationBalanceOfFirstPeriodN
41960UnderlyingStreamCalculationCorrectionPeriodNConditionally required when UnderlyingStreamCalculationCorrectionUnit(41961) is specified.
41961UnderlyingStreamCalculationCorrectionUnitNConditionally required when UnderlyingStreamCalculationCorrectionPeriod(41960) is specified.

UnderlyingStreamCommodity

TagNameReq’dDescription
41964UnderlyingStreamCommodityBaseN
41965UnderlyingStreamCommodityTypeN
41966UnderlyingStreamCommoditySecurityIDNConditionally required when UnderlyingStreamCommoditySecurityIDSource(41967) is specified.
41967UnderlyingStreamCommoditySecurityIDSourceNConditionally required when UnderlyingStreamCommoditySecurityID(41966) is specified.
ComponentUnderlyingStreamCommodityAltIDGrpN
41968UnderlyingStreamCommodityDescN
41969EncodedUnderlyingStreamCommodityDescLenNMust be set if EncodedUnderlyingStreamCommodityDesc(41970) field is specified and must immediately precede it.
41970EncodedUnderlyingStreamCommodityDescNEncoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc(41968) field in the encoded format specified via the MessageEncoding(347) field.
42589UnderlyingStreamCommodityDeliveryPricingRegionNMay 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).
ComponentUnderlyingStreamAssetAttributeGrpN
41971UnderlyingStreamCommodityUnitOfMeasureN
41972UnderlyingStreamCommodityCurrencyN
41973UnderlyingStreamCommodityExchangeN
41974UnderlyingStreamCommodityRateSourceN
41975UnderlyingStreamCommodityRateReferencePageN
41976UnderlyingStreamCommodityRateReferencePageHeadingN
41977UnderlyingStreamDataProviderN
ComponentUnderlyingStreamCommodityDataSourceGrpN
41978UnderlyingStreamCommodityPricingTypeN
41979UnderlyingStreamCommodityNearbySettlDayPeriodNConditionally required when UnderlyingStreamCommodityNearbySettlDayUnit(41980) is specified.
41980UnderlyingStreamCommodityNearbySettlDayUnitNConditionally required when UnderlyingStreamCommodityNearbySettlDayPeriod(41979) is specified.
41981UnderlyingStreamCommoditySettlDateUnadjustedN
41982UnderlyingStreamCommoditySettlDateBusinessDayConventionNWhen 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.
ComponentUnderlyingStreamCommoditySettlBusinessCenterGrpNWhen specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the settlement dates.
41983UnderlyingStreamCommoditySettlDateAdjustedN
41984UnderlyingStreamCommoditySettlMonthN
41985UnderlyingStreamCommoditySettlDateRollPeriodNConditionally required when UnderlyingStreamCommoditySettlDateRollUnit(41986) is specified.
41986UnderlyingStreamCommoditySettlDateRollUnitNConditionally required when UnderlyingStreamCommoditySettlDateRollPeriod(41985) is specified.
41987UnderlyingStreamCommoditySettlDayTypeN
ComponentUnderlyingStreamCommoditySettlPeriodGrpN
41988UnderlyingStreamCommodityXIDN
41989UnderlyingStreamCommodityXIDRefN

UnderlyingStreamCommodityAltIDGrp

TagNameReq’dDescription
41990NoUnderlyingStreamCommodityAltIDsN
→41991UnderlyingStreamCommodityAltIDNRequired if NoUnderlyingStreamCommodityAltIDs(41990) > 0.
→41992UnderlyingStreamCommodityAltIDSourceNRequired if NoUnderlyingStreamCommodityAltIDs(41990) > 0.

UnderlyingStreamCommodityDataSourceGrp

TagNameReq’dDescription
41993NoUnderlyingStreamCommodityDataSourcesN
→41994UnderlyingStreamCommodityDataSourceIDNRequired if NoUnderlyingStreamCommodityDataSources(41993) > 0.
→41995UnderlyingStreamCommodityDataSourceIDTypeNRequired if NoUnderlyingStreamCommodityDataSources(41993) > 0.

UnderlyingStreamCommoditySettlBusinessCenterGrp

TagNameReq’dDescription
41962NoUnderlyingStreamCommoditySettlBusinessCentersN
→41963UnderlyingStreamCommoditySettlBusinessCenterNRequired if NoUnderlyingStreamCommoditySettlBusinessCenters(41962) > 0.

UnderlyingStreamCommoditySettlDayGrp

TagNameReq’dDescription
41996NoUnderlyingStreamCommoditySettlDaysN
→41997UnderlyingStreamCommoditySettlDayNRequired if NoUnderlyingStreamCommoditySettlDays(41996) > 0.
→41998UnderlyingStreamCommoditySettlTotalHoursN
ComponentUnderlyingStreamCommoditySettlTimeGrpN

UnderlyingStreamCommoditySettlPeriodGrp

TagNameReq’dDescription
42002NoUnderlyingStreamCommoditySettlPeriodsN
→42003UnderlyingStreamCommoditySettlCountryNRequired if NoUnderlyingStreamCommoditySettlPeriods(42002) > 0.
→42004UnderlyingStreamCommoditySettlTimeZoneN
→42005UnderlyingStreamCommoditySettlFlowTypeN
→42006UnderlyingStreamCommoditySettlPeriodNotionalN
→42007UnderlyingStreamCommoditySettlPeriodNotionalUnitOfMeasureN
→42008UnderlyingStreamCommoditySettlPeriodFrequencyPeriodNConditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyUnit(42009) is specified.
→42009UnderlyingStreamCommoditySettlPeriodFrequencyUnitNConditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyPeriod(42008) is specified.
→42010UnderlyingStreamCommoditySettlPeriodPriceN
→42011UnderlyingStreamCommoditySettlPeriodPriceUnitOfMeasureN
→42012UnderlyingStreamCommoditySettlPeriodPriceCurrencyN
→42013UnderlyingStreamCommoditySettlHolidaysProcessingInstructionN
ComponentUnderlyingStreamCommoditySettlDayGrpN
→42014UnderlyingStreamCommoditySettlPeriodXIDN
→42015UnderlyingStreamCommoditySettlPeriodXIDRefN

UnderlyingStreamCommoditySettlTimeGrp

TagNameReq’dDescription
41999NoUnderlyingStreamCommoditySettlTimesN
→42000UnderlyingStreamCommoditySettlStartNRequired if NoUnderlyingStreamCommoditySettlTimes(41999) > 0.
→42001UnderlyingStreamCommoditySettlEndNRequired if NoUnderlyingStreamCommoditySettlTimes(41999) > 0.
→41936UnderlyingStreamCommoditySettlTimeTypeNMay be defaulted to market convention or bilaterally agreed if not specified.

UnderlyingStreamEffectiveDate

TagNameReq’dDescription
40057UnderlyingStreamEffectiveDateUnadjustedN
40058UnderlyingStreamEffectiveDateBusinessDayConventionNWhen 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.
ComponentUnderlyingStreamEffectiveDateBusinessCenterGrpNWhen 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.
40060UnderlyingStreamEffectiveDateRelativeToN
40061UnderlyingStreamEffectiveDateOffsetPeriodNConditionally required when UnderlyingStreamEffectiveDateOffsetUnit(40062) is specified.
40062UnderlyingStreamEffectiveDateOffsetUnitNConditionally required when UnderlyingStreamEffectiveDateOffsetPeriod(40061) is specified.
40063UnderlyingStreamEffectiveDateOffsetDayTypeN
40064UnderlyingStreamEffectiveDateAdjustedN

UnderlyingStreamEffectiveDateBusinessCenterGrp

TagNameReq’dDescription
40975NoUnderlyingStreamEffectiveDateBusinessCentersN
→40059UnderlyingStreamEffectiveDateBusinessCenterNRequired if NoUnderlyingStreamEffectiveDateBusinessCenters(40975) > 0.

UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp

TagNameReq’dDescription
40974NoUnderlyingStreamFirstPeriodStartDateBusinessCentersN
→40560UnderlyingStreamFirstPeriodStartDateBusinessCenterNRequired if NoUnderlyginstreamFirstPeriodStartDateBusinessCenters(40974) > 0.

UnderlyingStreamGrp

TagNameReq’dDescription
40540NoUnderlyingStreamsN
→40541UnderlyingStreamTypeNRequired if NoUnderlyingStreams(40540) > 0.
→42016UnderlyingStreamXIDN
→40542UnderlyingStreamDescN
→43083UnderlyingStreamVersionN
→43084UnderlyingStreamVersionEffectiveDateN
→40543UnderlyingStreamPaySideN
→40544UnderlyingStreamReceiveSideN
→42018UnderlyingStreamNotionalXIDRefN
→40545UnderlyingStreamNotionalN
→40546UnderlyingStreamCurrencyN
→43085UnderlyingStreamNotionalDeterminationMethodN
→43086UnderlyingStreamNotionalAdjustmentsN
→42019UnderlyingStreamNotionalFrequencyPeriodNConditionally required when UnderlyingStreamNotionalFrequencyUnit(42020) is specified.
→42020UnderlyingStreamNotionalFrequencyUnitNConditionally required when UnderlyingStreamNotionalFrequencyPeriod(42019) is specified.
→42021UnderlyingStreamNotionalCommodityFrequencyN
→42022UnderlyingStreamNotionalUnitOfMeasureN
→42023UnderlyingStreamTotalNotionalN
→42024UnderlyingStreamTotalNotionalUnitOfMeasureN
ComponentUnderlyingStreamCommodityN
ComponentUnderlyingStreamEffectiveDateN
ComponentUnderlyingStreamTerminationDateN
ComponentUnderlyingStreamCalculationPeriodDatesN
ComponentUnderlyingPaymentStreamN
ComponentUnderlyingPaymentScheduleGrpN
ComponentUnderlyingPaymentStubGrpN
ComponentUnderlyingDeliveryStreamN
ComponentUnderlyingDeliveryScheduleGrpN
→40547UnderlyingStreamTextN
→40988EncodedUnderlyingStreamTextLenNMust be set if EncodedUnderlyingStreamText(40989) field is specified and must immediately precede it.
→40989EncodedUnderlyingStreamTextNEncoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding(347) field.

UnderlyingStreamTerminationDate

TagNameReq’dDescription
40548UnderlyingStreamTerminationDateUnadjustedN
40549UnderlyingStreamTerminationDateBusinessDayConventionNWhen 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.
ComponentUnderlyingStreamTerminationDateBusinessCenterGrpNWhen 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.
40551UnderlyingStreamTerminationDateRelativeToN
40552UnderlyingStreamTerminationDateOffsetPeriodNConditionally required when UnderlyingStreamTerminationDateOffsetUnit(40553) is specified.
40553UnderlyingStreamTerminationDateOffsetUnitNConditionally required when UnderlyingPaymentTerminationDateOffsetPeriod(40552) is specified.
40554UnderlyingStreamTerminationDateOffsetDayTypeN
40555UnderlyingStreamTerminationDateAdjustedN

UnderlyingStreamTerminationDateBusinessCenterGrp

TagNameReq’dDescription
40976NoUnderlyingStreamTerminationDateBusinessCentersN
→40550UnderlyingStreamTerminationDateBusinessCenterNRequired if NoUnderlyingStreamTerminationDateBusinessCenters(40976) > 0.

UndlyInstrumentParties

TagNameReq’dDescription
1058NoUndlyInstrumentPartiesN
→1059UnderlyingInstrumentPartyIDNUsed to identify the source of PartyID. Required if UnderlyingInstrumentPartyIDSource(1060) is specified. Required if NoUndlyInstrumentParties(1058) > 0.
→1060UnderlyingInstrumentPartyIDSourceNUsed to identify class source of UnderlyingInstrumentPartyID(1059) value (e.g. BIC). Required if UnderlyingInstrumentPartyID(1059) is specified. Required if NoUndlyInstrumentParties(1058) > 0.
→1061UnderlyingInstrumentPartyRoleNIdentifies the type of UnderlyingInstrumentPartyID(1059) (e.g. Executing Broker). Required if NoUndlyInstrumentParties(1058) > 0.
→2391UnderlyingInstrumentPartyRoleQualifierN
ComponentUndlyInstrumentPtysSubGrpNRepeating group of party sub-identifiers.

UndlyInstrumentPtysSubGrp

TagNameReq’dDescription
1062NoUndlyInstrumentPartySubIDsN
→1063UnderlyingInstrumentPartySubIDN
→1064UnderlyingInstrumentPartySubIDTypeN

ValueChecksGrp

TagNameReq’dDescription
1868NoValueChecksN
→1869ValueCheckTypeNRequired if NoValueChecks(1868) > 0.
→1870ValueCheckActionNRequired if NoValueChecks(1868) > 0.

YieldData

TagNameReq’dDescription
235YieldTypeN
236YieldN
701YieldCalcDateN
696YieldRedemptionDateN
697YieldRedemptionPriceN
698YieldRedemptionPriceTypeN