FIX Version FIX.5.0SP2 Extension Pack EP169

Approval Date 2013-01-31T00:00:00

Description CFTC Parts 43-45 - Phase 2



Field Changes

Updated Fields

TagNameTypeAssociatedDataTagAbbrNameBaseCategoryBaseCategoryAbbrNameNotReqXMLEnumDatatypeUnionDataTypeDescriptionElaborationDeprecated
877875Reserved100Plus
10391193Settlement method for a contract or instrument. Additional values may be used with bilateral agreement.
1193StringSettlement method for a contract or instrument. Additional values may be used with bilateral agreement.
1195Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount.
1317StringSettlement method for a contract or instrument. Additional values may be used with bilateral agreement.
1449A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument.
1478Specifies 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.
1489Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType(1484).
1935Used 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". When VoluntaryRegulatoryReport(1935)=Y it is recommended that one of the parties to the trade be identified as the voluntary reporting party through PartySubIDType(803)=62 Voluntary reporting entity.
2023Specifies 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.
2051Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the UnderlyingComplexEventType(2046).
2085The valuation date of the trade.
2086The valuation time of the trade.
40028When 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 obligation 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.
40035Used 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 floating rate payer calculation amount.
40100If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade.
40108ProvisionCashSettlMethod
40210Specifies the type of deliverable obligation applicable for physical settlement. See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types.
40211Physical settlement deliverable obligation value appropriate to PhysicalSettlDeliverableObligationType(40210). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for applicable obligation type values.
40358The method of Forward Rate Agreement (FRA) discounting, if any, that will apply.
40458If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade.
40647The method of Forward Rate Agreement (FRA) discounting, if any, that will apply.
40816The method of Forward Rate Agreement (FRA) discounting, if any, that will apply.


Deleted Fields

Tag
40223

New Fields

TagNameTypeAssociatedDataTagAbbrNameBaseCategoryBaseCategoryAbbrNameNotReqXMLEnumDatatypeUnionDataTypeDescriptionElaboration
2304NoAssetAttributesNumInGroup1The number of asset attribute entries in the group.
2305AssetAttributeTypeStringTyp0Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types.
2306AssetAttributeValueStringVal0Specifies the value of the asset attribute.
2307AssetAttributeLimitStringLmt0Limit or lower acceptable value of the attribute.
1233CommissionRatePercentageRt0The commission rate when CommType(13) is absolute.
1238CommissionUnitOfMeasureStringUOM0996The commission rate unit of measure.
40994NoComplexEventAveragingObservationsNumInGroup1The number of averaging observations in the repeating group.
40995ComplexEventAveragingObservationNumberintObsvtnNum0Cross reference to the ordinal observation as specified either in the ComplexEventScheduleGrp or ComplexEventPeriodDateGrp components.
40996ComplexEventAveragingWeightfloatWt0The weight factor to be applied to the observation.
40997NoComplexEventCreditEventsNumInGroup1The number of credit events specified in the repeating group.
40998ComplexEventCreditEventTypeStringTyp0Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types.
40999ComplexEventCreditEventValueStringVal0The credit event value appropriate to ComplexEventCreditEventType(40998). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values.
41000ComplexEventCreditEventCurrencyCurrencyCcy0Specifies the applicable currency when ComplexEventCreditEventValue(40999) is an amount. Uses ISO 4217 currency codes.
41001ComplexEventCreditEventPeriodintPeriod0Time unit multiplier for complex credit events.
41002ComplexEventCreditEventUnitStringUnit040196Time unit associated with complex credit events.
41003ComplexEventCreditEventDayTypeintDayTyp041024Specifies the day type for the complex credit events.
41004ComplexEventCreditEventRateSourceintRtSrc0Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources.
41005NoComplexEventCreditEventQualifiersNumInGroup1The number of qualifiers in the repeating group.
41006ComplexEventCreditEventQualifiercharQual040200Specifies a complex event qualifier. Used to further qualify ComplexEventCreditEventType(40998).
41007NoComplexEventPeriodDateTimesNumInGroup1The number of entries in the date-time repeating group.
41008ComplexEventPeriodDateLocalMktDateDt0The averaging date for an Asian option. The trigger date for a Barrier or Knock option.
41009ComplexEventPeriodTimeLocalMktTimeTm0The averaging time for an Asian option.
41010NoComplexEventPeriodsNumInGroup1The number of periods in the repeating group.
41011ComplexEventPeriodTypeintTyp0Specifies the period type.
41012ComplexEventBusinessCenterStringBizCtr0The business center used to determine dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41013NoComplexEventRateSourcesNumInGroup1The number of rate sources in the repeating group.
41014ComplexEventRateSourceintRtSrc01446Identifies the source of rate information.For FX, the reference source to be used for the FX spot rate.
41015ComplexEventRateSourceTypeintRtSrcTyp01447Indicates whether the rate source specified is a primary or secondary source.
41016ComplexEventReferencePageStringRefPg0Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When ComplexEventRateSource(41014) = 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.
41017ComplexEventReferencePageHeadingStringRefHdng0Identifies the reference page heading from the rate source.
41018NoComplexEventDateBusinessCentersNumInGroup1The number of business centers in the repeating group.
41019ComplexEventDateBusinessCenterStringCtr0The business center calendar used to adjust the complex event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41020ComplexEventDateUnadjustedLocalMktDateDtUandj0The unadjusted complex event date.For example the second expiration date for a calendar spread option strategy.
41021ComplexEventDateRelativeTointReltv0Reserved1000PlusSpecifies the anchor date when the date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
41022ComplexEventDateOffsetPeriodintOfstPeriod0Time unit multiplier for the relative date offset.
41023ComplexEventDateOffsetUnitStringOfstUnit040760Time unit associated with the relative date offset.
41024ComplexEventDateOffsetDayTypeintOfstDayTyp0Specifies the day type of the relative date offset.
41025ComplexEventDateBusinessDayConventionintBizDayCnvtn040921The business day convention used to adjust the complex event date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
41026ComplexEventDateAdjustedLocalMktDateDt0The adjusted complex event date.
41027ComplexEventFixingTimeLocalMktTimeFixngTm0The local market fixing time.
41028ComplexEventFixingTimeBusinessCenterStringFixngBizCtr0The business center calendar used to determine the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41029NoComplexEventCreditEventSourcesNumInGroup1Number of event sources in the repeating group.
41030ComplexEventCreditEventSourceStringSrc0A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred.
2117ComplexOptPayoutPaySideintOptPay040214Trade side of payout payer.
2118ComplexOptPayoutReceiveSideintOptRcv040214Trade side of payout receiver.
2119ComplexOptPayoutUnderlierStringOptUndlr0Reference to the underlier whose payments are being passed through.
2120ComplexOptPayoutPercentagePercentageOptPctage0Percentage of observed price for calculating the payout associated with the event.
2121ComplexOptPayoutTimeintOptTm0Specifies when the payout is to occur.
2122ComplexOptPayoutCurrencyCurrencyOptCcy0Specifies the currency of the payout amount. Uses ISO 4217 currency codes.
2123ComplexEventPricePercentagePercentagePxPctage0Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484).
2124ComplexEventCurrencyOneCurrencyCcy10Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes.Applicable for complex FX option strategies.
2125ComplexEventCurrencyTwoCurrencyCcy20Specifies the second reference currencyof the trade. Uses ISO 4217 currency codes.Applicable for complex FX option strategies.
2126ComplexEventQuoteBasisintQteBasis0For foreign exchange Quanto option feature.
2127ComplexEventFixedFXRatefloatRt0Specifies the fixed FX rate alternative for FX Quantro options.
2128ComplexEventDeterminationMethodStringMeth0Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values.
2129ComplexEventCalculationAgentintCalcAgent040098Used to identify the calculation agent.
2130ComplexEventStrikePricePriceStrkPx0Upper strike price for Asian option feature. Strike percentage for a Strike Spread.
2131ComplexEventStrikeFactorfloatStrkFctr0Strike factor for Asian option feature. Upper strike percentage for a Strike Spread.
2132ComplexEventStrikeNumberOfOptionsintStrkNum0Upper string number of options for a Strike Spread.
2133ComplexEventCreditEventsXIDRefXIDREFCdtEvntXIDRef0Reference to credit event table elsewhere in the message.
2134ComplexEventCreditEventNotifyingPartyintNotifygPty0The 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.
2135ComplexEventCreditEventBusinessCenterStringBizCtr0The local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
2136ComplexEventCreditEventStandardSourcesBooleanStdSrcs0When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable.
2137ComplexEventCreditEventMinimumSourcesintMinSrcs0The 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.
2138ComplexEventXIDXIDXID0Identifier of this complex event for cross referencing elsewhere in the message.
2139ComplexEventXIDRefXIDREFXIDRef0Reference to a complex event elsewhere in the message.
41031NoComplexEventSchedulesNumInGroup1Number of schedules in the repeating group.
41032ComplexEventScheduleStartDateLocalMktDateStartDt0The start date of the schedule.
41033ComplexEventScheduleEndDateLocalMktDateEndDt0The end date of the schedule.
41034ComplexEventScheduleFrequencyPeriodintFreqPeriod0Time unit multiplier for the schedule date frequency.
41035ComplexEventScheduleFrequencyUnitStringFreqUnit040196Time unit associated with the schedule date frequency.
41036ComplexEventScheduleRollConventionStringRoll040922The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the DateAdjustment component in Instrument.
41037NoDeliverySchedulesNumInGroup1Number of delivery schedules in the repeating group.
41038DeliveryScheduleTypeintTyp0Specifies the type of delivery schedule.
41039DeliveryScheduleXIDXIDXID0Identifier for this instance of delivery schedule for cross referencing elsewhere in the message.
41040DeliveryScheduleNotionalQtyNotl0Physical delivery quantity.
41041DeliveryScheduleNotionalUnitOfMeasureStringNotlUOM0996Specifies the delivery quantity unit of measure (UOM).
41042DeliveryScheduleNotionalCommodityFrequencyintNotlFreq041308The frequency of notional delivery.
41043DeliveryScheduleNegativeTolerancefloatNegtvTlrnc0Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryScheduleToleranceType(41046). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).
41044DeliverySchedulePositiveTolerancefloatPostvTlrnc0Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryScheduleToleranceType(41046). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).
41045DeliveryScheduleToleranceUnitOfMeasureStringTlrncUOM0996Specifies the tolerance value's unit of measure (UOM).
41046DeliveryScheduleToleranceTypeintTlrncTyp0Specifies the tolerance value type.
41047DeliveryScheduleSettlCountryCountryCtry0Specifies the country where delivery takes place. Uses ISO 3166 2-character country code.
41048DeliveryScheduleSettlTimeZoneStringTZ0Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones.
41049DeliveryScheduleSettlFlowTypeintFlowTyp0Specifies the delivery flow type.
41050DeliveryScheduleSettlHolidaysProcessingInstructionintHolidays0Indicates whether holidays are included in the settlement periods. Required for electricity contracts.
41051NoDeliveryScheduleSettlDaysNumInGroup1Number of delivery schedules in the repeating group.
41052DeliveryScheduleSettlDayintDay0Specifies the day or group of days for delivery.
41053DeliveryScheduleSettlTotalHoursintTotHrs0The sum of the total hours specified in the DeliveryScheduleSettlTimeGrp component.
41054NoDeliveryScheduleSettlTimesNumInGroup1Number of hour ranges in the repeating group.
41055DeliveryScheduleSettlStartStringStart0The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in DeliveryScheduleSettlTimeType(41057).
41056DeliveryScheduleSettlEndStringEnd0The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in DeliveryScheduleSettlTimeType(41057).
41057DeliveryScheduleSettlTimeTypeintTyp0Specifies the format of the delivery start and end time values.
41058DeliveryStreamTypeintTyp0Specifies the type of delivery stream.
41059DeliveryStreamPipelineStringPpln0The name of the oil delivery pipeline.
41060DeliveryStreamEntryPointStringEntryPnt0The point at which the commodity will enter the delivery mechanism or pipeline.
41061DeliveryStreamWithdrawalPointStringWthdrwlPnt0The point at which the commodity product will be withdrawn prior to delivery.
41062DeliveryStreamDeliveryPointStringDlvryPnt0The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion, see http://www.fpml.org/coding-scheme/bullion-delivery-location for values.
41063DeliveryStreamDeliveryRestrictionintDlvryRstctn0Specifies under what conditions the buyer and seller should be excused of their delivery obligations.
41064DeliveryStreamDeliveryContingencyStringCntgncy0Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values.
41065DeliveryStreamDeliveryContingentPartySideintCntgPty041080The trade side value of the party responsible for electricity delivery contingency.
41066DeliveryStreamDeliverAtSourceIndicatorBooleanDlvrAtSrc0When this element is specified and set to 'Y', delivery of the coal product is to be at its source.
41067DeliveryStreamRiskApportionmentStringRiskApprtnmt0Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list.
41218DeliveryStreamRiskApportionmentSourceStringRiskApprtnmtSrc0Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list.
41068DeliveryStreamTitleTransferLocationStringTtlXfer0Specifies the title transfer location.
41069DeliveryStreamTitleTransferConditionintTtlXferCond0Specifies the condition of title transfer.
41070DeliveryStreamImporterOfRecordStringImprtr0A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation.
41071DeliveryStreamNegativeTolerancefloatNegtvTlrnc0Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryStreamToleranceType(41074). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).
41072DeliveryStreamPositiveTolerancefloatPostvTlrnc0Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryStreamToleranceType(41074). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).
41073DeliveryStreamToleranceUnitOfMeasureStringTlrncUOM0996Specifies the tolerance value's unit of measure (UOM).
41074DeliveryStreamToleranceTypeintTlrncTyp041046Specifies the tolerance value type.
41075DeliveryStreamToleranceOptionSideintTlrncOptSide0Indicates whether the tolerance is at the seller's or buyer's option.
41076DeliveryStreamTotalPositiveTolerancePercentageTotPostvTlrnc0The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.).
41077DeliveryStreamTotalNegativeTolerancePercentageTotNegtvTlrnc0The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.).
41078DeliveryStreamNotionalConversionFactorfloatCnvrsnFctr0If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used.
41079DeliveryStreamTransportEquipmentStringEqpmt0The transportation equipment with which the commodity product will be delivered and received. Examples of transportation equipment or mode are barge, truck, railcar, etc.
41080DeliveryStreamElectingPartySideintElctngSide0A reference to the party able to choose whether the gas is delivered for a particular period as found in a swing or interruptible contract.
41081NoDeliveryStreamCyclesNumInGroup1Number of delivery cycles in the repeating group.
41082DeliveryStreamCycleDescStringDesc0The delivery cycles during which the oil product will be transported in the pipeline.
41083EncodedDeliveryStreamCycleDescLenLength41084EncDescLen0Byte length of encoded (non-ASCII characters) EncodedDeliveryStreamCycleDesc(41084) field.
41084EncodedDeliveryStreamCycleDescdataEncDesc0Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DeliveryStreamCycleDesc(41082) field.
41085NoDeliveryStreamCommoditySourcesNumInGroup1Number of commodity sources in the repeating group.
41086DeliveryStreamCommoditySourceStringSrc0The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values.
1513DocumentationTextStringDcmntnTxt0A sentence or phrase pertenant to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System"
1525EncodedDocumentationTextLenLength1527EncDcmntnTxtLen0Byte length of encoded (non-ASCII characters) EncodedDocumentationText(1527) field.
1527EncodedDocumentationTextdataEncDcmntnTxt0Encoded (non-ASCII characters) representation of the DocumentationText(1513) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DocumentationText(1513) field.
1575SwapSubClassStringSwapSubClss0The subclassification or subtype of swap.
1577SettlRateIndexStringSettlNdx0In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment.
1580SettlRateIndexLocationStringSettlNdxLctn0This is an optional qualifying attribute of SettlRateIndex(1577) such as the delivery zone for an electricity contract.
1581OptionExpirationDescStringExpDesc0Description of the option expiration.
1678EncodedOptionExpirationDescLenLength1697EncExpDescLen0Byte length of encoded (non-ASCII characters) EncodedOptionExpirationDesc(1697) field.
1697EncodedOptionExpirationDescdataEncExpDesc0Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the OptionExpirationDesc(1581).
1698StrikeUnitOfMeasureStringStrkUOM0996Used to express the unit of measure (UOM) of the price if different from the contract.
1866StrikeIndexStringStrkNdx0Specifies the index used to calculate the strike price.
2001StrikeIndexSpreadPriceOffsetStrkSpread0Specifies the strike price offset from the named index.
2002ValuationSourceStringValSrc0Specifies the source of trade valuation data.
2140ValuationReferenceModelStringValRefModel0Specifies the methodology and/or assumptions used to generate the trade value.
2141StrategyTypeStringStrtTyp0Specifies the type of trade strategy.
2142CommonPricingIndicatorBooleanCmnPxng0When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price.
2143SettlDisruptionProvisionintSettlDsrptnProv0Specifies the consequences of bullion settlement disruption events.
2144InstrumentRoundingDirectionintRndDirctn0468Specifies the rounding direction if not overridden elsewhere.
2145InstrumentRoundingPrecisionintRndPrcsn0Specifies 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.
2146LegSettleOnOpenFlagStringSettlOnOpenFlag0Indicator to determine if the instrument is to settle on open.
2147LegInstrmtAssignmentMethodcharAsgnMeth01049Specifies the method under which assignment was conducted.
2148LegSecurityStatusStringStatus0965Used for derivatives. Denotes the current state of the InstrumentLeg.
2149LegRestructuringTypeStringRestrctTyp01449A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument.
2150LegSeniorityStringSnrty01450Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument.
2151LegNotionalPercentageOutstandingPercentageNotlPctOut0Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index. Used to calculate the true value of a CDS trade or position.
2152LegOriginalNotionalPercentageOutstandingPercentageOrigNotlPctOut0Used to reflect the Original value prior to the application of a credit event. See LegNotionalPercentageOutstanding(2151).
2153LegAttachmentPointPercentageAttchPnt0Lower bound percentage of the loss that the tranche can endure.
2154LegDetachmentPointPercentageDetchPnt0Upper bound percentage of the loss the tranche can endure.
2155LegObligationTypeStringObligTyp01739Type of reference obligation for credit derivatives contracts.
2156LegSwapSubClassStringSwapSubClss01575The subclassification or subtype of swap.
2157LegNthToDefaultintNthDflt0The Nth reference obligation in a CDS reference basket. If specified without LegMthToDefault(2158) the default will trigger a CDS payout. If LegMthToDefault(2158) is also present then payout occurs between the Nth and Mth obligations to default.
2158LegMthToDefaultintMthDflt0The Mth reference obligation to default in a CDS reference basket. When an NthToDefault(2157) to MthToDefault(2158) are represented then the CDS payout occurs between the Nth and Mth obligations to default.
2159LegSettledEntityMatrixSourceStringSettldMtrxSrc0Relevant settled entity matrix source.
2160LegSettledEntityMatrixPublicationDateLocalMktDateSettldMtrxDt0The publication date of the applicable version of the matrix. When this element is omitted, the Standard Terms Supplement defines rules for which version of the matrix is applicable.
2161LegCouponTypeintCpnTyp01946Specifies the coupon type of the bond.
2162LegTotalIssuedAmountAmtTotAmt0Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security.
2163LegCouponFrequencyPeriodintCpnPeriod0Time unit multiplier for the frequency of the bond's coupon payment.
2164LegCouponFrequencyUnitStringCpnUnit01949Time unit associated with the frequency of the bond's coupon payment.
2165LegCouponDayCountintCpnDayCnt01950Reserved100PlusThe day count convention used in interest calculations for a bond or an interest bearing security.
2166LegConvertibleBondEquityIDStringCnvrtBondEqtyID0Identifies the equity in which a convertible bond can be converted to.
2167LegConvertibleBondEquityIDSourceStringCnvrtBondEqtyIDSrc022Reserved100PlusIdentifies class or source of the LegConvertibleBondEquitySecurityID(2166) value.
2168LegContractPriceRefMonthMonthYearPxRefMo0Reference month if there is no applicable LegMaturityMonthYear(610) value for the contract or security.
2169LegLienSeniorityintLienSnrty01954Indicates the seniority level of the lien in a loan.
2170LegLoanFacilityintLoanFclty01955Specifies the type of loan when the credit default swap's reference obligation is a loan.
2171LegReferenceEntityTypeintRefEntityTyp01956Specifies the type of reference entity.
2172LegIndexSeriesintNdxSeries0The series identifier of a credit default swap index.
2173LegIndexAnnexVersionintNdxAnxVer0The version of a credit default swap index annex.
2174LegIndexAnnexDateLocalMktDateNdxAnxDt0The date of a credit default swap index series annex.
2175LegIndexAnnexSourceStringNdxAnxSrc0The source of a credit default swap series annex.
2176LegSettlRateIndexStringSettlNdx0In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment.
2177LegSettlRateIndexLocationStringSettlNdxLctn0This is an optional qualifying attribute of LegSettlementRateIndex(2176) such as the delivery zone for an electricity contract.
2178LegOptionExpirationDescStringExpDesc0Description of the option expiration.
2179EncodedLegOptionExpirationDescLenLength2180EncExpDescLen0Byte length of encoded (non-ASCII characters) EncodedLegOptionExpirationDesc(2180) field.
2180EncodedLegOptionExpirationDescdataEncExpDesc0Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegOptionExpirationDesc(2178).
2181LegStrikeMultiplierfloatStrkMult0Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.
2182LegStrikeValuefloatStrkValu0The number of shares/units for the financial instrument involved in the option trade. Used for derivatives.
2183LegStrikeUnitOfMeasureStringStrkUOM0996Used to express the unit of measure (UOM) of the price if different from the contract.
2184LegStrikeIndexStringStrkNdx0Specifies the index used to calculate the strike price.
2185LegStrikeIndexSpreadPriceOffsetStrkSpread0Specifies the strike price offset from the named index.
2186LegStrikePriceDeterminationMethodintStrkPxDtrmnMeth01478Specifies 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.
2187LegStrikePriceBoundaryMethodintStrkPxBndryMeth01479Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise.
2188LegStrikePriceBoundaryPrecisionPercentageStrkPxBndryPrcsn0Used in combination with StrikePriceBoundaryMethod(2187) 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.
2189LegUnderlyingPriceDeterminationMethodintPxDtrmnMeth01481Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option").
2190LegMinPriceIncrementfloatMinPxIncr0Minimum price increment for a given exchange-traded instrument. Could also be used to represent tick value.
2191LegMinPriceIncrementAmountAmtMinPxIncrAmt0Minimum price increment amount associated with the LegMinPriceIncrement(2190). For listed derivatives, the value can be calculated by multiplying LegMinPriceIncrement(2190) by LegContractMultiplier(614).
2192LegSettlMethodcharSettlMeth01193Settlement method for a contract or instrument. Additional values may be used with bilateral agreement.
2193LegOptPayoutTypeintOptPayoutTyp01482Indicates the type of payout that will result from an in-the-money option.
2194LegOptPayoutAmountAmtOptPayAmt0Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount.
2195LegPriceQuoteMethodStringPxQteMeth01196Specifies the method for price quotation.
2196LegValuationMethodStringValMeth01197Specifies the type of valuation method applied.
2197LegValuationSourceStringValSrc0Specifies the source of trade valuation data.
2198LegValuationReferenceModelStringValRefModel0Specifies the methodology and/or assumptions used to generate the trade value.
2199LegListMethodintListMeth01198Indicates whether instruments are pre-listed only or can also be defined via user request.
2200LegCapPricePriceCapPx0Used to express the ceiling price of a capped call.
2201LegFloorPricePriceFlrPx0Used to express the floor price of a capped put.
2202LegFlexibleIndicatorBooleanFlexInd0Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative to LegCFICode(608) Standard/Non-standard attribute.
2203LegFlexProductEligibilityIndicatorBooleanFlexProdElig0Used to indicate if a product or group of product supports the creation of flexible securities.
2205LegPositionLimitintPosLmt0Position Limit for a given exchange-traded product.
2206LegNTPositionLimitintNTPosLmt0Position limit in the near-term contract for a given exchange-traded product.
2207LegCPProgramintCPPgm0875Reserved100PlusThe program under which a commercial paper is issued.
2208LegCPRegTypeStringCPRegTyp0The registration type of a commercial paper issuance.
2209LegShortSaleRestrictionintShrtRstctn01687Indicates whether a restriction applies to short selling a security.
2211LegStrategyTypeStringStrtTyp02141Specifies the type of trade strategy.
2212LegCommonPricingIndicatorBooleanCmnPxng0When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price.
2213LegSettlDisruptionProvisionintSettlDsrptnProv02143Specifies the consequences of bullion settlement disruption events.
2214LegInstrumentRoundingDirectionintRndDirctn0468Specifies the rounding direction if not overridden elsewhere.Applicable for complex FX option strategies.
2215LegInstrumentRoundingPrecisionintRndPrcsn0Specifies 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.
41087MarketDisruptionProvisionintProv0The consequences of market disruption events.
41088MarketDisruptionFallbackProvisionintFallbckProv0Specifies the location of the fallback provision documentation.
41089MarketDisruptionMaximumDaysintMaxDays0Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5).ISDA 2005 Commodity Definition.
41090MarketDisruptionMaterialityPercentagePercentageMtrltyPctage0Used when a price materiality percentage applies to the price source disruption event and this event has been specified.Applicable to 2005 Commodity Definitions only.
41091MarketDisruptionMinimumFuturesContractsintMinCtrcts0Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only.
41092NoMarketDisruptionEventsNumInGroup1Number of disruption events in the repeating group.
41093MarketDisruptionEventStringEvnt0Specifies the market disruption event. See http://www.fpml.org/coding-scheme/commodity-market-disruption for values.
41094NoMarketDisruptionFallbacksNumInGroup1Number of fallbacks in the repeating group.
41095MarketDisruptionFallbackTypeStringTyp0Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values.
41096NoMarketDisruptionFallbackReferencePricesNumInGroup1Number of fallback reference securities in the repeating group.
41097MarketDisruptionFallbackUnderlierTypeintTyp0The type of reference price underlier.
41098MarketDisruptionFallbackUnderlierSecurityIDStringID0Specifies the identifier value of the security.
41099MarketDisruptionFallbackUnderlierSecurityIDSourceStringSrc022Specifies the class or source scheme of the security identifier.
41100MarketDisruptionFallbackUnderlierSecurityDescStringDesc0Specifies the description of the underlying security.
41101EncodedMarketDisruptionFallbackUnderlierSecurityDescLenLength41102EncDescLen0Byte length of encoded (non-ASCII characters) EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field.
41102EncodedMarketDisruptionFallbackUnderlierSecurityDescdataEncDesc0Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field.
41103MarketDisruptionFallbackOpenUnitsQtyOpnUnits0If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.
41104MarketDisruptionFallbackBasketCurrencyCurrencyCcy0Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes.
41105MarketDisruptionFallbackBasketDivisorfloatDvsr0Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions.
2216MiscFeeRatePercentageRt0The fee rate when MiscFeeAmt(137) is a percentage of trade quantity.
2217MiscFeeAmountDueAmtAmtDue0The fee amount due if different from MiscFeeAmt(137).
41106ExerciseDescStringDesc0A description of the option exercise.
41107EncodedExerciseDescLenLength41108EncDescLen0Byte length of encoded (non-ASCII characters) EncodedExerciseDesc(41102) field.
41108EncodedExerciseDescdataEncDesc0Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ExerciseDesc(41106) field.
41109AutomaticExerciseIndicatorBooleanAutoExerInd0Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money.
41110AutomaticExerciseThresholdRatefloatAutoRt0The threshold rate for triggering automatic exercise.
41111ExerciseConfirmationMethodintExerCnfm0Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
41112ManualNoticeBusinessCenterStringManNtcBizCtr0Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41113FallbackExerciseIndicatorBooleanFallbckExerInd0Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001).
41114LimitedRightToConfirmIndicatorBooleanLtdRightCnfmInd0Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode.
41115ExerciseSplitTicketIndicatorBooleanExerSplitTktInd0Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations.
41116NoOptionExerciseBusinessCentersNumInGroup1Number of business centers in the repeating group.
41117OptionExerciseBusinessCenterStringCtr0The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41118OptionExerciseBusinessDayConventionintBizDayCnvtn040921The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
41119OptionExerciseEarliestDateOffsetDayTypeintErlstOfstDayTyp041024Specifies the day type for the relative earliest exercise date offset.
41120OptionExerciseEarliestDateOffsetPeriodintErlstOfstPeriod0Time unit multiplier for the relative earliest exercise date offset.
41121OptionExerciseEarliestDateOffsetUnitStringErlstOfstUnit040126Time unit associated with the relative earliest exercise date offset.
41122OptionExerciseFrequencyPeriodintFreqPeriod0Time unit multiplier for the frequency of exercise dates.
41123OptionExerciseFrequencyUnitStringFreqUnit040196Time unit associated with the frequency of exercise dates.
41124OptionExerciseStartDateUnadjustedLocalMktDateStartDtUnadj0The unadjusted start date for calculating periodic exercise dates.
41125OptionExerciseStartDateRelativeTointStartDtReltv0Reserved1000PlusSpecifies 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.
41126OptionExerciseStartDateOffsetPeriodintStartDtOfstPeriod0Time unit multiplier for the relative exercise start date offset.
41127OptionExerciseStartDateOffsetUnitStringStartDtOfstUnit040760Time unit associated with the relative exercise start date offset.
41128OptionExerciseStartDateOffsetDayTypeintStartDtOfstDayTyp040920Specifies the day type of the exercise start date offset.
41129OptionExerciseStartDateAdjustedLocalMktDateStartDt0The adjusted start date for calculating periodic exercise dates.
41130OptionExerciseSkipintSkip0The 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.
41131OptionExerciseNominationDeadlineLocalMktDateNomntnDdln0Last date (adjusted) for establishing the option exercise terms.
41132OptionExerciseFirstDateUnadjustedLocalMktDateFirstDtUnadj0The unadjusted first exercise date.
41133OptionExerciseLastDateUnadjustedLocalMktDateLastDtUnadj0The unadjusted last exercise date.
41134OptionExerciseEarliestTimeLocalMktTimeErlstTm0The 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, (iii) the commencement date to, and including, the expiration date, in the case of an American option.
41135OptionExerciseLatestTimeLocalMktTimeLtstTm0The latest exercise time. See also OptionExerciseEarliestTime(41134).
41136OptionExerciseTimeBusinessCenterStringTmBizCtr0The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values
41137NoOptionExerciseDatesNumInGroup1Number of dates in the repeating group.
41138OptionExerciseDateLocalMktDateDt0The option exercise fixed date, unadjusted or adjusted depending on OptionExerciseDateType(41139).
41139OptionExerciseDateTypeintTyp0Specifies the type of date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
41140NoOptionExerciseExpirationDateBusinessCentersNumInGroup1Number of business centers in the repeating group.
41141OptionExerciseExpirationDateBusinessCenterStringCtr0The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41142OptionExerciseExpirationDateBusinessDayConventionintBizDayCnvtn040921The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
41143OptionExerciseExpirationDateRelativeTointReltv0Reserved1000PlusSpecifies the anchor date when the option exercise expiration is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
41144OptionExerciseExpirationDateOffsetPeriodintOfstPeriod0Time unit multiplier for the relative exercise expiration date offset.
41145OptionExerciseExpirationDateOffsetUnitStringOfstUnit040760Time unit associated with the relative exercise expiration date offset.
41146OptionExerciseExpirationFrequencyPeriodintFreqPeriod0Time unit multiplier for the frequency of exercise expiration dates.
41147OptionExerciseExpirationFrequencyUnitStringFreqUnit040196Time unit associated with the frequency of exercise expiration dates.
41148OptionExerciseExpirationRollConventionStringRoll040922The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the DateAdjustment component in Instrument.
41149OptionExerciseExpirationDateOffsetDayTypeintOfstDayTyp040920Specifies the day type for the option exercise expiration date offset.
41150OptionExerciseExpirationTimeLocalMktTimeTm0The option exercise expiration time.
41151OptionExerciseExpirationTimeBusinessCenterStringTmBizCtr0The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41152NoOptionExerciseExpirationDatesNumInGroup1Number of fixed exercise expiration dates in the repeating group.
41153OptionExerciseExpirationDateLocalMktDateDt0An adjusted or unadjusted fixed option exercise expiration date.
41154OptionExerciseExpirationDateTypeintTyp041139Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
41155PaymentUnitOfMeasureStringUOM0996Used to express the unit of measure (UOM) of the payment amount if not in the currency of the trade.
41156PaymentDateRelativeTointReltv0Reserved100PlusSpecifies the anchor date when the payment date is relative to an anchor date.
41157PaymentDateOffsetPeriodintOfstPeriod0Time unit multiplier for the relative payment date offset.
41158PaymentDateOffsetUnitStringOfstUnit040760Time unit associated with the relative payment date offset.
41159PaymentDateOffsetDayTypeintOfstDayTyp0Specifies the relative payment date offset day type.
41160PaymentForwardStartTypeintFwdStartTyp0Forward start premium type.
41161NoPaymentScheduleFixingDaysNumInGroup1Number of fixing days in the repeating group.
41162PaymentScheduleFixingDayOfWeekintDayOfWk041228The day of the week on which fixing will take place.
41163PaymentScheduleFixingDayNumberintDayNum0The occurrence of the day of week on which fixing takes place. For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day.
41164PaymentScheduleXIDXIDXID0Identifier of this PaymentSchedule for cross referencing elsewhere in the message.
41165PaymentScheduleXIDRefXIDREFXIDRef0Reference to payment schedule elsewhere in the message.
41166PaymentScheduleRateCurrencyCurrencyRtCcy0The currency of the schedule rate. Uses ISO 4217 currency codes.
41167PaymentScheduleRateUnitOfMeasureStringRtUOM0996The schedule rate unit of measure (UOM).
41168PaymentScheduleRateConversionFactorfloatRtFctr0The number to be multiplied by the derived floating rate of the payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1.
41169PaymentScheduleRateSpreadTypeintSpreadTyp041206Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate.
41170PaymentScheduleSettlPeriodPricePriceSettlPx0The schedule settlement period price.
41171PaymentScheduleSettlPeriodPriceCurrencyCurrencySettlPxCcy0Specifies the currency of the schedule settlement period price. Uses ISO 4217 currency codes.
41172PaymentScheduleSettlPeriodPriceUnitOfMeasureStringSettlPxUOM0996The settlement period price unit of measure (UOM).
41173PaymentScheduleStepUnitOfMeasureStringStepUOM0996The schedule step unit of measure (UOM).
41174PaymentScheduleFixingDayDistributionintFixngDayDistrib041214The distribution of fixing days.
41175PaymentScheduleFixingDayCountintFixngDayCnt0The number of days over which fixing should take place.
41176PaymentScheduleFixingLagPeriodintFixngLagPeriod0Time unit multiplier for the fixing lag duration.
41177PaymentScheduleFixingLagUnitStringFixngLagUnit040809Time unit associated with the fixing lag duration.
41178PaymentScheduleFixingFirstObservationOffsetPeriodintFixngFirstObsvtnPeriod0Time unit multiplier for the first observation offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period.
41179PaymentScheduleFixingFirstObservationOffsetUnitStringFixngFirstObsvtnUnit040760Time unit associated with the first observation offset.
41180PaymentStreamFlatRateIndicatorBooleanFlatRtInd0When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction “Fixed”. If 'N' it is taken on each Pricing Date “Floating”.
41181PaymentStreamFlatRateAmountAmtFlatRtAmt0Specifies the actual monetary value of the flat rate when PaymentStreamFlatRateIndicator(41180) = 'Y'.
41182PaymentStreamFlatRateCurrencyCurrencyFlatRtCcy0Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes.
41183PaymentStreamMaximumPaymentAmountAmtMaxPmtAmt0Specifies the limit on the total payment amount.
41184PaymentStreamMaximumPaymentCurrencyCurrencyMaxPmtCcy0Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes.
41185PaymentStreamMaximumTransactionAmountAmtMaxTxnAmt0Specifies the limit on the payment amount that goes out in any particular calculation period.
41186PaymentStreamMaximumTransactionCurrencyCurrencyMaxTxnCcy0Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes.
41187PaymentStreamFixedAmountUnitOfMeasureStringFixedAmtUOM0996Specifies the fixed payment amount unit of measure (UOM).
41188PaymentStreamTotalFixedAmountAmtFixedAmt0Specifies the total fixed payment amount.
41189PaymentStreamWorldScaleRatefloatWorldScaleRt0The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap.
41190PaymentStreamContractPricePriceCtrctPx0The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap.
41191PaymentStreamContractPriceCurrencyCurrencyCtrctPxCcy0Specifies the currency of PaymentStreamContractPrice(41190). Uses ISO 4217 currency codes.
41192NoPaymentStreamPricingBusinessCentersNumInGroup1Number of business centers in the repeating group.
41193PaymentStreamPricingBusinessCenterStringCtr0The business center calendar used to adjust the payment stream's pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41194PaymentStreamRateIndex2CurvePeriodintNdx2Period0Secondary time unit multiplier for the payment stream's floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points.
41195PaymentStreamRateIndex2CurveUnitStringNdx2Unit040791Secondary time unit associated with the payment stream's floating rate index curve.
41196PaymentStreamRateIndexLocationStringNdxLctn0Specifies the location of the floating rate index.
41197PaymentStreamRateIndexLevelQtyNdxLvl0This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation.
41198PaymentStreamRateIndexUnitOfMeasureStringNdxUOM0996The unit of measure (UOM) of the rate index level.
41199PaymentStreamSettlLevelintSettlLvl0Specifies how weather index units are to be calculated.
41200PaymentStreamReferenceLevelQtyRefLvl0This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation.
41201PaymentStreamReferenceLevelUnitOfMeasureStringRefUOM0996The unit of measure (UOM) of the rate reference level.
41202PaymentStreamReferenceLevelEqualsZeroIndicatorBooleanRefLvlZero0When set to 'Y', it indicates the weather reference level equals zero.
41203PaymentStreamRateSpreadCurrencyCurrencySpreadCcy0Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes.
41204PaymentStreamRateSpreadUnitOfMeasureStringSpreadUOM0996Species the unit of measure (UOM) of the floating rate spread.
41205PaymentStreamRateConversionFactorfloatRtFctr0The number to be multiplied by the derived floating rate of the payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1.
41206PaymentStreamRateSpreadTypeintSpreadTyp0Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate.
41207PaymentStreamLastResetRatePercentageLastResetRt0The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05.
41208PaymentStreamFinalRatePercentageFnlRt0The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05.
41209PaymentStreamCalculationLagPeriodintCalcLagPeriod0Time unit multiplier for the calculation lag duration.
41210PaymentStreamCalculationLagUnitStringCalcLagUnit040809Time unit associated with the calculation lag duration.
41211PaymentStreamFirstObservationDateOffsetPeriodintFirstObsvtnOfstPeriod0Time unit multiplier for the first observation offset.If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period.
41212PaymentStreamFirstObservationDateOffsetUnitStringFirstObsvtnOfstUnit040760Time unit associated with the first observation offset.
41213PaymentStreamPricingDayTypeintPxngDayTyp041024Specifies the commodity pricing day type.
41214PaymentStreamPricingDayDistributionintPxngDayDistrib0The distribution of pricing days.
41215PaymentStreamPricingDayCountintPxngDayCnt0The number of days over which pricing should take place.
41216PaymentStreamPricingBusinessCalendarStringPxngClndr0Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values.
41217PaymentStreamPricingBusinessDayConventionintPxngBizDayCnvtn040921The business day convention used to adjust the payent stream's pricing dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
41220NoPaymentStreamPaymentDatesNumInGroup1Number of payment dates in the repeating group.
41221PaymentStreamPaymentDateLocalMktDateDt0The adjusted or unadjusted fixed stream payment date.
41222PaymentStreamPaymentDateTypeintTyp041139Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
41223PaymentStreamMasterAgreementPaymentDatesIndicatorBooleanMADts0When set to 'Y', it indicates that payment dates are specified in the relevant master agreement.
41224NoPaymentStreamPricingDatesNumInGroup1Number of pricing dates in the repeating group.
41225PaymentStreamPricingDateLocalMktDateDt0The adjusted or unadjusted fixed stream pricing date.
41226PaymentStreamPricingDateTypeintTyp041139Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
41227NoPaymentStreamPricingDaysNumInGroup1Number of pricing days in the repeating group.
41228PaymentStreamPricingDayOfWeekintDayOfWk0The day of the week on which pricing takes place.
41229PaymentStreamPricingDayNumberintDayNum0The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3.
41230NoPricingDateBusinessCentersNumInGroup1Number of business centers in the repeating group.
41231PricingDateBusinessCenterStringCtr0The business center calendar used to adjust pricing or fixing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41232PricingDateUnadjustedLocalMktDateDtUnadj0The unadjusted pricing or fixing date.
41233PricingDateBusinessDayConventionintBizDayCnvtn040921The business day convention used to adjust pricing or fixing dates. Used only to override the business day convention defined in the DateAdjustment component within the Instrument component.
41234PricingDateAdjustedLocalMktDateDt0The adjusted pricing or fixing date.
41235PricingTimeLocalMktTimeTm0Specifies the local market time of the pricing or fixing.
41236PricingTimeBusinessCenterStringTmBizCtr0Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41237NoStreamAssetAttributesNumInGroup1Number of asset attribute entries in the group.
41238StreamAssetAttributeTypeStringTyp0Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types.
41239StreamAssetAttributeValueStringVal0Specifies the value of the attribute.
41240StreamAssetAttributeLimitStringLmt0Limit or lower acceptable value of the attribute.
41241NoStreamCalculationPeriodDatesNumInGroup1Number of calculation period dates in the repeating group.
41242StreamCalculationPeriodDateLocalMktDateDt0The adjusted or unadjusted fixed calculation period date.
41243StreamCalculationPeriodDateTypeintTyp041139Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
41244StreamCalculationPeriodDatesXIDXIDXID0Identifier of this calculation period for cross referencing elsewhere in the message.
41245StreamCalculationPeriodDatesXIDRefXIDREFXIDRef0Cross reference to another calculation period for duplicating its properties.
41246StreamCalculationBalanceOfFirstPeriodBooleanBalFirst0When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.).
41247StreamCalculationCorrectionPeriodintCrrctnPeriod0Time unit multiplier for the length of time after the publication of the data when corrections can be made.
41248StreamCalculationCorrectionUnitStringCrrctnUnit040196Time unit associated with the length of time after the publication of the data when corrections can be made.
41249NoStreamCommoditySettlBusinessCentersNumInGroup1Number of business centers in the repeating group.
41250StreamCommoditySettlBusinessCenterStringCtr0The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41251StreamCommodityBaseStringBase0Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include: Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions.
41252StreamCommodityTypeStringCmdtyTyp0Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types.
41253StreamCommoditySecurityIDStringID0Specifies the market identifier for the commodity.
41254StreamCommoditySecurityIDSourceStringSrc022Identifies the class or source of the StreamCommoditySecurityIDSource(41253) value.
41255StreamCommodityDescStringDesc0Description of the commodity asset.
41256EncodedStreamCommodityDescLenLength41257EncDescLen0Byte length of encoded (non-ASCII characters) EncodedStreamCommodityDesc(41257) field.
41257EncodedStreamCommodityDescdataEncDesc0Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the StreamCommodityDesc(41255) field.
41258StreamCommodityUnitOfMeasureStringUOM0996The unit of measure (UOM) of the commodity asset.
41259StreamCommodityCurrencyCurrencyCcy0Identifies the currency of the commodity asset. Uses ISO 4217 currency codes.
41260StreamCommodityExchangeExchangeExch0Identifies the exchange where the commodity is traded.
41261StreamCommodityRateSourceintRtSrc0Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources.
41262StreamCommodityRateReferencePageStringRefPg0Identifies the reference "page" from the rate source.
41263StreamCommodityRateReferencePageHeadingStringRefHdng0Identifies the page heading from the rate source.
41264StreamDataProviderStringDataPrvdr0Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values.
41265StreamCommodityPricingTypeStringPxngTyp0Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types.
41266StreamCommodityNearbySettlDayPeriodintPeriod0Time unit multiplier for the nearby settlement day.When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo.
41267StreamCommodityNearbySettlDayUnitStringUnit0Time unit associated with the nearby settlement day.
41268StreamCommoditySettlDateUnadjustedLocalMktDateDtUnadj0The unadjusted commodity delivery date.
41269StreamCommoditySettlDateBusinessDayConventionintBizDayCnvtn040921The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
41270StreamCommoditySettlDateAdjustedLocalMktDateDt0The adjusted commodity delivery date.
41271StreamCommoditySettlMonthintMo0Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc.
41272StreamCommoditySettlDateRollPeriodintRollPeriod0Time unit multiplier for the commodity delivery date roll. For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires.
41273StreamCommoditySettlDateRollUnitStringRollUnit0Time unit associated with the commodity delivery date roll.
41274StreamCommoditySettlDayTypeintDayTyp041024Specifies the commodity delivery roll day type.
41275StreamCommodityXIDXIDXID0Identifier of this stream commodity for cross referencing elsewhere in the message.
41276StreamCommodityXIDRefXIDREFXIDRef0Reference to a stream commodity elsewhere in the message.
41277NoStreamCommodityAltIDsNumInGroup1Number of alternate security identifers.
41278StreamCommodityAltIDStringAltID0Alternate security identifier value for the commodity.
41279StreamCommodityAltIDSourceStringAltIDSrc0Identifies the class or source of the alternate commodity security identifier.
41280NoStreamCommodityDataSourcesNumInGroup1Number of data sources in the repeating group. The order of entry determines priority – first is the main source, second is fallback, third is second fallback.
41281StreamCommodityDataSourceIDStringID0Data source identifier.
41282StreamCommodityDataSourceIDTypeintTyp0Type of data source identifier.
41283NoStreamCommoditySettlDaysNumInGroup1Number of days in the repeating group.
41284StreamCommoditySettlDayintDay041052Specifies the day or group of days for delivery.
41285StreamCommoditySettlTotalHoursintTotHrs0Sum of the hours specified in StreamCommoditySettlTimeGrp.
41286NoStreamCommoditySettlTimesNumInGroup1Number of hour ranges in the repeating group.
41287StreamCommoditySettlStartStringStart0The start time for commodities settlement where delivery occurs over time. The time format is specified by the settlement time type.
41288StreamCommoditySettlEndStringEnd0The end time for commodities settlement where delivery occurs over time. The time format is specified by the settlement time type.
41588StreamCommoditySettlTimeTypeintTyp041057Specifies the format of the commodities settlement start and end times.
41289NoStreamCommoditySettlPeriodsNumInGroup1Number of commodity settlement periods in the repeating group.
41290StreamCommoditySettlCountryCountryCtry0Specifies the country where delivery takes place. Uses ISO 3166 2-character country code.
41291StreamCommoditySettlTimeZoneStringTZ0Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones.
41292StreamCommoditySettlFlowTypeintFlowTyp041049Specifies the commodity delivery flow type.
41293StreamCommoditySettlPeriodNotionalQtyNotl0Specifies the delivery quantity associated with this settlement period.
41294StreamCommoditySettlPeriodNotionalUnitOfMeasureStringNotlUOM0996Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period.
41295StreamCommoditySettlPeriodFrequencyPeriodintFreqPeriod0Time unit multiplier for the settlement period frequency.
41296StreamCommoditySettlPeriodFrequencyUnitStringFreqUnit040196Time unit associated with the settlement period frequency.
41297StreamCommoditySettlPeriodPricePricePx0The settlement period price.
41298StreamCommoditySettlPeriodPriceUnitOfMeasureStringPxUOM0996Specifies the settlement period price unit of measure (UOM).
41299StreamCommoditySettlPeriodPriceCurrencyCurrencyPxCcy0The currency of the settlement period price. Uses ISO 4217 currency codes.
41300StreamCommoditySettlHolidaysProcessingInstructionintHolidays041050Indicates whether holidays are included in the settlement periods. Required for electricity contracts.
41301StreamCommoditySettlPeriodXIDXIDXID0Identifier of this settlement period for cross referencing elsewhere in the message.
41302StreamCommoditySettlPeriodXIDRefXIDREFXIDRef0Cross reference to another settlement period for duplicating its properties.
41303StreamXIDXIDXID0Identifier of this Stream for cross referencing elsewhere in the message.
41305StreamNotionalXIDRefXIDREFNotlXIDRef0Cross reference to another Stream notional for duplicating its properties.
41306StreamNotionalFrequencyPeriodintNotlPeriod0Time unit multiplier for the swap stream's notional frequency.
41307StreamNotionalFrequencyUnitStringNotlUnit0997Time unit associated with the swap stream's notional frequency.
41308StreamNotionalCommodityFrequencyintNotlFreq0The commodity's notional or quantity delivery frequency.
41309StreamNotionalUnitOfMeasureStringNotlUOM0996Specifies the delivery stream quantity unit of measure (UOM).
41310StreamTotalNotionalQtyTotNotl0Total notional or delivery quantity over the term of the contract.
41311StreamTotalNotionalUnitOfMeasureStringTotNotlUOM0996Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract.
41312NoMandatoryClearingJurisdictionsNumInGroup1Number of mandatory clearing jurisdictions.
41313MandatoryClearingJurisdictionStringJrsdctn0Identifier of the regulatory jurisdiction requiring the trade to be cleared.
2301LastQtyChangedQtyQtyChngd0The positive or negative change in quantity when this report is a trade correction or continuation.
2302TradeVersionStringTrdVer0Specifies the version of a trade or contract. This is used by systems or trading platforms in conjunction with TradeID(1003) to uniquely identify the version of a trade or contract. If used the conditions for a change of version are subject to bilateral agreement. It is recommended to change the version only for significant updates to the business entity rather than for minor changes to trade details or systematic distribution of reports. Examples where the version would change are trade quantity modification, customer account assignment or trade novation.
2303HistoricalReportIndicatorBooleanHistrclRpt0Indicates that the trade or event being reported occurred in the past and the trade is terminated or no longer active.
41316NoLegAdditionalTermBondRefsNumInGroup1Number of bonds in the repeating group.
41317LegAdditionalTermBondSecurityIDStringID0Security identifier of the bond.
41318LegAdditionalTermBondSecurityIDSourceStringSrc022Reserved100PlusIdentifies the source scheme of the LegAdditionalTermBondSecurityID(41317) value.
41319LegAdditionalTermBondDescStringDesc0Description of the bond.
41320EncodedLegAdditionalTermBondDescLenLength41321EncDescLen0Byte length of encoded (non-ASCII characters) EncodedLegAdditionalTermBondDesc(41321) field.
41321EncodedLegAdditionalTermBondDescdataEncDesc0Encoded (non-ASCII characters) representation of the LegAdditionalTermBondDesc(41319) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegAdditionalTermBondDesc(41319) field.
41322LegAdditionalTermBondCurrencyCurrencyCcy0Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes.
41323LegAdditionalTermBondIssuerStringIssr0Issuer of the bond.
41324EncodedLegAdditionalTermBondIssuerLenLength41325EncIssrLen0Byte length of encoded (non-ASCII characters) EncodedLegAdditionalTermBondIssuer(41325) field.
41325EncodedLegAdditionalTermBondIssuerdataEncIssr0Encoded (non-ASCII characters) representation of the LegAdditionalTermBondIssuer(41323) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegAdditionalTermBondIssuer(41323) field.
41326LegAdditionalTermBondSeniorityStringSnrty01450Specifies the bond's payment priority in the event of a default.
41327LegAdditionalTermBondCouponTypeintCpnTyp01946Specifies the coupon type of the bond.
41328LegAdditionalTermBondCouponRatePercentageCpnRt0Coupon rate of the bond. See also CouponRate(223).
41329LegAdditionalTermBondMaturityDateLocalMktDateMatDt0The maturity date of the bond.
41330LegAdditionalTermBondParValueAmtPar0The par value of the bond.
41331LegAdditionalTermBondCurrentTotalIssuedAmountAmtCurTotAmt0Total issued amount of the bond.
41332LegAdditionalTermBondCouponFrequencyPeriodintCpnPeriod0Time unit multiplier for the frequency of the bond's coupon payment.
41333LegAdditionalTermBondCouponFrequencyUnitStringCpnUnit01949Time unit associated with the frequency of the bond's coupon payment.
41334LegAdditionalTermBondDayCountintDayCnt01950Reserved100PlusThe day count convention used in interest calculations for a bond or an interest bearing security.
41335NoLegAdditionalTermsNumInGroup1Number of additional terms in the repeating group.
41336LegAdditionalTermConditionPrecedentBondIndicatorBooleanPrcdntInd0Indicates 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.
41337LegAdditionalTermDiscrepancyClauseIndicatorBooleanDscrpncyInd0Indicates whether the discrepancy clause is applicable.
2308NoLegAssetAttributesNumInGroup1Number of asset attribute entries in the group.
2309LegAssetAttributeTypeStringTyp0Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types.
2310LegAssetAttributeValueStringVal0Specifies the value of the attribute.
2311LegAssetAttributeLimitStringLmt0Limit or lower acceptable value of the attribute.
41342NoLegCashSettlDealersNumInGroup1Number of dealers in the repeating group.
41343LegCashSettlDealerStringDlr0Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation.ISDA 2003 Term: Dealer
41344NoLegCashSettlTermsNumInGroup1Number of elements in the repeating group.
41345LegCashSettlCurrencyCurrencyCcy0Specifies the currency the LegCashSettlAmount(41357) is denominated in. Uses ISO 4217 currency codes.
41346LegCasSettlValuationFirstBusinessDayOffsetintBizDayOfst0The 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 purposes of cash settlement.Associated with ISDA 2003 Term: Valuation Date.
41347LegCashSettlValuationSubsequentBusinessDaysOffsetintSbsqntBizDayOfst0The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement.
41348LegCashSettlNumOfValuationDatesintNumValDts0Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies the number of applicable valuation dates.Associated with ISDA 2003 Term: Valuation Date
41349LegCashSettlValuationTimeLocalMktTimeValTm0Time of valuation.
41350LegCashSettlBusinessCenterStringBizCtr0Identifies 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.
41351LegCashSettlQuoteMethodintQteMeth040027The type of quote used to determine the cash settlement price.
41352LegCashSettlQuoteAmountAmtQteAmt0When 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 obligation 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.
41353LegCashSettlQuoteCurrencyCurrencyQteCcy0Specifies the currency the LegCashSettlQuoteAmount(41352) is denominated in. Uses ISO 4217 Currency Code.
41354LegCashSettlMinimumQuoteAmountAmtMinQteAmt0When 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.
41355LegCashSettlMinimumQuoteCurrencyCurrencyMinQteCcy0Specifies the currency the LegCashSettlQuoteMinimumAmount(41354) is denominated in. Uses ISO 4217 Currency Code.
41356LegCashSettlBusinessDaysintBizDays0The 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.
41357LegCashSettlAmountAmtAmt0The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date.If not specified this would typically be calculated as ((100 or the reference price) - reference obligation price) x floating rate payer calculation amount. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount.
41358LegCashSettlRecoveryFactorfloatRcvryFctr0Used 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 - LegCashSettlRecoveryFactor(41358)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount.
41359LegCashSettlFixedTermIndicatorBooleanFixedInd0Indicates whether fixed settlement is applicable or not applicable in a recovery lock.
41360LegCashSettlAccruedInterestIndicatorBooleanAcrdIntInd0Indicates whether accrued interest is included or not in the value provided in LegCashSettlAmount(41357). 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.
41361LegCashSettlValuationMethodintValMeth040038The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method.
41362LegCashSettlTermXIDXIDXID0A named string value referenced by UnderlyingSettlTermXIDRef(41315).
41363NoLegComplexEventAveragingObservationsNumInGroup1The number of averaging observations in the repeating group.
41364LegComplexEventAveragingObservationNumberintObsvtnNum0Cross reference to the ordinal observation as specified either in the LegComplexEventScheduleGrp or LegComplexEventPeriodDateGrp components.
41365LegComplexEventAveragingWeightfloatWt0The weight factor to be applied to the observation.
41366NoLegComplexEventCreditEventsNumInGroup1The number of credit events specified in the repeating group.
41367LegComplexEventCreditEventTypeStringTyp0Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types.
41368LegComplexEventCreditEventValueStringVal0The credit event value appropriate to LegComplexEventCreditEventType(41367). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values.
41369LegComplexEventCreditEventCurrencyCurrencyCcy0Specifies the applicable currency when LegComplexEventCreditEventCurrency(41368) is an amount. Uses ISO 4217 currency codes.
41370LegComplexEventCreditEventPeriodintPeriod0Time unit multiplier for complex credit events.
41371LegComplexEventCreditEventUnitStringUnit040196Time unit associated with complex credit events.
41372LegComplexEventCreditEventDayTypeintDayTyp041024Specifies the day type for the complex credit events.
41373LegComplexEventCreditEventRateSourceintRtSrc0Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources.
41374NoLegComplexEventCreditEventQualifiersNumInGroup1Number of qualifiers in the repeating group.
41375LegComplexEventCreditEventQualifiercharQual040200Specifies a complex event qualifier. Used to further qualify LegComplexEventCreditEventType(41367).
41376NoLegComplexEventPeriodDateTimesNumInGroup1Number of entries in the date-time repeating group.
41377LegComplexEventPeriodDateLocalMktDateDt0Averaging date for an Asian option. Trigger date for a Barrier or Knock option.
41378LegComplexEventPeriodTimeLocalMktTimeTm0Averaging time for an Asian option.
41379NoLegComplexEventPeriodsNumInGroup1Number of periods in the repeating group.
41380LegComplexEventPeriodTypeintTyp041011Specifies the period type.
41381LegComplexEventBusinessCenterStringBizCtr0The business center for adjusting dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41382NoLegComplexEventRateSourcesNumInGroup1Number of rate sources in the repeating group.
41383LegComplexEventRateSourceintRtSrc01446Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate.
41384LegComplexEventRateSourceTypeintRtSrcTyp01447Indicates whether the rate source specified is a primary or secondary source.
41385LegComplexEventReferencePageStringRefPg0Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When LegComplexEventRateSource(41383) = 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.
41386LegComplexEvenReferencePageHeadingStringRefHdng0Identifies the reference page heading from the rate source.
41387NoLegComplexEventDateBusinessCentersNumInGroup1Number of business centers in the repeating group.
41388LegComplexEventDateBusinessCenterStringCtr0The business center calendar used to adjust the event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41389LegComplexEventDateUnadjustedLocalMktDateDtUnadj0The unadjusted complex event date.For example the second expiration date for a calendar spread option strategy.
41390LegComplexEventDateRelativeTointReltv041021Reserved100PlusSpecifies the anchor date when the complex event date is relative to an anchor date.
41391LegComplexEventDateOffsetPeriodintOfstPeriod0Time unit multiplier for the relative date offset.
41392LegComplexEventDateOffsetUnitStringOfstUnit040760Time unit associated with the relative date offset.
41393LegComplexEventDateOffsetDayTypeintOfstDayTyp041024Specifies the day type of the relative date offset.
41394LegComplexEventDateBusinessDayConventionintBizDayCnvtn040921The business day convention used to adjust the event date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
41395LegComplexEventDateAdjustedLocalMktDateDt0The adjusted complex event date.
41396LegComplexEventFixingTimeLocalMktTimeFixngTm0The local market fixing time.
41397LegComplexEventFixingTimeBusinessCenterStringFixngBizCtr0The business center for determining the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41398NoLegComplexEventCreditEventSourcesNumInGroup1Number of event sources in the repeating group.
41399LegComplexEventCreditEventSourceStringSrc0A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred.
2218NoLegComplexEventsNumInGroup1Number of complex events in the repeating group.
2219LegComplexEventTypeintTyp01484Identifies the type of complex event.
2220LegComplexOptPayoutPaySideintOptPay040214Trade side of payout payer.
2221LegComplexOptPayoutReceiveSideintOptRcv040214Trade side of payout receiver.
2222LegComplexOptPayoutUnderlierStringOptUndlr0Reference to the underlier whose payments are being passed through.
2223LegComplexOptPayoutAmountAmtOptPayAmt0Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount.
2224LegComplexOptPayoutPercentagePercentageOptPctage0Percentage of observed price for calculating the payout associated with the event.
2225LegComplexOptPayoutTimeintOptTm02121Specifies when the payout is to occur.
2226LegComplexOptPayoutCurrencyCurrencyOptCcy0Specifies the currency of the payout amount. Uses ISO 4217 currency codes.
2227LegComplexEventPricePricePx0Specifies the price at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219).
2228LegComplexEventPricePercentagePercentagePxPctage0Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219).
2229LegComplexEventPriceBoundaryMethodintPxBndryMeth01487Specifies the boundary condition to be used for the event price relative to the complex event price at the point the complex event outcome takes effect as determined by the LegComplexEventPriceTimeType(2231).
2230LegComplexEventPriceBoundaryPrecisionPercentagePxBndryPrcsn0Used in combination with LegComplexEventPriceBoundaryMethod(2229) 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.
2231LegComplexEventPriceTimeTypeintPxTmTyp01489Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the LegComplexEventType(2219).
2232LegComplexEventConditionintCond01490Specifies 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.
2233LegComplexEventCurrencyOneCurrencyCcy10Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes.Applicable for complex FX option strategies.
2234LegComplexEventCurrencyTwoCurrencyCcy20Specifies the second reference currency of the trade. Uses ISO 4217 currency codes.Applicable for complex FX option strategies.
2235LegComplexEventQuoteBasisintQteBasis02126For foreign exchange Quanto option feature.
2236LegComplexEventFixedFXRatefloatRt0Specifies the fixed FX rate alternative for FX Quantro options.
2237LegComplexEventDeterminationMethodStringMeth0Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values.
2238LegComplexEventCalculationAgentintCalcAgent040098Used to identify the calculation agent.
2239LegComplexEventStrikePricePriceStrkPx0Upper strike price for Asian option feature. Strike percentage for a Strike Spread.
2240LegComplexEventStrikeFactorfloatStrkFctr0Strike factor for Asian option feature. Upper strike percentage for a Strike Spread.
2241LegComplexEventStrikeNumberOfOptionsintStrkNum0Upper string number of options for a Strike Spread.
2242LegComplexEventCreditEventsXIDRefXIDREFCdtEvntXIDRef0Reference to credit event table elsewhere in the message.
2243LegComplexEventCreditEventNotifyingPartyintNotifygPty02134The 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.
2244LegComplexEventCreditEventBusinessCenterStringBizCtr0Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
2245LegComplexEventCreditEventStandardSourcesBooleanStdSrcs0When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable.
2246LegComplexEventCreditEventMinimumSourcesintMinSrcs0The 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.
2248LegComplexEventXIDXIDXID0Identifier of this complex event for cross referencing elsewhere in the message.
2249LegComplexEventXIDRefXIDREFXIDRef0Reference to a complex event elsewhere in the message.
2250NoLegComplexEventDatesNumInGroup1Number of complex event dates in the repeating group.
2251LegComplexEventStartDateUTCTimestampStartDt0The 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.
2252LegComplexEventEndDateUTCTimestampEndDt0The 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. The end date must always be greater than or equal to start date.
2253NoLegComplexEventTimesNumInGroup1Number of complex event times in the repeating group.
2204LegComplexEventStartTimeUTCTimeOnlyStartTm0The start time of the time range on which a complex event date is effective. The start time must always be less than or equal to the end time.
2247LegComplexEventEndTimeUTCTimeOnlyEndTm0The end time of the time range on which a complex event date is effective. The end time must always be greater than or equal to the start time.
41400NoLegComplexEventSchedulesNumInGroup1Number of schedules in the repeating group.
41401LegComplexEventScheduleStartDateLocalMktDateStartDt0The start date of the schedule.
41402LegComplexEventScheduleEndDateLocalMktDateEndDt0The end date of the schedule.
41403LegComplexEventScheduleFrequencyPeriodintFreqPeriod0Time unit multiplier for the schedule date frequency.
41404LegComplexEventScheduleFrequencyUnitStringFreqUnit040196Time unit associated with the schedule date frequency.
41405LegComplexEventScheduleRollConventionStringRoll040922The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the LegDateAdjustment component in InstrumentLeg.
41408NoLegDeliverySchedulesNumInGroup1Number of delivery schedules in the repeating group.
41409LegDeliveryScheduleTypeintTyp041038Specifies the type of delivery schedule.
41410LegDeliveryScheduleXIDXIDXID0Identifier for this instance of delivery schedule for cross referencing elsewhere in the message.
41411LegDeliveryScheduleNotionalQtyNotl0Physical delivery quantity.
41412LegDeliveryScheduleNotionalUnitOfMeasureStringNotlUOM0996Specifies the delivery quantity unit of measure (UOM).
41413LegDeliveryScheduleNotionalCommodityFrequencyintNotlFreq041308The frequency of notional delivery.
41414LegDeliveryScheduleNegativeTolerancefloatNegtvTlrnc0Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryScheduleToleranceType(41417). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).
41415LegDeliverySchedulePositiveTolerancefloatPostvTlrnc0Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryScheduleToleranceType(41417). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).
41416LegDeliveryScheduleToleranceUnitOfMeasureStringTlrncUOM0996Specifies the tolerance value's unit of measure (UOM).
41417LegDeliveryScheduleToleranceTypeintTlrncTyp041046Specifies the tolerance value type.
41418LegDeliveryScheduleSettlCountryCountryCtry0Specifies the country where delivery takes place. Uses ISO 3166 2-character country code.
41419LegDeliveryScheduleSettlTimeZoneStringTZ0Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones.
41420LegDeliveryScheduleSettlFlowTypeintFlowTyp041049Specifies the delivery flow type.
41421LegDeliveryScheduleSettlHolidaysProcessingInstructionintHolidays041050Indicates whether holidays are included in the settlement periods. Required for electricity contracts.
41422NoLegDeliveryScheduleSettlDaysNumInGroup1Number of delivery schedules in the repeating group.
41423LegDeliveryScheduleSettlDayintDay041052Specifies the day or group of days for delivery.
41424LegDeliveryScheduleSettlTotalHoursintTotHrs0The sum of the total hours specified in the LegDeliveryScheduleSettlTimeGrp component.
41425NoLegDeliveryScheduleSettlTimesNumInGroup1Number of hour ranges in the repeating group.
41426LegDeliveryScheduleSettlStartStringStart0The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in LegDeliveryScheduleSettlTimeType(41428).
41427LegDeliveryScheduleSettlEndStringEnd0The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in LegDeliveryScheduleSettlTimeType(41428).
41428LegDeliveryScheduleSettlTimeTypeintTyp041057Specifies the format of the delivery start and end time values.
41429LegDeliveryStreamTypeintTyp041058Specifies the type of delivery stream.
41430LegDeliveryStreamPipelineStringPpln0The name of the oil delivery pipeline.
41431LegDeliveryStreamEntryPointStringEntryPnt0The point at which the commodity will enter the delivery mechanism or pipeline.
41432LegDeliveryStreamWithdrawalPointStringWthdrwlPnt0The point at which the commodity product will be withdrawn prior to delivery.
41433LegDeliveryStreamDeliveryPointStringDlvryPnt0The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion, see http://www.fpml.org/coding-scheme/bullion-delivery-location for values.
41434LegDeliveryStreamDeliveryRestrictionintDlvryRstctn041063Specifies under what conditions the buyer and seller should be excused of their delivery obligations.
41435LegDeliveryStreamDeliveryContingencyStringCntgncy0Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values.
41436LegDeliveryStreamDeliveryContingentPartySideintCntgPty041080The trade side value of the party responsible for electricity delivery contingency.
41437LegDeliveryStreamDeliverAtSourceIndicatorBooleanDlvrAtSrc0When this element is specified and set to 'Y', delivery of the coal product is to be at its source.
41438LegDeliveryStreamRiskApportionmentStringRiskApprtnmt0Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list.
41219LegDeliveryStreamRiskApportionmentSourceStringRiskApprtnmtSrc0Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list.
41439LegDeliveryStreamTitleTransferLocationStringTtlXfer0Specifies the title transfer location.
41440LegDeliveryStreamTitleTransferConditionintTtlXferCond041069Specifies the condition of title transfer.
41441LegDeliveryStreamImporterOfRecordStringImprtr0A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation.
41442LegDeliveryStreamNegativeTolerancefloatNegtvTlrnc0Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryStreamToleranceType(41445). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).
41443LegDeliveryStreamPositiveTolerancefloatPostvTlrnc0Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryStreamToleranceType(41445). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).
41444LegDeliveryStreamToleranceUnitOfMeasureStringTlrncUOM0996Specifies the tolerance value's unit of measure (UOM).
41445LegDeliveryStreamToleranceTypeintTlrncTyp041046Specifies the tolerance value type.
41446LegDeliveryStreamToleranceOptionSideintTlrncOptSide041075Indicates whether the tolerance is at the seller's or buyer's option.
41447LegDeliveryStreamTotalPositiveTolerancePercentageTotPostvTlrnc0The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.).
41448LegDeliveryStreamTotalNegativeTolerancePercentageTotNegtvTlrnc0The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.).
41449LegDeliveryStreamNotionalConversionFactorfloatCnvrsnFctr0If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used.
41450LegDeliveryStreamTransportEquipmentStringEqpmt0The transportation equipment with which the commodity product will be delivered and received.Examples of transportation equipment or mode are barge, truck, railcar, etc.
41451LegDeliveryStreamElectingPartySideintElctngSide041080A reference to the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract.
41452NoLegStreamAssetAttributesNumInGroup1Number of asset attribute entries in the group.
41453LegStreamAssetAttributeTypeStringTyp0Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types.
41454LegStreamAssetAttributeValueStringVal0Specifies the value of the attribute.
41455LegStreamAssetAttributeLimitStringLmt0Limit or lower acceptable value of the attribute.
41456NoLegDeliveryStreamCyclesNumInGroup1Number of commodity sources in the repeating group.
41457LegDeliveryStreamCycleDescStringDesc0The delivery cycles during which the oil product will be transported in the pipeline.
41458EncodedLegDeliveryStreamCycleDescLenLength41459EncDescLen0Byte length of encoded (non-ASCII characters) EncodedLegDeliveryStreamCycleDesc(41459) field.
41459EncodedLegDeliveryStreamCycleDescdataEncDesc0Encoded (non-ASCII characters) representation of the LegDeliveryStreamCycleDesc(41457) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegLeg DeliveryStream(41457) field.
41460NoLegDeliveryStreamCommoditySourcesNumInGroup1Number of commodity sources in the repeating group.
41461LegDeliveryStreamCommoditySourceStringSrc0The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values.
2254NoLegInstrumentPartiesNumInGroup1Number of parties in the repeating group.
2255LegInstrumentPartyIDStringID0Used to identify party id related to instrument.
2256LegInstrumentPartyIDSourcecharSrc0447Used to identify source of instrument party id.
2257LegInstrumentPartyRoleintR0452Used to identify the role of instrument party id.
2258NoLegInstrumentPartySubIDsNumInGroup1Number of parties sub-IDs in the repeating group.
2259LegInstrumentPartySubIDStringID0PartySubID value within an instrument party repeating group.
2260LegInstrumentPartySubIDTypeintTyp0803Type of LegInstrumentPartySubID (2259) value.
41462LegMarketDisruptionProvisionintProv041087The consequences of market disruption events.
41463LegMarketDisruptionFallbackProvisionintFallbckProv041088Specifies the location of the fallback provision documentation.
41464LegMarketDisruptionMaximumDaysintMaxDays0Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5).ISDA 2005 Commodity Definition.
41465LegMarketDisruptionMaterialityPercentagePercentageMtrltyPctage0Used when a price materiality percentage applies to the price source disruption event and this event has been specified.Applicable to 2005 Commodity Definitions only.
41466LegMarketDisruptionMinimumFuturesContractsintMinCtrcts0Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only.
41467NoLegMarketDisruptionEventsNumInGroup1Number of disruption events in the repeating group.
41468LegMarketDisruptionEventStringEvnt0Specifies the market disruption event. See http://www.fpml.org/coding-scheme/commodity-market-disruption for values.
41469NoLegMarketDisruptionFallbacksNumInGroup1Number of fallbacks in the repeating group.
41470LegMarketDisruptionFallbackTypeStringTyp0Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values.
41471NoLegMarketDisruptionFallbackReferencePricesNumInGroup1Number of fallback reference securities in the repeating group.
41472LegMarketDisruptionFallbackUnderlierTypeintTyp041097The type of reference price underlier.
41473LegMarketDisruptionFallbackUnderlierSecurityIDStringID0Specifies the identifier value of the security.
41474LegMarketDisruptionFallbackUnderlierSecurityIDSourceStringSrc022Specifies the class or source scheme of the security identifier.
41475LegMarketDisruptionFallbackUnderlierSecurityDescStringDesc0Specifies the description of the underlying security.
41476EncodedLegMarketDisruptionFallbackUnderlierSecurityDescLenLength41477EncDescLen0Byte length of encoded (non-ASCII characters) EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc (41477) field.
41477EncodedLegMarketDisruptionFallbackUnderlierSecurityDescdataEncDesc0Encoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field.
41478LegMarketDisruptionFallbackOpenUnitsQtyOpnUnits0If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.
41479LegMarketDisruptionFallbackBasketCurrencyCurrencyCcy0Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes.
41480LegMarketDisruptionFallbackBasketDivisorfloatDvsr0Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions.
41481LegExerciseDescStringDesc0A description of the option exercise.
41482EncodedLegExerciseDescLenLength41483EncDescLen0Byte length of encoded (non-ASCII characters) EncodedLegExerciseDesc(41483) field.
41483EncodedLegExerciseDescdataEncDesc0Encoded (non-ASCII characters) representation of the LegExerciseDesc(41481) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegExerciseDesc(41481) field.
41484LegAutomaticExerciseIndicatorBooleanAutoExerInd0Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money.
41485LegAutomaticExerciseThresholdRatefloatAutoRt0The threshold rate for triggering automatic exercise.
41486LegExerciseConfirmationMethodintExerCnfm041111Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
41487LegManualNoticeBusinessCenterStringManNtcBizCtr0Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41488LegFallbackExerciseIndicatorBooleanFallbckExerInd0Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001).
41489LegLimitRightToConfirmIndicatorBooleanLtdRightCnfmInd0Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode.
41490LegExerciseSplitTicketIndicatorBooleanExerSplitTktInd0Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations.
41491NoLegOptionExerciseBusinessCentersNumInGroup1Number of business centers in the repeating group.
41492LegOptionExerciseBusinessCenterStringCtr0The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41493LegOptionExerciseBusinessDayConventionintBizDayCnvtn040921The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
41494LegOptionExerciseEarliestDateOffsetDayTypeintErlstOfstDayTyp041024Specifies the day type for the relative earliest exercise date offset.
41495LegOptionExerciseEarliestDateOffsetPeriodintErlstOfstPeriod0Time unit multiplier for the relative earliest exercise date offset.
41496LegOptionExerciseEarliestDateOffsetUnitStringErlstOfstUnit040126Time unit associated with the relative earliest exercise date offset.
41497LegOptionExerciseFrequencyPeriodintFreqPeriod0Time unit multiplier for the frequency of exercise dates.
41498LegOptionExerciseFrequencyUnitStringFreqUnit040196Time unit associated with the frequency of exercise dates.
41499LegOptionExerciseStartDateUnadjustedLocalMktDateStartDtUnadj0The unadjusted start date for calculating periodic exercise dates.
41500LegOptionExerciseStartDateRelativeTointStartDtReltv0Reserved1000PlusSpecifies 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.
41501LegOptionExerciseStartDateOffsetPeriodintStartDtOfstPeriod0Time unit multiplier for the relative exercise start date offset.
41502LegOptionExerciseStartDateOffsetUnitStringStartDtOfstUnit040760Time unit associated with the relative exercise start date offset.
41503LegOptionExerciseStartDateOffsetDayTypeintStartDtOfstDayTyp040920Specifies the day type of the exercise start date offset.
41504LegOptionExerciseStartDateAdjustedLocalMktDateStartDt0The adjusted start date for calculating periodic exercise dates.
41505LegOptionExerciseSkipintSkip0The 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.
41506LegOptionExerciseNominationDeadlineLocalMktDateNomntnDdln0The last date (adjusted) for establishing the option exercise terms.
41507LegOptionExerciseFirstDateUnadjustedLocalMktDateFirstDtUnadj0The unadjusted first exercise date.
41508LegOptionExerciseLastDateUnadjustedLocalMktDateLastDtUnadj0The unadjusted last exercise date.
41509LegOptionExerciseEarliestTimeLocalMktTimeErlstTm0The 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, (iii) the commencement date to, and including, the expiration date, in the case of an American option.
41510LegOptionExerciseLatestTimeLocalMktTimeLtstTm0The latest exercise time. See also LegOptionExerciseEarliestTime(41509).
41511LegOptionExerciseTimeBusinessCenterStringTmBizCtr0The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41512NoLegOptionExerciseDatesNumInGroup1Number of dates in the repeating group.
41513LegOptionExerciseDateLocalMktDateDt0The adjusted or unadjusted option exercise fixed date.
41514LegOptionExerciseDateTypeintTyp041139Specifies the type of option exercise date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
41515NoLegOptionExerciseExpirationDateBusinessCentersNumInGroup1Number of business centers in the repeating group.
41516LegOptionExerciseExpirationDateBusinessCenterStringCtr0The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41517LegOptionExerciseExpirationDateBusinessDayConventionintBizDayCnvtn040921The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
41518LegOptionExerciseExpirationDateRelativeTointReltv0Reserved1000PlusSpecifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
41519LegOptionExerciseExpirationDateOffsetPeriodintOfstPeriod0Time unit multiplier for the relative exercise expiration date offset.
41520LegOptionExerciseExpirationDateOffsetUnitStringOfstUnit040760Time unit associated with the relative exercise expiration date offset.
41521LegOptionExerciseExpirationFrequencyPeriodintFreqPeriod0Time unit multiplier for the frequency of exercise expiration dates.
41522LegOptionExerciseExpirationFrequencyUnitStringFreqUnit040196Time unit associated with the frequency of exercise expiration dates.
41523LegOptionExerciseExpirationRollConventionStringRoll040922The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the LegDateAdjustment component in InstrumentLeg.
41524LegOptionExerciseExpirationDateOffsetDayTypeintOfstDayTyp041024Specifies the day type for the option exercise expiration date offset.
41525LegOptionExerciseExpirationTimeLocalMktTimeTm0The option exercise expiration time.
41526LegOptionExerciseExpirationTimeBusinessCenterStringTmBizCtr0The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41527NoLegOptionExerciseExpirationDatesNumInGroup1Number of fixed exercise expiration dates in the repeating group.
41528LegOptionExerciseExpirationDateLocalMktDateDt0The adjusted or unadjusted option exercise expiration fixed date.
41529LegOptionExerciseExpirationDateTypeintTyp041139Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
41530NoLegPaymentScheduleFixingDaysNumInGroup1Number of fixing days in the repeating group.
41531LegPaymentScheduleFixingDayOfWeekintDayOfWk041228The day of the week on which fixing takes place.
41532LegPaymentScheduleFixingDayNumberintDayNum0The occurrence of the day of week on which fixing takes place.For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day.
41533LegPaymentScheduleXIDXIDXID0Identifier of this LegPaymentSchedule for cross referencing elsewhere in the message.
41534LegPaymentScheduleXIDRefXIDREFXIDRef0Reference to payment schedule elsewhere in the message.
41535LegPaymentScheduleRateCurrencyCurrencyRtCcy0The currency of the schedule rate. Uses ISO 4217 currency codes.
41536LegPaymentScheduleRateUnitOfMeasureStringRtUOM0996The schedule rate unit of measure (UOM).
41537LegPaymentScheduleRateConversionFactorfloatRtFctr0The number multipled by the derived floating rate of the leg's payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1.
41538LegPaymentScheduleRateSpreadTypeintSpreadTyp041206Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate.
41539LegPaymentScheduleSettlPeriodPricePriceSettlPx0The schedule settlement period price.
41540LegPaymentScheduleSettlPeriodPriceCurrencyCurrencySettlPxCcy0The currency of the schedule settlement period price. Uses ISO 4217 currency codes.
41541LegPaymentScheduleSettlPeriodPriceUnitOfMeasureStringSettlPxUOM0996The settlement period price unit of measure (UOM).
41542LegPaymentScheduleStepUnitOfMeasureStringStepUOM0996The schedule step unit of measure (UOM).
41543LegPaymentScheduleFixingDayDistributionintFixngDayDistrib041214The distribution of fixing days.
41544LegPaymentScheduleFixingDayCountintFixngDayCnt0The number of days over which fixing should take place.
41545LegPaymentScheduleFixingLagPeriodintFixngLagPeriod0Time unit multiplier for the fixing lag duration.
41546LegPaymentScheduleFixingLagUnitStringFixngLagUnit040809Time unit associated with the fixing lag duration.
41547LegPaymentScheduleFixingFirstObservationOffsetPeriodintFixngFirstObsvtnPeriod0Time unit multiplier for the first observation offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period.
41548LegPaymentScheduleFixingFirstObservationOffsetUnitStringFixngFirstObsvtnUnit040760Time unit associated with the first observation offset.
41549LegPaymentStreamFlatRateIndicatorBooleanFlatRtInd0When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the trade date of the transaction "Fixed". If 'N' it is taken on each pricing date "Floating".
41550LegPaymentStreamFlatRateAmountAmtFlatRtAmt0Specifies the actual monetary value of the flat rate when LegPaymentStreamFlatRateIndicator(41549) = 'Y'.
41551LegPaymentStreamFlatRateCurrencyCurrencyFlatRtCcy0Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes.
41552LegStreamMaximumPaymentAmountAmtMaxPmtAmt0Specifies the limit on the total payment amount.
41553LegStreamMaximumPaymentCurrencyCurrencyMaxPmtCcy0Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes.
41554LegStreamMaximumTransactionAmountAmtMaxTxnAmt0Specifies the limit on the payment amount that goes out in any particular calculation period.
41555LegStreamMaximumTransactionCurrencyCurrencyMaxTxnCcy0Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes.
41556LegPaymentStreamFixedAmountUnitOfMeasureStringFixedAmtUOM0996The fixed payment amount unit of measure (UOM).
41557LegPaymentStreamTotalFixedAmountAmtFixedAmt0Specifies the total fixed payment amount.
41558LegPaymentStreamWorldScaleRatefloatWorldScaleRt0The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap.
41559LegPaymentStreamContractPricePriceCtrctPx0The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap.
41560LegPaymentStreamContractPriceCurrencyCurrencyCtrctPxCcy0Specifies the currency of LegPaymentStreamContractPrice(41559). Uses ISO 4217 currency codes.
41561NoLegPaymentStreamPricingBusinessCentersNumInGroup1Number of business centers in the repeating group.
41562LegPaymentStreamPricingBusinessCenterStringCtr0The business center calendar used to adjust the pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41563LegPaymentStreamRateIndex2CurveUnitStringNdx2Unit040791Secondary time unit associated with the payment stream's floating rate index curve.
41564LegPaymentStreamRateIndex2CurvePeriodintNdx2Period0Secondary time unit multiplier for the payment stream's floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points.
41565LegPaymentStreamRateIndexLocationStringNdxLctn0Specifies the location of the floating rate index.
41566LegPaymentStreamRateIndexLevelQtyNdxLvl0This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation.
41567LegPaymentStreamRateIndexUnitOfMeasureStringNdxUOM0996The unit of measure (UOM) of the rate index level.
41568LegPaymentStreamSettlLevelintSettlLvl041199Specifies how weather index units are to be calculated.
41569LegPaymentStreamReferenceLevelQtyRefLvl0This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation.
41570LegPaymentStreamReferenceLevelUnitOfMeasureStringRefUOM0996The unit of measure (UOM) of the rate reference level.
41571LegPaymentStreamReferenceLevelEqualsZeroIndicatorBooleanRefLvlZero0When set to 'Y', it indicates that the weather reference level equals zero.
41572LegPaymentStreamRateSpreadCurrencyCurrencySpreadCcy0Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes.
41573LegPaymentStreamRateSpreadUnitOfMeasureStringSpreadUOM0996Specifies the unit of measure (UOM) of the floating rate spread.
41574LegPaymentStreamRateConversionFactorfloatRtFctr0The number to be multiplied by the derived floating rate of the leg's payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1.
41575LegPaymentStreamRateSpreadTypeintSpreadTyp041206Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate.
41576LegPaymentStreamLastResetRatePercentageLastResetRt0The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05.
41577LegPaymentStreamFinalRatePercentageFnlRt0The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05.
41578LegPaymentStreamCalculationLagPeriodintCalcLagPeriod0Time unit multiplier for the calculation lag duration.
41579LegPaymentStreamCalculationLagUnitStringCalcLagUnit040809Time unit associated with the calculation lag duration.
41580LegPaymentStreamFirstObservationDateOffsetPeriodintFirstObsvtnOfstPeriod0Time unit multiplier for the first observation offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period.
41581LegPaymentStreamFirstObservationDateOffsetUnitStringFirstObsvtnOfstUnit040760Time unit associated with the first observation offset.
41582LegPaymentStreamPricingDayTypeintPxngDayTyp041024Specifies the commodity pricing day type.
41583LegPaymentStreamPricingDayDistributionintPxngDayDistrib041214The distribution of pricing days.
41584LegPaymentStreamPricingDayCountintPxngDayCnt0The number of days over which pricing should take place.
41585LegPaymentStreamPricingBusinessCalendarStringPxngClndr0Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values.
41586LegPaymentStreamPricingBusinessDayConventionintPxngBizDayCnvtn040921The business day convention used to adjust the payment stream's pricing dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
41589NoLegPaymentStreamPaymentDatesNumInGroup1Number of payment dates in the repeating group.
41590LegPaymentStreamPaymentDateLocalMktDateDt0The adjusted or unadjusted fixed stream payment date.
41591LegPaymentStreamPaymentDateTypeintTyp041139Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
41592LegPaymentStreamMasterAgreementPaymentDatesIndicatorBooleanMADts0When set to 'Y', it indicates that payment dates are specified in the relevant master agreement.
41593NoLegPaymentStreamPricingDatesNumInGroup1Number of pricing dates in the repeating group.
41594LegPaymentStreamPricingDateLocalMktDateDt0The adjusted or unadusted fixed stream pricing date.
41595LegPaymentStreamPricingDateTypeintTyp041139Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
41596NoLegPaymentStreamPricingDaysNumInGroup1Number of pricing days in the repeating group.
41597LegPaymentStreamPricingDayOfWeekintDayOfWk041228The day of the week on which pricing takes place..
41598LegPaymentStreamPricingDayNumberintDayNum0The occurrence of the day of week on which pricing takes place.For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3.
41599NoLegPhysicalSettlTermsNumInGroup1Number of entries in the repeating group.
41600LegPhysicalSettlTermXIDXIDXID0A named string value referenced by UnderlyingSettlTermXIDRef(41315).
41601LegPhysicalSettlCurencyCurrencyCcy0Specifies the currency of physical settlement. Uses ISO 4217 currency codes.
41602LegPhysicalSettlBusinessDaysintBizDays0The number of business days used in the determination of physical settlement. Its precise meaning is dependant on the context in which this is used.ISDA 2003 Term: Business Day.
41603LegPhysicalSettlMaximumBusinessDaysintMaxBizDays0A 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.
41604NoLegPhysicalSettlDeliverableObligationsNumInGroup1Number of entries in the repeating group.
41605LegPhysicalSettlDeliverableObligationTypeStringTyp0Specifies the type of delivery obligation applicable for physical settlement. See http://www.fixptradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types.
41606LegPhysicalSettlDeliverableObligationValueStringVal0Physical settlement delivery obligation value appropriate to LegPhysicalSettlDeliverableObligationType(41605). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types.
41607NoLegPricingDateBusinessCentersNumInGroup1Number of business centers in the repeating group.
41608LegPricingDateBusinessCenterStringCtr0The business center calendar used to adjust the pricing or fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41609LegPricingDateUnadjustedLocalMktDateDtUnadj0The unadjusted pricing or fixing date.
41610LegPricingDateBusinessDayConventionintBizDayCnvtn040921The business day convention used to adjust the pricing or fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
41611LegPricingDateAdjustedLocalMktDateDt0The adjusted pricing or fixing date.
41612LegPricingTimeLocalMktTimeTm0The local market pricing or fixing time.
41613LegPricingTimeBusinessCenterStringTmBizCtr0Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41614NoLegProtectionTermEventNewsSourcesNumInGroup1Number of event sources in the repeating group.
41615LegProtectionTermEventNewsSourceStringSrc0A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred.
41616NoLegProtectionTermsNumInGroup1Number of protection terms in the repeating group.
41617LegProtectionTermXIDXIDXID0A named string value referenced from UnderlyingLegProtectionTermXIDRef(41314).
41618LegProtectionTermNotionalAmtNotl0The notional amount of protection coverage. ISDA 2003 Term: Floating Rate Payer Calculation Amount.
41619LegProtectionTermCurrencyCurrencyCcy0The currency of LegProtectionTermNotional(41618). Uses ISO 4217 currency codes.
41620LegProtectionTermSellerNotifiesBooleanSeller0The 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. LegProtectionTermSellerNotifies(41620)=Y indicates that the seller notifies.ISDA 2003 Term: Notifying Party.
41621LegProtectionTermBuyerNotifiesBooleanBuyer0The 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. LegProtectionTermBuyerNotifies(41621)=Y indicates that the buyer notifies.ISDA 2003 Term: Notifying Party.
41622LegProtectionTermEventBusinessCenterStringBizCtr0When 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.
41623LegProtectionTermStandardSourcesBooleanStdSrcs0Indicates whether ISDA defined Standard Public Sources are applicable (LegProtectionTermStandardSources(41623)=Y) or not.
41624LegProtectionTermEventMinimumSourcesintMinSrcs0The 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.
41625NoLegProtectionTermEventsNumInGroup1Number of protection term events in the repeating group.
41626LegProtectionTermEventTypeStringTyp0Specifies the type of credit event applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types.
41627LegProtectionTermEventValueStringVal0Specifies the protection term event value appropriate to LegProtectionTermEventType(41626). See http:///www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values.
41628LegProtectionTermEventCurrencyCurrencyCcy0Applicable currency if the event value is an amount. Uses ISO 4217 currency codes.
41629LegProtectionTermEventPeriodintPeriod0Time unit multiplier for protection term events.
41630LegProtectionTermEventUnitStringUnit040196Time unit associated with protection term events.
41631LegProtectionTermEventDayTypeintDayTyp040810Specifies the day type for protection term events.
41632LegProtectionTermEventRateSourceStringRtSrc0Rate source for events that specify a rate source, e.g. floating rate interest shortfall.
41633NoLegProtectionTermEventQualifiersNumInGroup1Number of qualifiers in the repeating group.
41634LegProtectionTermEventQualifiercharQual040200Specifies the protection term event qualifier. Used to further qualify LegProtectionTermEventType(41626).
41635NoLegProtectionTermObligationsNumInGroup1Number of obligations in the repeating group.
41636LegProtectionTermObligationTypeStringTyp0Specifies the type of obligation applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types.
41637LegProtectionTermObligationValueStringVal0The value associated with the protection term obligation specified in LegProtectionTermObligationType(41636). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values.
41638NoLegStreamCalculationPeriodDatesNumInGroup1Number of calculation period dates in the repeating group.
41639LegStreamCalculationPeriodDateLocalMktDateDt0The adjusted or unadjusted fixed calculation period date.
41640LegStreamCalculationPeriodDateTypeintTyp041139Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
41641LegStreamCalculationPeriodDatesXIDXIDXID0Identifier of this calculation period for cross referencing elsewhere in the message.
41642LegStreamCalculationPeriodDatesXIDRefXIDREFXIDRef0Cross reference to another calculation period for duplicating its properties.
41643LegStreamCalculationBalanceOfFirstPeriodBooleanBalFirst0When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.).
41644LegStreamCalculationCorrectionPeriodintCrrctnPeriod0Time unit multiplier for the length of time after the publication of the data when corrections can be made.
41645LegStreamCalculationCorrectionUnitStringCrrctnUnit040196Time unit associated with the length of time after the publication of the data when corrections can be made.
41646NoLegStreamCommoditySettlBusinessCentersNumInGroup1Number of business centers in the repeating group.
41647LegStreamCommoditySettlBusinessCenterStringCtr0The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41648LegStreamCommodityBaseStringBase0Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include: Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions.
41649LegStreamCommodityTypeStringCmdtyTyp0Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types.
41650LegStreamCommoditySecurityIDStringID0Specifies the market identifier for the commodity.
41651LegStreamCommoditySecurityIDSourceStringSrc022Identifies the class or source of the LegStreamCommoditySecurityIDSource(41650) value.
41652LegStreamCommodityDescStringDesc0Description of the commodity asset.
41653EncodedLegStreamCommodityDescLenLength41654EncDescLen0Byte length of encoded (non-ASCII characters) EncodedLegStreamCommodityDesc(41654) field.
41654EncodedLegStreamCommodityDescdataEncDesc0Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegStreamCommodityDesc(41652) field.
41655LegStreamCommodityUnitOfMeasureStringUOM0996The unit of measure (UOM) of the commodity asset.
41656LegStreamCommodityCurrencyCurrencyCcy0Identifies the currency of the commodity asset. Uses ISO 4217 currency codes.
41657LegStreamCommodityExchangeExchangeExch0Identifies the exchange where the commodity is traded.
41658LegStreamCommodityRateSourceintRtSrc0Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources.
41659LegStreamCommodityRateReferencePageStringRefPg0Identifies the reference "page" from the rate source.
41660LegStreamCommodityRateReferencePageHeadingStringRefHdng0Identifies the page heading from the rate source.
41661LegStreamDataProviderStringDataPrvdr0Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values.
41662LegStreamCommodityPricingTypeStringPxngTyp0Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types.
41663LegStreamCommodityNearbySettlDayPeriodintPeriod0Time unit multiplier for the nearby settlement day. When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo.
41664LegStreamCommodityNearbySettlDayUnitStringUnit041267Time unit associated with the nearby settlement day.
41665LegStreamCommoditySettlDateUnadjustedLocalMktDateDtUnadj0The unadjusted commodity delivery date.
41666LegStreamCommoditySettlDateBusinessDayConventionintBizDayCnvtn040921The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.
41667LegStreamCommoditySettlDateAdjustedLocalMktDateDt0The adjusted commodity delivery date.
41668LegStreamCommoditySettlMonthintMo0Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc.
41669LegStreamCommoditySettlDateRollPeriodintRollPeriod0Time unit multiplier for the commodity delivery date roll.For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires.
41670LegStreamCommoditySettlDateRollUnitStringRollUnit041273Time unit associated with the commodity delivery date roll.
41671LegStreamCommoditySettlDayTypeintDayTyp041024Specifies the commodity delivery roll day type.
41672LegStreamCommodityXIDXIDXID0Identifier of this stream commodity for cross referencing elsewhere in the message.
41673LegStreamCommodityXIDRefXIDREFXIDRef0Reference to a stream commodity elsewhere in the message.
41674NoLegStreamCommodityAltIDsNumInGroup1Number of alternate security identifers.
41675LegStreamCommodityAltIDStringAltID0Alternate security identifier value for the commodity.
41676LegStreamCommodityAltIDSourceStringAltIDSrc0Identifies the class or source of the alternate commodity security identifier.
41677NoLegStreamCommodityDataSourcesNumInGroup1Number of data sources in the repeating group. The order of entry determines priority – first is the main source, second is fallback, third is second fallback.
41678LegStreamCommodityDataSourceIDStringID0Specifies the data source identifier.
41679LegStreamCommodityDataSourceIDTypeintTyp041282Specifies the type of data source identifier.
41680NoLegStreamCommoditySettlDaysNumInGroup1Number of days in the repeating group.
41681LegStreamCommoditySettlDayintDay041052Specifies the day or group of days for delivery.
41682LegStreamCommoditySettlTotalHoursintTotHrs0Sum of the hours specified in LegStreamCommoditySettlTimeGrp.
41683NoLegStreamCommoditySettlTimesNumInGroup1Number of hour ranges in the repeating group.
41684LegStreamCommoditySettlStartStringStart0The start time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type.
41685LegStreamCommoditySettlEndStringEnd0The end time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type.
41935LegStreamCommoditySettlTimeTypeintTyp041057Specifies the format of the commodity settlement start and end times.
41686NoLegStreamCommoditySettlPeriodsNumInGroup1Number of commodity settlement periods in the repeating group.
41687LegStreamCommoditySettlCountryCountryCtry0Specifies the country where delivery takes place. Uses ISO 3166 2-character country code.
41688LegStreamCommoditySettlTimeZoneStringTZ0Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones.
41689LegStreamCommoditySettlFlowTypeintFlowTyp041049Specifies the commodity delivery flow type.
41690LegStreamCommoditySettlPeriodNotionalQtyNotl0Delivery quantity associated with this settlement period.
41691LegStreamCommoditySettlPeriodNotionalUnitOfMeasureStringNotlUOM0996Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period.
41692LegStreamCommoditySettlPeriodFrequencyPeriodintFreqPeriod0Time unit multiplier for the settlement period frequency.
41693LegStreamCommoditySettlPeriodFrequencyUnitStringFreqUnit040196Time unit associated with the settlement period frequency.
41694LegStreamCommoditySettlPeriodPricePricePx0The settlement period price.
41695LegStreamCommoditySettlPeriodPriceUnitOfMeasureStringPxUOM0996The settlement period price unit of measure (UOM).
41696LegStreamCommoditySettlPeriodPriceCurrencyCurrencyPxCcy0The currency of the settlement period price. Uses ISO 4217 currency codes.
41697LegStreamCommoditySettlHolidaysProcessingInstructionintHolidays041050Indicates whether holidays are included in the settlement periods. Required for electricity contracts.
41698LegStreamCommoditySettlPeriodXIDXIDXID0Identifier of this settlement period for cross referencing elsewhere in the message.
41699LegStreamCommoditySettlPeriodXIDRefXIDREFXIDRef0Cross reference to another settlement period for duplicating its properties.
41700LegStreamXIDXIDXID0Identifier of this LegStream for cross referencing elsewhere in the message.
41702LegStreamNotionalXIDRefXIDREFNotlXIDRef0Cross reference to another LegStream notional for duplicating its properties.
41703LegStreamNotionalFrequencyPeriodintNotlPeriod0Time unit multiplier for the swap stream's notional frequency.
41704LegStreamNotionalFrequencyUnitStringNotlUnit0997Time unit associated with the swap stream's notional frequency.
41705LegStreamNotionalCommodityFrequencyintNotlFreq041308The commodity's notional or quantity delivery frequency.
41706LegStreamNotionalUnitOfMeasureStringNotlUOM0996Specifies the delivery quantity unit of measure (UOM).
41707LegStreamTotalNotionalQtyTotNotl0Specifies the total notional or delivery quantity over the term of the contract.
41708LegStreamTotalNotionalUnitOfMeasureStringTotNotlUOM0996Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract.
2312NoUnderlyingAssetAttributesNumInGroup1Number of asset attribute entries in the group.
2313UnderlyingAssetAttributeTypeStringTyp0Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types.
2314UnderlyingAssetAttributeValueStringVal0Specifies the value of the attribute.
2315UnderlyingAssetAttributeLimitStringLmt0Limit or lower acceptable value of the attribute.
41713NoUnderlyingComplexEventAveragingObservationsNumInGroup1The number of averaging observations in the repeating group.
41714UnderlyingComplexEventAveragingObservationNumberintObsvtnNum0Cross reference to the ordinal observation as specified either in the UnderlyingComplexEventScheduleGrp or UnderlyingComplexEventPeriodDateGrp components.
41715UnderlyingComplexEventAveragingWeightfloatWt0The weight factor to be applied to the observation.
41716NoUnderlyingComplexEventCreditEventsNumInGroup1The number of credit events specified in the repeating group.
41717UnderlyingComplexEventCreditEventTypeStringTyp0Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types.
41718UnderlyingComplexEventCreditEventValueStringVal0The credit event value appropriate to UnderlyingComplexEventCreditEventType(41717). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values.
41719UnderlyingComplexEventCreditEventCurrencyCurrencyCcy0Specifies the applicable currency when UnderlyingComplexEventCreditEventValue(41718) is an amount. Uses ISO 4217 currency codes.
41720UnderlyingComplexEventCreditEventPeriodintPeriod0Time unit multiplier for complex credit events.
41721UnderlyingComplexEventCreditEventUnitStringUnit040196Time unit associated with complex credit events.
41722UnderlyingComplexEventCreditEventDayTypeintDayTyp041024Specifies the day type for the complex credit events.
41723UnderlyingComplexEventCreditEventRateSourceintRtSrc0Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources.
41724NoUnderlyingComplexEventCreditEventQualifiersNumInGroup1Number of qualifiers in the repeating group.
41725UnderlyingComplexEventCreditEventQualifiercharQual040200Specifies a complex event qualifier. Used to further qualify UnderlyingComplexEventCreditEventType(41717).
41726NoUnderlyingComplexEventPeriodDateTimesNumInGroup1Number of entries in the date-time repeating group.
41727UnderlyingComplexEventPeriodDateLocalMktDateDt0The averaging date for an Asian option. The trigger date for a Barrier or Knock option.
41728UnderlyingComplexEventPeriodTimeLocalMktTimeTm0The averaging time for an Asian option.
41729NoUnderlyingComplexEventPeriodsNumInGroup1Number of periods in the repeating group.
41730UnderlyingComplexEventPeriodTypeintTyp041011Specifies the period type.
41731UnderlyingComplexEventBusinessCenterStringBizCtr0The business center for adjusting dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41732NoUnderlyingComplexEventRateSourcesNumInGroup1Number of rate sources in the repeating group.
41733UnderlyingComplexEventRateSourceintRtSrc01446Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate.
41734UnderlyingComplexEventRateSourceTypeintRtSrcTyp01447Indicates whether the rate source specified is a primary or secondary source.
41735UnderlyingComplexEventReferencePageStringRefPg0Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When UnderlyingComplexEventRateSource(41733) = 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.
41736UnderlyingComplexEventReferencePageHeadingStringRefHdg0Identifies the reference page heading from the rate source.
41737NoUnderlyingComplexEventDateBusinessCentersNumInGroup1Number of business centers in the repeating group.
41738UnderlyingComplexEventDateBusinessCenterStringCtr0The business center calendar is used to adjust the event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41739UnderlyingComplexEventDateUnadjustedLocalMktDateDtUnadj0The unadjusted complex event date.For example the second expiration date for a calendar spread option strategy.
41740UnderlyingComplexEventDateRelativeTointReltv041021Reserved100PlusSpecifies the anchor date when the complex event date is relative to an anchor date.
41741UnderlyingComplexEventDateOffsetPeriodintOfstPeriod0Time unit multiplier for the relative date offset.
41742UnderlyingComplexEventDateOffsetUnitStringOfstUnit040760Time unit associated with the relative date offset.
41743UnderlyingComplexEventDateOffsetDayTypeintOfstDayTyp041024Specifies the day type of the relative date offset.
41744UnderlyingComplexEventDateBusinessDayConventionintBizDayCnvtn040921The business day convention used to adjust the event date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
41745UnderlyingComplexEventDateAdjustedLocalMktDateDt0The adjusted complex event date.
41746UnderlyingComplexEventFixingTimeLocalMktTimeFixngTm0The local market fixing time.
41747UnderlyingComplexEventFixingTimeBusinessCenterStringFixngBizCtr0The business center for determining the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41748NoUnderlyingComplexEventCreditEventSourcesNumInGroup1Number of event sources in the repeating group.
41749UnderlyingComplexEventCreditEventSourceStringSrc0A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred.
2261UnderlyingComplexOptPayoutPaySideintOptPay040214Trade side of payout payer.
2262UnderlyingComplexOptPayoutReceiveSideintOptRcv040214Trade side of payout receiver.
2263UnderlyingComplexOptPayoutUnderlierStringOptUndlr0Reference to the underlier whose payments are being passed through.
2264UnderlyingComplexOptPayoutPercentagePercentageOptPctage0Percentage of observed price for calculating the payout associated with the event.
2265UnderlyingComplexOptPayoutTimeintOptTm02121The time when the payout is to occur.
2266UnderlyingComplexOptPayoutCurrencyCurrencyOptCcy0Specifies the currency of the payout amount. Uses ISO 4217 currency codes.
2267UnderlyingComplexEventPricePercentagePercentagePxPctage0Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046).
2268UnderlyingComplexEventCurrencyOneCurrencyCcy10Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes.Applicable for complex FX option strategies.
2269UnderlyingComplexEventCurrencyTwoCurrencyCcy20Specifies the second reference currency of the trade. Uses ISO 4217 currency codes.Applicable for complex FX option strategies.
2270UnderlyingComplexEventQuoteBasisintQteBasis02126Specifies the currency pairing for the quote.
2271UnderlyingComplexEventFixedFXRatefloatRt0Specifies the fixed FX rate alternative for FX Quantro options.
2272UnderlyingComplexEventDeterminationMethodStringMeth0Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values.
2273UnderlyingComplexEventCalculationAgentintCalcAgent040098Used to identify the calculation agent.
2274UnderlyingComplexEventStrikePricePriceStrkPx0Upper strike price for Asian option feature. Strike percentage for a Strike Spread.
2275UnderlyingComplexEventStrikeFactorfloatStrkFctr0Strike factor for Asian option feature. Upper strike percentage for a Strike Spread.
2276UnderlyingComplexEventStrikeNumberOfOptionsintStrkNum0Upper string number of options for a Strike Spread.
2277UnderlyingComplexEventCreditEventsXIDRefXIDREFCdtEvntXIDRef0Reference to credit event table elsewhere in the message.
2278UnderlyingComplexEventCreditEventNotifyingPartyintNotifygPty02134The 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.
2279UnderlyingComplexEventCreditEventBusinessCenterStringBizCtr0Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
2280UnderlyingComplexEventCreditEventStandardSourcesBooleanStdSrcs0When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable.
2281UnderlyingComplexEventCreditEventMinimumSourcesintMinSrcs0The 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.
2282UnderlyingComplexEventXIDXIDXID0Identifier of this complex event for cross referencing elsewhere in the message.
2283UnderlyingComplexEventXIDRefXIDREFXIDRef0Reference to a complex event elsewhere in the message.
41750NoUnderlyingComplexEventSchedulesNumInGroup1Number of schedules in the repeating group.
41751UnderlyingComplexEventScheduleStartDateLocalMktDateStartDt0The start date of the schedule.
41752UnderlyingComplexEventScheduleEndDateLocalMktDateEndDt0The end date of the schedule.
41753UnderlyingComplexEventScheduleFrequencyPeriodintFreqPeriod0Time unit multiplier for the schedule date frequency.
41754UnderlyingComplexEventScheduleFrequencyUnitStringFreqUnit040196Time unit associated with the schedule date frequency.
41755UnderlyingComplexEventScheduleRollConventionStringRoll040922The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
41756NoUnderlyingDeliverySchedulesNumInGroup1Number of delivery schedules in the repeating group.
41757UnderlyingDeliveryScheduleTypeintTyp041038Specifies the type of delivery schedule.
41758UnderlyingDeliveryScheduleXIDXIDXID0Identifier for this instance of delivery schedule for cross referencing elsewhere in the message.
41759UnderlyingDeliveryScheduleNotionalQtyNotl0Physical delivery quantity.
41760UnderlyingDeliveryScheduleNotionalUnitOfMeasureStringNotlUOM0996Specifies the delivery quantity unit of measure (UOM).
41761UnderlyingDeliveryScheduleNotionalCommodityFrequencyintNotlFreq041308The frequency of notional delivery.
41762UnderlyingDeliveryScheduleNegativeTolerancefloatNegtvTlrnc0Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryScheduleToleranceType(41765). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).
41763UnderlyingDeliverySchedulePositiveTolerancefloatPostvTlrnc0Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryScheduleToleranceType(41765). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).
41764UnderlyingDeliveryScheduleToleranceUnitOfMeasureStringTlrncUOM0996Specifies the tolerance value's unit of measure (UOM).
41765UnderlyingDeliveryScheduleToleranceTypeintTlrncTyp041046Specifies the tolerance value type.
41766UnderlyingDeliveryScheduleSettlCountryCountryCtry0Specifies the country where delivery takes place. Uses ISO 3166 2-character country code.
41767UnderlyingDeliveryScheduleSettlTimeZoneStringTZ0Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones.
41768UnderlyingDeliveryScheduleSettlFlowTypeintFlowTyp041049Specifies the delivery flow type.
41769UnderlyingDeliveryScheduleSettlHolidaysProcessingInstructionintHolidays041050Indicates whether holidays are included in the settlement periods. Required for electricity contracts.
41770NoUnderlyingDeliveryScheduleSettlDaysNumInGroup1Number of delivery schedules in the repeating group.
41771UnderlyingDeliveryScheduleSettlDayintDay041052Specifies the day or group of days for delivery.
41772UnderlyingDeliveryScheduleSettlTotalHoursintTotHrs0The sum of the total hours specified in the UnderlyingDeliveryScheduleSettlTimeGrp component.
41773NoUnderlyingDeliveryScheduleSettlTimesNumInGroup1Number of hour ranges in the repeating group.
41774UnderlyingDeliveryScheduleSettlStartStringStart0The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in UnderlyingDeliveryScheduleSettlTimeType(41776).
41775UnderlyingDeliveryScheduleSettlEndStringEnd0The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in UnderlyingDeliveryScheduleSettlTimeType(41776).
41776UnderlyingDeliveryScheduleSettlTimeTypeintTyp041057Specifies the format of the delivery start and end time values.
41777UnderlyingDeliveryStreamTypeintTyp041058Specifies the type of delivery stream.
41778UnderlyingDeliveryStreamPipelineStringPpln0The name of the oil delivery pipeline.
41779UnderlyingDeliveryStreamEntryPointStringEntryPnt0The point at which the commodity will enter the delivery mechanism or pipeline.
41780UnderlyingDeliveryStreamWithdrawalPointStringWthdrwlPnt0The point at which the commodity product will be withdrawn prior to delivery.
41781UnderlyingDeliveryStreamDeliveryPointStringDlvryPnt0The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion see http://www.fpml.org/coding-scheme/bullion-delivery-location for values.
41782UnderlyingDeliveryStreamDeliveryRestrictionintDlvryRstctn041063Specifies under what conditions the buyer and seller should be excused of their delivery obligations.
41783UnderlyingDeliveryStreamDeliveryContingencyStringCntgncy0Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values.
41784UnderlyingDeliveryStreamDeliveryContingentPartySideintCntgPty041080The trade side value of the party responsible for electricity delivery contingency.
41785UnderlyingDeliveryStreamDeliverAtSourceIndicatorBooleanDlvrAtSrc0When this element is specified and set to 'Y', delivery of the coal product is to be at its source.
41786UnderlyingDeliveryStreamRiskApportionmentStringRiskApprtnmt0Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list.
41587UnderlyingDeliveryStreamRiskApportionmentSourceStringRiskApprtnmtSrc0Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list.
41787UnderlyingDeliveryStreamTitleTransferLocationStringTtlXfer0Specifies the title transfer location.
41788UnderlyingDeliveryStreamTitleTransferConditionintTltXferCond041069Specifies the title transfer condition.
41789UnderlyingDeliveryStreamImporterOfRecordStringImprtr0A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation.
41790UnderlyingDeliveryStreamNegativeTolerancefloatNegtvTlrnc0Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryStreamToleranceType(41793). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).
41791UnderlyingDeliveryStreamPositiveTolerancefloatPostvTlrnc0Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryStreamToleranceType(41793). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).
41792UnderlyingDeliveryStreamToleranceUnitOfMeasureStringTlrncUOM0996Specifies the tolerance value's unit of measure (UOM).
41793UnderlyingDeliveryStreamToleranceTypeintTlrncTyp041046Specifies the tolerance value type.
41794UnderlyingDeliveryStreamToleranceOptionSideintTlrncOptSide041075Indicates whether the tolerance is at the seller's or buyer's option.
41795UnderlyingDeliveryStreamTotalPositiveTolerancePercentageTotPostvTlrnc0The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.).
41796UnderlyingDeliveryStreamTotalNegativeTolerancePercentageTotNegtvTlrnc0The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.).
41797UnderlyingDeliveryStreamNotionalConversionFactorfloatCnvrsnFctr0If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used.
41798UnderlyingDeliveryStreamTransportEquipmentStringEqpmt0The transportation equipment with which the commodity product will be delivered and received.Examples of transportation equipment or mode are barge, truck, railcar, etc.
41799UnderlyingDeliveryStreamElectingPartySideintElctngSide041080A reference to the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract.
41800NoUnderlyingStreamAssetAttributesNumInGroup1Number of asset attribute entries in the group.
41801UnderlyingStreamAssetAttributeTypeStringTyp0Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types.
41802UnderlyingStreamAssetAttributeValueStringVal0Specifies the value of the attribute.
41803UnderlyingStreamAssetAttributeLimitStringLmt0The limit or lower acceptable value of the attribute.
41804NoUnderlyingDeliveryStreamCyclesNumInGroup1Number of delivery cycles in the repeating group.
41805UnderlyingDeliveryStreamCycleDescStringDesc0The delivery cycles during which the oil product will be transported in the pipeline.
41806EncodedUnderlyingDeliveryStreamCycleDescLenLength41807EncDescLen0Byte length of encoded (non-ASCII characters) EncodedUnderlyingDeliveryStreamCycleDesc(41807) field.
41807EncodedUnderlyingDeliveryStreamCycleDescdataEncDesc0Encoded (non-ASCII characters) representation of the UnderlyingDeliveryStreamCycleDesc(41805) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingDeliveryStreamCycleDesc(41805) field.
41808NoUnderlyingDeliveryStreamCommoditySourcesNumInGroup1Number of commodity sources in the repeating group.
41809UnderlyingDeliveryStreamCommoditySourceStringSrc0The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values.
41810UnderlyingExerciseDescStringDesc0A description of the option exercise.
41811EncodedUnderlyingExerciseDescLenLength41812EncDescLen0Byte length of encoded (non-ASCII characters) EncodedUnderlyingExerciseDesc(41812) field.
41812EncodedUnderlyingExerciseDescdataEncDesc0Encoded (non-ASCII characters) representation of the UnderlyingExerciseDesc(41810) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingExerciseDesc(41810) field.
41813UnderlyingAutomaticExerciseIndicatorBooleanAutoExerInd0Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money.
41814UnderlyingAutomaticExerciseThresholdRatefloatAutoRt0The threshold rate for triggering automatic exercise.
41815UnderlyingExerciseConfirmationMethodintExerCnfm041111Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
41816UnderlyingManualNoticeBusinessCenterStringManNtcBizCtr0Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41817UnderlyingFallbackExerciseIndicatorBooleanFallbckExerInd0Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001).
41818UnderlyingLimitedRightToConfirmIndicatorBooleanLtdRightCnfmInd0Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the Expiration date. If true ("Y") specific rules will apply in relation to the settlement mode.
41819UnderlyingExerciseSplitTicketIndicatorBooleanExerSplitTktInd0Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations.
41820NoUnderlyingOptionExerciseBusinessCentersNumInGroup1Number of business centers in the repeating group.
41821UnderlyingOptionExerciseBusinessCenterStringCtr0The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41822UnderlyingOptionExerciseBusinessDayConventionintBizDayCnvtn040921The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
41823UnderlyingOptionExerciseEarliestDateOffsetDayTypeintErlstOfstDayTyp041024Specifies the type of day for the relative earliest exercise date offset.
41824UnderlyingOptionExerciseEarliestDateOffsetPeriodintErlstOfstPeriod0Time unit multiplier for the relative earliest exercise date offset.
41825UnderlyingOptionExerciseEarliestDateOffsetUnitStringErlstOfstUnit040126Time unit associated with the relative earliest exercise date offset.
41826UnderlyingOptionExerciseFrequencyPeriodintFreqPeriod0Time unit multiplier for the frequency of exercise dates.
41827UnderlyingOptionExerciseFrequencyUnitStringFreqUnit040196Time unit associated with the frequency of exercise dates.
41828UnderlyingOptionExerciseStartDateUnadjustedLocalMktDateStartDtUnadj0The unadjusted start date for calculating periodic exercise dates.
41829UnderlyingOptionExerciseStartDateRelativeTointStartDtReltv0Reserved1000PlusSpecifies the anchor date when the option exercise start is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
41830UnderlyingOptionExerciseStartDateOffsetPeriodintStartDtOfstPeriod0Time unit multiplier for the relative exercise start date offset.
41831UnderlyingOptionExerciseStartDateOffsetUnitStringStartDtOfstUnit040760Time unit associated with the relative exercise start date offset.
41832UnderlyingOptionExerciseStartDateOffsetDayTypeintStartDtOfstDayTyp040920Specifies the day type of the exercise start date offset.
41833UnderlyingOptionExerciseStartDateAdjustedLocalMktDateStartDt0The adjusted start date for calculating periodic exercise dates.
41834UnderlyingOptionExerciseSkipintSkip0The 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.
41835UnderlyingOptionExerciseNominationDeadlineLocalMktDateNomntnDdln0The last date (adjusted) for establishing the option exercise terms.
41836UnderlyingOptionExerciseFirstDateUnadjustedLocalMktDateFirstDtUnadj0The unadjusted first exercise date.
41837UnderlyingOptionExerciseLastDateUnadjustedLocalMktDateLastDtUnadj0The unadjusted last exercise date.
41838UnderlyingOptionExerciseEarliestTimeLocalMktTimeErlstTm0The 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, (iii) the commencement date to, and including, the expiration date, in the case of an American option.
41839UnderlyingOptionExerciseLatestTimeLocalMktTimeLtstTm0Latest exercise time. See also UnderlyingOptionExerciseEarliestTime(41838).
41840UnderlyingOptionExerciseTimeBusinessCenterStringTmBizCtr0The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values
41841NoUnderlyingOptionExerciseDatesNumInGroup1Number of dates in the repeating group.
41842UnderlyingOptionExerciseDateLocalMktDateDt0The adjusted or unadjusted option exercise fixed date.
41843UnderlyingOptionExerciseDateTypeintTyp041139Specifies the type of option exercise date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
41844NoUnderlyingOptionExerciseExpirationDateBusinessCentersNumInGroup1Number of business centers in the repeating group.
41845UnderlyingOptionExerciseExpirationDateBusinessCenterStringCtr0The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41846UnderlyingOptionExerciseExpirationDateBusinessDayConventionintBizDayCnvtn040921The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
41847UnderlyingOptionExerciseExpirationDateRelativeTointReltv0Reserved1000PlusSpecifies the anchor date when the option exercise expiration date is relative to another date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
41848UnderlyingOptionExerciseExpirationDateOffsetPeriodintOfstPeriod0Time unit multiplier for the relative exercise expiration date offset.
41849UnderlyingOptionExerciseExpirationDateOffsetUnitStringOfstUnit040760Time unit associated with the relative exercise expiration date offset.
41850UnderlyingOptionExerciseExpirationFrequencyPeriodintFreqPeriod0Time unit multiplier for the frequency of exercise expiration dates.
41851UnderlyingOptionExerciseExpirationFrequencyUnitStringFreqUnit040196Time unit associated with the frequency of exercise expiration dates.
41852UnderlyingOptionExerciseExpirationRollConventionStringRoll040922The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
41853UnderlyingOptionExerciseExpirationDateOffsetDayTypeintOfstDayTyp041024Specifies the day type for the option exercise expiration date offset.
41854UnderlyingOptionExerciseExpirationTimeLocalMktTimeTm0The option exercise expiration time.
41855UnderlyingOptionExerciseExpirationTimeBusinessCenterStringTmBizCtr0The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41856NoUnderlyingOptionExerciseExpirationDatesNumInGroup1Number of fixed exercise expiration dates in the repeating group.
41857UnderlyingOptionExerciseExpirationDateLocalMktDateDt0The adjusted or unadjusted option exercise expiration fixed date.
41858UnderlyingOptionExerciseExpirationDateTypeintTyp041139Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
2284UnderlyingSettlRateIndexStringSettlNdx0In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment.
2285UnderlyingSettlRateIndexLocationStringSettlNdxLctn0This is an optional qualifying attribute of UnderlyingSettlementRateIndex(2284) such as the delivery zone for an electricity contract.
2286UnderlyingOptionExpirationDescStringExpDesc0Description of the option expiration.
2287EncodedUnderlyingOptionExpirationDescLenLength2288EncExpDescLen0Byte length of encoded (non-ASCII characters) EncodedUnderlyingOptionExpirationDesc(2288) field.
2288EncodedUnderlyingOptionExpirationDescdataEncExpDesc0Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingOptionExpirationDesc(2286).
2289UnderlyingSwapSubClassStringSwapSubClss01575The subclassification or subtype of swap.
2290UnderlyingStrikeUnitOfMeasureStringStrkUOM0996Used to express the unit of measure (UOM) of the price if different from the contract.
2291UnderlyingStrikeIndexStringStrkNdx0Specifies the index used to calculate the strike price.
2292UnderlyingStrikeIndexSpreadPriceOffsetStrkSpread0Specifies the strike price offset from the named index.
2293UnderlyingValuationSourceStringValSrc0Specifies the source of trade valuation data.
2294UnderlyingValuationReferenceModelStringValRefModel0Specifies the methodology and/or assumptions used to generate the trade value.
2295UnderlyingStrategyTypeStringStrtTyp02141Specifies the type of trade strategy.
2296UnderlyingCommonPricingIndicatorBooleanCmnPxng0When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price.
2297UnderlyingSettlDisruptionProvisionintSettlDsrptnProv02143Specifies the consequences of settlement disruption events.
2298UnderlyingInstrumentRoundingDirectionintRndDirctn0468Specifies the rounding direction if not overridden elsewhere.
2299UnderlyingInstrumentRoundingPrecisionintRndPrcsn0Specifies 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.
41859UnderlyingMarketDisruptionProvisionintProv041087The consequences of market disruption events.
41860UnderlyingMarketDisruptionFallbackProvisionintFallbckProv041088Specifies the location of the fallback provision documentation.
41861UnderlyingMarketDisruptionMaximumDaysintMaxDays0Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5).ISDA 2005 Commodity Definition.
41862UnderlyingMarketDisruptionMaterialityPercentagePercentageMtrltyPctage0Used when a price materiality percentage applies to the price source disruption event and this event has been specified.Applicable to 2005 Commodity Definitions only.
41863UnderlyingMarketDisruptionMinimumFuturesContractsintMinCtrcts0Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only.
41864NoUnderlyingMarketDisruptionEventsNumInGroup1Number of disruption events in the repeating group.
41865UnderlyingMarketDisruptionEventStringEvnt0Specifies the market disruption event. See http://www.fpml.org/coding-scheme/commodity-market-disruption for values.
41866NoUnderlyingMarketDisruptionFallbacksNumInGroup1Number of fallbacks in the repeating group.
41867UnderlyingMarketDisruptionFallbackTypeStringTyp0Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values.
41868NoUnderlyingMarketDisruptionFallbackReferencePricesNumInGroup1Number of fallback reference securities in the repeating group.
41869UnderlyingMarketDisruptionFallbackUnderlierTypeintTyp041097The type of reference price underlier.
41870UnderlyingMarketDisruptionFallbackUnderlierSecurityIDStringID0Specifies the identifier value of the security.
41871UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSourceStringSrc022Specifies the class or source scheme of the security identifier.
41872UnderlyingMarketDisruptionFallbackUnderlierSecurityDescStringDesc0Specifies the description of underlying security.
41873EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDescLenLength41874EncDescLen0Byte length of encoded (non-ASCII characters) EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field.
41874EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDescdataEncDesc0Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872).
41875UnderlyingMarketDisruptionFallbackOpenUnitsQtyOpnUnits0If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.
41876UnderlyingMarketDisruptionFallbackBasketCurrencyCurrencyCcy0Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes.
41877UnderlyingMarketDisruptionFallbackBasketDivisorfloatDvsr0Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions.
41878NoUnderlyingPaymentScheduleFixingDaysNumInGroup1Number of fixing days in the repeating group.
41879UnderlyingPaymentScheduleFixingDayOfWeekintDayOfWk041228The day of the week on which fixing takes place.
41880UnderlyingPaymentScheduleFixingDayNumberintDayNum0The occurrence of the day of week on which fixing takes place. For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day.
41881UnderlyingPaymentScheduleXIDXIDXID0Identifier of this UnderlyingPaymentSchedule for cross referencing elsewhere in the message.
41882UnderlyingPaymentScheduleXIDRefXIDREFXIDRef0Reference to payment schedule elsewhere in the message.
41883UnderlyingPaymentScheduleRateCurrencyCurrencyRtCcy0Specifies the currency of the schedule rate. Uses ISO 4217 currency codes.
41884UnderlyingPaymentScheduleRateUnitOfMeasureStringRtUOM0996The schedule rate unit of measure (UOM).
41885UnderlyingPaymentScheduleRateConversionFactorfloatRtFctr0The number to be multiplied by the derived floating rate of the underlying's payment schedule in order to arrive at the payment rate. If ommitted, the schedule rate conversion factor is 1.
41886UnderlyingPaymentScheduleRateSpreadTypeintSpreadTyp041206Specifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate.
41887UnderlyingPaymentScheduleSettlPeriodPricePriceSettlPx0The schedule settlement period price.
41888UnderlyingPaymentScheduleSettlPeriodPriceCurrencyCurrencySettlPxCcy0The currency of the schedule settlement period price. Uses ISO 4217 currency codes.
41889UnderlyingPaymentScheduleSettlPeriodPriceUnitOfMeasureStringSettlPxUOM0996The settlement period price unit of measure (UOM).
41890UnderlyingPaymentScheduleStepUnitOfMeasureStringStepUOM0996The schedule step unit of measure (UOM).
41891UnderlyingPaymentScheduleFixingDayDistributionintFixngDayDistrib041214The distribution of fixing days.
41892UnderlyingPaymentScheduleFixingDayCountintFixngDayCnt0The number of days over which fixing should take place.
41893UnderlyingPaymentScheduleFixingLagPeriodintFixngLagPeriod0Time unit multiplier for the fixing lag duration.
41894UnderlyingPaymentScheduleFixingLagUnitStringFixngLagUnit040809Time unit associated with the fixing lag duration.
41895UnderlyingPaymentScheduleFixingFirstObservationOffsetPeriodintFixngFirstObsvtnPeriod0Time unit multiplier for the first observation offset.If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period.
41896UnderlyingPaymentScheduleFixingFirstObservationOffsetUnitStringFixngFirstObsvtnUnit040760Time unit associated with the first observation offset.
41897UnderlyingPaymentStreamFlatRateIndicatorBooleanFlatRtInd0When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction "Fixed". If 'N' it is taken on each Pricing Date "Floating".
41898UnderlyingPaymentStreamFlatRateAmountAmtFlatRtAmt0Specifies the actual monetary value of the flat rate when UnderlyingPaymentStreamFlatRateIndicator(41897) = 'Y'.
41899UnderlyingPaymentStreamFlatRateCurrencyCurrencyFlatRtCcy0Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes.
41900UnderlyingPaymentStreamMaximumPaymentAmountAmtMaxPmtAmt0Specifies the limit on the total payment amount.
41901UnderlyingPaymentStreamMaximumPaymentCurrencyCurrencyMaxPmtCcy0Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes.
41902UnderlyingPaymentStreamMaximumTransactionAmountAmtMaxTxnAmt0Specifies the limit on the payment amount that goes out in any particular calculation period.
41903UnderlyingPaymentStreamMaximumTransactionCurrencyCurrencyMaxTxnCcy0Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes.
41904UnderlyingPaymentStreamFixedAmountUnitOfMeasureStringFixedAmtUOM0996Fixed payment amount unit of measure (UOM).
41905UnderlyingPaymentStreamTotalFixedAmountAmtFixedAmt0Specifies the total fixed payment amount.
41906UnderlyingPaymentStreamWorldScaleRatefloatWorldScaleRt0The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap.
41907UnderlyingPaymentStreamContractPricePriceCtrctPx0The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap.
41908UnderlyingPaymentStreamContractPriceCurrencyCurrencyCtrctPxCcy0Specifies the currency of UnderlyingPaymentStreamContractPrice(41907). Uses ISO 4217 currency codes.
41909NoUnderlyingPaymentStreamPricingBusinessCentersNumInGroup1Number of business centers in the repeating group.
41910UnderlyingPaymentStreamPricingBusinessCenterStringCtr0The business center calendar used to adjust the payment stream's pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41911UnderlyingPaymentStreamRateIndex2CurveUnitStringNdx2Unit040791Secondary time unit associated with the payment stream’s floating rate index curve.
41912UnderlyingPaymentStreamRateIndex2CurvePeriodintNdx2Period0Secondary time unit multiplier for the payment stream’s floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points.
41913UnderlyingPaymentStreamRateIndexLocationStringNdxLctn0Specifies the location of the floating rate index.
41914UnderlyingPaymentStreamRateIndexLevelQtyNdxLvl0This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation.
41915UnderlyingPaymentStreamRateIndexUnitOfMeasureStringNdxUOM0996The unit of measure (UOM) of the rate index level.
41916UnderlyingPaymentStreamSettlLevelintSettlLvl041199Specifies how weather index units are to be calculated.
41917UnderlyingPaymentStreamReferenceLevelQtyRefLvl0This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation.
41918UnderlyingPaymentStreamReferenceLevelUnitOfMeasureStringRefUOM0996The unit of measure (UOM) of the rate reference level.
41919UnderlyingPaymentStreamReferenceLevelEqualsZeroIndicatorBooleanRefLvlZero0When set to 'Y', it indicates that the weather reference level equals zero.
41920UnderlyingPaymentStreamRateSpreadCurrencyCurrencySpreadCcy0Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes.
41921UnderlyingPaymentStreamRateSpreadUnitOfMeasureStringSpreadUOM0996Specifies the unit of measure (UOM) of the floating rate spread.
41922UnderlyingPaymentStreamRateConversionFactorfloatRtFctr0The number to be multiplied by the derived floating rate of the underlying's payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1.
41923UnderlyingPaymentStreamRateSpreadTypeintSpreadTyp041206Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate.
41924UnderlyingPaymentStreamLastResetRatePercentageLastResetRt0The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05.
41925UnderlyingPaymentStreamFinalRatePercentageFnlRt0The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05.
41926UnderlyingPaymentStreamCalculationLagPeriodintCalcLagPeriod0Time unit multiplier for the calculation lag duration.
41927UnderlyingPaymentStreamCalculationLagUnitStringCalcLagUnit040809Time unit associated with the calculation lag duration.
41928UnderlyingPaymentStreamFirstObservationDateOffsetPeriodintFirstObsvtnOfstPeriod0Time unit multiplier for the first observation offset.If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period.
41929UnderlyingPaymentStreamFirstObservationDateOffsetUnitStringFirstObsvtnOfstUnit040760Time unit associated with the first observation offset.
41930UnderlyingPaymentStreamPricingDayTypeintPxngDayTyp041024Specifies the commodity pricing day type.
41931UnderlyingPaymentStreamPricingDayDistributionintPxngDayDistrib041214The distribution of pricing days.
41932UnderlyingPaymentStreamPricingDayCountintPxngDayCnt0The number of days over which pricing should take place.
41933UnderlyingPaymentStreamPricingBusinessCalendarStringPxngClndr0Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values.
41934UnderlyingPaymentStreamPricingBusinessDayConventionintPxngBizDayCnvtn040921The business day convention used to adjust the payment stream's pricing dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
41937NoUnderlyingPaymentStreamPaymentDatesNumInGroup1Number of payment dates in the repeating group.
41938UnderlyingPaymentStreamPaymentDateLocalMktDateDt0The adjusted or unadjusted fixed stream payment date.
41939UnderlyingPaymentStreamPaymentDateTypeintTyp041139Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
41940UnderlyingPaymentStreamMasterAgreementPaymentDatesIndicatorBooleanMADts0When set to 'Y', it indicates that payment dates are specified in the relevant master agreement.
41941NoUnderlyingPaymentStreamPricingDatesNumInGroup1Number of pricing dates in the repeating group.
41942UnderlyingPaymentStreamPricingDateLocalMktDateDt0An adjusted or unadjusted fixed pricing date.
41943UnderlyingPaymentStreamPricingDateTypeintTyp041139Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
41944NoUnderlyingPaymentStreamPricingDaysNumInGroup1Number of pricing days in the repeating group.
41945UnderlyingPaymentStreamPricingDayOfWeekintDayOfWk041228The day of the week on which pricing takes place.
41946UnderlyingPaymentStreamPricingDayNumberintDayNum0The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3.
41947NoUnderlyingPricingDateBusinessCentersNumInGroup1Number of business centers in the repeating group.
41948UnderlyingPricingDateBusinessCenterStringCtr0The business center calendar used to adjust the pricing or fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41949UnderlyingPricingDateUnadjustedLocalMktDateDtUnadj0The unadjusted pricing or fixing date.
41950UnderlyingPricingDateBusinessDayConventionintBizDayCnvtn040921The business day convention used to adjust the pricing or fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
41951UnderlyingPricingDateAdjustedLocalMktDateDt0The adjusted pricing or fixing date.
41952UnderlyingPricingTimeLocalMktTimeTm0The local market pricing or fixing time.
41953UnderlyingPricingTimeBusinessCenterStringTmBizCtr0Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41954NoUnderlyingStreamCalculationPeriodDatesNumInGroup1Number of calculation period dates in the repeating group.
41955UnderlyingStreamCalculationPeriodDateLocalMktDateDt0The adjusted or unadjusted fixed calculation period date.
41956UnderlyingStreamCalculationPeriodDateTypeintTyp041139Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
41957UnderlyingStreamCalculationPeriodDatesXIDXIDXID0Identifier of this calculation period for cross referencing elsewhere in the message.
41958UnderlyingStreamCalculationPeriodDatesXIDRefXIDREFXIDRef0Cross reference to another calculation period for duplicating its properties.
41959UnderlyingStreamCalculationBalanceOfFirstPeriodBooleanBalFirst0When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.).
41960UnderlyingStreamCalculationCorrectionPeriodintCrrctnPeriod0Time unit multiplier for the length of time after the publication of the data when corrections can be made.
41961UnderlyingStreamCalculationCorrectionUnitStringCrrctnUnit040196Time unit associated with the length of time after the publication of the data when corrections can be made.
41962NoUnderlyingStreamCommoditySettlBusinessCentersNumInGroup1Number of business centers in the repeating group.
41963UnderlyingStreamCommoditySettlBusinessCenterStringCtr0The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
41964UnderlyingStreamCommodityBaseStringBase0Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include:Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions.
41965UnderlyingStreamCommodityTypeStringCmdtyTyp0Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types.
41966UnderlyingStreamCommoditySecurityIDStringID0Specifies the market identifier for the commodity.
41967UnderlyingStreamCommoditySecurityIDSourceStringSrc022Identifies the class or source of the UnderlyingStreamCommoditySecurityIDSource(41966) value.
41968UnderlyingStreamCommodityDescStringDesc0Description of the commodity asset.
41969EncodedUnderlyingStreamCommodityDescLenLength41970EncDescLen0Byte length of encoded (non-ASCII characters) EncodedUnderlyingStreamCommodityDesc(41970) field.
41970EncodedUnderlyingStreamCommodityDescdataEncDesc0Encoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc(41968) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingStreamCommodityDesc(41968) field.
41971UnderlyingStreamCommodityUnitOfMeasureStringUOM0996The unit of measure (UOM) of the commodity asset.
41972UnderlyingStreamCommodityCurrencyCurrencyCcy0Identifies the currency of the commodity asset. Uses ISO 4217 currency codes.
41973UnderlyingStreamCommodityExchangeExchangeExch0Identifies the exchange where the commodity is traded.
41974UnderlyingStreamCommodityRateSourceintRtSrc0Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources.
41975UnderlyingStreamCommodityRateReferencePageStringRefPg0Identifies the reference "page" from the rate source.
41976UnderlyingStreamCommodityRateReferencePageHeadingStringRefHdng0Identifies the page heading from the rate source.
41977UnderlyingStreamDataProviderStringDataPrvdr0Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values.
41978UnderlyingStreamCommodityPricingTypeStringPxngTyp0Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types.
41979UnderlyingStreamCommodityNearbySettlDayPeriodintPeriod0Time unit multiplier for the nearby settlement day. When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo.
41980UnderlyingStreamCommodityNearbySettlDayUnitStringUnit041267Time unit associated with the nearby settlement day.
41981UnderlyingStreamCommoditySettlDateUnadjustedLocalMktDateDtUnadj0The unadjusted commodity delivery date.
41982UnderlyingStreamCommoditySettlDateBusinessDayConventionintBizDayCnvtn040921The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
41983UnderlyingStreamCommoditySettlDateAdjustedLocalMktDateDt0The adjusted commodity delivery date.
41984UnderlyingStreamCommoditySettlMonthintMo0Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc.
41985UnderlyingStreamCommoditySettlDateRollPeriodintRollPeriod0Time unit multiplier for the commodity delivery date roll. For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires.
41986UnderlyingStreamCommoditySettlDateRollUnitStringRollUnit041273Time unit associated with the commodity delivery date roll.
41987UnderlyingStreamCommoditySettlDayTypeintDayTyp041024Specifies the commodity delivery roll day type.
41988UnderlyingStreamCommodityXIDXIDXID0Identifier of this stream commodity for cross referencing elsewhere in the message.
41989UnderlyingStreamCommodityXIDRefXIDREFXIDRef0Reference to a stream commodity elsewhere in the message.
41990NoUnderlyingStreamCommodityAltIDsNumInGroup1Number of alternate security identifers.
41991UnderlyingStreamCommodityAltIDStringAltID0Alternate security identifier value for the commodity.
41992UnderlyingStreamCommodityAltIDSourceStringAltIDSrc0Identifies the class or source of the alternate commodity security identifier.
41993NoUnderlyingStreamCommodityDataSourcesNumInGroup1Number of commodity data sources in the repeating group.
41994UnderlyingStreamCommodityDataSourceIDStringID0Data source identifier.
41995UnderlyingStreamCommodityDataSourceIDTypeintTyp041282Specifies the type of data source identifier.
41996NoUnderlyingStreamCommoditySettlDaysNumInGroup1Number of days in the repeating group.
41997UnderlyingStreamCommoditySettlDayintDay041052Specifies the day or group of days for delivery.
41998UnderlyingStreamCommoditySettlTotalHoursintTotHrs0Sum of the hours specified in UnderlyingStreamCommoditySettlTimeGrp.
41999NoUnderlyingStreamCommoditySettlTimesNumInGroup1Number of hour ranges in the repeating group.
42000UnderlyingStreamCommoditySettlStartStringStart0The start time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type.
42001UnderlyingStreamCommoditySettlEndStringEnd0The end time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type.
41936UnderlyingStreamCommoditySettlTimeTypeintTyp041057Specifies the format of the commodity settlement start and end times.
42002NoUnderlyingStreamCommoditySettlPeriodsNumInGroup1Number of commodity settlement periods in the repeating group.
42003UnderlyingStreamCommoditySettlCountryCountryCtry0Specifies the country where delivery takes place. Uses ISO 3166 2-character country code.
42004UnderlyingStreamCommoditySettlTimeZoneStringTZ0Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones.
42005UnderlyingStreamCommoditySettlFlowTypeintFlowTyp041049Specifies the commodity delivery flow type.
42006UnderlyingStreamCommoditySettlPeriodNotionalQtyNotl0Specifies the delivery quantity associated with this settlement period.
42007UnderlyingStreamCommoditySettlPeriodNotionalUnitOfMeasureStringNotlUOM0996Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period.
42008UnderlyingStreamCommoditySettlPeriodFrequencyPeriodintFreqPeriod0Time unit multiplier for the settlement period frequency.
42009UnderlyingStreamCommoditySettlPeriodFrequencyUnitStringFreqUnit040196Time unit associated with the settlement period frequency.
42010UnderlyingStreamCommoditySettlPeriodPricePricePx0The settlement period price.
42011UnderlyingStreamCommoditySettlPeriodPriceUnitOfMeasureStringPxUOM0996Specifies the settlement period price unit of measure (UOM).
42012UnderlyingStreamCommoditySettlPeriodPriceCurrencyCurrencyPxCcy0The currency of the settlement period price. Uses ISO 4217 currency codes.
42013UnderlyingStreamCommoditySettlHolidaysProcessingInstructionintHolidays041050Indicates whether holidays are included in the settlement periods. Required for electricity contracts.
42014UnderlyingStreamCommoditySettlPeriodXIDXIDXID0Identifier of this settlement period for cross referencing elsewhere in the message.
42015UnderlyingStreamCommoditySettlPeriodXIDRefXIDREFXIDRef0Cross reference to another settlement period for duplicating its properties.
42016UnderlyingStreamXIDXIDXID0Identifier of this UnderlyingStream for cross referencing elsewhere in the message.
42018UnderlyingStreamNotionalXIDRefXIDREFNotlXIDRef0Cross reference to another UnderlyingStream notional for duplicating its properties.
42019UnderlyingStreamNotionalFrequencyPeriodintNotlPeriod0Time unit multiplier for the swap stream's notional frequency.
42020UnderlyingStreamNotionalFrequencyUnitStringNotlUnit0997Time unit associated with the swap stream's notional frequency.
42021UnderlyingStreamNotionalCommodityFrequencyintNotlFreq041308The commodity's notional or quantity delivery frequency.
42022UnderlyingStreamNotionalUnitOfMeasureStringNotlUOM0996Specifies the delivery quantity unit of measure (UOM).
42023UnderlyingStreamTotalNotionalQtyTotNotl0Specifies the total notional or delivery quantity over the term of the contract.
42024UnderlyingStreamTotalNotionalUnitOfMeasureStringTotNotlUOM0996Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract.


Enumerations

Updated Enumerations

TagValueSymbolicNameGroupSortDescriptionElaborationDeprecated
167CDS2
167CMDTYSWAP4
167FUT8
167FWD9
167IRS10
167OCC12
167OOF13
167OOP14
167OPT15
167SWAPTION17
45234In the context of regulatory reporting, this identifies the regulator the trade is being reported to.
80349Indicates the entity obligated to report to their regulator. Set PartySubID(523)=Y if true.
82859Credit event trade
82860Succession event trade
8659Swap end date
996Alw1
996Bbl2
996BDFT3
996Bu4
996Ccy5
996CER7Certified emissions reduction
996CRT9Climate reserve tonnes
996cwt10
996day11
996dt12
996EnvCrd14Environmental credit
996EnvOfst15
996g16
996Gal17
996GT18Gross tons
996IPNT20
996kg21
996kL22
996kW-a23
996kW-d24
996kW-h25
996kW-M26
996L28
996lbs29
996MW-a30
996MW-d31
996MW-h32
996MW-M33
996MW-min34
996oz_tr35Troy ounces
996PRINC36
996t37Metric tons
996tn38
996USD99
996CBM2
996GJ3
996kWh4
996MMBtu5
996MWh6
996MMbbl99
14781Fixed strike (default if not specified)
14844KnockInDownKnock-in down
407441Forward Rate Agreement (FRA)
409210Business day convention is not applicable.
409212The following business day.
409213The FRN business day convention.
409214The modified following business day.
409215The preceding business day.
409216The modified preceding business day.
409217The nearest applicable business day.

Enumerations Added

TagValueSymbolicNameGroupSortDescriptionElaboration
167CAPCapDerivatives1CapIn an interest rate cap, the buyer receives payments at the end of each period in which the rate indec exceeds the agreed strike rate.
167CLLRCollarDerivatives3CollarIn an interest rate collar, this is a combination of a cap and a floor.
167EXOTICExoticDerivatives5Exotic
167FLRFloorDerivatives6FloorIn an interest rate floor, the buyer receives payments at the end of each period in which the rate index is below the agreed strike rate.
167FRAFRADerivatives7Forward Rate Agreement
167LOANLEASELoanLeaseDerivatives11Loan/lease
167SPOTFWDSpotForwardDerivatives16Spot forward
167XMISSIONTransmissionDerivatives18Transmission
80354ParentFirmIdentifier54Parent firm identifierImplementation-specific identifier of this party's parent entity.
80355ParentFirmName55Parent firm nameFull name of this party's parent entity.
80356DealIdentifier56Deal identifierThe internal identifier assigned to the trade by this party, particularly by a Clearing Organization.
80357SystemTradeID57System trade identifier
80358SystemTradeSubID58System trade sub-identifier
80359FCMCode59Futures Commission Merchant (FCM) codeThe FCM's code or identifier in relation to the PartyRole(452). For example, if PartyRole(452) is the exchange or clearinghouse, the FCM code/ID specified in PartySubID(523) is the FCM's identifier at the exchange or clearinghouse.
80360DlvryTrmlCode60Delivery terminal customer account/codeUsually used for gas delivery to identify whose account the gas is allocated to at the delivery terminal. Often referred to as "HUB" code.
80361VolntyRptEntity61Voluntary reporting entityThe entity voluntarily reporting the trade to the regulator. Set PartySubID(523)=Y if true.
80362RptObligJursdctn62Reporting obligation jurisdictionFor a trade that falls under multiple jurisdictions this may be used to identify, through PartySubID(523), the reporting jurisdiction to which the party is obligated to report.
80363VolntyRptJursdctn63Voluntary reporting jurisdictionFor a trade that falls under multiple jurisdictions this may be used to identify, through PartySubID(523), the regulatory jurisdiction to which the party is submitting a voluntary report.
86527TrdCntntnEfctvDt27Trade continuation effective date
996CDDCoolingDegreeDayVariable Quantity UOM6Cooling degree day
996CPDCriticalPrecipDayVariable Quantity UOM8Critical precipitation day
996EnvAllwncEnvAllwncCertVariable Quantity UOM13Environmental allowance certificates
996HDDHeatingDegreeDayVariable Quantity UOM19Heating degree day
1193EElection3Election at exerciseThe settlement method will be elected at the time of contract exercise.
148410OneTouch10One-touch
148411NoTouch11No-touch
148412DblOneTouch12Double one-touch
148413DblNoTouch13Double no-touch
148414FXComposite14Foreign exchange composite
148415FXQuanto15Foreign exchange Quanto
148416FXCrssCcy16Foreign exchange cross currency
148417StrkSpread17Strike spread
148418ClndrSpread18Calendar spread
148419PxObsvtn19Price observation (Asian or Lookback)
148420PassThrough20Pass-through
148421StrkSched21Strike schedule
1575AMTZAmortizing1Amortizing
1575COMPCompounding2Compounding
19349PstTrdEvnt9Post-trade event
1949HHour5Hour
1949MinMinute6Minute
1949SSecond7Second
1949TTerm8Term
21210Close0Close
21211Open1Open
21212OfficialSettl2Official settlement
21213ValuationTime3Valuation time
21214ExcahgneSettlTime4Exchange settlement time
21215DerivativesClose5Derivatives close
21216AsSpecified6As specified in master confirmation
21260Currency1PerCurrency20Currency 1 per currency 2
21261Currency2PerCurrency11Currency 2 per currency 1
21340SellerNotifies0Seller notifies
21341BuyerNotifies1Buyer notifies
21342SellerOrBuyerNotifies2Seller or buyer notifies
2141STDStraddle1Straddle
2141STGStrangle2Strangle
2141BFButterfly3Butterfly
2141CNDRCondor4Condor
2141CISNCallableInversibleSnowball5Callable inversible snowball
2141OTHEROther6Other
21431Negotiation1Negotiation
21432Cancellation2Cancellation and payment
4021312CashSettl12Cash settlement
4082913SettlPeriodNotnl13Settlement period notional
4082914SettlPeriodPx14Settlement period price
4082915CalcPeriod15Calculation period
410110AsianOut0Asian Out
410111AsianIn1Asian In
410112BarrierCap2Barrier Cap
410113BarrierFloor3Barrier Floor
410114KnockOut4Knock Out
410115KnockIn5Knock In
410210TradeDate0Trade date
410211SettlDate1Settlement date
410212EffectiveDate2Effective date
410240Business0Business
410241Calendar1Calendar
410242CommodityBusiness2Commodity business
410243CurrencyBusiness3Currency business
410244ExchangeBusiness4Exchange business
410245ScheduledTradingDay5Scheduled trading day
410380Notional0Notional
410381Delivery1Delivery
410382PhysicalSettlPeriods2Physical settlement period
410460Absolute0Absolute
410461Percentage1Percentage
410490AllTimes0All times
410491OnPeak1On peak
410492OffPeak2Off peak
410493Base3Base
410500DoNotIncludeHolidays0Do not include holidays
410501IncludeHolidays1Include holidays
410521Monday1Monday
410522Tuesday2Tuesday
410523Wednesday3Wednesday
410524Thursday4Thursday
410525Friday5Friday
410526Saturday6Saturday
410527Sunday7Sunday
410528AllWeekdays8All weekdays
410529AllDays9All days
4105210AllWeekends10All weekends
410570Hour0Hour of the dayApplicable for electricity contracts. Time value is expressed as an integer hour of the day (1-24). The delivery start/end hour is specified as the end of the included hour. For example, a start hour of "4" begins at 3 a.m.; an end hour of "20" ends at 8 p.m.; a start hour of "1" and end hour of "24" indicates midnight to midnight delivery.
410571Timestamp1HH:MM time formatApplicable for gas contracts. Time value is expressed using a 24-hour time format. For example, a time value of "13:30" is 1:30 p.m.
410580Periodic0Periodic (default if not specified)
410581Initial1Initial
410582Single2Single
410631Firm1FirmNever excused of delivery obligations.
410632NonFirm2Interruptable or non-firmExcused when interrupted for any reason or for no reason without liability.
410633ForceMajeure3Force majeureExcused when prevented by force majeure.
410634SystemFirm4System firmMust be supplied from the owned or controlled generation of pre-existing purchased power assets of the system specified.
410635UnitFirm5Unit firmMust be supplied from the generation assset specified.
410690Transfers0Transfers with risk of loss
410691DoesNotTransfer1Does not transfer with risk of loss
410751Buyer1Buyer
410752Seller2Seller
410800Buyer0Buyer
410801Seller1Seller
410870NotApplicable0Not applicable
410871Applicable1Applicable
410872AsInMasterAgreement2As specified in master agreement
410873AsInConfirmation3As specified in confirmation
410880MasterAgreement0As specified in master agreement
410881Confirmation1As specified in confirmation
410970Basket0Basket
410971Bond1Bond
410972Cash2Cash
410973Commodity3Commodity
410974ConvertibleBond4Convertible bond
410975Equity5Equity
410976ExchangeTradedFund6Exchange traded fund
410977Future7Future
410978Index8Index
410979Loan9Loan
4109710Mortgage10Mortgage
4109711MutualFund11Mutual fund
411110NotRequired0Not required
411111NonElectronic1Non-electronic
411112Electronic2Electronic
411113Unknown3Unknown at time of report
411390Unadjusted0Unadjusted
411391Adjusted1Adjusted
411560TradeDate0Trade date
411561SettlDate1Settlement date
411562EffectiveDate2Effective date
411590Business0Business
411591Calendar1Calendar
411592Commodity2Commodity business
411593Currency3Currency business
411594Exchange4Exchange business
411595Scheduled5Scheduled trading day
411600Prepaid0Prepaid
411601Postpaid1Post-paid
411602Variable2Variable
411603Fixed3Fixed
411990Average0AverageThe cumulative number of weather index units for each day in the calculation period divided by the number of days in the calculation period.
411991Maximum1MaximumThe maximum number of weather index units for any day in the calculaiton period.
411992Minimum2MinimumThe minimum number of weather index units for any day in the calculaiton period.
411993Cumulative3CumulativeThe cumulative number of weather index units for each day in the calculaiton period.
412060Absolute0Absolute
412061Percentage1Percentage
412140All0All
412141First1First
412142Last2Last
412143Penultimate3Penultimate
41237DDay0Day
412280EveryDay0Every day (the default if not specified)
412281Monday1Monday
412282Tuesday2Tuesday
412283Wednesday3Wednesday
412284Thursday4Thursday
412285Friday5Friday
412286Saturday6Saturday
412287Sunday7Sunday
41267WkWeek0Week
41267MoMonth1Month
41273DDay0Day
412820City0City (4 character business center code)
412821Airport1Airport (IATA standard)
412822WeatherStation2Weather station WBAN (Weather Bureau Army Navy)
412823WeatherIndex3Weather index WMO (World Meteorological Organization)
413080Term0Term
413081PerBusinessDay1Per business day
413082PerCalculationPeriod2Per calculation period
413083PerSettlPeriod3Per settlement period
413084PerCalendarDay4Per calendar day
413085PerHour5Per hour
413086PerMonth6Per month

Components

Components Changed

ComponentIDComponentTypeCategoryIDNameAbbrNameNotReqXMLVolumeDescriptionElaborationDeprecated
2229The UnderlyingComplexEventDates and subcomponent UnderlyingComplexEventTimes components are used to constrain a complex event to a specific date range, and optional time range. If specified the event is only effective on or within the specified dates and times.
2230The UnderlyingComplexEventTimes is a repeating subcomponent of the UnderlyingComplexEventDates component. It is used to further qualify any dates placed on the event and is used to specify time ranges for which a complex event is effective. It is always provided within the context of start and end dates. The time range is assumed to be in effect for the entirety of the date or date range specified.
4074Note that if the floating rate index or the rate calculation goes negative for a calculation period and PaymentStreamNegativeRateTreatment(40807)=1 (Negative interest rate method) the Receiver pays the Payer the absolute floating rate, i.e. the Receiver pays the cash flow amount to the Payer. The Calculation Lag Interval (PaymentStreamCalculationLagPeriod(41209) and PaymentStreamCalculationLagUnit(41210)) and the First Observation Offset Duration (PaymentStreamFirstObservationOffsetPeriod(41211) and PaymentStreamFirstObservationOffsetUnit(41212)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation.
4039Note that if the floating rate index or the rate calculation goes negative for a calculation period and LegPaymentStreamNegativeRateTreatment(40349)=1 (Negative interest rate method) the Receiver pays the Payer the absolute floating rate, i.e. the Receiver pays the cash flow amount to the Payer. The Calculation Lag Interval (LegPaymentStreamCalculationLagPeriod(41578) and LegPaymentStreamCalculationLagUnit(41579)) and the First Observation Offset Duration (LegPaymentStreamFirstObservationOffsetPeriod(41580) and LegPaymentStreamFirstObservationOffsetUnit(41581)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation.
4063Note that if the floating rate index or the rate calculation goes negative for a calculation period and UnderlyingPaymentStreamNegativeRateTreatment(40638)=1 (Negative interest rate method) the Receiver pays the Payer the absolute floating rate, i.e. the Receiver pays the cash flow amount to the Payer. The Calculation Lag Interval (UnderlyingPaymentStreamCalculationLagPeriod(41926) and UnderlyingPaymentStreamCalculationLagUnit(41927)) and the First Observation Offset Duration (UnderlyingPaymentStreamFirstObservationOffsetPeriod(41928) and UnderlyingPaymentStreamFirstObservationOffsetUnit(41929)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation.
4077The Fixing Lag Interval (PaymentScheduleFixingLagPeriod(41176) and PaymentScheduleFixingLagUnit(41177)) and the First Observation Offset Duration (PaymentScheduleFixingFirstObservationOffsetPeriod(41178) and PaymentScheduleFixingFirstObservationOffsetUnit(41179)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation.
4043The Fixing Lag Interval (LegPaymentScheduleFixingLagPeriod(41545) and LegPaymentScheduleFixingLagUnit(41546)) and the First Observation Offset Duration (LegPaymentScheduleFixingFirstObservationOffsetPeriod(41547) and LegPaymentScheduleFixingFirstObservationOffsetUnit(41548)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation.
4067The Fixing Lag Interval (UnderlyingPaymentScheduleFixingLagPeriod(41893) and UnderlyingPaymentScheduleFixingLagUnit(41894)) and the First Observation Offset Duration (UnderlyingPaymentScheduleFixingFirstObservationOffsetPeriod(41895) and UnderlyingPaymentScheduleFixingFirstObservationOffsetUnit(41896)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation.

Components Added

ComponentIDComponentTypeCategoryIDNameAbbrNameNotReqXMLVolumeDescriptionElaboration
2241BlockRepeatingCommonAssetAttributeGrpAssetAttrb0The AssetAttributeGrp is a repeating subcomponent of the Instrument component used to detail attributes of the instrument asset.
4142BlockRepeatingCommonComplexEventAveragingObservationGrpAvgngObsvtn0The ComplexEventAveragingObservationGrp is an optional subcomponent of ComplexEventPeriodGrp for specifying the weight of each of the dated observations.
4143BlockRepeatingCommonComplexEventCreditEventGrpCrdEvnt0The ComplexEventCreditEventGrp is a repeating component within the ComplexEventGrp component used to report applicable option credit events.
4144BlockRepeatingCommonComplexEventCreditEventQualifierGrpEvntQual0The ComplexEventCreditEventQualifierGrp is a repeating component within the ComplexEventCreditEventGrp component used to specify qualifying attributes to an event.
4145BlockRepeatingCommonComplexEventPeriodDateGrpDt0The ComplexEventPeriodDateGrp is a subcomponent of ComplexEventPeriodGrp for specifying fixed period dates and times for an Asian or Strike Schedule option or trigger dates for a Barrier or Knock option.
4146BlockRepeatingCommonComplexEventPeriodGrpPeriod0The ComplexEventPeriodGrp is a subcomponent of ComplexEvents for specifying the periods for an Asian, Barrier, Knock or Strike Schedule option feature.
4147BlockRepeatingCommonComplexEventRateSourceGrpRtSrc0The ComplexEventRateSourceGrp is a subcomponent of ComplexEvents for specifying primary and secondary rate sources.
4148BlockRepeatingCommonComplexEventDateBusinessCenterGrpBizCtr0The ComplexEventDateBusinessCenterGrp is a repeating subcomponent of the ComplexEventRelativeDate 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.
4149BlockCommonComplexEventRelativeDateReltvDt0The ComplexEventRelativeDate is a subcomponent of ComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option.
4150BlockRepeatingCommonComplexEventCreditEventSourceGrpEvntSrc0The ComplexEventCreditEventSourceGrp is a repeating subcomponent of the ComplexEvents component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred.
4151BlockRepeatingCommonComplexEventScheduleGrpSched0The ComplexEventScheduleGrp is a subcomponent of ComplexEventPeriodGrp for specifying a periodic schedule for an Asian, Barrier or Strike Schedule option feature.
4152BlockRepeatingCommonDeliveryScheduleGrpDlvrySched0The DeliveryScheduleGrp is a repeating subcomponent of the Stream component used to detail step schedules associated with a delivery stream.Note: Holiday schedule is standard for the country and time zone and need not be specified.
4153BlockRepeatingCommonDeliveryScheduleSettlDayGrpDay0The DeliveryScheduleSettlDayGrp is a repeating subcomponent of the DeliveryScheduleGrp component used to detail commodity delivery days.
4154BlockRepeatingCommonDeliveryScheduleSettlTimeGrpTm0The DeliveryScheduleSettlTimeGrp is a repeating subcomponent of the DeliveryScheduleSettlDayGrp component used to detail commodity delivery time period.
4155BlockCommonDeliveryStreamDlvryStrm0The DeliveryStream component is used to optionally specify the attributes of a physical delivery stream in a swap.
4156BlockRepeatingCommonDeliveryStreamCycleGrpCycle0The DeliveryStreamCycleGrp is a repeating subcomponent of the DeliveryStream component used to detail delivery cycles during which the oil product will be transported in the pipeline.
4157BlockRepeatingCommonDeliveryStreamCommoditySourceGrpCmdtySrc0The DeliveryStreamCommoditySourceGrp is a repeating subcomponent of the DeliveryStream component used to detail the origins or sources of the commodity.
4158BlockCommonMarketDisruptionMktDsrptn0The MarketDisruption component is a subcomponent of the Instrument used to specify the market disruption provisions of the swap.
4159BlockRepeatingCommonMarketDisruptionEventGrpEvnt0The MarketDisruptionEventGrp is a repeating subcomponent of the MarketDisruption component used to specify the market disruption events.
4160BlockRepeatingCommonMarketDisruptionFallbackGrpFallbck0The MarketDisruptionFallbackGrp is a repeating subcomponent of the MarketDisruption component used to specify the market disruption fallback provisions.
4161BlockRepeatingCommonMarketDisruptionFallbackReferencePriceGrpFallbckRefPx0The MarketDisruptionFallbackReferencePriceGrp is a repeating subcomponent of the MarketDisruption component used to specify the fallback reference price and underlying security provisions
4162BlockCommonOptionExerciseOptExer0The OptionExercise component is a subcomponent of the Instrument component used to specify option exercise provisions.
4163BlockRepeatingCommonOptionExerciseBusinessCenterGrpBizCtr0The OptionExerciseBusinessCenterGrp is a repeating subcomponent of the OptionExerciseDates 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.
4164BlockCommonOptionExerciseDatesDts0The OptionExerciseDate component is a subcomponent of the OptionExercise component used to specify option exercise dates.
4165BlockRepeatingCommonOptionExerciseDateGrpDt0The OptionExerciseDateGrp is a repeating subcomponent of the OptionExerciseDates component used to specify fixed dates for exercise.
4166BlockRepeatingCommonOptionExerciseExpirationDateBusinessCenterGrpBizCtr0The OptionExerciseExpirationDateBusinessCenterGrp is a repeating subcomponent of the OptionExerciseExpiration 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.
4167BlockCommonOptionExerciseExpirationExp0The OptionExerciseExpiration component is a subcomponent of the OptionExercise component used to specify option exercise expiration dates and times.
4168BlockRepeatingCommonOptionExerciseExpirationDateGrpDt0The OptionExerciseExpirationDateGrp is a repeating subcomponent of the OptionExerciseExpiration component used to specify fixed dates for expiration.
4169BlockRepeatingCommonPaymentScheduleFixingDayGrpFixngDay0The PaymentScheduleFixingDayGrp is a repeating subcomponent of the PaymentScheduleGrp component used to detail periodic fixing days.If the fixing days are not specified, then every day of the week will be a fixing day.
4170BlockRepeatingCommonPaymentStreamPricingBusinessCenterGrpPxngBizCtr0The PaymentStreamPricingBusinessCenterGrp is a repeating subcomponent of the PaymentStreamFloatingRate 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.
4171BlockRepeatingCommonPaymentStreamPaymentDateGrpPmtDt0The PaymentStreamPaymentDateGrp is a repeating subcomponent of the PaymentStreamPaymentDates component used to detail fixed dates for swap stream payments.
4172BlockRepeatingCommonPaymentStreamPricingDateGrpPxngDt0The PaymentStreamPricingDateGrp is a repeating subcomponent of the PaymentStreamFloatingRate component used to detail fixed pricing dates.
4173BlockRepeatingCommonPaymentStreamPricingDayGrpPxngDay0The PaymentStreamPricingDayGrp is a repeating subcomponent of the PaymentStreamFloatingRate component used to detail periodic pricing days.If the fixing days are not specified, then every day of the week will be a fixing day.
4174BlockRepeatingCommonPricingDateBusinessCenterGrpBizCtr0PricingDateBusinessCenterGrp is a repeating subcomponent of the PricingDateTime 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.
4175BlockCommonPricingDateTimePxngDtTm0The PricingDateTime component is a subcomponent of Instrument used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade.
4176BlockRepeatingCommonStreamAssetAttributeGrpAssetAttrb0The StreamAssetAttributeGrp is a repeating subcomponent of the StreamCommodity component used to detail commodity attributes, quality standards and reject limits.
4177BlockRepeatingCommonStreamCalculationPeriodDateGrpCalcDt0The StreamCalculationPeriodDateGrp is a repeating subcomponent of the StreamCalculationPeriodDates component used to detail fixed dates for the swap stream.
4178BlockRepeatingCommonStreamCommoditySettlBusinessCenterGrpBizCtr0StreamCommoditySettlBusinessCenterGrp is a repeating subcomponent of the StreamCommodity 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.
4179BlockCommonStreamCommodityCmdty0StreamCommodity is a subcomponent of the Stream component used to identify and describe the underlying commodity.
4180BlockRepeatingCommonStreamCommodityAltIDGrpAID0StreamCommodityAltIDGrp is a subcomponent of the StreamCommodity component used to specify alternate identifiers.
4181BlockRepeatingCommonStreamCommodityDataSourceGrpDataSrc0StreamCommodityDataSourceGrp is a subcomponent of the StreamCommodity component used to specify sources of data, e.g. weather stations. The order of entry determines priority – first is the main source, second is fallback, third is second fallback.
4182BlockRepeatingCommonStreamCommoditySettlDayGrpDay0The StreamCommoditySettlDayGrp is a repeating subcomponent of the StreamCommoditySettlPeriodGrp component used to define the settlement days associated with the commodity contract.
4183BlockRepeatingCommonStreamCommoditySettlTimeGrpTm0The StreamCommoditySettlTimeGrp is a repeating subcomponent of the StreamCommoditySettlDayGrp component used to define the settlement time periods associated with the commodity contract.
4184BlockRepeatingCommonStreamCommoditySettlPeriodGrpSettlPeriod0The StreamCommoditySettlPeriodGrp is a repeating subcomponent of the StreamCommodity component used to define the settlement period details associated with the commodity contract.
4185BlockRepeatingCommonMandatoryClearingJurisdictionGrpMandClrJrsdctn0MandatoryClearingJurisdictionGrp is a repeating component of TradeCaptureReport used to specify the set of jurisdictions to which mandatory clearing applies.
4186BlockRepeatingCommonLegAdditionalTermBondRefGrpBondRef0The LegAdditionalTermBondRefGrp is a repeating group subcomponent of the LegAdditionalTermGrp component used to identify an underlying reference bond for a swap.
4187BlockRepeatingCommonLegAdditionalTermGrpAddtnlTrm0The LegAdditionalTermGrp is a repeating subcomponent of the InstrumentLeg component used to report additional contract terms.
2242BlockRepeatingCommonLegAssetAttributeGrpAssetAttrb0The LegAssetAttributeGrp is a repeating subcomponent of the InstrumentLeg component used to detail attributes of the instrument asset.
4189BlockRepeatingCommonLegCashSettlDealerGrpDlr0LegCashSettlDealerGrp is a repeating subcomponent of the LegCashSettlTermGrp component used to specify the dealers from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation.
4190BlockRepeatingCommonLegCashSettlTermGrpCashSettlTrm0The LegCashSettlTermGrp is a repeating component within the InstrumentLeg component used to report cash settlement terms.Usage of LegCashSettlTermGrp must either include a known LegCashSettlAmount(41357) or provide the cash settlement term parameters needed to derive the cash settlement amount. LegCashSettlTermXID(41362) is provided for cross-referencing from an instance of the UnderlyingInstrument component through the UnderlyingSettlTermXIDRef(41315) field.
4191BlockRepeatingCommonLegComplexEventAveragingObservationGrpAvgngObsvtn0LegComplexEventAveragingObservationGrp is an optional subcomponent of LegComplexEventPeriodGrp for specifying the weight of each of the dated observations.
4192BlockRepeatingCommonLegComplexEventCreditEventGrpCrdEvnt0The LegComplexEventCreditEventGrp is a repeating component within the LegComplexEventGrp component used to report applicable option credit events.
4193BlockRepeatingCommonLegComplexEventCreditEventQualifierGrpQual0The LegComplexEventCreditEventQualifierGrp is a repeating component within the LegComplexEventCreditEventGrp component used to specify qualifying attributes to an event.
4194BlockRepeatingCommonLegComplexEventPeriodDateGrpDt0LegComplexEventPeriodDateGrp is a subcomponent of LegComplexEventPeriodGrp for specifying fixed period dates and times for an Asian or Strike Schedule option or trigger dates for a Barrier or Knock option.
4195BlockRepeatingCommonLegComplexEventPeriodGrpPeriod0LegComplexEventPeriodGrp is a subcomponent of LegComplexEvents for specifying the periods for an Asian, Barrier, Knock or Strike Schedule option feature.
4196BlockRepeatingCommonLegComplexEventRateSourceGrpRtSrc0LegComplexEventRateSourceGrp is a subcomponent of LegComplexEvents for specifying primary and secondary rate sources.
4197BlockRepeatingCommonLegComplexEventDateBusinessCenterGrpBizCtr0LegComplexEventDateBusinessCenterGrp is a repeating subcomponent of the LegComplexEventRelativeDate 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.
4198BlockCommonLegComplexEventRelativeDateReltvDt0LegComplexEventRelativeDate is a subcomponent of LegComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option.
4199BlockRepeatingCommonLegComplexEventCreditEventSourceGrpEvntSrc0LegComplexEventCreditEventSourceGrp is a repeating subcomponent of the LegComplexEvents component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred.
2236BlockRepeatingCommonLegComplexEventsCmplxEvnt0LegComplexEvents is a repeating subcomponent of the InstrumentLeg component used to specify an unlimited number and types of events in the lifetime of an option.
2237BlockRepeatingCommonLegComplexEventDatesEvntDts0The LegComplexEventDates and subcomponent LegComplexEventTimes components are used to constrain a complex event to a specific date range, and optional time range. If specified the event is only effective on or within the specified dates and times.
2238BlockRepeatingCommonLegComplexEventTimesEvntTms0The LegComplexEventTimes is a repeating subcomponent of the LegComplexEventDates component. It is used to further qualify any dates placed on the event and is used to specify time ranges for which a complex event is effective. It is always provided within the context of start and end dates. The time range is assumed to be in effect for the entirety of the date or date range specified.
4200BlockRepeatingCommonLegComplexEventScheduleGrpSched0LegComplexEventScheduleGrp is a subcomponent of LegComplexEventPeriodGrp for specifying a periodic schedule for an Asian, Barrier or Strike Schedule option feature.
4203BlockRepeatingCommonLegDeliveryScheduleGrpDlvrySched0The LegDeliveryScheduleGrp is a repeating subcomponent of the LegStream component used to detail step schedules associated with a delivery stream.Note: Holiday schedule is standard for the country and time zone and need not be specified.
4204BlockRepeatingCommonLegDeliveryScheduleSettlDayGrpDay0The LegDeliveryScheduleSettlDayGrp is a repeating subcomponent of the LegDeliveryScheduleGrp component used to detail commodity delivery days.
4205BlockRepeatingCommonLegDeliveryScheduleSettlTimeGrpTm0The LegDeliveryScheduleSettlTimeGrp is a repeating subcomponent of the LegDeliveryScheduleSettlDayGrp component used to detail commodity delivery time periods.
4206BlockCommonLegDeliveryStreamDlvryStrm0The LegDeliveryStream component is a subcomponent of the LegStream used to detail the attributes of a physical delivery stream in a swap.
4207BlockRepeatingCommonLegStreamAssetAttributeGrpAssetAttrb0The LegStreamAssetAttributeGrp is a repeating subcomponent of the LegStreamCommodity component used to detail commodity attributes, quality standards and reject limits.
4208BlockRepeatingCommonLegDeliveryStreamCycleGrpCycle0The LegDeliveryStreamCycleGrp is a repeating subcomponent of the LegDeliveryStream component used to detail delivery cycles during which the oil product will be transported in the pipeline.
4209BlockRepeatingCommonLegDeliveryStreamCommoditySourceGrpCmdtySrc0The LegDeliveryStreamCommoditySourceGrp is a repeating subcomponent of the LegDeliveryStream component used to detail the origins or sources of the commodity.
2239BlockRepeatingCommonLegInstrumentPartiesPty0The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the LegInstrumentParty block.
2240BlockRepeatingCommonLegInstrumentPtysSubGrpSub0
4210BlockCommonLegMarketDisruptionMktDsrptn0The LegMarketDisruption component is a subcomponent of the InstrumentLeg used to specify the market disruption provisions of the swap.
4211BlockRepeatingCommonLegMarketDisruptionEventGrpEvnt0The LegMarketDisruptionEventGrp is a repeating subcomponent of the LegMarketDisruption component used to specify the market disruption events.
4212BlockRepeatingCommonLegMarketDisruptionFallbackGrpFallbck0The LegMarketDisruptionFallbackGrp is a repeating subcomponent of the LegMarketDisruption component used to specify the market disruption fallback provisions.
4213BlockRepeatingCommonLegMarketDisruptionFallbackReferencePriceGrpFallbckRefPx0The LegMarketDisruptionFallbackReferencePriceGrp is a repeating subcomponent of the LegMarketDisruption component used to specify the fallback reference price and underlying security provisions
4214BlockCommonLegOptionExerciseOptExer0The LegOptionExercise component is a subcomponent of the InstrumentLeg component used to specify option exercise provisions.
4215BlockRepeatingCommonLegOptionExerciseBusinessCenterGrpBizCtr0LegOptionExerciseBusinessCenterGrp is a repeating subcomponent of the LegOptionExerciseDates 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.
4216BlockCommonLegOptionExerciseDatesDts0The LegOptionExerciseDates component is a subcomponent of the LegOptionExercise component used to specify option exercise dates.
4217BlockRepeatingCommonLegOptionExerciseDateGrpDt0The LegOptionExerciseDateGrp is a repeating subcomponent of the LegOptionExerciseDates component used to specify fixed dates for exercise.
4218BlockRepeatingCommonLegOptionExerciseExpirationDateBusinessCenterGrpBizCtr0LegOptionExerciseExpirationDateBusinessCenterGrp is a repeating subcomponent of the LegOptionExerciseExpiration 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.
4219BlockCommonLegOptionExerciseExpirationExp0The LegOptionExerciseExpiration component is a subcomponent of the LegOptionExercise component used to specify option exercise expiration dates and times.
4220BlockRepeatingCommonLegOptionExerciseExpirationDateGrpDt0The LegOptionExerciseExpirationDateGrp is a repeating subcomponent of the LegOptionExerciseExpiration component used to specify fixed dates for expiration.
4221BlockRepeatingCommonLegPaymentScheduleFixingDayGrpFixngDay0The LegPaymentScheduleFixingDayGrp is a repeating subcomponent of the LegPaymentScheduleGrp component used to detail periodic fixing days.If the fixing days are not specified, then every day of the week will be a fixing day.
4222BlockRepeatingCommonLegPaymentStreamPricingBusinessCenterGrpPxngBizCtr0LegPaymentStreamPricingBusinessCenterGrp is a repeating subcomponent of the LegPaymentStreamFloatingRate 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.
4223BlockRepeatingCommonLegPaymentStreamPaymentDateGrpPmtDt0The LegPaymentStreamPaymentDateGrp is a repeating subcomponent of the LegPaymentStreamPaymentDates component used to detail fixed dates for swap stream payments.
4224BlockRepeatingCommonLegPaymentStreamPricingDateGrpPxngDt0The LegPaymentStreamPricingDateGrp is a repeating subcomponent of the LegPaymentStreamFloatingRate component used to detail fixed pricing dates.
4225BlockRepeatingCommonLegPaymentStreamPricingDayGrpPxngDay0The LegPaymentStreamPricingDayGrp is a repeating subcomponent of the LegPaymentStreamFloatingRate component used to detail periodic pricing days.If the fixing days are not specified, then every day of the week will be a fixing day.
4226BlockRepeatingCommonLegPhysicalSettlTermGrpPhysSettlTrm0The LegPhysicalSettlTermGrp is a repeating component within the InstrumentLeg component used to report physical settlement terms.
4227BlockRepeatingCommonLegPhysicalSettlDeliverableObligationGrpDlvrblOblig0The LegPhysicalSettlDeliverableObligationGrp is a repeating component within the LegPhysicalSettlTermGrp component used to report credit default swap (CDS) physical settlement delivery obligations.
4228BlockRepeatingCommonLegPricingDateBusinessCenterGrpBizCtr0LegPricingDateBusinessCenterGrp is a repeating subcomponent of the LegPricingDateTime 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.
4229BlockRepeatingCommonLegPricingDateTimePxngDtTm0The LegPricingDateTime component is a subcomponent of InstrumentLeg used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade.
4230BlockRepeatingCommonLegProtectionTermEventNewsSourceGrpNewsSrc0LegProtectionTermEventNewsSourceGrp is a repeating subcomponent of the LegProtectionTermGrp component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred.
4231BlockRepeatingCommonLegProtectionTermGrpProtctnTrm0The LegProtectionTermGrp is a repeating component within the InstrumentLeg component used to report protection term details.
4232BlockRepeatingCommonLegProtectionTermEventGrpEvnt0The LegProtectionTermEventGrp is a repeating component within the LegProtectionTermGrp component used to report applicable CDS credit events.
4233BlockRepeatingCommonLegProtectionTermEventQualifierGrpQual0The LegProtectionTermEventQualifierGrp is a repeating component within the LegProtectionTermEventGrp component used to specify qualifying attributes to the event.
4234BlockRepeatingCommonLegProtectionTermObligationGrpOblig0The LegProtectionTermObligationGrp is a repeating component within the LegProtectionTermGrp component used to report applicable credit default swap (CDS) obligations.
4235BlockRepeatingCommonLegStreamCalculationPeriodDateGrpCalcDt0The LegStreamCalculationPeriodDateGrp is a repeating subcomponent of the LegStreamCalculationPeriodDates component used to detail fixed dates for the swap stream.
4236BlockRepeatingCommonLegStreamCommoditySettlBusinessCenterGrpBizCtr0LegStreamCommoditySettlBusinessCenterGrp is a repeating subcomponent of the LegStreamCommodity 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.
4237BlockCommonLegStreamCommodityCmdty0LegStreamCommodity is a subcomponent of the LegStream component used to identify and describe the underlying commodity.
4238BlockRepeatingCommonLegStreamCommodityAltIDGrpAID0LegStreamCommodityAltIDGrp is a subcomponent of the LegStreamCommodity component used to specify alternate identifiers.
4239BlockRepeatingCommonLegStreamCommodityDataSourceGrpDataSrc0LegStreamCommodityDataSourceGrp is a subcomponent of the LegStreamCommodity component used to specify sources of data, e.g. weather stations. The order of entry determines priority – first is the main source, second is fallback, third is second fallback.
4240BlockRepeatingCommonLegStreamCommoditySettlDayGrpDay0The LegStreamCommoditySettlDayGrp is a repeating subcomponent of the LegStreamCommoditySettlPeriodGrp component used to define the settlement days associated with the commodity contract.
4241BlockRepeatingCommonLegStreamCommoditySettlTimeGrpTm0The LegStreamCommoditySettlTimeGrp is a repeating subcomponent of the LegStreamCommoditySettlDayGrp component used to define the settlement time periods associated with the commodity contract.
4242BlockRepeatingCommonLegStreamCommoditySettlPeriodGrpSettlPeriod0The LegStreamCommoditySettlPeriodGrp is a repeating subcomponent of the LegStreamCommodiry component used to to define the settlement period details associated with the commodity contract.
2243BlockRepeatingCommonUnderlyingAssetAttributeGrpAssetAttrb0The UnderlyingAssetAttributeGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail attributes of the instrument asset.
4244BlockRepeatingCommonUnderlyingComplexEventAveragingObservationGrpAvgngObsvtn0UnderlyingComplexEventAveragingObservationGrp is an optional subcomponent of UnderlyingComplexEventPeriodGrp for specifying the weight of each of the dated observations.
4245BlockRepeatingCommonUnderlyingComplexEventCreditEventGrpCrdEvnt0The UnderlyingComplexEventCreditEventGrp is a repeating component within the UnderlyingComplexEventGrp component used to report applicable option credit events.
4246BlockRepeatingCommonUnderlyingComplexEventCreditEventQualifierGrpQual0The UnderlyingComplexEventCreditEventQualifierGrp is a repeating component within the UnderlyingComplexEventCreditEventGrp component used to specify qualifying attributes to an event.
4247BlockRepeatingCommonUnderlyingComplexEventPeriodDateGrpDt0UnderlyingComplexEventPeriodDateGrp is a subcomponent of UnderlyingComplexEventPeriodGrp for specifying fixed period dates and times for an Asian or Strike Schedule option or trigger dates for a Barrier or Knock option.
4248BlockRepeatingCommonUnderlyingComplexEventPeriodGrpPeriod0UnderlyingComplexEventPeriodGrp is a subcomponent of UnderlyingComplexEvents for specifying the periods for an Asian, Barrier, Knock or Strike Schedule option feature.
4249BlockRepeatingCommonUnderlyingComplexEventRateSourceGrpRtSrc0UnderlyingComplexEventRateSourceGrp is a subcomponent of UnderlyingComplexEvents for specifying primary and secondary rate sources.
4250BlockRepeatingCommonUnderlyingComplexEventDateBusinessCenterGrpBizCtr0UnderlyingComplexEventDateBusinessCenterGrp is a repeating subcomponent of the UnderlyingComplexEventRelativeDate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
4251BlockCommonUnderlyingComplexEventRelativeDateReltvDt0UnderlyingComplexEventRelativeDate is a subcomponent of UnderlyingComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option.
4252BlockRepeatingCommonUnderlyingComplexEventCreditEventSourceGrpEvntSrc0UnderlyingComplexEventCreditEventSourceGrp is a repeating subcomponent of the UnderlyingComplexEvents component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred.
4253BlockRepeatingCommonUnderlyingComplexEventScheduleGrpSched0UnderlyingComplexEventScheduleGrp is a subcomponent of UnderlyingComplexEventPeriodGrp for specifying a periodic schedule for an Asian, Barrier or Strike Schedule option feature.
4254BlockRepeatingCommonUnderlyingDeliveryScheduleGrpDlvrySched0The UnderlyingDeliveryScheduleGrp is a repeating subcomponent of the UnderlyingStream component used to detail step schedules associated with a delivery stream.Note: Holiday schedule is standard for the country and time zone and need not be specified.
4255BlockRepeatingCommonUnderlyingDeliveryScheduleSettlDayGrpDay0The UnderlyingDeliveryScheduleSettlDayGrp is a repeating subcomponent of the UnderlyingDeliveryScheduleGrp component used to detail commodity delivery days.
4256BlockRepeatingCommonUnderlyingDeliveryScheduleSettlTimeGrpTm0The UnderlyingDeliveryScheduleSettlTimeGrp is a repeating subcomponent of the UnderlyingDeliveryScheduleSettlDayGrp component used to detail commodity delivery time periods.
4257BlockCommonUnderlyingDeliveryStreamDlvryStrm0The UnderlyingDeliveryStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a physical delivery stream in a swap.
4258BlockRepeatingCommonUnderlyingStreamAssetAttributeGrpAssetAttrib0The UnderlyingStreamAssetAttributeGrp is a repeating subcomponent of the UnderlyingStreamCommodity component used to detail commodity attributes, quality standards and reject limits.
4259BlockRepeatingCommonUnderlyingDeliveryStreamCycleGrpCycle0The UnderlyingDeliveryStreamCycleGrp is a repeating subcomponent of the UnderlyingDeliveryStream component used to detail delivery cycles during which the oil product will be transported in the pipeline.
4260BlockRepeatingCommonUnderlyingDeliveryStreamCommoditySourceGrpCmdtySrc0The UnderlyingDeliveryStreamCommoditySourceGrp is a repeating subcomponent of the UnderlyingDeliveryStream component used to detail the origins or sources of the commodity.
4261BlockCommonUnderlyingOptionExerciseOptExer0The UnderlyingOptionExercise component is a subcomponent of the UnderlyingInstrument component used to specify option exercise provisions.
4262BlockRepeatingCommonUnderlyingOptionExerciseBusinessCenterGrpBizCtr0UnderlyingOptionExerciseBusinessCenterGrp is a repeating subcomponent of the UnderlyingOptionExerciseDates component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
4263BlockCommonUnderlyingOptionExerciseDatesDts0The UnderlyingOptionExerciseDate component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise dates.
4264BlockRepeatingCommonUnderlyingOptionExerciseDateGrpDt0The UnderlyingOptionExerciseDateGrp is a repeating subcomponent of the UnderlyingOptionExerciseDates component used to specify fixed dates for exercise.
4265BlockRepeatingCommonUnderlyingOptionExerciseExpirationDateBusinessCenterGrpBizCtr0UnderlyingOptionExerciseExpirationDateBusinessCenterGrp is a repeating subcomponent of the UnderlyingOptionExerciseExpiration component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
4266BlockCommonUnderlyingOptionExerciseExpirationExp0The UnderlyingOptionExerciseExpiration component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise expiration dates and times.
4267BlockRepeatingCommonUnderlyingOptionExerciseExpirationDateGrpDt0The UnderlyingOptionExerciseExpirationDateGrp is a repeating subcomponent of the UnderlyingOptionExerciseExpiration component used to specify fixed dates for expiration.
4268BlockCommonUnderlyingMarketDisruptionMktDsrptn0The UnderlyingMarketDisruption component is a subcomponent of the UnderlyingInstrument used to specify the market disruption provisions of the swap.
4269BlockRepeatingCommonUnderlyingMarketDisruptionEventGrpEvnt0The UnderlyingMarketDisruptionEventGrp is a repeating subcomponent of the UnderlyingMarketDisruption component used to specify the market disruption events.
4270BlockRepeatingCommonUnderlyingMarketDisruptionFallbackGrpFallbck0The UnderlyingMarketDisruptionFallbackGrp is a repeating subcomponent of the UnderlyingMarketDisruption component used to specify the market disruption fallback provisions.
4271BlockRepeatingCommonUnderlyingMarketDisruptionFallbackReferencePriceGrpFallbckRefPx0The UnderlyingMarketDisruptionFallbackReferencePriceGrp is a repeating subcomponent of the UnderlyingMarketDisruption component used to specify the fallback reference price and underlying security provisions
4272BlockRepeatingCommonUnderlyingPaymentScheduleFixingDayGrpFixngDay0The UnderlyingPaymentScheduleFixingDayGrp is a repeating subcomponent of the UnderlyingPaymentScheduleGrp component used to detail periodic fixing days.If the fixing days are not specified, then every day of the week will be a fixing day.
4273BlockRepeatingCommonUnderlyingPaymentStreamPricingBusinessCenterGrpPxngBizCtr0UnderlyingPaymentStreamPricingBusinessCenterGrp is a repeating subcomponent of the UnderlyingPaymentStreamFloatingRate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
4274BlockRepeatingCommonUnderlyingPaymentStreamPaymentDateGrpPmtDt0The UnderlyingPaymentStreamPaymentDateGrp is a repeating subcomponent of the UnderlyingPaymentStreamPaymentDates component used to detail fixed dates for swap stream payments.
4275BlockRepeatingCommonUnderlyingPaymentStreamPricingDateGrpPxngDt0The UnderlyingPaymentStreamPricingDateGrp is a repeating subcomponent of the UnderlyingPaymentStreamFloatingRate component used to detail fixed pricing dates.
4276BlockRepeatingCommonUnderlyingPaymentStreamPricingDayGrpPxngDay0The UnderlyingPaymentStreamPricingDayGrp is a repeating subcomponent of the UnderlyingPaymentStreamFloatingRate component used to detail periodic pricing days.If the fixing days are not specified, then every day of the week will be a fixing day.
4277BlockRepeatingCommonUnderlyingPricingDateBusinessCenterGrpBizCtr0UnderlyingPricingDateBusinessCenterGrp is a repeating subcomponent of the UnderlyingPricingDateTime component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
4278BlockCommonUnderlyingPricingDateTimePxngDtTm0The UnderlyingPricingDateTime component is a subcomponent of UnderlyingInstrument used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade.
4279BlockRepeatingCommonUnderlyingStreamCalculationPeriodDateGrpCalcDt0The UnderlyingStreamCalculationPeriodDateGrp is a repeating subcomponent of the UnderlyingStreamCalculationPeriodDates component used to detail fixed dates for the swap stream.
4280BlockRepeatingCommonUnderlyingStreamCommoditySettlBusinessCenterGrpBizCtr0UnderlyingStreamCommoditySettlBusinessCenterGrp is a repeating subcomponent of the UnderlyingStreamCommodity component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
4281BlockCommonUnderlyingStreamCommodityCmdty0UnderlyingStreamCommodity is a subcomponent of the UnderlyingStream component used to identify and describe the underlying commodity.
4282BlockRepeatingCommonUnderlyingStreamCommodityAltIDGrpAID0UnderlyingStreamCommodityAltIDGrp is a subcomponent of the UnderlyingStreamCommodity component used to specify alternate identifiers.
4283BlockRepeatingCommonUnderlyingStreamCommodityDataSourceGrpDataSrc0UnderlyingStreamCommodityDataSourceGrp is a subcomponent of the UnderlyingStreamCommodity component used to specify sources of data, e.g. weather stations. The order of entry determines priority – first is the main source, second is fallback, third is second fallback.
4284BlockRepeatingCommonUnderlyingStreamCommoditySettlDayGrpDay0The UnderlyingStreamCommoditySettlDayGrp is a repeating subcomponent of the UnderlyingStreamCommoditySettlPeriodGrp component used to define the settlement days associated with the commodity contract.
4285BlockRepeatingCommonUnderlyingStreamCommoditySettlTimeGrpTm0The UnderlyingStreamCommoditySettlTimeGrp is a repeating subcomponent of the UnderlyingStreamCommoditySettlDayGrp component used to define the settlement time periods associated with the commodity contract.
4286BlockRepeatingCommonUnderlyingStreamCommoditySettlPeriodGrpSettlPeriod0The UnderlyingStreamCommoditySettlPeriodGrp is a repeating subcomponent of the UnderlyingStreamCommodiry component used to defined the settlement period details associated with the commodity contract.

Message/Component Content

Message/Components Content Changes

ComponentIDTagTextIndentPositionReqdDescription
10031195Conditionally required if OptPayoutType(1482) = 3 (Binary).
10212029Conditionally required if UnderlyingOptPayoutType(2028) = 3 (Binary).
10321018Repeating group below should contain unique combinations of InstrumentPartyID(1019), InstrumentPartyIDSource(1050) and InstrumentPartyRole(1051).
10321019Used to identify the source of PartyID. Required if LegInstrumentPartyIDSource(1050) is specified. Required if NoInstrumentParties(1018) > 0.
10321050Used to identify class source of InstrumentPartyID(1019) value (e.g. BIC). Required if InstrumentPartyID(1019) is specified. Required if NoInstrumentParties(1018) > 0.
10321051Identifies the type of InstrumentPartyID(1019) (e.g. Executing Broker). Required if NoInstrumentParties(1018) > 0.
1032InstrumentPtysSubGrpRepeating group of party sub-identifiers.
10331058Repeating group below should contain unique combinations of UnderlyingInstrumentPartyID(1059), UnderlyingInstrumentPartyIDSource(1060) and UnderlyingInstrumentPartyRole(1061).
10331059Used to identify the source of PartyID. Required if UnderlyingInstrumentPartyIDSource(1060) is specified. Required if NoUndlyInstrumentParties(1058) > 0.
10331060Used to identify class source of UnderlyingInstrumentPartyID(1059) value (e.g. BIC). Required if UnderlyingInstrumentPartyID(1059) is specified. Required if NoUndlyInstrumentParties(1058) > 0.
10331061Identifies the type of UnderlyingInstrumentPartyID(1059) (e.g. Executing Broker). Required if NoUndlyInstrumentParties(1058) > 0.
1033UndlyInstrumentPtysSubGrpRepeating group of party sub-identifiers.
21451483
21451484Required if NoComplexEvents(1483) > 0.
21451490Conditionally required when there are more than one ComplexEvents occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition(1490) in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition(1490) which links it with the second event.
2145ComplexEventDates
21461491
4034402651.75
4009400731.75
404440416Required if NoLegPaymentScheduleRateSources(40414) > 0.
4058405561.75
406840706Required if NoUnderlyingPaymentScheduleRates(40704) > 0.
407840870Required if NoPaymentScheduleRateSources(40868) > 0.

Messages/Components  Content Added

ComponentIDTagTextIndentPositionReqdDescription
642301035.60
642085045.20
642086045.40
642087045.60
64MandatoryClearingJurisdictionGrp0150.50
6423020159.10
6423030159.20
22412304010
22412305120Required if NoAssetAttributes(2304) > 0.
22412306130
22412307140
1000123303.30
1000123803.60
414240994010
414240995120Required if NoComplexEventAveragingObservations(40994) > 0.
414240996130
414340997010
414340998120Required if NoComplexEventCreditEvents(40996) > 0.
414340999130
414341000140
414341001150Conditionally required when ComplexEventCreditEventUnit(41002) is specified.
414341002160Conditionally required when ComplexEventCreditEventPeriod(41001) is specified.
414341003170
414341004180
4143ComplexEventCreditEventQualifierGrp190
414441005010
414441006120Required if NoComplexEventCreditEventQualifiers(41005) > 0.
414541007010
414541008120Required if NoComplexEventPeriodDateTimes(41007) > 0.
414541009130
414641010010
414641011120Required if NoComplexEventPeriods(41010) > 0.
414641012130
4146ComplexEventScheduleGrp140
4146ComplexEventPeriodDateGrp150
4146ComplexEventAveragingObservationGrp160
414741013010
414741014120Required if NoComplexEventRateSources(41013) > 0.
414741015130Required if NoComplexEventRateSources(41013) > 0.
414741016140Conditionally required when ComplexEventRateSource(41014) = 99 (Other).
414741017150
414841018010
414841019120Required if NoComplexEventDateBuisinessCenters(41018) > 0.
414941020010
414941021020
414941022030Conditionally required when ComplexEventDateOffsetUnit(41023) is specified.
414941023040Conditionally required when ComplexEventDateOffsetPeriod(41022) is specified.
414941024050
414941025060When 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.
4149ComplexEventDateBusinessCenterGrp070When 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.
414941026080
414941027090
4149410280100
415041029010
415041030120Required if NoComplexEventCreditEventSources(41029) > 0.
2145211712.20
2145211812.50
2145211912.80
2145212013.20
2145212113.50
2145212213.80
2145212314.50
214521241100
214521251110
214521261120
214521271130
214521281140
214521291150
214521301160
214521311170
214521321180
2145ComplexEventRateSourceGrp1190
2145ComplexEventRelativeDate1200
2145ComplexEventPeriodGrp1210
214521331220
214521341230
214521351240
214521361250
214521371260
2145ComplexEventCreditEventSourceGrp1270
2145ComplexEventCreditEventGrp1280
214521381290
214521391300
415141031010
415141032120Required if NoComplexEventSchedules(41031) > 0.
415141033130
415141034140Conditionally required when ComplexEventScheduleFrequencyUnit(41035) is specified.
415141035150Conditionally required when ComplexEventScheduleFrequencPeriod(41034) is specified.
415141036160When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the schedule.
415241037010
415241038120Required if NoDeliverySchedules(41037) > 0.
415241039130
415241040140
415241041150
415241042160
415241043170
415241044180
415241045190
4152410461100Conditionally required when DeliveryScheduleNegativeTolerance(41043) or DeliverySchedulePositiveTolerance(41044) is specified.
4152410471110
4152410481120
4152410491130
4152410501140
4152DeliveryScheduleSettlDayGrp1150
415341051010
415341052120Required if NoDeliveryScheduleSettlDays(41051) > 0.
415341053130
4153DeliveryScheduleSettlTimeGrp140
415441054010
415441055120Required if NoDeliveryScheduleSettlTimes(41054) > 0.
415441056130Required if NoDeliveryScheduleSettlTimes(41054) > 0.
415441057140May be defaulted to market convention or bilaterally agreed if not specified.
415541058010
4155DeliveryStreamCommoditySourceGrp020
415541059030
415541060040
415541061050
415541062060
415541063070
415541064080
415541065090
4155410660100
4155410670110
415541218011.50
4155DeliveryStreamCycleGrp0120
4155410680130
4155410690140
4155410700150
4155410710160
4155410720170
4155410730180
4155410740190
4155410750200
4155410760210
4155410770220
4155410780230
4155410790240
4155410800250
415641081010
415641082120Required if NoDeliveryStreamCycles(41081) > 0.
415641083130Must be set if EncodedDeliveryStreamCycleDesc(41084) field is specified and must immediately precede it.
415641084140Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding(347) field.
415741085010
415741086120Required if NoDeliveryStreamCommoditySources(41085) > 0.
1002151304.90
1002152504.910Must be set if EncodedDocumentationText(1527) field is specified and must immediately precede it.
1002152704.920Encoded (non-ASCII characters) representation of the DocumentationText(1513) field in the encoded format specified via the MessageEncoding(347) field.
1003AssetAttributeGrp014.8180
10031575014.8230
10031577014.920
10031580014.940
10031581014.960
10031678014.970Must be set if EncodedOptionExpirationDesc(1697) field is specified and must immediately precede it.
10031697014.980Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding(347) field.
10031698027.230
10031866027.250
10032001027.270
10032002029.216130
10032140029.216150
10032141050.10
10032142050.20
10032143050.30
10032144050.40
10032145050.50
1003PricingDateTime051.20
1003MarketDisruption051.60
1003OptionExercise051.80
10052146013.30
10052147013.50
10052148013.70
10052149014.020
10052150014.040
10052151014.060
10052152014.080
10052153014.10
10052154014.120
10052155014.140
1005LegAssetAttributeGrp014.810
10052156014.9050
10052157014.910Conditionally required when LegMthToDefault(2158) is specified.
10052158014.9130
10052159014.9160
10052160014.920
10052161014.9230
10052162014.9260
10052163014.930Conditionally required when LegCouponFreqUnit(2164) is specified.
10052164014.9330Conditionally required when LegCouponFreqPeriod(2163) is specified.
10052165014.9360
10052166014.940
10052167014.9430Conditionally required when LegConvertibleBondEquityID(2166) is specified.
10052168014.9460
10052169014.950
10052170014.9530
10052171014.9560
10052172014.960
10052173014.9630
10052174014.9660
10052175014.970
10052176014.9730
10052177014.9760
10052178014.980
10052179014.9830Must be set if EncodedLegOptionExpirationDesc(2180) field is specified and must immediately precede it.
10052180014.9860Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding(347) field.
10052181027.10
10052182027.20
10052183027.30
10052184027.40
10052185027.50
10052186027.60
10052187027.70
10052188027.80
10052189027.90
10052190029.030
10052191029.060
10052192029.150
10052193029.310
10052194029.320Conditionally required if LegOptPayoutTyp(2193) = 3 (Binary).
10052195029.330
10052196029.340
10052197029.350
10052198029.360
10052199029.450
10052200029.50
10052201029.550
10052202029.60
10052203029.650
10052205031.30
10052206031.60
10052207037.70
10052208037.90
1005LegInstrumentParties045.050
10052209045.10
1005LegComplexEvents045.150
10052211045.250
10052212045.30
10052213045.350
10052214045.40
10052215045.450
1005LegPricingDateTime045.550
1005LegMarketDisruption045.650
1005LegOptionExercise045.70
1005LegAdditionalTermGrp0480
1005LegProtectionTermGrp0490
1005LegCashSettlTermGrp0500
1005LegPhysicalSettlTermGrp0510
415841087010
4158MarketDisruptionEventGrp020
415841088030
4158MarketDisruptionFallbackGrp040
4158MarketDisruptionFallbackReferencePriceGrp050
415841089060
415841090070If specified, the disruption event should be specified in MarketDisruptionEventGrp.
415841091080Applicable only when MarketDisruptionEvent(41093)='DeMinimisTrading'.
415941092010
415941093120Required if NoMarketDisruptionEvents(41092) > 0.
416041094010
416041095120Required if NoMarketDisruptionFallbacks(41094) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied.
416141096010
416141097120Required if NoMarketDisruptionFallbackReferencePrices(41096) > 0.
416141098130Conditionally required when MarketDisruptionFallbackUnderlyerSecurityIDSource(41099) is specified.
416141099140Conditionally required when MarketDisruptionFallbackUnderlierSecurityID(41098) is specified.
416141100150
416141101160Must be set if EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field is specified and must immediately precede it
416141102170Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding(347) field.
416141103180
416141104190
4161411051100
20352216160
20352217170
416241106010
416241107020Must be set if EncodedExerciseDesc(41108) field is specified and must immediately precede it.
416241108030Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding(347) field.
416241109040
416241110050
416241111060
416241112070
416241113080
416241114090
4162411150100
4162OptionExerciseDates0110
4162OptionExerciseExpiration0120
416341116010
416341117120Required if NoOptionExerciseBusinessCenters(41116) > 0.
416441118010When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise dates.
4164OptionExerciseBusinessCenterGrp020When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise dates.
4164OptionExerciseDateGrp030
416441119040
416441120050Conditionally required when OptionExerciseEarliestDateUnit(41121) is specified.
416441121060Conditionally required when OptionExerciseEarliestDatePeriod(41120) is specified.
416441122070Conditionally required when OptionExerciseFrequencyUnit(41123) is specified.
416441123080Conditionally required when OptionExerciseFrequencyPeriod(41122) is specified.
416441124090
4164411250100
4164411260110Conditionally required when OptionExerciseStartDateOffsetUnit(41127) is specified.
4164411270120Conditionally required when OptionExerciseStartDateOffsetPeriod(41126) is specified.
4164411280130
4164411290140
4164411300150
4164411310160
4164411320170
4164411330180
4164411340190
4164411350200
4164411360210
416541137010
416541138120Required if NoOptionExerciseDates(41137) > 0.
416541139130When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
416641140010
416641141120Required if NoOptionExerciseExpirationDateBusinessCenters(41140) > 0.
416741142010When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise expiration dates.
4167OptionExerciseExpirationDateBusinessCenterGrp020When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise expiration dates.
4167OptionExerciseExpirationDateGrp030
416741143040
416741144050Conditionally required when OptionExerciseExpirationDateOffsetUnit(41145) is specified.
416741145060Conditionally required when OptionExerciseExpirationDateOffsetPeriod(41144) is specified.
416741146070Conditionally required when OptionExerciseExpirationFrequencyUnit(41147) is specified.
416741147080Conditionally required when OptionExerciseExpirationFrequencyPeriod(41146) is specified.
416741148090When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the option expiration dates and times.
4167411490100
4167411500110
4167411510120
416841152010
416841153120Required if NoOptionExpirationDates(41152) > 0.
416841154130When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
40274115516.70
40274115619.20
40274115719.40Conditionally required when PaymentDateOffsetUnit(41158) is specified.
40274115819.60Conditionally required when PaymentDateOffsetPeriod(41157) is specified.
40274115919.80
402741160110.50
416941161010
416941162120Required if NoPaymentScheduleFixingDays(41161) > 0.
416941163130
40774116412.30
40774116512.60
407741166112.20
407741167112.40
407741168112.60
407741169112.80
407741170116.20
407741171116.40
407741172116.60
407741173116.80
407741174131.30
407741175131.60
4077PaymentScheduleFixingDayGrp132.10
407741176132.20Conditionally required when PaymentScheduleFixingLagUnit(41177) is specified.
407741177132.40Conditionally required when PaymentScheduleFixingLagPeriod(41176) is specified.
407741178132.60Conditionally required when PaymentScheduleFixingFirstObservationOffsetUnit(41179) is specified.
407741179132.80Conditionally required when PaymentScheduleFixingFirstObservationOffsetPeriod(41178) is specified.
407041180013.10
407041181013.20
407041182013.30
407041183013.40
407041184013.50
407041185013.60
407041186013.70
40734118703.30
40734118803.60
407341189060
407341190070
407341191080
417041192010
417041193120Required if NoPaymentStreamPricingBusinessCenters(41192) > 0.
40744119404.10Conditionally required when PaymentStreamRateIndexCurveUnit2(41195) is specified.
40744119504.20Conditionally required when PaymentStreamRateIndexCurvePeriod2(41194) is specified.
40744119604.30
40744119704.40
40744119804.50
40744119904.60
40744120004.70
40744120104.80
40744120204.90
40744120306.20
40744120406.40
40744120506.60
40744120606.80
407441207015.30
407441208015.70
407441209019.050Conditionally required when PaymentStreamCalculationLagUnit(41210) is specified.
407441210019.10Conditionally required when PaymentStreamCalculationLagPeriod(41209) is specified.
407441211019.150Conditionally required when PaymentStreamFirstObservationOffsetUnit(41212) is specified.
407441212019.20Conditionally required when PaymentStreamFirstObservationOffsetPeriod(41211) is specified.
407441213019.250
407441214019.30
407441215019.350
407441216019.40
407441217019.450When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates.
4074PaymentStreamPricingBusinessCenterGrp019.50When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates.
4074PaymentStreamPricingDayGrp019.550
4074PaymentStreamPricingDateGrp019.60
417141220010
417141221120Required if NoPaymentStreamPaymentDates(41220) > 0.
417141222130When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
4071PaymentStreamPaymentDateGrp02.50
4071412230120
417241224010
417241225120Required if NoPaymentStreamPricingDates(41224) > 0.
417241226130When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
417341227010
417341228120Required if NoPaymentStreamPricingDays(41227) > 0.
417341229130
417441230010
417441231120Required if NoPricingDateBusinessCenters(41230) > 0.
417541232010
417541233020When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates.
4175PricingDateBusinessCenterGrp030When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates.
417541234040
417541235050
417541236060
417641237010
417641238120Required if NoStreamAssetAttributes(41237) > 0.
417641239130
417641240140
417741241010
417741242120Required if NoStreamCalculationPeriodDates(41241) > 0.
417741243130When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
400941244010
40094124501.250
4009StreamCalculationPeriodDateGrp02.50
4009412460130
4009412470140Conditionally required when StreamCalculationCorrectionUnit(41248) is specified.
4009412480150Conditionally required when StreamCalculationCorrectionPeriod(41247) is specified.
417841249010
417841250120Required if NoStreamCommoditySettlBusinessCenters(41249) > 0.
417941251010
417941252020
417941253030Conditionally required when StreamCommoditySecurityIDSource(41254) is specified.
417941254040Conditionally required when StreamCommoditySecurityID(41253) is specified.
4179StreamCommodityAltIDGrp050
417941255060
417941256070Must be set if EncodedCommodityDesc(41257) field is specified and must immediately precede it.
417941257080Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding(347) field.
4179StreamAssetAttributeGrp090
4179412580100
4179412590110
4179412600120
4179412610130
4179412620140
4179412630150
4179412640160
4179StreamCommodityDataSourceGrp0170
4179412650180
4179412660190Conditionally required when StreamCommodityNearbySettlDayUnit(41267) is specified.
4179412670200Conditionally required when StreamCommodityNearbySettlDayPeriod(41266) is specified.
4179412680210
4179412690220When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of settlement dates.
4179StreamCommoditySettlBusinessCenterGrp0230When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of settlement dates.
4179412700240
4179412710250
4179412720260Conditionally required when StreamCommoditySettlDateRollUnit(41273) is specified.
4179412730270Conditionally required when StreamCommoditySettlDateRollPeriod(41272) is specified.
4179412740280
4179StreamCommoditySettlPeriodGrp0290
4179412750300
4179412760310
418041277010
418041278120Required if NoStreamCommodityAltIDs(41277) > 0.
418041279130Required if NoStreamCommodityAltIDs(41277) > 0.
418141280010
418141281120Required if NoStreamCommodityDataSources(41280) > 0.
418141282130Required if NoStreamCommodityDataSources(41280) > 0.
418241283010
418241284120Required if NoStreamCommoditySettlDays(41283) > 0.
418241285130
4182StreamCommoditySettlTimeGrp140
418341286010
418341287120Required if NoStreamCommoditySettlTimes(41286) > 0.
418341288130Required if NoStreamCommoditySettlTimes(41286) > 0.
418341588140May be defaulted to market convention or bilaterally agreed if not specified.
418441289010
418441290120Required if NoStreamCommoditySettlPeriods(41289) > 0.
418441291130
418441292140
418441293150
418441294160
418441295170Conditionally required when StreamCommoditySettlFrequencyUnit(41296) is specified.
418441296180Conditionally required when StreamCommoditySettlFrequencyPeriod(41295) is specified.
418441297190
4184412981100
4184412991110
4184413001120
4184StreamCommoditySettlDayGrp1130
4184413011140
4184413021150
40064130312.50
40064130515.50
40064130618.10Conditionally required when StreamNotionalFrequencyUnit(41307) is specified.
40064130718.20Conditionally required when StreamNotionalFrequencyPeriod(41306) is specified.
40064130818.30
40064130918.40
40064131018.50
40064131118.60
4006StreamCommodity18.70
4006DeliveryStream114.30
4006DeliveryScheduleGrp114.60
418541312010
418541313120Required if NoNoMandatoryClearingJurisdictions(41312) > 0.
418641316010
418641317120Required if NoLegAdditionalTermBondRefs(41316) > 0.
418641318130Conditionally required when LegAdditionalTermBondSecurityID(41317) is specified.
418641319140
418641320150Must be set if EncodedLegAdditionalTermBondDesc(41321) field is specified and must immediately precede it.
418641321160Encoded (non-ASCII characters) representation of the LegAdditionalTermBondDesc(41319) field in the encoded format specified via the MessageEncoding(347) field.
418641322170
418641323180
418641324190Must be set if EncodedLegAdditionalTermBondIssuer(41325) field is specified and must immediately precede it.
4186413251100Encoded (non-ASCII characters) representation of the LegAdditionalTermBondIssuer(41323) field in the encoded format specified via the MessageEncoding(347) field.
4186413261110
4186413271120
4186413281130
4186413291140
4186413301150
4186413311160
4186413321170Conditionally required when LegAdditionalTermBondCouponFrequencyUnit(41333) is specified.
4186413331180Conditionally required when LegAdditionalTermBondCouponFrequencyPeriod(41332) is specified.
4186413341190
418741335010
418741336120Required if NoLegAdditionalTerms(41335) > 0.
418741337130
4187LegAdditionalTermBondRefGrp140
22422308010
22422309120Required if NoLegAssetAttributes(2308) > 0.
22422310130
22422311140
418941342010
418941343120Required if NoLegCashSettlDealers(41342) > 0.
419041344010
419041345120Required if NoLegCashSettlTerms(41344) > 0.
419041346130
419041347140
419041348150
419041349160
419041350170
419041351180
419041352190
4190413531100
4190413541110
4190413551120
4190LegCashSettlDealerGrp1130
4190413561140
4190413571150
4190413581160
4190413591170
4190413601180
4190413611190
4190413621200
419141363010
419141364120Required if NoLegComplexEventAveragingObservations(41363) > 0.
419141365130
419241366010
419241367120Required if NoLegComplexEventCreditEvents(41366) > 0.
419241368130
419241369140
419241370150Conditionally required when LegComplexEventCreditEventUnit(41371) is specified.
419241371160Conditionally required when LegComplexEventCreditEventPeriod(41370) is specified.
419241372170
419241373180
4192LegComplexEventCreditEventQualifierGrp190
419341374010
419341375120Required if NoLegComplexEventCreditEventQualifiers(41374) > 0.
419441376010
419441377120Required if NoLegComplexEventPeriodDateTimes(41376) > 0.
419441378130
419541379010
419541380120Required if NoLegComplexEventPeriods(41379) > 0.
419541381130
4195LegComplexEventScheduleGrp140
4195LegComplexEventPeriodDateGrp150
4195LegComplexEventAveragingObservationGrp160
419641382010
419641383120Required if NoLegComplexEventRateSources(41382) > 0.
419641384130Required if NoLegComplexEventRateSources(41382) > 0.
419641385140Conditionally required when LegComplexEventRateSource(41383) = 99 (Other).
419641386150
419741387010
419741388120Required if NoLegComplexEventDateBusinessCenters(41387) > 0.
419841389010
419841390020
419841391030Conditionally required when LegComplexEventDateOffsetUnit(41392) is specified.
419841392040Conditionally required when LegComplexEventDateOffsetPeriod(41391) is specified.
419841393050
419841394060When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to complex event dates.
4198LegComplexEventDateBusinessCenterGrp070When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to complex event dates.
419841395080
419841396090
4198413970100
419941398010
419941399120Required if NoLegComplexEventCreditEventSources(41398) > 0.
22362218010
22362219120Required if NoLegComplexEvents(2218)) > 0.
22362220130
22362221140
22362222150
22362223160
22362224170
22362225180
22362226190
223622271100
223622281110
223622291120
223622301130
223622311140
223622321150Conditionally required when there are more than one LegComplexEvents occurrences. A chain of LegComplexEvents must be linked together through use of the LegComplexEventCondition(2232) in which the relationship between any two events is described. For any two LegComplexEvents the first occurrence will specify the LegComplexEventCondition(2232) which links it with the second event.
2236LegComplexEventDates1160
223622331170
223622341180
223622351190
223622361200
223622371210
223622381220
223622391230
223622401240
223622411250
2236LegComplexEventRateSourceGrp1260
2236LegComplexEventRelativeDate1270
2236LegComplexEventPeriodGrp1280
223622421290
223622431300
223622441310
223622451320
223622461330
2236LegComplexEventCreditEventSourceGrp1340
2236LegComplexEventCreditEventGrp1350
223622481360
223622491370
22372250010
22372251120Required if NoLegComplexEventDates(2250) > 0.
22372252130Required if NoLegComplexEventDates(2250) > 0.
2237LegComplexEventTimes140
22382253010
22382204120Required if NoLegComplexEventTimes(2253) > 0.
22382247130Required if NoLegComplexEventTimes(2253) > 0.
420041400010
420041401120Required if NoLegComplexEventScedules(41400) > 0.
420041402130
420041403140Conditionally required when LegComplexEventScheduleFrequencyUnit(41404) is specified.
420041404150Conditionally required when LegComplexEventScheduleFrequencyPeriod(41403) is specified.
420041405160When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration dates and times.
420341408010
420341409120Required if NoLegDeliverySchedules(41408) > 0.
420341410130
420341411140
420341412150
420341413160
420341414170
420341415180
420341416190
4203414171100Conditionally required when LegDeliveryScheduleNegativeTolerance(41414) or LegDeliverySchedulePositiveTolerance(41415) is specified.
4203414181110
4203414191120
4203414201130
4203414211140
4203LegDeliveryScheduleSettlDayGrp1150
420441422010
420441423120Required if NoLegDeliveryScheduleSettlDays(41422) > 0.
420441424130
4204LegDeliveryScheduleSettlTimeGrp140
420541425010
420541426120Required if NoLegDeliveryScheduleSettlTimes(41425) > 0.
420541427130Required if NoLegDeliveryScheduleSettlTimes(41425) > 0.
420541428140May be defaulted to market convention or bilaterally agreed if not specified.
420641429010
4206LegDeliveryStreamCommoditySourceGrp020
420641430030
420641431040
420641432050
420641433060
420641434070
420641435080
420641436090
4206414370100
4206414380110
420641219011.50
4206LegDeliveryStreamCycleGrp0120
4206414390130
4206414400140
4206414410150
4206414420160
4206414430170
4206414440180
4206414450190
4206414460200
4206414470210
4206414480220
4206414490230
4206414500240
4206414510250
420741452010
420741453120Required if NoLegStreamAssetAttributes(41452) > 0.
420741454130
420741455140
420841456010
420841457120Required if NoLegDeliveryStreamCycles(41456) > 0.
420841458130Must be set if EncodedLegDeliveryStreamCycleDesc(41459) field is specified and must immediately precede it.
420841459140Encoded (non-ASCII characters) representation of the LegDeliveryStreamCycleDesc(41457) field in the encoded format specified via the MessageEncoding(347) field.
420941460010
420941461120Required if NoLegDeliveryStreamCommoditySources(41460) > 0.
22392254010Repeating group below should contain unique combinations of LegInstrumentPartyID(2255), LegInstrumentPartyIDSource(2256) and LegInstrumentPartyRole(2257).
22392255120Used to identify the source of PartyID. Required if LegInstrumentPartyIDSource(2256) is specified. Required if NoLegInstrumentParties(2254) > 0.
22392256130Used to identify class source of LegInstrumentPartyID(2255) value (e.g. BIC). Required if LegInstrumentPartyID(2255) is specified. Required if NoLegInstrumentParties(2254) > 0.
22392257140Identifies the type of LegInstrumentPartyID(2255) (e.g. Executing Broker). Required if NoLegInstrumentParties(2254) > 0.
2239LegInstrumentPtysSubGrp150Repeating group of party sub-identifiers.
22402258010
22402259120Required if NoLegInstrumentPartySubIDs(2258) > 0.
22402260130
421041462010
4210LegMarketDisruptionEventGrp020
421041463030
4210LegMarketDisruptionFallbackGrp040
4210LegMarketDisruptionFallbackReferencePriceGrp050
421041464060
421041465070If specified, the disruption event should be specified in LegMarketDisruptionEventGrp.
421041466080Applicable only when LegMarketDisruptionEvent(41468)='DeMinimisTrading'.
421141467010
421141468120Required if NoLegMarketDisruptionEvents(41467) > 0.
421241469010
421241470120Required if NoLegMarketDisruptionFallbacks(41469) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied.
421341471010
421341472120Required if NoLegMarketDisruptionFallbackReferencePrices(41471) > 0.
421341473130Conditionally required when LegMarketDisruptionFallbackUnderlyerSecurityIDSource(41474) is specified.
421341474140Conditionally required when LegMarketDisruptionFallbackUnderlierSecurityID(41473) is specified.
421341475150
421341476160Must be set if EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc(41477) field is specified and must immediately precede it.
421341477170Encoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding(347) field.
421341478180
421341479190
4213414801100
421441481010
421441482020Must be set if EncodedLegExerciseDesc (41483) field is specified and must immediately precede it.
421441483030Encoded (non-ASCII characters) representation of the LegExerciseDesc(41481) field in the encoded format specified via the MessageEncoding(347) field.
421441484040
421441485050
421441486060
421441487070
421441488080
421441489090
4214414900100
4214LegOptionExerciseDates0110
4214LegOptionExerciseExpiration0120
421541491010
421541492120Required if NoLegOptionExerciseBusinessCenters(41491) > 0.
421641493010When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of option exercise dates.
4216LegOptionExerciseBusinessCenterGrp020
4216LegOptionExerciseDateGrp030
421641494040
421641495050Conditionally required when LegOptionExerciseEarliestDateUnit(41496) is specified.
421641496060Conditionally required when LegOptionExerciseEarliestDatePeriod(41495) is specified.
421641497070Conditionally required when LegOptionExerciseFrequencyUnit(41498) is specified.
421641498080Conditionally required when LegOptionExerciseFequencyPeriod(41497) is specified.
421641499090
4216415000100
4216415010110Conditionally required when LegOptionExerciseStartDateOffsetUnit(41502) is specified.
4216415020120Conditionally required when LegOptionExerciseStartDateOffsetPeriod(41501) is specified.
4216415030130
4216415040140
4216415050150
4216415060160
4216415070170
4216415080180
4216415090190
4216415100200
4216415110210
421741512010
421741513120Required if NoLegOptionExerciseDates(41512) > 0.
421741514130When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
421841515010
421841516120Required if NoLegOptionExerciseExpirationDateBusinessCenters(41515) > 0.
421941517010When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date.
4219LegOptionExerciseExpirationDateBusinessCenterGrp020When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date.
4219LegOptionExerciseExpirationDateGrp030
421941518040
421941519050Conditionally required when LegOptionExerciseExpirationDateOffsetUnit(41520) is specified.
421941520060Conditionally required when LegOptionExerciseExpirationDateOffsetPeriod(41519) is specified.
421941521070Conditionally required when LegOptionExerciseExpirationFrequencyUnit(41522) is specified.
421941522080Conditionally required when LegOptionExerciseExpirationFrequencyPeriod(41521) is specified.
421941523090When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration date.
4219415240100
4219415250110
4219415260120
422041527010
422041528120Required if NoLegOptionExerciseExpirationDates(41527) > 0.
422041529130When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
422141530010
422141531120Required if NoLegPaymentScheduleFixingDays(41530) > 0.
422141532130
40434153312.30
40434153412.60
404341535113.20
404341536113.40
404341537113.60
404341538113.80
404341539117.20
404341540117.40
404341541117.60
404341542117.80
404341543132.30
404341544132.60
4043LegPaymentScheduleFixingDayGrp133.20
404341545133.40Conditionally required when LegPaymentScheduleFixingLagUnit(41546) is specified.
404341546133.60Conditionally required when LegPaymentScheduleFixingLagPeriod(41545) is specified.
404341547133.80Conditionally required when LegPaymentScheduleFixingFirstObservationOffsetUnit(41548) is specified.
404341548133.90Conditionally required when LegPaymentScheduleFixingFirstObservationOffsetPeriod(41547) is specified.
403541549013.10
403541550013.20
403541551013.30
403541552013.40
403541553013.50
403541554013.60
403541555013.70
40384155604.30
40384155704.60
403841558070
403841559080
403841560090
422241561010
422241562120Required if NoLegPaymentStreamPricingBusinessCentrers(41561) > 0.
40394156304.10Conditionally required when LegPaymentStreamRateIndexCurvePeriod2(41564) is specified.
40394156404.20Conditionally required when LegPaymentStreamRateIndexCurveUnit2(41563) is specified.
40394156504.30
40394156604.40
40394156704.50
40394156804.60
40394156904.70
40394157004.80
40394157104.90
40394157206.20
40394157306.40
40394157406.60
40394157506.80
403941576015.30
403941577015.60
403941578019.050Conditionally required when LegPaymentStreamCalculationLagUnit(41579) is specified.
403941579019.10Conditionally required when LegPaymentStreamCalculationLagPeriod(41578) is specified.
403941580019.150Conditionally required when LegPaymentStreamFirstObservationOffsetUnit(41581) is specified.
403941581019.20Conditionally required when LegPaymentStreamFirstObservationOffsetPeriod(41580) is specified.
403941582019.250
403941583019.30
403941584019.350
403941585019.40
403941586019.450When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the payment stream pricing date.
4039LegPaymentStreamPricingBusinessCenterGrp019.50When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the the payment stream pricing date.
4039LegPaymentStreamPricingDayGrp019.550
4039LegPaymentStreamPricingDateGrp019.60
422341589010
422341590120Required if NoLegPaymentStreamPaymentDates(41589) > 0.
422341591130When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
4036LegPaymentStreamPaymentDateGrp02.50
4036415920120
422441593010
422441594120Required if NoPaymentStreamPricingDates(41593) > 0.
422441595130When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
422541596010
422541597120Required if NoLegPaymentStreamPricingDays(41596) > 0.
422541598130
422641599010
4226LegPhysicalSettlDeliverableObligationGrp120Required if NoLegPhysicalSettlTerms(41599) > 0.
422641601130
422641602140
422641603150
422641600160
422741604010
422741605120Required if NoLegPhysicalSettlDeliverableObligations(41604) > 0.
422741606130
422841607010
422841608120Required if NoLegPricingDateBusinessCenters(41607) > 0.
422941609010
422941610020When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to the pricing dates.
4229LegPricingDateBusinessCenterGrp030When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the pricing dates.
422941611040
422941612050
422941613060
423041614010
423041615120Required if NoLegProtectionTermEventNewsSources(41614) > 0.
423141616010
423141618130Required if NoLegProtectionTerms(41616) > 0.
423141619140
423141620150
423141621160
423141622170
423141623180
423141624190
4231LegProtectionTermEventNewsSourceGrp1100
4231LegProtectionTermEventGrp1110
4231LegProtectionTermObligationGrp1120
4231416171130
423241625010
423241626120Required if NoLegProtectionTermEvents(41625) > 0.
423241627130
423241628140
423241629150Conditionally required when LegProtectionTermEventUnit(41630).
423241630160Conditionally required when LegProtectionTermEventPeriod(41629).
423241631170
423241632180
4232LegProtectionTermEventQualifierGrp190
423341633010
423341634120Required if NoLegProtectionTermEventQualifiers(41633) > 0.
423441635010
423441636120Required if NoLegProtectionTermObligations(41635) > 0.
423441637130
423541638010
423541639120Required if NoLegStreamCalculationPeriodDates(41638) > 0.
423541640130
403441641010
40344164201.250
4034LegStreamCalculationPeriodDateGrp02.50
4034416430130
4034416440140Conditionally required when LegStreamCalculationCorrectionUnit(41645) is specified.
4034416450150Conditionally required when LegStreamCalculationCorrectionPeriod(41644) is specified.
423641646010
423641647120Required if NoLegStreamCommoditySettlementBusinessCenters(41646) > 0.
423741648010
423741649020
423741650030Conditionally required when LegStreamCommoditySecurityIDSource(41651) is specified.
423741651040Conditionally required when LegStreamCommoditySecurityID(41650) is specified.
4237LegStreamCommodityAltIDGrp050
423741652060
423741653070Must be set if EncodedLegStreamCommodityDesc(41654) field is specified and must immediately precede it.
423741654080Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding(347) field.
4237LegStreamAssetAttributeGrp090
4237416550100
4237416560110
4237416570120
4237416580130
4237416590140
4237416600150
4237416610160
4237LegStreamCommodityDataSourceGrp0170
4237416620180
4237416630190Conditionally required when LegStreamCommodityNearbySettlDayUnit(41664) is specified.
4237416640200Conditionally required when LegStreamCommodityNearbySettlDayPeriod(41663) is specified.
4237416650210
4237416660220When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date.
4237LegStreamCommoditySettlBusinessCenterGrp0230When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date.
4237416670240
4237416680250
4237416690260Conditionally required when LegStreamCommoditySettlDateRollUnit(41670) is specified.
4237416700270Conditionally required when LegStreamCommoditySettlDateRollPeriod(41669) is specified.
4237416710280
4237LegStreamCommoditySettlPeriodGrp0290
4237416720300
4237416730310
423841674010
423841675120Required if NoLegStreamCommodityAltIDs(41674) > 0.
423841676130Required if NoLegStreamCommodityAltIDs(41674) > 0.
423941677010
423941678120Required if NoLegStreamCommodityDataSources(41677) > 0.
423941679130Required if NoLegStreamCommodityDataSources(41677) > 0.
424041680010
424041681120Required if NoLegStreamCommoditySettlementDays(41680) > 0.
424041682130
4240LegStreamCommoditySettlTimeGrp140
424141683010
424141684120Required if NoLegStreamCommoditySettlTimes(41683) > 0.
424141685130Required if NoLegStreamCommoditySettlTimes(41683) > 0.
424141935140May be defaulted to market convention or bilaterally agreed if not specified.
424241686010
424241687120Required if NoLegStreamCommoditySettlPeriods(41686) > 0.
424241688130
424241689140
424241690150
424241691160
424241692170Conditionally required when LegStreamCommoditySettlPeriodFrequencyUnit(41693) is specified.
424241693180Conditionally required when LegStreamCommoditySettlPeriodFrequencyPeriod(41692) is specified.
424241694190
4242416951100
4242416961110
4242416971120
4242LegStreamCommoditySettlDayGrp1130
4242416981140
4242416991150
40314170012.50
40314170215.50
40314170317.10Conditionally required when LegStreamNotionalFrequencyUnit(41704) is specified.
40314170417.20Conditionally required when LegStreamNotionalFrequencyPeriod(41703) is specified.
40314170517.30
40314170617.40
40314170717.50
40314170817.60
4031LegStreamCommodity17.70
4031LegDeliveryStream113.30
4031LegDeliveryScheduleGrp113.60
22432312010
22432313120Required if NoUnderlyingAssetAttributes(2312) > 0.
22432314130
22432315140
424441713010
424441714120Required if NoUnderlyingComplexEventAveragingObservations(41713) > 0.
424441715130
424541716010
424541717120Required if NoUnderlyingComplexEventCreditEvents(41716) > 0.
424541718130
424541719140
424541720150Conditionally required when UnderlyingComplexEventCreditEventUnit(41721) is specified.
424541721160Conditionally required when UnderlyingComplexEventCreditEventPeriod(41720) is specified.
424541722170
424541723180
4245UnderlyingComplexEventCreditEventQualifierGrp190
424641724010
424641725120Required if NoUnderlyingComplexEventCreditEventQualifiers(41724) > 0.
424741726010
424741727120Required if NoUnderlyingComplexEventPeriodDateTimes(41726) > 0.
424741728130
424841729010
424841730120Required if NoUnderlyingComplexEventPeriods(41729) > 0.
424841731130
4248UnderlyingComplexEventScheduleGrp140
4248UnderlyingComplexEventPeriodDateGrp150
4248UnderlyingComplexEventAveragingObservationGrp160
424941732010
424941733120Required if NoUnderlyingComplexEventRateSources(41732) > 0.
424941734130Required if NoUnderlyingComplexEventRateSources(41732) > 0.
424941735140Conditionally required when ComplexEventRateSource(41014) = 99 (Other).
424941736150
425041737010
425041738120Required if NoUnderlyingComplexEventDateBusinessCenters(41737) > 0.
425141739010
425141740020
425141741030Conditionally required when UnderlyingComplexEventDateOffsetUnit(41742) is specified.
425141742040Conditionally required when UnderlyingComplexEventDateOffsetPeriod(41741) is specified.
425141743050
425141744060When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates.
4251UnderlyingComplexEventDateBusinessCenterGrp070When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates.
425141745080
425141746090
4251417470100
425241748010
425241749120Required if NoUnderlyingCreditEventCreditEventSources(41748) > 0.
2228226112.20
2228226212.40
2228226312.60
2228226413.20
2228226513.40
2228226613.60
2228226714.50
222822681100
222822691110
222822701120
222822711130
222822721140
222822731150
222822741160
222822751170
222822761180
2228UnderlyingComplexEventRateSourceGrp1190
2228UnderlyingComplexEventRelativeDate1200
2228UnderlyingComplexEventPeriodGrp1210
222822771220
222822781230
222822791240
222822801250
222822811260
2228UnderlyingComplexEventCreditEventSourceGrp1270
2228UnderlyingComplexEventCreditEventGrp1280
222822821290
222822831300
425341750010
425341751120Required if NoUnderlyingComplexEventSchedules(41750) > 0.
425341752130
425341753140Conditionally required when UnderlyingComplexEventScheduleFrequencyUnit(41754) is specified.
425341754150Conditionally required when UnderlyingComplexEventScheduleFrequencyPeriod(41753) is specified.
425341755160When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option schedule dates.
425441756010
425441757120Required if NoUnderlyingDeliverySchedules(41756) > 0.
425441758130
425441759140
425441760150
425441761160
425441762170
425441763180
425441764190
4254417651100Conditionally required when UnderlyingDeliveryScheduleNegativeTolerance(41762) or UnderlyingDeliverySchedulePositiveTolerance(41763) is specified.
4254417661110
4254417671120
4254417681130
4254417691140
4254UnderlyingDeliveryScheduleSettlDayGrp1150
425541770010
425541771120Required if NoUnderlyingDeliveryScheduleSettlDays(41770) > 0.
425541772130
4255UnderlyingDeliveryScheduleSettlTimeGrp140
425641773010
425641774120Required if NoUnderlyingDeliveryScheduleSettlTimes(41773) > 0.
425641775130Required if NoUnderlyingDeliveryScheduleSettlTimes(41773) > 0.
425641776140May be defaulted to market convention or bilaterally agreed if not specified.
425741777010
4257UnderlyingDeliveryStreamCommoditySourceGrp020
425741778030
425741779040
425741780050
425741781060
425741782070
425741783080
425741784090
4257417850100
4257417860110
425741587011.50
4257UnderlyingDeliveryStreamCycleGrp0120
4257417870130
4257417880140
4257417890150
4257417900160
4257417910170
4257417920180
4257417930190
4257417940200
4257417950210
4257417960220
4257417970230
4257417980240
4257417990250
425841800010
425841801120Required if NoUnderlyingStreamAssetAttributes(41800) > 0.
425841802130
425841803140
425941804010
425941805120Required if NoUnderlyingDeliveryStreamCycles(41804) > 0.
425941806130Must be set if EncodedUnderlyingDeliveryStreamCycleDesc(41807) field is specified and must immediately precede it.
425941807140Encoded (non-ASCII characters) representation of the UnderlyingDeliverySreamCycleDesc(41805) field in the encoded format specified via the MessageEncoding(347) field.
426041808010
426041809120Required if NoUnderlyingDeliveryStreamCommoditySources(41808) > 0.
426141810010
426141811020Must be set if EncodedUnderlyingExerciseDesc(41812) field is specified and must immediately precede it.
426141812030Encoded (non-ASCII characters) representation of the UnderlyingExerciseDesc(41810) field in the encoded format specified via the MessageEncoding(347) field.
426141813040
426141814050
426141815060
426141816070
426141817080
426141818090
4261418190100
4261UnderlyingOptionExerciseDates0110
4261UnderlyingOptionExerciseExpiration0120
426241820010
426241821120Required if NoUnderlyingOptionExerciseBusinessCenters(41820) > 0.
426341822010When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise dates.
4263UnderlyingOptionExerciseBusinessCenterGrp020When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise dates.
4263UnderlyingOptionExerciseDateGrp030
426341823040
426341824050Conditionally required when UnderlyingOptionExerciseEarliestDateUnit(41825) is specified.
426341825060Conditionally required when UnderlyingOptionExerciseEarliestDatePeriod(41824) is specified.
426341826070Conditinally required when UnderlyingOptionExerciseFrequencyUnit(41827) is specified.
426341827080Conditinally required when UnderlyingOptionExerciseFrequencyPeriod(41826) is specified.
426341828090
4263418290100
4263418300110Conditionally required when UnderlyingOptionExerciseStartDateOffsetUnit(41831) is specified.
4263418310120Conditionally required when UnderlyingOptionExerciseStartDateOffsetPeriod(41830) is specified.
4263418320130
4263418330140
4263418340150
4263418350160
4263418360170
4263418370180
4263418380190
4263418390200
4263418400210
426441841010
426441842120Required if NoUnderlyingOptionExerciseDates(41841) > 0.
426441843130When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
426541844010
426541845120Required if NoUnderlyingOptionExerciseExpirationDateBusinessCenters(41844) > 0.
426641846010When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise expiration dates.
4266UnderlyingOptionExerciseExpirationDateBusinessCenterGrp020When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise expiration dates.
4266UnderlyingOptionExerciseExpirationDateGrp030
426641847040
426641848050Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetUnit(41849) is specified.
426641849060Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetPeriod(41848) is specified.
426641850070Conditionally required when UnderlyingOptionExerciseExpirationFrequencyUnit(41851) is specified.
426641851080Conditionally required when UnderlyingOptionExerciseExpirationFrequencyPeriod(41850) is specified.
426641852090When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option exercise dates.
4266418530100
4266418540110
4266418550120
426741856010
426741857120Required if NoUnderlyingOptionExpirationDates(41856) > 0.
426741858130When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
10212284070.20
10212285070.40
10212286070.60
10212287070.80Must be set if EncodedUnderlyingOptionExpirationDesc(2288) field is specified and must immediately precede it.
10212288070.90Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding(347) field.
1021UnderlyingAssetAttributeGrp079.60
10212289080.50
10212290086.30
10212291086.60
10212292086.90
10212293095.30
10212294095.60
102122950109.20
102122960109.40
102122970109.60
102122980109.80
102122990109.90
1021UnderlyingPricingDateTime0110.20
1021UnderlyingMarketDisruption0110.60
1021UnderlyingOptionExercise0110.80
426841859010
4268UnderlyingMarketDisruptionEventGrp020
426841860030
4268UnderlyingMarketDisruptionFallbackGrp040
4268UnderlyingMarketDisruptionFallbackReferencePriceGrp050
426841861060
426841862070If specified, the disruption event should be specified in UnderlyingMarketDisruptionEventGrp.
426841863080Applicable only when UnderlyingMarketDisruptionEvent(41865)='DeMinimisTrading'.
426941864010
426941865120Required if NoUnderlyingMarketDisruptionEvents(41864) > 0.
427041866010
427041867120Required if NoUnderlyingMarketDisruptionFallbacks(41866) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied.
427141868010
427141869120Required if NoUnderlyingMarketDisruptionFallbackReferencePrices (41868) > 0.
427141870130Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource(41871) is specified.
427141871140Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityID(41870) is specified.
427141872150
427141873160Must be set if EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field is specified and must immediately precede it.
427141874170Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding(347) field.
427141875180
427141876190
4271418771100
427241878010
427241879120Required if NoUnderlyingPaymentScheduleFixingDays(41878) > 0.
427241880130
40674188112.30
40674188212.60
406741883112.20
406741884112.40
406741885112.60
406741886112.80
406741887115.20
406741888115.40
406741889115.60
406741890115.80
406741891130.30
406741892130.60
4067UnderlyingPaymentScheduleFixingDayGrp131.10
406741893131.20Conditionally required when UnderlyingPaymentScheduleFixingLagUnit(41894) is specified.
406741894131.30Conditionally required when UnderlyingPaymentScheduleFixingLagPeriod(41893) is specified.
406741895131.40Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationOffsetUnit(41896) is specified.
406741896131.50Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationOffsetPeriod(41895) is specified.
405941897013.10
405941898013.20
405941899013.30
405941900013.40
405941901013.50
405941902013.60
405941903013.70
40624190403.30
40624190503.60
406241906060
406241907070
406241908080
427341909010
427341910120Required if NoUnderlyingPaymentStreamPricingBusinessCenters(41909) > 0.
40634191104.10Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod2(41912) is specified.
40634191204.20Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit2(41911) is specified.
40634191304.30
40634191404.40
40634191504.50
40634191604.60
40634191704.70
40634191804.80
40634191904.90
40634192006.20
40634192106.40
40634192206.60
40634192306.80
406341924015.30
406341925015.60
406341926019.050Conditionally required when UnderlyingPaymentStreamCalculationLagUnit(41927) is specified.
406341927019.10Conditionally required when UnderlyingPaymentStreamCalculationLagPeriod(41926) is specified.
406341928019.150Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetUnit(41929) is specified.
406341929019.20Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetPeriod(41928) is specified.
406341930019.250
406341931019.30
406341932019.350
406341933019.40
406341934019.450When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of pricing dates.
4063UnderlyingPaymentStreamPricingBusinessCenterGrp019.50
4063UnderlyingPaymentStreamPricingDayGrp019.550
4063UnderlyingPaymentStreamPricingDateGrp019.60
427441937010
427441938120Required if NoUnderlyingPaymentStreamPaymentDates(41937) > 0.
427441939130When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
4060UnderlyingPaymentStreamPaymentDateGrp02.50
4060419400120
427541941010
427541942120Required if NoUnderlyingPaymentStreamPricingDates(41941) > 0.
427541943130When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
427641944010
427641945120Required if NoUnderlyingPaymentStreamPricingDays(41944) > 0.
427641946130
427741947010
427741948120Required if NoUnderlyingPricingDateBusinessCenters(41947) > 0.
427841949010
427841950020When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates.
4278UnderlyingPricingDateBusinessCenterGrp030When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates.
427841951040
427841952050
427841953060
427941954010
427941955120Required if NoUnderlyingStreamCalculationPeriodDates(41954) > 0.
427941956130When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
405841957010
40584195801.250
4058UnderlyingStreamCalculationPeriodDateGrp02.50
4058419590130
4058419600140Conditionally required when UnderlyingStreamCalculationCorrectionUnit(41961) is specified.
4058419610150Conditionally required when UnderlyingStreamCalculationCorrectionPeriod(41960) is specified.
428041962010
428041963120Required if NoUnderlyingStreamCommoditySettlBusinessCenters(41962) > 0.
428141964010
428141965020
428141966030Conditionally required when UnderlyingStreamCommoditySecurityIDSource(41967) is specified.
428141967040Conditionally required when UnderlyingStreamCommoditySecurityID(41966) is specified.
4281UnderlyingStreamCommodityAltIDGrp050
428141968060
428141969070Must be set if EncodedUnderlyingStreamCommodityDesc(41970) field is specified and must immediately precede it.
428141970080Encoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc(41968) field in the encoded format specified via the MessageEncoding(347) field.
4281UnderlyingStreamAssetAttributeGrp090
4281419710100
4281419720110
4281419730120
4281419740130
4281419750140
4281419760150
4281419770160
4281UnderlyingStreamCommodityDataSourceGrp0170
4281419780180
4281419790190Conditionally required when UnderlyingStreamCommodityNearbySettlDayUnit(41980) is specified.
4281419800200Conditionally required when UnderlyingStreamCommodityNearbySettlDayPeriod(41979) is specified.
4281419810210
4281419820220When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying settlement dates.
4281UnderlyingStreamCommoditySettlBusinessCenterGrp0230 When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the settlement dates.
4281419830240
4281419840250
4281419850260Conditionally required when UnderlyingStreamCommoditySettlDateRollUnit(41986) is specified.
4281419860270Conditionally required when UnderlyingStreamCommoditySettlDateRollPeriod(41985) is specified.
4281419870280
4281UnderlyingStreamCommoditySettlPeriodGrp0290
4281419880300
4281419890310
428241990010
428241991120Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0.
428241992130Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0.
428341993010
428341994120Required if NoUnderlyingStreamCommodityDataSources(41993) > 0.
428341995130Required if NoUnderlyingStreamCommodityDataSources(41993) > 0.
428441996010
428441997120Required if NoUnderlyingStreamCommoditySettlDays(41996) > 0.
428441998130
4284UnderlyingStreamCommoditySettlTimeGrp140
428541999010
428542000120Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0.
428542001130Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0.
428541936140May be defaulted to market convention or bilaterally agreed if not specified.
428642002010
428642003120Required if NoUnderlyingStreamCommoditySettlPeriods(42002) > 0.
428642004130
428642005140
428642006150
428642007160
428642008170Conditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyUnit(42009) is specified.
428642009180Conditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyPeriod(42008) is specified.
428642010190
4286420111100
4286420121110
4286420131120
4286UnderlyingStreamCommoditySettlDayGrp1130
4286420141140
4286420151150
40564201612.50
40564201815.50
40564201917.10Conditionally required when UnderlyingStreamNotionalFrequencyUnit(42020) is specified.
40564202017.20Conditionally required when UnderlyingStreamNotionalFrequencyPeriod(42019) is specified.
40564202117.30
40564202217.40
40564202317.50
40564202417.60
4056UnderlyingStreamCommodity17.70
4056UnderlyingDeliveryStream113.30
4056UnderlyingDeliveryScheduleGrp113.60