FIX Version FIX.5.0SP2 Extension Pack EP187

Approval Date 2013-06-17T12:30:00

Description CFTC Parts 43-45 - Phase 3

Field Changes

Updated Fields

Tag	Type	UnionDataType	Description
222			Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixtradingcommunity.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
587	String	Tenor	Indicates order settlement period. If present, LegSettlDate (588) overrides this field. If both LegSettlType (587) and LegSettDate (588) are omitted, the default for LegSettlType (587) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the LegSecurityID (602) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0. Note that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
877	int
1649			Ticker symbol of the related security. Common "human understood" representation of the security.
1650			Related security identifier value of RelatedSecurityIDSource(1651) type.
1651			Identifies class or source of the RelatedSecurityID (1650) value.
1652			Security type of the related instrument.
1653			Expiration date for the related instrument contract.
1935			Used in conjunction with RegulatoryReportType(1934) to indicate whether the trade report is a voluntary regulatory report. If not specified, the default for a regulatory report is "N". 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) = 63 (Voluntary reporting entity).
40116			The cash settlement valuation date adjustment business day convention. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.
40192			Specifies 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.
40193			Protection term event value appropriate to ProtectionTermEvenType(40192). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values.
40202			Specifies 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.
40203			Protection term obligation value appropriate to ProtectionTermObligationType(40202). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values.
41093			Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types.
41468			Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types.
41865			Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types.

Deprecated Fields

Tag
1330
1331
1332
1333
1334
1335
1336
1337
1338
1339
1340
1341
1342
1343
1344
1345
1391
1392
1405

New Fields

Tag	Name	Type	AssociatedDataTag	AbbrName	NotReqXML	EnumDatatype	UnionDataType	Description	Elaboration
2349	PricePrecision	int		PxPrcsn	0			Specifies the price decimal precision of the instrument.	For FX, this specifies the pip size in which forward points are calculated. Point (pip) size varies by currency pair. Major currencies are all traded in points of 0.0001, with the exception of JPY which has a point size of 0.01.
2387	TradeContingency	int		Cntgncy	0			Indicates the contingency attribute for a trade in an asset class that may be contingent on the clearing of a corresponding paired trade (for example Exchange for Physical (EFP), Exchange for Swap (EFS), Exchange for Related (EFR) or Exchange for Option (EFO), collectively called EFRPs). Once the paired trade clears or fails to clear, the related trade (the trade which carries this attribute) ceases to exist.
2407	ComplexEventSpotRate	Price		SpotRt	0			FX spot rate.
2408	ComplexEventForwardPoints	PriceOffset		FwdPnts	0			FX forward points added to spot rate. May be a negative value.
2409	LegComplexEventSpotRate	Price		SpotRt	0			FX spot rate.
2410	LegComplexEventForwardPoints	PriceOffset		FwdPnts	0			FX forward points added to spot rate. May be a negative value.
2412	RateSourceReferemcePageHeading	String		RefHdng	0			Identifies the page heading from the rate source.
2413	RelatedToSecurityID	String		ReltdID	0			The security identifier of the instrument, instrument leg or underlying instrument with which the related instrument has correlation.
2414	RelatedToSecurityIDSource	String		ReltdIDSrc	0	22	Reserved100Plus	Identifies class or source of the RelatedToSecurityID(2413) value.
2415	RelatedToStreamXIDRef	XIDREF		ReltdStrmXIDRef	0			StreamXID(41303), LegStreamXID(41700) or UnderlyingStreamXID(42016) of the stream with which the related instrument has correlation.
2418	FirmTradeEventID	String		FirmTrdEvntID	0			An identifier created by the trading party for the life cycle event associated with this report.
2419	UnderlyingComplexEventSpotRate	Price		SpotRt	0			FX spot rate.
2420	UnderlyingComplexEventForwardPoints	PriceOffset		FwdPnts	0			FX forward points added to spot rate. May be a negative value.
40223	LegMarketDisruptionValue	String		Val	0			Applicable value for LegMarketDisruptionEvent(41468).
40990	LegMarketDisruptionFallbackValue	String		Val	0			Applicable value for LegMarketDisruptionFallbackType(41470).
40991	MarketDisruptionValue	String		Val	0			Applicable value for MarketDisruptionEvent(41093).
40992	MarketDisruptionFallbackValue	String		Val	0			Applicable value for MarketDisruptionFallbackType(41095).
40993	PaymentSubType	int		SubTyp	0			Used to further clarify the value of PaymentType(40213).
41304	PaymentLegRefID	String		LegRefID	0			Identifies the instrument leg in which this payment applies to by referencing the leg's LegID(1788).
41338	UnderlyingMarketDisruptionValue	String		Val	0			Applicable value for UnderlyingMarketDisruptionEvent(41865).
41339	UnderlyingMarketDisruptionFallbackValue	String		Val	0			Applicable value for UnderlyingMarketDisruptionFallbackType(41867).
41340	NoUnderlyingAdditionalTermBondRefs	NumInGroup			1			Number of bonds in the repeating group.
41341	UnderlyingAdditionalTermBondSecurityID	String		ID	0			Security identifier of the bond.
41701	UnderlyingAdditionalTermBondSecurityIDSource	String		Src	0	22	Reserved100Plus	Identifies the source scheme of the UnderlyingAdditionalTermBondSecurityID(41341) value.
41709	UnderlyingAdditionalTermBondDesc	String		Desc	0			Description of the bond.
41710	EncodedUnderlyingAdditionalTermBondDescLen	Length	41711	EncDescLen	0			Byte length of encoded (non-ASCII characters) EncodedUnderlyingAdditionalTermBondDesc(41711) field.
41711	EncodedUnderlyingAdditionalTermBondDesc	data		EncDesc	0			Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondDesc(41709) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingAdditionalTermBondDesc(41709) field.
41712	UnderlyingAdditionalTermBondCurrency	Currency		Ccy	0			Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes.
42017	UnderlyingAdditionalTermBondIssuer	String		Issr	0			Issuer of the bond.
42025	EncodedUnderlyingAdditionalTermBondIssuerLen	Length	42026	EncIssrLen	0			Byte length of encoded (non-ASCII characters) EncodedUnderlyingAdditionalTermBondIssuer(42026) field.
42026	EncodedUnderlyingAdditionalTermBondIssuer	data		EncIssr	0			Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondIssuer(42017) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingAdditionalTermBondIssuer(42017) field.
42027	UnderlyingAdditionalTermBondSeniority	String		Snrty	0	1450		Specifies the bond's payment priority in the event of a default.
42028	UnderlyingAdditionalTermBondCouponType	int		CpnTyp	0	1946		Coupon type of the bond.
42029	UnderlyingAdditionalTermBondCouponRate	Percentage		CpnRt	0			Coupon rate of the bond. See also CouponRate(223).
42030	UnderlyingAdditionalTermBondMaturityDate	LocalMktDate		MatDt	0			The maturity date of the bond.
42031	UnderlyingAdditionalTermBondParValue	Amt		Par	0			The par value of the bond.
42032	UnderlyingAdditionalTermBondCurrentTotalIssuedAmount	Amt		CurTotAmt	0			Total issued amount of the bond.
42033	UnderlyingAdditionalTermBondCouponFrequencyPeriod	int		CpnPeriod	0			Time unit multiplier for the frequency of the bond's coupon payment.
42034	UnderlyingAdditionalTermBondCouponFrequencyUnit	String		CpnUnit	0	1949		Time unit associated with the frequency of the bond's coupon payment.
42035	UnderlyingAdditionalTermBondDayCount	int		DayCnt	0	1950	Reserved100Plus	The day count convention used in interest calculations for a bond or an interest bearing security.
42036	NoUnderlyingAdditionalTerms	NumInGroup			1			Number of additional terms in the repeating group.
42037	UnderlyingAdditionalTermConditionPrecedentBondIndicator	Boolean		PrcdntInd	0			Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used.
42038	UnderlyingAdditionalTermDiscrepancyClauseIndicator	Boolean		DscrpncyInd	0			Indicates whether the discrepancy clause is applicable.
42039	NoUnderlyingCashSettlDealers	NumInGroup			1			Number of dealers in the repeating group.
42040	UnderlyingCashSettlDealer	String		Dlr	0			Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation.	ISDA 2003 Term: Dealer
42041	NoUnderlyingCashSettlTerms	NumInGroup			1			Number of elements in the repeating group.
42042	UnderlyingCashSettlCurrency	Currency		Ccy	0			Specifies the currency the UnderlyingCashSettlAmount(42054) is denominated in. Uses ISO 4217 currency codes.
42043	UnderlyingCashSettlValuationFirstBusinessDayOffset	int		BizDayOfst	0			The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for purposes of cash settlement.	Associated with ISDA 2003 Term: Valuation Date.
42044	UnderlyingCashSettlValuationSubsequentBusinessDaysOffset	int		SbsqntBizDayOfst	0			The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement.	Associated with ISDA 2003 Term: Valuation Date.
42045	UnderlyingCashSettlNumOfValuationDates	int		NumValDts	0			Where 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.
42046	UnderlyingCashSettlValuationTime	LocalMktTime		ValTm	0			Time of valuation.
42047	UnderlyingCashSettlBusinessCenter	String		BizCtr	0			Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42048	UnderlyingCashSettlQuoteMethod	int		QteMeth	0	40027		The type of quote used to determine the cash settlement price.
42049	UnderlyingCashSettlQuoteAmount	Amt		QteAmt	0			When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference 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.
42050	UnderlyingCashSettlQuoteCurrency	Currency		QteCcy	0			Specifies the currency the UnderlyingCashSettlQuoteAmount(42049) is denominated in. Uses ISO 4217 currency codes.
42051	UnderlyingCashSettlMinimumQuoteAmount	Amt		MinQteAmt	0			When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount.	ISDA 2003 Term: Minimum Quotation Amount.
42052	UnderlyingCashSettlMinimumQuoteCurrency	Currency		MinQteCcy	0			Specifies the currency the UnderlyingCashSettlQuoteAmount(42049) is denominated in. Uses ISO 4217 currency codes.
42053	UnderlyingCashSettlBusinessDays	int		BizDays	0			The number of business days used in the determination of the cash settlement payment date.	If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date.
42054	UnderlyingCashSettlAmount	Amt		Amt	0			The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date.	If not specified this 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.
42055	UnderlyingCashSettlRecoveryFactor	float		RcvryFctr	0			Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount is calculated is (1 - UnderlyingCashSettlRecoveryFactor(42055)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount.
42056	UnderlyingCashSettlFixedTermIndicator	Boolean		FixedInd	0			Indicates whether fixed settlement is applicable or not applicable in a recovery lock.
42057	UnderlyingCashSettlAccruedInterestIndicator	Boolean		AcrdIntInd	0			Indicates whether accrued interest is included or not in the value provided in UnderlyingCashSettlAmount(42054). 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.
42058	UnderlyingCashSettlValuationMethod	int		ValMeth	0	40038		The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.	ISDA 2003 Term: Valuation Method
42059	UnderlyingCashSettlTermXID	XID		XID	0			Name referenced from UnderlyingSettlementTermXIDRef(41315).
42060	NoUnderlyingPhysicalSettlTerms	NumInGroup			1			Number of entries in the repeating group.
42061	UnderlyingPhysicalSettlCurrency	Currency		Ccy	0			Currency of physical settlement. Uses ISO 4217 currency codes.
42062	UnderlyingPhysicalSettlBusinessDays	int		BizDays	0			A number of business days. Its precise meaning is dependent on the context in which this element is used.	ISDA 2003 Term: Business Day.
42063	UnderlyingPhysicalSettlMaximumBusinessDays	int		MaxBizDays	0			A maximum number of business days. Its precise meaning is dependent on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision.
42064	UnderlyingPhysicalSettlTermXID	XID		XID	0			A named string value referenced by UnderlyingSettlementTermXIDRef(41315).
42065	NoUnderlyingPhysicalSettlDeliverableObligations	NumInGroup			1			Number of entries in the repeating group.
42066	UnderlyingPhysicalSettlDeliverableObligationType	String		Typ	0			Specifies the type of delivery obligation applicable for physical settlement. See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types.
42067	UnderlyingPhysicalSettlDeliverableObligationValue	String		Val	0			Physical settlement delivery obligation value appropriate to UnderlyingPhysicalSettlDeliverableObligationType(42066). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for applicable obligation type values.
42068	NoUnderlyingProtectionTerms	NumInGroup			1			Number of protection terms in the repeating group.
42069	UnderlyingProtectionTermNotional	Amt		Notl	0			The notional amount of protection coverage for a floating rate.	ISDA 2003 Term: Floating Rate Payer Calculation Amount.
42070	UnderlyingProtectionTermCurrency	Currency		Ccy	0			The currency of UnderlyingProtectionTermNotional(42069). Uses ISO 4217 currency codes.
42071	UnderlyingProtectionTermSellerNotifies	Boolean		Seller	0			The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. UnderlyingProtectionTermSellerNotifies(42071)=Y indicates that the seller notifies.	ISDA 2003 Term: Notifying Party.
42072	UnderlyingProtectionTermBuyerNotifies	Boolean		Buyer	0			The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. UnderlyingProtectionTermBuyerNotifies(42072)=Y indicates that the buyer notifies.	ISDA 2003 Term: Notifying Party.
42073	UnderlyingProtectionTermEventBusinessCenter	String		BizCtr	0			When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42074	UnderlyingProtectionTermStandardSources	Boolean		StdSrcs	0			Indicates whether ISDA defined Standard Public Sources are applicable (UnderlyingProtectionTermStandardSources(42074)=Y) or not.
42075	UnderlyingProtectionTermEventMinimumSources	int		MinSrcs	0			The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two.	ISDA 2003 Term: Specified Number.
42076	UnderlyingProtectionTermXID	XID		XID	0			A named string value referenced by UnderlyingProtectionTermXIDRef(41314).
42077	NoUnderlyingProtectionTermEvents	NumInGroup			1			Number of protection term events in the repeating group.
42078	UnderlyingProtectionTermEventType	String		Typ	0			Specifies 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.
42079	UnderlyingProtectionTermEventValue	String		Val	0			Protection term event value appropriate to UnderlyingProtectionTermEventType(42078). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values.
42080	UnderlyingProtectionTermEventCurrency	Currency		Ccy	0			Applicable currency if UnderlyingProtectionTermEventValue(42079) is an amount. Uses ISO 4217 currency codes.
42081	UnderlyingProtectionTermEventPeriod	int		Period	0			Time unit multiplier for protection term events.
42082	UnderlyingProtectionTermEventUnit	String		Unit	0	40196		Time unit associated with protection term events.
42083	UnderlyingProtectionTermEventDayType	int		DayTyp	0	40810		Day type for events that specify a period and unit.
42084	UnderlyingProtectionTermEventRateSource	String		RtSrc	0			Rate source for events that specify a rate source, e.g. Floating rate interest shortfall.
42085	NoUnderlyingProtectionTermEventQualifiers	NumInGroup			1			Number of qualifiers in the repeating group.
42086	UnderlyingProtectionTermEventQualifier	char		Qual	0	40200		Protection term event qualifier. Used to further qualify UnderlyingProtectionTermEventType(43078).
42087	NoUnderlyingProtectionTermObligations	NumInGroup			1			Number of obligations in the repeating group.
42088	UnderlyingProtectionTermObligationType	String		Typ	0			Specifies 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.
42089	UnderlyingProtectionTermObligationValue	String		Val	0			Protection term obligation value appropriate to UnderlyingProtectionTermObligationType(42088). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values.
42090	NoUnderlyingProtectionTermEventNewsSources	NumInGroup			1			Number of event news sources in the repeating group.
42091	UnderlyingProtectionTermEventNewsSource	String		Src	0			Newspaper or electronic news service or source that may publish relevant information used in the determination of whether or not a credit event has occurred.
42092	UnderlyingProvisionCashSettlPaymentDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the provisional cash settlement payment's termination, or relative termination, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
42093	UnderlyingProvisionCashSettlPaymentDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42094	UnderlyingProvisionCashSettlPaymentDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the cash settlement payment date offset.
42095	UnderlyingProvisionCashSettlPaymentDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the cash settlement payment date offset.
42096	UnderlyingProvisionCashSettlPaymentDateOffsetDayType	int		OfstDayTyp	0	40920		The provision's cash settlement payment date offset day type.
42097	UnderlyingProvisionCashSettlPaymentDateRangeFirst	LocalMktDate		DtFirst	0			First date in range when a settlement date range is provided.
42098	UnderlyingProvisionCashSettlPaymentDateRangeLast	LocalMktDate		DtLast	0			Last date in range when a settlement date range is provided.
42099	NoUnderlyingProvisionCashSettlPaymentDates	NumInGroup			1			Number of UnderlyingProvision cash settlement payment dates in the repeating group.
42100	UnderlyingProvisionCashSettlPaymentDate	LocalMktDate		Dt	0			The cash settlement payment date, unadjusted or adjusted depending on UnderlyingProvisionCashSettlPaymentDateType(42101).
42101	UnderlyingProvisionCashSettlPaymentDateType	int		Typ	0	40173		Specifies the type of date (e.g. adjusted for holidays).
42102	UnderlyingProvisionCashSettlQuoteSource	int		SettlQteSrc	0	40790		Identifies the source of quote information.
42103	UnderlyingProvisionCashSettlQuoteReferencePage	String		RefPg	0			Identifies the reference "page" from the quote source.
42104	UnderlyingProvisionCashSettlValueTime	LocalMktTime		Tm	0			A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount.
42105	UnderlyingProvisionCashSettlValueTimeBusinessCenter	String		TmBizCtr	0			Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42106	UnderlyingProvisionCashSettlValueDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the cash settlement valuation date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
42107	UnderlyingProvisionCashSettlValueDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42108	UnderlyingProvisionCashSettlValueDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the cash settlement value date offset.
42109	UnderlyingProvisionCashSettlValueDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the cash settlement value date offset.
42110	UnderlyingProvisionCashSettlValueDateOffsetDayType	int		OfstDayTyp	0	40920		The provision's cash settlement value date offset day type.
42111	UnderlyingProvisionCashSettlValueDateAdjusted	LocalMktDate		Dt	0			The adjusted cash settlement value date.
42112	NoUnderlyingProvisionOptionExerciseFixedDates	NumInGroup			1			Number of UnderlyingProvision option exercise fixed dates in the repeating group.
42113	UnderlyingProvisionOptionExerciseFixedDate	LocalMktDate		Dt	0			A predetermined option exercise date, unadjusted or adjusted depending on UnderlyingProvisionOptionExerciseFixedDateType(42114).
42114	UnderlyingProvisionOptionExerciseFixedDateType	int		Typ	0	40144		Specifies the type of date (e.g. adjusted for holidays).
42115	UnderlyingProvisionOptionExerciseBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the underlying instrument's provision's option exercise date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
42116	UnderlyingProvisionOptionExerciseEarliestDatePeriod	int		ErlstOfstPeriod	0			Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period.
42117	UnderlyingProvisionOptionExerciseEarliestDateUnit	String		ErlstOfstUnit	0	40126		Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period.
42118	UnderlyingProvisionOptionExerciseFrequencyPeriod	int		FreqPeriod	0			Time unit multiplier for the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise frequency.
42119	UnderlyingProvisionOptionExerciseFrequencyUnit	String		FreqUnit	0	1949		Time unit associated with the frequency of subsequent exercise dates in the exercise period following the earliest exercise date.
42120	UnderlyingProvisionOptionExerciseStartDateUnadjusted	LocalMktDate		StartDtUnadj	0			The unadjusted first day of the exercise period for an American style option.
42121	UnderlyingProvisionOptionExerciseStartDateRelativeTo	int		StartDtReltv	0		Reserved1000Plus	Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42122	UnderlyingProvisionOptionExerciseStartDateOffsetPeriod	int		StartDtOfstPeriod	0			Time unit multiplier for the option exercise start date offset.
42123	UnderlyingProvisionOptionExerciseStartDateOffsetUnit	String		StartDtOfstUnit	0	40760		Time unit associated with the option exercise start date offset.
42124	UnderlyingProvisionOptionExerciseStartDateOffsetDayType	int		StartDtOfstDayTyp	0	40920		The provision's option exercise start date offset day type.
42125	UnderlyingProvisionOptionExerciseStartDateAdjusted	LocalMktDate		StartDt	0			The adjusted first day of the exercise period for an American style option.
42126	UnderlyingProvisionOptionExercisePeriodSkip	int		Skip	0			The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1.
42127	UnderlyingProvisionOptionExerciseBoundsFirstDateUnadjusted	LocalMktDate		FirstDtUnadj	0			The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative.
42128	UnderlyingProvisionOptionExerciseBoundsLastDateUnadjusted	LocalMktDate		LastDtUnadj	0			The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative.
42129	UnderlyingProvisionOptionExerciseEarliestTime	LocalMktTime		ErlstTm	0			The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option.
42130	UnderlyingProvisionOptionExerciseEarliestTimeBusinessCenter	String		ErlstTmBizCtr	0			Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42131	UnderlyingProvisionOptionExerciseLatestTime	LocalMktTime		LtstTm	0			For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.
42132	UnderlyingProvisionOptionExerciseLatestTimeBusinessCenter	String		LtstTmBizCtr	0			Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42133	UnderlyingProvisionOptionExpirationDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.
42134	UnderlyingProvisionOptionExpirationDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the underlying instrument's provision's option expiration date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
42135	UnderlyingProvisionOptionExpirationDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42136	UnderlyingProvisionOptionExpirationDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the option expiration date offset.
42137	UnderlyingProvisionOptionExpirationDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the option expiration date offset.
42138	UnderlyingProvisionOptionExpirationDateOffsetDayType	int		OfstDayTyp	0	40920		The provision's option expiration date offset day type.
42139	UnderlyingProvisionOptionExpirationDateAdjusted	LocalMktDate		Dt	0			The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period.
42140	UnderlyingProvisionOptionExpirationTime	LocalMktTime		ExpTm	0			The latest time for exercise on the expiration date.
42141	UnderlyingProvisionOptionExpirationTimeBusinessCenter	String		ExpTmBizCtr	0			Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42142	UnderlyingProvisionOptionRelevantUnderlyingDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).
42143	UnderlyingProvisionOptionRelevantUnderlyingDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convnetion used to adjust the underlying instrument provision's option underlying date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
42144	UnderlyingProvisionOptionRelevantUnderlyingDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42145	UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the option relevant underlying date offset.
42146	UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the option relevant underlying date offset.
42147	UnderlyingProvisionOptionRelevantUnderlyingDateOffsetDayType	int		OfstDayTyp	0	40920		The provision's option relevant underlying date offset day type.
42148	UnderlyingProvisionOptionRelevantUnderlyingDateAdjusted	LocalMktDate		Dt	0			The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).
42149	NoUnderlyingProvisions	NumInGroup			1			Number of provisions in the repeating group.
42150	UnderlyingProvisionType	int		Typ	0	40091		Type of provision.
42151	UnderlyingProvisionDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted date of the provision.
42152	UnderlyingProvisionDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the underlying instrument's provision's date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.
42153	UnderlyingProvisionDateAdjusted	LocalMktDate		Dt	0			The adjusted date of the provision.
42154	UnderlyingProvisionDateTenorPeriod	int		TenorPeriod	0			Time unit multiplier for the provision's tenor period.
42155	UnderlyingProvisionDateTenorUnit	String		TenorUnit	0	40097		Time unit associated with the provision's tenor period.
42156	UnderlyingProvisionCalculationAgent	int		CalcAgent	0	40098		Used to identify the calculation agent. The calculation agent may be identified in UnderlyingProvisionCalculationAgent(42156) or in the underlying provision parties component.
42157	UnderlyingProvisionOptionSinglePartyBuyerSide	int		BuyerSide	0	40099		If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade.
42158	UnderlyingProvisionOptionSinglePartySellerSide	int		SellerSide	0	40099		If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade.
42159	UnderlyingProvisionOptionExerciseStyle	int		ExerStyle	0	1194	Reserved100Plus	The instrument provision's exercise style.
42160	UnderlyingProvisionOptionExerciseMultipleNotional	Amt		MultplNotl	0			A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised.
42161	UnderlyingProvisionOptionExerciseMinimumNotional	Amt		MinNotl	0			The minimum notional amount that can be exercised on a given exercise date.
42162	UnderlyingProvisionOptionExerciseMaximumNotional	Amt		MaxNotl	0			The maximum notional amount that can be exercised on a given exercise date.
42163	UnderlyingProvisionOptionMinimumNumber	int		MinNum	0			The minimum number of options that can be exercised on a given exercise date.
42164	UnderlyingProvisionOptionMaximumNumber	int		MaxNum	0			The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options.
42165	UnderlyingProvisionOptionExerciseConfirmation	Boolean		ExerCnfm	0			Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
42166	UnderlyingProvisionCashSettlMethod	int		SettlMeth	0	40108		An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e).
42167	UnderlyingProvisionCashSettlCurrency	Currency		SettlCcy	0			Specifies the currency of settlement. Uses ISO 4217 currency codes.
42168	UnderlyingProvisionCashSettlCurrency2	Currency		SettlCcy2	0			Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes.
42169	UnderlyingProvisionCashSettlQuoteType	int		SettlQteTyp	0	40111		Identifies the type of quote to be used.
42170	UnderlyingProvisionText	String		Txt	0			Free form text to specify additional information or enumeration description when a standard value does not apply.
42171	EncodedUnderlyingProvisionTextLen	Length	42172	EncTxtLen	0			Byte length of encoded (non-ASCII characters) EncodedUnderlyingProvisionText(42712) field.
42172	EncodedUnderlyingProvisionText	data		EncTxt	0			Encoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingProvisionText(42170) field.
42173	NoUnderlyingProvisionPartyIDs	NumInGroup			1			Number of parties identified in the contract provision.
42174	UnderlyingProvisionPartyID	String		ID	0			The party identifier for the payment settlement party.
42175	UnderlyingProvisionPartyIDSource	char		Src	0	447		Identifies the class or source of the UnderlyingProvisionPartyID(42174) value.
42176	UnderlyingProvisionPartyRole	int		R	0	452		Identifies the type or role of UnderlyingProvisionPartyID(42174) specified.
40918	UnderlyingProvisionPartyRoleQualifier	int		Qual	0	1674		Used to further qualify the value of UnderlyingProvisionPartyRole(42176).
42177	NoUnderlyingProvisionPartySubIDs	NumInGroup			1			Number of sub-party IDs to be reported for the party.
42178	UnderlyingProvisionPartySubID	String		ID	0			Underlying provision party sub-identifier, if applicable for UnderlyingProvisionPartyID(42174).
42179	UnderlyingProvisionPartySubIDType	int		Typ	0	803	Reserved4000Plus	The type of UnderlyingProvisionPartySubID(42178).
42180	NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
42181	UnderlyingProvisionCashSettlPaymentDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the provision's cash settlement payment's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42182	NoUnderlyingProvisionCashSettlValueDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
42183	UnderlyingProvisionCashSettlValueDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42184	NoUnderlyingProvisionOptionExerciseBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
42185	UnderlyingProvisionOptionExerciseBusinessCenter	String		Ctr	0			The business center calendar used to adjust the underlying instrument's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42186	NoUnderlyingProvisionOptionExpirationDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
42187	UnderlyingProvisionOptionExpirationDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the underlying instrument's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42188	NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
42189	UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the underlying instrument's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42190	NoUnderlyingProvisionDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
42191	UnderlyingProvisionDateBusinessCenter	String		Ctr	0			The business center calendar used to adjust the underlying instrument's provision's date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.

Enumerations

Updated Enumerations

Tag	Value	SymbolicName	Description	Elaboration
167	SWAPTION	SwapOption	Swap option
803	40		Market segment
803	45			When PartySubID(523)=Y the counterparty is a swap dealer with respect to the trade.
803	46			When PartySubID(523)=Y the counterparty is not the swap dealer but is a major swap participant as defined in the regulations.
803	47			When PartySubID(523)=Y the counterparty is neither a swap dealer nor a major swap participant but is a financial entity as defined in the regulations.
1934	9			Report of a regulated transaction continuation event that does not fall within the requirements for real-time reporting.

Enumerations Added

Tag	Value	SymbolicName	Sort	Description	Elaboration
22	U	Synthetic	29	Synthetic	Used to specify that the security identifier is synthetic for linking nested underliers when there is no market identifier for the collection.
452	119	CSD	119	Central Securities Depository (CSD)
452	120	ICSD	120	International Central Securities Depository (ICSD)
803	68	VolntyRptPty	68	Voluntary reporting party	When PartySubID(523)=Y, identifies that the trading party is reporting voluntarily when VoluntaryRegulatoryReport(1935)=Y.
803	69	EndUser	69	End user	When PartySubID(523)=Y, the counterparty is neither the swap dealer, major swap participant nor financial entity as defined in the regulations.
856	16	Verify	17	Verify	Used in reports from a trading party to the SDR to confirm trade details. Omit RegulatoryReportType(1934).
856	17	Dispute	18	Dispute	Used in reports from a trading party to the SDR to dispute trade details. Omit RegulatoryReportType(1934).
939	8	PendingVerification	9	Pending verification	Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have not been verified by one or both parties.
939	9	DeemedVerified	10	Deemed verified	Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details are deemed verified by the SDR by have not been confirmed by the trading parties.
939	10	Verified	11	Verified	Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have been confirmed by the trading parties.
939	11	Disputed	12	Disputed	Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have been disputed by a trading party.
1648	2	Underlier	2	Underlier
1648	3	EquityEquivalent	3	Equity equivalent
1648	4	NearestExchangeTradedContract	4	Nearest exchange traded contract
1934	10	PstTrdEvntRTReportable	10	Post trade event RT reportable	Report of a regulated transaction continuation event that falls within the requirements for real-time reporting and public dissemination. If dissemination is to be suppressed due to an end user exception or to local regulatory rules that allow suppression of certain types of transactions, use TradePublishIndicator(1390) = 0 (Do not publish trade).
2387	0	DoesNotApply	0	Does not apply (default if not specified)	The trade is for an for asset class that is not traded with contingency.
2387	1	ContingentTrade	1	Contingent trade	The trade is terminated as soon as its paired trade is cleared or denied clearing.
2387	2	NonContingentTrade	2	Non-contingent trade	Identifies a trade that is not contingent but is for an asset class that may be contingent.
40993	0	Initial	0	Initial (principal exchange)
40993	1	Intermediate	1	Intermediate (principal exchange)
40993	2	Final	2	Final (principal exchange)
40993	3	Prepaid	3	Prepaid (premium forward)
40993	4	Postpaid	4	Postpaid (premium forward)
40993	5	Variable	5	Variable (premium forward)
40993	6	Fixed	6	Fixed (premium forward)
40993	7	Swap	7	Swap (premium)	Indicates that the premium is to be paid in the style of payments under an IRS contract.
40993	8	Conditional	8	Conditional (principal exchange on exercise)

Components

Components Changed

ComponentID	ComponentType	CategoryID	Name	AbbrName	NotReqXML	Volume	Description	Elaboration	Deprecated
1066							The RelatedInstrumentGrp is a repeating component at the same hierarchical level as the Instrument component, describing relationships and linkages between the UnderlyingInstrument entries and other components in the message. If all instances of the UnderlyingInstrument in the message are true underliers of the Instrument the RelatedInstrumentGrp component is not needed. If any instance of the UnderlyingInstrument has a different relationship, e.g. underlier of an InstrumentLeg, stream, equity equivalent or nearest exchange-traded contract, then an entry for every relationship should be included here.	For simple relationships such as identifying a "hedges for" security the entry simply defines the symbol or identifier of an externally known security. For relationships within strategies and swaps the entry refers up through one of the "related to" fields to the Instrument, InstrumentLeg, UnderlyingInstrument, stream or dividend period with which the related security has correlation. It then points down through RelatedSecurityID(1650) or RelatedSymbol(1649) to an UnderlyingInstrument instance in the current message defining the related security. The nature of the relationship is given in RelatedInstrumentType(1648).

Deprecated Components

ComponentID
2108
2109
2134

Components Added

ComponentID	ComponentType	CategoryID	Name	AbbrName	Description	Elaboration
4287	BlockRepeating	Common	UnderlyingAdditionalTermBondRefGrp	BondRef	The UnderlyingAdditionalTermBondRefGrp is a repeating group subcomponent of the UnderlyingAdditionalTermGrp component used to identify an underlying reference bond for a swap.
4288	BlockRepeating	Common	UnderlyingAdditionalTermGrp	AddtnlTrm	The UnderlyingAdditionalTermGrp is a repeating subcomponent of the UnderlyingInstrument component used to report additional contract terms.
4289	BlockRepeating	Common	UnderlyingCashSettlDealerGrp	Dlr	UnderlyingCashSettlDealerGrp is a repeating subcomponent within the UnderlyingCashSettlTermGrp component. It is used to specify the dealers from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation.
4290	BlockRepeating	Common	UnderlyingCashSettlTermGrp	CashSettlTrm	The UnderlyingCashSettlTermGrp is a repeating component within the UnderlyingInstrument component used to report cash settlement terms.	Usage of UnderlyingCashSettlTermGrp must either include a known UnderlyingCashSettlAmount(42054) or provide the cash settlement term parameters needed to derive the cash settlement amount. UnderlyingCashSettlTermXID(42059) is provided for cross-referencing from an instance of the UnderlyingInstrument component through the UnderlyingSettlTermXIDRef(41315) field.
4291	BlockRepeating	Common	UnderlyingPhysicalSettlTermGrp	PhysSettlTrm	The UnderlyingPhysicalSettlTermGrp is a repeating component within the UnderlyingInstrument component used to report physical settlement terms.
4292	BlockRepeating	Common	UnderlyingPhysicalSettlDeliverableObligationGrp	DlvrblOblig	The UnderlyingPhysicalSettlDeliverableObligationGrp is a repeating component within the UnderlyingPhysicalSettlTermGrp component used to report CDS physical settlement delivery obligations.
4293	BlockRepeating	Common	UnderlyingProtectionTermGrp	ProtctnTrm	The UnderlyingProtectionTermGrp is a repeating component within the UnderlyingInstrument component used to report contract protection term details.
4294	BlockRepeating	Common	UnderlyingProtectionTermEventGrp	Evnt	The UnderlyingProtectionTermEventGrp is a repeating component within the UnderlyingProtectionTermGrp component used to report applicable CDS credit events.
4295	BlockRepeating	Common	UnderlyingProtectionTermEventQualifierGrp	Qual	The UnderlyingProtectionTermEventQualifierGrp is a repeating component within the UnderlyingProtectionTermEventGrp component used to specify qualifying attributes to the event.
4296	BlockRepeating	Common	UnderlyingProtectionTermObligationGrp	Oblig	The UnderlyingProtectionTermObligationGrp is a repeating component within the UnderlyingProtectionTermGrp component used to report applicable CDS obligations.
4297	BlockRepeating	Common	UnderlyingProtectionTermEventNewsSourceGrp	NewsSrc	UnderlyingProtectionTermEventNewsSourceGrp is a repeating subcomponent within the UnderlyingProtectionTermGrp component. It is used to specify the particular newspapers or electronic news services and sources that may publish relevant information used in the determination of whether or not a credit event has occurred.
4298	BlockRepeating	Common	UnderlyingProvisionCashSettlPaymentDates	CashSettlPmtDts	The UnderlyingProvisionCashSettlPaymentDates component is a sub-component within the UnderlyingProvisionGrp component used to report the cash settlement payment dates defined in the provision.
4299	BlockRepeating	Common	UnderlyingProvisionCashSettlPaymentFixedDateGrp	CashSettlPmtFixedDt	The UnderlyingProvisionCashSettlPaymentFixedDateGrp is a repeating component within the UnderlyingProvisionCashSettlPaymentDates component used to report fixed cash settlement payment dates defined in the provision.
4300	Block	Common	UnderlyingProvisionCashSettlQuoteSource	CashSettlQteSrc	The UnderlyingProvisionCashSettlQuoteSource is a subcomponent of the UnderlyingProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes.
4301	Block	Common	UnderlyingProvisionCashSettlValueDates	CashSettlValDts	The UnderlyingProvisionCashSettlValueDates is a subcomponent within the UnderlyingProvisionGrp component used to report the cash settlement value date and time defined in the provision.
4302	BlockRepeating	Common	UnderlyingProvisionOptionExerciseFixedDateGrp	OptExerFixedDt	The UnderlyingProvisionOptionExerciseFixedDateGrp is a repeating component within the UnderlyingProvisionOptionExerciseDates component used to report an array of unadjusted or adjusted fixed exercise dates.
4303	Block	Common	UnderlyingProvisionOptionExerciseDates	OptExerDts	The UnderlyingProvisionOptionExerciseDates is a subcomponent within the UnderlyingProvisionGrp component used to report the option exercise dates and times defined in the provision.
4304	Block	Common	UnderlyingProvisionOptionExpirationDate	OptExpDt	The UnderlyingProvisionOptionExerciseDate is a subcomponent within the UnderlyingProvisionGrp component used to report the option expiration date and times defined in the provision.
4305	Block	Common	UnderlyingProvisionOptionRelevantUnderlyingDate	OptRelvntUndlyDt	The UnderlyingProvisionOptionRelevantUnderlyingDate is a subcomponent within the UnderlyingProvisionGrp component used to report the option relevant underlying date defined in the provision.
4306	BlockRepeating	Common	UnderlyingProvisionGrp	Prov	The UnderlyingProvisionGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail additional terms and conditions associated with the instrument.	A swap may have one or more provisions defined.
4307	BlockRepeating	Common	UnderlyingProvisionParties	Pty	UnderlyingProvisionParties is a repeating component within the UnderlyingProvisionGrp component used to report the parties identified in the contract provision.
4308	BlockRepeating	Common	UnderlyingProvisionPtysSubGrp	Sub	UnderlyingProvisionPtysSubGrp is a repeating component within the UnderlyingProvisionParties component used to extend information to be reported for the party.
4309	BlockRepeating	Common	UnderlyingProvisionCashSettlPaymentDateBusinessCenterGrp	BizCtr	UnderlyingProvisionCashSettlPaymentDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionCashSettlPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
4310	BlockRepeating	Common	UnderlyingProvisionCashSettlValueDateBusinessCenterGrp	BizCtr	UnderlyingProvisionCashSettlValueDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionCashSettlValueDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
4311	BlockRepeating	Common	UnderlyingProvisionOptionExerciseBusinessCenterGrp	BizCtr	UnderlyingProvisionOptionExerciseBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionOptionExerciseDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
4312	BlockRepeating	Common	UnderlyingProvisionOptionExpirationDateBusinessCenterGrp	BizCtr	UnderlyingProvisionOptionExpirationDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionOptionExpirationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
4313	BlockRepeating	Common	UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp	BizCtr	UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionOptionRelevantUnderlyingDate component. It is used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
4314	BlockRepeating	Common	UnderlyingProvisionDateBusinessCenterGrp	BizCtr	UnderlyingProvisionDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.

Message/Component Content

Message/Components Content Changes

ComponentID	TagText	Description
1066	1649	Either RelatedSymbol(1649) or RelatedSecurityID(1650) must be specified. For RelatedInstrumentType(1648)=1 ("hedges for" instrument) this would be the instrument being used to offset the option Instrument. If one of the "related to" fields is specified, this is the UnderlyingSymbol(311) of an underlying instrument defining the related security in the current message.
1066	1650	Either RelatedSymbol(1649) or RelatedSecurityID(1650) must be specified. If one of the "related to" fields is specified, this is the UnderlyingSecurityID(309) of an underlying instrument defining the related security in the current message.
1066	1651	Conditionally required when RelatedSecurityID(1650) is specified.
1066	1652	May be omitted if RelatedSecurityID(1650) or RelatedSymbol(1649) refers to an underlying instrument in the current message.
1066	1653	May be omitted if RelatedSecurityID(1650) or RelatedSymbol(1649) refers to an underlying instrument in the current message.

Deprecated Messages/Components Content

ComponentID	TagText
2108	1334
2108	1335
2108	1336
2134	1330
2134	1331
2134	1332
2134	1333
2134	UnderlyingLegSecurityAltIDGrp
2134	1344
2134	1337
2134	1338
2134	1339
2134	1345
2134	1405
2134	1340
2134	1391
2134	1343
2134	1341
2134	1392
2109	1342
2109	UnderlyingLegInstrument
2063	TradeCapLegUnderlyingsGrp

Messages/Components Content Added

ComponentID	TagText	Indent	Position	Description
64	RelatedInstrumentGrp	0	31.5
64	RateSource	0	32.5
64	2349	0	39.5
64	2387	0	159.05
2145	2407	1	13.3
2145	2408	1	13.6
2236	2409	1	20.3
2236	2410	1	20.6
1062	2412	1	5
1066	2413	1	8	Mutually exclusive with RelatedToStreamXIDRef(2415). If correlation is with the security in Instrument component then all "related to" fields may be omitted.
1066	2414	1	9	Conditionally required when RelatedToSecurityID(2413) is specified.
1066	2415	1	10	Mutually exclusive with RelatedToSecurityID(2413). If correlation is with the security in Instrument component then all "related to" fields may be omitted.
2061	2418	1	16
2228	2419	1	13.3
2228	2420	1	13.6
1021	UnderlyingProvisionGrp	0	112
1021	UnderlyingAdditionalTermGrp	0	113
1021	UnderlyingProtectionTermGrp	0	114
1021	UnderlyingCashSettlTermGrp	0	115
1021	UnderlyingPhysicalSettlTermGrp	0	116
4212	40990	1	3
4159	40991	1	3
4160	40992	1	3
4027	40993	1	2.5
4027	41304	1	17.5	Used to link a payment back to its parent InstrumentLeg by using the same value as the parent’s LegID(1788).
4211	40223	1	3
4269	41338	1	3
4270	41339	1	3
4287	41340	0	1
4287	41341	1	2	Required if NoUnderlyingAdditionalTermBondRefs(41340) > 0.
4287	41701	1	3	Conditionally required when UnderlyingAdditionalTermBondSecurityID(41341) is specified.
4287	41709	1	4
4287	41710	1	5	Must be set if EncodedUnderlyingAdditionalTermBondDesc(41709) field is specified and must immediately precede it.
4287	41711	1	6	Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondDesc(41709) field in the encoded format specified via the MessageEncoding(347) field.
4287	41712	1	7
4287	42017	1	8
4287	42025	1	9	Must be set if EncodedUnderlyingAdditionalTermBondIssuer(42017) field is specified and must immediately precede it.
4287	42026	1	10	Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondIssuer(42017) field in the encoded format specified via the MessageEncoding(347) field.
4287	42027	1	11
4287	42028	1	12
4287	42029	1	13
4287	42030	1	14
4287	42031	1	15
4287	42032	1	16
4287	42033	1	17	Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyUnit(42034) is specified.
4287	42034	1	18	Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyPeriod(42033) is specified.
4287	42035	1	19
4288	42036	0	1
4288	42037	1	2	Required if NoUnderlyingAdditionalTerms(42036) > 0.
4288	42038	1	3
4288	UnderlyingAdditionalTermBondRefGrp	1	4
4289	42039	0	1
4289	42040	1	2	Required if NoUnderlyingCashSettlDealers(42039) > 0.
4290	42041	0	1
4290	42042	1	2	Required if NoUnderlyingCashSettlTerms(42041) > 0.
4290	42043	1	3
4290	42044	1	4
4290	42045	1	5
4290	42046	1	6
4290	42047	1	7
4290	42048	1	8
4290	42049	1	9
4290	42050	1	10
4290	42051	1	11
4290	42052	1	12
4290	UnderlyingCashSettlDealerGrp	1	13
4290	42053	1	14
4290	42054	1	15
4290	42055	1	16
4290	42056	1	17
4290	42057	1	18
4290	42058	1	19
4290	42059	1	20
4291	42060	0	1
4291	UnderlyingPhysicalSettlDeliverableObligationGrp	1	2	Required if NoUnderlyingPhysicalSettlTerms(42060) > 0.
4291	42061	1	3
4291	42062	1	4
4291	42063	1	5
4291	42064	1	6
4292	42065	0	1
4292	42066	1	2	Required if NoUnderlyingPhysicalSettlDeliverableObligations(42065) > 0.
4292	42067	1	3
4293	42068	0	1
4293	42069	1	2	Required if NoUnderlyingProtectionTerms(42068) > 0.
4293	42070	1	3
4293	42071	1	4
4293	42072	1	5
4293	42073	1	6
4293	42074	1	7
4293	42075	1	8
4293	UnderlyingProtectionTermEventNewsSourceGrp	1	9
4293	UnderlyingProtectionTermEventGrp	1	10
4293	UnderlyingProtectionTermObligationGrp	1	11
4293	42076	1	12
4294	42077	0	1
4294	42078	1	2	Required if NoUnderlyingProtectionTermEvents (42078) > 0.
4294	42079	1	3
4294	42080	1	4
4294	42081	1	5	Conditionally required when UnderlyingProtectionTermEventUnit(42082) is specified.
4294	42082	1	6	Conditionally required when UnderlyingProtectionTermEventPeriod(42081) is specified.
4294	42083	1	7
4294	42084	1	8
4294	UnderlyingProtectionTermEventQualifierGrp	1	9
4295	42085	0	1
4295	42086	1	2	Required if NoUnderlyingProtectionTermEventQualifiers(42085) > 0.
4296	42087	0	1
4296	42088	1	1	Required if NoUnderlyingProtectionTermObligations(42087) > 0.
4296	42089	1	2
4297	42090	0	1
4297	42091	1	2	Required if NoUnderlyingProtectionTermEventNewsSources(42090) > 0.
4298	42092	0	1	When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement payment date.
4298	UnderlyingProvisionCashSettlPaymentDateBusinessCenterGrp	0	2	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional cash settlement payment date.
4298	42093	0	3
4298	42094	0	4	Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetUnit(42095) is specified.
4298	42095	0	5	Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetPeriod(42094) is specified.
4298	42096	0	6
4298	42097	0	7
4298	42098	0	8
4298	UnderlyingProvisionCashSettlPaymentFixedDateGrp	0	9
4299	42099	0	1
4299	42100	1	2	Required if NoUnderlyingProvisionCashSettlPaymentDates (42099) > 0.
4299	42101	1	3	When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
4300	42102	0	1
4300	42103	0	2
4301	42104	0	1
4301	42105	0	2
4301	42106	0	3	When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement value date.
4301	UnderlyingProvisionCashSettlValueDateBusinessCenterGrp	0	4	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional cash settlement value date.
4301	42107	0	5
4301	42108	0	6	Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetUnit(42109) is specified.
4301	42109	0	7	Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetPeriod(42108) is specified.
4301	42110	0	8
4301	42111	0	9
4302	42112	0	1
4302	42113	1	2	Required if NoUnderlyingProvisionOptionExerciseFixedDates(42112) > 0.
4302	42114	1	3	When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
4303	42115	0	1	When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option exercise date.
4303	UnderlyingProvisionOptionExerciseBusinessCenterGrp	0	2	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option exercise date.
4303	UnderlyingProvisionOptionExerciseFixedDateGrp	0	3
4303	42116	0	4	Conditionally required when UnderlyingProvisionOptionExerciseEarliestDateUnit(42117) is specified.
4303	42117	0	5	Conditionally required when UnderlyingProvisionOptionExerciseEasrliestDatePeriod(42116) is specified.
4303	42118	0	6	Conditionally required when UnderlyingProvisionOptionExerciseFrequencyUnit(42119) is specified.
4303	42119	0	7	Conditionally required when UnderlyingProvisionOptionExerciseFrequencyPeriod(42118) is specified.
4303	42120	0	8
4303	42121	0	9
4303	42122	0	10	Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetUnit(42123) is specified.
4303	42123	0	11	Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetPeriod(42122) is specified.
4303	42124	0	12
4303	42125	0	13
4303	42126	0	14
4303	42127	0	15
4303	42128	0	16
4303	42129	0	17
4303	42130	0	18
4303	42131	0	19
4303	42132	0	20
4304	42133	0	1
4304	42134	0	2	When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option expiration date.
4304	UnderlyingProvisionOptionExpirationDateBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option expiration date.
4304	42135	0	4
4304	42136	0	5	Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetUnit(42137) is specified.
4304	42137	0	6	Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetPeriod(42136) is specified.
4304	42138	0	7
4304	42139	0	8
4304	42140	0	9
4304	42141	0	10
4305	42142	0	1
4305	42143	0	2	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option relevant underlying date.
4305	UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option relevent underlying date.
4305	42144	0	4
4305	42145	0	5	Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit(42146) is specified.
4305	42146	0	6	Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod(42145) is specified.
4305	42147	0	7
4305	42148	0	8
4306	42149	0	1
4306	42150	1	2	Required if NoUnderlyingProvisions(42149) > 0.
4306	42151	1	3
4306	42152	1	4	When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the instrument provisions.
4306	UnderlyingProvisionDateBusinessCenterGrp	1	5	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the instrument provisions.
4306	42153	1	6
4306	42154	1	7	Conditionally required when UnderlyingProvisionDateTenorUnit(42155) is specified.
4306	42155	1	8	Conditionally required when UnderlyingProvisionDateTenorPeriod(42154) is specified.
4306	42156	1	9
4306	42157	1	10
4306	42158	1	11
4306	UnderlyingProvisionCashSettlValueDates	1	12
4306	UnderlyingProvisionOptionExerciseDates	1	13
4306	UnderlyingProvisionOptionExpirationDate	1	14
4306	UnderlyingProvisionOptionRelevantUnderlyingDate	1	15
4306	42159	1	16
4306	42160	1	17
4306	42161	1	18
4306	42162	1	19
4306	42163	1	20
4306	42164	1	21
4306	42165	1	22
4306	UnderlyingProvisionCashSettlPaymentDates	1	23
4306	42166	1	24
4306	42167	1	25
4306	42168	1	26
4306	42169	1	27
4306	UnderlyingProvisionCashSettlQuoteSource	1	28
4306	42170	1	29
4306	42171	1	30	Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it.
4306	42172	1	31	Encoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding(347) field.
4306	UnderlyingProvisionParties	1	32
4307	42173	0	1
4307	42174	1	2	Required if NoUnderlyingProvisionPartyIDs(42173) > 0.
4307	42175	1	3	Required if NoUnderlyingProvisionPartyIDs(42173) > 0.
4307	42176	1	4	Required if NoUnderlyingProvisionPartyIDs(42173) > 0.
4307	40918	1	5
4307	UnderlyingProvisionPtysSubGrp	1	6
4308	42177	0	1
4308	42178	1	2	Required if NoUnderlyingProvisionPartySubIDs(42177) > 0.
4308	42179	1	3	Required if NoUnderlyingProvisionPartySubIDs(42177) > 0.
4309	42180	0	1
4309	42181	1	2	Required if NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters(42180) > 0.
4310	42182	0	1
4310	42183	1	2	Required if NoUnderlyingProvisionCashSettlValueDateBusinessCenters(42182) > 0.
4311	42184	0	1
4311	42185	1	2	Required if NoUnderlyingProvisionOptionExerciseBusinessCenters(42184) > 0.
4312	42186	0	1
4312	42187	1	2	Required if NoUnderlyingProvisionOptionExpirationDateBusinessCenters(42186) > 0.
4313	42188	0	1
4313	42189	1	2	Required if NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters(42188) > 0.
4314	42190	0	1
4314	42191	1	2	Required if NoUnderlyingProvisionDateBusinessCenters(42190) > 0.