FIX Version FIX.5.0SP2 Extension Pack EP161

Approval Date 2012-09-10T00:00:00

Description CFTC Parts 43-45 - Phase 1

Datatype Changes

Updated Datatypes

Name	BaseType	Description	Example	XML

Deprecated Datatypes

Name

Datatypes removed

Name

Datatypes Added

Name	BaseType	Description	Example	XML
LocalMktTime	String	string field representing the time local to a particular market center. Used where offset to UTC varies throughout the year and the defining market center is identified in a corresponding field. Format is HH:MM:SS where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds. In general only the hour token is non-zero.	Example: 07:00:00	1 xs:time string field representing the time local to a particular market center. Used where offset to UTC varies throughout the year and the defining market center is identified in a corresponding field. Format is HH:MM:SS where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds. In general only the hour token is non-zero. 07:00:00
XID	String	The purpose of the XID datatype is to define a unique identifier that is global to a FIX message. An identifier defined using this datatype uniquely identifies its containing element, whatever its type and name is. The constraint added by this datatype is that the values of all the fields that have an ID datatype in a FIX message must be unique.		1 xs:ID The purpose of the XID datatype is to define a unique identifier that is global to a FIX message. An identifier defined using this datatype uniquely identifies its containing element, whatever its type and name is. The constraint added by this datatype is that the values of all the fields that have an ID datatype in a FIX message must be unique.
XIDREF	String	The XIDREF datatype defines a reference to an identifier defined by the XID datatype.		1 xs:IDREF The XIDREF datatype defines a reference to an identifier defined by the XID datatype.

Field Changes

Updated Fields

Tag	Type	UnionDataType	Description
22		Reserved100Plus	Identifies class or source of the SecurityID(48) value.
577		Reserved4000Plus
762			Sub-type qualification/identification of the SecurityType. As an example for SecurityType(167)="REPO", the SecuritySubType="General Collateral" can be used to further specify the type of REPO. If SecuritySubType is used then SecurityType is required. For SecurityType="MLEG" a name of the option or futures strategy name can be specified, such as "Calendar", "Vertical", "Butterfly". For SecurityType(167)="OPT" the subclassification can be specified, such as "Asian".
913			The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. See http://www.fpml.org/coding-scheme/master-agreement-type for derivative values.
1009	Qty		Used to indicate the quantity on one side of a multi-sided trade.
1194		Reserved100Plus
1299	int
1448			Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option
1826			Time unit multiplier for the event.
1827			Time unit associated with the event.

New Fields

Tag	Name	Type	AssociatedDataTag	AbbrName	NotReqXML	EnumDatatype	UnionDataType	Description	Elaboration
1578	EncodedEventTextLen	Length	1579	EncTxtLen	0			Byte length of encoded (non-ASCII characters) EncodedEventText(868) fied.
1579	EncodedEventText	data		EncTxt	0			Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the EventText(868) field.
1903	RegulatoryTradeID	String		ID	0			Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes. For example, unique swap identifer (USI) as required by the U.S. Commodity Futures Trading Commission.
1904	RegulatoryTradeIDEvent	int		Evnt	0			Identifies the event which caused origination of the identifier in RegulatoryTradeID(1903). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing).
1905	RegulatoryTradeIDSource	String		Src	0			Identifies the reporting entity that originated the value in RegulatoryTradeID(1903). The reporting entitiy identifier may be assigned by a regulator.
1906	RegulatoryTradeIDType	int		Typ	0			Specifies the type of trade identifier provided in RegulatoryTradeID(1903), within the context of the hierarchy of trade events.
1907	NoRegulatoryTradeIDs	NumInGroup			1			Number of regulatory IDs in the repeating group.
1908	NoAllocRegulatoryTradeIDs	NumInGroup			1			Number of regulatory IDs in the repeating group.
1909	AllocRegulatoryTradeID	String		ID	0			Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes. For example, unique swap identifer (USI) as required by the U.S. Commodity Futures Trading Commission.
1910	AllocRegulatoryTradeIDSource	String		Src	0			Identifies the reporting entity that originated the value in AllocRegulatoryTradeID(1909). The reporting entity identifier may be assigned by a regulator.
1911	AllocRegulatoryTradeIDEvent	int		Evnt	0	1904		Identifies the event which caused the origination of the identifier in AllocRegulatoryTradeID(1909). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2(Clearing).
1912	AllocRegulatoryTradeIDType	int		Typ	0	1906		Specifies the type of trade identifier provided in AllocRegulatoryTradeID(1909), within the context of the hierarchy of trade events.
1924	ClearingIntention	int		ClrIntn	0			Specifies the party's or parties' intention to clear the trade.
1925	TradeClearingInstruction	int		ClrngInstrctn	0	577	Reserved4000Plus	Specifies the eligibility of this trade for clearing and central counterparty processing.
1926	BackloadedTradeIndicator	Boolean		BackTrdInd	0			Indicates that the trade being reported occurred in the past and is still in effect or active.
1927	ConfirmationMethod	int		CnfmMeth	0			Specifies how a trade was confirmed.
1928	MandatoryClearingIndicator	Boolean		MandClrInd	0			An indication that the trade is flagged for mandatory clearing.
1929	MixedSwapIndicator	Boolean		MixedSwapInd	0			An indication that the trade is a mixed swap.
1930	OffMarketPriceIndicator	Boolean		OffMktPxInd	0			An indication that the price is off-market.
1931	VerificationMethod	int		VerfctnMeth	0			Indication of how a trade was verified.
1932	ClearingRequirementException	int		ClrReqmtExcptn	0			Specifies whether a party to a swap is using the clearing requirement exception pursuant to CEA Section 2(h)(7) and Commission regulations.
1933	IRSDirection	String		IRSDirctn	0			Used to specify whether the principal is paying or receiving the fixed rate in an interest rate swap.
1934	RegulatoryReportType	int		RegRptTyp	0		Reserved100Plus	Type of regulatory report.
1935	VoluntaryRegulatoryReport	Boolean		VolntyRegRpt	0			Used in conjunction with RegulatoryReportType(1934) to indicate whether the trade report is a voluntary regulatory report. If not specified, the default for a regulatory report is "N".
1936	TradeCollateralization	int		TrdCollztn	0			Specifies how the trade is collateralized.
1937	TradeContinuation	int		TrdContntn	0		Reserved100Plus	Specifies the post-execution trade continuation event. Additional price-forming continutation data values may be used by mutual agreement of the counterparties.
1938	AssetClass	int		AssetClss	0			The broad asset category for assessing risk exposure.
1939	AssetSubClass	int		AssetSubClss	0		Reserved4000Plus	The subcategory description of the asset class.
1940	AssetType	String		AssetTyp	0			Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate indices ISO 4217 Currency Code Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other indices Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions
1941	SwapClass	String		SwapClss	0			The classification or type of swap. Additional values may be used by mutual agreement of the counterparties.
1942	NthToDefault	int		NthDflt	0			The Nth reference obligation to default in a CDS reference basket. If specified without MthToDefault(1943) the default will trigger a CDS payout. If MthToDefault(1943) is also present then payout occurs between the Nth and Mth obligations to default.
1943	MthToDefault	int		MthDflt	0			The Mth reference obligation to default in a CDS reference basket. When NthToDefault(1942) and MthToDefault(1943) are represented then the CDS payout occurs between the Nth and Mth obligations to default.
1944	SettledEntityMatrixSource	String		SettldMtrxSrc	0			Relevant settled entity matrix source.
1945	SettledEntityMatrixPublicationDate	LocalMktDate		SettldMtrxDt	0			The publication date of the applicable version of the matrix. If not specified, the Standard Terms Supplement defines rules for which version of the matrix is applicable.
1946	CouponType	int		CpnTyp	0			Coupon type of the bond.
1947	TotalIssuedAmount	Amt		TotIssuedAmt	0			Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued securities.
1948	CouponFrequencyPeriod	int		CpnPeriod	0			Time unit multiplier for the frequency of the bond's coupon payment.
1949	CouponFrequencyUnit	String		CpnUnit	0			Time unit associated with the frequency of the bond's coupon payment.
1950	CouponDayCount	int		CpnDayCnt	0		Reserved100Plus	The day count convention used in interest calculations for a bond or an interest bearing security.
1951	ConvertibleBondEquityID	String		CnvrtBondEqtyID	0			Identifies the equity in which a convertible bond can be converted to.
1952	ConvertibleBondEquityIDSource	String		CnvrtBondEqtyIDSrc	0	22	Reserved100Plus	Identifies class or source of the ConvertibleBondEquityID(1951) value. 100+ are reserved for private security.
1953	ContractPriceRefMonth	MonthYear		PxRefMo	0			Reference month if there is no applicable MaturityMonthYear(200) value for the contract or security.
1954	LienSeniority	int		LienSnrty	0			Indicates the seniority level of the lien in a loan.
1955	LoanFacility	int		LoanFclty	0			Specifies the type of loan when the credit default swap's reference obligation is a loan.
1956	ReferenceEntityType	int		RefEntityTyp	0			Specifies the type of reference entity.
1957	IndexSeries	int		NdxSeries	0			The series identifier of a credit default swap index.
1958	IndexAnnexVersion	int		NdxAnxVer	0			The version of a credit default swap index annex.
1959	IndexAnnexDate	LocalMktDate		NdxAnxDt	0			The date of a credit default swap index series annex.
1960	IndexAnnexSource	String		NdxAnxSrc	0			The source of a credit default swap series annex.
1961	AgreementVersion	String		AgmtVer	0			The version of the master agreement
1962	MasterConfirmationDesc	String		CnfmDesc	0			The type of master confirmation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-type for values.
1963	MasterConfirmationDate	LocalMktDate		CnfmDt	0			Alternative to broker confirmation. The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties.
1964	MasterConfirmationAnnexDesc	String		CnfmAnxDesc	0			The type of master confirmation annex executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-annex-type for values.
1965	MasterConfirmationAnnexDate	LocalMktDate		CnfmAnxDt	0			The date that an annex to the master confirmation was executed between the parties.
1966	BrokerConfirmationDesc	String		BrkrCnfmDesc	0			Describes the type of broker confirmation executed between the parites. Can be used as an alterative to MasterConfirmationDesc(1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values.
1967	CreditSupportAgreementDesc	String		CrdSuprtDesc	0			The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values.
1968	CreditSupportAgreementDate	LocalMktDate		CrdSuprtDt	0			The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties.
1969	CreditSupportAgreementID	String		CrdSuprtID	0			A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties.
1970	GoverningLaw	String		Law	0			Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values.
1971	NoSideRegulatoryTradeIDs	NumInGroup			1			Number of regulatory IDs in the repeating group.
1972	SideRegulatoryTradeID	String		ID	0			Trade identifier required by government regulators or other regulatory organziations for regulatory reporting purposes. For example, unique swap identifier (USI) as required by the U.S. Commodity Futures Trading Commission.
1973	SideRegulatoryTradeIDSource	String		Src	0			Identifies the reporting entity that originated the value in SideRegulatoryTradeID(1972). The reporting entity identifier may be assigned by a regulator.
1974	SideRegulatoryTradeIDEvent	int		Evnt	0	1904		Identifies the event which caused origination of the identifier in SideRegulatoryTradeID(1972). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing).
1975	SideRegulatoryTradeIDType	int		Typ	0	1906		Specifies the type of trade identifier provided in SideRegulatoryTradeID(1972), within the context of the hierarchy of trade events.
1976	NoSecondaryAssetClasses	NumInGroup			1			Number of secondary asset classes in the repeating group.
1977	SecondaryAssetClass	int		Clss	0	1938		The broad asset category for assessing risk exposure for a multi-asset trade.
1978	SecondaryAssetSubClass	int		SubClss	0	1939	Reserved4000Plus	An indication of the general description of the asset class.
1979	SecondaryAssetType	String		Typ	0			Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate indices. ISO 4217 Currency Code Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other indices Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions
1980	BlockTrdAllocIndicator	int		BlckTrdAllocInd	0			Indication that a block trade will be allocated.
1981	NoUnderlyingEvents	NumInGroup			1			Number of events in the repeating group.
1982	UnderlyingEventType	int		Typ	0	865		Code to represent the type of event.
1983	UnderlyingEventDate	LocalMktDate		Dt	0			The date of the event.
1984	UnderlyingEventTime	UTCTimestamp		Tm	0			The time of the event. To be used in combination with UnderlyingEventDate(1983).
1985	UnderlyingEventTimeUnit	String		TmUnit	0			Time unit associated with the event.
1986	UnderlyingEventTimePeriod	int		TmPeriod	0			Time unit multiplier for the event.
1987	UnderlyingEventPx	Price		Px	0			Predetermined price of issue at event, if applicable.
1988	UnderlyingConstituentWeight	float		ConstuentWt	0			For a basket, or pool, describes the weight of each of the constituents within the basket. If not provided, it is assumed to be equal weighted.
1989	UnderlyingCouponType	int		CpnTyp	0	1946		Specifies the coupon type of the underlying bond.
1990	UnderlyingTotalIssuedAmount	Amt		TotIssuedAmt	0			Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security.
1991	UnderlyingCouponFrequencyPeriod	int		CpnPeriod	0			Time unit multiplier for the frequency of the bond's coupon payment.
1992	UnderlyingCouponFrequencyUnit	String		CpnUnit	0	1949		Time unit associated with the frequency of the bond's coupon payment.
1993	UnderlyingCouponDayCount	int		CpnDayCnt	0	1950	Reserved100Plus	The day count convention used in interest calculations for a bond or an interest bearing security.
1994	UnderlyingObligationID	String		ObligID	0			For a CDS basket or pool identifies the reference obligation.	UnderlyingObligationID(1994) is reserved for the reference entity for baskets or pools. In a CDS single name the reference entity is identified in insrument ID and the obligations are identified in UnderlyingObligationID(1994).
1995	UnderlyingObligationIDSource	String		ObligIDSrc	0	22	Reserved100Plus	Identifies the source scheme of the UnderlyingObligationID(1994).
1996	UnderlyingEquityID	String		EqtyID	0			Specifies the equity in which a convertible bond can be converted.
1997	UnderlyingEquityIDSource	String		EqtyIDSrc	0	22	Reserved100Plus	Identifies the source of the UnderlyingEquityID(1996).
1998	UnderlyingLienSeniority	int		LienSnrty	0	1954		Indicates the seniority level of the lien in a loan.
1999	UnderlyingLoanFacility	int		LoanFclty	0	1955		Specifies the type of loan when the credit default swap's reference obligation is a loan.
2000	UnderlyingReferenceEntityType	int		RefEntityTyp	0	1956		Specifies the type of reference entity.
41314	UnderlyingProtectionTermXIDRef	XIDREF		ProtctnXIDRef	0			Reference to the protection terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the ProtectionTerms repeating group that applies to this Underlying.
41315	UnderlyingSettlTermXIDRef	XIDREF		SettlXIDRef	0			Reference to the cash or physical settlement terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the appropriate repeating group that applies to this Underlying.
2003	UnderlyingIndexSeries	int		NdxSeries	0			The series identifier of a credit default swap index.
2004	UnderlyingIndexAnnexVersion	int		NdxAnxVer	0			The version identifier of a credit default swap index annex.
2005	UnderlyingIndexAnnexDate	LocalMktDate		NdxAnxDt	0			The date of a credit default swap index series annex.
2006	UnderlyingIndexAnnexSource	String		NdxAnxSrc	0			The source of a credit default swap index series annex.
2007	UnderlyingProductComplex	String		ProdCmplx	0			Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc
2008	UnderlyingSecurityGroup	String		SecGrp	0			An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.
2009	UnderlyingSettleOnOpenFlag	String		SettlOnOpenFlag	0			Indicator to determine if Instrument is Settle on Open.
2010	UnderlyingAssignmentMethod	char		AsgnMeth	0	1049		Method under which assignment was conducted
2011	UnderlyingSecurityStatus	String		Status	0	965		Gives the current state of the instrument
2012	UnderlyingObligationType	String		ObligTyp	0			Type of reference obligation for credit derivatives contracts.
2013	UnderlyingAssetClass	int		AssetClss	0	1938		The broad asset category for assessing risk exposure.
2014	UnderlyingAssetSubClass	int		AssetSubClss	0	1939	Reserved4000Plus	An indication of the general description of the asset class.
2015	UnderlyingAssetType	String		AssetTyp	0			Within the asset subclass reports a more specific description of the asset. Recommended values: Interest Rate: The floating rate index class if appropriate, e.g. LIBOR. Otherwise specify the away currency in primary and the second away currency or home currency in secondary. Currency: Specify the away currency in primary, the second away currency or home currency in secondary. If settlement is in "any G7" currency specify "G7". Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured. Equity: If an index, specify the class of the index class. Otherwise omit. Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions
2016	UnderlyingSwapClass	String		SwapClss	0	1941		The type or classification of swap. Additional values may be used by mutual agreement of the counterparties.
2017	UnderlyingNthToDefault	int		NthDflt	0			The Nth reference obligation to default in a CDS reference basket. If specified without UnderlyingMthToDefault(2018) the default will trigger a CDS payout. If UnderlyingMthToDefault(2018) is also present then payout occurs between the Nth and Mth obligations to default.
2018	UnderlyingMthToDefault	int		MthDflt	0			The Mth reference obligation to default in a CDS reference basket. When UnderlyingNthToDefault(2017) and UnderlyingMthToDefault(2018) are represented then the CDS payout occurs between the Nth and Mth obligations to default.
2019	UnderlyingSettledEntityMatrixSource	String		SettldMtrxSrc	0			Relevant settled entity matrix source.
2020	UnderlyingSettledEntityMatrixPublicationDate	LocalMktDate		SettldMtrxDt	0			Specifies the publication date of the applicable version of the matrix. If not specified, the Standard Terms Supplement defines rules for which version of the matrix is applicable.
2021	UnderlyingStrikeMultiplier	float		StrkMult	0			Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.
2022	UnderlyingStrikeValue	float		StrkValu	0			Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.
2023	UnderlyingStrikePriceDeterminationMethod	int		StrkPxDtrmnMeth	0	1478		Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. Conditionally, required if value is other than "fixed".
2024	UnderlyingStrikePriceBoundaryMethod	int		StrkPxBndryMeth	0	1479		Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise.
2025	UnderlyingStrikePriceBoundaryPrecision	Percentage		StrkPxBndryPrcsn	0			Used in combination with StrikePriceBoundaryMethod(1479) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.
2026	UnderlyingMinPriceIncrement	float		MinPxIncr	0			Minimum price increment for the instrument. Could also be used to represent tick value.
2027	UnderlyingMinPriceIncrementAmount	Amt		MinPxIncrAmt	0			Minimum price increment amount associated with the UnderlyingMinPriceIncrement(2026). For listed derivatives, the value can be calculated by multiplying UnderlyingMinPriceIncrement(2026) by UnderlyingContractMultiplier(436).
2028	UnderlyingOptPayoutType	int		OptPayoutTyp	0	1482		Indicates the type of payout that will result from an in-the-money option.
2029	UnderlyingOptPayoutAmount	Amt		OptPayAmt	0			Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount.
2030	UnderlyingPriceQuoteMethod	String		PxQteMeth	0	1196		Method for price quotation.
2031	UnderlyingValuationMethod	String		ValMeth	0	1197		Indicates type of valuation method used.
2032	UnderlyingListMethod	int		ListMeth	0	1198		Indicates whether the instruments are pre-listed only or can also be defined via user request.
2033	UnderlyingCapPrice	Price		CapPx	0			Used to express the ceiling price of a capped call.
2034	UnderlyingFloorPrice	Price		FlrPx	0			Used to express the floor price of a capped put.
2035	UnderlyingFlexibleIndicator	Boolean		FlexInd	0			Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator.
2036	UnderlyingFlexProductEligibilityIndicator	Boolean		FlexProdElig	0			Used to indicate if a product or group of product supports the creation of flexible securities.
2037	UnderlyingPositionLimit	int		PosLmt	0			Position limit for the instrument.
2038	UnderlyingNTPositionLimit	int		NTPosLmt	0			Position Limit in the near-term contract for a given exchange-traded product.
2039	UnderlyingPool	String		Pool	0			Identifies the mortgage backed security (MBS) / asset backed security (ABS) pool.
2040	UnderlyingContractSettlMonth	MonthYear		CSetMo	0			Specifies when the contract (i.e. MBS/TBA) will settle. Must be present for MBS/TBA.
2041	UnderlyingDatedDate	LocalMktDate		Dated	0			If different from IssueDate()
2042	UnderlyingInterestAccrualDate	LocalMktDate		IntAcrl	0			If different from IssueDate and DatedDate
2043	UnderlyingShortSaleRestriction	int		ShrtRstctn	0	1687		Indicates whether a restriction applies to short selling a security.
2044	UnderlyingRefTickTableID	int		RefTickTblID	0			Spread table code referred by the security or symbol.
2045	NoUnderlyingComplexEvents	NumInGroup			1			Number of complex events in the repeating group.
2046	UnderlyingComplexEventType	int		Typ	0	1484		Identifies the type of complex event.
2047	UnderlyingComplexOptPayoutAmount	Amt		OptPayAmt	0			Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount.
2048	UnderlyingComplexEventPrice	Price		Px	0			Specifies the price at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046).
2049	UnderlyingComplexEventPriceBoundaryMethod	int		PxBndryMeth	0	1487		Specifies the boundary condition to be used for the event price relative to the UnderlyingComplexEventPrice(2048) at the point the complex event outcome takes effect as determined by the UnderlyingComplexEventPriceTimeType(2051).
2050	UnderlyingComplexEventPriceBoundaryPrecision	Percentage		PxBndryPrcsn	0			Used in combination with UnderlyingComplexEventPriceBoundaryMethod(2049) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.
2051	UnderlyingComplexEventPriceTimeType	int		PxTmTyp	0	1489		Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType.
2052	UnderlyingComplexEventCondition	int		Cond	0	1490		Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result.
2053	NoUnderlyingComplexEventDates	NumInGroup			1			Number of underlying complex event dates in the repeating group.
2054	UnderlyingComplexEventStartDate	UTCTimestamp		StartDt	0			The start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The start date must always be less than or equal to end date.
2055	UnderlyingComplexEventEndDate	UTCTimestamp		EndDt	0			The end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. UnderlyingComplexEventEndDate(2056) must always be greater than or equal to UnderlyingComplexEventStartDate(2055).
2056	NoUnderlyingComplexEventTimes	NumInGroup			1			Number of complex event times in the repeating group.
2057	UnderlyingComplexEventStartTime	UTCTimeOnly		StartTm	0			The start time of the time range on which a complex event date is effective. UnderlyingComplexEventStartTime(2057) must always be less than or equal to UndelryingComplexEventEndTime(2058).
2058	UnderlyingComplexEventEndTime	UTCTimeOnly		EndTm	0			The end time of the time range on which a complex event date is effective. UnderlyingComplexEventEndTime(2058) must always be greater than or equal to UnderlyingComplexEventStartTime(2057).
2059	NoLegEvents	NumInGroup			1			Number of events in the repeating group
2060	LegEventType	int		Typ	0	865		Code to represent the type of event.
2061	LegEventDate	LocalMktDate		Dt	0			The date of the event.
2062	LegEventTime	UTCTimestamp		Tm	0			Specific time of event. To be used in combination with LegEventDate(2061).
2063	LegEventTimeUnit	String		TmUnit	0	1827		Time unit associated with the event.
2064	LegEventTimePeriod	int		TmPeriod	0			Time unit multiplier for the event.
2065	LegEventPx	Price		Px	0			Predetermined price of issue at event, if applicable.
2066	LegEventText	String		Txt	0			Free form text to specify additional information or enumeration description when a standard value does not apply.
2067	LegAssetClass	int		AssetClss	0	1938		The broad asset category for assessing risk exposure.
2068	LegAssetSubClass	int		AssetSubClss	0	1939	Reserved4000Plus	The general subcategory description of the asset class.
2069	LegAssetType	String		AssetTyp	0			Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate indices. ISO 4217 Currency Code Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other indices Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions
2070	LegSwapClass	String		SwapClss	0	1941		Swap type.
2071	UnderlyingEventText	String		Txt	0			Free form text to specify comments related to the event.
2072	EncodedUnderlyingEventTextLen	Length	2073	EncTxtLen	0			Byte length of encoded (non-ASCII characters) EncodedUnderlyingEventText(2073) field.
2073	EncodedUnderlyingEventText	data		EncTxt	0			Encoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingEventText(2071) field.
2074	EncodedLegEventTextLen	Length	2075	EncTxtLen	0			Byte length of encoded (non-ASCII characters) EncodedLegEventText(2075) field.
2075	EncodedLegEventText	data		EncTxt	0			Encoded (non-ASCII characters) representation of the LegEventText(2066) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegEventText(2066) field.
2076	NoLegSecondaryAssetClasses	NumInGroup			1			Number of secondary asset classes in the repeating group.
2077	LegSecondaryAssetClass	int		Clss	0	1938		The broad asset category for assessing risk exposure for a multi-asset trade.
2078	LegSecondaryAssetSubClass	int		SubClss	0	1939	Reserved4000Plus	An indication of the general description of the asset class.
2079	LegSecondaryAssetType	String		Typ	0			Within the asset subclass reports a more specific description of the asset. Recommended values: Interest Rate: The floating rate index class if appropriate, e.g. LIBOR. Otherwise specify the away currency in primary and the second away currency or home currency in secondary. Currency: Specify the away currency in primary, the second away currency or home currency in secondary. If settlement is in "any G7" currency specify "G7". Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured. Equity: If an index, specify the class of the index class. Otherwise omit. Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions
2080	NoUnderlyingSecondaryAssetClasses	NumInGroup			1			Number of secondary asset classes in the repeating group.
2081	UnderlyingSecondaryAssetClass	int		Clss	0	1938		The broad asset category for assessing risk exposure for a multi-asset trade.
2082	UnderlyingSecondaryAssetSubClass	int		SubClss	0	1939	Reserved4000Plus	An indication of the general description of the asset class.
2083	UnderlyingSecondaryAssetType	String		Typ	0			Within the asset subclass reports a more specific description of the asset. Recommended values: Interest Rate: The floating rate index class if appropriate, e.g. LIBOR. Otherwise specify the away currency in primary and the second away currency or home currency in secondary. Currency: Specify the away currency in primary, the second away currency or home currency in secondary. If settlement is in "any G7" currency specify "G7". Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured. Equity: If an index, specify the class of the index class. Otherwise omit. Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions
40000	NoAdditionalTermBondRefs	NumInGroup			1			Number of bonds in the repeating group.
40001	AdditionalTermBondSecurityID	String		ID	0			Security identifier of the bond.
40002	AdditionalTermBondSecurityIDSource	String		Src	0	22	Reserved100Plus	Identifies the source scheme of the AdditionalTermBondSecurityID(40001) value.
40003	AdditionalTermBondDesc	String		Desc	0			Description of the bond.
40004	EncodedAdditionalTermBondDescLen	Length	40005	EncDescLen	0			Byte length of encoded (non-ASCII characters) EncodedAdditionalTermBondDesc(40005) field.
40005	EncodedAdditionalTermBondDesc	data		EncDesc	0			Encoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AdditionalTermBondDesc(40003) field.
40006	AdditionalTermBondCurrency	Currency		Ccy	0			Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes.
40007	AdditionalTermBondIssuer	String		Issr	0			Issuer of the bond.
40008	EncodedAdditionalTermBondIssuerLen	Length	40009	EncIssrLen	0			Byte length of encoded (non-ASCII characters) EncodedAdditionalTermBondIssuer(40009) field.
40009	EncodedAdditionalTermBondIssuer	data		EncIssr	0			Encoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AdditionalTermBondIssuer(40007) field.
40010	AdditionalTermBondSeniority	String		Snrty	0	1450		Specifies the bond's payment priority in the event of a default.
40011	AdditionalTermBondCouponType	int		CpnTyp	0	1946		Coupon type of the bond.
40012	AdditionalTermBondCouponRate	Percentage		CpnRt	0			Coupon rate of the bond. See also CouponRate(223).
40013	AdditionalTermBondMaturityDate	LocalMktDate		MatDt	0			The maturity date of the bond.
40014	AdditionalTermBondParValue	Amt		Par	0			The par value of the bond.
40015	AdditionalTermBondCurrentTotalIssuedAmount	Amt		CurTotAmt	0			Total issued amount of the bond.
40016	AdditionalTermBondCouponFrequencyPeriod	int		CpnPeriod	0			Time unit multiplier for the frequency of the bond's coupon payment.
40017	AdditionalTermBondCouponFrequencyUnit	String		CpnUnit	0	1949		Time unit associated with the frequency of the bond's coupon payment.
40018	AdditionalTermBondDayCount	int		DayCnt	0	1950	Reserved100Plus	The day count convention used in interest calculations for a bond or an interest bearing security.
40019	NoAdditionalTerms	NumInGroup			1			Number of additional terms in the repeating group.
40020	AdditionalTermConditionPrecedentBondIndicator	Boolean		PrcdntInd	0			Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used.
40021	AdditionalTermDiscrepancyClauseIndicator	Boolean		DscrpncyInd	0			Indicates whether the discrepancy clause is applicable.
40022	NoCashSettlTerms	NumInGroup			1			Number of elements in the repeating group.
40023	CashSettlCurrency	Currency		Ccy	0			Specifies the currency the CashSettlAmount(40034) is denominated in. Uses ISO 4217 currency codes.
40024	CashSettlValuationFirstBusinessDayOffset	int		BizDayOfst	0			The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for the purpose of cash settlement.	Associated with ISDA 2003 Term: Valuation Date.
40916	CashSettlValuationSubsequentBusinessDaysOffset	int		SbsqntBizDayOfst	0			The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement.	Associated with ISDA 2003 Term: Valuation Date
40917	CashSettlNumOfValuationDates	int		NumValDts	0			Where multiple valuation dates are specified as being applicable for cash settlement, this specifies the number of applicable valuation dates.	Associated with ISDA 2003 Term: Valuation Date
40025	CashSettlValuationTime	LocalMktTime		ValTm	0			The time of valuation.
40026	CashSettlBusinessCenter	String		BizCtr	0			Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40027	CashSettlQuoteMethod	int		QteMeth	0			The type of quote used to determine the cash settlement price.
40028	CashSettlQuoteAmount	Amt		QteAmt	0			When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference oblivation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount.	ISDA 2003 Term: Quotation Amount.
40029	CashSettlQuoteCurrency	Currency		QteCcy	0			Specifies the currency the CashSettlQuoteAmount(40028) is denominated in. Uses ISO 4217 Currency Code.
40030	CashSettlMinimumQuoteAmount	Amt		MinQteAmt	0			When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount.	ISDA 2003 Term: Minimum Quotation Amount.
40031	CashSettlMinimumQuoteCurrency	Currency		MinQteCcy	0			Specifies the currency the CashSettlMinimumQuoteAmount(40030) is denominated in. Uses ISO 4217 Currency Code.
40032	CashSettlDealer	String		Dlr	0			Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation.	ISDA 2003 Term: Dealer.
40033	CashSettlBusinessDays	int		BizDays	0			The number of business days used in the determination of the cash settlement payment date.	If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date.
40034	CashSettlAmount	Amt		Amt	0			The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date.	If not specified this is not to be included in the message and the parties to the trade are expected to calculate the value. The value is the greater of (a) floating rate payer calculation amount x (reference price - final price) or (b) zero. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount
40035	CashSettlRecoveryFactor	float		RcvryFctr	0			Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount calculated is (1 - CashSettlRecoveryFactor(40035)) x floating rate payer calculation amount. The currency is derived from the floatingrate payer calculation amount.
40036	CashSettlFixedTermIndicator	Boolean		FixedInd	0			Indicates whether fixed settlement is applicable or not applicable in a recovery lock.
40037	CashSettlAccruedInterestIndicator	Boolean		AcrdIntInd	0			Indicates whether accrued interest is included or not in the value provided in CashSettlAmount(40034). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest.	ISDA 2003 Term: Include/Exclude Accrued Interest.
40038	CashSettlValuationMethod	int		ValMeth	0			The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.	ISDA 2003 Term: Valuation Method
40039	CashSettlTermXID	XID		XID	0			A named string value referenced by UnderlyingSettlTermXIDRef(41315).
40040	NoContractualDefinitions	NumInGroup			1			Number of financing definitions in the repeating group.
40041	ContractualDefinition	String		Def	0			Specifies which contract definition, such as those published by ISDA, will apply for the terms of the trade. See http://www.fpml.org/coding-scheme/contractual-definitions for values.
40042	NoContractualMatrices	NumInGroup			1			Number of contractual matrices in the repeating group.
40043	ContractualMatrixSource	String		Src	0			Identifies the applicable contract matrix.
40044	ContractualMatrixDate	LocalMktDate		Dt	0			The publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable.
40045	ContractualMatrixTerm	String		Trm	0			Specifies the applicable key into the relevent contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the ContractualMatrixTerm(40045) is not applicable and is to be omitted. See http://www.fpml.org/coding-scheme/credit-matrix-transaction-type for values.
40046	NoFinancingTermSupplements	NumInGroup			1			Number of financing terms supplements in the repeating group.
40047	FinancingTermSupplementDesc	String		Desc	0			Identifies the applicable contractual supplement. See http://www.fpml.org/coding-scheme/contractual-supplement for values.
40048	FinancingTermSupplementDate	LocalMktDate		Dt	0			The publication date of the applicable version of the contractual supplement.
40049	NoStreams	NumInGroup			1			Number of swap streams in the repeating group.
40050	StreamType	int		Typ	0			Type of swap stream.
40051	StreamDesc	String		Desc	0			A short descriptive name given to the payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as reference.
40052	StreamPaySide	int		PaySide	0	40214		The side of the party paying the stream.
40053	StreamReceiveSide	int		RcvSide	0	40214		The side of the party receiving the stream.
40054	StreamNotional	Amt		Notl	0			Notional, or initial notional value for the payment stream. Use the PaymentScheduleGrp component to specify the rate steps.
40055	StreamCurrency	Currency		Ccy	0			Specifies the currency the StreamNotional(40054) is denominated in. Uses ISO 4217 currency codes.
40056	StreamText	String		Txt	0			Free form text to specify additional information or enumeration description when a standard value does not apply.
40057	UnderlyingStreamEffectiveDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted effective date.
40058	UnderlyingStreamEffectiveDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the underlying instrument's stream's effective, or relative effective, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
40059	UnderlyingStreamEffectiveDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the underlying instrument's stream's effective, or relative effective, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40060	UnderlyingStreamEffectiveDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40061	UnderlyingStreamEffectiveDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative effective date offset.
40062	UnderlyingStreamEffectiveDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative effective date offset.
40063	UnderlyingStreamEffectiveDateOffsetDayType	int		OfstDayTyp	0	40920		The relative effective date offset day type.
40064	UnderlyingStreamEffectiveDateAdjusted	LocalMktDate		Dt	0			The adjusted effective date.
40065	StreamTerminationDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted termination date.
40066	StreamTerminationDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the instrument's stream's termination, or relative termination, date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
40067	StreamTerminationDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the instrument's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40068	StreamTerminationDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40069	StreamTerminationDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative termination date offset.
40070	StreamTerminationDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative termination date offset.
40071	StreamTerminationDateOffsetDayType	int		OfstDayTyp	0	40920		The relative termination date offset day type.
40072	StreamTerminationDateAdjusted	LocalMktDate		Dt	0			The adjusted termination date.
40073	StreamCalculationPeriodBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust calculation periods. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
40074	StreamCalculationPeriodBusinessCenter	String		Ctr	0			The business center calendar used to adjust calculation periods, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40075	StreamFirstPeriodStartDateUnadjusted	LocalMktDate		FirstStartDtUnadj	0			The unadjusted first calculation period start date if before the effective date.
40076	StreamFirstPeriodStartDateBusinessDayConvention	int		FirstStartDtBizDayCnvtn	0	40921		The business day convention used to adjust the instrument's stream's first calculation period start date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
40077	StreamFirstPeriodStartDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the instrument's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40078	StreamFirstPeriodStartDateAdjusted	LocalMktDate		FirstStartDt	0			The adjusted first calculation period start date, if it is before the effective date.
40079	StreamFirstRegularPeriodStartDateUnadjusted	LocalMktDate		FirstReglrStartDtUnadj	0			The unadjusted first start date of the regular calculation period, if there is an initial stub period.
40080	StreamFirstCompoundingPeriodEndDateUnadjusted	LocalMktDate		FirstCmpndgEndDtUnadj	0			The unadjusted end date of the initial compounding period.
40081	StreamLastRegularPeriodEndDateUnadjusted	LocalMktDate		LastReglrEndDtUnadj	0			The unadjusted last regular period end date if there is a final stub period.
40082	StreamCalculationFrequencyPeriod	int		FreqPeriod	0			Time unit multiplier for the frequency at which calculation period end dates occur.
40083	StreamCalculationFrequencyUnit	String		FreqUnit	0	1949		Time unit associated with the frequency at which calculation period end dates occur.
40084	StreamCalculationRollConvention	String		Roll	0	40922		The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the DateAdjustment component within the Instrument component.
40085	NoSettlRateFallbacks	NumInGroup			1			Number of settlement rate fallbacks in the repeating group
40086	SettlRatePostponementMaximumDays	int		MaxDays	0			The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method.
40087	LegPaymentStreamNonDeliverableSettlRateSource	int		RtSrc	0	1446		Identifies the source of the rate information.
40088	SettlRatePostponementSurvey	Boolean		Survey	0			Indicates whether to request a settlement rate quote from the market.
40089	SettlRatePostponementCalculationAgent	int		CalcAgent	0	40098		Used to identify the settlement rate postponement calculation agent.
40090	NoProvisions	NumInGroup			1			Number of provisions in the repeating group.
40091	ProvisionType	int		Typ	0			Type of provisions.
40092	ProvisionDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted date of the provision.
40093	ProvisionDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the instrument's provision's dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
40094	ProvisionDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the instrument's provision's dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40095	ProvisionDateAdjusted	LocalMktDate		Dt	0			The adjusted date of the provision.
40096	ProvisionDateTenorPeriod	int		TenorPeriod	0			Time unit multiplier for the provision's tenor period.
40097	ProvisionDateTenorUnit	String		TenorUnit	0			Time unit associated with the provision's tenor period.
40098	ProvisionCalculationAgent	int		CalcAgent	0			Used to identify the calculation agent. The calculation agent may be identified in ProvisionCalculationAgent(40098) or in the ProvisionParties component.
40099	ProvisionOptionSinglePartyBuyerSide	int		BuyerSide	0			If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade.
40100	ProvisionOptionSinglePartySellerSide	int		SellerSide	0	40099		If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade.
40101	ProvisionOptionExerciseStyle	int		ExerStyle	0	1194	Reserved100Plus	The instrument provision option’s exercise style.
40102	ProvisionOptionExerciseMultipleNotional	Amt		MultplNotl	0			A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised.
40103	ProvisionOptionExerciseMinimumNotional	Amt		MinNotl	0			The minimum notional amount that can be exercised on a given exercise date.
40104	ProvisionOptionExerciseMaximumNotional	Amt		MaxNotl	0			The maximum notional amount that can be exercised on a given exercise date.
40105	ProvisionOptionMinimumNumber	int		MinNum	0			The minimum number of options that can be exercised on a given exercise date.
40106	ProvisionOptionMaximumNumber	int		MaxNum	0			The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options.
40107	ProvisionOptionExerciseConfirmation	Boolean		ExerCnfm	0			Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
40108	ProvisionCashSettlMeth	int		SettlMeth	0			An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e).
40109	ProvisionCashSettlCurrency	Currency		SettlCcy	0			Specifies the currency of settlement. Uses ISO 4217 currency codes.
40110	ProvisionCashSettlCurrency2	Currency		SettlCcy2	0			Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes.
40111	ProvisionCashSettlQuoteType	int		SettlQteTyp	0			Identifies the type of quote to be used.
40112	ProvisionCashSettlQuoteSource	int		SettlQteSrc	0	40790		Identifies the source of quote information.
40113	ProvisionText	String		Txt	0			Free form text to specify additional information or enumeration description when a standard value does not apply.
40114	ProvisionCashSettlValueTime	LocalMktTime		Tm	0			A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount.
40115	ProvisionCashSettlValueTimeBusinessCenter	String		TmBizCtr	0			Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40116	ProvisionCashSettlValueDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the provision's cash settlement valuation date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
40117	ProvisionCashSettlValueDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the provision's cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40118	ProvisionCashSettlValueDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values
40119	ProvisionCashSettlValueDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the cash settlement value date offset.
40120	ProvisionCashSettlValueDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the cash settlement value date offset.
40121	ProvisionCashSettlValueDateOffsetDayType	int		OfstDayTyp	0	40920		The provision's cash settlement value date offset day type.
40122	ProvisionCashSettlValueDateAdjusted	LocalMktDate		Dt	0			The adjusted cash settlement value date.
40123	ProvisionOptionExerciseBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the instrument's provision's option exercise date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
40124	ProvisionOptionExerciseBusinessCenter	String		Ctr	0			The business center calendar used to adjust the instrument's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40125	ProvisionOptionExerciseEarliestDateOffsetPeriod	int		ErlstOfstPeriod	0			Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period.
40126	ProvisionOptionExerciseEarliestDateOffsetUnit	String		ErlstOfstUnit	0			Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period.
40127	ProvisionOptionExerciseFrequencyPeriod	int		FreqPeriod	0			Time unit multiplier for the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise period.
40128	ProvisionOptionExerciseFrequencyUnit	String		FreqUnit	0	1949		Time unit associated with the frequency of subsequent exercise dates in the exercise period following the earliest exercise date.
40129	ProvisionOptionExerciseStartDateUnadjusted	LocalMktDate		StartDtUnadj	0			The unadjusted first day of the exercise period for an American style option.
40130	ProvisionOptionExerciseStartDateRelativeTo	int		StartDtReltv	0		Reserved1000Plus	Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40131	ProvisionOptionExerciseStartDateOffsetPeriod	int		StartDtOfstPeriod	0			Time unit multiplier for the option exercise start date offset.
40132	ProvisionOptionExerciseStartDateOffsetUnit	String		StartDtOfstUnit	0	40760		Time unit associated with the option exercise start date offset.
40133	ProvisionOptionExerciseStartDateOffsetDayType	int		StartDtOfstDayTyp	0	40920		The provision's option exercise start date offset day type.
40134	ProvisionOptionExerciseStartDateAdjusted	LocalMktDate		StartDt	0			The adjusted first day of the exercise period for an American style option.
40135	ProvisionOptionExercisePeriodSkip	int		Skip	0			The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1.
40136	ProvisionOptionExerciseBoundsFirstDateUnadjusted	LocalMktDate		FirstDtUnadj	0			The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative.
40137	ProvisionOptionExerciseBoundsLastDateUnadjusted	LocalMktDate		LastDtUnadj	0			The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative.
40138	ProvisionOptionExerciseEarliestTime	LocalMktTime		ErlstTm	0			The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option.
40139	ProvisionOptionExerciseEarliestTimeBusinessCenter	String		ErlstTmBizCtr	0			Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40140	ProvisionOptionExerciseLatestTime	LocalMktTime		LtstTm	0			For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.
40141	ProvisionOptionExerciseLatestTimeBusinessCenter	String		LtstTmBizCtr	0			Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40142	NoProvisionOptionExerciseFixedDates	NumInGroup			1			Number of provision option exercise fixed dates in the repeating group.
40143	ProvisionOptionExerciseFixedDate	LocalMktDate		Dt	0			A predetermined option exercise date, unadjusted or adjusted depending on ProvisionOptionExerciseFixedDateType(40144).
40144	ProvisionOptionExerciseFixedDateType	int		Typ	0			Specifies the type of date (e.g. adjusted for holidays).
40145	ProvisionOptionExpirationDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.
40146	ProvisionOptionExpirationDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the instrument's provision's option expiration date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
40147	ProvisionOptionExpirationDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the instrument's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40148	ProvisionOptionExpirationDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40149	ProvisionOptionExpirationDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the option expiration date offset.
40150	ProvisionOptionExpirationDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the option expiration date offset.
40151	ProvisionOptionExpirationDateOffsetDayType	int		OfstDayTyp	0	40920		The provision's option expiration date offset day type.
40152	ProvisionOptionExpirationDateAdjusted	LocalMktDate		Dt	0			The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period.
40153	ProvisionOptionExpirationTime	LocalMktTime		ExpTm	0			The latest time for exercise on the expiration date.
40154	ProvisionOptionExpirationTimeBusinessCenter	String		ExpTmBizCtr	0			Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40155	ProvisionOptionRelevantUnderlyingDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).
40156	ProvisionOptionRelevantUnderlyingDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the instrument's provision's option underlying date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
40157	ProvisionOptionRelevantUnderlyingDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the instrument's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40158	ProvisionOptionRelevantUnderlyingDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40159	ProvisionOptionRelevantUnderlyingDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the option relevant underlying date offset.
40160	ProvisionOptionRelevantUnderlyingDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the option relevant underlying date offset.
40161	ProvisionOptionRelevantUnderlyingDateOffsetDayType	int		OfstDayTyp	0	40920		The provision's option relevant underlying date offset day type.
40162	ProvisionOptionRelevantUnderlyingDateAdjusted	LocalMktDate		Dt	0			The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).
40163	ProvisionCashSettlPaymentDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the provisional cash settlement payment's termination or relative termination date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
40164	ProvisionCashSettlPaymentDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the provisional cash settlement payment's termination or relative termination date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40165	ProvisionCashSettlPaymentDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40166	ProvisionCashSettlPaymentDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the cash settlement payment date offset.
40167	ProvisionCashSettlPaymentDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the cash settlement payment date offset.
40168	ProvisionCashSettlPaymentDateOffsetDayType	int		OfstDayTyp	0	40920		The provision's cash settlement payment date offset day type.
40169	ProvisionCashSettlPaymentDateRangeFirst	LocalMktDate		DtFirst	0			First date in range when a settlement date range is provided.
40170	ProvisionCashSettlPaymentDateRangeLast	LocalMktDate		DtLast	0			The last date in range when a settlement date range is provided.
40171	NoProvisionCashSettlPaymentDates	NumInGroup			1			Number of provision cash settlement payment dates in the repeating group.
40172	ProvisionCashSettlPaymentDate	LocalMktDate		Dt	0			The cash settlement payment date, unadjusted or adjusted depending on ProvisionCashSettlPaymentDateType(40173).
40173	ProvisionCashSettlPaymentDateType	int		Typ	0			Specifies the type of date (e.g. adjusted for holidays).
40174	NoProvisionPartyIDs	NumInGroup			1			Number of parties identified in the contract provision.
40175	ProvisionPartyID	String		ID	0			The party identifier/code for the payment settlement party.
40176	ProvisionPartyIDSource	char		Src	0	447		Identifies class or source of the ProvisionPartyID(40175) value.
40177	ProvisionPartyRole	int		R	0	452		Identifies the type or role of ProvisionPartyID(40175) specified.
40178	NoProvisionPartySubIDs	NumInGroup			1			Number of sub-party IDs to be reported for the party.
40179	ProvisionPartySubID	String		ID	0			Party sub-identifier, if applicable, for ProvisionPartyID(40175).
40180	ProvisionPartySubIDType	int		Typ	0	803	Reserved4000Plus	The type of ProvisionPartySubID(40179).
40181	NoProtectionTerms	NumInGroup			1			Number of protection terms in the repeating group.
40182	ProtectionTermNotional	Amt		Notl	0			The notional amount of protection coverage.	ISDA 2003 Term: Floating Rate Payer Calculation Amount.
40183	ProtectionTermCurrency	Currency		Ccy	0			The currency of ProtectionTermNotional(40182). Uses ISO 4217 currency codes.
40184	ProtectionTermSellerNotifies	Boolean		Seller	0			The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. ProtectionTermSellerNotifies(40184)=Y indicates that the seller notifies.	ISDA 2003 Term: Notifying Party.
40185	ProtectionTermBuyerNotifies	Boolean		Buyer	0			The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. ProtectionTermBuyerNotifies(40185)=Y indicates that the buyer notifies.	ISDA 2003 Term: Notifying Party.
40186	ProtectionTermEventBusinessCenter	String		BizCtr	0			When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40187	ProtectionTermStandardSources	Boolean		StdSrcs	0			Indicates whether ISDA defined Standard Public Sources are applicable (ProtectionTermStandardSources(40187)=Y) or not.
40188	ProtectionTermEventMinimumSources	int		MinSrcs	0			The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two.	ISDA 2003 Term: Specified Number.
40189	ProtectionTermEventNewsSource	String		Src	0			Newspaper or electronic news service or source that may publish relevant information used in the determination of whether or not a credit event has occurred.
40190	ProtectionTermXID	XID		XID	0			A named string value referenced by UnderlyingProtectionTermXIDRef(41314).
40191	NoProtectionTermEvents	NumInGroup			1			Number of protection term events in the repeating group.
40192	ProtectionTermEventType	String		Typ	0			Specifies the type of credit event applicable to the protection terms. See http://www.fixprotocol.org/codelists#Protection_Term_Event_Types for code list of applicable event types.
40193	ProtectionTermEventValue	String		Val	0			Protection term event value appropriate to ProtectionTermEvenType(40192). See http://www.fixprotocol.org/codelists#Protection_Term_Event_Types for applicable event type values.
40194	ProtectionTermEventCurrency	Currency		Ccy	0			Applicable currency if ProtectionTermEventValue(40193) is an amount. Uses ISO 4217 currency codes.
40195	ProtectionTermEventPeriod	int		Period	0			Time unit multiplier for protection term events.
40196	ProtectionTermEventUnit	String		Unit	0			Time unit associated with protection term events.
40197	ProtectionTermEventDayType	int		DayTyp	0	40810		Day type for events that specify a period and unit.
40198	ProtectionTermEventRateSource	String		RtSrc	0			Rate source for events that specify a rate source, e.g. Floating rate interest shortfall.
40199	NoProtectionTermEventQualifiers	NumInGroup			1			Number of qualifiers in the repeating group.
40200	ProtectionTermEventQualifier	char		Qual	0			Protection term event qualifier. Used to further qualify ProtectionTermEventType(40192).
40201	NoProtectionTermObligations	NumInGroup			1			Number of obligations in the repeating group.
40202	ProtectionTermObligationType	String		Typ	0			Specifies the type of obligation applicable to the protection terms. See http://www.fixprotocol.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types.
40203	ProtectionTermObligationValue	String		Val	0			Protection term obligation value appropriate to ProtectionTermObligationType(40202). See http://www.fixprotocol.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values.
40204	NoPhysicalSettlTerms	NumInGroup			1			Number of entries in the repeating group.
40205	PhysicalSettlCurrency	Currency		Ccy	0			Specifies the currency of physical settlement. Uses ISO 4217 currency codes.
40206	PhysicalSettlBusinessDays	int		BizDays	0			The number of business days used in the determination of physical settlement. Its precise meaning is dependant on the context in which this element is used.	ISDA 2003 Term: Business Day.
40207	PhysicalSettlMaximumBusinessDays	int		MaxBizDays	0			A maximum number of business days. Its precise meaning is dependant on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision.
40208	PhysicalSettlTermXID	XID		XID	0			A named string value referenced by UnderlyingSettlTermXIDRef(41315).
40209	NoPhysicalSettlDeliverableObligations	NumInGroup			1			Number of entries in the repeating group.
40210	PhysicalSettlDeliverableObligationType	String		Typ	0			Specifies the type of deliverable obligation applicable for physical settlement. See http://www.fixprotocol.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types.
40211	PhysicalSettlDeliverableObligationValue	String		Val	0			Physical settlement deliverable obligation value appropriate to PhysicalSettlDeliverableObligationType(40210). See http://www.fixprotocol.org/codelists#Deliverable_Obligation_Types for applicable obligation type values.
40212	NoPayments	NumInGroup			1			Number of additional settlement or bullet payments.
40213	PaymentType	int		Typ	0		Reserved100Plus	Type of payment.
40214	PaymentPaySide	int		PaySide	0			The side of the party paying the payment.
40215	PaymentReceiveSide	int		RcvSide	0	40214		The side of the party receiving the payment.
40216	PaymentCurrency	Currency		Ccy	0			Specifies the currency in which PaymentAmount(40217) is denominated. Uses ISO 4271 currency codes.
40217	PaymentAmount	Amt		Amt	0			The total payment amount.
40218	PaymentPrice	Price		Px	0			The price determining the payment amount expressed in terms specified in PaymentPriceType(40919) and expressed in market format.
40219	PaymentDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted payment date.
40220	PaymentBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the payment date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
40221	PaymentBusinessCenter	String		Ctr	0			The business center calendar used to adjust the payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40222	PaymentDateAdjusted	LocalMktDate		Dt	0			The adjusted payment date.
40223	PaymentInitialPoints	Percentage		InitialPnts	0			An optional element that contains the up-front points expressed as a percentage of the notional. An initial Points value of 5% would be represented as 0.05. The initialPoints element is an alternative to marketFixedRate in quoting the traded level of a trade. When initialPoints is used, the traded level is the sum of fixedRate and initialPoints. The initialPoints is one of the items that are factored into the initialPayment calculation and is payable by the Buyer to the Seller. Note that Initia lPoints and Market Fixed Rate may both be present in the same document when both implied values are desired.
40224	PaymentDiscountFactor	float		DiscFctr	0			The value representing the discount factor used to calculate the present value of the cash flow.
40225	PaymentPresentValueAmount	Amt		PVAmt	0			The amount representing the present value of the forecast payment.
40226	PaymentPresentValueCurrency	Currency		PVCcy	0			Specifies the currency the PaymentPresentValueAmount(40225) is denominated in. Uses ISO 4217 currency codes.
40227	PaymentSettlStyle	int		SettlStyle	0			Payment settlement style.
40228	LegPaymentStreamNonDeliverableSettlReferencePage	String		RefPg	0			Identifies the reference "page" from the rate source. When LegPaymentStreamNonDeliverableSettlRateSource(40087) = 3 (ISDA Settlement Rate Option) this contains a value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option
40229	PaymentText	String		Txt	0			Free form text to specify additional information or enumeration description when a sdtandard value does not apply. Identifies the payment type when PaymentType(40213) = 99 (Other).
40230	NoPaymentSettls	NumInGroup			1			Number of additional settlements or bullet payments.
40231	PaymentSettlAmount	Amt		Amt	0			The payment settlement amount.
40232	PaymentSettlCurrency	Currency		Ccy	0			Specifies the currency the PaymentSettlAmount(40231) is denominated in. Uses ISO 4217 currency codes.
40233	NoPaymentSettlPartyIDs	NumInGroup			1			Number of parties identified in the additional settlement or bullet payment.
40234	PaymentSettlPartyID	String		ID	0			The payment settlement party identifier.
40235	PaymentSettlPartyIDSource	char		Src	0	447		Identifies the class or source of PaymentSettlPartyID(40234) value (e.g. BIC).
40236	PaymentSettlPartyRole	int		R	0	452		Identifies the role of PaymentSettlPartyID(40234) (e.g. the beneficiary's bank or depository institution).
40237	PaymentSettlPartyRoleQualifier	int		Qual	0	1674		Qualifies the value of PaymentSettlPartyRole(40236).
40238	NoPaymentSettlPartySubIDs	NumInGroup			1			Number of sub-party IDs to be reported for the party.
40239	PaymentSettlPartySubID	String		ID	0			Party sub-identifier, if applicable, for PaymentSettlPartyRole(40236).
40240	PaymentSettlPartySubIDType	int		Typ	0	803	Reserved4000Plus	The type of PaymentSettlPartySubID(40239) value.
40241	NoLegStreams	NumInGroup			1			Number of swap streams in the repeating group.
40242	LegStreamType	int		Typ	0	40050		Type of swap stream.
40243	LegStreamDesc	String		Desc	0			A short descriptive name given to the payment stream, e.g. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as a reference.
40244	LegStreamPaySide	int		PaySide	0	40214		The side of the party paying the stream.
40245	LegStreamReceiveSide	int		RcvSide	0	40214		The side of the party receiving the stream.
40246	LegStreamNotional	Amt		Notl	0			Notional, or initial notional value for the payment stream. The LegPaymentSchedule component should be used for specifying the steps.
40247	LegStreamCurrency	Currency		Ccy	0			Specifies the currency the LegStreamNotional(40246) is denominated in. Uses ISO 4217 currency codes.
40248	LegStreamText	String		Txt	0			Free form text to specify additional information or enumeration description when a standard value does not apply.
40249	LegStreamEffectiveDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted effective date.
40250	LegStreamEffectiveDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the instrument leg's stream's effective date or relative effective date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
40251	LegStreamEffectiveDateBusinessCenter	String		BizCtr	0			The business center calendar used to adjust the instrument leg's stream's effective date or relative effective date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40252	LegStreamEffectiveDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values
40253	LegStreamEffectiveDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative effective date offset.
40254	LegStreamEffectiveDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative effective date offset.
40255	LegStreamEffectiveDateOffsetDayType	int		OfstDayTyp	0	40920		The relative effective date offset day type.
40256	LegStreamEffectiveDateAdjusted	LocalMktDate		Dt	0			The adjusted effective date.
40257	LegStreamTerminationDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted termination date.
40258	LegStreamTerminationDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the instrument leg's stream's termination, or relative termination, date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
40259	LegStreamTerminationDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the instrument leg's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40260	LegStreamTerminationDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40261	LegStreamTerminationDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative termination date offset.
40262	LegStreamTerminationDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative termination date offset.
40263	LegStreamTerminationDateOffsetDayType	int		OfstDayTyp	0	40920		The relative termination date offset day type.
40264	LegStreamTerminationDateAdjusted	LocalMktDate		Dt	0			The adjusted termination date.
40265	LegStreamCalculationPeriodBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust calculation periods. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
40266	LegStreamCalculationPeriodBusinessCenter	String		Ctr	0			The business center calendar used to adjust calculation periods, e.g. "GLBO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40267	LegStreamFirstPeriodStartDateUnadjusted	LocalMktDate		FirstStartDtUnadj	0			The unadjusted first calculation period start date if before the effective date.
40268	LegStreamFirstPeriodStartDateBusinessDayConvention	int		FirstStartDtBizDayCnvtn	0	40921		The business day convention used to adjust the instrument leg's stream's first calculation period start date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
40269	LegStreamFirstPeriodStartDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the instrument leg's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40270	LegStreamFirstPeriodStartDateAdjusted	LocalMktDate		FirstStartDt	0			The adjusted first calculation period start date, if it is before the effective date.
40271	LegStreamFirstRegularPeriodStartDateUnadjusted	LocalMktDate		FirstReglrStartDtUnadj	0			The unadjusted first start date of the regular calculation period, if there is an initial stub period.
40272	LegStreamFirstCompoundingPeriodEndDateUnadjusted	LocalMktDate		FirstCmpndgEndDtUnadj	0			The unadjusted end date of the initial compounding period.
40273	LegStreamLastRegularPeriodEndDateUnadjusted	LocalMktDate		LastReglrEndDtUnadj	0			The unadjusted last regular period end date if there is a final stub period.
40274	LegStreamCalculationFrequencyPeriod	int		FreqPeriod	0			Time unit multiplier for the frequency at which calculation period end dates occur.
40275	LegStreamCalculationFrequencyUnit	String		FreqUnit	0	1949		Time unit associated with the frequency at which calculation period end dates occur.
40276	LegStreamCalculationRollConvention	String		Roll	0	40922		The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the LegDateAdjustment component within the InstrumentLeg component.
40277	NoCashSettlDealers	NumInGroup			1			Number of dealers in the repeating group.
40278	NoBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40279	LegPaymentStreamType	int		Typ	0	40738		Identifies the type of payment stream applicable to the swap stream associated with the instrument leg.
40280	LegPaymentStreamMarketRate	int		MktRt	0			Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks.
40281	LegPaymentStreamDelayIndicator	Boolean		DelayInd	0			Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month.
40282	LegPaymentStreamSettlCurrency	Currency		SettlCcy	0			Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes.
40283	LegPaymentStreamDayCount	int		DayCnt	0	1950	Reserved100Plus	The day count convention used in the payment stream calculations.
40284	LegPaymentStreamAccrualDays	int		AcrlDays	0			The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction.
40285	LegPaymentStreamDiscountType	int		DiscTyp	0	40744		The method of calculating discounted payment amounts.
40286	LegPaymentStreamDiscountRate	Percentage		Disc	0			Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05.
40287	LegPaymentStreamDiscountRateDayCount	int		DiscDayCnt	0	1950	Reserved100Plus	The day count convention applied to the LegPaymentStreamDiscountRate(40286).
40288	LegPaymentStreamCompoundingMethod	int		CmpndgMeth	0	40747		Compounding method.
40289	LegPaymentStreamInitialPrincipalExchangeIndicator	Boolean		InitPrncplExchInd	0			Indicates whether there is an initial exchange of principal on the effective date.
40290	LegPaymentStreamInterimPrincipalExchangeIndicator	Boolean		IntrmPrncplExchInd	0			Indicates whether there are intermediate or interim exchanges of principal during the term of the swap.
40291	LegPaymentStreamFinalPrincipalExchangeIndicator	Boolean		FnlPrncplExchInd	0			Indicates whether there is a final exchange of principal on the termination date.
40292	LegPaymentStreamPaymentDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
40293	LegPaymentStreamPaymentDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40294	LegPaymentStreamPaymentFrequencyPeriod	int		FreqPeriod	0			Time unit multiplier for the frequency of payments.
40295	LegPaymentStreamPaymentFrequencyUnit	String		FreqUnit	0	40754		Time unit associated with the frequency of payments.
40296	LegPaymentStreamPaymentRollConvention	String		Roll	0	40922		The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the LegDateAdjustment component within the InstrumentLeg component.
40297	LegPaymentStreamFirstPaymentDateUnadjusted	LocalMktDate		FirstDtUnadj	0			The unadjusted first payment date.
40298	LegPaymentStreamLastRegularPaymentDateUnadjusted	LocalMktDate		LastReglrDtUnadj	0			The unadjusted last regular payment date.
40299	LegPaymentStreamPaymentDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40300	LegPaymentStreamPaymentOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative payment date offset.
40301	LegPaymentStreamPaymentOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative payment date offset.
40302	LegPaymentStreamPaymentOffsetDayType	int		OfstDayTyp	0	40920		The relative payment date offset day type.
40303	LegPaymentStreamResetDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40304	LegPaymentStreamResetDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
40305	LegPaymentStreamResetDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40306	LegPaymentStreamResetFrequencyPeriod	int		FreqPeriod	0			Time unit multiplier for frequency of resets.
40307	LegPaymentStreamResetFrequencyUnit	String		FreqUnit	0	1949		Time unit associated with frequency of resets.
40308	LegPaymentStreamResetWeeklyRollConvention	String		WklyRoll	0	40766		Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis.
40309	LegPaymentStreamInitialFixingDateRelativeTo	int		InitReltv	0		Reserved1000Plus	Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40310	LegPaymentStreamInitialFixingDateBusinessDayConvention	int		InitBizDayCnvtn	0	40921		The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
40311	LegPaymentStreamInitialFixingDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40312	LegPaymentStreamInitialFixingDateOffsetPeriod	int		InitPeriod	0			Time unit multiplier for the initial fixing date offset.
40313	LegPaymentStreamInitialFixingDateOffsetUnit	String		InitUnit	0	40760		Time unit associated with the initial fixing date offset.
40314	LegPaymentStreamInitialFixingDateOffsetDayType	int		InitDayTyp	0	40920		The initial fixing date offset day type.
40315	LegPaymentStreamInitialFixingDateAdjusted	LocalMktDate		InitDt	0			The adjusted initial fixing date.
40316	LegPaymentStreamFixingDateRelativeTo	int		FixngReltv	0		Reserved1000Plus	Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40317	LegPaymentStreamFixingDateBusinessDayConvention	int		FixngBizDayCnvtn	0	40921		The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
40318	LegPaymentStreamFixingDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40319	LegPaymentStreamFixingDateOffsetPeriod	int		FixngPeriod	0			Time unit multiplier for the fixing date offset.
40320	LegPaymentStreamFixingDateOffsetUnit	String		FixngUnit	0	40760		Time unit associated with the fixing date offset.
40321	LegPaymentStreamFixingDateOffsetDayType	int		FixngDayTyp	0	40920		The fixing date offset day type.
40322	LegPaymentStreamFixingDateAdjusted	LocalMktDate		FixngDt	0			The adjusted fixing date.
40323	LegPaymentStreamRateCutoffOffsetPeriod	int		CutoffPeriod	0			Time unit multiplier for the rate cut-off date offset.	This is generally the number of days preceeding the period end date or termination date, as appropriate, for the specified floating rate index.
40324	LegPaymentStreamRateCutoffOffsetUnit	String		CutoffUnit	0	40760		Time unit associated with the rate cut-off date offset.
40325	LegPaymentStreamRateCutoffOffsetDayType	int		CutoffDayTyp	0	40920		The rate cut-off date offset day type.
40326	LegPaymentStreamRate	Percentage		Rt	0			The rate applicable to the fixed rate payment stream.
40327	LegPaymentStreamFixedAmount	Amt		Amt	0			The leg instrument payment stream's fixed payment amount. In a CDS, this can be an alternative to LegPaymentStreamRate(40326).
40328	LegPaymentStreamRateOrAmountCurrency	Currency		Ccy	0			Specifies the currency in which LegPaymentStreamFixedAmount(40327) or LegPaymentStreamRate(40326) is denominated. Uses ISO 4217 currency codes.
40329	LegPaymentStreamFutureValueNotional	Amt		FutValNotl	0			The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional.
40330	LegPaymentStreamFutureValueDateAdjusted	LocalMktDate		FutValDt	0			The adjusted value date of the future value amount.
40331	LegPaymentStreamRateIndex	String		Ndx	0			The payment stream floating rate index.
40332	LegPaymentStreamRateIndexSource	int		NdxSrc	0	40790		The source of the payment stream floating rate index.
40333	LegPaymentStreamRateIndexCurveUnit	String		NdxUnit	0	40791		Time unit associated with the payment stream's floating rate index curve period.
40334	LegPaymentStreamRateIndexCurvePeriod	int		NdxPeriod	0			Time unit multiplier for the payment stream's floating rate index curve period.
40335	LegPaymentStreamRateMultiplier	float		RtMult	0			A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
40336	LegPaymentStreamRateSpread	PriceOffset		Spread	0			The basis points spread from the index specified in LegPaymentStreamRateIndex(40331).
40337	LegPaymentStreamRateSpreadPositionType	int		SpreadPosTyp	0	40795		Identifies whether the rate spread is applied to a long or short position.
40338	LegPaymentStreamRateTreatment	int		RtTrtmt	0	40796		Specifies the yield calculation treatment for the index.
40339	LegPaymentStreamCapRate	Percentage		CapRt	0			The cap rate, if any, which applies to the floating rate. It is only required where the floating rate on a swap stream is capped at a certain level The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
40340	LegPaymentStreamCapRateBuySide	int		CapRtBuy	0	40798		Reference to the buyer of the cap rate option through its trade side.
40341	LegPaymentStreamCapRateSellSide	int		CapRtSell	0	40798		Reference to the seller of the cap rate option through its trade side.
40342	LegPaymentStreamFloorRate	Percentage		FlrRt	0			The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as 0.05.
40343	LegPaymentStreamFloorRateBuySide	int		FlrRtBuy	0	40801		Reference to the buyer of the floor rate option through its trade side.
40344	LegPaymentStreamFloorRateSellSide	int		FlrRtSell	0	40801		Reference to the seller of the floor rate option through its trade side.
40345	LegPaymentStreamInitialRate	Percentage		InitRt	0			The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as 0.05.
40346	LegPaymentStreamFinalRateRoundingDirection	int		FnlRtRndDirctn	0	468		Specifies the rounding direction.
40347	LegPaymentStreamFinalRatePrecision	int		FnlRtPrcsn	0			Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.
40348	LegPaymentStreamAveragingMethod	int		AvgngMeth	0	40806		When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used.
40349	LegPaymentStreamNegativeRateTreatment	int		NegtvRtTrtmt	0	40807		The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
40350	LegPaymentStreamInflationLagPeriod	int		LagPeriod	0			Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determineds the reference period for which the inflation index is observed.
40351	LegPaymentStreamInflationLagUnit	String		LagUnit	0	40809		Time unit associated with the inflation lag period.
40352	LegPaymentStreamInflationLagDayType	int		LagDayTyp	0	40810		The inflation lag period day type.
40353	LegPaymentStreamInflationInterpolationMethod	int		IntrpltnMeth	0	40811		The method used when calculating the inflation index level from multiple points. The most common is linear method.
40354	LegPaymentStreamInflationIndexSource	int		InfltnNdxSrc	0	40790		The inflation index reference source.
40355	LegPaymentStreamInflationPublicationSource	String		PublctnSrc	0			The publication source, such as relevant web site, news publication or a government body, where inflation information is obtained.
40356	LegPaymentStreamInflationInitialIndexLevel	float		InitLvl	0			Initial known index level for the first calculation period.
40357	LegPaymentStreamInflationFallbackBondApplicable	Boolean		FallbckBond	0			Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes).
40358	LegPaymentStreamFRADiscounting	int		FRADisc	0	40816		The method of floating rate agreement (FRA) discounting, if any, that will apply.
40359	LegPaymentStreamNonDeliverableRefCurrency	Currency		Ccy	0			Non-deliverable settlement reference currency. Uses ISO 4217 currency codes.
40360	LegPaymentStreamNonDeliverableFixingDatesBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the payment stream's fixing date for the non-deliverable settlement terms. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
40361	LegPaymentStreamNonDeliverableFixingDatesBusinessCenter	String		Ctr	0			The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40362	LegPaymentStreamNonDeliverableFixingDatesRelativeTo	int		FixngReltv	0		Reserved1000Plus	Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40363	LegPaymentStreamNonDeliverableFixingDatesOffsetPeriod	int		FixngPeriod	0			Time unit multiplier for the non-deliverable fixing date offset.
40364	LegPaymentStreamNonDeliverableFixingDatesOffsetUnit	String		FixngUnit	0	40760		Time unit associated with the non-deliverable fixing date offset.
40365	LegPaymentStreamNonDeliverableFixingDatesOffsetDayType	int		FixngDayTyp	0	40920		The non-deliverable fixing date offset day type.
40366	LegSettlRateFallbackRateSource	int		RtSrc	0	1446		Identifies the source of rate information.
40367	NoLegNonDeliverableFixingDates	NumInGroup			1			Number of fixing dates in the repeating group.
40368	LegNonDeliverableFixingDate	LocalMktDate		Dt	0			The non-deliverable fixing date. Type of date is specified in LegNonDeliverableFixingDateType(40369).
40369	LegNonDeliverableFixingDateType	int		Typ	0	40827		Specifies the type of date (e.g. adjusted for holidays).
40370	LegSettlRateFallbackReferencePage	String		RefPg	0			Identifies the reference "page" from the rate source. When LegSettlRateFallbackRateSource(40366) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option
40371	PaymentStreamNonDeliverableSettlRateSource	int		RtSrc	0	1446		Identifies the source of rate information.
40372	PaymentStreamNonDeliverableSettlReferencePage	String		RefPg	0			Identifies the reference "page" from the rate source. When PaymentStreamNonDeliverableSettlRateSource(40371) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option
40373	SettlRateFallbackRateSource	int		RtSrc	0	1446		Identifies the source of rate information.
40374	NoLegPaymentSchedules	NumInGroup			1			Number of swap schedules in the repeating group
40375	LegPaymentScheduleType	int		Typ	0	40829		Specifies the type of schedule.
40376	LegPaymentScheduleStubType	int		StubTyp	0	40873		Indicates to which stub this schedule applies.
40377	LegPaymentScheduleStartDateUnadjusted	LocalMktDate		StartDtUnadj	0			The unadjusted date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment.
40378	LegPaymentScheduleEndDateUnadjusted	LocalMktDate		EndDtUnadj	0			The unadjusted end date of a cashflow payment.
40379	LegPaymentSchedulePaySide	int		PaySide	0	40214		The side of the party paying the step schedule.
40380	LegPaymentScheduleReceiveSide	int		RcvSide	0	40214		The side of the party receiving the step schedule.
40381	LegPaymentScheduleNotional	Amt		Notl	0			The notional value for this step schedule, or amount of a cashflow payment.
40382	LegPaymentScheduleCurrency	Currency		Ccy	0			The currency for this step schedule. Uses ISO 4217 currency codes.
40383	LegPaymentScheduleRate	Percentage		Rt	0			The rate value for this step schedule.
40384	LegPaymentScheduleRateMultiplier	float		RtMult	0			A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
40385	LegPaymentScheduleRateSpread	PriceOffset		Spread	0			The spread value for this step schedule.
40386	LegPaymentScheduleRateSpreadPositionType	int		SpreadPosTyp	0	40795		Identifies whether the rate spread is applied to a long or a short position.
40387	LegPaymentScheduleRateTreatment	int		RtTrtmt	0	40796		Specifies the yield calculation treatment for the step schedule.
40388	LegPaymentScheduleFixedAmount	Amt		FixedAmt	0			The explicit payment amount for this step schedule.
40389	LegPaymentScheduleFixedCurrency	Currency		FixedCcy	0			The currency of the fixed amount. Uses ISO 4217 currency codes.
40390	LegPaymentScheduleStepFrequencyPeriod	int		StepPeriod	0			Time unit multiplier for the step frequency.
40391	LegPaymentScheduleStepFrequencyUnit	String		StepUnit	0	1949		Time unit associated with the step frequency.
40392	LegPaymentScheduleStepOffsetValue	Amt		StepVal	0			The explicit amount that the notional changes on each step date. This can be a positive or negative amount.
40393	LegPaymentScheduleStepRate	Percentage		StepRt	0			The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in LegPaymentScheduleStepRelativeTo(40395). The percentage can be either positive or negative.
40394	LegPaymentScheduleStepOffsetRate	Percentage		StepOfstRt	0			The explicit amount that the rate changes on each step date. This can be a positive or negative value.
40395	LegPaymentScheduleStepRelativeTo	int		StepReltv	0	40849		Specifies whether the LegPaymentScheduleStepRate(40393) or LegPaymentScheduleStepOffsetValue(40392) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount.
40396	LegPaymentScheduleFixingDateUnadjusted	LocalMktDate		FixngDtUnadj	0			The unadjusted fixing date.
40397	LegPaymentScheduleWeight	float		Wt	0			Floating rate observation weight for cashflow payment.
40398	LegPaymentScheduleFixingDateRelativeTo	int		FixngReltv	0		Reserved1000Plus	Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40399	LegPaymentScheduleFixingDateBusinessDayConvention	int		FixngBizDayCnvtn	0	40921		The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
40400	LegPaymentScheduleFixingDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40401	LegPaymentScheduleFixingDateOffsetPeriod	int		FixngPeriod	0			Time unit multiplier for the fixing date offset.
40402	LegPaymentScheduleFixingDateOffsetUnit	String		FixngUnit	0	40760		Time unit associated with the fixing date offset.
40403	LegPaymentScheduleFixingDateOffsetDayType	int		FixngDayTyp	0	40920		The fixing date offset day type.
40404	LegPaymentScheduleFixingDateAdjusted	LocalMktDate		FixngDt	0			The adjusted fixing date.
40405	LegPaymentScheduleFixingTime	LocalMktTime		FixngTm	0			The fxing time associated with the step schedule.
40406	LegPaymentScheduleFixingTimeBusinessCenter	String		FixngTmBizCtr	0			Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40407	LegPaymentScheduleInterimExchangePaymentDateRelativeTo	int		IntrmExchDtReltv	0		Reserved1000Plus	Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40408	LegPaymentScheduleInterimExchangeDatesBusinessDayConvention	int		IntrmExchDtBizDayCnvtn	0	40921		The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
40409	LegPaymentScheduleInterimExchangeDatesBusinessCenter	String		Ctr	0			The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40410	LegPaymentScheduleInterimExchangeDatesOffsetPeriod	int		IntrmExchDtPeriod	0			Time unit multiplier for the interim exchange date offset.
40411	LegPaymentScheduleInterimExchangeDatesOffsetUnit	String		IntrmExchDtUnit	0	40760		Time unit associated with the interim exchange date offset.
40412	LegPaymentScheduleInterimExchangeDatesOffsetDayType	int		IntrmExchDayTyp	0	40920		The interim exchange date offset day type.
40413	LegPaymentScheduleInterimExchangeDateAdjusted	LocalMktDate		IntrmExchDt	0			The adjusted interim exchange date.
40414	NoLegPaymentScheduleRateSources	NumInGroup			1			Number of rate sources in the repeating group
40415	LegPaymentScheduleRateSource	int		Src	0	1446		Identifies the source of rate information.
40416	LegPaymentScheduleRateSourceType	int		Typ	0	1447		Rate source type.
40417	LegPaymentScheduleReferencePage	String		RefPg	0			Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option
40418	NoLegPaymentStubs	NumInGroup			1			Number of stubs in the repeating group
40419	LegPaymentStubType	int		Typ	0	40873		Stub type.
40420	LegPaymentStubLength	int		Lngth	0	40874		Optional indication whether stub is shorter or longer than the regular swap period.
40421	LegPaymentStubRate	Percentage		Rt	0			The agreed upon fixed rate for this stub.
40422	LegPaymentStubFixedAmount	Amt		FixedAmt	0			A fixed payment amount for the stub.
40423	LegPaymentStubFixedCurrency	Currency		FixedCcy	0			The currency of the fixed payment amount. Uses ISO 4217 currency codes.
40424	LegPaymentStubIndex	String		Ndx	0			The stub floating rate index.
40425	LegPaymentStubIndexSource	int		NdxSrc	0	40790		The source for the stub floating rate index.
40426	LegPaymentStubIndexCurvePeriod	int		NdxPeriod	0			Time unit multiplier for the floating rate index.
40427	LegPaymentStubIndexCurveUnit	String		NdxUnit	0	40791		Time unit associated with the floating rate index.
40428	LegPaymentStubIndexRateMultiplier	float		RtMult	0			A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
40429	LegPaymentStubIndexRateSpread	PriceOffset		Spread	0			Spread from floating rate index.
40430	LegPaymentStubIndexRateSpreadPositionType	int		SpreadPosTyp	0	40795		Identifies whether the rate spread is applied to a long or a short position.
40431	LegPaymentStubIndexRateTreatment	int		RtTrtmt	0	40796		Specifies the yield calculation treatment for the stub index.
40432	LegPaymentStubIndexCapRate	Percentage		CapRt	0			The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
40433	LegPaymentStubIndexCapRateBuySide	int		CapRtBuy	0	40798		Reference to the buyer of the cap rate option through its trade side.
40434	LegPaymentStubIndexCapRateSellSide	int		CapRtSell	0	40798		Reference to the seller of the cap rate option through its trade side.
40435	LegPaymentStubIndexFloorRate	Percentage		FlrRt	0			The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.
40436	LegPaymentStubIndexFloorRateBuySide	int		FlrRtBuy	0	40801		Reference to the buyer of the floor rate option through its trade side.
40437	LegPaymentStubIndexFloorRateSellSide	int		FlrRtSell	0	40801		Reference to the seller of the floor rate option through its trade side.
40438	LegPaymentStubIndex2	String		Ndx2	0			The second stub floating rate index.
40439	LegPaymentStubIndex2Source	int		Ndx2Src	0	40790		The source for the second stub floating rate index.
40440	LegPaymentStubIndex2CurvePeriod	int		Ndx2Period	0			Secondary time unit multiplier for the stub floating rate index curve.
40441	LegPaymentStubIndex2CurveUnit	String		Ndx2Unit	0	40791		Secondary time unit associated with the stub floating rate index curve.
40442	LegPaymentStubIndex2RateMultiplier	float		RtMult2	0			A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
40443	LegPaymentStubIndex2RateSpread	PriceOffset		Spread2	0			Spread from the second floating rate index.
40444	LegPaymentStubIndex2RateSpreadPositionType	int		Spread2PosTyp	0	40795		Identifies whether the rate spread is applied to a long or a short position.
40445	LegPaymentStubIndex2RateTreatment	int		RtTrtmt2	0	40796		Specifies the yield calculation treatment for the second stub index.
40446	LegPaymentStubIndex2CapRate	Percentage		CapRt2	0			The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
40447	LegPaymentStubIndex2FloorRate	Percentage		FlrRt2	0			The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.
40448	NoLegProvisions	NumInGroup			1			Number of provisions in the repeating group.
40449	LegProvisionType	int		Typ	0	40091		Type of provisions.
40450	LegProvisionDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted date of the provision.
40451	LegProvisionDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the instrument leg's provision's date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
40452	LegProvisionDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the instrument leg's provision's date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40453	LegProvisionDateAdjusted	LocalMktDate		Dt	0			The adjusted date of the provision.
40454	LegProvisionDateTenorPeriod	int		TenorPeriod	0			Time unit multiplier for the leg provision's tenor period.
40455	LegProvisionDateTenorUnit	String		TenorUnit	0	40097		Time unit associated with the leg provision's tenor period.
40456	LegProvisionCalculationAgent	int		CalcAgent	0	40098		Used to identify the calculation agent. The calculation agent may be identified in LegProvisionCalculationAgent(40456) or in the ProvisionParties component.
40457	LegProvisionOptionSinglePartyBuyerSide	int		BuyerSide	0	40099		If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade.
40458	LegProvisionOptionSinglePartySellerSide	int		SellerSide	0	40099		If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade.
40459	LegProvisionOptionExerciseStyle	int		ExerStyle	0	1194	Reserved100Plus	The instrument provision option exercise style.
40460	LegProvisionOptionExerciseMultipleNotional	Amt		MultplNotl	0			A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised.
40461	LegProvisionOptionExerciseMinimumNotional	Amt		MinNotl	0			The minimum notional amount that can be exercised on a given exercise date.
40462	LegProvisionOptionExerciseMaximumNotional	Amt		MaxNotl	0			The maximum notional amount that can be exercised on a given exercise date.
40463	LegProvisionOptionMinimumNumber	int		MinNum	0			The minimum number of options that can be exercised on a given exercise date.
40464	LegProvisionOptionMaximumNumber	int		MaxNum	0			The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options.
40465	LegProvisionOptionExerciseConfirmation	Boolean		ExerCnfm	0			Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
40466	LegProvisionCashSettlMethod	int		SettlMeth	0	40108		An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e).
40467	LegProvisionCashSettlCurrency	Currency		SettlCcy	0			Specifies the currency of settlement. Uses ISO 4217 currency codes.
40468	LegProvisionCashSettlCurrency2	Currency		SettlCcy2	0			Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes.
40469	LegProvisionCashSettlQuoteType	int		SettlQteTyp	0	40111		Identifies the type of quote to be used.
40470	LegProvisionCashSettlQuoteSource	int		SettlQteSrc	0	40790		Identifies the source of quote information.
40471	BusinessCenter	String		Ctr	0			A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40472	LegProvisionText	String		Txt	0			Free form text to specify additional information or enumeration description when a standard value does not apply.
40473	NoLegProvisionCashSettlPaymentDates	NumInGroup			1			Number of provision cash settlement payment dates in the repeating group.
40474	LegProvisionCashSettlPaymentDate	LocalMktDate		Dt	0			The cash settlement payment date, unadjusted or adjusted depending on LegProvisionCashSettlPaymentDateType(40521).
40475	LegProvisionCashSettlPaymentDateType	int		Typ	0	40173		Specifies the type of date (e.g. adjusted for holidays).
40476	LegProvisionOptionExerciseBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the instrument leg's provision's option exercise date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
40477	LegProvisionOptionExerciseBusinessCenter	String		Ctr	0			The business center calendar used to adjust the instrument leg's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40478	LegProvisionOptionExerciseEarliestDateOffsetPeriod	int		ErlstOfstPeriod	0			Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period.
40479	LegProvisionOptionExerciseEarliestDateOffsetUnit	String		ErlstOfstUnit	0	40126		Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period.
40480	LegProvisionOptionExerciseFrequencyPeriod	int		FreqPeriod	0			Time unit multiplier for subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise period.
40481	LegProvisionOptionExerciseFrequencyUnit	String		FreqUnit	0	1949		Time unit associated with subsequent exercise dates in the exercise period following the earliest exercise date.
40482	LegProvisionOptionExerciseStartDateUnadjusted	LocalMktDate		StartDtUnadj	0			The unadjusted first day of the exercise period for an American style option.
40483	LegProvisionOptionExerciseStartDateRelativeTo	int		StartDtReltv	0		Reserved1000Plus	Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40484	LegProvisionOptionExerciseStartDateOffsetPeriod	int		StartDtOfstPeriod	0			Time unit multiplier for the option exercise start date offset.
40485	LegProvisionOptionExerciseStartDateOffsetUnit	String		StartDtOfstUnit	0	40760		Time unit associated with the option exercise start date offset.
40486	LegProvisionOptionExerciseStartDateOffsetDayType	int		StartDtOfstDayTyp	0	40920		The provision's option exercise start date offset day type.
40487	LegProvisionOptionExerciseStartDateAdjusted	LocalMktDate		StartDt	0			The adjusted first day of the exercise period for an American style option.
40488	LegProvisionOptionExercisePeriodSkip	int		Skip	0			The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1.
40489	LegProvisionOptionExerciseBoundsFirstDateUnadjusted	LocalMktDate		FirstDtUnadj	0			The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative.
40490	LegProvisionOptionExerciseBoundsLastDateUnadjusted	LocalMktDate		LastDtUnadj	0			The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative.
40491	LegProvisionOptionExerciseEarliestTime	LocalMktTime		ErlstTm	0			The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option.
40492	LegProvisionOptionExerciseEarliestTimeBusinessCenter	String		ErlstTmBizCtr	0			Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40493	LegProvisionOptionExerciseLatestTime	LocalMktTime		LtstTm	0			For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.
40494	LegProvisionOptionExerciseLatestTimeBusinessCenter	String		LtstTmBizCtr	0			Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40495	NoLegProvisionOptionExerciseFixedDates	NumInGroup			1			Number of provision option exercise fixed dates in the repeating group.
40496	LegProvisionOptionExerciseFixedDate	LocalMktDate		Dt	0			A predetermined option exercise date unadjusted or adjusted depending on LegProvisionOptionExerciseFixedDateType(40497).
40497	LegProvisionOptionExerciseFixedDateType	int		Typ	0	40144		Specifies the type of date (e.g. adjusted for holidays).
40498	LegProvisionOptionExpirationDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.
40499	LegProvisionOptionExpirationDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the instrument leg's provision's option expiration date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
40500	LegProvisionOptionExpirationDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the instrument leg's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40501	LegProvisionOptionExpirationDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40502	LegProvisionOptionExpirationDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the option expiration date offset.
40503	LegProvisionOptionExpirationDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the option expiration date offset.
40504	LegProvisionOptionExpirationDateOffsetDayType	int		OfstDayTyp	0	40920		The provision's option expiration date offset day type.
40505	LegProvisionOptionExpirationDateAdjusted	LocalMktDate		Dt	0			The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period.
40506	LegProvisionOptionExpirationTime	LocalMktTime		ExpTm	0			The latest time for exercise on the expiration date.
40507	LegProvisionOptionExpirationTimeBusinessCenter	String		ExpTmBizCtr	0			Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40508	LegProvisionOptionRelevantUnderlyingDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).
40509	LegProvisionOptionRelevantUnderlyingDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the instrument leg's provision's option relevant underlying date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
40510	LegProvisionOptionRelevantUnderlyingDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the instrument leg's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40511	LegProvisionOptionRelevantUnderlyingDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40512	LegProvisionOptionRelevantUnderlyingDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the option relevant underlying date offset.
40513	LegProvisionOptionRelevantUnderlyingDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the option relevant underlying date offset.
40514	LegProvisionOptionRelevantUnderlyingDateOffsetDayType	int		OfstDayTyp	0	40920		The provision's option relevant underlying date offset day type.
40515	LegProvisionOptionRelevantUnderlyingDateAdjusted	LocalMktDate		Dt	0			The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).
40516	LegProvisionCashSettlPaymentDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the provisional cash settlement payment's termination, or relative termination, date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
40517	LegProvisionCashSettlPaymentDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the provisional cash settlement payment's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40518	LegProvisionCashSettlPaymentDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40519	LegProvisionCashSettlPaymentDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the cash settlement payment date offset.
40520	LegProvisionCashSettlPaymentDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the cash settlement payment date offset.
40521	LegProvisionCashSettlPaymentDateOffsetDayType	int		OfstDayTyp	0	40920		The provision's cash settlement payment date offset day type.
40522	LegProvisionCashSettlPaymentDateRangeFirst	LocalMktDate		DtFirst	0			The first date in range when a settlement date range is provided.
40523	LegProvisionCashSettlPaymentDateRangeLast	LocalMktDate		DtLast	0			The last date in range when a settlement date range is provided.
40524	LegProvisionCashSettlValueTime	LocalMktTime		Tm	0			A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount.
40525	LegProvisionCashSettlValueTimeBusinessCenter	String		TmBizCtr	0			Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40526	LegProvisionCashSettlValueDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the provision's cash settlement valuation date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
40527	LegProvisionCashSettlValueDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the provision's cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40528	LegProvisionCashSettlValueDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40529	LegProvisionCashSettlValueDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the cash settlement value date offset.
40530	LegProvisionCashSettlValueDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the cash settlement value date offset.
40531	LegProvisionCashSettlValueDateOffsetDayType	int		OfstDayTyp	0	40920		The provision's cash settlement value date offset day type.
40532	LegProvisionCashSettlValueDateAdjusted	LocalMktDate		Dt	0			The adjusted cash settlement value date.
40533	NoLegProvisionPartyIDs	NumInGroup			1			Number of parties identified in the contract provision.
40534	LegProvisionPartyID	String		ID	0			The party identifier/code for the payment settlement party.
40535	LegProvisionPartyIDSource	char		Src	0	447	Reserved4000Plus	Identifies the class or source of LegProvisionPartyID(40534).
40536	LegProvisionPartyRole	int		R	0	452		Identifies the type or role of LegProvisionPartyID(40534) specified.
40537	NoLegProvisionPartySubIDs	NumInGroup			1			Number of sub-party IDs to be reported for the party.
40538	LegProvisionPartySubID	String		ID	0			Party sub-identifier, if applicable, for LegProvisionPartyRole(40536).
40539	LegProvisionPartySubIDType	int		Typ	0	803	Reserved4000Plus	The type of LegProvisionPartySubID(40538) value.
40540	NoUnderlyingStreams	NumInGroup			1			Number of swap streams in the repeating group.
40541	UnderlyingStreamType	int		Typ	0	40050		Type of swap stream.
40542	UnderlyingStreamDesc	String		Desc	0			A short descriptive name given to payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as a reference.
40543	UnderlyingStreamPaySide	int		PaySide	0	40214		The side of the party paying the stream.
40544	UnderlyingStreamReceiveSide	int		RcvSide	0	40214		The side of the party receiving the stream.
40545	UnderlyingStreamNotional	Amt		Notl	0			Notional, or initial notional value for the payment stream. Use SwapSchedule for steps.
40546	UnderlyingStreamCurrency	Currency		Ccy	0			Specifies the currency the UnderlyingStreamNotional(40545) is denominated in. Uses ISO 4217 currency codes.
40547	UnderlyingStreamText	String		Txt	0			Free form text to specify additional information or enumeration description when a standard value does not apply.
40548	UnderlyingStreamTerminationDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted termination date.
40549	UnderlyingStreamTerminationDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the underlying instrument's stream's termination, or relative termination, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
40550	UnderlyingStreamTerminationDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the underlying instrument's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40551	UnderlyingStreamTerminationDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40552	UnderlyingStreamTerminationDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative termination date offset.
40553	UnderlyingStreamTerminationDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative termination date offset.
40554	UnderlyingStreamTerminationDateOffsetDayType	int		OfstDayTyp	0	40920		The relative termination date offset day type.
40555	UnderlyingStreamTerminationDateAdjusted	LocalMktDate		Dt	0			The adjusted termination date.
40556	UnderlyingStreamCalculationPeriodBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the calculation periods. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
40557	UnderlyingStreamCalculationPeriodBusinessCenter	String		Ctr	0			The business center calendar used to adjust the calculation periods, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40558	UnderlyingStreamFirstPeriodStartDateUnadjusted	LocalMktDate		FirstStartDtUnadj	0			The unadjusted first calculation period start date if before the effective date.
40559	UnderlyingStreamFirstPeriodStartDateBusinessDayConvention	int		FirstStartDtBizDayCnvtn	0	40921		The business day convention used to adjust the underlying instrument's stream's first calculation period start date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
40560	UnderlyingStreamFirstPeriodStartDateBusinessCenter	String		FirstStartDtBizCtr	0			The business center calendar used to adjust the underlying instrument's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40561	UnderlyingStreamFirstPeriodStartDateAdjusted	LocalMktDate		FirstStartDt	0			The adjusted first calculation period start date, if it is before the effective date.
40562	UnderlyingStreamFirstRegularPeriodStartDateUnadjusted	LocalMktDate		FirstReglrStartDtUnadj	0			The unadjusted first start date of the regular calculation period, if there is an initial stub period.
40563	UnderlyingStreamFirstCompoundingPeriodEndDateUnadjusted	LocalMktDate		FirstCmpndgEndDtUnadj	0			The unadjusted end date of the initial compounding period.
40564	UnderlyingStreamLastRegularPeriodEndDateUnadjusted	LocalMktDate		LastReglrEndDtUnadj	0			The unadjusted last regular period end date if there is a final stub period.
40565	UnderlyingStreamCalculationFrequencyPeriod	int		FreqPeriod	0			Time unit multiplier for the frequency at which calculation period end dates occur.
40566	UnderlyingStreamCalculationFrequencyUnit	String		FreqUnit	0	1949		Time unit associated with the frequency at which calculation period end dates occur.
40567	UnderlyingStreamCalculationRollConvention	String		Roll	0	40922		The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
40568	UnderlyingPaymentStreamType	int		Typ	0	40738		Identifies the type of payment stream applicable to the swap stream associated with the underlying instrument.
40569	UnderlyingPaymentStreamMarketRate	int		MktRt	0			Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks.
40570	UnderlyingPaymentStreamDelayIndicator	Boolean		DelayInd	0			Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month.
40571	UnderlyingPaymentStreamSettlCurrency	Currency		SettlCcy	0			Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes.
40572	UnderlyingPaymentStreamDayCount	int		DayCnt	0	1950	Reserved100Plus	The day count convention used in the payment stream calculations.
40573	UnderlyingPaymentStreamAccrualDays	int		AcrlDays	0			The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction.
40574	UnderlyingPaymentStreamDiscountType	int		DiscTyp	0	40744		The method of calculating discounted payment amounts
40575	UnderlyingPaymentStreamDiscountRate	Percentage		Disc	0			Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05.
40576	UnderlyingPaymentStreamDiscountRateDayCount	int		DiscDayCnt	0	1950	Reserved100Plus	The day count convention applied to the UnderlyingPaymentStreamDiscountRate(40575).
40577	UnderlyingPaymentStreamCompoundingMethod	int		CmpndgMeth	0	40747		Compounding Method.
40578	UnderlyingPaymentStreamInitialPrincipalExchangeIndicator	Boolean		InitPrncplExchInd	0			Indicates whether there is an initial exchange of principal on the effective date.
40579	UnderlyingPaymentStreamInterimPrincipalExchangeIndicator	Boolean		IntrmPrncplExchInd	0			Indicates whether there are intermediate or interim exchanges of principal during the term of the swap.
40580	UnderlyingPaymentStreamFinalPrincipalExchangeIndicator	Boolean		FnlPrncplExchInd	0			Indicates whether there is a final exchange of principal on the termination date.
40581	UnderlyingPaymentStreamPaymentDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
40582	UnderlyingPaymentStreamPaymentDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40583	UnderlyingPaymentStreamPaymentFrequencyPeriod	int		FreqPeriod	0			Time unit multiplier for the frequency of payments.
40584	UnderlyingPaymentStreamPaymentFrequencyUnit	String		FreqUnit	0	40754		Time unit associated with the frequency of payments.
40585	UnderlyingPaymentStreamPaymentRollConvention	String		Roll	0	40922		The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
40586	UnderlyingPaymentStreamFirstPaymentDateUnadjusted	LocalMktDate		FirstDtUnadj	0			The unadjusted first payment date.
40587	UnderlyingPaymentStreamLastRegularPaymentDateUnadjusted	LocalMktDate		LastReglrDtUnadj	0			The unadjusted last regular payment date.
40588	UnderlyingPaymentStreamPaymentDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40589	UnderlyingPaymentStreamPaymentOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative payment date offset.
40590	UnderlyingPaymentStreamPaymentOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative payment date offset.
40591	UnderlyingPaymentStreamPaymentOffsetDayType	int		OfstDayTyp	0	40920		The relative payment date offset day type.
40592	UnderlyingPaymentStreamResetDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40593	UnderlyingPaymentStreamResetDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
40594	UnderlyingPaymentStreamResetDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40595	UnderlyingPaymentStreamResetFrequencyPeriod	int		FreqPeriod	0			Time unit multiplier for frequency of resets.
40596	UnderlyingPaymentStreamResetFrequencyUnit	String		FreqUnit	0	1949		Time unit associated with frequency of resets.
40597	UnderlyingPaymentStreamResetWeeklyRollConvention	String		WklyRoll	0	40766		Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis.
40598	UnderlyingPaymentStreamInitialFixingDateRelativeTo	int		InitReltv	0		Reserved1000Plus	Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40599	UnderlyingPaymentStreamInitialFixingDateBusinessDayConvention	int		InitBizDayCnvtn	0	40921		The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
40600	UnderlyingPaymentStreamInitialFixingDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40601	UnderlyingPaymentStreamInitialFixingDateOffsetPeriod	int		InitPeriod	0			Time unit multiplier for the initial fixing date offset.
40602	UnderlyingPaymentStreamInitialFixingDateOffsetUnit	String		InitUnit	0	40760		Time unit associated with the initial fixing date offset.
40603	UnderlyingPaymentStreamInitialFixingDateOffsetDayType	int		InitDayTyp	0	40920		The initial fixing date offset day type.
40604	UnderlyingPaymentStreamInitialFixingDateAdjusted	LocalMktDate		InitDt	0			The adjusted initial fixing date.
40605	UnderlyingPaymentStreamFixingDateRelativeTo	int		FixngReltv	0		Reserved1000Plus	Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40606	UnderlyingPaymentStreamFixingDateBusinessDayConvention	int		FixngBizDayCnvtn	0	40921		The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
40607	UnderlyingPaymentStreamFixingDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40608	UnderlyingPaymentStreamFixingDateOffsetPeriod	int		FixngPeriod	0			Time unit multiplier for the fixing date offset.
40609	UnderlyingPaymentStreamFixingDateOffsetUnit	String		FixngUnit	0	40760		Time unit associated with the fixing date offset.
40610	UnderlyingPaymentStreamFixingDateOffsetDayType	int		FixngDayTyp	0	40920		The fixing date offset day type.
40611	UnderlyingPaymentStreamFixingDateAdjusted	LocalMktDate		FixngDt	0			The adjusted fixing date.
40612	UnderlyingPaymentStreamRateCutoffOffsetPeriod	int		CutoffPeriod	0			Time unit multiplier for the rate cut-off date offset.
40613	UnderlyingPaymentStreamRateCutoffOffsetUnit	String		CutoffUnit	0	40760		Time unit associated with the rate cut-off date offset.
40614	UnderlyingPaymentStreamRateCutoffOffsetDayType	int		CutoffDayTyp	0	40920		The rate cut-off date offset day type.
40615	UnderlyingPaymentStreamRate	Percentage		Rt	0			The rate applicable to the fixed rate payment stream.
40616	UnderlyingPaymentStreamFixedAmount	Amt		Amt	0			The underlying payment stream's fixed payment amount. In CDS an alternative to UnderlyingPaymentStreamRate(40615).
40617	UnderlyingPaymentStreamRateOrAmountCurrency	Currency		Ccy	0			Specifies the currency in which UnderlyingPaymentStreamFixedAmount(40616) or UnderlyingPaymentStreamRate(40615) is denominated. Users ISO 4271 currency codes.
40618	UnderlyingPaymentStreamFutureValueNotional	Amt		FutValNotl	0			The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional.
40619	UnderlyingPaymentStreamFutureValueDateAdjusted	LocalMktDate		FutValDt	0			The adjusted value date of the future value amount.
40620	UnderlyingPaymentStreamRateIndex	String		Ndx	0			The payment stream's floating rate index.
40621	UnderlyingPaymentStreamRateIndexSource	int		NdxSrc	0	40790		The source of the payment stream floating rate index.
40622	UnderlyingPaymentStreamRateIndexCurveUnit	String		NdxUnit	0	40791		Time unit associated with the underlying instrument’s floating rate index.
40623	UnderlyingPaymentStreamRateIndexCurvePeriod	int		NdxPeriod	0			Time unit multiplier for the underlying instrument’s floating rate index.
40624	UnderlyingPaymentStreamRateMultiplier	float		RtMult	0			A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
40625	UnderlyingPaymentStreamRateSpread	PriceOffset		Spread	0			Spread from floating rate index.
40626	UnderlyingPaymentStreamRateSpreadPositionType	int		SpreadPosTyp	0	40795		Identifies a short or long spread value.
40627	UnderlyingPaymentStreamRateTreatment	int		RtTrtmt	0	40796		Specifies the yield calculation treatment for the index.
40628	UnderlyingPaymentStreamCapRate	Percentage		CapRt	0			The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
40629	UnderlyingPaymentStreamCapRateBuySide	int		CapRtBuy	0	40798		Reference to the buyer of the cap rate option through its trade side.
40630	UnderlyingPaymentStreamCapRateSellSide	int		CapRtSell	0	40798		Reference to the seller of the cap rate option through its trade side.
40631	UnderlyingPaymentStreamFloorRate	Percentage		FlrRt	0			The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.
40632	UnderlyingPaymentStreamFloorRateBuySide	int		FlrRtBuy	0	40801		Reference to the buyer of the floor rate option through its trade side.
40633	UnderlyingPaymentStreamFloorRateSellSide	int		FlrRtSell	0	40801		Reference to the seller of the floor rate option through its trade side.
40634	UnderlyingPaymentStreamInitialRate	Percentage		InitRt	0			The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05.
40635	UnderlyingPaymentStreamFinalRateRoundingDirection	int		FnlRtRndDirctn	0	468		Specifies the rounding direction.
40636	UnderlyingPaymentStreamFinalRatePrecision	int		FnlRtPrcsn	0			Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.
40637	UnderlyingPaymentStreamAveragingMethod	int		AvgngMeth	0	40806		When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used.
40638	UnderlyingPaymentStreamNegativeRateTreatment	int		NegtvRtTrtmt	0	40807		The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
40639	UnderlyingPaymentStreamInflationLagPeriod	int		LagPeriod	0			Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determines the reference period for which the inflation index is observed.
40640	UnderlyingPaymentStreamInflationLagUnit	String		LagUnit	0	40809		Time unit associated with the inflation lag period.
40641	UnderlyingPaymentStreamInflationLagDayType	int		LagDayTyp	0	40810		The inflation lag period day type.
40642	UnderlyingPaymentStreamInflationInterpolationMethod	int		IntrpltnMeth	0	40811		The method used when calculating the Inflation Index Level from multiple points - the most common is Linear.
40643	UnderlyingPaymentStreamInflationIndexSource	int		InfltnNdxSrc	0	40790		The inflation index reference source.
40644	UnderlyingPaymentStreamInflationPublicationSource	String		PublctnSrc	0			The current main publication source such as relevant web site or a government body.
40645	UnderlyingPaymentStreamInflationInitialIndexLevel	float		InitLvl	0			Initial known index level for the first calculation period.
40646	UnderlyingPaymentStreamInflationFallbackBondApplicable	Boolean		FallbckBond	0			Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes).
40647	UnderlyingPaymentStreamFRADiscounting	int		FRADisc	0	40816		The method of floating rate agreement (FRA) discounting, if any, that will apply.
40648	UnderlyingPaymentStreamNonDeliverableRefCurrency	Currency		Ccy	0			The non-deliverable settlement reference currency. Uses ISO 4217 currency codes.
40649	UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the payment stream's fixing date for the non-deliverable terms. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
40650	UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenter	String		Ctr	0			The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40651	UnderlyingPaymentStreamNonDeliverableFixingDatesRelativeTo	int		FixngReltv	0		Reserved1000Plus	Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40652	UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod	int		FixngPeriod	0			Time unit multiplier for the non-deliverable fixing date offset.
40653	UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit	String		FixngUnit	0	40760		Time unit associated with the non-deliverable fixing date offset.
40654	UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetDayType	int		FixngDayTyp	0	40920		The non-deliverable fixing date offset day type.
40655	SettlRateFallbackReferencePage	String		RefPg	0			Identifies the reference "page" from the rate source. When SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option
40656	NoUnderlyingNonDeliverableFixingDates	NumInGroup			1			Number of Fixing dates in the repeating group
40657	UnderlyingNonDeliverableFixingDate	LocalMktDate		Dt	0			The non-deliverable fixing date unadjusted or adjusted depending on UnderlyingNonDeliverableFixingDateType(40658).
40658	UnderlyingNonDeliverableFixingDateType	int		Typ	0	40827		Specifies the type of date (e.g. adjusted for holidays).
40659	NoUnderlyingSettlRateFallbacks	NumInGroup			1			Number of settlement rate fallbacks in the repeating group
40660	UnderlyingSettlRatePostponementMaximumDays	int		MaxDays	0			The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method.
40661	UnderlyingPaymentStreamNonDeliverableSettlRateSource	int		RtSrc	0	1446		Identifies the source of rate information.
40662	UnderlyingSettlRatePostponementSurvey	Boolean		Survey	0			Indicates whether to request a settlement rate quote from the market.
40663	UnderlyingSettlRatePostponementCalculationAgent	int		CalcAgent	0	40098		Used to identify the settlement rate postponement calculation agent.
40664	NoUnderlyingPaymentSchedules	NumInGroup			1			Number of swap schedules in the repeating group
40665	UnderlyingPaymentScheduleType	int		Typ	0	40829		Type of schedule.
40666	UnderlyingPaymentScheduleStubType	int		StubTyp	0	40873		Indicates to which stub this schedule applies.
40667	UnderlyingPaymentScheduleStartDateUnadjusted	LocalMktDate		StartDtUnadj	0			The unadjusted date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment.
40668	UnderlyingPaymentScheduleEndDateUnadjusted	LocalMktDate		EndDtUnadj	0			The unadjusted end date of a cashflow payment.
40669	UnderlyingPaymentSchedulePaySide	int		PaySide	0	40214		The side of the party paying the step schedule.
40670	UnderlyingPaymentScheduleReceiveSide	int		RcvSide	0	40214		The side of the party receiving the step schedule.
40671	UnderlyingPaymentScheduleNotional	Amt		Notl	0			The notional value for this step, or amount of a cashflow payment.
40672	UnderlyingPaymentScheduleCurrency	Currency		Ccy	0			The currency for this step. Uses ISO 4217 currency codes.
40673	UnderlyingPaymentScheduleRate	Percentage		Rt	0			The rate value for this step.
40674	UnderlyingPaymentScheduleRateMultiplier	float		RtMult	0			A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
40675	UnderlyingPaymentScheduleRateSpread	PriceOffset		Spread	0			The spread value for this step.
40676	UnderlyingPaymentScheduleRateSpreadPositionType	int		SpreadPosTyp	0	40795		Identifies whether the rate spread is applied to a long or short position.
40677	UnderlyingPaymentScheduleRateTreatment	int		RtTrtmt	0	40796		Specifies the yield calculation treatment for the step schedule.
40678	UnderlyingPaymentScheduleFixedAmount	Amt		FixedAmt	0			The explicit payment amount for this step.
40679	UnderlyingPaymentScheduleFixedCurrency	Currency		FixedCcy	0			The currency of the fixed amount. Uses ISO 4217 currency codes.
40680	UnderlyingPaymentScheduleStepFrequencyPeriod	int		StepPeriod	0			Time unit multiplier for the step frequency.
40681	UnderlyingPaymentScheduleStepFrequencyUnit	String		StepUnit	0	1949		Time unit associated with the step frequency.
40682	UnderlyingPaymentScheduleStepOffsetValue	Amt		StepVal	0			The explicit amount that the notional changes on each step date. This can be a positive or negative amount.
40683	UnderlyingPaymentScheduleStepRate	Percentage		StepRt	0			The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in UnderlyingPaymentScheduleStepRelativeTo(40685). The percentage can be either positive or negative.
40684	UnderlyingPaymentScheduleStepOffsetRate	Percentage		StepOfstRt	0			The explicit amount that the rate changes on each step date. This can be a positive or negative value.
40685	UnderlyingPaymentScheduleStepRelativeTo	int		StepReltv	0	40849		Specifies whether the UnderlyingPaymentScheduleStepRate(40683) or UnderlyingPaymentScheduleStepOffsetValue(40682) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount.
40686	UnderlyingPaymentScheduleFixingDateUnadjusted	LocalMktDate		FixngDtUnadj	0			The unadjusted fixing date.
40687	UnderlyingPaymentScheduleWeight	float		Wt	0			Floating rate observation weight for cashflow payment.
40688	UnderlyingPaymentScheduleFixingDateRelativeTo	int		FixngReltv	0		Reserved1000Plus	Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40689	UnderlyingPaymentScheduleFixingDateBusinessDayCnvtn	int		FixngBizDayCnvtn	0	40921		The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
40690	UnderlyingPaymentScheduleFixingDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40691	UnderlyingPaymentScheduleFixingDateOffsetPeriod	int		FixngPeriod	0			Time unit multiplier for the fixing date offset.
40692	UnderlyingPaymentScheduleFixingDateOffsetUnit	String		FixngUnit	0	40760		Time unit associated with the fixing date offset.
40693	UnderlyingPaymentScheduleFixingDateOffsetDayType	int		FixngDayTyp	0	40920		The fixing date offset day type.
40694	UnderlyingPaymentScheduleFixingDateAdjusted	LocalMktDate		FixngDt	0			The adjusted fixing date.
40695	UnderlyingPaymentScheduleFixingTime	LocalMktTime		FixngTm	0			The fixing time.
40696	UnderlyingPaymentScheduleFixingTimeBusinessCenter	String		FixngTmBizCtr	0			Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40697	UnderlyingPaymentScheduleInterimExchangePaymentDateRelativeTo	int		IntrmExchDtReltv	0		Reserved1000Plus	Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40698	UnderlyingPaymentScheduleInterimExchangeDatesBusinessDayConvention	int		IntrmExchDtBizDayCnvtn	0	40921		The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
40699	UnderlyingPaymentScheduleInterimExchangeDatesBusinessCenter	String		Ctr	0			The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40700	UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod	int		IntrmExchDtPeriod	0			Time unit multiplier for the interim exchange date offset.
40701	UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit	String		IntrmExchDtUnit	0	40760		Time unit associated with the interim exchange date offset.
40702	UnderlyingPaymentScheduleInterimExchangeDatesOffsetDayType	int		IntrmExchDayTyp	0	40920		The interim exchange date offset day type.
40703	UnderlyingPaymentScheduleInterimExchangeDateAdjusted	LocalMktDate		IntrmExchDt	0			The adjusted interim exchange date.
40704	NoUnderlyingPaymentScheduleRateSources	NumInGroup			1			Number of rate sources in the repeating group
40705	UnderlyingPaymentScheduleRateSource	int		Src	0	1446		Identifies the source of rate information.
40706	UnderlyingPaymentScheduleRateSourceType	int		Typ	0	1447		Rate source type.
40707	UnderlyingPaymentScheduleReferencePage	String		RefPg	0			Identifies the reference “page” from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option
40708	NoUnderlyingPaymentStubs	NumInGroup			1			Number of stubs in the repeating group
40709	UnderlyingPaymentStubType	int		Typ	0	40873		Stub type.
40710	UnderlyingPaymentStubLength	int		Lngth	0	40874		Optional indication whether stub is shorter or longer than the regular swap period.
40711	UnderlyingPaymentStubRate	Percentage		Rt	0			The agreed upon fixed rate for this stub.
40712	UnderlyingPaymentStubFixedAmount	Amt		FixedAmt	0			A fixed payment amount for the stub.
40713	UnderlyingPaymentStubFixedCurrency	Currency		FixedCcy	0			The currency of the fixed payment amount. Uses ISO 4217 currency codes.
40714	UnderlyingPaymentStubIndex	String		Ndx	0			The stub floating rate index.
40715	UnderlyingPaymentStubIndexSource	int		NdxSrc	0	40790		The source for the underlying payment stub floating rate index.
40716	UnderlyingPaymentStubIndexCurvePeriod	int		NdxPeriod	0			Time unit multiplier for the underlying payment stub floating rate index.
40717	UnderlyingPaymentStubIndexCurveUnit	String		NdxUnit	0	40791		Time unit associated with the underlying payment stub floating rate index.
40718	UnderlyingPaymentStubIndexRateMultiplier	float		RtMult	0			A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
40719	UnderlyingPaymentStubIndexRateSpread	PriceOffset		Spread	0			Spread from floating rate index.
40720	UnderlyingPaymentStubIndexRateSpreadPositionType	int		SpreadPosTyp	0	40795		Identifies whether the rate spread is applied to a long or short position.
40721	UnderlyingPaymentStubIndexRateTreatment	int		RtTrtmt	0	40796		Specifies the yield calculation treatment for the stub index.
40722	UnderlyingPaymentStubIndexCapRate	Percentage		CapRt	0			The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
40723	UnderlyingPaymentStubIndexCapRateBuySide	int		CapRtBuy	0	40798		Reference to the buyer of the cap rate option through its trade side.
40724	UnderlyingPaymentStubIndexCapRateSellSide	int		CapRtSell	0	40798		Reference to the seller of the cap rate option through its trade side.
40725	UnderlyingPaymentStubIndexFloorRate	Percentage		FlrRt	0			The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.
40726	UnderlyingPaymentStubIndexFloorRateBuySide	int		FlrRtBuy	0	40801		Reference to the buyer of the floor rate option through its trade side.
40727	UnderlyingPaymentStubIndexFloorRateSellSide	int		FlrRtSell	0	40801		Reference to the seller of the floor rate option through its trade side.
40728	UnderlyingPaymentStubIndex2	String		Ndx2	0			The second stub floating rate index.
40729	UnderlyingPaymentStubIndex2Source	int		Ndx2Src	0	40790		The source of the second stub floating rate index.
40730	UnderlyingPaymentStubIndex2CurvePeriod	int		Ndx2Period	0			Secondary time unit multiplier for the stub floating rate index curve.
40731	UnderlyingPaymentStubIndex2CurveUnit	String		Ndx2Unit	0	40791		Secondary time unit associated with the stub floating rate index curve.
40732	UnderlyingPaymentStubIndex2RateMultiplier	float		RtMult2	0			A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
40733	UnderlyingPaymentStubIndex2RateSpread	PriceOffset		Spread2	0			Spread from the second floating rate index.
40734	UnderlyingPaymentStubIndex2RateSpreadPositionType	int		Spread2PosTyp	0	40795		Identifies whether the rate spread is applied to a long or short position.
40735	UnderlyingPaymentStubIndex2RateTreatment	int		RtTrtmt2	0	40796		Specifies the yield calculation treatment for the second stub index.
40736	UnderlyingPaymentStubIndex2CapRate	Percentage		CapRt2	0			The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
40737	UnderlyingPaymentStubIndex2FloorRate	Percentage		FlrRt2	0			The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.
40738	PaymentStreamType	int		Typ	0			Identifies the type of payment stream associated with the swap.
40739	PaymentStreamMarketRate	int		MktRt	0			Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks.
40740	PaymentStreamDelayIndicator	Boolean		DelayInd	0			Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortgage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month.
40741	PaymentStreamSettlCurrency	Currency		SettlCcy	0			Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes.
40742	PaymentStreamDayCount	int		DayCnt	0	1950	Reserved100Plus	The day count convention used in the payment stream calculations.
40743	PaymentStreamAccrualDays	int		AcrlDays	0			The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction.
40744	PaymentStreamDiscountType	int		DiscTyp	0			The method of calculating discounted payment amounts
40745	PaymentStreamDiscountRate	Percentage		Disc	0			Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05.
40746	PaymentStreamDiscountRateDayCount	int		DiscDayCnt	0	1950	Reserved100Plus	The day count convention applied to the PaymentStreamDiscountRate(40745).
40747	PaymentStreamCompoundingMethod	int		CmpndgMeth	0			Compounding method.
40748	PaymentStreamInitialPrincipalExchangeIndicator	Boolean		InitPrncplExchInd	0			Indicates whether there is an initial exchange of principal on the effective date.
40749	PaymentStreamInterimPrincipalExchangeIndicator	Boolean		IntrmPrncplExchInd	0			Indicates whether there are intermediate or interim exchanges of principal during the term of the swap.
40750	PaymentStreamFinalPrincipalExchangeIndicator	Boolean		FnlPrncplExchInd	0			Indicates whether there is a final exchange of principal on the termination date.
40751	PaymentStreamPaymentDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
40752	PaymentStreamPaymentDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40753	PaymentStreamPaymentFrequencyPeriod	int		FreqPeriod	0			Time unit multiplier for the frequency of payments.
40754	PaymentStreamPaymentFrequencyUnit	String		FreqUnit	0			Time unit associated with the frequency of payments.
40755	PaymentStreamPaymentRollConvention	String		Roll	0	40922		The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the DateAdjustment component within the Instrument component.
40756	PaymentStreamFirstPaymentDateUnadjusted	LocalMktDate		FirstDtUnadj	0			The unadjusted first payment date.
40757	PaymentStreamLastRegularPaymentDateUnadjusted	LocalMktDate		LastReglrDtUnadj	0			The unadjusted last regular payment date.
40758	PaymentStreamPaymentDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40759	PaymentStreamPaymentOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative payment date offset.
40760	PaymentStreamPaymentOffsetUnit	String		OfstUnit	0			Time unit associated with the relative payment date offset.
40761	PaymentStreamResetDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40762	PaymentStreamResetDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
40763	PaymentStreamResetDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40764	PaymentStreamResetFrequencyPeriod	int		FreqPeriod	0			Time unit multiplier for the frequency of resets.
40765	PaymentStreamResetFrequencyUnit	String		FreqUnit	0	1949		Time unit associated with the frequency of resets.
40766	PaymentStreamResetWeeklyRollConvention	String		WklyRoll	0			Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis.
40767	PaymentStreamInitialFixingDateRelativeTo	int		InitReltv	0		Reserved1000Plus	Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40768	PaymentStreamInitialFixingDateBusinessDayConvention	int		InitBizDayCnvtn	0	40921		The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
40769	PaymentStreamInitialFixingDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40770	PaymentStreamInitialFixingDateOffsetPeriod	int		InitPeriod	0			Time unit multiplier for the initial fixing date offset.
40771	PaymentStreamInitialFixingDateOffsetUnit	String		InitUnit	0	40760		Time unit associated with the initial fixing date offset.
40772	PaymentStreamInitialFixingDateOffsetDayType	int		InitDayTyp	0	40920		The initial fixing date offset day type.
40773	PaymentStreamInitialFixingDateAdjusted	LocalMktDate		InitDt	0			The adjusted initial fixing date.
40774	PaymentStreamFixingDateRelativeTo	int		FixngReltv	0		Reserved1000Plus	Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40775	PaymentStreamFixingDateBusinessDayConvention	int		FixngBizDayCnvtn	0	40921		The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
40776	PaymentStreamFixingDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40777	PaymentStreamFixingDateOffsetPeriod	int		FixngPeriod	0			Time unit multiplier for the fixing date offset.
40778	PaymentStreamFixingDateOffsetUnit	String		FixngUnit	0	40760		Time unit associated with the fixing date offset.
40779	PaymentStreamFixingDateOffsetDayType	int		FixngDayTyp	0	40920		The fixing date offset day type.
40780	PaymentStreamFixingDateAdjusted	LocalMktDate		FixngDt	0			The adjusted fixing date.
40781	PaymentStreamRateCutoffOffsetPeriod	int		CutoffPeriod	0			Time unit multiplier for the rate cut-off date offset.
40782	PaymentStreamRateCutoffOffsetUnit	String		CutoffUnit	0	40760		Time unit associated with the rate cut-off date offset.
40783	PaymentStreamRateCutoffOffsetDayType	int		CutoffDayTyp	0	40920		The rate cut-off date offset day type.
40784	PaymentStreamRate	Percentage		Rt	0			The rate applicable to the fixed rate payment stream.
40785	PaymentStreamFixedAmount	Amt		Amt	0			The payment stream's fixed payment amount. In CDS an alternative to PaymentStreamRate(40784).
40786	PaymentStreamRateOrAmountCurrency	Currency		Ccy	0			Specifies the currency in which PaymentStreamFixedAmount(40785) or PaymentStreamRate(40784) is denominated. Uses ISO 4271 currency codes.
40787	PaymentStreamFutureValueNotional	Amt		FutValNotl	0			The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional.
40788	PaymentStreamFutureValueDateAdjusted	LocalMktDate		FutValDt	0			The adjusted value date of the future value amount.
40789	PaymentStreamRateIndex	String		Ndx	0			The payment stream floating rate index.
40790	PaymentStreamRateIndexSource	int		NdxSrc	0			The source of the payment stream floating rate index.
40791	PaymentStreamRateIndexCurveUnit	String		NdxUnit	0			Time unit associated with the floating rate index.
40792	PaymentStreamRateIndexCurvePeriod	int		NdxPeriod	0			Time unit multiplier for the floating rate index.
40793	PaymentStreamRateMultiplier	float		RtMult	0			A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
40794	PaymentStreamRateSpread	PriceOffset		Spread	0			Spread from floating rate index.
40795	PaymentStreamRateSpreadPositionType	int		SpreadPosTyp	0			Identifies whether the rate spread is applied to a long or short position.
40796	PaymentStreamRateTreatment	int		RtTrtmt	0			Specifies the yield calculation treatment for the index.
40797	PaymentStreamCapRate	Percentage		CapRt	0			The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
40798	PaymentStreamCapRateBuySide	int		CapRtBuy	0			Reference to the buyer of the cap rate option through its trade side.
40799	PaymentStreamCapRateSellSide	int		CapRtSell	0	40798		Reference to the seller of the cap rate option through its trade side.
40800	PaymentStreamFloorRate	Percentage		FlrRt	0			The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.
40801	PaymentStreamFloorRateBuySide	int		FlrRtBuy	0			Reference to the buyer of the floor rate option through its trade side.
40802	PaymentStreamFloorRateSellSide	int		FlrRtSell	0	40801		Reference to the seller of the floor rate option through its trade side.
40803	PaymentStreamInitialRate	Percentage		InitRt	0			The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05.
40804	PaymentStreamFinalRateRoundingDirection	int		FnlRtRndDirctn	0	468		Specifies the rounding direction.
40805	PaymentStreamFinalRatePrecision	int		FnlRtPrcsn	0			Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.
40806	PaymentStreamAveragingMethod	int		AvgngMeth	0			When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used.
40807	PaymentStreamNegativeRateTreatment	int		NegtvRtTrtmt	0			The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
40808	PaymentStreamInflationLagPeriod	int		LagPeriod	0			Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determines the reference period for which the inflation index is observed.
40809	PaymentStreamInflationLagUnit	String		LagUnit	0			Time unit associated with the inflation lag period.
40810	PaymentStreamInflationLagDayType	int		LagDayTyp	0			The inflation lag period day type.
40811	PaymentStreamInflationInterpolationMethod	int		IntrpltnMeth	0			The method used when calculating the Inflation Index Level from multiple points - the most common is Linear.
40812	PaymentStreamInflationIndexSource	int		InfltnNdxSrc	0	40790		The inflation index reference source.
40813	PaymentStreamInflationPublicationSource	String		PublctnSrc	0			The current main publication source such as relevant web site or a government body.
40814	PaymentStreamInflationInitialIndexLevel	float		InitLvl	0			Initial known index level for the first calculation period.
40815	PaymentStreamInflationFallbackBondApplicable	Boolean		FallbckBond	0			Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes).
40816	PaymentStreamFRADiscounting	int		FRADisc	0			The method of floating rate agreement (FRA) discounting, if any, that will apply.
40817	PaymentStreamNonDeliverableRefCurrency	Currency		Ccy	0			The non-deliverable settlement reference currency. Uses ISO 4217 currency codes.
40818	PaymentStreamNonDeliverableFixingDatesBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the payment stream's fixing date for the non-deliverable settlement terms. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component
40819	PaymentStreamNonDeliverableFixingDatesBusinessCenter	String		Ctr	0			The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40820	PaymentStreamNonDeliverableFixingDatesRelativeTo	int		FixngReltv	0		Reserved1000Plus	Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40821	PaymentStreamNonDeliverableFixingDatesOffsetPeriod	int		FixngPeriod	0			Time unit multiplier for the non-deliverable fixing date offset.
40822	PaymentStreamNonDeliverableFixingDatesOffsetUnit	String		FixngUnit	0	40760		Time unit associated with the non-deliverable fixing date offset.
40823	PaymentStreamNonDeliverableFixingDatesOffsetDayType	int		FixngDayTyp	0	40920		The non-deliverable fixing date offset day type.
40824	UnderlyingPaymentStreamNonDeliverableSettlReferencePage	String		RefPg	0			Identifies the reference "page" from the rate source. When UnderlyingPaymentStreamNonDeliverableSettlRateSource(40661) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option
40825	NoNonDeliverableFixingDates	NumInGroup			1			Number of Fixing dates in the repeating group
40826	NonDeliverableFixingDate	LocalMktDate		Dt	0			Non-deliverable fixing date unadjusted or adjusted depending on NonDeliverableFixingDateType(40827).
40827	NonDeliverableFixingDateType	int		Typ	0			Specifies the type of date (e.g. adjusted for holidays).
40828	NoPaymentSchedules	NumInGroup			1			Number of swap schedules in the repeating group
40829	PaymentScheduleType	int		Typ	0			Type of schedule.
40830	PaymentScheduleStubType	int		StubTyp	0	40873		Indicates to which stub this schedule applies.
40831	PaymentScheduleStartDateUnadjusted	LocalMktDate		StartDtUnadj	0			The date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment.
40832	PaymentScheduleEndDateUnadjusted	LocalMktDate		EndDtUnadj	0			The unadjusted end date of a cash flow payment.
40833	PaymentSchedulePaySide	int		PaySide	0	40214		The side of the party paying the step schedule.
40834	PaymentScheduleReceiveSide	int		RcvSide	0	40214		The side of the party receiving the stepf schedule.
40835	PaymentScheduleNotional	Amt		Notl	0			The notional value for this step, or amount of a cashflow payment.
40836	PaymentScheduleCurrency	Currency		Ccy	0			The currency for this step. Uses ISO 4217 currency codes.
40837	PaymentScheduleRate	Percentage		Rt	0			The rate value for this step schedule.
40838	PaymentScheduleRateMultiplier	float		RtMult	0			A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
40839	PaymentScheduleRateSpread	PriceOffset		Spread	0			The spread value for this step schedule.
40840	PaymentScheduleRateSpreadPositionType	int		SpreadPosTyp	0	40795		Identifies whether the rate spread is applied to a long or short position.
40841	PaymentScheduleRateTreatment	int		RtTrtmt	0	40796		Specifies the yield calculation treatment for the step schedule.
40842	PaymentScheduleFixedAmount	Amt		FixedAmt	0			The explicit payment amount for this step schedule.
40843	PaymentScheduleFixedCurrency	Currency		FixedCcy	0			The currency of the fixed amount. Uses ISO 4217 currency codes.
40844	PaymentScheduleStepFrequencyPeriod	int		StepPeriod	0			Time unit multiplier for the step frequency.
40845	PaymentScheduleStepFrequencyUnit	String		StepUnit	0	1949		Time unit associated with the step frequency.
40846	PaymentScheduleStepOffsetValue	Amt		StepVal	0			The explicit amount that the notional changes on each step date. This can be a positive or negative amount.
40847	PaymentScheduleStepRate	Percentage		StepRt	0			The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in PaymentScheduleStepRelativeTo(40849). The percentage can be either positive or negative.
40848	PaymentScheduleStepOffsetRate	Percentage		StepOfstRt	0			The explicit amount that the rate changes on each step date. This can be a positive or negative value.
40849	PaymentScheduleStepRelativeTo	int		StepReltv	0			Specifies whether the PaymentScheduleStepRate(40847) or PaymentScheduleStepOffsetValue(40846) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount.
40850	PaymentScheduleFixingDateUnadjusted	LocalMktDate		FixngDtUnadj	0			The unadjusted fixing date.
40851	PaymentScheduleWeight	float		Wt	0			Floating rate observation weight for cashflow payment.
40852	PaymentScheduleFixingDateRelativeTo	int		FixngReltv	0		Reserved1000Plus	Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40853	PaymentScheduleFixingDateBusinessDayConvention	int		FixngBizDayCnvtn	0	40921		The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
40854	PaymentScheduleFixingDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40855	PaymentScheduleFixingDateOffsetPeriod	int		FixngPeriod	0			Time unit multiplier for the fixing date offset.
40856	PaymentScheduleFixingDateOffsetUnit	String		FixngUnit	0	40760		Time unit associated with the fixing date offset.
40857	PaymentScheduleFixingDateOffsetDayType	int		FixngDayTyp	0	40920		The fixing date offset day type.
40858	PaymentScheduleFixingDateAdjusted	LocalMktDate		FixngDt	0			The adjusted fixing date.
40859	PaymentScheduleFixingTime	LocalMktTime		FixngTm	0			The fixing time associated with the step schedule.
40860	PaymentScheduleFixingTimeBusinessCenter	String		FixngTmBizCtr	0			Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40861	PaymentScheduleInterimExchangePaymentDateRelativeTo	int		IntrmExchDtReltv	0		Reserved1000Plus	Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40862	PaymentScheduleInterimExchangeDatesBusinessDayConvention	int		IntrmExchDtBizDayCnvtn	0	40921		The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
40863	PaymentScheduleInterimExchangeDatesBusinessCenter	String		Ctr	0			The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40864	PaymentScheduleInterimExchangeDatesOffsetPeriod	int		IntrmExchDtPeriod	0			Time unit multiplier for the interim exchange date offset.
40865	PaymentScheduleInterimExchangeDatesOffsetUnit	String		IntrmExchDtUnit	0	40760		Time unit associated with the interim exchange date offset.
40866	PaymentScheduleInterimExchangeDatesOffsetDayType	int		IntrmExchDayTyp	0	40920		The interim exchange date offset day type.
40867	PaymentScheduleInterimExchangeDateAdjusted	LocalMktDate		IntrmExchDt	0			The adjusted interim exchange date.
40868	NoPaymentScheduleRateSources	NumInGroup			1			Number of swap schedule rate sources.
40869	PaymentScheduleRateSource	int		Src	0	1446		Identifies the source of rate information.
40870	PaymentScheduleRateSourceType	int		Typ	0	1447		Rate source type.
40871	PaymentScheduleReferencePage	String		RefPg	0			Identifies the reference “page” from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option
40872	NoPaymentStubs	NumInGroup			1			Number of stubs in the repeating group
40873	PaymentStubType	int		Typ	0			Stub type.
40874	PaymentStubLength	int		Lngth	0			Optional indication whether stub is shorter or longer than the regular swap period.
40875	PaymentStubRate	Percentage		Rt	0			The agreed upon fixed rate for this stub.
40876	PaymentStubFixedAmount	Amt		FixedAmt	0			A fixed payment amount for the stub.
40877	PaymentStubFixedCurrency	Currency		FixedCcy	0			The currency of the fixed payment amount. Uses ISO 4217 currency codes.
40878	PaymentStubIndex	String		Ndx	0			The stub floating rate index.
40879	PaymentStubIndexSource	int		NdxSrc	0	40790		The source of the stub floating rate index.
40880	PaymentStubIndexCurvePeriod	int		NdxPeriod	0			Time unit multiplier for the stub floating rate index.
40881	PaymentStubIndexCurveUnit	String		NdxUnit	0	40791		Time unit associated with the stub floating rate index.
40882	PaymentStubIndexRateMultiplier	float		RtMult	0			A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
40883	PaymentStubIndexRateSpread	PriceOffset		Spread	0			Spread from floating rate index.
40884	PaymentStubIndexRateSpreadPositionType	int		SpreadPosTyp	0	40795		Identifies whether the rate spread is applied to a long or short position.
40885	PaymentStubIndexRateTreatment	int		RtTrtmt	0	40796		Specifies the yield calculation treatment for the payment stub index.
40886	PaymentStubIndexCapRate	Percentage		CapRt	0			The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
40887	PaymentStubIndexCapRateBuySide	int		CapRtBuy	0	40798		Reference to the buyer of the cap rate option through its trade side.
40888	PaymentStubIndexCapRateSellSide	int		CapRtSell	0	40798		Reference to the seller of the cap rate option through its trade side.
40889	PaymentStubIndexFloorRate	Percentage		FlrRt	0			The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.
40890	PaymentStubIndexFloorRateBuySide	int		FlrRtBuy	0	40801		Reference to the buyer of the floor rate option through its trade side.
40891	PaymentStubIndexFloorRateSellSide	int		FlrRtSell	0	40801		Reference to the seller of the floor rate option through its trade side.
40892	PaymentStubIndex2	String		Ndx2	0			The second stub floating rate index.
40893	PaymentStubIndex2Source	int		Ndx2Src	0	40790		The source of the second stub floating rate index.
40894	PaymentStubIndex2CurvePeriod	int		Ndx2Period	0			Secondary time unit multiplier for the stub floating rate index curve.
40895	PaymentStubIndex2CurveUnit	String		Ndx2Unit	0	40791		Secondary time unit associated with the stub floating rate index curve.
40896	PaymentStubIndex2RateMultiplier	float		RtMult2	0			A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
40897	PaymentStubIndex2RateSpread	PriceOffset		Spread2	0			Spread from the second floating rate index.
40898	PaymentStubIndex2RateSpreadPositionType	int		Spread2PosTyp	0	40795		Identifies whether the rate spread is applied to a long or short position.
40899	PaymentStubIndex2RateTreatment	int		RtTrtmt2	0	40796		Specifies the yield calculation treatment for the second stub index.
40900	PaymentStubIndex2CapRate	Percentage		CapRt2	0			The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.
40901	PaymentStubIndex2FloorRate	Percentage		FlrRt2	0			The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.
40902	NoLegSettlRateFallbacks	NumInGroup			1			Number of settlement rate fallbacks in the repeating group
40903	LegSettlRatePostponementMaximumDays	int		MaxDays	0			The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method.
40904	UnderlyingSettlRateFallbackRateSource	int		RtSrc	0	1446		Identifies the source of rate information.
40905	LegSettlRatePostponementSurvey	Boolean		Survey	0			Indicates whether to request a settlement rate quote from the market.
40906	LegSettlRatePostponementCalculationAgent	int		CalcAgent	0	40098		Used to identify the settlement rate postponement calculation agent.
40907	StreamEffectiveDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted effective date.
40908	StreamEffectiveDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the instrument's stream's effective, or relative effective, date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
40909	StreamEffectiveDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the instrument's stream's effective, or relative effective, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40910	StreamEffectiveDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
40911	StreamEffectiveDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative effective date offset.
40912	StreamEffectiveDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative effective date offset.
40913	StreamEffectiveDateOffsetDayType	int		OfstDayTyp	0	40920		The relative effective date offset day type.
40914	StreamEffectiveDateAdjusted	LocalMktDate		Dt	0			The adjusted effective date.
40915	UnderlyingSettlRateFallbackReferencePage	String		RefPg	0			Identifies the reference "page" from the rate source. When UnderlyingSettlRateFallbackRateSource(40904) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option
40919	PaymentPriceType	int		PxTyp	0	423		Specifies the type of price for PaymentPrice(40218).
40920	PaymentStreamPaymentOffsetDayType	int		OfstDayTyp	0			The relative payment date offset day type.
40921	BusinessDayConvention	int		BizDayCnvtn	0			The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument unless specifically overridden.
40922	DateRollConvention	String		Roll	0			The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. Additional values may be used by mutual agreement of the counterparties.
40923	NoLegBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40924	LegBusinessCenter	String		Ctr	0			A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40925	LegBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden.
40926	LegDateRollConvention	String		Roll	0	40922		The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden.
40927	NoLegPaymentScheduleFixingDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40928	NoLegPaymentScheduleInterimExchangeDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40929	NoLegPaymentStreamNonDeliverableFixingDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40930	NoLegPaymentStreamPaymentDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40931	NoLegPaymentStreamResetDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40932	NoLegPaymentStreamInitialFixingDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40933	NoLegPaymentStreamFixingDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40934	NoLegProvisionCashSettlPaymentDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40935	NoLegProvisionCashSettlValueDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40936	NoLegProvisionOptionExerciseBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40937	NoLegProvisionOptionExpirationDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40938	NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40939	NoLegProvisionDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40940	NoLegStreamCalculationPeriodBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40941	NoLegStreamFirstPeriodStartDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40942	NoLegStreamEffectiveDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40943	NoLegStreamTerminationDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40944	NoPaymentBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40945	NoPaymentScheduleInterimExchangeDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40946	NoPaymentStreamNonDeliverableFixingDatesBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40947	NoPaymentStreamPaymentDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40948	NoPaymentStreamResetDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40949	NoPaymentStreamInitialFixingDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40950	NoPaymentStreamFixingDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40951	NoProtectionTermEventNewsSources	NumInGroup			1			Number of event news sources in the repeating group.
40952	NoProvisionCashSettlPaymentDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40953	NoProvisionCashSettlValueDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40954	NoProvisionOptionExerciseBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40955	NoProvisionOptionExpirationDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40956	NoProvisionOptionRelevantUnderlyingDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40957	NoProvisionDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40958	NoStreamCalculationPeriodBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40959	NoStreamFirstPeriodStartDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40960	NoStreamEffectiveBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40961	NoStreamTerminationDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40962	NoUnderlyingBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40963	UnderlyingBusinessCenter	String		Ctr	0			A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
40964	UnderlyingBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden.
40965	UnderlyingDateRollConvention	String		Roll	0	40922		The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden.
40966	NoUnderlyingPaymentScheduleFixingDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40967	NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40968	NoUnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40969	NoUnderlyingPaymentStreamPaymentDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40970	NoUnderlyingPaymentStreamResetDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40971	NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40972	NoUnderlyingPaymentStreamFixingDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40973	NoUnderlyingStreamCalculationPeriodBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40974	NoUnderlyingStreamFirstPeriodStartDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40975	NoUnderlyingStreamEffectiveDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40976	NoUnderlyingStreamTerminationDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40977	NoPaymentScheduleFixingDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
40978	EncodedLegStreamTextLen	Length	40979	EncTxtLen	0			Byte length of encoded (non-ASCII characters) EncodedLegStreamText(40979) field.
40979	EncodedLegStreamText	data		EncTxt	0			Encoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegStreamText(40248) field.
40980	EncodedLegProvisionTextLen	Length	40981	EncTxtLen	0			Byte length of encoded (non-ASCII characters) EncodedLegProvisionText(40472) field.
40981	EncodedLegProvisionText	data		EncTxt	0			Encoded (non-ASCII characters) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegProvisionText(40472) field.
40982	EncodedStreamTextLen	Length	40983	EncTxtLen	0			Byte length of encoded (non-ASCII characters) EncodedStreamText(40983) field.
40983	EncodedStreamText	data		EncTxt	0			Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the StreamText(40056) field.
40984	EncodedPaymentTextLen	Length	40985	EncTxtLen	0			Byte length of encoded (non-ASCII characters) EncodedPaymentText(40985) field.
40985	EncodedPaymentText	data		EncTxt	0			Encoded (non-ASCII characters) representation of the PaymentText(40229) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the PaymentText(40229) field.
40986	EncodedProvisionTextLen	Length	40987	EncTxtLen	0			Byte length of encoded (non-ASCII characters) EncodedProvisionText(40987) field.
40987	EncodedProvisionText	data		EncTxt	0			Encoded (non-ASCII characters) representation of the ProvisionText(40113) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ProvisionText(40113) field.
40988	EncodedUnderlyingStreamTextLen	Length	40989	EncTxtLen	0			Byte length of encoded (non-ASCII characters) EncodedUnderlyingStreamText(40989) field.
40989	EncodedUnderlyingStreamText	data		EncTxt	0			Encoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingStreamText(40547) field.
41406	ProvisionCashSettlQuoteReferencePage	String		RefPg	0			Identifies the reference "page" from the quote source.
41407	LegProvisionCashSettlQuoteReferencePage	String		RefPg	0			Identifies the reference "page" from the quote source.
2340	EventMonthYear	MonthYear		MoYr	0			Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date.
2341	LegEventMonthYear	MonthYear		MoYr	0			Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date.
2342	UnderlyingEventMonthYear	MonthYear		MoYr	0			Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date.

Enumerations

Enumerations Added

Tag	Value	SymbolicName	Group	Sort	Description	Elaboration
22	T	LegalEntityIdentifier		28	Legal entity identifier
167	FWD	DerivativeForward	Derivatives	9	Derivative forward
167	TRS	TotalReturnSwap	Derivatives	10	Total return swap
233	ORIGAMT	OriginalAmount		51	Original amount	The original issued amount of a mortgage backed security or other loan/asset backed security.
233	POOLEFFDT	PoolEffectiveDate		52	Pool effective date
233	POOLINITFCTR	PoolInitialFactor		53	Pool initial factor	For morttgage backed securities, the part of the mortgage that is outstanding on trade inception, i.e. has not been repaid yet as principal. It is expressed as a multiplier factor to the mortgage: where 1 means that the whole mortage amount is outstanding, 0.8 means that80% remains to be repaid and 20% has been repaid.
233	TRANCHE	Tranche		54	Tranche identifier	Identifies the tranche of a mortgage backed security, loan, collateralized mortgage obligation or similar securities that can be split into different risk or maturity (for example) classes.
233	SUBSTITUTION	Substitution		55	Substitution (Y/N)	Indicates whether substitution is applicable (Y) or (N).
233	INCURRCVY	IncurredRecovery	CDS General Terms	1	Incurred recovery (Y/N)	Specifies whether incurred recovery is applicable (Y) or not (N). Outstanding Swap Notional Amount is defined at any time on any day, as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and all Incurred Recovery Amounts (if any) determined under this Confirmation at or prior to such time.Incurred Recovery Amount not populated: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under this Confirmation at or prior to such time. 2009 CDX Tranche Terms.
233	ADDTRM	AdditionalTerm	CDS General Terms	2	Additional term	Used for representing information contained in the Additional Terms field of the 2003 Master Credit Derivatives confirm.
233	MODEQTYDLVY	ModifiedEquityDelivery	CDS General Terms	3	Modified equity delivery	Indicates whether delivery of selected obligationshaving an amountgreater than the reference entity notional amount is allowed (Y) or (N). 2005 iTraxx tranched Transactions Standard Terms Supplement.
233	NOREFOBLIG	NoReferenceOblication	CDS General Terms	4	No reference obligation (Y/N)	When specified as "Y" this indicates that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one. 2003 ISDA Credit Derivatives Definitions.
233	UNKREFOBLIG	UnknownReferenceObligation	CDS General Terms	5	Unknown reference obligation (Y/N)	When specified as "Y" this indicates that the Reference obligation associated with the Credit Default Swap is currently not known. This is not valid for Legal Confirmation purposes, but is valid for earlier stages in the trade life cycle (e.g. Broker Confirmation). 2003 FpML-CD-4.0.
233	ALLGUARANTEES	AllGuarantees	CDS General Terms	6	All guarantees (Y/N)	Indicates whether an obligation of the Reference Entity, guaranteed by the Reference Entity on behalf of a non-Affiliate, is to be considered an Obligation for the purpose of the transaction (Y) or (N). ISDA 2003 Term: All Guarantees.
233	REFPX	ReferencePrice	CDS General Terms	7	Reference price (Y/N)	Specifies the reference price expressed as a percentage between 0 and 1 (e.g. 0.05 is 5%). The reference price is used to determine (a) for physically settled trades, the Physical Settlement Amount, which equals the Floating Rate Payer Calculation Amount times the Reference Price and (b) for cash settled trades, the Cash Settlement Amount, which equals the greater of (i) the difference between the Reference Price and the Final Price and (ii) zero. ISDA 2003 Term: Reference Price.
233	REFPOLICY	ReferencePolicy	CDS General Terms	8	Reference policy (Y/N)	Indicates whether the reference obligation is guaranteed (Y), or not (N), under a reference policy. If the Reference Obligation is guaranteed under a Reference Policy, and such Reference Policy by its terms excludes any component of the Expected Principal Amount for purposes of determining the liability of the relevant Insurer, or the Insurer is otherwise not required to pay any such amounts under the terms of the Reference Policy, the relevant component or amount shall also be excluded for purposes of determining the Expected Principal Amount with respect to any determination of Principal Shortfall hereunder. 2006 ISDA CDS on MBS Terms.
233	SECRDLIST	SecuredList	CDS General Terms	9	Secured list (Y/N)	Specifies whether a list of Syndicated Secured Obligations (also known as the Relevant Secured List) exists (Y), or not (N), for the Reference Entity. With respect to any day, the list of Syndicated Secured Obligations of the Designated Priority of the Reference Entity published by Markit Group Limited or any successor thereto appointed by the Specified Dealers (the "Secured List Publisher") on or most recently before such day, which list is currently available at [http://www.markit.com]. ISDA 2003 Term: Relevant Secured List.
423	22	BasisPoints		22	Basis points	When the price is not spread based.
423	23	UpfrontPoints		23	Up front points	Used specifically for CDS pricing.
452	102	DataRepository		102	Data repository	Multiple instances of this PartyRole may appear for reporting purposes.
452	103	CalculationAgent		103	Calculation agent
452	104	ExerciseNoticeSender		104	Sender of exercise notice
452	105	ExerciseNoticeReceiver		105	Receiver of exercise notice
452	106	RateReferenceBank		106	Rate reference bank	The bank providing the reference rate. Multiple instance of this PartyRole may appear.
452	107	Correspondent		107	Correspondent
452	109	BeneficiaryBank		109	Beneficiary's bank or depository institution	The institution in which the beneficiary, a person or an entity, has their account with. The institution may be a bank or non-bank institution.
452	110	Borrower		110	Borrower
452	111	PrimaryObligator		111	Primary obligator
452	112	Guarantor		112	Guarantor
452	113	ExcludedReferenceEntity		113	Excluded reference entity
452	114	DeterminingParty		114	Determining party
452	115	HedgingParty		115	Hedging party
452	116	ReportingEntity		116	Reporting entity	The entity that is reporting the information.
492	16	CHIPS		16	CHIPS
492	17	SWIFT		17	S.W.I.F.T.
492	18	CHAPS		18	CHAPS
492	19	SIC		19	SIC
492	20	euroSIC		20	euroSIC
770	10	OrderSubmissionTime		10	Order submission time	Time the order was sent by the submitter.
770	11	PubliclyReported		11	Publicly reported
770	12	PublicReportUpdated		12	Public report updated
770	13	NonPubliclyReported		13	Non-publicly reported
770	14	NonPublicReportUpdated		14	Non-public report updated
770	15	SubmittedForConfirmation		15	Submitted for confirmation
770	16	UpdatedForConfirmation		16	Updated for confirmation
770	17	Confirmed		17	Confirmed
770	18	UpdatedForClearing		18	Updated for clearing
770	19	Cleared		19	Cleared
770	20	AllocationsSubmitted		20	Allocations submitted
770	21	AllocationsUpdated		21	Allocations updated
770	22	ApplicationCompleted		22	Application completed
770	23	SubmittedToRepository		23	Submitted to repository
803	45	SwapDealer		45	Swap dealer
803	46	MajorParticipant		46	Major participant
803	47	FinancialEntity		47	Finanical entity
803	48	USPerson		48	U.S. person	A legal term referring to any U.S. person or legal entity anywhere in the world that should be taxed under U.S. law.
803	49	ReportingEntityIndicator		49	Reporting entity indicator
803	50	ElectedClearingRequirementException		50	Elected clearing requirement exception
803	51	BusinessCenter		51	Business center
803	52	ReferenceText		52	Reference text
828	58	BlockSwapTrade		58	Block swap trade or large notional off-facility swap
865	25	FirstExerciseDate		24	First exercise date
865	26	RedemptionDate		25	Redemption date
1194	99	Other		99	Other
1430	R	RegisteredMarket		4	Registered market	Markets registered with regulators such as exchange, multilateral trading facility (MTF), swap execution facility (SEF). In the context of regulatory reporting (e.g. CFTC reporting), this is used for regulated markets, e.g. swap markets.
1430	O	OffMarket		5	Off-market	Off-book, off-facility. In the context of regulatory reporting (e.g. CFTC reporting) this identifies trades conducted away from a regulated market.
1446	3	ISDARateOption		3	ISDA Settlement Rate Option	The source of the currency conversion as specified by the ISDA terms in Annex A to the 1998 FX and Currency Option Definitions. See http://www.fpml.org/coding-scheme/settlement-rate-option
1674	7	Bank	For PartyRole(452)=29 (Intermediary), 32 (Beneficiary) and 107 (Correspondent)	7	Bank
1904	0	InitialBlockTrade		0	Initial block trade
1904	1	Allocation		1	Allocation	Determination that the block trade will not be further allocated.
1904	2	Clearing		2	Clearing
1904	3	Compression		3	Compression
1904	4	Novation		4	Novation
1904	5	Termination		5	Termination
1906	0	Current		0	Current	The default if not specified.
1906	1	Previous		1	Previous	The previous trade's identifier when reporting a cleared trade or novation of a previous trade.
1906	2	Block		2	Block	The block trade's identifier when reporting an allocated subtrade.
1906	3	Related		3	Related	The related trade identifier when reporting a mixed swap.
1924	0	DoNotIntendToClear		0	Do not intend to clear
1924	1	IntendToClear		1	Intend to clear
1927	0	NonElectronic		0	Non-electronic
1927	1	Electronic		1	Electronic
1931	0	NonElectronic		0	Non-electronic
1931	1	Electronic		0	Electronic
1932	0	NoException		0	No exception
1932	1	Exception		1	Exception
1933	PAY	Pay		0	Principal is paying fixed rate
1933	RCV	Rcv		1	Principal is receiving fixed rate
1933	NA	NA		2	Swap is float/float or fixed/fixed
1934	0	RT		0	Real-time (RT)	Report of data relating to a regulated transaction including price and volume that is to be disseminated publically. If dissemination is to be suppressed due to an end user exception or to local regulatory rules that allow suppression of certain types of transactions use TradePublishIndicator(1390)=0.
1934	1	PET		1	Primary economic terms (PET)	Report to regulators of the full terms of a regulated transaction included in the legal confirmation.
1934	2	Snapshot		2	Snapshot	Periodic report of full primary economic terms data throughout the life cycle of a regulated transaction.
1934	3	Confirmation		3	Confirmation	Report from a clearing organization of a cleared regulated transaction.
1934	4	RTPET		4	Combination of RT and PET	A single report combining the requirements of both real-time and full primary economy terms of a regulated transaction.
1934	5	PETConfirmation		5	Combination of PET and confirmation	A single report combining the requirements of both full primary economic terms of a regulated transaction report and confirmation.
1934	6	RTPETConfirmation		6	Combination of RT, PET and confirmation	A single report combining the requirements of real-time and full primary economic terms of a regulated transaction report, and confirmation.
1934	7	PostTrade		7	Post-trade valuation	Periodic report of the ongoing mark-to-market value of a regulated transaction.
1934	8	Verification		8	Verification	Used by the trading counterparty to report its full primary economic terms of a regulated transaction separately to the repository.
1936	0	Uncollateralized		0	Uncollateralized
1936	1	PartiallyCollateralized		1	Partially collateralized
1936	2	OneWayCollaterallization		2	One-way collaterallization
1936	3	FullyCollateralized		3	Fully collateralized
1937	0	Novation		0	Novation
1937	1	PartialNovation		1	Partial novation
1937	2	SwapUnwind		2	Swap unwind
1937	3	PartialSwapUnwind		3	Partial swap unwind
1937	4	Exercise		4	Exercise
1937	5	Netting		5	Netting
1937	6	FullNetting		6	Full netting
1937	7	PartialNetting		7	Partial netting
1937	8	Amendment		8	Amendment
1937	9	Increase		9	Increase
1937	10	CreditEvent		10	Credit event
1937	11	StrategicRestructuring		11	Strategic restructuring
1937	12	SuccessionEventReorganization		12	Succession event reorganization
1937	13	SuccessionEventRenaming		13	Succession event renaming
1937	14	Porting		14	Porting
1937	15	Withdrawl		15	Withdrawal	One party withdrew from the trade prior to confirmation or clearing. Can be used with TradeReportTransType(487)=1 (Cancel).
1937	16	Void		16	Void	Trade is to be ended after clearing. Can be used with TradeReportTransType(487)=1 (Cancel).
1937	99	Other		99	Other price-forming continuation data	Other price forming continuation data not explicitly specified.
1938	1	InterestRate		1	Interest rate
1938	2	Currency		2	Currency
1938	3	Credit		3	Credit
1938	4	Equity		4	Equity
1938	5	Commodity		5	Commodity
1939	1	SingleCurrency	Interest Rate	1	Single currency
1939	2	CrossCurrency	Interest Rate	2	Cross currency
1939	3	Basket	Currency	3	Basket [for multi-currency]
1939	4	SingleName	Credit	4	Single name
1939	5	CreditIndex	Credit	5	Credit index
1939	6	IndexTranche	Credit	6	Index tranche
1939	7	CreditBasket	Credit	7	Credit basket
1939	9	Common	Equity	9	Common
1939	10	Preferred	Equity	10	Preferred
1939	11	EquityIndex	Equity	11	Equity index
1939	12	EquityBasket	Equity	12	Equity basket
1939	13	Metals	Commodity	13	Metals
1939	14	Bullion	Commodity	14	Bullion
1939	15	Energy	Commodity	15	Energy
1939	16	CommodityIndex	Commodity	16	Commodity index
1939	17	Agricultural	Commodity	17	Agricultural
1939	18	Environmental	Commodity	18	Environmental
1939	19	Freight	Commodity	19	Freight
1941	BS	BasisSwap		1	Basis swap
1941	IX	IndexSwap		2	Index swap
1941	BB	BroadBasedSecuritySwap		3	Broad-based security swap
1941	SK	BasketSwap		4	Basket swap
1946	0	Zero		0	Zero
1946	1	FixedRate		1	Fixed rate
1946	2	FloatingRate		2	Floating rate
1946	3	Structured		3	Structured
1949	D	Day		1	Day
1949	Wk	Week		2	Week
1949	Mo	Month		3	Month
1949	Yr	Year		4	Year
1950	0	OneOne		0	1/1	Flat. No accrued interest.
1950	1	ThrityThreeSixtyUS		1	30/360 (30U/360)	Mainly used in the US with the following date adjustment rules: (1) If the investment is End-Of-Month and Date1 is the last day of February and Date2 is the last day of February, then change Date2 to 30; (2) If the investment is End-Of-Month and Date1 is the last day of February, then change Date1 to 30; (3) If Date2 is 31 and Date1 is 30 or 31, then change Date2 to 30; (4) If Date1 is 31, then change Date1 to 30.
1950	2	ThirtyThreeSixtySIA		2	30/360 (SIA)	A variant of "30/360" - when Date1 and Date2 are both Feb. 28th or 29th convert them to 30th using the same logic in the conversion of 31st to 30th.
1950	3	ThirtyThreeSixtyM		3	30/360M	Commonly used day count convention for US mortgage backed securities. Feb 28th (or 29th in a leap year) is always considered as a 30th for a start date. As a comparison, in the regular 30/360 day count as used by most US agency and corporate bonds, a start date of Feb 28th (or 29th in a leap year) is still considered as the 28th (or 29th) day of a month of 30 days.
1950	4	ThirtyEThreeSixty		4	30E/360	Also known as 30/360.ISMA, 30S/360, or Special German. Date adjustment rules are: (1) If Date1 falls on the 31st, then change it to the 30th; (2) If Date2 falls on the 31st, then change it to the 30th.
1950	5	ThirtyEThreeSixtyISDA		5	30E/360 ISDA	Date adjustment rules are: (1) if Date1 is the last day of the month, then change Date1 to 30; (2) if D2 is the last day of the month (unless Date2 is the maturity date and Date2 is in February), then change Date2 to 30.
1950	6	ActThreeSixty		6	Act/360	The actual number of days between Date1 and Date2, divided by 360.
1950	7	ActThreeSixtyFiveFixed		7	Act/365 FIXED	The actual number of days between Date1 and Date2, divided by 365.
1950	8	ActActAFB		8	Act/Act AFB	Calculated in accordance with the "base exact/exact" day count as defined by the "Definitions Communes plusieurs Additifs Techniques" published by the Association Francaise des Banques." Source: ISDA.
1950	9	ActActICMA		9	Act/Act ICMA (Act/Act)	The ISMA-99 normal method. Assumes that regular coupons alwaysfall on the same day of the month where possible. May also be referred to as "Actual/Actual", "ISMA-99", "ISMA-99 Normal", "Act/Act.ISMA".
1950	10	ActActISMAUltimo		10	Act/Act ISMA Ultimo	The ISMA-99 Ultimo method assumes that regular coupons always fall on the last day of the month.
1950	11	ActActISDA		11	Act/Act ISDA	May also be referred to as "Act/365.ISDA". Refer to ISDA 2006 Definitions.
1950	12	BusTwoFiftyTwo		12	BUS/252	Used for Brazilian Real swaps which is based on business days instead of calendar days. The number of business days divied by 252.
1950	13	ThirtyEPlusThreeSixty		13	30E+/360	Variation on 30E/360. Date adjustment rules: (1) If Date1 falls on the 31st, then change it to the 30th; (2) If Date2 falls on the 31st, then change it to 1 and increase Month2 by one, i.e. next month.
1950	14	ActThreeSixtyFiveL		14	Act/365L	Used for Sterling floating rate notes. May also be referred to as ISMA-Year.
1950	15	NLThreeSixtyFive		15	NL365	The number of days in a period equal to the actual number of days, with the exception of leap days (29th February) which are ignored. The number of days in a year is 365, even in a leap year.
1950	16	NLThreeSixty		16	NL360	This is the same as Act/360, with the exception of leap days (29th February) which are ignored.
1954	0	Unknown		0	Unknown
1954	1	FirstLien		1	First lien
1954	2	SecondLien		2	Second lien
1954	3	ThirdLien		3	Third lien
1955	0	BridgeLoan		0	Bridge loan
1955	1	LetterOfCredit		1	Letter of credit
1955	2	RevolvingLoan		2	Revolving loan
1955	3	SwinglineFunding		3	Swingline funding
1955	4	TermLoan		4	Term loan
1955	5	TradeClaim		5	Trade claim
1956	1	Asian		1	Asian
1956	2	AustralianNewZealand		2	Australian and New Zealand
1956	3	EuropeanEmergingMarkets		3	European emerging markets
1956	4	Japanese		4	Japanese
1956	5	NorthAmericanHighYield		5	North American high yield
1956	6	NorthAmericanInsurance		6	North American insurance
1956	7	NorthAmericanInvestmentGrade		7	North American investment grade
1956	8	Singaporean		8	Singaporean
1956	9	WesternEuropean		9	Western European
1956	10	WesternEuropeanInsurance		10	Western European insurance
1974	0	InitialBlockTrade		0	Initial block trade
1974	1	Allocation		1	Allocation	or determination that the block trade will not be further allocated.
1974	2	Clearing		2	Clearing
1974	3	Compression		3	Compression
1974	4	Novation		4	Novation
1974	5	Termination		5	Termination
1975	0	Current		0	Current	The default
1975	1	Previous		1	Previous	e.g. when reporting a cleared trade or novation of a previous trade.
1975	2	Block		2	Block	e.g. when reporting an allocated subtrade.
1975	3	Related		3	Related	e.g. when reporting a mixed swap
1980	0	BlockToBeAllocated		0	Block to be allocated
1980	1	BlockNotToBeAllocated		1	Block not to be allocated
1980	2	AllocatedTrade		2	Allocated trade	A sub-trade of a block trade.
2012	0	Bond		0	Bond
2012	1	ConvertibleBond		1	Convertible bond
2012	2	Mortgage		2	Mortgage
2012	3	Loan		3	Loan
40027	0	Bid		0	Bid
40027	1	Mid		1	Mid
40027	2	Offer		2	Offer
40038	0	Market		0	Market
40038	1	Highest		1	Highest
40038	2	AverageMarket		2	Average market
40038	3	AverageHighest		3	Average highest
40038	4	BlendedMarket		4	Blended market
40038	5	BlendedHighest		5	Blended highest
40038	6	AverageBlendedMarket		6	Average blended market
40038	7	AverageBlendedHighest		7	Average blended highest
40050	0	PaymentCashSettlement		0	Payment / cash settlement
40050	1	PhysicalDelivery		1	Physical delivery
40091	0	MandatoryEarlyTermination		0	Mandatory early termination
40091	1	OptionalEarlyTermination		1	Optional early termination
40091	2	Cancelable		2	Cancelable
40091	3	Extendable		3	Extendible
40097	D	Day		1	Day
40097	Wk	Week		2	Week
40097	Mo	Month		3	Month
40097	Yr	Year		4	Year
40098	0	ExercisingParty		0	Exercising party
40098	1	NonExercisingParty		1	Non-exercising party
40098	2	MasterAgreeent		2	As specified in the master agreement
40098	3	Supplement		3	As specified in the standard terms supplement
40099	1	Buy		1	Buy
40099	2	Sell		2	Sell
40108	0	CashPrice		0	Cash price
40108	1	CashPriceAlternate		1	Cash price alternate
40108	2	ParYieldCurveAdjusted		2	Par yield curve adjusted
40108	3	ZeroCouponYieldCurveAdjusted		3	Zero coupon yield curve adjusted
40108	4	ParYieldCurveUnadjusted		4	Par yield curve unadjusted
40108	5	CrossCurrency		5	Cross currency
40108	6	CollateralizedPrice		6	Collateralized price
40111	0	Bid		0	Bid
40111	1	Mid		1	Mid
40111	2	Offer		2	Offer
40111	3	ExercisingPartyPays		3	Exercising party pays	See 2000 ISDA Definitions, Section 17.2, Certain Definitions Relating to Cash Settlement, paragraph (j) for definition of "exercising party pays".
40126	D	Day		1	Day
40126	Wk	Week		2	Week
40126	Mo	Month		3	Month
40126	Yr	Year		4	Year
40144	0	Unadjusted		0	Unadjusted
40144	1	Adjusted		1	Adjusted
40173	0	Unadjusted		0	Unadjusted
40173	1	Adjusted		1	Adjusted
40196	D	Day		1	Day
40196	Wk	Week		2	Week
40196	Mo	Month		3	Month
40196	Yr	Year		4	Year
40197	0	Business		0	Business
40197	1	Calendar		1	Calendar
40197	2	CommodityBusiness		2	Commodity business
40197	3	CurrencyBusiness		3	Currency business
40197	4	ExchangeBusiness		4	Exchange business
40197	5	ScheduledTradingDay		5	Scheduled trading day
40200	H	RestructuringMultipleHoldingObligations		1	Retructuring - multiple holding obligations	In relation to a restructuring credit event, unless multiple holder obligation is not specified restructurings are limited to multiple holder obligations. A multiple holder obligation means an obligation that is held by more than three holders that are not affiliates of each other and where at least two thirds of the holders must agree to the event that constitutes the restructuring credit event. ISDA 2003 Term: Multiple Holder Obligation.
40200	E	RestructuringMultipleCreditEventNotices		2	Restructuring - multiple credit event notices	Presence of this element and value set to 'true' indicates that Section 3.9 of the 2003 Credit Derivatives Definitions shall apply. Absence of this element indicates that Section 3.9 shall not apply. NOTE: Not allowed under ISDA Credit 1999.
40200	C	FloatingRateInterestShortfall		3	Floating rate interest shortfall	Indicates compounding.
40213	0	Brokerage		0	Brokerage
40213	1	UpfrontFee		1	Upfront fee
40213	2	IndependentAmountCollateral		2	Independent amount / collateral
40213	3	PrincipalExchange		3	Principal exchange
40213	4	NovationTermination		4	Novation / termination
40213	5	EarlyTerminationProvision		5	Early termination provision
40213	6	CencelableProvision		6	Cencelable provision
40213	7	ExtendibleProvision		7	Extendible provision
40213	8	CapRateProvision		8	Cap rate provision
40213	9	FloorRateProvision		9	Floor rate provision
40213	10	OptionPremium		10	Option premium
40213	99	Other		99	Other
40214	1	Buy		1	Buy
40214	2	Sell		2	Sell
40227	0	Standard		0	Standard
40227	1	Net		1	Net
40227	2	StandardfNet		2	Standard and net
40738	0	Periodic		0	Periodic (default)
40738	1	Initial		1	Initial
40738	2	Single		2	Single
40744	0	Standard		0	Standard
40744	1	FRA		1	Floating rate agreement (FRA)
40747	0	None		0	None
40747	1	Flat		1	Flat
40747	2	Straight		2	Straight
40747	3	SpreadExclusive		3	Spread exclusive
40754	D	Day		1	Day
40754	Wk	Week		2	Week
40754	Mo	Month		3	Month
40754	Yr	Year		4	Year
40754	T	Term		5	Term
40760	D	Day		1	Day
40760	Wk	Week		2	Week
40760	Mo	Month		3	Month
40760	Yr	Year		4	Year
40766	MON	Monday		1	Monday
40766	TUE	Tuesday		2	Tuesday
40766	WED	Wednesday		3	Wednesday
40766	THU	Thursday		4	Thursday
40766	FRI	Friday		5	Friday
40766	SAT	Saturday		6	Saturday
40766	SUN	Sunday		7	Sunday
40790	0	Bloomberg		0	Bloomberg
40790	1	Reuters		1	Reuters
40790	2	Telerate		2	Telerate
40790	99	Other		99	Other
40791	D	Day		1	Day
40791	Wk	Week		2	Week
40791	Mo	Month		3	Month
40791	Yr	Year		4	Year
40795	0	Short		0	Short
40795	1	Long		1	Long
40796	0	BondEquivalentYield		0	Bond equivalent yield
40796	1	MoneyMarketYield		1	Money market yield
40798	1	Buyer		1	Buyer of the trade
40798	2	Seller		2	Seller of the trade
40801	1	Buyer		1	Buyer of the trade
40801	2	Seller		2	Seller of the trade
40806	0	Unweighted		0	Unweighted
40806	1	Weighted		1	Weighted
40807	0	ZeroInterestRateMethod		0	Zero interest rate method
40807	1	NegativeInterestRateMethod		1	Negative interest rate method
40809	D	Day		1	Day
40809	Wk	Week		2	Week
40809	Mo	Month		3	Month
40809	Yr	Year		4	Year
40810	0	Business		0	Business
40810	1	Calendar		1	Calendar
40810	2	CommodityBusiness		2	Commodity business
40810	3	CurrencyBusiness		3	Currency business
40810	4	ExchangeBusiness		4	Exchange business
40810	5	ScheduledTradingDay		5	Scheduled trading day
40811	0	None		0	None
40811	1	LinearZeroYield		1	Linear zero yield
40816	0	None		0	None
40816	1	ISDA		1	International Swaps and Derivatives Association (ISDA)
40816	2	AFMA		2	Australian Financial Markets Association (AFMA)
40827	0	Unadjusted		0	Unadjusted
40827	1	Adjusted		1	Adjusted
40829	0	Notional		0	Notional
40829	1	CashFlow		1	Cash flow
40829	2	FXLinkedNotional		2	FX linked notional
40829	3	FixedRate		3	Fixed rate
40829	4	FutureValueNotional		4	Future value notional
40829	5	KnownAmount		5	Known amount
40829	6	FloatingRateMultiplier		6	Floating rate multiplier
40829	7	Spread		7	Spread
40829	8	CapRate		8	Cap rate
40829	9	FloorRate		9	Floor rate
40829	10	NonDeliverableSettlPaymentDates		10	Non-deliverable settlement payment dates
40829	11	NonDeliverableSettlCalculationDates		11	Non-deliverable settlement calculation dates
40829	12	NonDeliverableFXFixingDates		12	Non-deliverable fixing dates.
40849	0	Initial		0	Initial
40849	1	Previous		1	Previous
40873	0	Initial		0	Initial
40873	1	Final		1	Final
40874	0	Short		0	Short
40874	1	Long		1	Long
40920	0	Business		0	Business
40920	1	Calendar		1	Calendar
40920	2	CommodityBusiness		2	Commodity business
40920	3	CurrencyBusiness		3	Currency business
40920	4	ExchangeBusiness		4	Exchange business
40920	5	ScheduledTradingDay		5	Scheduled trading day
40921	0	NotApplicable		0	Not applicable
40921	1	None		1	None
40921	2	FollowingDay		2	Following day
40921	3	FloatingRateNote		3	Floating rate note
40921	4	ModifiedFollowingDay		4	Modified following day
40921	5	PrecedingDay		5	Preceding day
40921	6	ModifiedPrecedingDay		6	Modified preceding day
40921	7	NearestDay		7	Nearest day
40922	1	FirstDay		1	1st day of the month
40922	2	SecondDay		2	2nd day of the month
40922	3	ThirdDay		3	3rd day of the month
40922	4	FourthDay		4	4th day of the month
40922	5	FifthDay		5	5th day of the month
40922	6	SixthDay		6	6thd day of the month
40922	7	SeventhDay		7	7th day of the month
40922	8	EighthDay		8	8th day of the month
40922	9	NinthDay		9	9th day of the month
40922	10	TenthDay		10	10th day of the month
40922	11	EleventhDay		11	11th day of the month
40922	12	TwelvthDay		12	12th day of the month
40922	13	ThirteenthDay		13	13th day of the month
40922	14	ForteenthDay		14	14th day of the month
40922	15	FifteenthDay		15	15th day of the month
40922	16	SixteenthDay		16	16th day of the month
40922	17	SeventeenthDay		17	17th day of the month
40922	18	EighteenthDay		18	18th day of the month
40922	19	NineteenthDay		19	19th day of the month
40922	20	TwentiethDay		20	20th day of the month
40922	21	TwentyFirstDay		21	21st day of the month
40922	22	TwentySecondDay		22	22nd day of the month
40922	23	TwentyThirdDay		23	23rd day of the month
40922	24	TwentyFourthDay		24	24th day of the month
40922	25	TwentyFifthDay		25	25th day of the month
40922	26	TwentySixthDay		26	26th day of the month
40922	27	TwentySeventhDay		27	27th day of the month
40922	28	TwentyEigthDa28y		28	28th day of the month
40922	29	TwentyNinthDay		29	29th day of the month
40922	30	ThirtiethDay		30	30th day of the month
40922	EOM	EOM		31	The end of the month.	Use EOM for 31st day of the month.
40922	FRN	FRN		32	The floating rate note convention or Eurodollar convention.
40922	IMM	IMM		33	The International Money Market settlement date, i.e. the 3rd Wednesday of the month.
40922	IMMCAD	IMMCAD		34	The last trading day/expiration day of the Canadian Derivatives Exchange.
40922	IMMAUD	IMMAUD		35	The last trading day of the Sydney Futures Exchange Australian 90-day bank accepted bill futures contract.
40922	IMMNZD	IMMNZD		36	The last trading day of the Sydney Futures Exchange New Zealand 90-day bank bill futures contract.
40922	SFE	SFE		37	The Sydney Futures Exchange 90-day bank accepted bill futures settlement dates.
40922	NONE	NONE		38	No adjustment
40922	TBILL	TBILL		39	The 13-week and 26-week U.S. Treasury Bill auction dates.
40922	MON	MON		40	Monday
40922	TUE	TUE		41	Tuesday
40922	WED	WED		42	Wednesday
40922	THU	THU		43	Thursday
40922	FRI	FRI		44	Friday
40922	SAT	SAT		45	Saturday
40922	SUN	SUN		46	Sunday

Components

Components Changed

ComponentID	ComponentType	CategoryID	Name	AbbrName	NotReqXML	Volume	Description	Elaboration	Deprecated
1002							Component block is optionally used for financial transaction where legal contracts, master agreements or master confirmations is to be referenced. This component identifies the legal agreement under which the deal was made and other unique characteristics of the transaction. For example, the AgreementDesc(913) field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan – Amended 1998, for example.
2070							The EvntGrp is a repeating subcomponent of the Instrument component used to specify events associated with the instrument.	The EvntGrp contains three different methods to express a "time" associated with the event using the EventDate(866) and EventTime(1145) pair of fields or the EventTimeUnit(1827) and EventTimePeriod(1826) pair of fields or EventMonthYear(2340). The EventDate(866), and optional EventTime(1145), may be used to specify an exact date and optional time for the event. The EventTimeUnit(1827) and EventTimePeriod(1826) may be used to express a time period associated with the event, e.g. 3-month, 4-years, 2-weeks. The EventMonthYear(2340), and optional EventTime(1145), may be used to express the event as a month of year, with optional day of month or week of month. Either EventDate(866) or EventMonthYear(2340), and the optional EventTime(1145), must be specified or EventTimeUnit(1827) and EventTimePeriod(1826) must be specified. The EventMonthYear(2340) may be used instead of EventDate(866) when month-year, with optional day of month or week of month, is required instead of a date.

Components Added

ComponentID	ComponentType	CategoryID	Name	AbbrName	Description	Elaboration
4000	BlockRepeating	Common	AdditionalTermBondRefGrp	BondRef	The AdditionalTermBondRefGrp is a repeating group subcomponent of the AdditionalTermGrp component used to identify an underlying reference bond for a swap.
4001	BlockRepeating	Common	AdditionalTermGrp	AddtnlTrm	The AdditionalTermGrp is a repeating subcomponent of the Instrument component used to report additional contract terms.
2221	BlockRepeating	TradeCapture	AllocRegulatoryTradeIDGrp	RegTrdID	The AllocRegulatoryTradeIDGrp is a repeating component within the TrdAllocGrp component used to report the source, value and relationship of multiple trade identifiers for the same trade allocation instance. This component can be used to meet regulatory trade reporting requirements where identifiers such as the Unique Swaps Identifier (USI) are required to be reported, showing the chaining of these identifiers as needed.
4002	BlockRepeating	Common	CashSettlTermGrp	CashSettlTrm	The CashSettlTermGrp is a repeating component within the Instrument component used to report cash settlement terms referenced from UnderlyingInstruments.	Usage of CashSettlTermGrp must either include a known CashSettlAmount(40034) or provide the cash settlement term parameters needed to derive the cash settlement amount. CashSettlTermXID(40039) is provided for cross-referencing from an instance of the UnderlyingInstrument component through the UnderlyingSettlTermXIDRef(41315) field.
4003	BlockRepeating	Common	FinancingContractualDefinitionGrp	CtrctlDef	The FinancingContractualDefinitionGrp is a repeating component within the FinancingDetails component used to report the definitions published by ISDA that define the terms of a derivative trade.
4004	BlockRepeating	Common	FinancingContractualMatrixGrp	CtrctlMtrx	The FinancingContractualMatrixGrp is a repeating component within the FinancingDetails component used to report the contractual matrices that apply to the derivative trade.
4005	BlockRepeating	Common	FinancingTermSupplementGrp	TrmSupplmnt	The FinancingTermSupplementGrp is a repeating component within the FinancingDetails component used to report contractual terms supplements of derivative trades.
2231	BlockRepeating	Common	LegEvntGrp	Evnt	The LegEvntGrp is a repeating subcomponent of the InstrumentLeg component used to specify events associated with the instrument.	The LegEvntGrp contains three different methods to express a "time" associated with the event using the LegEventDate(2061) and LegEventTime(2062) pair of fields or the LegEventTimeUnit(2063) and LegEventTimePeriod(2064) pair of fields or LegEventMonthYear(2341). The LegEventDate(2061), and optional LegEventTime(2062), may be used to express an exact date and optional time for the event. The LegEventTimeUnit(2063) and LegEventTimePeriod(2064) may be used to express a time period associated with the event, e.g. 3-month, 4-years, 2-weeks. The LegEventMonthYear(2341), and optional LegEventTime(2062), may be used to express the event as a month of year, with optional day of month or week of month. Either LegEventDate(2061) or LegEventMonthYear(2341), and the optional LegEventTime(2062), must be specified or LegEventTimeUnit(2063) and LegEventTimePeriod(2064) must be specified. The LegEventMonthYear(2341) may be used instead of LegEventDate(2061) when month-year, with optional day of month or week of month, is required instead of a date.
4043	BlockRepeating	Common	LegPaymentScheduleGrp	PmtSched	The LegPaymentScheduleGrp is a repeating subcomponent of the LegPaymentStream component used to specify notional and rate steps in the payment stream.
4044	BlockRepeating	Common	LegPaymentScheduleRateSourceGrp	RtSrc	LegPaymentScheduleRateSourceGrp is a repeating component within the LegPaymentScheduleGrp component used to identify primary and secondary rate sources.
4035	Block	Common	LegPaymentStream	PmtStrm	The LegPaymentStream component is a subcomponent of the LegStreamGrp used to detail the attributes of a payment stream in a swap.
4038	Block	Common	LegPaymentStreamFixedRate	Fixed	LegPaymentStreamFixedRate is a subcomponent of the LegPaymentStream component used to report the fixed rate or fixed payment amount of the payment stream.
4039	Block	Common	LegPaymentStreamFloatingRate	Float	LegPaymentStreamFloatingRate is a subcomponent of the LegPaymentStream component used to report the floating rate attributes of the payment stream.
4041	Block	Common	LegPaymentStreamNonDeliverableFixingDateGrp	FixngDt	LegPaymentStreamNonDeliverableFixingDate is a subcomponent of the LegPaymentStreamNonDeliverableSettlTerms component used to specify predetermined fixing dates.	For the purpose of optimization, the LegNonDeliverableFixingDateType(40369) field may optionally be omitted after the first instance provided the instance(s) which immediately follow is of the same date type. When the next instance requires a different date type from the prior instance, the LegNonDeliverableFixingDateType(40369) is required to specify the date type.
4040	Block	Common	LegPaymentStreamNonDeliverableSettlTerms	NonDlvrblTrms	LegPaymentStreamNonDeliverableSettl is a subcomponent of the LegPaymentStream component used to specify the non-deliverable settlement terms of the payment stream.
4036	Block	Common	LegPaymentStreamPaymentDates	PmtDts	The LegPaymentStreamPaymentDates component is a subcomponent of the LegPaymentStream component used to specify the payment dates of the stream.
4037	Block	Common	LegPaymentStreamResetDates	ResetDts	The LegPaymentStreamResetDates component is a subcomponent of the LegPaymentStream component used to specify the floating rate reset dates of the stream.
4045	BlockRepeating	Common	LegPaymentStubGrp	PmtStub	The LegPaymentStubGrp is a repeating subcomponent of the LegPaymentStream component used to specify front and back stubs in the payment stream.
4052	BlockRepeating	Common	LegProvisionCashSettlPaymentDates	CashSettlPmtDts	The LegProvisionCashSettlPaymentDates component is a sub-component within the LegProvisionGrp component used to report the cash settlement payment dates defined in the provision.
4047	BlockRepeating	Common	LegProvisionCashSettlPaymentFixedDateGrp	CashSettlPmtFixedDt	The ProvisionCashSettlPaymentFixedDateGrp is a repeating component within the ProvisionCashSettlPaymentDates component used to report fixed cash settlement payment dates defined in the provision.	For the purpose of optimization, the LegProvisionCashSettlPaymentDateType(40475) field may optionally be omitted after the first instance provided the instance(s) which immediately follow is of the same date type. When the next instance requires a different date type from the prior instance, the LegProvisionCashSettlPaymentDateType(40475) is required to specify the date type.
4053	Block	Common	LegProvisionCashSettlValueDates	CashSettlValDts	The LegProvisionCashSettlValueDates component is a subcomponent within the LegProvisionGrp component used to report the cash settlement value date and time defined in the provision.
4049	BlockRepeating	Common	LegProvisionOptionExerciseFixedDateGrp	OptExerFixedDt	The LegProvisionOptionExerciseFixedDateGrp is a repeating component within the LegProvisionOptionExerciseDates component used to report an array of unadjusted or adjusted fixed exercise dates.	For the purpose of optimization, the LegProvisionOptionExerciseFixedDateType(40497) field may optionally be omitted after the first instance provided the instance(s) which immediately follow is of the same date type. When the next instance requires a different date type from the prior instance, the LegProvisionOptionExerciseFixedDateType(40497) is required to specify the date type.
4048	Block	Common	LegProvisionOptionExerciseDates	OptExerDts	The LegProvisionOptionExerciseDates is a subcomponent within the LegProvisionGrp component used to report the option exercise dates and times defined in the provision.
4050	Block	Common	LegProvisionOptionExpirationDate	OptExpDt	The LegProvisionOptionExerciseDate is a subcomponent within the LegProvisionGrp component used to report the option expiration date and times defined in the provision.
4051	Block	Common	LegProvisionOptionRelevantUnderlyingDate	OptRelvntUndlyDt	The LegProvisionOptionRelevantUnderlyingDate is a subcomponent within the LegProvisionGrp component used to report the option relevant underlyingdate defined in the provision.
4046	BlockRepeating	Common	LegProvisionGrp	Prov	The LegProvisionGrp is a repeating subcomponent of the InstrumentLeg component used to detail the provisions associated with the instrument.	A swap may have one or more provisions.
4054	BlockRepeating	Common	LegProvisionParties	Pty	LegProvisionParties is a repeating component within the LegProvision component used to report the parties identified in the contract provision.	The fields LegProvisionPartyID(40534), LegProvisionPartyIDSource(40535) and LegProvisionPartyIDRole(40536) are conditionally required when any one these fields is specified.
4055	BlockRepeating	Common	LegProvisionPtysSubGrp	Sub	LegProvisionSubParties is a repeating component within the LegProvisionParties component used to extend information to be reported for the party.
2232	BlockRepeating	Common	LegSecondaryAssetGrp	ScndryAsset	LegSecondaryAssetGrp is a repeating subcomponent of the InstrumentLeg component used to specify secondary assets of a multi-asset swap.
4080	BlockRepeating	Common	LegSettlRateDisruptionFallbackGrp	SettlRtFallbck	The LegSettlRateDisruptionsFallbackGrp is a repeating subcomponent of the LegPaymentStreamNonDeliverableSettlTerms component used to specify the method, prioritized by the order it is listed, to get a replacement rate for a disrupted settlement rate option for a non-deliverable settlement currency.
4034	Block	Common	LegStreamCalculationPeriodDates	CalcDts	LegStreamCalculationPeriodDates is a subcomponent of the LegStreamGrp component used to specify the calculation period dates of the stream.
4032	Block	Common	LegStreamEffectiveDate	EfctvDt	LegStreamEffectivedDate is a subcomponent of the LegStreamGrp component used to specify the effective date of the stream.
4031	BlockRepeating	Common	LegStreamGrp	Strm	The LegStreamGrp is a repeating subcomponent of the InstrumentLeg component used to detail the swap streams associated with the instrument.	A swap will ordinarily have one or two streams. Each one may contain a LegStreamDesc(40243) with a descriptive string such as "Float" or "Fixed". However the choice of description should have no effect on the stream's purpose. LegStreamPaySide(40244) and LegStreamReceiveSide(40245) link the appropriate swap parties to their role in the stream. In pre-trade messages the side value (e.g. Side(54) field) of the request or order should be "1" (Buy) or "2" (Sell), and LegStreamPaySide(40244) and LegStreamReceiveSide(40245) should be set to the same side value indicating the aggressor's desired role. On fills and post-trade messages, the executing firm takes the opposite side and indicates its role by setting LegStreamPaySide(40244) and LegStreamReceiveSide(40245) to the opposite side of the aggressor's role.
4033	Block	Common	LegStreamTerminationDate	TrmtnDt	LegStreamTerminationDate is a subcomponent of the LegStreamGrp component used to specify the termination date of the stream.
4027	BlockRepeating	Common	PaymentGrp	Pmt	The PaymentGrp is a repeating component used to report additional payments or bullet payments.
4077	BlockRepeating	Common	PaymentScheduleGrp	PmtSched	The PaymentScheduleGrp is a repeating subcomponent of the StreamGrp component used to specify notional and rate steps of the payment stream.
4078	BlockRepeating	Common	PaymentScheduleRateSourceGrp	RtSrc	PaymentScheduleRateSourceGrp is a repeating component within the PaymentScheduleGrp component used to identify primary and secondary rate sources.
4028	BlockRepeating	Common	PaymentSettlGrp	PmtSettl	The PaymentSettlGrp is a repeating subcomponent of the PaymentGrp component used to report payment settlement as a single or split payment.
4029	BlockRepeating	Common	PaymentSettlParties	Pty	PaymentSettlParties is a repeating subcomponent of the PaymentSettlGrp component used to report payment settlement routing.	The fields PaymentSettlPartyID(40233), PaymentSettlPartyIDSource(40234) and PaymentSettlPartyIDRole(40235) are conditionally required when any one these fields is specified.
4030	BlockRepeating	Common	PaymentSettlPtysSubGrp	Sub	PaymentSettlSubParties is a repeating component within the PaymentSettlParties component used to extend information to be reported for the party.
4070	Block	Common	PaymentStream	PmtStrm	The PaymentStream component is a subcomponent of the Stream used to detail the attributes of a payment stream in a swap.
4073	Block	Common	PaymentStreamFixedRate	Fixed	PaymentStreamFixedRate is a subcomponent of the PaymentStream component used to report the fixed rate or fixed payment amount of the stream.
4074	Block	Common	PaymentStreamFloatingRate	Float	PaymentStreamFloatingRate is a subcomponent of the PaymentStream component used to report the floating rate attributes of the stream.
4076	Block	Common	PaymentStreamNonDeliverableFixingDateGrp	FixngDt	PaymentStreamNonDeliverableFixingDate is a subcomponent of the PaymentStreamNonDeliverableSettlTerms component used to specify predetermined fixing dates.	For the purpose of optimization, the NonDeliverableFixingDateType(40827) field may optionally be omitted after the first instance provided the instance(s) which immediately follow is of the same date type. When the next instance requires a different date type from the prior instance, the NonDeliverableFixingDateType(40827) is required to specify the date type.
4075	Block	Common	PaymentStreamNonDeliverableSettlTerms	NonDlvrblTrms	PaymentStreamNonDeliverableSettlTerms is a subcomponent of the PaymentStream component used to specify the non-deliverable settlement terms of the payment stream.
4071	Block	Common	PaymentStreamPaymentDates	PmtDts	PaymentStreamPaymentDates is a subcomponent of the PaymentStream component used to specify the payment dates of the stream.
4072	Block	Common	PaymentStreamResetDates	ResetDts	PaymentStreamResetDates is a subcomponent of the PaymentStream component used to specify the floating rate reset dates of the stream.
4079	BlockRepeating	Common	PaymentStubGrp	PmtStub	The PaymentStubGrp is a repeating subcomponent of the StreamGrp component used to specify front and back stubs of the payment stream.
4025	BlockRepeating	Common	PhysicalSettlTermGrp	PhysSettlTrm	The PhysicalSettlTermGrp is a repeating component within the Instrument component used to report physical settlement terms referenced from UnderlyingInstrument component.
4026	BlockRepeating	Common	PhysicalSettlDeliverableObligationGrp	DlvrblOblig	The PhysicalSettlDeliverableObligationGrp is a repeating component within the PhysicalSettlTermGrp component used to report CDS physical settlement delivery obligations.
4021	BlockRepeating	Common	ProtectionTermGrp	ProtctnTrm	The ProtectionTermGrp is a repeating component within the Instrument component used to report protection term details referenced from UnderlyingInstrument component.
4022	BlockRepeating	Common	ProtectionTermEventGrp	Evnt	The ProtectionTermEventGrp is a repeating component within the ProtectionTermGrp component used to report applicable CDS credit events.
4023	BlockRepeating	Common	ProtectionTermEventQualifierGrp	Qual	The ProtectionTermEventQualifierGrp is a repeating component within the ProtectionTermEventGrp component used to specify qualifying attributes to the event.
4024	BlockRepeating	Common	ProtectionTermObligationGrp	Oblig	The ProtectionTermObligationGrp is a repeating component within the ProtectionTermGrp component used to report applicable CDS obligations.
4017	BlockRepeating	Common	ProvisionCashSettlPaymentDates	CashSettlPmtDts	The ProvisionCashSettlPaymentDates component is a sub-component within the ProvisionGrp component used to report the cash settlement payment dates defined in the provision.
4018	BlockRepeating	Common	ProvisionCashSettlPaymentFixedDateGrp	CashSettlPmtFixedDt	The ProvisionCashSettlPaymentFixedDateGrp is a repeating component within the ProvisionCashSettlPaymentDates component used to report fixed cash settlement payment dates defined in the provision.	For the purpose of optimization, the ProvisionCashSettlPaymentDateType(40173) field may optionally be omitted after the first instance provided the instance(s) which immediately follow is of the same date type. When the next instance requires a different date type from the prior instance, the ProvisionCashSettlPaymentDateType(40173) is required to specify the date type.
4012	Block	Common	ProvisionCashSettlValueDates	CashSettlValDts	The ProvisionCashSettlValueDates component is a subcomponent within the ProvisionGrp component used to report the cash settlement value date and time defined in the provision.
4014	BlockRepeating	Common	ProvisionOptionExerciseFixedDateGrp	OptExerFixedDt	The ProvisionOptionExerciseFixedDateGrp is a repeating component within the ProvisionOptionExerciseDates component used to report an array of unadjusted or adjusted fixed exercise dates.	For the purpose of optimization, the ProvisionOptionExerciseFixedDateType(40144) field may optionally be omitted after the first instance provided the instance(s) which immediately follow is of the same date type. When the next instance requires a different date type from the prior instance, the ProvisionOptionExerciseFixedDateType(40144) is required to specify the date type.
4013	Block	Common	ProvisionOptionExerciseDates	OptExerDts	The ProvisionOptionExerciseDates is a subcomponent within the ProvisionGrp component used to report the option exercise dates and times defined in the provision.
4015	Block	Common	ProvisionOptionExpirationDate	OptExpDt	The ProvisionOptionExerciseDate is a subcomponent within the ProvisionGrp component used to report the option expiration date and times defined in the provision.
4016	Block	Common	ProvisionOptionRelevantUnderlyingDate	OptRelvntUndlyDt	The ProvisionOptionRelevantUnderlyingDate is a subcomponent within the ProvisionGrp component used to report the option relevant underlying date defined in the provision.
4011	BlockRepeating	Common	ProvisionGrp	Prov	The ProvisionGrp is a repeating subcomponent of the Instrument component used to detail the additional terms and conditions associated with the instrument.	A swap may have one or more provisions defined.
4019	BlockRepeating	Common	ProvisionParties	Pty	ProvisionParties is a repeating component within the Provision component used to report the parties identified in the contract provision.	The fields ProvisionPartyID(40175), ProvisionPartyIDSource(40176) and ProvisionPartyIDRole(40177) are conditionally required when any one these fields is specified.
4020	BlockRepeating	Common	ProvisionPtysSubGrp	Sub	ProvisionPtysSubGrp is a repeating component within the ProvisionParties component used to extend information to be reported for the party.
2220	BlockRepeating	TradeCapture	RegulatoryTradeIDGrp	RegTrdID	The RegulatoryTradeIDGrp is a repeating component within the TradeCaptureReport message used to report the source, value and relationship of multiple trade identifiers for the same trade. This component can be used to meet regulatory trade reporting requirements where identifiers such as the Unique Swaps Identifier (USI) are required to be reported, showing the chaining of these identifiers as needed.
2226	BlockRepeating	Common	SecondaryAssetGrp	ScndryAsset	SecondaryAssetGrp is a repeating subcomponent of the Instrument component used to specify secondary assets of a multi-asset swap.
4010	BlockRepeating	Common	SettlRateDisruptionFallbackGrp	SettlRtFallbck	The SettlRateDisruptionsFallbackGrp is a repeating subcomponent of the PaymentStreamNonDeliverableSettlTermGrp component used to specify the method, prioritized by the order it is listed, to get a replacement rate for a disrupted settlement rate option for a non-deliverable settlement currency.
2222	BlockRepeating	TradeCapture	SideRegulatoryTradeIDGrp	RegTrdID	The SideRegulatoryTradeIDGrp is a repeating component within the TrdCapRptSideGrp component used to report the source, value and relationship of multiple trade identifiers for the same trade side. This component can be used to meet regulatory trade reporting requirements where identifiers such as the Unique Swaps Identifier (USI) are required to be reported, showing the chaining of these identifiers as needed.
4009	Block	Common	StreamCalculationPeriodDates	CalcDts	StreamCalculationPeriodDates is a subcomponent of the StreamGrp component used to specify the calculation period dates of the stream.
4081	Block	Common	StreamEffectiveDate	EfctvDt	StreamEffectivedDate is a subcomponent of the StreamGrp component used to specify the effective date of the stream.
4006	BlockRepeating	Common	StreamGrp	Strm	The StreamGrp is a repeating subcomponent of the Instrument component used to detail the swap streams associated with the instrument.	A swap will ordinarily have one or two streams. Each one may contain a StreamDesc(40051) with a descriptive string such as "Float" or "Fixed". However the choice of description should have no effect on the stream's purpose. StreamPaySide(40052) and StreamReceiveSide(40053) link the appropriate swap parties to their role in the stream. In pre-trade messages the side value (e.g. Side(54) field) of the request or order should be set to the same side value indicating the aggressor's desired role. On fills and post-trade messages the executing firm takes the opposite side and indicates its role by setting StreamPaySide(40052) and StreamReceiveSide(40053) to the opposite side of the aggressor's role.
4008	Block	Common	StreamTerminationDate	TrmtnDt	StreamTerminationDate is a subcomponent of the StreamGrp component used to specify the termination date of the stream.
2228	BlockRepeating	Common	UnderlyingComplexEvents	CmplxEvnt	UnderlyingComplexEvents is a repeating subcomponent of the UnderlyingInstrument component used to specify an unlimited number and types of events in the lifetime of an option.
2229	BlockRepeating	Common	UnderlyingComplexEventDates	EvntDts	UnderlyingComplexEventDates is a repeating subcomponent of the UnderlyingComplexEvents component used to specify the date and time ranges when a complex event is in effect.
2230	BlockRepeating	Common	UnderlyingComplexEventTimes	EvntTms	UnderlyingComplexEventTimes is a repeating subcomponent of the UnderlyingComplexEventDates component used to specify the time ranges when a complex event is in effect.
2227	BlockRepeating	Common	UnderlyingEvntGrp	Evnt	UnderlyingEvntGrp is a repeating subcomponent of the UnderlyingInstrument component used to specify events associated with the instrument.	The UnderlyingEvntGrp contains three different methods to express a "time" associated with the event using the UnderlyingEventDate(1983) and UnderlyingEventTime(1984) pair of fields or the UnderlyingEventTimeUnit(1985) and UnderlyingEventTimePeriod(1986) pair of fields or UnderlyingEventMonthYear(2342). The UnderlyingEventDate(1983), and optional UnderlyingEventTime(1984), may be used to specify an exact date and optional time for the event. The UnderlyingEventTimeUnit(1985) and UnderlyingEventTimePeriod(1986) may be used to express a time period associated with the event, e.g. 3-month, 4-years, 2-weeks. The UnderlyingEventMonthYear(2342), and optional UnderlyingEventTime(1984), may be used to express the event as a month of year, with optional day of month or week of month. Either UnderlyingEventDate(1983) or UnderlyingEventMonthYear(2342), and the optional UnderlyingEventTime(1984), must be specified or UnderlyingEventTimeUnit(1985) and UnderlyingEventTimePeriod(1986) must be specified. The UnderlyingEventMonthYear(2342) may be used instead of UnderlyingEventDate(1983) when month-year, with optional day of month or week of month, is required instead of a date.
4067	BlockRepeating	Common	UnderlyingPaymentScheduleGrp	PmtSched	The UnderlyingPaymentScheduleGrp is a repeating subcomponent of the UnderlyingPaymentStream component used to specify notional and rate steps in the payment stream.
4068	BlockRepeating	Common	UnderlyingPaymentScheduleRateSourceGrp	RtSrc	UnderlyingPaymentScheduleRateSourceGrp is a repeating component within the UnderlyingPaymentScheduleGrp component used to identify primary and secondary rate sources.
4059	Block	Common	UnderlyingPaymentStream	PmtStrm	The UnderlyingPaymentStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a payment stream in a swap.
4062	Block	Common	UnderlyingPaymentStreamFixedRate	Fixed	UnderlyingPaymentStreamFixedRate is a subcomponent of the UnderlyingPaymentStream component used to report the fixed rate or fixed payment amount of the stream.
4063	Block	Common	UnderlyingPaymentStreamFloatingRate	Float	UnderlyingPaymentStreamFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the floating rate attributes of the stream.
4065	Block	Common	UnderlyingPaymentStreamNonDeliverableFixingDateGrp	FixngDt	UnderlyingPaymentStreamNonDeliverableFixingDate is a subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTerms component used to specify predetermined fixing dates.	For the purpose of optimization, the UnderlyingNonDeliverableFixingDateType(40658) field may optionally be omitted after the first instance provided the instance(s) which immediately follow is of the same date type. When the next instance requires a different date type from the prior instance, the UnderlyingNonDeliverableFixingDateType(40658) is required to specify the date type.
4064	Block	Common	UnderlyingPaymentStreamNonDeliverableSettlTerms	NonDlvrblTrms	UnderlyingPaymentStreamNonDeliverableSettlTerms is a subcomponent of the UnderlyingPaymentStream component used to specify the non-deliverable settlement terms of the stream.
4060	Block	Common	UnderlyingPaymentStreamPaymentDates	PmtDts	UnderlyingPaymentStreamPaymentDates is a subcomponent of the UnderlyingPaymentStream component used to specify the payment dates of the stream.
4061	Block	Common	UnderlyingPaymentStreamResetDates	ResetDts	UnderlyingPaymentStreamResetDates is a subcomponent of the UnderlyingPaymentStream component used to specify the floating rate reset dates of the stream.
4069	BlockRepeating	Common	UnderlyingPaymentStubGrp	PmtStub	The UnderlyingPaymentStubGrp is a repeating subcomponent of the UnderlyingPaymentStream component used to specify front and back stubs in the payment stream.
2233	BlockRepeating	Common	UnderlyingSecondaryAssetGrp	ScndryAsset	UnderlyingSecondaryAssetGrp is a repeating subcomponent of the UnderlyingInstrument component used to specify secondary assets of a multi-asset swap.
4066	BlockRepeating	Common	UnderlyingSettlRateDisruptionFallbackGrp	SettlRtFallbck	The UnderlyingSettlRateDisruptionFallbackGrp is a repeating subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTermGrp component used to specify the method, prioritized by the order it is listed, to get a replacement rate for a disrupted settlement rate option for a non-deliverable settlement currency.
4058	Block	Common	UnderlyingStreamCalculationPeriodDates	CalcDts	UnderlyingStreamCalculationPeriodDates is a subcomponent of the UnderlyingStreamGrp component used to specify the calculation period dates of the stream.
4007	Block	Common	UnderlyingStreamEffectiveDate	EfctvDt	UnderlyingStreamEffectivedDate is a subcomponent of the UnderlyingStreamGrp component used to specify the effective date of the stream.
4056	BlockRepeating	Common	UnderlyingStreamGrp	Strm	The UnderlyingStreamGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail the swap streams associated with the instrument.	A swap will ordinarily have one or two payment streams. Each one may contain an UnderlyingStreamDesc(40542) with a descriptive string such as "Float" or "Fixed". However the choice of description should have no effect on the stream's purpose. UnderlyingStreamPaySide(40543) and UnderlyingStreamReceiveSide(40544) link the appropriate swap parties to their role in the stream. In pre-trade messages the side value (e.g. Side(54) field) of the request or order should be "1" (Buy) or "2" (Sell), and UnderlyingStreamPaySide(40543) and UnderlyingStreamReceiveSide(40544) should be set to the same side value indicating the aggressor's desired role. On fills and post-trade messages, the executing firm takes the opposite side and indicates its role by setting UnderlyingStreamPaySide(40543) and UnderlyingStreamReceiveSide(40544) to the opposite side of the aggressor's role.
4057	Block	Common	UnderlyingStreamTerminationDate	TrmtnDt	UnderlyingStreamTerminationDate is a subcomponent of the UnderlyingStreamGrp component used to specify the termination date of the stream.
4083	BlockRepeating	Common	CashSettlDealerGrp	Dlr	CashSettlDealerGrp is a repeating subcomponent within the CashSettlTermGrp component. It is used to specify the dealers from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation.
4084	BlockRepeating	Common	BusinessCenterGrp	BizCtr	BusinessCenterGrp is a repeating subcomponent within the DateAdjustment component. It is used to specify the set of business centers whose calendars drive the date adjustment. The business centers defined here apply to all adjustable dates in the instrument unless specifically overridden in the respective specified components elsewhere.
4085	Block	Common	DateAdjustment	DtAdjmt	DateAdjustment is a subcomponent in the Instrument component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument, unless specifically overridden in the respective specified components elsewhere.
4086	BlockRepeating	Common	LegBusinessCenterGrp	BizCtr	LegBusinessCenterGrp is a repeating subcomponent within the LegDateAdjustment component. It is used to specify the set of business centers whose calendars drive the date adjustment. The business centers defined here apply to all adjustable dates in the instrument leg unless specifically overridden elsewhere in the respective specified components further within the InstrumentLeg component.
4087	Block	Common	LegDateAdjustment	DtAdjmt	LegDateAdjustment is a subcomponent within the InstrumentLeg component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument leg, unless specifically overridden elsewhere in the respective specified components further within the InstrumentLeg component.
4088	BlockRepeating	Common	LegPaymentScheduleFixingDateBusinessCenterGrp	FixngBizCtr	LegPaymentScheduleFixingDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
4089	BlockRepeating	Common	LegPaymentScheduleInterimExchangeDateBusinessCenterGrp	IntrmExchDtBizCtr	LegPaymentScheduleInterimExchangeDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
4090	BlockRepeating	Common	LegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp	BizCtr	LegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamNonDeliverableSettlTerms component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
4091	BlockRepeating	Common	LegPaymentStreamPaymentDateBusinessCenterGrp	BizCtr	LegPaymentStreamPaymentDateBusinessCenterGrp is a repeating subcomponent of the LegPaymentStreamPaymentDates component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
4092	BlockRepeating	Common	LegPaymentStreamResetDateBusinessCenterGrp	BizCtr	LegPaymentStreamResetDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
4093	BlockRepeating	Common	LegPaymentStreamInitialFixingDateBusinessCenterGrp	InitBizCtr	LegPaymentStreamInitialFixingDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamResetDates component used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
4094	BlockRepeating	Common	LegPaymentStreamFixingDateBusinessCenterGrp	FixngBizCtr	LegPaymentStreamFixingDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
4095	BlockRepeating	Common	LegProvisionCashSettlPaymentDateBusinessCenterGrp	BizCtr	LegProvisionCashSettlPaymentDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionCashSettlPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
4096	BlockRepeating	Common	LegProvisionCashSettlValueDateBusinessCenterGrp	BizCtr	LegProvisionCashSettlValueDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionCashSettlValueDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
4097	BlockRepeating	Common	LegProvisionOptionExerciseBusinessCenterGrp	BizCtr	LegProvisionOptionExerciseBusinessCenterGrp is a repeating subcomponent within the LegProvisionOptionExerciseDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
4098	BlockRepeating	Common	LegProvisionOptionExpirationDateBusinessCenterGrp	BizCtr	LegProvisionOptionExpirationDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionOptionExpirationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
4099	BlockRepeating	Common	LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp	BizCtr	LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionOptionRelevantUnderlyingDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
4100	BlockRepeating	Common	LegProvisionDateBusinessCenterGrp	BizCtr	LegProvisionDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
4101	BlockRepeating	Common	LegStreamCalculationPeriodBusinessCenterGrp	BizCtr	LegStreamCalculationPeriodBusinessCenterGrp is a repeating subcomponent within the LegStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
4102	BlockRepeating	Common	LegStreamFirstPeriodStartDateBusinessCenterGrp	FirstStartDtBizCtr	LegStreamFirstPeriodStartDateBusinessCenterGrp is a repeating subcomponent within the LegStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
4103	BlockRepeating	Common	LegStreamEffectiveDateBusinessCenterGrp	BizCtr	LegStreamEffectiveDateBusinessCenterGrp is a repeating subcomponent within the LegStreamEffectiveDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
4104	BlockRepeating	Common	LegStreamTerminationDateBusinessCenterGrp	BizCtr	LegStreamTerminationDateBusinessCenterGrp is a repeating subcomponent within the LegStreamTerminationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
4105	BlockRepeating	Common	PaymentBusinessCenterGrp	BizCtr	PaymentBusinessCenterGrp is a repeating subcomponent within the PaymentGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
4106	BlockRepeating	Common	PaymentScheduleFixingDateBusinessCenterGrp	FixngBizCtr	PaymentScheduleFixingDateBusinessCenterGrp is a repeating subcomponent within the PaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
4107	BlockRepeating	Common	PaymentScheduleInterimExchangeDateBusinessCenterGrp	IntrmExchDtBizCtr	PaymentScheduleInterimExchangeDateBusinessCenterGrp is a repeating subcomponent within the PaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
4108	BlockRepeating	Common	PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp	BizCtr	PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp is a repeating subcomponent within the PaymentStreamNonDeliverableSettlTerms component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
4109	BlockRepeating	Common	PaymentStreamPaymentDateBusinessCenterGrp	BizCtr	PaymentStreamPaymentDateBusinessCenterGrp is a repeating subcomponent within the PaymentStreamPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
4110	BlockRepeating	Common	PaymentStreamResetDateBusinessCenterGrp	BizCtr	PaymentStreamResetDateBusinessCenterGrp is a repeating subcomponent within the PaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
4111	BlockRepeating	Common	PaymentStreamInitialFixingDateBusinessCenterGrp	InitBizCtr	PaymentStreamInitialFixingDateBusinessCenterGrp is a repeating subcomponent within the PaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
4112	BlockRepeating	Common	PaymentStreamFixingDateBusinessCenterGrp	FixngBizCtr	PaymentStreamFixingDateBusinessCenterGrp is a repeating subcomponent within the PaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
4113	BlockRepeating	Common	ProtectionTermEventNewsSourceGrp	NewsSrc	ProtectionTermEventNewsSourceGrp is a repeating subcomponent within the ProtectionTermGrp component. It is used to specify the particular newspapers or electronic news services and sources that may publish relevant information used in the determination of whether or not a credit event has occurred.
4114	BlockRepeating	Common	ProvisionCashSettlPaymentDateBusinessCenterGrp	BizCtr	ProvisionCashSettlPaymentDateBusinessCenterGrp is a repeating subcomponent within the ProvisionCashSettlPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
4115	BlockRepeating	Common	ProvisionCashSettlValueDateBusinessCenterGrp	BizCtr	ProvisionCashSettlValueDateBusinessCenterGrp is a repeating subcomponent within the ProvisionCashSettlValueDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
4116	BlockRepeating	Common	ProvisionOptionExerciseBusinessCenterGrp	BizCtr	ProvisionOptionExerciseBusinessCenterGrp is a repeating subcomponent within the ProvisionOptionExerciseDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
4117	BlockRepeating	Common	ProvisionOptionExpirationDateBusinessCenterGrp	BizCtr	ProvisionOptionExpirationDateBusinessCenterGrp is a repeating subcomponent within the ProvisionOptionExpirationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
4118	BlockRepeating	Common	ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp	BizCtr	ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp is a repeating subcomponent within the ProvisionOptionRelevantUnderlyingDate component. It is used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
4119	BlockRepeating	Common	ProvisionDateBusinessCenterGrp	BizCtr	ProvisionDateBusinessCenterGrp is a repeating subcomponent within the ProvisionGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
4120	BlockRepeating	Common	StreamCalculationPeriodBusinessCenterGrp	BizCtr	StreamCalculationPeriodBusinessCenterGrp is a repeating subcomponent within the StreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
4121	BlockRepeating	Common	StreamFirstPeriodStartDateBusinessCenterGrp	FirstStartDtBizCtr	StreamFirstPeriodStartDateBusinessCenterGrp is a repeating subcomponent within the StreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
4122	BlockRepeating	Common	StreamEffectiveBusinessCenterGrp	BizCtr	StreamEffectiveBusinessCenterGrp is a repeating subcomponent of the StreamEffectiveDate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
4123	BlockRepeating	Common	StreamTerminationDateBusinessCenterGrp	BizCtr	StreamTerminationDateBusinessCenterGrp is a repeating subcomponent within the StreamTerminationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in the Instrument component.
4124	BlockRepeating	Common	UnderlyingBusinessCenterGrp	BizCtr	UnderlyingBusinessCenterGrp is a repeating subcomponent within the UnderlyingDateAdjustment component. It is used to specify the set of business centers whose calendars drive the date adjustment. The business centers defined here apply to all adjustable dates in the instrument unless specifically overridden.
4125	Block	Common	UnderlyingDateAdjustment	DtAdjmt	UnderlyingDateAdjustment is a subcomponent within the UnderlyingInstrument component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the underlying instrument, unless specifically overridden in the respective specified components further within the UnderlyingInstrument component.
4126	BlockRepeating	Common	UnderlyingPaymentScheduleFixingDateBusinessCenterGrp	FixngBizCtr	UnderlyingPaymentScheduleFixingDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component.
4127	BlockRepeating	Common	UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp	IntrmExchDtBizCtr	UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component.
4128	BlockRepeating	Common	UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp	BizCtr	UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamNonDeliverableSettlTerms component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component.
4129	BlockRepeating	Common	UnderlyingPaymentStreamPaymentDateBusinessCenterGrp	BizCtr	UnderlyingPaymentStreamPaymentDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component.
4130	BlockRepeating	Common	UnderlyingPaymentStreamResetDateBusinessCenterGrp	BizCtr	UnderlyingPaymentStreamResetDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
4131	BlockRepeating	Common	UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp	InitBizCtr	UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
4132	BlockRepeating	Common	UnderlyingPaymentStreamFixingDateBusinessCenterGrp	FixngBizCtr	UnderlyingPaymentStreamFixingDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
4133	BlockRepeating	Common	UnderlyingStreamCalculationPeriodBusinessCenterGrp	BizCtr	UnderlyingStreamCalculationPeriodBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
4134	BlockRepeating	Common	UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp	FirstStartDtBizCtr	UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
4135	BlockRepeating	Common	UnderlyingStreamEffectiveDateBusinessCenterGrp	BizCtr	UnderlyingStreamEffectiveDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamEffectiveDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
4136	BlockRepeating	Common	UnderlyingStreamTerminationDateBusinessCenterGrp	BizCtr	UnderlyingStreamTerminationDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamTerminationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
4042	Block	Common	LegPaymentStreamNonDeliverableSettlRateSource	RtSrc	LegPaymentStreamNonDeliverableSettlRateSource is a subcomponent of the LegPaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery.
4082	Block	Common	LegSettlRateFallbackRateSource	RtSrc	LegSettlRateFallbackRateSource is a subcomponent of the LegSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback.
4137	Block	Common	PaymentStreamNonDeliverableSettlRateSource	RtSrc	PaymentStreamNonDeliverableSettlRateSource is a subcomponent of the PaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery.
4138	Block	Common	SettlRateFallbackRateSource	RtSrc	SettlRateFallbackRateSource is a subcomponent of the SettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback.
4139	Block	Common	UnderlyingPaymentStreamNonDeliverableSettlRateSource	RtSrc	UnderlyingPaymentStreamNonDeliverableSettlRateSource is a subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery.
4140	Block	Common	UnderlyingSettlRateFallbackRateSource	RtSrc	UnderlyingSettlRateFallbackRateSource is a subcomponent of the UnderlyingSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback.
4201	Block	Common	ProvisionCashSettlQuoteSource	CashSettlQteSrc	The ProvisionCashSettlQuoteSource is a subcomponent of the ProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes.
4202	Block	Common	LegProvisionCashSettlQuoteSource	CashSettlQteSrc	The LegProvisionCashSettlQuoteSource is a subcomponent of the LEgProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes.

Message/Component Content

Message/Components Content Changes

ComponentID	TagText	Position	Description
64	StandardTrailer	160
1003	22		Conditionally required when SecurityID(48) is specified.
1062	1448		Conditionally required when RateSource(1446) = 99 (Other).
2070	865		Required if NoEvents(864) > 0.
2070	866		Conditionally required when EventTime(1145) is specified.
2070	1827		Conditionally required when EventTimePeriod(1826) is specified.
2070	1826		Conditionally required when EventTimeUnit(1827) is specified.
2070	868

Messages/Components Content Added

ComponentID	TagText	Indent	Position	Description
64	RegulatoryTradeIDGrp	0	23.5
64	PaymentGrp	0	28
64	1832	0	145
64	1924	0	146
64	1925	0	147
64	1926	0	148
64	1927	0	149
64	1928	0	150
64	1929	0	151
64	1930	0	152
64	1931	0	153
64	1932	0	154
64	1933	0	155
64	1934	0	156
64	1935	0	157
64	1936	0	158
64	1937	0	159
1002	1961	0	2.5
1002	1962	0	4.05
1002	1963	0	4.10
1002	1964	0	4.15
1002	1965	0	4.20
1002	1966	0	4.25
1002	FinancingContractualDefinitionGrp	0	4.50
1002	FinancingTermSupplementGrp	0	4.55
1002	FinancingContractualMatrixGrp	0	4.60
1002	1967	0	4.65
1002	1968	0	4.70
1002	1969	0	4.75
1002	1970	0	4.80
1003	1938	0	14.805
1003	1939	0	14.810
1003	1940	0	14.815
1003	SecondaryAssetGrp	0	14.817
1003	1941	0	14.820
1003	1942	0	14.825	Conditionally required when MthToDefault(1943) is specified.
1003	1943	0	14.830
1003	1944	0	14.835
1003	1945	0	14.840
1003	1946	0	14.845
1003	1947	0	14.850
1003	1948	0	14.855	Conditionally required when CouponFrequencyUnit(1949) is specified.
1003	1949	0	14.860	Conditionally required when CouponFrequencyPeriod(1948) is specified.
1003	1950	0	14.865
1003	1951	0	14.870
1003	1952	0	14.875	Conditionally required when ConvertibleBondEquityID(1951) is specified.
1003	1953	0	14.880
1003	1954	0	14.885
1003	1955	0	14.890
1003	1956	0	14.895
1003	1957	0	14.900
1003	1958	0	14.905
1003	1959	0	14.910
1003	1960	0	14.915
1003	DateAdjustment	0	51
1003	StreamGrp	0	52
1003	ProvisionGrp	0	53
1003	AdditionalTermGrp	0	54
1003	ProtectionTermGrp	0	55
1003	CashSettlTermGrp	0	56
1003	PhysicalSettlTermGrp	0	57
1005	2067	0	14.2
1005	2068	0	14.4
1005	2069	0	14.6
1005	LegSecondaryAssetGrp	0	14.8
1005	2070	0	14.9
1005	LegEvntGrp	0	45
1005	LegDateAdjustment	0	45.5
1005	LegStreamGrp	0	46
1005	LegProvisionGrp	0	47
1021	1988	0	52
1021	1989	0	53
1021	1990	0	54
1021	1991	0	55	Conditionally required when UnderlyingCouponFrequencyUnit(1992) is specified.
1021	1992	0	56	Conditionally required when UnderlyingCouponFrequencyPeriod(1991) is specified.
1021	1993	0	57
1021	1994	0	58
1021	1995	0	59	Conditionally required when UnderlyingObligationID(1994) is specified.
1021	1996	0	60
1021	1997	0	61	Conditionally required when UnderlyingEquityID(1996) is specified.
1021	UnderlyingEvntGrp	0	61.5
1021	1998	0	62
1021	1999	0	63
1021	2000	0	64
1021	2003	0	67
1021	2004	0	68
1021	2005	0	69
1021	2006	0	70
1021	2007	0	71
1021	2008	0	72
1021	2009	0	73
1021	2010	0	74
1021	2011	0	75
1021	2012	0	76
1021	2013	0	77
1021	2014	0	78
1021	2015	0	79
1021	UnderlyingSecondaryAssetGrp	0	79.5
1021	2016	0	80
1021	2017	0	81	Conditionally required when UnderlyingMthToDefault(2018) is specified.
1021	2018	0	82
1021	2019	0	83
1021	2020	0	84
1021	2021	0	85
1021	2022	0	86
1021	2023	0	87
1021	2024	0	88
1021	2025	0	89
1021	2026	0	90
1021	2027	0	91
1021	2028	0	92
1021	2029	0	93
1021	2030	0	94
1021	2031	0	95
1021	2032	0	96
1021	2033	0	97
1021	2034	0	98
1021	2035	0	99
1021	2036	0	100
1021	2037	0	101
1021	2038	0	102
1021	2039	0	103
1021	2040	0	104
1021	2041	0	105
1021	2042	0	106
1021	2043	0	107
1021	2044	0	108
1021	41314	0	108.3
1021	41315	0	108.6
1021	UnderlyingComplexEvents	0	109
1021	UnderlyingDateAdjustment	0	110
1021	UnderlyingStreamGrp	0	111
2060	AllocRegulatoryTradeIDGrp	1	5.2
2061	SideRegulatoryTradeIDGrp	1	15
2061	1980	1	75
2070	2340	1	3.5
2070	1578	1	6	Must be set if EncodedEventText(1579) field is specified and must immediately precede it.
2070	1579	1	7	Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding(347) field.
2220	1907	0	1
2220	1903	1	2	Required if NoRegulatoryTradeIDs(1907) > 0.
2220	1905	1	3
2220	1904	1	4
2220	1906	1	5
2221	1908	0	1
2221	1909	1	2	Required if NoAllocRegulatoryTradeIDs(1908) > 0.
2221	1910	1	3
2221	1911	1	4
2221	1912	1	5
2222	1971	0	1
2222	1972	1	2	Required if NoSideRegulatoryTradeIDs(1971) > 0.
2222	1973	1	3
2222	1974	1	4
2222	1975	1	5
2226	1976	0	1
2226	1977	1	2	Required if NoSecondaryAssetClasses(1976) > 0.
2226	1978	1	3
2226	1979	1	4
2227	1981	0	1
2227	1982	1	2	Required if NoUnderlyingEvents(1982) > 0.
2227	1983	1	3	Conditionally required when UnderlyingEventTime(1984) is specified.
2227	1984	1	4
2227	1985	1	5	Conditionally required when UnderlyingEventTimePeriod(1986) is specified.
2227	1986	1	6	Conditionally required when UnderlyingEventTimeUnit(1985) is specified.
2227	2342	1	6.5
2227	1987	1	7
2227	2071	1	8
2227	2072	1	9	Must be set if EncodedUnderlyingEventText(2073) field is specified and must immediately precede it.
2227	2073	1	10	Encoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding(347) field.
2228	2045	0	1
2228	2046	1	2	Required if NoUnderlyingComplexEvents(2045) > 0.
2228	2047	1	3
2228	2048	1	4
2228	2049	1	5
2228	2050	1	6
2228	2051	1	7
2228	2052	1	8	Conditionally required when there are more than one UnderlyingComplexEvent occurrences. A chain of events must be linked together through use of the UnderlyingComplexEventCondition(2052) in which the relationship between any two events is described. For any two occurances of events the first occurrence will specify the UnderlyingComplexEventCondition(2052) which links it with the second event.
2228	UnderlyingComplexEventDates	1	9
2229	2053	0	1
2229	2054	1	2	Required if NoUnderlyingComplexEventDates(2054) > 0.
2229	2055	1	3	Required if NoUnderlyingComplexEventDates(2054) > 0.
2229	UnderlyingComplexEventTimes	1	4
2230	2056	0	1
2230	2057	1	2	Required if NoUnderlyingComplexEventTimes(2056) > 0.
2230	2058	1	3	Required if NoUnderlyingComplexEventTimes(2056) > 0.
2231	2059	0	1
2231	2060	1	2	Required if NoLegEvents(2059) > 0.
2231	2061	1	3	Conditionally required when LegEventTime(2062) is specified.
2231	2062	1	4
2231	2063	1	5	Conditionally required when LegEventTimePeriod(2064) is specified.
2231	2064	1	6	Conditionally required when LegEventTimeUnit(2063) is specified.
2231	2341	1	6.5
2231	2065	1	7
2231	2066	1	8
2231	2074	1	9	Must be set if EncodedLegEventText(2075) field is specified and must immediately precede it.
2231	2075	1	10	Encoded (non-ASCII characters) representation of the LegEventText(2066) field in the encoded format specified via the MessageEncoding(347) field.
4000	40000	0	1
4000	40001	1	2	Required if NoAdditionalTermBondRefs(40000) > 0.
4000	40002	1	3	Conditionally required when AdditionalTermBondSecurityID(40001) is specified.
4000	40003	1	4
4000	40004	1	5	Must be set if EncodedAdditionalTermBondDesc(40005) field is specified and must immediately precede it.
4000	40005	1	6	Encoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding(347) field.
4000	40006	1	7
4000	40007	1	8
4000	40008	1	9	Must be set if EncodedAdditionalTermBondIssuer(40009) field is specified and must immediately precede it.
4000	40009	1	10	Encoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding(347) field.
4000	40010	1	11
4000	40011	1	12
4000	40012	1	13
4000	40013	1	14
4000	40014	1	15
4000	40015	1	16
4000	40016	1	17	Conditionally required when AdditionalTermBondCouponFrequencyUnit(40017) is specified.
4000	40017	1	18	Conditionally required when AdditionalTermBondCouponFrequencyPeriod(40016) is specified.
4000	40018	1	19
4001	40019	0	1
4001	40020	1	2	Required if NoAdditionalTerms(40019) > 0.
4001	40021	1	3
4001	AdditionalTermBondRefGrp	1	4
4002	40022	0	1
4002	40023	1	2	Required if NoCashSettlTerms(40022) > 0.
4002	40024	1	3
4002	40916	1	4
4002	40917	1	5
4002	40025	1	6
4002	40026	1	7
4002	40027	1	8
4002	40028	1	9
4002	40029	1	10
4002	40030	1	11
4002	40031	1	12
4002	CashSettlDealerGrp	1	13
4002	40033	1	14
4002	40034	1	15
4002	40035	1	16
4002	40036	1	17
4002	40037	1	18
4002	40038	1	19
4002	40039	1	20
4003	40040	0	1
4003	40041	1	2	Required if NoContractualDefinitions(40040) > 0.
4004	40042	0	1
4004	40043	1	2	Required if NoContractualMatrices(40042) > 0.
4004	40044	1	3
4004	40045	1	4
4005	40046	0	1
4005	40047	1	2	Required if NoFinancingTermSupplements(40046) > 0.
4005	40048	1	3
4006	40049	0	1
4006	40050	1	2	Required if NoStreams(40049) > 0.
4006	40051	1	3
4006	40052	1	4
4006	40053	1	5
4006	40054	1	7
4006	40055	1	8
4006	StreamEffectiveDate	1	9
4006	StreamTerminationDate	1	10
4006	StreamCalculationPeriodDates	1	11
4006	PaymentStream	1	12
4006	PaymentScheduleGrp	1	13
4006	PaymentStubGrp	1	14
4006	40056	1	15
4006	40982	1	16	Must be set if EncodedStreamText(40983) field is specified and must immediately precede it.
4006	40983	1	17	Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding(347) field.
4007	40057	0	1
4007	40058	0	2	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's stream effective dates.
4007	UnderlyingStreamEffectiveDateBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's stream effective dates.
4007	40060	0	4
4007	40061	0	5	Conditionally required when UnderlyingStreamEffectiveDateOffsetUnit(40062) is specified.
4007	40062	0	6	Conditionally required when UnderlyingStreamEffectiveDateOffsetPeriod(40061) is specified.
4007	40063	0	7
4007	40064	0	8
4008	40065	0	1
4008	40066	0	2	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the termination date of the stream.
4008	StreamTerminationDateBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the termination date of the stream.
4008	40068	0	4
4008	40069	0	5	Conditionally required when StreamTerminationDateOffsetUnit(40070) is specified.
4008	40070	0	6	Conditionally required when StreamTerminationDateOffsetPeriod(40069) is specified.
4008	40071	0	7
4008	40072	0	8
4009	40073	0	1	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream.
4009	StreamCalculationPeriodBusinessCenterGrp	0	2	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream.
4009	40075	0	3
4009	40076	0	4	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream.
4009	StreamFirstPeriodStartDateBusinessCenterGrp	0	5	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream.
4009	40078	0	6
4009	40079	0	7
4009	40080	0	8
4009	40081	0	9
4009	40082	0	10	Conditionally required when StreamCalculationFrequencyUnit(40083) is specified.
4009	40083	0	11	Conditionally required when StreamCalculationFrequencyPeriod(40082) is specified.
4009	40084	0	12	When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream calculation dates.
4010	40085	0	1
4010	40086	1	2	Required if NoSettlRateFallbacks(40085) > 0.
4010	SettlRateFallbackRateSource	1	3
4010	40088	1	4
4010	40089	1	5
4011	40090	0	1
4011	40091	1	2	Required if NoProvisions(40090) > 0.
4011	40092	1	3
4011	40093	1	4	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions.
4011	ProvisionDateBusinessCenterGrp	1	5	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions.
4011	40095	1	6
4011	40096	1	7	Conditionally required when ProvisionDateTenorUnit(40097) is specified.
4011	40097	1	8	Conditionally required when ProvisionDateTenorPeriod(40096) is specified.
4011	40098	1	9
4011	40099	1	10
4011	40100	1	11
4011	ProvisionCashSettlValueDates	1	12
4011	ProvisionOptionExerciseDates	1	13
4011	ProvisionOptionExpirationDate	1	14
4011	ProvisionOptionRelevantUnderlyingDate	1	15
4011	40101	1	16
4011	40102	1	17
4011	40103	1	18
4011	40104	1	19
4011	40105	1	20
4011	40106	1	21
4011	40107	1	22
4011	ProvisionCashSettlPaymentDates	1	23
4011	40108	1	24
4011	40109	1	25
4011	40110	1	26
4011	40111	1	27
4011	ProvisionCashSettlQuoteSource	1	27.5
4011	40113	1	28
4011	40986	1	29	Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it.
4011	40987	1	30	Encoded (non-ASCII characters) representation of the ProvisionText(40113) field in the encoded format specified via the MessageEncoding(347) field.
4011	ProvisionParties	1	31
4012	40114	0	1
4012	40115	0	2
4012	40116	0	3	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement value date.
4012	ProvisionCashSettlValueDateBusinessCenterGrp	0	4	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement value date.
4012	40118	0	5
4012	40119	0	6	Conditionally required when ProvisionCashSettlValueDateOffsetUnit(40120) is specified.
4012	40120	0	7	Conditionally required when ProvisionCashSettlValueDateOffsetPeriod(40119) is specified.
4012	40121	0	8
4012	40122	0	9
4013	40123	0	1	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option exercise dates.
4013	ProvisionOptionExerciseBusinessCenterGrp	0	2	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option exercise dates.
4013	ProvisionOptionExerciseFixedDateGrp	0	2.5
4013	40125	0	3	Conditionally required when ProvisionOptionExerciseEarliestDateUnit(40126) is specified.
4013	40126	0	4	Conditionally required when ProvisionOptionExerciseEasrliestDatePeriod(40125) is specified.
4013	40127	0	5	Conditionally required when ProvisionOptionExerciseFrequencyUnit(40128) is specified.
4013	40128	0	6	Conditionally required when ProvisionOptionExerciseFrequencyPeriod(40127) is specified.
4013	40129	0	7
4013	40130	0	8
4013	40131	0	9	Conditionally required when ProvisionOptionExerciseStartDateOffsetUnit(40132) is specified.
4013	40132	0	10	Conditionally required when ProvisionOptionExerciseStartDateOffsetPeriod(40131) is specified.
4013	40133	0	11
4013	40134	0	12
4013	40135	0	13
4013	40136	0	14
4013	40137	0	15
4013	40138	0	16
4013	40139	0	17
4013	40140	0	18
4013	40141	0	19
4014	40142	0	1
4014	40143	1	2	Required if NoProvisionOptionExerciseFixedDates (40142) > 0.
4014	40144	1	3	When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
4015	40145	0	1
4015	40146	0	2	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option expiration date.
4015	ProvisionOptionExpirationDateBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option expiration date.
4015	40148	0	4
4015	40149	0	5	Conditionally required when ProvisionOptionExpirationDateOffsetUnit(40150) is specified.
4015	40150	0	6	Conditionally required when ProvisionOptionExpirationDateOffsetPeriod(40149) is specified.
4015	40151	0	7
4015	40152	0	8
4015	40153	0	9
4015	40154	0	10
4016	40155	0	1
4016	40156	0	2	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option relevant underlying date.
4016	ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option relevent underlying date.
4016	40158	0	4
4016	40159	0	5	Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetUnit(40160) is specified.
4016	40160	0	6	Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetPeriod(40159) is specified.
4016	40161	0	7
4016	40162	0	8
4017	40163	0	1	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement payment dates.
4017	ProvisionCashSettlPaymentDateBusinessCenterGrp	0	2	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement payment dates.
4017	40165	0	3
4017	40166	0	4	Conditionally required when ProvisionCashSettlPaymentDateOffsetUnit(40167) is specified.
4017	40167	0	5	Conditionally required when ProvisionCashSettlPaymentDateOffsetPeriod(40166) is specified.
4017	40168	0	6
4017	40169	0	7
4017	40170	0	8
4017	ProvisionCashSettlPaymentFixedDateGrp	0	9
4018	40171	0	1
4018	40172	1	2	Required if NoProvisionCashSettlPaymentDates (40171) > 0.
4018	40173	1	3	When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
4019	40174	0	1
4019	40175	1	2	Required if NoProvisionPartyIDs(40174) > 0.
4019	40176	1	3	Required if NoProvisionPartyIDs(40174) > 0.
4019	40177	1	4	Required if NoProvisionPartyIDs(40174) > 0.
4019	ProvisionPtysSubGrp	1	5
4020	40178	0	1
4020	40179	1	2	Required if NoProvisionPartySubIDs(40178) > 0.
4020	40180	1	3	Required if NoProvisionPartySubIDs(40178) > 0.
4021	40181	0	1
4021	40182	1	2	Required if NoProtectionTerms(40181) > 0.
4021	40183	1	3
4021	40184	1	4
4021	40185	1	5
4021	40186	1	6
4021	40187	1	7
4021	40188	1	8
4021	ProtectionTermEventNewsSourceGrp	1	9
4021	ProtectionTermEventGrp	1	10
4021	ProtectionTermObligationGrp	1	11
4021	40190	1	12
4022	40191	0	1
4022	40192	1	2	Required if NoProtectionTermEvents(40191) > 0.
4022	40193	1	3
4022	40194	1	4
4022	40195	1	5	Conditionally required when ProtectionTermEventUnit(40196) is specified.
4022	40196	1	6	Conditionally required when ProtectionTermEventPeriod(40195) is specified.
4022	40197	1	7
4022	40198	1	8
4022	ProtectionTermEventQualifierGrp	1	9
4023	40199	0	1
4023	40200	1	2	Required if NoProtectionTermEventQualifiers(40199) > 0.
4024	40201	0	1
4024	40202	1	2	Required if NoProtectionTermObligations(40201) > 0.
4024	40203	1	3
4025	40204	0	1
4025	PhysicalSettlDeliverableObligationGrp	1	2	Required if NoPhysicalSettlTerms(40204) > 0.
4025	40205	1	3
4025	40206	1	4
4025	40207	1	5
4025	40208	1	6
4026	40209	0	1
4026	40210	1	2	Required if NoPhysicalSettlDeliverableObligations (40209) > 0.
4026	40211	1	3
4027	40212	0	1
4027	40213	1	2	Required if NoPayments(40212) > 0.
4027	40214	1	3
4027	40215	1	4
4027	40216	1	5
4027	40217	1	5.5
4027	40218	1	6
4027	40919	1	6.5
4027	40219	1	7
4027	40220	1	8	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment information.
4027	PaymentBusinessCenterGrp	1	9	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment information.
4027	40222	1	10
4027	40224	1	12
4027	40225	1	13
4027	40226	1	14
4027	40227	1	15
4027	492	1	16
4027	PaymentSettlGrp	1	17
4027	40229	1	18
4027	40984	1	19	Must be set if EncodedPaymentText(40985) field is specified and must immediately precede it.
4027	40985	1	20	Encoded (non-ASCII characters) representation of the PaymentText(40229) field in the encoded format specified via the MessageEncoding(347) field.
4028	40230	0	1
4028	40231	1	2	Required if NoPaymentSettls(40230) > 0.
4028	40232	1	3
4028	PaymentSettlParties	1	4
4029	40233	0	1
4029	40234	1	2	Required if NoPaymentSettlPartyIDs(40233) > 0.
4029	40235	1	3	Required if NoPaymentSettlPartyIDs(40233) > 0.
4029	40236	1	4	Required if NoPaymentSettlPartyIDs(40233) > 0.
4029	40237	1	5
4029	PaymentSettlPtysSubGrp	1	6
4030	40238	0	1
4030	40239	1	2	Required if NoPaymentSettlPartySubIDs(40238) > 0.
4030	40240	1	3	Required if NoPaymentSettlPartySubIDs(40238) > 0.
4031	40241	0	1
4031	40242	1	2	Required if NoLegStreams(40241) > 0.
4031	40243	1	3
4031	40244	1	4
4031	40245	1	5
4031	40246	1	6
4031	40247	1	7
4031	LegStreamEffectiveDate	1	8
4031	LegStreamTerminationDate	1	9
4031	LegStreamCalculationPeriodDates	1	10
4031	LegPaymentStream	1	11
4031	LegPaymentScheduleGrp	1	12
4031	LegPaymentStubGrp	1	13
4031	40248	1	14
4031	40978	1	15	Must be set if EncodedLegStreamText(40979) field is specified and must immediately precede it.
4031	40979	1	16	Encoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding(347) field.
4032	40249	0	1
4032	40250	0	2	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream effective date.
4032	LegStreamEffectiveDateBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream stream effective date.
4032	40252	0	4
4032	40253	0	5	Conditionally required when LegPaymentStreamEffectiveDateOffsetUnit(40254) is specified.
4032	40254	0	6	Conditionally required when LegPaymentStreamEffectiveDateOffsetPeriod(40253) is specified.
4032	40255	0	7
4032	40256	0	8
4033	40257	0	1
4033	40258	0	2	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream termination date.
4033	LegStreamTerminationDateBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream termination date.
4033	40260	0	4
4033	40261	0	5	Conditionally required when LegStreamTerminationDateOffsetUnit(40262) is specified.
4033	40262	0	6	Conditionally required when LegStreamTerminationDateOffsetPeriod(40261) is specified.
4033	40263	0	7
4033	40264	0	8
4034	40265	0	1	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates.
4034	LegStreamCalculationPeriodBusinessCenterGrp	0	2	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates.
4034	40267	0	3
4034	40268	0	4	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates.
4034	LegStreamFirstPeriodStartDateBusinessCenterGrp	0	5	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates.
4034	40270	0	6
4034	40271	0	7
4034	40272	0	8
4034	40273	0	9
4034	40274	0	10	Conditionally required when LegStreamCalculationFrequencyUnit(40275) is specified.
4034	40275	0	11	Conditionally required when LegStreamCalculationFrequencyPeriod(40274) is specified.
4034	40276	0	12	When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream calculation period dates.
4035	40279	0	1
4035	40280	0	2
4035	40281	0	3
4035	40282	0	4
4035	40283	0	5
4035	40284	0	6
4035	40285	0	7
4035	40286	0	8
4035	40287	0	9
4035	40288	0	10
4035	40289	0	11
4035	40290	0	12
4035	40291	0	13
4035	LegPaymentStreamPaymentDates	0	14
4035	LegPaymentStreamResetDates	0	15
4035	LegPaymentStreamFixedRate	0	16
4035	LegPaymentStreamFloatingRate	0	17
4035	LegPaymentStreamNonDeliverableSettlTerms	0	18
4036	40292	0	1	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream.
4036	LegPaymentStreamPaymentDateBusinessCenterGrp	0	2	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream.
4036	40294	0	3	Conditionally required when LegPaymentStreamPaymentFrequencyUnit(40295) is specified.
4036	40295	0	4	Conditionally required when LegPaymentStreamFrequencyPeriod(40294) is specified.
4036	40296	0	5	When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates.
4036	40297	0	6
4036	40298	0	7
4036	40299	0	8
4036	40300	0	9	Conditionally required when LegPaymentStreamPaymentOffsetUnit(40301) is specified.
4036	40301	0	10	Conditionally required when LegPaymentStreamPaymentOffsetPeriod(40300) is specified.
4036	40302	0	11
4037	40303	0	1
4037	40304	0	2	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates.
4037	LegPaymentStreamResetDateBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates.
4037	40306	0	4	Conditionally required when LegPaymentStreamResetFrequencyUnit(40307) is specified.
4037	40307	0	5	Conditionally required when LegPaymentStreamResetFrequencyPeriod(40306) is specified.
4037	40308	0	6	When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates.
4037	40309	0	7
4037	40310	0	8	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates.
4037	LegPaymentStreamInitialFixingDateBusinessCenterGrp	0	9	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates.
4037	40312	0	10	Conditionally required when LegPaymentStreamInitialFixingDateOffsetUnit(40313) is specified.
4037	40313	0	11	Conditionally required when LegPaymentStreamInitialFixingDateOffsetPeriod(40312) is specified.
4037	40314	0	12
4037	40315	0	13
4037	40316	0	14
4037	40317	0	15	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates.
4037	LegPaymentStreamFixingDateBusinessCenterGrp	0	16	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates.
4037	40319	0	17	Conditionally required when LegPaymentStreamFixingDateOffsetUnit(40320) is specified.
4037	40320	0	18	Conditionally required when LegPaymentStreamFixingDateOffsetPeriod(40319) is specified.
4037	40321	0	19
4037	40322	0	20
4037	40323	0	21	Conditionally required when LegPaymentStreamRateCutoffOffsetUnit(40324) is specified.
4037	40324	0	22	Conditionally required when LegPaymentStreamRateCutoffOffsetPeriod(40323) is specified.
4037	40325	0	23
4038	40326	0	2	Mutually exclusive with LegPaymentStreamFixedAmount(40327).
4038	40327	0	3	Mutually exclusive with LegPaymentStreamRate(40326).
4038	40328	0	4
4038	40329	0	5
4038	40330	0	6
4039	40331	0	1
4039	40332	0	2
4039	40333	0	3	Conditionally required when LegPaymentStreamRateIndexCurvePeriod(40334) is specified.
4039	40334	0	4	Conditionally required when LegPaymentStreamRateIndexCurveUnit(40333) is specified.
4039	40335	0	5
4039	40336	0	6
4039	40337	0	7
4039	40338	0	8
4039	40339	0	9
4039	40340	0	10
4039	40341	0	11
4039	40342	0	12
4039	40343	0	13
4039	40344	0	14
4039	40345	0	15
4039	40346	0	16
4039	40347	0	17
4039	40348	0	18
4039	40349	0	19
4039	40350	0	20	Conditionally required when LegPaymentStreamInflationLagUnit(40351) is specified.
4039	40351	0	21	Conditionally required when LegPaymentStreamInflationLagPeriod(40350) is specified.
4039	40352	0	22
4039	40353	0	23
4039	40354	0	24
4039	40355	0	25
4039	40356	0	26
4039	40357	0	27
4039	40358	0	28
4040	40359	0	1
4040	40360	0	2	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the non-deliverable currency's fixing date.
4040	LegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the non-deliverable currency's fixing date.
4040	40362	0	4
4040	40363	0	5	Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetUnit(40364) is specified.
4040	40364	0	6	Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetPeriod(40363) is specified.
4040	40365	0	7
4040	LegPaymentStreamNonDeliverableSettlRateSource	0	8
4040	LegPaymentStreamNonDeliverableFixingDateGrp	0	9
4040	LegSettlRateDisruptionFallbackGrp	0	10
4041	40367	0	1
4041	40368	1	2	Required if NoLegNonDeliverableFixingDates(40367) > 0.
4041	40369	1	3	When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
2232	2076	0	1
2232	2077	1	2	Required if NoLegSecondaryAssetClasses(2076) > 0.
2232	2078	1	3
2232	2079	1	4
4042	40087	0	1
4042	40228	0	2	Conditionally required when LegPaymentStreamNonDeliverableSettlRateSource(40087) = 3 (ISDA Settlement Rate Option) or 99 (Other).
4043	40374	0	1
4043	40375	1	2	Required if NoLegPaymentSchedules(40374) > 0.
4043	40376	1	3
4043	40377	1	4
4043	40378	1	5
4043	40379	1	6
4043	40380	1	7
4043	40381	1	8
4043	40382	1	9
4043	40383	1	10
4043	40384	1	12
4043	40385	1	13
4043	40386	1	14
4043	40387	1	15
4043	40388	1	16
4043	40389	1	17
4043	40390	1	18	Conditionally required when LegPaymentScheduleStepFrequencyUnit(40391) is specified.
4043	40391	1	19	Conditionally required when LegPaymentScheduleStepFrequencyPeriod(40390) is specified.
4043	40392	1	20
4043	40393	1	21
4043	40394	1	22
4043	40395	1	23
4043	LegPaymentScheduleRateSourceGrp	1	24
4043	40396	1	25
4043	40397	1	26
4043	40398	1	27
4043	40399	1	28	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule.
4043	LegPaymentScheduleFixingDateBusinessCenterGrp	1	29	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule.
4043	40401	1	30	Conditionally required when LegPaymentScheduleFixingDatesOffsetUnit(40402) is specified.
4043	40402	1	31	Conditionally required when LegPaymentScheduleFixingDatesOffsetPeriod(40401) is specified.
4043	40403	1	32
4043	40404	1	33
4043	40405	1	34
4043	40406	1	35
4043	40407	1	36
4043	40408	1	37	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule.
4043	LegPaymentScheduleInterimExchangeDateBusinessCenterGrp	1	38	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule.
4043	40410	1	39	Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetUnit(40411) is specified.
4043	40411	1	40	Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetPeriod(40410) is specified.
4043	40412	1	41
4043	40413	1	42
4044	40414	0	1
4044	40415	1	2	Required if NoLegPaymentScheduleRateSources(40414) > 0.
4044	40416	1	3
4044	40417	1	4	Conditionally required when LegPaymentScheduleRateSource(40415) = 99 (Other).
4045	40418	0	1
4045	40419	1	2	Required if NoLegPaymentStubs(40418) > 0.
4045	40420	1	3
4045	40421	1	4
4045	40422	1	5
4045	40423	1	6
4045	40424	1	7
4045	40425	1	8
4045	40426	1	9	Conditionally required when LegPaymentStubIndexCurveUnit(40427) is specified.
4045	40427	1	10	Copnditionally required when LegPaymentStubIndexCurvePeriod(40426) is specified.
4045	40428	1	11
4045	40429	1	12
4045	40430	1	13
4045	40431	1	14
4045	40432	1	15
4045	40433	1	17
4045	40434	1	18
4045	40435	1	19
4045	40436	1	20
4045	40437	1	21
4045	40438	1	22
4045	40439	1	23
4045	40440	1	24	Conditionally required when LegPaymentStubIndex2CurveUnit(40441) is specified.
4045	40441	1	25	Conditionally required when LegPaymentStubIndex2CurvePeriod(40440) is specified.
4045	40442	1	26
4045	40443	1	27
4045	40444	1	28
4045	40445	1	29
4045	40446	1	30
4045	40447	1	31
4046	40448	0	1
4046	40449	1	2	Required if NoLegProvisions(40448) > 0.
4046	40450	1	3
4046	40451	1	4	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the instrument's leg provision.
4046	LegProvisionDateBusinessCenterGrp	1	5	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the instrument's leg provision.
4046	40453	1	6
4046	40454	1	7	Conditionally required when LegProvisionDateTenorUnit(40455) is specified.
4046	40455	1	8	Conditionally required when LegProvisionDateTenorPeriod(40454) is specified.
4046	40456	1	9
4046	40457	1	10
4046	40458	1	11
4046	LegProvisionCashSettlValueDates	1	12
4046	LegProvisionOptionExerciseDates	1	13
4046	LegProvisionOptionExpirationDate	1	14
4046	LegProvisionOptionRelevantUnderlyingDate	1	15
4046	40459	1	16
4046	40460	1	17
4046	40461	1	18
4046	40462	1	19
4046	40463	1	20
4046	40464	1	21
4046	40465	1	22
4046	LegProvisionCashSettlPaymentDates	1	23
4046	40466	1	24
4046	40467	1	25
4046	40468	1	26
4046	40469	1	27
4046	LegProvisionCashSettlQuoteSource	1	27.5
4046	40472	1	28
4046	40980	1	29	Must be set if EncodedLegProvisionText(40981) field is specified and must immediately precede it.
4046	40981	1	30	Encoded (non-ASCII characters) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding(347) field.
4046	LegProvisionParties	1	31
4047	40473	0	1
4047	40474	1	2	Required if NoLegProvisionCashSettlPaymentDates (40473) > 0.
4047	40475	1	3	When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
4048	40476	0	1	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option exercise dates.
4048	LegProvisionOptionExerciseBusinessCenterGrp	0	2	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option exercise dates.
4048	LegProvisionOptionExerciseFixedDateGrp	0	3
4048	40478	0	4	Conditionally required when LegProvisionOptionExerciseEarliestDateUnit(40479) is specified.
4048	40479	0	5	Conditionally required when LegProvisionOptionExerciseEarliestDatePeriod(40478) is specified.
4048	40480	0	6	Conditionally required when LegProvisionOptionExerciseFrequencyUnit(40481) is specified.
4048	40481	0	7	Conditionally required when LegProvisionOptionExerciseFrequencyPeriod(40480) is specified.
4048	40482	0	8
4048	40483	0	9
4048	40484	0	10	Conditionally required when LegProvisionOptionExerciseStartDateOffsetUnit(40485) is specified.
4048	40485	0	11	Conditionally required when LegProvisionOptionExerciseStartDateOffsetPeriod(40484) is specified.
4048	40486	0	12
4048	40487	0	13
4048	40488	0	14
4048	40489	0	15
4048	40490	0	16
4048	40491	0	17
4048	40492	0	18
4048	40493	0	19
4048	40494	0	20
4049	40495	0	1
4049	40496	1	2	Required if NoLegProvisionOptionExerciseFixedDates(40495) > 0.
4049	40497	1	3	When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
4050	40498	0	1
4050	40499	0	2	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option expiration date.
4050	LegProvisionOptionExpirationDateBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option expiration date.
4050	40501	0	4
4050	40502	0	5	Conditionally required when LegProvisionOptionExpirationDateOffsetUnit(40503) is specified.
4050	40503	0	6	Conditionally required when LegProvisionOptionExpirationDateOffsetPeriod(40502) is specified.
4050	40504	0	7
4050	40505	0	8
4050	40506	0	9
4050	40507	0	10
4051	40508	0	1
4051	40509	0	2	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option relevant underlying date.
4051	LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option relevant underlying date.
4051	40511	0	4
4051	40512	0	5	Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetUnit(40513) is specified.
4051	40513	0	6	Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetPeriod(40512) is specified.
4051	40514	0	7
4051	40515	0	8
4052	40516	0	1	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision cash settlement payment dates.
4052	LegProvisionCashSettlPaymentDateBusinessCenterGrp	0	2	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision cash settlement payment dates.
4052	40518	0	3
4052	40519	0	4	Conditionally required when LegProvisionCashSettlPaymentDateOffsetUnit(40520) is specified.
4052	40520	0	5	Conditionally required when LegProvisionCashSettlPaymentDateOffsetPeriod(40519) is specified.
4052	40521	0	6
4052	40522	0	7
4052	40523	0	8
4052	LegProvisionCashSettlPaymentFixedDateGrp	0	9
4053	40524	0	1
4053	40525	0	2
4053	40526	0	3	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision cash settlement value date.
4053	LegProvisionCashSettlValueDateBusinessCenterGrp	0	4	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision cash settlement value date.
4053	40528	0	5
4053	40529	0	6	Conditionally required when LegProvisionCashSettlValueDateOffsetUnit(40530) is specified.
4053	40530	0	7	Conditionally required when LegProvisionCashSettlValueDateOffsetPeriod(40529) is specified.
4053	40531	0	8
4053	40532	0	9
4054	40533	0	1
4054	40534	1	2	Required if NoLegProvisionPartyIDs(40533) > 0.
4054	40535	1	3	Required if NoLegProvisionPartyIDs(40533) > 0.
4054	40536	1	4	Required if NoLegProvisionPartyIDs(40533) > 0.
4054	LegProvisionPtysSubGrp	1	5
4055	40537	0	1
4055	40538	1	2	Required if NoLegProvisionPartySubIDs(40537) > 0.
4055	40539	1	3	Required if NoLegProvisionPartySubIDs(40537) > 0.
4056	40540	0	1
4056	40541	1	2	Required if NoUnderlyingStreams(40540) > 0.
4056	40542	1	3
4056	40543	1	4
4056	40544	1	5
4056	40545	1	6
4056	40546	1	7
4056	UnderlyingStreamEffectiveDate	1	8
4056	UnderlyingStreamTerminationDate	1	9
4056	UnderlyingStreamCalculationPeriodDates	1	10
4056	UnderlyingPaymentStream	1	11
4056	UnderlyingPaymentScheduleGrp	1	12
4056	UnderlyingPaymentStubGrp	1	13
4056	40547	1	14
4056	40988	1	15	Must be set if EncodedUnderlyingStreamText(40989) field is specified and must immediately precede it.
4056	40989	1	16	Encoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding(347) field.
4057	40548	0	1
4057	40549	0	2	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's termination date of the stream.
4057	UnderlyingStreamTerminationDateBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's termination date of the stream.
4057	40551	0	4
4057	40552	0	5	Conditionally required when UnderlyingStreamTerminationDateOffsetUnit(40553) is specified.
4057	40553	0	6	Conditionally required when UnderlyingPaymentTerminationDateOffsetPeriod(40552) is specified.
4057	40554	0	7
4057	40555	0	8
4058	40556	0	1	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates.
4058	UnderlyingStreamCalculationPeriodBusinessCenterGrp	0	2	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates.
4058	40558	0	3
4058	40559	0	4	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates.
4058	UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp	0	5	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates.
4058	40561	0	6
4058	40562	0	7
4058	40563	0	8
4058	40564	0	9
4058	40565	0	10	Conditionally required when UnderyingStreamCalculationFrequencyUnit(40566) is specified.
4058	40566	0	11	Conditionally required when UnderlyingStreamCalculationFrequencyPeriod(40565) is specified.
4058	40567	0	12	When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates.
4059	40568	0	1
4059	40569	0	2
4059	40570	0	3
4059	40571	0	4
4059	40572	0	5
4059	40573	0	6
4059	40574	0	7
4059	40575	0	8
4059	40576	0	9
4059	40577	0	10
4059	40578	0	11
4059	40579	0	12
4059	40580	0	13
4059	UnderlyingPaymentStreamPaymentDates	0	14
4059	UnderlyingPaymentStreamResetDates	0	15
4059	UnderlyingPaymentStreamFixedRate	0	16
4059	UnderlyingPaymentStreamFloatingRate	0	17
4059	UnderlyingPaymentStreamNonDeliverableSettlTerms	0	18
4060	40581	0	1	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's payment dates.
4060	UnderlyingPaymentStreamPaymentDateBusinessCenterGrp	0	2	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's payment dates.
4060	40583	0	3	Conditionally required when UnderlyingPaymentStreamPaymentFrequencyUnit(40584) is specified.
4060	40584	0	4	Conditionally required when UnderlyingPaymentStreamPaymentFrequencyPeriod(40583) is specified.
4060	40585	0	5	When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates.
4060	40586	0	6
4060	40587	0	7
4060	40588	0	8
4060	40589	0	9	Conditionally required when UnderlyingPaymentStreamPaymentOffsetUnit(40590) is specified.
4060	40590	0	10	Conditionally required when UnderlyingPaymentStreamPaymentOffsetPeriod(40589) is specified.
4060	40591	0	11
4061	40592	0	1
4061	40593	0	2	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates.
4061	UnderlyingPaymentStreamResetDateBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates.
4061	40595	0	4	Conditionally required when UnderlyingPaymentStreamResetFrequencyUnit(40596) is specified.
4061	40596	0	5	Conditionally required when UnderlyingPaymentStreamResetFrequencyPeriod(40595) is specified.
4061	40597	0	6	When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the reset dates.
4061	40598	0	7
4061	40599	0	8	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates.
4061	UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp	0	9	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates.
4061	40601	0	10	Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetUnit(40602) is specified.
4061	40602	0	11	Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetPeriod(40601) is specified.
4061	40603	0	12
4061	40604	0	13
4061	40605	0	14
4061	40606	0	15	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates.
4061	UnderlyingPaymentStreamFixingDateBusinessCenterGrp	0	16	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates.
4061	40608	0	17	Conditionally required when UnderlyingPaymentStreamFixingDateOffsetUnit(40609) is specified.
4061	40609	0	18	Conditionally required when UnderlyingPaymentStreamFixingDateOffsetPeriod(40608) is specified.
4061	40610	0	19
4061	40611	0	20
4061	40612	0	21	Conditionally required when UnderlyingPaymentStreamRateCutoffOffsetUnit(40613) is specified.
4061	40613	0	22	Conditionally required when UnderlyingPaymentStreamRateCutoffOffsetPeriod(40612) is specified.
4061	40614	0	23
4062	40615	0	1	Mutually exclusive with UnderlyingPaymentStreamFixedAmount(40616).
4062	40616	0	2	Mutually exclusive with UnderlyingPaymentStreamRate(40615).
4062	40617	0	3
4062	40618	0	4
4062	40619	0	5
4063	40620	0	1
4063	40621	0	2
4063	40622	0	3	Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod(40623) is specified.
4063	40623	0	4	Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit(40622) is specified.
4063	40624	0	5
4063	40625	0	6
4063	40626	0	7
4063	40627	0	8
4063	40628	0	9
4063	40629	0	10
4063	40630	0	11
4063	40631	0	12
4063	40632	0	13
4063	40633	0	14
4063	40634	0	15
4063	40635	0	16
4063	40636	0	17
4063	40637	0	18
4063	40638	0	19
4063	40639	0	20	Conditionally required when UnderlyingPaymentStreamInflationLagUnit(40640) is specified.
4063	40640	0	21	Conditionally required when UnderlyingPaymentStreamInflationLagPeriod(40639) is specified.
4063	40641	0	22
4063	40642	0	23
4063	40643	0	24
4063	40644	0	25
4063	40645	0	26
4063	40646	0	27
4063	40647	0	28
4064	40648	0	1
4064	40649	0	2	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's non-deliverable settlement terms.
4064	UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's non-deliverable settlement terms.
4064	40651	0	4
4064	40652	0	5	Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit(40653) is specified.
4064	40653	0	6	Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod(40652) is specified.
4064	40654	0	7
4064	UnderlyingPaymentStreamNonDeliverableSettlRateSource	0	8
4064	UnderlyingPaymentStreamNonDeliverableFixingDateGrp	0	9
4064	UnderlyingSettlRateDisruptionFallbackGrp	0	10
4065	40656	0	1
4065	40657	1	2	Required if NoUnderlyingNonDeliverableFixingDates(40656) > 0.
4065	40658	1	3	When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
4066	40659	0	1
4066	40660	1	2	Required if NoUnderlyingSettlRateFallbacks(40659) > 0.
4066	UnderlyingSettlRateFallbackRateSource	1	3
4066	40662	1	4
4066	40663	1	5
4067	40664	0	1
4067	40665	1	2	Required if NoUnderlyingPaymentScheules(40664) > 0.
4067	40666	1	3
4067	40667	1	4
4067	40668	1	5
4067	40669	1	6
4067	40670	1	7
4067	40671	1	8
4067	40672	1	9
4067	40673	1	10
4067	40674	1	11
4067	40675	1	12
4067	40676	1	13
4067	40678	1	14
4067	40679	1	15
4067	40680	1	16	Conditionally required when UnderlyingPaymentScheduleStepFrequeencyUnit(40681) is specified.
4067	40681	1	17	Conditionally required when UnderlyingPaymentScheduleStepFrequeencyPeriod(40680) is specified.
4067	40682	1	18
4067	40683	1	19
4067	40684	1	20
4067	40685	1	21
4067	UnderlyingPaymentScheduleRateSourceGrp	1	22
4067	40686	1	23
4067	40687	1	24
4067	40688	1	25
4067	40689	1	26	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment schedule.
4067	UnderlyingPaymentScheduleFixingDateBusinessCenterGrp	1	27	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment schedule.
4067	40691	1	28	Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetUnit(40692) is specified.
4067	40692	1	29	Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetPeriod(40691) is specified.
4067	40693	1	30
4067	40694	1	31
4067	40695	1	32
4067	40696	1	33
4067	40697	1	34
4067	40698	1	35	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment schedule.
4067	UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp	1	36	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment schedule.
4067	40700	1	37	Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit(40701) is specified.
4067	40701	1	38	Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod(40700) is specified.
4067	40702	1	39
4067	40703	1	40
4068	40704	0	1
4068	40705	1	2	Required if NoUnderlyingPaymentScheduleRates(40704) > 0.
4068	40706	1	3
4068	40707	1	4	Conditionally required when UnderlyingPaymentScheduleRateSource(40705) = 99 (Other).
4069	40708	0	1
4069	40709	1	2	Required if NoUnderlyingPaymentStubs(40708) > 0.
4069	40710	1	3
4069	40711	1	4
4069	40712	1	5
4069	40713	1	6
4069	40714	1	7
4069	40715	1	8
4069	40716	1	9	Conditionally required when UnderlyingPaymentStubIndexCurveUnit(40717) is specified.
4069	40717	1	10	Conditionally required when UnderlyingPaymentStubIndexCurvePeriod(40716) is specified.
4069	40718	1	11
4069	40719	1	12
4069	40720	1	13
4069	40721	1	14
4069	40722	1	15
4069	40723	1	16
4069	40724	1	17
4069	40725	1	18
4069	40726	1	19
4069	40727	1	20
4069	40728	1	21
4069	40729	1	22
4069	40730	1	23	Conditionally required when UnderlyingPaymentStubIndex2CurveUnit(40731) is specified.
4069	40731	1	24	Conditionally required when UnderlyingPaymentStubIndex2CurvePeriod(40730) is specified.
4069	40732	1	25
4069	40733	1	26
4069	40734	1	27
4069	40735	1	28
4069	40736	1	29
4069	40737	1	30
4070	40738	0	1
4070	40739	0	2
4070	40740	0	3
4070	40741	0	4
4070	40742	0	5
4070	40743	0	6
4070	40744	0	7
4070	40745	0	8
4070	40746	0	9
4070	40747	0	10
4070	40748	0	11
4070	40749	0	12
4070	40750	0	13
4070	PaymentStreamPaymentDates	0	14
4070	PaymentStreamResetDates	0	15
4070	PaymentStreamFixedRate	0	16
4070	PaymentStreamFloatingRate	0	17
4070	PaymentStreamNonDeliverableSettlTerms	0	18
4071	40751	0	1	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's payment dates.
4071	PaymentStreamPaymentDateBusinessCenterGrp	0	2	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's payment dates.
4071	40753	0	3	Conditionally required when PaymentStreamPaymentFrequencyUnit(40754) is specified.
4071	40754	0	4	Conditionally required when PaymentStreamPaymentFrequencyPeriod(40753) is specified.
4071	40755	0	5	When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream payment dates
4071	40756	0	6
4071	40757	0	7
4071	40758	0	8
4071	40759	0	9	Conditionally required when PaymentStreamPaymentOffsetUnit(40760) is specified.
4071	40760	0	10	Conditionally required when PaymentStreamPaymentOffsetPeriod(40759) is specified.
4071	40920	0	11
4072	40761	0	1
4072	40762	0	2	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates.
4072	PaymentStreamResetDateBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates.
4072	40764	0	4	Conditionally required when PaymentStreamResetFrequencyUnit(40765) is specified.
4072	40765	0	5	Conditionally required when PaymentStreamResetFrequencyPeriod(40764) is specified.
4072	40766	0	6	When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream floating rate reset dates.
4072	40767	0	7
4072	40768	0	8	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates.
4072	PaymentStreamInitialFixingDateBusinessCenterGrp	0	9	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates.
4072	40770	0	10	Conditionally required when PaymentStreamInitialFixingDateOffsetUnit(40771) is specified.
4072	40771	0	11	Conditionally required when PaymentStreamInitialFixingDateOffsetPeriod(40770) is specified.
4072	40772	0	12
4072	40773	0	13
4072	40774	0	14
4072	40775	0	15	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates.
4072	PaymentStreamFixingDateBusinessCenterGrp	0	16	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates.
4072	40777	0	17	Conditionally required when PaymentStreamFixingDateOffsetUnit(40778) is specified.
4072	40778	0	18	Conditionally required when PaymentStreamFixingDateOffsetPeriod(40777) is specified.
4072	40779	0	19
4072	40780	0	20
4072	40781	0	21	Conditionally required when PaymentStreamRateCutoffOffsetUnit(40782) is specified.
4072	40782	0	22	Conditionally required when PaymentStreamRateCutoffOffsetPeriod(40783) is specified.
4072	40783	0	23
4073	40784	0	1	Mutually exclusive with PaymentStreamFixedAmount(40785).
4073	40785	0	2	Mutually exclusive with PaymentStreamRate(40784).
4073	40786	0	3
4073	40787	0	4
4073	40788	0	5
4074	40789	0	1
4074	40790	0	2
4074	40791	0	3	Conditionally required when PaymentStreamRateIndexCurvePeriod(40792) is specified.
4074	40792	0	4	Conditionally required when PaymentStreamRateIndexCurveUnit(40791) is specified.
4074	40793	0	5
4074	40794	0	6
4074	40795	0	7
4074	40796	0	8
4074	40797	0	9
4074	40798	0	10
4074	40799	0	11
4074	40800	0	12
4074	40801	0	13
4074	40802	0	14
4074	40803	0	15
4074	40804	0	16
4074	40805	0	17
4074	40806	0	18
4074	40807	0	19
4074	40808	0	20	Conditionally required when PaymentStreamInflationLagUnit(40809) is specified.
4074	40809	0	21	Conditionally required when PaymentStreamInflationLagPeriod(40808) is specified.
4074	40810	0	22
4074	40811	0	23
4074	40812	0	24
4074	40813	0	25
4074	40814	0	26
4074	40815	0	27
4074	40816	0	28
4075	40817	0	1
4075	40818	0	2	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's non-deliverable fixing dates.
4075	PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's non-deliverable fixing dates.
4075	40820	0	4
4075	40821	0	5	Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetUnit(40822) is specified.
4075	40822	0	6	Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetPeriod(40821) is specified.
4075	40823	0	7
4075	PaymentStreamNonDeliverableSettlRateSource	0	8
4075	PaymentStreamNonDeliverableFixingDateGrp	0	9
4075	SettlRateDisruptionFallbackGrp	0	10
4076	40825	0	1
4076	40826	1	2	Required if NoNonDeliverableFixingDates(40825) > 0.
4076	40827	1	3	When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
4077	40828	0	1
4077	40829	1	2	Required if NoPaymentSchedules(40828) > 0.
4077	40830	1	3
4077	40831	1	4
4077	40832	1	5
4077	40833	1	6
4077	40834	1	7
4077	40835	1	8
4077	40836	1	9
4077	40837	1	10
4077	40838	1	11
4077	40839	1	12
4077	40840	1	13
4077	40841	1	14
4077	40842	1	15
4077	40843	1	16
4077	40844	1	17	Conditionally required when PaymentScheduleStepFrequencyUnit(40845) is specified.
4077	40845	1	18	Conditionally required when PaymentScheduleStepFrequencyPeriod(40844) is specified.
4077	40846	1	19
4077	40847	1	20
4077	40848	1	21
4077	40849	1	22
4077	PaymentScheduleRateSourceGrp	1	23
4077	40850	1	24
4077	40851	1	25
4077	40852	1	26
4077	40853	1	27	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule.
4077	PaymentScheduleFixingDateBusinessCenterGrp	1	28	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule.
4077	40855	1	29	Conditionally required when PaymentScheduleFixingDateOffsetUnit(40856) is specified.
4077	40856	1	30	Conditionally required when PaymentScheduleFixingDateOffsetPeriod(40855) is specified.
4077	40857	1	31
4077	40858	1	32
4077	40859	1	33
4077	40860	1	34
4077	40861	1	35
4077	40862	1	36	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule.
4077	PaymentScheduleInterimExchangeDateBusinessCenterGrp	1	37	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule.
4077	40864	1	38	Conditionally required when PaymentScheduleInterimExchangeDatesOffsetUnit(40865) is specified.
4077	40865	1	39	Conditionally required when PaymentScheduleInterimExchangeDatesOffsetPeriod(40864) is specified.
4077	40866	1	40
4077	40867	1	41
4078	40868	0	1
4078	40869	1	2	Required if NoPaymentScheduleRateSources(40868) > 0.
4078	40870	1	3
4078	40871	1	4	Conditionally required when PaymentScheduleRateSource(40869) = 99 (Other)
4079	40872	0	1
4079	40873	1	2	Required if NoPaymentStubs(40872) > 0.
4079	40874	1	3
4079	40875	1	4
4079	40876	1	5
4079	40877	1	6
4079	40878	1	7
4079	40879	1	8
4079	40880	1	9	Conditionally required when PaymentStubIndexCurveUnit(40881) is specified.
4079	40881	1	10	Conditionally required when PaymentStubIndexCurvePeriod(40880) is specified.
4079	40882	1	11
4079	40883	1	12
4079	40884	1	13
4079	40885	1	14
4079	40886	1	15
4079	40887	1	16
4079	40888	1	17
4079	40889	1	18
4079	40890	1	19
4079	40891	1	20
4079	40892	1	21
4079	40893	1	22
4079	40894	1	23	Conditionally required when PaymentStubIndex2CurveUnit(40895) is specified.
4079	40895	1	24	Conditionally required when PaymentStubIndex2CurvePeriod(40894) is specified.
4079	40896	1	25
4079	40897	1	26
4079	40898	1	27
4079	40899	1	28
4079	40900	1	29
4079	40901	1	30
4080	40902	0	1
4080	40903	1	2	Required if NoLegSettlRateFallbacks(40902) > 0.
4080	LegSettlRateFallbackRateSource	1	3
4080	40905	1	4
4080	40906	1	5
4081	40907	0	1
4081	40908	0	2	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the effective date of the stream.
4081	StreamEffectiveBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the effective date of the stream.
4081	40910	0	4
4081	40911	0	5	Conditionally required when StreamEffectiveDateOffsetUnit(40912) is specified.
4081	40912	0	6	Conditionally required when StreamEffectiveDateOffsetPeriod(40911) is specified.
4081	40913	0	7
4081	40914	0	8
4082	40366	0	1
4082	40370	0	2	Conditionally required when LegSettlRateFallbackRateSource(40366) = 3 (ISDA Settlement Rate Option) or 99 (Other).
2233	2080	0	1
2233	2081	1	2	Required if NoUnderlyingSecondaryAssetClasses(2080) > 0.
2233	2082	1	3
2233	2083	1	4
4083	40277	0	1
4083	40032	1	2	Required if NoCashSettlDealers(40277) > 0.
4084	40278	0	1
4084	40471	1	2	Required if NoBusinessCenters(40278) > 0.
4085	40921	0	1
4085	BusinessCenterGrp	0	2
4085	40922	0	3
4086	40923	0	1
4086	40924	1	2	Required if NoLegBusinessCenters(40923) > 0.
4087	40925	0	1
4087	LegBusinessCenterGrp	0	2
4087	40926	0	3
4088	40927	0	1
4088	40400	1	2	Required if NoLegPaymentScheduleFixingDateBusinessCenters(40927) > 0.
4089	40928	0	1
4089	40409	1	2	Required if NoLegPaymentScheduleInterimExchangeDateBusinessCenters(40928) > 0.
4090	40929	0	1
4090	40361	1	2	Required if NoLegPaymentStreamNonDeliverableFixingDatesBusinessCenters(40929) > 0.
4091	40930	0	1
4091	40293	1	2	Requirend if NoLegPaymentStreamPaymentDateBusinessCenters(40930) > 0.
4092	40931	0	1
4092	40305	1	2	Required if NoLegPaymentStreamResetDateBusinessCenters(40931) > 0.
4093	40932	0	1
4093	40311	1	2	Required if NoLegPaymentStreamInitialFixingDateBusinessCenters(40932) > 0.
4094	40933	0	1
4094	40318	1	2	Required if NoLegPaymentStreamFixingDateBusinessCenters(40933) > 0.
4095	40934	0	1
4095	40517	1	2	Required if NoLegProvisionCashSettlPaymentDateBusinessCenters(40934) > 0.
4096	40935	0	1
4096	40527	1	2	Required if NoLegProvisionCashSettlValueDateBusinessCenters(40935) > 0.
4097	40936	0	1
4097	40477	1	2	Required if NoLegProvisionOptionExerciseBusinessCenters(40936) > 0.
4098	40937	0	1
4098	40500	1	2	Required if NoLegProvisionOptionExpirationDateBusinessCenters(40937) > 0.
4099	40938	0	1
4099	40510	1	2	Required if NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters(40938) > 0.
4100	40939	0	1
4100	40452	1	2	Required if NoLegProvisionDateBusinessCenters(40939) > 0.
4101	40940	0	1
4101	40266	1	2	Required if NoLegStreamCalculationPeriodBusinessCenters(40940) > 0.
4102	40941	0	1
4102	40269	1	2	Required if NoLegStreamFirstPeriodStartDateBusinessCenters(40941) > 0.
4103	40942	0	1
4103	40251	1	2	Required if NoLegStreamEffectiveDateBusinessCenters(40942) > 0.
4104	40943	0	1
4104	40259	1	2	Required if NoLegStreamTerminationDateBusinessCenters(40943) > 0.
4105	40944	0	1
4105	40221	1	2	Required if NoPaymentBusinessCenters(40944) > 0.
4106	40977	0	1
4106	40854	1	2	Required if NoPaymentScheduleFixingDateBusinessCenters(40944) > 0.
4107	40945	0	1
4107	40863	1	2	Required if NoPaymentScheduleInterimExchangeDateBusinessCenters(40945) > 0.
4108	40946	0	1
4108	40819	1	2	Required if NoPaymentStreamNonDeliverableFixingDatesBusinessCenters(40946) > 0.
4109	40947	0	1
4109	40752	1	2	Required if NoPaymentStreamPaymentDateBusinessCenters(40947) > 0.
4110	40948	0	1
4110	40763	1	2	Required if NoPaymentStreamResetDateBusinessCenters(40948) > 0.
4111	40949	0	1
4111	40769	1	2	Required if NoPaymentStreamInitialFixindDateBusinessCenters(40949) > 0.
4112	40950	0	1
4112	40776	1	2	Required if NoPaymentStreamFixingDateBusinessCenters(40950) > 0.
4113	40951	0	1
4113	40189	1	2	Required if NoProtectionTermEventNewsSources(40951) > 0.
4114	40952	0	1
4114	40164	1	2	Required if NoProvisionCashSettlPaymentDateBusinessCenters(40952) > 0.
4115	40953	0	1
4115	40117	1	2	Required if NoProvisionCashSettlValueDatBusinessCenters(40953) > 0.
4116	40954	0	1
4116	40124	1	2	Required if NoProvisionOptionExerciseBusinessCenters(40954) > 0.
4117	40955	0	1
4117	40147	1	2	Required if NoProvisionOptionExpirationDateBusinessCenters(40955) > 0.
4118	40956	0	1
4118	40157	1	2	Required if NoProvisionOptionRelevantUnderlyingDateBusinessCenters(40956) > 0.
4119	40957	0	1
4119	40094	1	2	Required if NoProvisionDateBusinessCenters(40957) > 0.
4120	40958	0	1
4120	40074	1	2	Required if NoStreamCalculationPeriodBusinessCenters(40958) > 0.
4121	40959	0	1
4121	40077	1	2	Required if NoStreamFirstPeriodStartDateBusinessCenters(40959) > 0.
4122	40960	0	1
4122	40909	1	2	Required if NoStreamEffectiveBusinessCenters(40960) > 0.
4123	40961	0	1
4123	40067	1	2	Required if NoStreamTerminationDateBusinessCenters(40961) > 0.
4124	40962	0	1
4124	40963	1	2	Required if NoUnderlyingBusinessCenters(40962) > 0.
4125	40964	0	1
4125	UnderlyingBusinessCenterGrp	0	2
4125	40965	0	3
4126	40966	0	1
4126	40690	1	2	Required if NoUnderlyingPaymentScheduleFixingDateBusinessCenters(40966) > 0.
4127	40967	0	1
4127	40699	1	2	Required if NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters(40967) > 0.
4128	40968	0	1
4128	40650	1	2	Required if NoUnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenters(40968) > 0.
4129	40969	0	1
4129	40582	1	2	Required if NoUnderlyingPaymentStreamPaymentDateBusinessCenters(40969) > 0.
4130	40970	0	1
4130	40594	1	2	Required if NoUnderlyingPaymentStreamResetDateBusinessCenters(40970) > 0.
4131	40971	0	1
4131	40600	1	2	Required if NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters(40971) > 0.
4132	40972	0	1
4132	40607	1	2	Required if NoUnderlyingPaymentStreamFixingDateBusinessCenters(40972) > 0.
4133	40973	0	1
4133	40557	1	2	Required if NoUnderlyingStreamCalculationPeriodBusinessCenters(40973) > 0.
4134	40974	0	1
4134	40560	1	2	Required if NoUnderlyginstreamFirstPeriodStartDateBusinessCenters(40974) > 0.
4135	40975	0	1
4135	40059	1	2	Required if NoUnderlyingStreamEffectiveDateBusinessCenters(40975) > 0.
4136	40976	0	1
4136	40550	1	2	Required if NoUnderlyingStreamTerminationDateBusinessCenters(40976) > 0.
4137	40371	0	1
4137	40372	0	2	Conditionally required when PaymentStreamNonDeliverableSettlRateSource(40371) = 3 (ISDA Settlement Rate Option) or 99 (Other).
4138	40373	0	1
4138	40655	0	2	Conditionally required when SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) or 99 (Other).
4139	40661	0	1
4139	40824	0	2	Conditionally required when UnderlyingPaymentStreamNonDeliverableSettlRateSource(40661) = 3 (ISDA Settlement Rate Option) or 99 (Other).
4140	40904	0	1
4140	40915	0	2	Conditionally required when UnderlyingSettlRateFallbackRateSource(40904) = 3 (ISDA Settlement Rate Option) or 99 (Other).
4201	40112	0	1
4201	41406	0	2
4202	40470	0	1
4202	41407	0	2

FIX Version FIX.5.0SP2 Extension Pack EP161

Approval Date 2012-09-10T00:00:00

Description CFTC Parts 43-45 - Phase 1

Datatype Changes

Updated Datatypes

Name

BaseType

Description

Example

XML

Deprecated Datatypes

Name

Datatypes removed

Name

Datatypes Added

Name

BaseType

Description

Example

XML

Field Changes

Updated Fields

New Fields

Enumerations

Enumerations Added

Components

Components Changed

Components Added

Message/Component Content

Message/Components Content Changes

Messages/Components Content Added