FIX Version FIX.5.0SP2 Extension Pack EP208

Approval Date 2014-11-14T17:00:00

Description CFTC Parts 43-45 - Phase 4

Datatype Changes

Updated Datatypes

Name	BaseType	Description	Example	XML
data				1 xs:base64Binary In FIXML, all data type fields are using base64Binary encoding.

Deprecated Datatypes

Name

Datatypes removed

Name

Datatypes Added

Name	BaseType	Description	Example	XML

Field Changes

Updated Fields

Tag	Name	Type	AssociatedDataTag	AbbrName	NotReqXML	UnionDataType	Description
239
243
250
647							Used to indicate a minimum quantity for a bid.
1294		char
1308		MultipleCharValue
1401				EncPwdLen	0
1403				EncNewPwdLen	0
1620			1621
2144		char
2192		String
2214		char
2298		char
2480		int
2642		char
2656		char
40063							Specifies the day type of the relative effective date offset.
40071							Specifies the day type of the relative termination date offset.
40119							Time unit multiplier for the relative cash settlement value date offset.
40120							Time unit associated with the relative cash settlement value date offset.
40121							Specifies the day type of the provision's relative cash settlement value date offset.
40131							Time unit multiplier for the relative option exercise start date offset.
40132							Time unit associated with the relative option exercise start date offset.
40133							Specifies the day type of the provision's relative option exercise start date offset.
40149							Time unit multiplier for the relative option expiration date offset.
40150							Time unit associated with the relative option expiration date offset.
40151							Specifies the day type of the provision's relative option expiration date offset.
40159							Time unit multiplier for the relative option relevant underlying date offset.
40160							Time unit associated with the relative option relevant underlying date offset.
40161							Specifies the day type of the provision's relative option relevant underlying date offset.
40166							Time unit multiplier for the relative cash settlement payment date offset.
40167							Time unit associated with the relative cash settlement payment date offset.
40168							Specifies the day type of the provision's relative cash settlement payment date offset.
40255							Specifies the day type of the relative effective date offset.
40263							Specifies the day type of the relative termination date offset.
40300	LegPaymentStreamPaymentDateOffsetPeriod
40301	LegPaymentStreamPaymentDateOffsetUnit
40302	LegPaymentStreamPaymentDateOffsetDayType						Specifies the day type of the relative payment date offset.
40312							Time unit multiplier for the relative initial fixing date offset.
40313							Time unit associated with the relative initial fixing date offset.
40314							Specifies the day type of the relative initial fixing date offset.
40319							Time unit multiplier for the relative fixing date offset.
40320							Time unit associated with the relative fixing date offset.
40321							Specifies the day type of the relative fixing date offset.
40323	LegPaymentStreamRateCutoffDateOffsetPeriod						Time unit multiplier for the relative rate cut-off date offset.
40324	LegPaymentStreamRateCutoffDateOffsetUnit						Time unit associated with the relative rate cut-off date offset.
40325	LegPaymentStreamRateCutoffDateOffsetDayType						Specifies the day type of the relative rate cut-off date offset.
40346		char
40363							Time unit multiplier for the relative non-deliverable fixing date offset.
40364							Time unit associated with the relative non-deliverable fixing date offset.
40365							Specifies the day type of the relative non-deliverable fixing date offset.
40401							Time unit multiplier for the relative fixing date offset.
40402							Time unit associated with the relative fixing date offset.
40403							Specifies the day type of the relative fixing date offset.
40410							Time unit multiplier for the relative interim exchange date offset.
40411							Time unit associated with the relative interim exchange date offset.
40412							Specifies the day type of the relative interim exchange date offset.
40484							Time unit multiplier for the relative option exercise start date offset.
40485							Time unit associated with the relative option exercise start date offset.
40486							Specifies the day type of the provision's relative option exercise start date offset.
40502							Time unit multiplier for the relative option expiration date offset.
40503							Time unit associated with the relative option expiration date offset.
40504							Specifies the day type of the provision's relative option expiration date offset.
40512							Time unit multiplier for the relative option relevant underlying date offset.
40513							Time unit associated with the relative option relevant underlying date offset.
40514							Specifies the day type of the provision's relative option relevant underlying date offset.
40519							Time unit multiplier for the relative cash settlement payment date offset.
40520							Time unit associated with the relative cash settlement payment date offset.
40521							Specifies the day type of the provision's relative cash settlement payment date offset.
40529							Time unit multiplier for the relative cash settlement value date offset.
40530							Time unit associated with the relative cash settlement value date offset.
40531							Specifies the day type of the provision's relative cash settlement value date offset.
40554							Specifies the day type of the relative termination date offset.
40589	UnderlyingPaymentStreamPaymentDateOffsetPeriod
40590	UnderlyingPaymentStreamPaymentDateOffsetUnit
40591	UnderlyingPaymentStreamPaymentDateOffsetDayType						Specifies the day type of the relative payment date offset.
40601							Time unit multiplier for the relative initial fixing date offset.
40602							Time unit associated with the relative initial fixing date offset.
40603							Specifies the day type of the relative initial fixing date offset.
40608							Time unit multiplier for the relative fixing date offset.
40609							Time unit associated with the relative fixing date offset.
40610							Specifies the day type of the relative fixing date offset.
40612	UnderlyingPaymentStreamRateCutoffDateOffsetPeriod						Time unit multiplier for the relative rate cut-off date offset.
40613	UnderlyingPaymentStreamRateCutoffDateOffsetUnit						Time unit associated with the relative rate cut-off date offset.
40614	UnderlyingPaymentStreamRateCutoffDateOffsetDayType						Specifies the day type of the relative rate cut-off date offset.
40635		char
40652							Time unit multiplier for the relative non-deliverable fixing date offset.
40653							Time unit associated with the relative non-deliverable fixing date offset.
40654							Specifies the day type of the relative non-deliverable fixing date offset.
40691							Time unit multiplier for the relative fixing date offset.
40692							Time unit associated with the relative fixing date offset.
40693							Specifies the day type of the relative fixing date offset.
40700							Time unit multiplier for the relative interim exchange date offset.
40701							Time unit associated with the relative interim exchange date offset.
40702							Specifies the day type of the relative interim exchange date offset.
40759	PaymentStreamPaymentDateOffsetPeriod
40760	PaymentStreamPaymentDateOffsetUnit						Time unit multiplier for the relative initial fixing date offset.
40770							Time unit multiplier for the relative initial fixing date offset.
40771							Time unit associated with the relative initial fixing date offset.
40772							Specifies the day type of the relative initial fixing date offset.
40777							Time unit multiplier for the relative fixing date offset.
40778							Time unit associated with the relative fixing date offset.
40779							Specifies the day type of the relative fixing date offset.
40781	PaymentStreamRateCutoffDateOffsetPeriod						Time unit multiplier for the relative rate cut-off date offset.
40782	PaymentStreamRateCutoffDateOffsetUnit						Time unit associated with the relative rate cut-off date offset.
40783	PaymentStreamRateCutoffDateOffsetDayType						Specifies the day type of the relative rate cut-off date offset.
40804		char
40821							Time unit multiplier for the relative non-deliverable fixing date offset.
40822							Time unit associated with the relative non-deliverable fixing date offset.
40823							Specifies the day type of the relative non-deliverable fixing date offset.
40855							Time unit multiplier for the relative fixing date offset.
40856							Time unit associated with the relative fixing date offset.
40857							Specifies the day type of the relative fixing date offset.
40864							Time unit multiplier for the relative interim exchange date offset.
40865							Time unit associated with the relative interim exchange date offset.
40866							Specifies the day type of the relative interim exchange date offset.
40913							Specifies the day type of the relative effective date offset.
40920	PaymentStreamPaymentDateOffsetDayType						Specifies the day type of the relative payment date offset.
41020				DtUnadj
41021							Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
41119							Specifies the day type of the relative earliest option exercise date offset.
41128							Specifies the day type of the relative option exercise start date offset.
41143							Specifies 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.
41149							Specifies the day type of the relative option exercise expiration date offset.
41156						Reserved1000Plus	Specifies the anchor date when the payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
41159							Specifies the day type of the relative payment date offset.
41178	PaymentScheduleFixingFirstObservationDateOffsetPeriod						Time unit multiplier for the relative first observation date offset.
41179	PaymentScheduleFixingFirstObservationDateOffsetUnit						Time unit associated with the relative first observation date offset.
41211							Time unit multiplier for the relative first observation date offset.
41212							Time unit associated with the relative first observation date offset.
41390						Reserved1000Plus	Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
41494							Specifies the day type of the relative earliest exercise date offset.
41503							Specifies the day type of the relative option exercise start date offset.
41524							Specifies the day type of the relative option exercise expiration date offset.
41547	LegPaymentScheduleFixingFirstObservationDateOffsetPeriod						Time unit multiplier for the relative first observation date offset.
41548	LegPaymentScheduleFixingFirstObservationDateOffsetUnit						Time unit associated with the relative first observation date offset.
41580							Time unit multiplier for the relative first observation date offset.
41581							Time unit associated with the relative first observation date offset.
41740						Reserved1000Plus	Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
41823							Specifies the day type of the relative earliest exercise date offset.
41829						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.
41832							Specifies the day type of the relative option exercise start date offset.
41847						Reserved1000Plus	Specifies 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.
41853							Specifies the day type of the relative option exercise expiration date offset.
41895	UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod						Time unit multiplier for the relative first observation date offset.
41896	UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit						Time unit associated with the relative first observation date offset.
41928							Time unit multiplier for the relative first observation date offset.
41929							Time unit associated with the relative first observation date offset.
42094							Time unit multiplier for the relative cash settlement payment date offset.
42095							Time unit associated with the relative cash settlement payment date offset.
42096							Specifies the day type of the provision's relative cash settlement payment date offset.
42108							Time unit multiplier for the relative cash settlement value date offset.
42109							Time unit associated with the relative cash settlement value date offset.
42110							Specifies the day type of the provision's relative cash settlement value date offset.
42116	UnderlyingProvisionOptionExerciseEarliestDateOffsetPeriod
42117	UnderlyingProvisionOptionExerciseEarliestDateOffsetUnit
42122							Time unit multiplier for the relative option exercise start date offset.
42123							Time unit associated with the relative option exercise start date offset.
42124							Specifies the day type of the provision's relative option exercise start date offset.
42136							Time unit multiplier for the relative option expiration date offset.
42137							Time unit associated with the relative option expiration date offset.
42138							Specifies the day type of the provision's relative option expiration date offset.
42145							Time unit multiplier for the relative option relevant underlying date offset.
42146							Time unit associated with the relative option relevant underlying date offset.
42147							Specifies the day type of the provision's relative option relevant underlying date offset.
42409						Reserved1000Plus	Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42510						Reserved1000Plus	Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.

New Fields

Tag	Name	Type	AssociatedDataTag	AbbrName	NotReqXML	EnumDatatype	UnionDataType	Description	Elaboration
2596	DeltaCrossed	Boolean		DeltaCrssd	0			Indicates that the party has taken a position on both a put and a call on the same underlying asset.
42207	CashSettlDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted cash settlement date.
42208	CashSettlDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the Instrument component.
42209	CashSettlDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42210	CashSettlDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative cash settlement date offset.
42211	CashSettlDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative cash settlement date offset.
42212	CashSettlDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative cash settlement date offset.
42213	CashSettlDateAdjusted	LocalMktDate		Dt	0			The adjusted cash settlement date.
42214	NoCashSettlDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
42215	CashSettlDateBusinessCenter	String		Ctr	0			The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42216	CashSettlPriceSource	String		PxSrc	0			The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values.
42217	CashSettlPriceDefault	int		PxDflt	0			The default election for determining settlement price.
2597	ComplexEventFuturesPriceValuation	Boolean		FutPxVal	0			Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts.
2598	ComplexEventOptionsPriceValuation	Boolean		OptPxVal	0			Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts.
2599	ComplexEventPVFinalPriceElectionFallback	int		PVPxFallbck	0			Specifies the fallback provisions for the hedging party in the determination of the final settlement price.
42218	DividendFloatingRateIndex	String		Ndx	0			The dividend accrual floating rate index.
42219	DividendFloatingRateIndexCurvePeriod	int		NdxPeriod	0			Time unit multiplier for the dividend accrual floating rate index curve.
42220	DividendFloatingRateIndexCurveUnit	String		NdxUnit	0	40791		Time unit associated with the dividend accrual floating rate index curve period.
42221	DividendFloatingRateMultiplier	float		RtMult	0			A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract.
42222	DividendFloatingRateSpread	PriceOffset		Spread	0			The basis points spread from the index specified in DividendFloatingRateIndex(42218).
42223	DividendFloatingRateSpreadPositionType	int		SpreadPosTyp	0	40795		Identifies whether the rate spread is applied to a long or short position.
42224	DividendFloatingRateTreatment	int		RtTrtmt	0	40796		Specifies the yield calculation treatment for the index.
42225	DividendCapRate	Percentage		CapRt	0			The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05".
42226	DividendCapRateBuySide	int		CapRtBuy	0	40798		Reference to the buyer of the cap rate option through its trade side.
42227	DividendCapRateSellSide	int		CapRtSell	0	40798		Reference to the seller of the cap rate option through its trade side.
42228	DividendFloorRate	Percentage		FlrRt	0			The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05".
42229	DividendFloorRateBuySide	int		FlrRtBuy	0	40801		Reference to the buyer of the floor rate option through its trade side.
42230	DividendFloorRateSellSide	int		FlrRtSell	0	40801		Reference to the seller of the floor rate option through its trade side.
42231	DividendInitialRate	Percentage		InitRt	0			The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05".
42232	DividendFinalRateRoundingDirection	char		FnlRtRndDirctn	0	468		Specifies the rounding direction of the final rate.
42233	DividendFinalRatePrecision	int		FnlRtPrcsn	0			Specifies the rounding precision of the final rate 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.
42234	DividendAveragingMethod	int		AvgngMeth	0	40806		When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used.
42235	DividendNegativeRateTreatment	int		NegtvRtTrtmt	0	40807		The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
42236	NoDividendAccrualPaymentDateBusinessCenters	NumInGroup			1			Number of entries in the DividendAccrualPaymentDateBusinessCenterGrp.
42237	DividendAccrualPaymentDateBusinessCenter	String		Ctr	0			The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42238	DividendAccrualPaymentDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42239	DividendAccrualPaymentDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative accrual payment date offset.
42240	DividendAccrualPaymentDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative accrual payment date offset.
42241	DividendAccrualPaymentDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative accrual payment date offset.
42242	DividendAccrualPaymentDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted accrual payment date.
42243	DividendAccrualPaymeentDateBusinessDayConvention	int		BizDayCnvtn	0	40921		Accrual payment date adjustment business day convention.
42244	DividendAccrualPaymentDateAdjusted	LocalMktDate		Dt	0			The adjusted accrual payment date.
42245	DividendReinvestmentIndicator	Boolean		RnvstmntInd	0			Indicates whether the dividend will be reinvested.
42246	DividendEntitlementEvent	int		EntlmntEvnt	0			Defines the contract event which the receiver of the derivative is entitled to the dividend.
42247	DividendAmountType	int		AmtTyp	0			Indicates how the gross cash dividend amount per share is determined.
42248	DividendUnderlierRefID	String		UndlrRefID	0			References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.
42249	ExtraordinaryDividendPartySide	int		ExtrordSide	0	40798		Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels.
42250	ExtraordinaryDividendAmountType	int		ExtrordAmtTyp	0	42247		Indicates how the extraordinary gross cash dividend per share is determined.
42251	ExtraordinaryDividendCurrency	Currency		ExtrordCcy	0			The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes.
42252	ExtraordinaryDividendDeterminationMethod	String		ExtrordDtrmnMeth	0			Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values.
42253	DividendAccrualFixedRate	Percentage		AcrlFixedRt	0			The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05".
42254	DividendCompoundingMethod	int		CmpndgMeth	0	40747		The compounding method to be used when more than one dividend period contributes to a single payment.
42255	DividendNumOfIndexUnits	int		NumNdxUnits	0			The number of index units applicable to dividends.
42256	DividendCashPercentage	Percentage		CshPctage	0			Declared cash dividend percentage. A value of 5% would be represented as "0.05".
42257	DividendCashEquivalentPercentage	Percentage		CshEqvlntPctage	0			Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05".
42258	NonCashDividendTreatment	int		NonCshTrtmt	0			Defines the treatment of non-cash dividends.
42259	DividendComposition	int		Cmpstn	0			Defines how the composition of dividends is to be determined.
42260	SpecialDividendsIndicator	Boolean		SpeclDividendInd	0			Indicates whether special dividends are applicable.
42261	MaterialDividendsIndicator	Boolean		MtrlDividendInd	0			Indicates whether material non-cash dividends are applicable.
42262	OptionsExchangeDividendsIndicator	Boolean		ExchDividendInd	0			Indicates whether option exchange dividends are applicable.
42263	AdditionalDividendsIndicator	Boolean		AddtnlDividendInd	0			Indicates whether additional dividends are applicable.
42264	AllDividendsIndicator	Boolean		AllDividendInd	0			Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer.
42265	DividendFXTriggerDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42266	DividendFXTriggerDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative FX trigger date offset.
42267	DividendFXTriggerDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative FX trigger date offset.
42268	DividendFXTriggerDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative FX trigger date offset.
42269	DividendFXTriggerDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted FX trigger date.
42270	DividendFXTriggerDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used for the FX trigger date adjustment.
42271	DividendFXTriggerDateAdjusted	LocalMktDate		Dt	0			The adjusted FX trigger date.
42272	NoDividendFXTriggerDateBusinessCenters	NumInGroup			1			Number of entries in the DividendFXTriggerDateBusinessCenterGrp.
42273	DividendFXTriggerDateBusinessCenter	String		Ctr	0			The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42274	NoDividendPeriods	NumInGroup			1			Number of entries in the DividendPeriodGrp component.
42275	DividendPeriodSequence	int		Seq	0			Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc.
42276	DividendPeriodStartDateUnadjusted	LocalMktDate		StartDtUnadj	0			The unadjusted date on which the dividend period will begin.
42277	DividendPeriodEndDateUnadjusted	LocalMktDate		EndDtUnadj	0			The unadjusted date on which the dividend period will end.
42278	DividendPeriodUnderlierRefID	String		UndlrRefID	0			References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.
42279	DividendPeriodStrikePrice	Price		StrkPx	0			Specifies the fixed strike price of the dividend period.
42280	DividendPeriodBusinessDayConvention	int		BizDayCnvtn	0	40921		The dividend period dates business day convention.
42281	DividendPeriodValuationDateUnadjusted	LocalMktDate		ValDtUnadj	0			The unadjusted dividend period valuation date.
42282	DividendPeriodValuationDateRelativeTo	int		ValDtReltv	0		Reserved1000Plus	Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42283	DividendPeriodValuationDateOffsetPeriod	int		ValDtOfstPeriod	0			Time unit multiplier for the relative dividend period valuation date offset.
42284	DividendPeriodValuationDateOffsetUnit	String		ValDtOfstUnit	0	40760		Time unit associated with the relative dividend period valuation date offset.
42285	DividendPeriodValuationDateOffsetDayType	int		ValDtOfstDayTyp	0	40920		Specifies the day type of the relative dividend period valuation date offset.
42286	DividendPeriodValuationDateAdjusted	LocalMktDate		ValDt	0			The adjusted dividend period valuation date.
42287	DividendPeriodPaymentDateUnadjusted	LocalMktDate		PmtDtUnadj	0			The unadjusted dividend period payment date.
42288	DividendPeriodPaymentDateRelativeTo	int		PmtDtReltv	0		Reserved1000Plus	Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42289	DividendPeriodPaymentDateOffsetPeriod	int		PmtDtOfstPeriod	0			Time unit multiplier for the relative dividend period payment date offset.
42290	DividendPeriodPaymentDateOffsetUnit	String		PmtDtOfstUnit	0	40760		Time unit associated with the relative dividend period payment date offset.
42291	DividendPeriodPaymentDateOffsetDayType	int		PmtDtOfstDayTyp	0	40920		Specifies the day type of the relative dividend period payment date offset.
42292	DividendPeriodPaymentDateAdjusted	LocalMktDate		PmtDt	0			The adjusted dividend period payment date.
42293	DividendPeriodXID	XID		XID	0			Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp.
42294	NoDividendPeriodBusinessCenters	NumInGroup			1			Number of entries in the DividendPeriodBusinessCenterGrp.
42295	DividendPeriodBusinessCenter	String		Ctr	0			The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42296	NoExtraordinaryEvents	NumInGroup			1			Number of extraordinary events in the repeating group.
42297	ExtraordinaryEventType	String		Typ	0			Identifies the type of extraordinary or disruptive event applicable to the reference entity. See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values.
42298	ExtraordinaryEventValue	String		Val	0			The extraordinary or disruptive event value appropriate to ExtraordinaryEventType(42297). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values.
2600	StrikeIndexCurvePoint	String		StrkNdxPnt	0			The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 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.
2601	StrikeIndexQuote	int		StrkNdxQte	0			The quote side from which the index price is to be determined.
2602	ExtraordinaryEventAdjustmentMethod	int		ExtrordEvntAdjMeth	0			Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
2603	ExchangeLookAlike	Boolean		ExchLookAlike	0			For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'.	This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)).
2604	LegStrikeIndexCurvePoint	String		StrkNdxPnt	0			The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 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.
2605	LegStrikeIndexQuote	int		StrkNdxQte	0	2601		The quote side from which the index price is to be determined.
2606	LegExtraordinaryEventAdjustmentMethod	int		ExtrordEvntAdjMeth	0	2602		Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
2607	LegExchangeLookAlike	Boolean		ExchLookAlike	0			For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'.	This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)).
42299	LegCashSettlDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted cash settlement date.
42300	LegCashSettlDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the InstrumentLeg component.
42301	LegCashSettlDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42302	LegCashSettlDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative cash settlement date offset.
42303	LegCashSettlDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative cash settlement date offset.
42304	LegCashSettlDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative cash settlement date offset.
42305	LegCashSettlDateAdjusted	LocalMktDate		Dt	0			The adjusted cash settlement date.
42306	NoLegCashSettlDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
42307	LegCashSettlDateBusinessCenter	String		Ctr	0			The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42308	LegCashSettlPriceSource	String		PxSrc	0			The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values.
42309	LegCashSettlPriceDefault	int		PxDflt	0	42217		The default election for determining settlement price.
2608	LegComplexEventFuturesPriceValuation	Boolean		FutPxVal	0			Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts.
2609	LegComplexEventOptionsPriceValuation	Boolean		OptPxVal	0			Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts.
2610	LegComplexEventPVFinalPriceElectionFallback	int		PVPxFallbck	0	2599		Specifies the fallback provisions for the hedging party in the determination of the final settlement price
42310	NoLegDividendAccrualPaymentDateBusinessCenters	NumInGroup			1			Number of entries in the LegDividendAccrualPaymentDateBusinessCenterGrp.
42311	LegDividendAccrualPaymentDateBusinessCenter	String		Ctr	0			The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42312	LegDividendFloatingRateIndex	String		Ndx	0			The dividend accrual floating rate index.
42313	LegDividendFloatingRateIndexCurvePeriod	int		NdxPeriod	0			Time unit multiplier for the dividend accrual floating rate index curve.
42314	LegDividendFloatingRateIndexCurveUnit	String		NdxUnit	0	40791		Time unit associated with the dividend accrual floating rate index curve period.
42315	LegDividendFloatingRateMultiplier	float		RtMult	0			A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract.
42316	LegDividendFloatingRateSpread	PriceOffset		Spread	0			The basis points spread from the index specified in LegDividendFloatingRateIndex(42312).
42317	LegDividendFloatingRateSpreadPositionType	int		SpreadPosTyp	0	40795		Identifies whether the rate spread is applied to a long or short position.
42318	LegDividendFloatingRateTreatment	int		RtTrtmt	0	40796		Specifies the yield calculation treatment for the index.
42319	LegDividendCapRate	Percentage		CapRt	0			The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05".
42320	LegDividendCapRateBuySide	int		CapRtBuy	0	40798		Reference to the buyer of the cap rate option through its trade side.
42321	LegDividendCapRateSellSide	int		CapRtSell	0	40798		Reference to the seller of the cap rate option through its trade side.
42322	LegDividendFloorRate	Percentage		FlrRt	0			The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05".
42323	LegDividendFloorRateBuySide	int		FlrRtBuy	0	40801		Reference to the buyer of the floor rate option through its trade side.
42324	LegDividendFloorRateSellSide	int		FlrRtSell	0	40801		Reference to the seller of the floor rate option through its trade side.
42325	LegDividendInitialRate	Percentage		InitRt	0			The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05".
42326	LegDividendFinalRateRoundingDirection	char		FnlRtRndDirctn	0	468		Specifies the rounding direction of the final rate.
42327	LegDividendFinalRatePrecision	int		FnlRtPrcsn	0			Specifies the rounding precision of the final rate 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.
42328	LegDividendAveragingMethod	int		AvgngMeth	0	40806		When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used.
42329	LegDividendNegativeRateTreatment	int		NegtvRtTrtmt	0	40807		The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
42330	LegDividendAccrualPaymentDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42331	LegDividendAccrualPaymentDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative accrual payment date offset.
42332	LegDividendAccrualPaymentDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative accrual payment date offset.
42333	LegDividendAccrualPaymentDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative accrual payment date offset.
42334	LegDividendAccrualPaymentDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted accrual payment date.
42335	LegDividendAccrualPaymentDateBusinessDayConvention	int		BizDayCnvtn	0	40921		Accrual payment date adjustment business day convention.
42336	LegDividendAccrualPaymentDateAdjusted	LocalMktDate		Dt	0			The adjusted accrual payment date.
42337	LegDividendReinvestmentIndicator	Boolean		RnvstmntInd	0			Indicates whether the dividend will be reinvested.
42338	LegDividendEntitlementEvent	int		EntlmntEvnt	0	42246		Defines the contract event which the receiver of the derivative is entitled to the dividend.
42339	LegDividendAmountType	int		AmtTyp	0	42247		Indicates how the gross cash dividend amount per share is determined.
42340	LegDividendUnderlierRefID	String		UndlrRefID	0			References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.
42341	LegExtraordinaryDividendPartySide	int		ExtrordSide	0	40798		Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels.
42342	LegExtraordinaryDividendAmountType	int		ExtrordAmtTyp	0	42247		Indicates how the extraordinary gross cash dividend per share is determined.
42343	LegExtraordinaryDividendCurrency	Currency		ExtrordCcy	0			The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes.
42344	LegExtraordinaryDividendDeterminationMethod	String		ExtrordDtrmnMeth	0			Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values.
42345	LegDividendAccrualFixedRate	Percentage		AcrlFixedRt	0			The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05".
42346	LegDividendCompoundingMethod	int		CmpndgMeth	0	40747		The compounding method to be used when more than one dividend period contributes to a single payment.
42347	LegDividendNumOfIndexUnits	int		NumNdxUnits	0			The number of index units applicable to dividends.
42348	LegDividendCashPercentage	Percentage		CshPctage	0			Declared cash dividend percentage. A value of 5% would be represented as "0.05".
42349	LegDividendCashEquivalentPercentage	Percentage		CshEqvlntPctage	0			Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05".
42350	LegNonCashDividendTreatment	int		NonCshTrtmt	0	42258		Defines the treatment of non-cash dividends.
42351	LegDividendComposition	int		Cmpstn	0	42259		Defines how the composition of dividends is to be determined.
42352	LegSpecialDividendsIndicator	Boolean		SpeclDividendInd	0			Indicates whether special dividends are applicable.
42353	LegMaterialDividendsIndicator	Boolean		MtrlDividendInd	0			Indicates whether material non-cash dividends are applicable.
42354	LegOptionsExchangeDividendsIndicator	Boolean		ExchDividendInd	0			Indicates whether option exchange dividends are applicable.
42355	LegAdditionalDividendsIndicator	Boolean		AddtnlDividendInd	0			Indicates whether additional dividends are applicable.
42356	LegAllDividendsIndicator	Boolean		AllDividendInd	0			Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer.
42357	LegDividendFXTriggerDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42358	LegDividendFXTriggerDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative FX trigger date offset.
42359	LegDividendFXTriggerDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative FX trigger date offset.
42360	LegDividendFXTriggerDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative FX trigger date offset.
42361	LegDividendFXTriggerDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted FX trigger date.
42362	LegDividendFXTriggerDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used for the FX trigger date adjustment.
42363	LegDividendFXTriggerDateAdjusted	LocalMktDate		Dt	0			The adjusted FX trigger date.
42364	NoLegDividendFXTriggerDateBusinessCenters	NumInGroup			1			Number of entries in the LegDividendFXTriggerDateBusinessCenterGrp.
42365	LegDividendFXTriggerDateBusinessCenter	String		Ctr	0			The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42366	NoLegDividendPeriods	NumInGroup			1			Number of entries in the LegDividendPeriodGrp component.
42367	LegDividendPeriodSequence	int		Seq	0			Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc.
42368	LegDividendPeriodStartDateUnadjusted	LocalMktDate		StartDtUnadj	0			The unadjusted date on which the dividend period will begin.
42369	LegDividendPeriodEndDateUnadjusted	LocalMktDate		EndDtUnadj	0			The unadjusted date on which the dividend period will end.
42370	LegDividendPeriodUnderlierRefID	String		UndlrRefID	0			References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.
42371	LegDividendPeriodStrikePrice	Price		StrkPx	0			Specifies the fixed strike price of the dividend period.
42372	LegDividendPeriodBusinessDayConvention	int		BizDayCnvtn	0	40921		The dividend period dates business day convention.
42373	LegDividendPeriodValuationDateUnadjusted	LocalMktDate		ValDtUnadj	0			The unadjusted dividend period valuation date.
42374	LegDividendPeriodValuationDateRelativeTo	int		ValDtReltv	0		Reserved1000Plus	Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42375	LegDividendPeriodValuationDateOffsetPeriod	int		ValDtOfstPeriod	0			Time unit multiplier for the relative dividend period valuation date offset.
42376	LegDividendPeriodValuationDateOffsetUnit	String		ValDtOfstUnit	0	40760		Time unit associated with the relative dividend period valuation date offset.
42377	LegDividendPeriodValuationDateOffsetDayType	int		ValDtOfstDayTyp	0	40920		Specifies the day type of the relative dividend period valuation date offset.
42378	LegDividendPeriodValuationDateAdjusted	LocalMktDate		ValDt	0			The adjusted dividend period valuation date.
42379	LegDividendPeriodPaymentDateUnadjusted	LocalMktDate		PmtDtUnadj	0			The unadjusted dividend period payment date.
42380	LegDividendPeriodPaymentDateRelativeTo	int		PmtDtReltv	0		Reserved1000Plus	Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42381	LegDividendPeriodPaymentDateOffsetPeriod	int		PmtDtOfstPeriod	0			Time unit multiplier for the relative dividend period payment date offset.
42382	LegDividendPeriodPaymentDateOffsetUnit	String		PmtDtOfstUnit	0	40760		Time unit associated with the relative dividend period payment date offset.
42383	LegDividendPeriodPaymentDateOffsetDayType	int		PmtDtOfstDayTyp	0	40920		Specifies the day type of the relative dividend period payment date offset.
42384	LegDividendPeriodPaymentDateAdjusted	LocalMktDate		PmtDt	0			The adjusted dividend period payment date.
42385	LegDividendPeriodXID	XID		XID	0			Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp.
42386	NoLegDividendPeriodBusinessCenters	NumInGroup			1			The number of entries in the LegDividendPeriodBusinessCentersGrp component.
42387	LegDividendPeriodBusinessCenter	String		Ctr	0			The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42388	NoLegExtraordinaryEvents	NumInGroup			1			Number of extraordinary events in the repeating group.
42389	LegExtraordinaryEventType	String		Typ	0			Identifies the type of extraordinary or disruptive event applicable to the reference entity. See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values.
42390	LegExtraordinaryEventValue	String		Val	0			The extraordinary or disruptive event value appropriate to LegExtraordinaryEventType(42389). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values.
42391	LegSettlMethodElectingPartySide	int		SettlMethElctngSide	0	40214		Side value of the party electing the settlement method.
42392	LegMakeWholeDate	LocalMktDate		Dt	0			The date through which option cannot be exercised without penalty.
42393	LegMakeWholeAmount	Amt		Amt	0			Amount to be paid by the buyer of the option if the option is exercised prior to the LegMakeWholeDate(42392).
42394	LegMakeWholeBenchmarkCurveName	String		Name	0			Identifies the benchmark floating rate index.
42395	LegMakeWholeBenchmarkCurvePoint	String		Point	0			The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 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.
42396	LegMakeWholeRecallSpread	PriceOffset		Spread	0			Spread over the floating rate index.
42397	LegMakeWholeBenchmarkQuote	int		Qte	0	2601		The quote side of the benchmark to be used for calculating the "make whole" amount.
42398	LegMakeWholeInterpolationMethod	int		IntrpltnMeth	0	40811		The method used when calculating the "make whole" amount. The most common is linear method.
42399	LegPaymentStreamCashSettlIndicator	Boolean		CshSettlInd	0			Indicates whether cash settlement is applicable.
42400	LegPaymentStreamCompoundingXIDRef	XIDREF		CmpndgXIDRef	0			Reference to the stream which details the compounding fixed or floating rate.
42401	LegPaymentStreamCompoundingSpread	PriceOffset		CmpndgSpread	0			The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread.
42402	LegPaymentStreamInterpolationMethod	int		IntrpltnMeth	0	40811		The method used when calculating the index rate from multiple points on the curve. The most common is linear method.
42403	LegPaymentStreamInterpolationPeriod	int		IntrpltnPeriod	0	42604		Defines applicable periods for interpolation.
42404	LegPaymentStreamCompoundingFixedRate	float		CmpndgFixedRt	0			The compounding fixed rate applicable to the payment stream.
42405	NoLegPaymentStreamCompoundingDates	NumInGroup			1			Number of dates in the repeating group.
42406	LegPaymentStreamCompoundingDate	LocalMktDate		Dt	0			The compounding date. Type of date is specified in LegPaymentStreamCompoundingDateType(42407).
42407	LegPaymentStreamCompoundingDateType	int		Typ	0	40827		Specifies the type of payment compounding date (e.g. adjusted for holidays).
42408	LegPaymentStreamCompoundingDatesBusinessDayConvention	int		BizDayCnvtn	0	40921		The compounding dates business day convention.
42409	LegPaymentStreamCompoundingDatesRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42410	LegPaymentStreamCompoundingDatesOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative compounding date offset.
42411	LegPaymentStreamCompoundingDatesOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative compounding date offset.
42412	LegPaymentStreamCompoundingDatesOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative compounding date offset.
42413	LegPaymentStreamCompoundingPeriodSkip	int		Skip	0			The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1.
42414	LegPaymentStreamCompoundingFrequencyPeriod	int		FreqPeriod	0			Time unit multiplier for the frequency at which compounding dates occur.
42415	LegPaymentStreamCompoundingFrequencyUnit	String		FreqUnit	0	1949		Time unit associated with the frequency at which compounding dates occur.
42416	LegPaymentStreamCompoundingRollConvention	String		Roll	0	40922		The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency.
42417	LegPaymentStreamBoundsFirstDateUnadjusted	LocalMktDate		FirstDtUnadj	0			The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative.
42418	LegPaymentStreamBoundsLastDateUnadjusted	LocalMktDate		LastDtUnadj	0			The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative.
42419	NoLegPaymentStreamCompoundingDatesBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
42420	LegPaymentStreamCompoundingDatesBusinessCenter	String		Ctr	0			The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42421	LegPaymentStreamCompoundingEndDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted compounding end date.
42422	LegPaymentStreamCompoundingEndDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42423	LegPaymentStreamCompoundingEndDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative compounding end date offset.
42424	LegPaymentStreamCompoundingEndDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative compounding end date offset.
42425	LegPaymentStreamCompoundingEndDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative compounding end date offset.
42426	LegPaymentStreamCompoundingEndDateAdjusted	LocalMktDate		Dt	0			The adjusted compounding end date.
42427	LegPaymentStreamCompoundingRateIndex	String		Ndx	0			The payment stream's compounding floating rate index.
42428	LegPaymentStreamCompoundingRateIndexCurvePeriod	int		NdxPeriod	0			Time unit multiplier for the payment stream's compounding floating rate index curve period.
42429	LegPaymentStreamCompoundingRateIndexCurveUnit	String		NdxUnit	0	40791		Time unit associated with the payment stream's compounding floating rate index curve period.
42430	LegPaymentStreamCompoundingRateMultiplier	float		RtMult	0			A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
42431	LegPaymentStreamCompoundingRateSpread	PriceOffset		Spread	0			The basis points spread from the index specified in LegPaymentStreamCompoundingRateIndex(42427).
42432	LegPaymentStreamCompoundingRateSpreadPositionType	int		SpreadPosTyp	0	40795		Identifies whether the rate spread is applied to a long or short position.
42433	LegPaymentStreamCompoundingRateTreatment	int		RtTrtmt	0	40796		Specifies the yield calculation treatment for the index.
42434	LegPaymentStreamCompoundingCapRate	Percentage		CapRt	0			The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05".
42435	LegPaymentStreamCompoundingCapRateBuySide	int		CapRtBuy	0	40798		Reference to the buyer of the compounding cap rate option through its trade side.
42436	LegPaymentStreamCompoundingCapRateSellSide	int		CapRtSell	0	40798		Reference to the seller of the compounding cap rate option through its trade side.
42437	LegPaymentStreamCompoundingFloorRate	Percentage		FlrRt	0			The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05".
42438	LegPaymentStreamCompoundingFloorRateBuySide	int		FlrRtBuy	0	40801		Reference to the buyer of the compounding floor rate option through its trade side.
42439	LegPaymentStreamCompoundingFloorRateSellSide	int		FlrRtSell	0	40801		Reference to the seller of the floor rate option through its trade side.
42440	LegPaymentStreamCompoundingInitialRate	Percentage		InitRt	0			The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05".
42441	LegPaymentStreamCompoundingFinalRateRoundingDirection	char		FnlRtRndDirctn	0	468		Specifies the rounding direction for the compounding floating rate.
42442	LegPaymentStreamCompoundingFinalRatePrecision	int		FnlRtPrcsn	0			Specifies the compounding floating rate 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.
42443	LegPaymentStreamCompoundingAveragingMethod	int		AvgngMeth	0	40806		Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted).
42444	LegPaymentStreamCompoundingNegativeRateTreatment	int		NegtvRtTrtmt	0	40807		Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
42445	LegPaymentStreamCompoundingStartDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted compounding start date.
42446	LegPaymentStreamCompoundingStartDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42447	LegPaymentStreamCompoundingStartDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative compounding start date offset.
42448	LegPaymentStreamCompoundingStartDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative compounding start date offset.
42449	LegPaymentStreamCompoundingStartDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative compounding start date offset.
42450	LegPaymentStreamCompoundingStartDateAdjusted	LocalMktDate		Dt	0			The adjusted compounding start date.
42451	LegPaymentStreamFormulaImageLength	Length	42452	FrmlaImgLen	0			Length in bytes of the LegPaymentStreamFormulaImage(42452) field.
42452	LegPaymentStreamFormulaImage	data		FrmlaImg	0			Image of the formula image when represented through an encoded clip in base64Binary.
42453	LegPaymentStreamFinalPricePaymentDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted final price payment date.
42454	LegPaymentStreamFinalPricePaymentDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42455	LegPaymentStreamFinalPricePaymentDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative final price payment date offset.
42456	LegPaymentStreamFinalPricePaymentDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative final price payment date offset.
42457	LegPaymentStreamFinalPricePaymentDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative final price payment date offset.
42458	LegPaymentStreamFinalPricePaymentDateAdjusted	LocalMktDate		Dt	0			The adjusted final price payment date.
42459	NoLegPaymentStreamFixingDates	NumInGroup			1			Number of fixing dates in the repeating group.
42460	LegPaymentStreamFixingDate	LocalMktDate		Dt	0			The fixing date. Type of date is specified in LegPaymentStreamFixingDateType(42461).
42461	LegPaymentStreamFixingDateType	int		Typ	0	40827		Specifies the type of fixing date (e.g. adjusted for holidays).
42462	LegPaymentStreamFirstObservationDateUnadjusted	LocalMktDate		FirstObsvtnDtUnadj	0			The unadjusted initial price observation date.
42463	LegPaymentStreamFirstObservationDateRelativeTo	int		FirstObsvtnReltv	0		Reserved1000Plus	Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42464	LegPaymentStreamFirstObservationDateOffsetDayType	int		FirstObsvtnOfstDayTyp	0	40920		Specifies the day type of the initial price observation date offset.
42465	LegPaymentStreamFirstObservationDateAdjusted	LocalMktDate		FirstObsvtnDt	0			The adjusted initial price observation date.
42466	LegPaymentStreamUnderlierRefID	String		UndlrRefID	0			References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.
42467	LegReturnRateNotionalReset	Boolean		RtnRtNotlReset	0			Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not.
42468	LegPaymentStreamLinkInitialLevel	Price		LinkInitLvl	0			Price level at which the correlation or variance swap contract will strike.
42469	LegPaymentStreamLinkClosingLevelIndicator	Boolean		LinkFClsngLvl	0			Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not.
42470	LegPaymentStreamLinkExpiringLevelIndicator	Boolean		LinkExpngLvl	0			Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not.
42471	LegPaymentStreamLinkEstimatedTradingDays	int		LinkEstTrdgDays	0			The expected number of trading days in the variance or correlation swap stream.
42472	LegPaymentStreamLinkStrikePrice	Price		LinkStrkPx	0			The strike price of a correlation or variance swap stream.
42473	LegPaymentStreamLinkStrikePriceType	int		LinkStrkPxTyp	0	42674		For a variance swap specifies how LegPaymentStreamLinkStrikePrice(42472) is expressed.
42474	LegPaymentStreamLinkMaximumBoundary	float		LinkMaxBndry	0			Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price.
42475	LegPaymentStreamLinkMinimumBoundary	float		LinkMinBndry	0			Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price.
42476	LegPaymentStreamLinkNumberOfDataSeries	int		LinkNumDataSeries	0			Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion.
42477	LegPaymentStreamVarianceUnadjustedCap	float		VarncCap	0			Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable.
42478	LegPaymentStreamRealizedVarianceMethod	int		RlzdVarncMeth	0	42679		Indicates which price to use to satisfy the boundary condition.
42479	LegPaymentStreamDaysAdjustmentIndicator	Boolean		DaysAdjmt	0			Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility.
42480	LegPaymentStreamNearestExchangeContractRefID	String		ExchCtrctRefID	0			References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.
42481	LegPaymentStreamVegaNotionalAmount	float		VegaNotlAmt	0			Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realized volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade.
42482	LegPaymentStreamFormulaCurrency	Currency		Ccy	0			The currency in which the formula amount is denominated. Uses ISO 4217 currency codes.
42483	LegPaymentStreamFormulaCurrencyDeterminationMethod	String		CcyDtrmnMeth	0			Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values.
42484	LegPaymentStreamFormulaReferenceAmount	int		RefAmt	0			Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts.
42485	NoLegPaymentStreamFormulas	NumInGroup			1			Number of formulas in the repeating group.
42486	LegPaymentStreamFormula	XMLData			1			Contains an XML representation of the formula. Defined for flexibility in choice of language (MathML, OpenMath or text).
42487	LegPaymentStreamFormulaDesc	String		Desc	0			A description of the math formula in LegPaymentStreamFormula(42486).
42488	LegPaymentStubEndDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted stub end date.
42489	LegPaymentStubEndDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The stub end date business day convention.
42490	LegPaymentStubEndDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42491	LegPaymentStubEndDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative stub end date offset.
42492	LegPaymentStubEndDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative stub end date offset.
42493	LegPaymentStubEndDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative stub end date offset.
42494	LegPaymentStubEndDateAdjusted	LocalMktDate		Dt	0			The adjusted stub end date.
42495	NoLegPaymentStubEndDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
42496	LegPaymentStubEndDateBusinessCenter	String		Ctr	0			The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42497	LegPaymentStubStartDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted stub start date.
42498	LegPaymentStubStartDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The stub start date business day convention.
42499	LegPaymentStubStartDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42500	LegPaymentStubStartDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative stub start date offset.
42501	LegPaymentStubStartDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative stub start date offset.
42502	LegPaymentStubStartDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative stub start date offset.
42503	LegPaymentStubStartDateAdjusted	LocalMktDate		Dt	0			The adjusted stub start date.
42504	NoLegPaymentStubStartDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
42505	LegPaymentStubStartDateBusinessCenter	String		Ctr	0			The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42506	LegProvisionBreakFeeElection	int		BrkFeeElctn	0	42707		Type of fee elected for the break provision.
42507	LegProvisionBreakFeeRate	Percentage		BrkFeeRt	0			Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05".
42508	NoLegReturnRateDates	NumInGroup			1			Number of iterations in the return rate date repeating group.
42509	LegReturnRateDateMode	int		Mode	0	42710		Specifies the valuation type applicable to the return rate date.
42510	LegReturnRateValuationDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42511	LegReturnRateValuationDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative return rate valuation date offset.
42512	LegReturnRateValuationDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative return rate valuation date offset.
42513	LegReturnRateValuationDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative return rate valuation date offset.
42514	LegReturnRateValuationStartDateUnadjusted	LocalMktDate		StartDtUnadj	0			The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.
42515	LegReturnRateValuationStartDateRelativeTo	int		StartDtReltv	0		Reserved1000Plus	Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42516	LegReturnRateValuationStartDateOffsetPeriod	int		StartDtOfstPeriod	0			Time unit multiplier for the relative return rate valuation start date offset.
42517	LegReturnRateValuationStartDateOffsetUnit	String		StartDtOfstUnit	0	40760		Time unit associated with the relative return rate valuation start date offset.
42518	LegReturnRateValuationStartDateOffsetDayType	int		StartDtOfstDayTyp	0	40920		Specifies the day type of the relative return rate valuation start date offset.
42519	LegReturnRateValuationStartDateAdjusted	LocalMktDate		StartDt	0			The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.
42520	LegReturnRateValuationEndDateUnadjusted	LocalMktDate		EndDtUnadj	0			The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.
42521	LegReturnRateValuationEndDateRelativeTo	int		EndDtReltv	0		Reserved1000Plus	Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42522	LegReturnRateValuationEndDateOffsetPeriod	int		EndDtOfstPeriod	0			Time unit multiplier for the relative return rate valuation end date offset.
42523	LegReturnRateValuationEndDateOffsetUnit	String		EndDtOfstUnit	0	40760		Time unit associated with the relative return rate valuation end date offset.
42524	LegReturnRateValuationEndDateOffsetDayType	int		EndDtOfstDayTyp	0	40920		Specifies the day type of the relative return rate valuation end date offset.
42525	LegReturnRateValuationEndDateAdjusted	LocalMktDate		EndDt	0			The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.
42526	LegReturnRateValuationFrequencyPeriod	int		FreqPeriod	0			Time unit multiplier for the frequency at which return rate valuation dates occur.
42527	LegReturnRateValuationFrequencyUnit	String		FreqUnit	0	1949		Time unit associated with the frequency at which return rate valuation dates occur.
42528	LegReturnRateValuationFrequencyRollConvention	String		Roll	0	40922		The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency.
42529	LegReturnRateValuationDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The return rate valuation dates business day convention.
42530	NoLegReturnRateFXConversions	NumInGroup			1			Number of iterations in the return rate FX conversion repeating group.
42531	LegReturnRateFXCurrencySymbol	String		CcySym	0			Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes.
42532	LegReturnRateFXRate	float		FxRt	0			The rate of exchange between the two currencies specified in LegReturnRateFXCurrencySymbol(42531).
42533	LegReturnRateFXRateCalc	char		FxRtCalc	0	156		The rate of exchange between the two currencies specified in LegReturnRateFXCurrencySymbol(42531).
42534	NoLegReturnRates	NumInGroup			1			Number of iterations in the return rate repeating group.
42535	LegReturnRatePriceSequence	int		PxSeq	0	42736		Specifies the type of price sequence of the return rate.
42536	LegReturnRateCommissionBasis	char		CommBasis	0	13		Specifies the basis or unit used to calculate the commission.
42537	LegReturnRateCommissionAmount	Amt		CommAmt	0			The commission amount.
42538	LegReturnRateCommissionCurrency	Currency		CommCcy	0			Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes.
42539	LegReturnRateTotalCommissionPerTrade	Amt		TotCommPerTrd	0			The total commission per trade.
42540	LegReturnRateDeterminationMethod	String		DtrmnMeth	0			Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values.
42541	LegReturnRateAmountRelativeTo	int		AmtReltv	0			Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Amount_Relative_To for code list of relative amounts.
42542	LegReturnRateQuoteMeasureType	String		QteTyp	0			Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values.
42543	LegReturnRateQuoteUnits	String		QteUnit	0			Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values.
42544	LegReturnRateQuoteMethod	int		QteMeth	0	40027		Specifies the type of quote used to determine the return rate of the swap.
42545	LegReturnRateQuoteCurrency	Currency		QteCcy	0			Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code.
42546	LegReturnRateQuoteCurrencyType	String		QteCcyTyp	0			Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values.
42547	LegReturnRateQuoteTimeType	int		QteTmTyp	0	42748		Specifies how or the timing when the quote is to be obtained.
42548	LegReturnRateQuoteTime	LocalMktTime		QteTm	0			The time when the quote is to be generated.
42549	LegReturnRateQuoteDate	LocalMktDate		QteDt	0			The date when the quote is to be generated.
42550	LegReturnRateQuoteExpirationTime	LocalMktTime		QteExpTm	0			The time when the quote ceases to be valid.
42551	LegReturnRateQuoteBusinessCenter	String		QteBizCtr	0			The business center calendar used for adjustments associated with LegReturnRateQuoteTimeType(42547) or LegReturnRateQuoteTime(42548) and LegReturnRateQuoteDate(42549), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42552	LegReturnRateQuoteExchange	Exchange		QteExch	0			Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained.
42553	LegReturnRateQuotePricingModel	String		QteModel	0			Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values.
42554	LegReturnRateCashFlowType	String		CshFlow	0			Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values.
42555	LegReturnRateValuationTimeType	int		ValTmTyp	0	42748		Specifies the timing at which the calculation agent values the underlying.
42556	LegReturnRateValuationTime	LocalMktTime		ValTm	0			The time at which the calculation agent values the underlying asset.
42557	LegReturnRateValuationTimeBusinessCenter	String		ValTmBizCtr	0			The business center calendar used for adjustments associated with LegReturnRateValuationTimeType(42555) or LegReturnRateValuationTime(42556), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42558	LegReturnRateValuationPriceOption	int		ValPxOpt	0	42759		Indicates whether an ISDA price option applies, and if applicable which type of price.
42559	LegReturnRateFinalPriceFallback	int		FnlPxFallbck	0	2599		Specifies the fallback provision for the hedging party in the determination of the final price.
42560	NoLegReturnRateInformationSources	NumInGroup			1			Number of iterations in the return rate information source repeating group.
42561	LegReturnRateInformationSource	int		RtSrc	0	1446		Identifies the source of rate information. For FX the references source to be used for the FX spot rate.
42562	LegReturnRateReferencePage	String		RefPg	0			Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When LegReturnRateInformationSource(42561) = 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.
42563	LegReturnRateReferencePageHeading	String		RefHdng	0			Identifies the page heading from the rate source.
42564	NoLegReturnRatePrices	NumInGroup			1			Number of iterations in the return rate price repeating group.
42565	LegReturnRatePriceBasis	int		PxBasis	0	42766		The basis of the return price.
42566	LegReturnRatePrice	Price		Px	0			Specifies the price of the underlying swap asset.
42567	LegReturnRatePriceCurrency	Currency		Ccy	0			Specifies the currency of the price of the leg swap asset. Uses ISO 4217 currency codes.
42568	LegReturnRatePriceType	int		PxTyp	0	42769		Specifies whether the LegReturnRatePrice(42566) is expressed in absolute or relative terms.
42569	NoLegReturnRateValuationDateBusinessCenters	NumInGroup			1			Number of iterations in the return rate valuation date business center repeating group.
42570	LegReturnRateValuationDateBusinessCenter	String		Ctr	0			The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42571	NoLegReturnRateValuationDates	NumInGroup			1			Number of iterations in the return rate valuation date repeating group.
42572	LegReturnRateValuationDate	LocalMktDate		Dt	0			The return rate valuation date. The type of date is specified in LegReturnRateValuationDateType(42573).
42573	LegReturnRateValuationDateType	int		Typ	0	40827		Specifies the type of return rate valuation date (e.g. adjusted for holidays).
42574	LegSettlMethodElectionDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted settlement method election date.
42575	LegSettlMethodElectionDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The settlement method election date adjustment business day convention.
42576	LegSettlMethodElectionDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42577	LegSettlMethodElectionDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative settlement method election date offset.
42578	LegSettlMethodElectionDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative settlement method election date offset.
42579	LegSettlMethodElectionDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative settlement method election date offset.
42580	LegSettlMethodElectionDateAdjusted	LocalMktDate		Dt	0			The adjusted settlement method election date.
42581	NoLegSettlMethodElectionDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
42582	LegSettlMethodElectionDateBusinessCenter	String		Ctr	0			The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42583	LegStreamVersion	String		Ver	0			The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes.
42584	LegStreamVersionEffectiveDate	LocalMktDate		VerEfctvDt	0			The effective date of the LegStreamVersion(42583).
42585	LegStreamNotionalDeterminationMethod	String		NotlDtrmnMeth	0			Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values.
42586	LegStreamNotionalAdjustments	int		NotlAdjmts	0	42787		For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap.
42590	SettlMethodElectingPartySide	int		SettlMethElctngSide	0	40214		Side value of the party electing the settlement method.
42591	MakeWholeDate	LocalMktDate		Dt	0			The date through which option cannot be exercised without penalty.
42592	MakeWholeAmount	Amt		Amt	0			Amount to be paid by the buyer of the option if the option is exercised prior to the MakeWholeDate(42591).
42593	MakeWholeBenchmarkCurveName	String		Name	0			Identifies the benchmark floating rate index.
42594	MakeWholeBenchmarkCurvePoint	String		Point	0			The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 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.
42595	MakeWholeRecallSpread	PriceOffset		Spread	0			Spread over the floating rate index.
42596	MakeWholeBenchmarkQuote	int		Qte	0	2601		The quote side of the benchmark to be used for calculating the "make whole" amount.
42597	MakeWholeInterpolationMethod	int		IntrpltnMeth	0	40811		The method used when calculating the "make whole" amount. The most common is linear method.
42598	PaymentAmountRelativeTo	int		AmtReltv	0			Specifies the reference amount when the payment amount is relative to another amount in the message. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts.
42599	PaymentAmountDeterminationMethod	String		AmtDtrmnMeth	0			Specifies the method by which a payment amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values.
42600	PaymentStreamCashSettlIndicator	Boolean		CshSettlInd	0			Indicates whether cash settlement is applicable.
42601	PaymentStreamCompoundingXIDRef	XIDREF		CmpndgXIDRef	0			Reference to the stream which details the compounding fixed or floating rate.
42602	PaymentStreamCompoundingSpread	PriceOffset		CmpndgSpread	0			The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread.
42603	PaymentStreamInterpolationMethod	int		IntrpltnMeth	0	40811		The method used when calculating the index rate from multiple points on the curve. The most common is linear method.
42604	PaymentStreamInterpolationPeriod	int		IntrpltnPeriod	0			Defines applicable periods for interpolation.
42605	PaymentStreamCompoundingFixedRate	float		CmpndgFixedRt	0			The compounding fixed rate applicable to the payment stream.
42606	NoPaymentStreamCompoundingDates	NumInGroup			1			Number of dates in the repeating group.
42607	PaymentStreamCompoundingDate	LocalMktDate		Dt	0			The compounding date. The type of date is specified in PaymentStreamCompoundingDateType(42608).
42608	PaymentStreamCompoundingDateType	int		Typ	0	40827		Specifies the type of payment compounding date (e.g. adjusted for holidays).
42609	PaymentStreamCompoundingDatesBusinessDayConvention	int		BizDayCnvtn	0	40921		The compounding dates business day convention.
42610	PaymentStreamCompoundingDatesRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42611	PaymentStreamCompoundingDatesOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative compounding date offset.
42612	PaymentStreamCompoundingDatesOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative compounding date offset.
42613	PaymentStreamCompoundingDatesOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative compounding date offset.
42614	PaymentStreamCompoundingPeriodSkip	int		Skip	0			The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1.
42615	PaymentStreamCompoundingFrequencyPeriod	int		FreqPeriod	0			Time unit multiplier for the frequency at which compounding dates occur.
42616	PaymentStreamCompoundingFrequencyUnit	String		FreqUnit	0	1949		Time unit associated with the frequency at which compounding dates occur.
42617	PaymentStreamCompoundingRollConvention	String		Roll	0	40922		The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency.
42618	PaymentStreamBoundsFirstDateUnadjusted	LocalMktDate		FirstDtUnadj	0			The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative.
42619	PaymentStreamBoundsLastDateUnadjusted	LocalMktDate		LastDtUnadj	0			The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative.
42620	NoPaymentStreamCompoundingDatesBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
42621	PaymentStreamCompoundingDatesBusinessCenter	String		Ctr	0			The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42622	PaymentStreamCompoundingEndDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted compounding end date.
42623	PaymentStreamCompoundingEndDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42624	PaymentStreamCompoundingEndDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative compounding end date offset.
42625	PaymentStreamCompoundingEndDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative compounding end date offset.
42626	PaymentStreamCompoundingEndDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative compounding end date offset.
42627	PaymentStreamCompoundingEndDateAdjusted	LocalMktDate		Dt	0			The adjusted compounding end date.
42628	PaymentStreamCompoundingRateIndex	String		Ndx	0			The payment stream's compounding floating rate index.
42629	PaymentStreamCompoundingRateIndexCurvePeriod	int		NdxPeriod	0			Time unit multiplier for the payment stream's compounding floating rate index curve period.
42630	PaymentStreamCompoundingRateIndexCurveUnit	String		NdxUnit	0	40791		Time unit associated with the payment stream's compounding floating rate index curve period.
42631	PaymentStreamCompoundingRateMultiplier	float		RtMult	0			A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
42632	PaymentStreamCompoundingRateSpread	PriceOffset		Spread	0			The basis points spread from the index specified in PaymentStreamCompoundingRateIndex(42628).
42633	PaymentStreamCompoundingRateSpreadPositionType	int		SpreadPosTyp	0	40795		Identifies whether the rate spread is applied to a long or short position.
42634	PaymentStreamCompoundingRateTreatment	int		RtTrtmt	0	40796		Specifies the yield calculation treatment for the index.
42635	PaymentStreamCompoundingCapRate	Percentage		CapRt	0			The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05".
42636	PaymentStreamCompoundingCapRateBuySide	int		CapRtBuy	0	40798		Reference to the buyer of the compounding cap rate option through its trade side.
42637	PaymentStreamCompoundingCapRateSellSide	int		CapRtSell	0	40798		Reference to the seller of the compounding cap rate option through its trade side.
42638	PaymentStreamCompoundingFloorRate	Percentage		FlrRt	0			The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05".
42639	PaymentStreamCompoundingFloorRateBuySide	int		FlrRtBuy	0	40801		Reference to the buyer of the compounding floor rate option through its trade side.
42640	PaymentStreamCompoundingFloorRateSellSide	int		FlrRtSell	0	40801		Reference to the seller of the floor rate option through its trade side.
42641	PaymentStreamCompoundingInitialRate	Percentage		InitRt	0			The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05".
42642	PaymentStreamCompoundingFinalRateRoundingDirection	char		FnlRtRndDirctn	0	468		Specifies the rounding direction for the compounding floating rate.
42643	PaymentStreamCompoundingFinalRatePrecision	int		FnlRtPrcsn	0			Specifies the compounding floating rate 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.
42644	PaymentStreamCompoundingAveragingMethod	int		AvgngMeth	0	40806		Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted).
42645	PaymentStreamCompoundingNegativeRateTreatment	int		NegtvRtTrtmt	0	40807		Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
42646	PaymentStreamCompoundingStartDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted compounding start date.
42647	PaymentStreamCompoundingStartDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42648	PaymentStreamCompoundingStartDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative compounding start date offset.
42649	PaymentStreamCompoundingStartDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative compounding start date offset.
42650	PaymentStreamCompoundingStartDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative compounding start date offset.
42651	PaymentStreamCompoundingStartDateAdjusted	LocalMktDate		Dt	0			The adjusted compounding start date.
42652	PaymentStreamFormulaImageLength	Length	42653	FrmlaImgLen	0			Length in bytes of the PaymentStreamFormulaImage(42563) field.
42653	PaymentStreamFormulaImage	data		FrmlaImg	0			Image of the formula image when represented through an encoded clip in base64Binary.
42654	PaymentStreamFinalPricePaymentDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted final price payment date.
42655	PaymentStreamFinalPricePaymentDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42656	PaymentStreamFinalPricePaymentDateOffsetfPeriod	int		OfstPeriod	0			Time unit multiplier for the relative final price payment date offset.
42657	PaymentStreamFinalPricePaymentDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative final price payment date offset.
42658	PaymentStreamFinalPricePaymentDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative final price payment date offset.
42659	PaymentStreamFinalPricePaymentDateAdjusted	LocalMktDate		Dt	0			The adjusted final price payment date.
42660	NoPaymentStreamFixingDates	NumInGroup			1			Number of fixing dates in the repeating group.
42661	PaymentStreamFixingDate	LocalMktDate		Dt	0			The fixing date. The type of date is specified in PaymentStreamFixingDateType(42662).
42662	PaymentStreamFixingDateType	int		Typ	0	40827		Specifies the type of fixing date (e.g. adjusted for holidays).
42663	PaymentStreamFirstObservationDateUnadjusted	LocalMktDate		FirstObsvtnDtUnadj	0			The unadjusted initial price observation date.
42664	PaymentStreamFirstObservationDateRelativeTo	int		FirstObsvtnReltv	0		Reserved1000Plus	Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42665	PaymentStreamFirstObservationDateOffsetDayType	int		FirstObsvtnOfstDayTyp	0	40920		Specifies the day type of the initial price observation date offset.
42666	PaymentStreamFirstObservationDateAdjusted	LocalMktDate		FirstObsvtnDt	0			The adjusted initial price observation date.
42667	PaymentStreamUnderlierRefID	String		UndlrRefID	0			References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.
42668	ReturnRateNotionalReset	Boolean		RtnRtNotlReset	0			Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not.
42669	PaymentStreamLinkInitialLevel	Price		LinkInitLvl	0			Price level at which the correlation or variance swap contract will strike.
42670	PaymentStreamLinkClosingLevelIndicator	Boolean		LinkClsngLvl	0			Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not.
42671	PaymentStreamLinkExpiringLevelIndicator	Boolean		LinkExpngLvl	0			Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not.
42672	PaymentStreamLinkEstimatedTradingDays	int		LinkEstTrdgDays	0			The expected number of trading days in the variance or correlation swap stream.
42673	PaymentStreamLinkStrikePrice	Price		LinkStrkPx	0			The strike price of a correlation or variance swap stream.
42674	PaymentStreamLinkStrikePriceType	int		LinkStrkPxTyp	0			For a variance swap specifies how PaymentStreamLinkStrikePrice(42673) is expressed.
42675	PaymentStreamLinkMaximumBoundary	float		LinkMaxBndry	0			Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price.
42676	PaymentStreamLinkMinimumBoundary	float		LinkMinBndry	0			Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price.
42677	PaymentStreamLinkNumberOfDataSeries	int		LinkNumDataSeries	0			Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion.
42678	PaymentStreamVarianceUnadjustedCap	float		VarncCap	0			Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable.
42679	PaymentStreamRealizedVarianceMethod	int		RlzdVarncMeth	0			Indicates which price to use to satisfy the boundary condition.
42680	PaymentStreamDaysAdjustmentIndicator	Boolean		DaysAdjmt	0			Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility.
42681	PaymentStreamNearestExchangeContractRefID	String		ExchCtrctRefID	0			References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.
42682	PaymentStreamVegaNotionalAmount	float		VegaNotlAmt	0			"Vega Notional" represents the approximate gain/loss at maturity for a 1% difference between RVol (realised volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade.
42683	NoPaymentStreamFormulas	NumInGroup			1			Number of formulas in the repeating group.
42684	PaymentStreamFormula	XMLData			1			Contains an XML representation of the formula. Defined for flexibility in choice of language (MathML, OpenMath or text).
42685	PaymentStreamFormulaDesc	String		Desc	0			A description of the math formula in PaymentStreamFormula(42684).
42686	PaymentStreamFormulaCurrency	Currency		Ccy	0			The currency in which the formula amount is denominated. Uses ISO 4217 currency codes.
42687	PaymentStreamFormulaCurrencyDeterminationMethod	String		CcyDtrmnMeth	0			Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values.
42688	PaymentStreamFormulaReferenceAmount	int		RefAmt	0			Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts.
42689	PaymentStubEndDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted stub end date.
42690	PaymentStubEndDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The stub end date business day convention.
42691	PaymentStubEndDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42692	PaymentStubEndDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative stub end date offset.
42693	PaymentStubEndDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative stub end date offset.
42694	PaymentStubEndDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative stub end date offset.
42695	PaymentStubEndDateAdjusted	LocalMktDate		Dt	0			The adjusted stub end date.
42696	NoPaymentStubEndDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
42697	PaymentStubEndDateBusinessCenter	String		Ctr	0			The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42698	PaymentStubStartDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted stub start date.
42699	PaymentStubStartDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The stub start date business day convention.
42700	PaymentStubStartDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42701	PaymentStubStartDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative stub start date offset.
42702	PaymentStubStartDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative stub start date offset.
42703	PaymentStubStartDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative stub start date offset.
42704	PaymentStubStartDateAdjusted	LocalMktDate		Dt	0			The adjusted stub start date.
42705	NoPaymentStubStartDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
42706	PaymentStubStartDateBusinessCenter	String		Ctr	0			The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42707	ProvisionBreakFeeElection	int		BrkFeeElctn	0			Type of fee elected for the break provision.
42708	ProvisionBreakFeeRate	Percentage		BrkFeeRt	0			Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05".
2417	RelatedToDividendPeriodXIDRef	XIDREF		XIDRef	0			The DividendPeriodXID(42293) of the stream dividend period with which the related instrument has correlation.
42709	NoReturnRateDates	NumInGroup			1			Number of iterations in the return rate date repeating group.
42710	ReturnRateDateMode	int		Mode	0			Specifies the valuation type applicable to the return rate date.
42711	ReturnRateValuationDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42712	ReturnRateValuationDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative return rate valuation date offset.
42713	ReturnRateValuationDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative return rate valuation date offset.
42714	ReturnRateValuationDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative return rate valuation date offset.
42715	ReturnRateValuationStartDateUnadjusted	LocalMktDate		StartDtUnadj	0			The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.
42716	ReturnRateValuationStartDateRelativeTo	int		StartDtReltv	0		Reserved1000Plus	Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42717	ReturnRateValuationStartDateOffsetPeriod	int		StartDtOfstPeriod	0			Time unit multiplier for the relative return rate valuation start date offset.
42718	ReturnRateValuationStartDateOffsetUnit	String		StartDtOfstUnit	0	40760		Time unit associated with the relative return rate valuation start date offset.
42719	ReturnRateValuationStartDateOffsetDayType	int		StartDtOfstDayTyp	0	40920		Specifies the day type of the relative return rate valuation start date offset.
42720	ReturnRateValuationStartDateAdjusted	LocalMktDate		StartDt	0			The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.
42721	ReturnRateValuationEndDateUnadjusted	LocalMktDate		EndDtUnadj	0			The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.
42722	ReturnRateValuationEndDateRelativeTo	int		EndDtReltv	0		Reserved1000Plus	Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42723	ReturnRateValuationEndDateOffsetPeriod	int		EndDtOfstPeriod	0			Time unit multiplier for the relative return rate valuation end date offset.
42724	ReturnRateValuationEndDateOffsetUnit	String		EndDtOfstUnit	0	40760		Time unit associated with the relative return rate valuation end date offset.
42725	ReturnRateValuationEndDateOffsetDayType	int		EndDtOfstDayTyp	0	40920		Specifies the day type of the relative return rate valuation end date offset.
42726	ReturnRateValuationEndDateAdjusted	LocalMktDate		EndDt	0			The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.
42727	ReturnRateValuationFrequencyPeriod	int		FreqPeriod	0			Time unit multiplier for the frequency at which return rate valuation dates occur.
42728	ReturnRateValuationFrequencyUnit	String		FreqUnit	0	1949		Time unit associated with the frequency at which return rate valuation dates occur.
42729	ReturnRateValuationFrequencyRollConvention	String		Roll	0	40922		The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency.
42730	ReturnRateValuationDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The return rate valuation dates business day convention.
42731	NoReturnRateFXConversions	NumInGroup			1			Number of iterations in the return rate FX conversion repeating group.
42732	ReturnRateFXCurrencySymbol	String		CcySym	0			Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes.
42733	ReturnRateFXRate	float		FxRt	0			The rate of exchange between the two currencies specified in ReturnRateFXCurrencySymbol(42732).
42734	ReturnRateFXRateCalc	char		FxRtCalc	0	156		Specifies whether ReturnRateFXRate(42733) should be multiplied or divided.
42735	NoReturnRates	NumInGroup			1			Number of iterations in the return rate repeating group.
42736	ReturnRatePriceSequence	int		PxSeq	0			Specifies the type of price sequence of the return rate.
42737	ReturnRateCommissionBasis	char		CommBasis	0	13		Specifies the basis or unit used to calculate the commission.
42738	ReturnRateCommissionAmount	Amt		CommAmt	0			The commission amount.
42739	ReturnRateCommissionCurrency	Currency		CommCcy	0			Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes.
42740	ReturnRateTotalCommissionPerTrade	Amt		TotCommPerTrd	0			The total commission per trade.
42741	ReturnRateDeterminationMethod	String		DtrmnMeth	0			Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values.
42742	ReturnRateAmountRelativeTo	int		AmtReltv	0			Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts.
42743	ReturnRateQuoteMeasureType	String		QteTyp	0			Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values.
42744	ReturnRateQuoteUnits	String		QteUnit	0			Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values.
42745	ReturnRateQuoteMethod	int		QteMeth	0	40027		Specifies the type of quote used to determine the return rate of the swap.
42746	ReturnRateQuoteCurrency	Currency		QteCcy	0			Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code.
42747	ReturnRateQuoteCurrencyType	String		QteCcyTyp	0			Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values.
42748	ReturnRateQuoteTimeType	int		QteTmTyp	0			Specifies how or the timing when the quote is to be obtained.
42749	ReturnRateQuoteTime	LocalMktTime		QteTm	0			The time when the quote is to be generated.
42750	ReturnRateQuoteDate	LocalMktDate		QteDt	0			The date when the quote is to be generated.
42751	ReturnRateQuoteExpirationTime	LocalMktTime		QteExpTm	0			The time when the quote ceases to be valid.
42752	ReturnRateQuoteBusinessCenter	String		QteBizCtr	0			The business center calendar used for adjustments associated with ReturnRateQuoteTimeType(42748) or ReturnRateQuoteTime(42749) and ReturnRateQuoteDate(42750), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42753	ReturnRateQuoteExchange	Exchange		QteExch	0			Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained.
42754	ReturnRateQuotePricingModel	String		QteModel	0			Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values.
42755	ReturnRateCashFlowType	String		CshFlow	0			Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values.
42756	ReturnRateValuationTimeType	int		ValTmTyp	0	42748		Specifies the timing at which the calculation agent values the underlying.
42757	ReturnRateValuationTime	LocalMktTime		ValTm	0			The time at which the calculation agent values the underlying asset.
42758	ReturnRateValuationTimeBusinessCenter	String		ValTmBizCtr	0			The business center calendar used for adjustments associated with ReturnRateValuationTimeType(42756) or ReturnRateValuationTime(42757), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42759	ReturnRateValuationPriceOption	int		ValPxOpt	0			Indicates whether an ISDA price option applies, and if applicable which type of price.
42760	ReturnRateFinalPriceFallback	int		FnlPxFallbck	0	2599		Specifies the fallback provision for the hedging party in the determination of the final price.
42761	NoReturnRateInformationSources	NumInGroup			1			Number of iterations in the return rate information source repeating group.
42762	ReturnRateInformationSource	int		RtSrc	0	1446		Identifies the source of rate information. For FX the references source to be used for the FX spot rate.
42763	ReturnRateReferencePage	String		RefPg	0			Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When ReturnRateInformationSource(42762) = 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
42764	ReturnRateReferencePageHeading	String		RefHdng	0			Identifies the page heading from the rate source.
42765	NoReturnRatePrices	NumInGroup			1			Number of iterations in the return rate price repeating group.
42766	ReturnRatePriceBasis	int		PxBasis	0			The basis of the return price.
42767	ReturnRatePrice	Price		Px	0			Specifies the price of the underlying swap asset.
42768	ReturnRatePriceCurrency	Currency		Ccy	0			Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes.
42769	ReturnRatePriceType	int		PxTyp	0			Specifies whether the ReturnRatePrice(42767) is expressed in absolute or relative terms.
42770	NoReturnRateValuationDateBusinessCenters	NumInGroup			1			Number of iterations in the return rate valuation date business center repeating group.
42771	ReturnRateValuationDateBusinessCenter	String		Ctr	0			The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42772	NoReturnRateValuationDates	NumInGroup			1			Number of iterations in the return rate valuation date repeating group.
42773	ReturnRateValuationDate	LocalMktDate		Dt	0			The return rate valuation date. Type of date is specified in ReturnRateValuationDateType(42774).
42774	ReturnRateValuationDateType	int		Typ	0	40827		Specifies the type of return rate valuation date (e.g. adjusted for holidays).
42775	NoSettlMethodElectionDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
42776	SettlMethodElectionDateBusinessCenter	String		Ctr	0			The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42777	SettlMethodElectionDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted settlement method election date.
42778	SettlMethodElectionDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The settlement method election date adjustment business day convention.
42779	SettlMethodElectionDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42780	SettlMethodElectionDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative settlement method election date offset.
42781	SettlMethodElectionDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative settlement method election date offset.
42782	SettlMethodElectionDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative settlement method election date offset.
42783	SettlMethodElectionDateAdjusted	LocalMktDate		Dt	0			The adjusted settlement method election date.
42784	StreamVersion	String		Ver	0			The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes.
42785	StreamVersionEffectiveDate	LocalMktDate		VerEfctvDt	0			The effective date of the StreamVersion(42784).
42786	StreamNotionalDeterminationMethod	String		NotlDtrmnMeth	0			Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values.
42787	StreamNotionalAdjustments	int		NotlAdjmts	0			For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap.
42788	NoUnderlyingCashSettlDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
42789	UnderlyingCashSettlDateBusinessCenter	String		Ctr	0			The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42790	UnderlyingCashSettlDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted cash settlement date.
42791	UnderlyingCashSettlDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the UnderlyingInstrument component.
42792	UnderlyingCashSettlDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42793	UnderlyingCashSettlDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative cash settlement date offset.
42794	UnderlyingCashSettlDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative cash settlement date offset.
42795	UnderlyingCashSettlDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative cash settlement date offset.
42796	UnderlyingCashSettlDateAdjusted	LocalMktDate		Dt	0			The adjusted cash settlement date.
42797	UnderlyingCashSettlPriceSource	String		PxSrc	0			The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values.
42798	UnderlyingCashSettlPriceDefault	int		PxDflt	0	42217		The default election for determining settlement price.
2611	UnderlyingComplexEventFuturesPriceValuation	Boolean		FutPxVal	0			Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts.
2612	UnderlyingComplexEventOptionsPriceValuation	Boolean		OptPxVal	0			Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts.
2613	UnderlyingComplexEventPVFinalPriceElectionFallback	int		PVPxFallbck	0	2599		Specifies the fallback provisions for the hedging party in the determination of the final settlement price
42799	NoUnderlyingDividendAccrualPaymentDateBusinessCenters	NumInGroup			1			Number of entries in the UnderlyingDividendAccrualPaymentDateBusinessCenterGrp.
42800	UnderlyingDividendAccrualPaymentDateBusinessCenter	String		Ctr	0			The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42801	UnderlyingDividendFloatingRateIndex	String		Ndx	0			The dividend accrual floating rate index.
42802	UnderlyingDividendFloatingRateIndexCurvePeriod	int		NdxPeriod	0			Time unit multiplier for the dividend accrual floating rate index curve.
42803	UnderlyingDividendFloatingRateIndexCurveUnit	String		NdxUnit	0	40791		Time unit associated with the dividend accrual floating rate index curve period.
42804	UnderlyingDividendFloatingRateMultiplier	float		RtMult	0			A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract.
42805	UnderlyingDividendFloatingRateSpread	PriceOffset		Spread	0			The basis points spread from the index specified in UnderlyingDividendFloatingRateIndex(42801).
42806	UnderlyingDividendFloatingRateSpreadPositionType	int		SpreadPosTyp	0	40795		Identifies whether the rate spread is applied to a long or short position.
42807	UnderlyingDividendFloatingRateTreatment	int		RtTrtmt	0	40796		Specifies the yield calculation treatment for the index.
42808	UnderlyingDividendCapRate	Percentage		CapRt	0			The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05".
42809	UnderlyingDividendCapRateBuySide	int		CapRtBuy	0	40798		Reference to the buyer of the cap rate option through its trade side.
42810	UnderlyingDividendCapRateSellSide	int		CapRtSell	0	40798		Reference to the seller of the cap rate option through its trade side.
42811	UnderlyingDividendFloorRate	Percentage		FlrRt	0			The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05".
42812	UnderlyingDividendFloorRateBuySide	int		FlrRtBuy	0	40801		Reference to the buyer of the floor rate option through its trade side.
42813	UnderlyingDividendFloorRateSellSide	int		FlrRtSell	0	40801		Reference to the seller of the floor rate option through its trade side.
42814	UnderlyingDividendInitialRate	Percentage		InitRt	0			The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05".
42815	UnderlyingDividendFinalRateRoundingDirection	char		FnlRtRndDirctn	0	468		Specifies the rounding direction of the final rate.
42816	UnderlyingDividendFinalRatePrecision	int		FnlRtPrcsn	0			Specifies the rounding precision of the final rate 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.
42817	UnderlyingDividendAveragingMethod	int		AvgngMeth	0	40806		When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used.
42818	UnderlyingDividendNegativeRateTreatment	int		NegtvRtTrtmt	0	40807		The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
42819	UnderlyingDividendAccrualPaymentDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42820	UnderlyingDividendAccrualPaymentDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative accrual payment date offset.
42821	UnderlyingDividendAccrualPaymentDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative accrual payment date offset.
42822	UnderlyingDividendAccrualPaymentDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative accrual payment date offset.
42823	UnderlyingDividendAccrualPaymentDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted accrual payment date.
42824	UnderlyingDividendAccrualPaymentDateBusinessDayConvention	int		BizDayCnvtn	0	40921		Accrual payment date adjustment business day convention.
42825	UnderlyingDividendAccrualPaymentDateAdjusted	LocalMktDate		Dt	0			The adjusted accrual payment date.
42826	UnderlyingDividendReinvestmentIndicator	Boolean		RnvstmntInd	0			Indicates whether the dividend will be reinvested.
42827	UnderlyingDividendEntitlementEvent	int		EntlmntEvnt	0	42246		Defines the contract event which the receiver of the derivative is entitled to the dividend.
42828	UnderlyingDividendAmountType	int		AmtTyp	0	42247		Indicates how the gross cash dividend amount per share is determined.
42829	UnderlyingDividendUnderlierRefID	String		UndlrRefID	0			References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in a separate instance of the UnderlyingInstrument component.
42830	UnderlyingExtraordinaryDividendPartySide	int		ExtrordSide	0	40798		Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels.
42831	UnderlyingExtraordinaryDividendAmountType	int		ExtrordAmtTyp	0	42247		Indicates how the extraordinary gross cash dividend per share is determined.
42832	UnderlyingExtraordinaryDividendCurrency	Currency		ExtrordCcy	0			The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes.
42833	UnderlyingExtraordinaryDividendDeterminationMethod	String		ExtrordDtrmnMeth	0			Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values.
42834	UnderlyingDividendAccrualFixedRate	Percentage		AcrlFixedRt	0			The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05".
42835	UnderlyingDividendCompoundingMethod	int		CmpndgMeth	0	40747		The compounding method to be used when more than one dividend period contributes to a single payment.
42836	UnderlyingDividendNumOfIndexUnits	int		NumNdxUnits	0			The number of index units applicable to dividends.
42837	UnderlyingDividendCashPercentage	Percentage		CshPctage	0			Declared cash dividend percentage. A value of 5% would be represented as "0.05".
42838	UnderlyingDividendCashEquivalentPercentage	Percentage		CshEqvlntPctage	0			Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05".
42839	UnderlyingNonCashDividendTreatment	int		NonCshTrtmt	0	42258		Defines the treatment of non-cash dividends.
42840	UnderlyingDividendComposition	int		Cmpstn	0	42259		Defines how the composition of dividends is to be determined.
42841	UnderlyingSpecialDividendsIndicator	Boolean		SpeclDividendInd	0			Indicates whether special dividends are applicable.
42842	UnderlyingMaterialDividendsIndicator	Boolean		MtrlDividendInd	0			Indicates whether material non-cash dividends are applicable.
42843	UnderlyingOptionsExchangeDividendsIndicator	Boolean		ExchDividendInd	0			Indicates whether option exchange dividends are applicable.
42844	UnderlyingAdditionalDividendsIndicator	Boolean		AddtnlDividendInd	0			Indicates whether additional dividends are applicable.
42845	UnderlyingAllDividendsIndicator	Boolean		AllDividendInd	0			Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer.
42846	UnderlyingDividendFXTriggerDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42847	UnderlyingDividendFXTriggerDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative FX trigger date offset.
42848	UnderlyingDividendFXTriggerDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative FX trigger date offset.
42849	UnderlyingDividendFXTriggerDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative FX trigger date offset.
42850	UnderlyingDividendFXTriggerDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted FX trigger date.
42851	UnderlyingDividendFXTriggerDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The business day convention used for the FX trigger date adjustment.
42852	UnderlyingDividendFXTriggerDateAdjusted	LocalMktDate		Dt	0			The adjusted FX trigger date.
42853	NoUnderlyingDividendFXTriggerDateBusinessCenters	NumInGroup			1			Number of entries in the UnderlyingDividendFXTriggerDateBusinessCenterGrp.
42854	UnderlyingDividendFXTriggerDateBusinessCenter	String		Ctr	0			The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42855	NoUnderlyingDividendPayments	NumInGroup			1			Number of entries in the repeating group.
42856	UnderlyingDividendPaymentDate	LocalMktDate		Dt	0			Specifies the date that the dividend or coupon payment is due.
42857	UnderlyingDividendPaymentAmount	Amt		Amt	0			The amount of the dividend or coupon payment.
42858	UnderlyingDividendPaymentCurrency	Currency		Ccy	0			Specifies the currency the UnderlyingDividendPaymentAmount(42857) is denominated in. Uses ISO 4217 currency codes.
42859	UnderlyingDividendAccruedInterest	Amt		AcrdInt	0			Accrued interest on the dividend or coupon payment.
42860	UnderlyingDividendPayoutRatio	float		Ratio	0			Specifies the actual dividend payout ratio associated with the equity or bond underlier.
42861	UnderlyingDividendPayoutConditions	String		Conds	0			Specifies the dividend payout conditions that will be applied in the case where the actual ratio is not known, typically because of regulatory or legal uncertainties.
42862	NoUnderlyingDividendPeriods	NumInGroup			1			Number of entries in the UnderlyingDividendPeriodGrp component.
42863	UnderlyingDividendPeriodSequence	int		Seq	0			Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc.
42864	UnderlyingDividendPeriodStartDateUnadjusted	LocalMktDate		StartDtUnadj	0			The unadjusted date on which the dividend period will begin.
42865	UnderlyingDividendPeriodEndDateUnadjusted	LocalMktDate		EndDtUnadj	0			The unadjusted date on which the dividend period will end.
42866	UnderlyingDividendPeriodUnderlierRefID	String		UndlrRefID	0			References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.
42867	UnderlyingDividendPeriodStrikePrice	Price		StrkPx	0			Specifies the fixed strike price of the dividend period.
42868	UnderlyingDividendPeriodBusinessDayConvention	int		BizDayCnvtn	0	40921		The dividend period dates business day convention.
42869	UnderlyingDividendPeriodValuationDateUnadjusted	LocalMktDate		ValDtUnadj	0			The unadjusted dividend period valuation date.
42870	UnderlyingDividendPeriodValuationDateRelativeTo	int		ValDtReltv	0		Reserved1000Plus	Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42871	UnderlyingDividendPeriodValuationDateOffsetPeriod	int		ValDtOfstPeriod	0			Time unit multiplier for the relative dividend period valuation date offset.
42872	UnderlyingDividendPeriodValuationDateOffsetUnit	String		ValDtOfstUnit	0	40760		Time unit associated with the relative dividend period valuation date offset.
42873	UnderlyingDividendPeriodValuationDateOffsetDayType	int		ValDtOfstDayTyp	0	40920		Specifies the day type of the relative dividend period valuation date offset.
42874	UnderlyingDividendPeriodValuationDateAdjusted	LocalMktDate		ValDt	0			The adjusted dividend period valuation date.
42875	UnderlyingDividendPeriodPaymentDateUnadjusted	LocalMktDate		PmtDtUnadj	0			The unadjusted dividend period payment date.
42876	UnderlyingDividendPeriodPaymentDateRelativeTo	int		PmtDtReltv	0		Reserved1000Plus	Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42877	UnderlyingDividendPeriodPaymentDateOffsetPeriod	int		PmtDtOfstPeriod	0			Time unit multiplier for the relative dividend period payment date offset.
42878	UnderlyingDividendPeriodPaymentDateOffsetUnit	String		PmtDtOfstUnit	0	40760		Time unit associated with the relative dividend period payment date offset.
42879	UnderlyingDividendPeriodPaymentDateOffsetDayType	int		PmtDtOfstDayTyp	0	40920		Specifies the day type of the relative dividend period payment date offset.
42880	UnderlyingDividendPeriodPaymentDateAdjusted	LocalMktDate		PmtDt	0			The adjusted dividend period payment date.
42881	UnderlyingDividendPeriodXID	XID		XID	0			Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp.
42882	NoUnderlyingDividendPeriodBusinessCenters	NumInGroup			1			Number of entries in UnderlyingDividendPeriodBusinessCenterGrp.
42883	UnderlyingDividendPeriodBusinessCenter	String		Ctr	0			The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42884	NoUnderlyingExtraordinaryEvents	NumInGroup			1			Number of extraordinary events in the repeating group.
42885	UnderlyingExtraordinaryEventType	String		Typ	0			Identifies the type of extraordinary or disruptive event applicable to UnderlyingExtraordinaryEventType(42885). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values.
42886	UnderlyingExtraordinaryEventValue	String		Val	0			The extraordinary or disruptive event value appropriate to UnderlyingExtraordinaryEventType(42885). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values.
2614	UnderlyingNotional	Amt		Notl	0			Notional value for the equity or bond underlier.
2615	UnderlyingNotionalCurrency	Currency		NotlCcy	0			Specifies the currency denomination of the notional value. Uses ISO 4217 currency codes.
2616	UnderlyingNotionalDeterminationMethod	String		NotlDtrmnMeth	0			Specifies the method of determining the notional amount. See: http://www.fpml.org/coding-scheme/determination-method for values.
2617	UnderlyingNotionalAdjustments	int		NotlAdjmts	0			Specifies the conditions that govern the adjustment to the number of units of the return swap.
2619	UnderlyingNotionalXIDRef	XIDREF		NotlXIDRef	0			Cross reference to another notional amount for duplicating its properties.
2620	UnderlyingFutureID	String		FutID	0			In the case of an index underlier specifies the unique identifier for the referenced futures contract.
2621	UnderlyingFutureIDSource	String		FutIDSrc	0	22		Identifies the source of the UnderlyingFutureID(2620).
2622	UnderlyingStrikeIndexCurvePoint	String		StrkNdxPnt	0			The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 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.
2623	UnderlyingStrikeIndexQuote	int		StrkNdxQte	0	2601		The quote side from which the index price is to be determined.
2624	UnderlyingExtraordinaryEventAdjustmentMethod	int		ExtrordEvntAdjMeth	0	2602		Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
2625	UnderlyingExchangeLookAlike	Boolean		ExchLookAlike	0			For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'.	This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)).
2626	UnderlyingAverageVolumeLimitationPercentage	Amt		AvgLmtPctg	0			The limit of average percentage of individual securities traded in a day or a number of days.
2627	UnderlyingAverageVolumeLimitationPeriodDays	int		AvgLmtDys	0			Specifies the limitation period for average daily trading volume in number of days.
2628	UnderlyingDepositoryReceiptIndicator	Boolean		DpstryRcptInd	0			Indicates whether the underlier is a depository receipt.	A depository receipt is a negotiable certificate issued by a trust company or security depository.
2629	UnderlyingOpenUnits	Qty		OpnUnits	0			The number of units (units of the index or number of securities, par amount of a bond) that constitute the underlier. 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.
2630	UnderlyingBasketDivisor	float		BsktDvsr	0			Specifies 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.
2631	UnderlyingInstrumentXID	XID		XID	0			Identifier for referencing this UnderlyingInstrument from a parent instrument or a convertible instrument.
42887	UnderlyingSettlMethodElectingPartySide	int		SettlMethElctngSide	0	40214		Side value of the party electing the settlement method.
42888	UnderlyingMakeWholeDate	LocalMktDate		Dt	0			The date through which the option cannot be exercised without penalty.
42889	UnderlyingMakeWholeAmount	Amt		Amt	0			Amount to be paid by the buyer of the option if the option is exercised prior to the UnderlyingMakeWholeDate(42888).
42890	UnderlyingMakeWholeBenchmarkCurveName	String		Name	0			Identifies the benchmark floating rate index.
42891	UnderlyingMakeWholeBenchmarkCurvePoint	String		Point	0			The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 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.
42892	UnderlyingMakeWholeRecallSpread	PriceOffset		Spread	0			Spread over the floating rate index.
42893	UnderlyingMakeWholeBenchmarkQuote	int		Qte	0	2601		The quote side of the benchmark to be used for calculating the "make whole" amount.
42894	UnderlyingMakeWholeInterpolationMethod	int		IntrpltnMeth	0	40811		The method used when calculating the "make whole" amount. The most common is linear method.
42895	UnderlyingPaymentStreamCashSettlIndicator	Boolean		CshSettlInd	0			Indicates whether cash settlement is applicable.
42896	UnderlyingPaymentStreamCompoundingXIDRef	XIDREF		CmpndgXIDRef	0			Reference to the stream which details the compounding fixed or floating rate.
42897	UnderlyingPaymentStreamCompoundingSpread	PriceOffset		CmpndgSpread	0			The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread.
42898	UnderlyingPaymentStreamInterpolationMethod	int		IntrpltnMeth	0	40811		The method used when calculating the index rate from multiple points on the curve. The most common is linear method.
42899	UnderlyingPaymentStreamInterpolationPeriod	int		IntrpltnPeriod	0	42604		Defines applicable periods for interpolation.
42900	UnderlyingPaymentStreamCompoundingFixedRate	float		CmpndgFixedRt	0			The compounding fixed rate applicable to the payment stream.
42901	NoUnderlyingPaymentStreamCompoundingDates	NumInGroup			1			Number of dates in the repeating group.
42902	UnderlyingPaymentStreamCompoundingDate	LocalMktDate		Dt	0			The compounding date. Type of date is specified in UnderlyingPaymentStreamCompoundingDateType(42903).
42903	UnderlyingPaymentStreamCompoundingDateType	int		Typ	0	40827		Specifies the type of payment compounding date (e.g. adjusted for holidays).
42904	UnderlyingPaymentStreamCompoundingDatesBusinessDayConvention	int		BizDayCnvtn	0	40921		The compounding dates business day convention.
42905	UnderlyingPaymentStreamCompoundingDatesRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42906	UnderlyingPaymentStreamCompoundingDatesOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative compounding date offset.
42907	UnderlyingPaymentStreamCompoundingDatesOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative compounding date offset.
42908	UnderlyingPaymentStreamCompoundingDatesOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative compounding date offset.
42909	UnderlyingPaymentStreamCompoundingPeriodSkip	int		Skip	0			The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1.
42910	UnderlyingPaymentStreamCompoundingFrequencyPeriod	int		FreqPeriod	0			Time unit multiplier for the frequency at which compounding dates occur.
42911	UnderlyingPaymentStreamCompoundingFrequencyUnit	String		FreqUnit	0	1949		Time unit associated with the frequency at which compounding dates occur.
42912	UnderlyingPaymentStreamCompoundingRollConvention	String		Roll	0	40922		The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency.
42913	UnderlyingPaymentStreamBoundsFirstDateUnadjusted	LocalMktDate		FirstDtUnadj	0			The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative.
42914	UnderlyingPaymentStreamBoundsLastDateUnadjusted	LocalMktDate		LastDtUnadj	0			The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative.
42915	NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
42916	UnderlyingPaymentStreamCompoundingDatesBusinessCenter	String		Ctr	0			The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42917	UnderlyingPaymentStreamCompoundingEndDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted compounding end date.
42918	UnderlyingPaymentStreamCompoundingEndDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42919	UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative compounding end date offset.
42920	UnderlyingPaymentStreamCompoundingEndDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative compounding end date offset.
42921	UnderlyingPaymentStreamCompoundingEndDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative compounding end date offset.
42922	UnderlyingPaymentStreamCompoundingEndDateAdjusted	LocalMktDate		Dt	0			The adjusted compounding end date.
42923	UnderlyingPaymentStreamCompoundingRateIndex	String		Ndx	0			The payment stream's compounding floating rate index.
42924	UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod	int		NdxPeriod	0			Time unit multiplier for the payment stream's compounding floating rate index curve period.
42925	UnderlyingPaymentStreamCompoundingRateIndexCurveUnit	String		NdxUnit	0	40791		Time unit associated with the payment stream's compounding floating rate index curve period.
42926	UnderlyingPaymentStreamCompoundingRateMultiplier	float		RtMult	0			A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
42927	UnderlyingPaymentStreamCompoundingRateSpread	PriceOffset		Spread	0			The basis points spread from the index specified in UnderlyingPaymentStreamCompoundingRateIndex(42923).
42928	UnderlyingPaymentStreamCompoundingRateSpreadPositionType	int		SpreadPosTyp	0	40795		Identifies whether the rate spread is applied to a long or short position.
42929	UnderlyingPaymentStreamCompoundingRateTreatment	int		RtTrtmt	0	40796		Specifies the yield calculation treatment for the index.
42930	UnderlyingPaymentStreamCompoundingCapRate	Percentage		CapRt	0			The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05".
42931	UnderlyingPaymentStreamCompoundingCapRateBuySide	int		CapRtBuy	0	40798		Reference to the buyer of the compounding cap rate option through its trade side.
42932	UnderlyingPaymentStreamCompoundingCapRateSellSide	int		CapRtSell	0	40798		Reference to the seller of the compounding cap rate option through its trade side.
42933	UnderlyingPaymentStreamCompoundingFloorRate	Percentage		FlrRt	0			The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05".
42934	UnderlyingPaymentStreamCompoundingFloorRateBuySide	int		FlrRtBuy	0	40801		Reference to the buyer of the compounding floor rate option through its trade side.
42935	UnderlyingPaymentStreamCompoundingFloorRateSellSide	int		FlrRtSell	0	40801		Reference to the seller of the floor rate option through its trade side.
42936	UnderlyingPaymentStreamCompoundingInitialRate	Percentage		InitRt	0			The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05".
42937	UnderlyingPaymentStreamCompoundingFinalRateRoundingDirection	char		FnlRtRndDirctn	0	468		Specifies the rounding direction for the compounding floating rate.
42938	UnderlyingPaymentStreamCompoundingFinalRatePrecision	int		FnlRtPrcsn	0			Specifies the compounding floating rate 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.
42939	UnderlyingPaymentStreamCompoundingAveragingMethod	int		AvgngMeth	0	40806		Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted).
42940	UnderlyingPaymentStreamCompoundingNegativeRateTreatment	int		NegtvRtTrtmt	0	40807		Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
42941	UnderlyingPaymentStreamCompoundingStartDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted compounding start date.
42942	UnderlyingPaymentStreamCompoundingStartDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42943	UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative compounding start date offset.
42944	UnderlyingPaymentStreamCompoundingStartDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative compounding start date offset.
42945	UnderlyingPaymentStreamCompoundingStartDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative compounding start date offset.
42946	UnderlyingPaymentStreamCompoundingStartDateAdjusted	LocalMktDate		Dt	0			The adjusted compounding start date.
42947	UnderlyingPaymentStreamFormulaImageLength	Length	42948	FrmlaImgLen	0			Length in bytes of the UnderlyingPaymentStreamFormulaImage(42948) field.
42948	UnderlyingPaymentStreamFormulaImage	data		FrmlaImg	0			Image of the formula image when represented through an encoded clip in base64Binary.
42949	UnderlyingPaymentStreamFinalPricePaymentDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted final price payment date.
42950	UnderlyingPaymentStreamFinalPricePaymentDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42951	UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative final price payment date offset.
42952	UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative final price payment date offset.
42953	UnderlyingPaymentStreamFinalPricePaymentDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative final price payment date offset.
42954	UnderlyingPaymentStreamFinalPricePaymentDateAdjusted	LocalMktDate		Dt	0			The adjusted final price payment date.
42955	NoUnderlyingPaymentStreamFixingDates	NumInGroup			1			Number of fixing dates in the repeating group.
42956	UnderlyingPaymentStreamFixingDate	LocalMktDate		Dt	0			The fixing date. Type of date is specified in UnderlyingPaymentStreamFixingDateType(42957).
42957	UnderlyingPaymentStreamFixingDateType	int		Typ	0	40827		Specifies the type of fixing date (e.g. adjusted for holidays).
42958	UnderlyingPaymentStreamFirstObservationDateUnadjusted	LocalMktDate		FirstObsvtnDtUnadj	0			The unadjusted initial price observation date.
42959	UnderlyingPaymentStreamFirstObservationDateRelativeTo	int		FirstObsvtnReltv	0		Reserved1000Plus	Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42960	UnderlyingPaymentStreamFirstObservationDateOffsetDayType	int		FirstObsvtnOfstDayTyp	0	40920		Specifies the day type of the initial price observation date offset.
42961	UnderlyingPaymentStreamFirstObservationDateAdjusted	LocalMktDate		FirstObsvtnDt	0			The adjusted initial price observation date.
42962	UnderlyingPaymentStreamUnderlierRefID	String		UndlrRefID	0			References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.
42963	UnderlyingReturnRateNotionalReset	Boolean		RtnRtNotlReset	0			Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not.
42964	UnderlyingPaymentStreamLinkInitialLevel	Price		LinkInitLvl	0			Price level at which the correlation or variance swap contract will strike.
42965	UnderlyingPaymentStreamLinkClosingLevelIndicator	Boolean		LinkClsngLvl	0			Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not.
42966	UnderlyingPaymentStreamLinkExpiringLevelIndicator	Boolean		LinkExpngLvl	0			Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not.
42967	UnderlyingPaymentStreamLinkEstimatedTradingDays	int		LinkEstTrdgDays	0			The expected number of trading days in the variance or correlation swap stream.
42968	UnderlyingPaymentStreamLinkStrikePrice	Price		LinkStrkPx	0			The strike price of a correlation or variance swap stream.
42969	UnderlyingPaymentStreamLinkStrikePriceType	int		LinkStrkPxTyp	0	42674		For a variance swap specifies how UnderlyingPaymentStreamLinkStrikePrice(42968) is expressed.
42970	UnderlyingPaymentStreamLinkMaximumBoundary	float		LinkMaxBndry	0			Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price.
42971	UnderlyingPaymentStreamLinkMinimumBoundary	float		LinkMinBndry	0			Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price.
42972	UnderlyingPaymentStreamLinkNumberOfDataSeries	int		LinkNumDataSeries	0			Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion.
42973	UnderlyingPaymentStreamVarianceUnadjustedCap	float		VarncCap	0			Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable.
42974	UnderlyingPaymentStreamRealizedVarianceMethod	int		RlzdVarncMeth	0	42679		Indicates which price to use to satisfy the boundary condition.
42975	UnderlyingPaymentStreamDaysAdjustmentIndicator	Boolean		DaysAdjmt	0			Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility.
42976	UnderlyingPaymentStreamNearestExchangeContractRefID	String		ExchCtrctRefID	0			References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.
42977	UnderlyingPaymentStreamVegaNotionalAmount	float		VegaNotlAmt	0			Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade.
42978	UnderlyingPaymentStreamFormulaCurrency	Currency		Ccy	0			The currency in which the formula amount is denominated. Uses ISO 4217 currency codes.
42979	UnderlyingPaymentStreamFormulaCurrencyDeterminationMethod	String		CcyDtrmnMeth	0			Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values.
42980	UnderlyingPaymentStreamFormulaReferenceAmount	int		RefAmt	0			Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts.
42981	NoUnderlyingPaymentStreamFormulas	NumInGroup			1			Number of formulas in the repeating group.
42982	UnderlyingPaymentStreamFormula	XMLData			1			Contains an XML representation of the formula. Defined for flexibility in choice of language (MathML, OpenMath or text).
42983	UnderlyingPaymentStreamFormulaDesc	String		Desc	0			A description of the math formula in UnderlyingPaymentStreamFormula(42982).
42984	UnderlyingPaymentStubEndDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted stub end date.
42985	UnderlyingPaymentStubEndDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The stub end date business day convention.
42986	UnderlyingPaymentStubEndDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42987	UnderlyingPaymentStubEndDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative stub end date offset.
42988	UnderlyingPaymentStubEndDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative stub end date offset.
42989	UnderlyingPaymentStubEndDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative stub end date offset.
42990	UnderlyingPaymentStubEndDateAdjusted	LocalMktDate		Dt	0			The adjusted stub end date.
42991	NoUnderlyingPaymentStubEndDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
42992	UnderlyingPaymentStubEndDateBusinessCenter	String		Ctr	0			The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
42993	UnderlyingPaymentStubStartDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted stub start date.
42994	UnderlyingPaymentStubStartDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The stub start date business day convention.
42995	UnderlyingPaymentStubStartDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
42996	UnderlyingPaymentStubStartDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative stub start date offset.
42997	UnderlyingPaymentStubStartDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative stub start date offset.
42998	UnderlyingPaymentStubStartDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative stub start date offset.
42999	UnderlyingPaymentStubStartDateAdjusted	LocalMktDate		Dt	0			The adjusted stub start date.
43000	NoUnderlyingPaymentStubStartDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
43001	UnderlyingPaymentStubStartDateBusinessCenter	String		Ctr	0			The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
43002	UnderlyingProvisionBreakFeeElection	int		BrkFeeElctn	0	42707		Type of fee elected for the break provision.
43003	UnderlyingProvisionBreakFeeRate	Percentage		BrkFeeRt	0			Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05".
43004	UnderlyingRateSpreadInitialValue	float		InitVal	0			Specifies the initial rate spread for a basket underlier.
43005	NoUnderlyingRateSpreadSteps	NumInGroup			1			Number of entries in the repeating group.
43006	UnderlyingRateSpreadStepDate	LocalMktDate		Dt	0			The date that the rate spread step takes affect.
43007	UnderlyingRateSpreadStepValue	float		Val	0			The the value of the new rate spread as of the UnderlyingRateSpreadStepDate(43006).
43008	NoUnderlyingReturnRateDates	NumInGroup			1			Number of iterations in the return rate date repeating group.
43009	UnderlyingReturnRateDateMode	int		Mode	0	42710		Specifies the valuation type applicable to the return rate date.
43010	UnderlyingReturnRateValuationDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
43011	UnderlyingReturnRateValuationDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative return rate valuation date offset.
43012	UnderlyingReturnRateValuationDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative return rate valuation date offset.
43013	UnderlyingReturnRateValuationDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative return rate valuation date offset.
43014	UnderlyingReturnRateValuationStartDateUnadjusted	LocalMktDate		StartDtUnadj	0			The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.
43015	UnderlyingReturnRateValuationStartDateRelativeTo	int		StartDtReltv	0		Reserved1000Plus	Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
43016	UnderlyingReturnRateValuationStartDateOffsetPeriod	int		StartDtOfstPeriod	0			Time unit multiplier for the relative return rate valuation start date offset.
43017	UnderlyingReturnRateValuationStartDateOffsetUnit	String		StartDtOfstUnit	0	40760		Time unit associated with the relative return rate valuation start date offset.
43018	UnderlyingReturnRateValuationStartDateOffsetDayType	int		StartDtOfstDayTyp	0	40920		Specifies the day type of the relative return rate valuation start date offset.
43019	UnderlyingReturnRateValuationStartDateAdjusted	LocalMktDate		StartDt	0			The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.
43020	UnderlyingReturnRateValuationEndDateUnadjusted	LocalMktDate		EndDtUnadj	0			The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.
43021	UnderlyingReturnRateValuationEndDateRelativeTo	int		EndDtReltv	0		Reserved1000Plus	Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
43022	UnderlyingReturnRateValuationEndDateOffsetPeriod	int		EndDtOfstPeriod	0			Time unit multiplier for the relative return rate valuation end date offset.
43023	UnderlyingReturnRateValuationEndDateOffsetUnit	String		EndDtOfstUnit	0	40760		Time unit associated with the relative return rate valuation end date offset.
43024	UnderlyingReturnRateValuationEndDateOffsetDayType	int		EndDtOfstDayTyp	0	40920		Specifies the day type of the relative return rate valuation end date offset.
43025	UnderlyingReturnRateValuationEndDateAdjusted	LocalMktDate		EndDt	0			The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.
43026	UnderlyingReturnRateValuationFrequencyPeriod	int		FreqPeriod	0			Time unit multiplier for the frequency at which return rate valuation dates occur.
43027	UnderlyingReturnRateValuationFrequencyUnit	String		FreqUnit	0	1949		Time unit associated with the frequency at which return rate valuation dates occur.
43028	UnderlyingReturnRateValuationFrequencyRollConvention	String		Roll	0	40922		The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency.
43029	UnderlyingReturnRateValuationDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The return rate valuation dates business day convention.
43030	NoUnderlyingReturnRateFXConversions	NumInGroup			1			Number of iterations in the return rate FX conversion repeating group.
43031	UnderlyingReturnRateFXCurrencySymbol	String		CcySym	0			Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes.
43032	UnderlyingReturnRateFXRate	float		FxRt	0			The rate of exchange between the two currencies specified in UnderlyingReturnRateFXCurrencySymbol(43031).
43033	UnderlyingReturnRateFXRateCalc	char		FxRtCalc	0	156		Specifies whether UnderlyingReturnRateFXRate(43032) should be multiplied or divided.
43034	NoUnderlyingReturnRates	NumInGroup			1			Number of iterations in the return rate repeating group.
43035	UnderlyingReturnRatePriceSequence	int		PxSeq	0	42736		Specifies the type of price sequence of the return rate.
43036	UnderlyingReturnRateCommissionBasis	char		CommBasis	0	13		Specifies the basis or unit used to calculate the commission.
43037	UnderlyingReturnRateCommissionAmount	Amt		CommAmt	0			The commission amount.
43038	UnderlyingReturnRateCommissionCurrency	Currency		CommCcy	0			Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes.
43039	UnderlyingReturnRateTotalCommissionPerTrade	Amt		TotCommPerTrd	0			The total commission per trade.
43040	UnderlyingReturnRateDeterminationMethod	String		DtrmnMeth	0			Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values.
43041	UnderlyingReturnRateAmountRelativeTo	int		AmtReltv	0			Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts.
43042	UnderlyingReturnRateQuoteMeasureType	String		QteTyp	0			Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values.
43043	UnderlyingReturnRateQuoteUnits	String		QteUnit	0			Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values.
43044	UnderlyingReturnRateQuoteMethod	int		QteMeth	0	40027		Specifies the type of quote used to determine the return rate of the swap.
43045	UnderlyingReturnRateQuoteCurrency	Currency		QteCcy	0			Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code.
43046	UnderlyingReturnRateQuoteCurrencyType	String		QteCcyTyp	0			Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values.
43047	UnderlyingReturnRateQuoteTimeType	int		QteTmTyp	0	42748		Specifies how or the timing when the quote is to be obtained.
43048	UnderlyingReturnRateQuoteTime	LocalMktDate		QteTm	0			The time when the quote is to be generated.
43049	UnderlyingReturnRateQuoteDate	LocalMktDate		QteDt	0			The date when the quote is to be generated.
43050	UnderlyingReturnRateQuoteExpirationTime	LocalMktTime		QteExpTm	0			The time when the quote ceases to be valid.
43051	UnderlyingReturnRateQuoteBusinessCenter	String		QteBizCtr	0			The business center calendar used for adjustments associated with UnderlyingReturnRateQuoteTimeType(43047) or UnderlyingReturnRateQuoteTime(43048) and UnderlyingReturnRateQuoteDate(43049), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
43052	UnderlyingReturnRateQuoteExchange	Exchange		QteExch	0			Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained.
43053	UnderlyingReturnRateQuotePricingModel	String		QteModel	0			Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values.
43054	UnderlyingReturnRateCashFlowType	String		CshFlow	0			Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values.
43055	UnderlyingReturnRateValuationTimeType	int		ValTmTyp	0	42748		Specifies the timing at which the calculation agent values the underlying.
43056	UnderlyingReturnRateValuationTime	LocalMktTime		ValTm	0			The time at which the calculation agent values the underlying asset.
43057	UnderlyingReturnRateValuationTimeBusinessCenter	String		ValTmBizCtr	0			The business center calendar used for adjustments associated with UnderlyingReturnRateValuationTimeType(43055) or UnderlyingReturnRateValuationTime(43056) , e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
43058	UnderlyingReturnRateValuationPriceOption	int		ValPxOpt	0	42759		Indicates whether an ISDA price option applies, and if applicable which type of price.
43059	UnderlyingReturnRateFinalPriceFallback	int		FnlPxFallbck	0	2599		Specifies the fallback provision for the hedging party in the determination of the final price.
43060	NoUnderlyingReturnRateInformationSources	NumInGroup			1			Number of iterations in the return rate information source repeating group.
43061	UnderlyingReturnRateInformationSource	int		RtSrc	0	1446		Identifies the source of rate information. For FX the references source to be used for the FX spot rate.
43062	UnderlyingReturnRateReferencePage	String		RefPg	0			Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When UnderlyingReturnRateInformationSource(43061) = 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
43063	UnderlyingReturnRateReferencePageHeading	String		RefHdng	0			Identifies the page heading from the rate source.
43064	NoUnderlyingReturnRatePrices	NumInGroup			1			Number of iterations in the return rate price repeating group.
43065	UnderlyingReturnRatePriceBasis	int		PxBasis	0	42766		The basis of the return price.
43066	UnderlyingReturnRatePrice	Price		Px	0			Specifies the price of the underlying swap asset.
43067	UnderlyingReturnRatePriceCurrency	Currency		Ccy	0			Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes.
43068	UnderlyingReturnRatePriceType	int		PxTyp	0	42769		Specifies whether the UnderlyingReturnRatePrice(43066) is expressed in absolute or relative terms.
43069	NoUnderlyingReturnRateValuationDateBusinessCenters	NumInGroup			1			Number of iterations in the return rate valuation date business center repeating group.
43070	UnderlyingReturnRateValuationDateBusinessCenter	String		Ctr	0			The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
43071	NoUnderlyingReturnRateValuationDates	NumInGroup			1			Number of iterations in the return rate valuation date repeating group.
43072	UnderlyingReturnRateValuationDate	LocalMktDate		Dt	0			The return rate valuation date. Type of date is specified in UnderlyingReturnRateValuationDateType(43073).
43073	UnderlyingReturnRateValuationDateType	int		Typ	0	40827		Specifies the type of return rate valuation date (e.g. adjusted for holidays).
43074	NoUnderlyingSettlMethodElectionDateBusinessCenters	NumInGroup			1			Number of business centers in the repeating group.
43075	UnderlyingSettlMethodElectionDateBusinessCenter	String		Ctr	0			The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
43076	UnderlyingSettlMethodElectionDateUnadjusted	LocalMktDate		DtUnadj	0			The unadjusted settlement method election date.
43077	UnderlyingSettlMethodElectionDateBusinessDayConvention	int		BizDayCnvtn	0	40921		The settlement method election date adjustment business day convention.
43078	UnderlyingSettlMethodElectionDateRelativeTo	int		Reltv	0		Reserved1000Plus	Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.
43079	UnderlyingSettlMethodElectionDateOffsetPeriod	int		OfstPeriod	0			Time unit multiplier for the relative settlement method election date offset.
43080	UnderlyingSettlMethodElectionDateOffsetUnit	String		OfstUnit	0	40760		Time unit associated with the relative settlement method election date offset.
43081	UnderlyingSettlMethodElectionDateOffsetDayType	int		OfstDayTyp	0	40920		Specifies the day type of the relative settlement method election date offset.
43082	UnderlyingSettlMethodElectionDateAdjusted	LocalMktDate		Dt	0			The adjusted settlement method election date.
43083	UnderlyingStreamVersion	String		Ver	0			The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes.
43084	UnderlyingStreamVersionEffectiveDate	LocalMktDate		VerEfctvDt	0			The effective date of the UnderlyingStreamVersion(43083).
43085	UnderlyingStreamNotionalDeterminationMethod	String		NotlDtrmnMeth	0			Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values.
43086	UnderlyingStreamNotionalAdjustments	int		NotlAdjmts	0	42787		For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap.

Enumerations

Updated Enumerations

Tag	Value	SymbolicName	Group	Description
751	1	InvalidPartyInformation		Invalid party information
803	47			Financial entity
1674	3		For PartyRole(452) = 4 (Clearing Firm)	General clearing member
1674	4		For PartyRole(452) = 4 (Clearing Firm)	Individual clearing member
1674	0		For PartyRole(452) = 1 (Executing Firm)
1674	1		For PartyRole(452) = 1 (Executing Firm)
1674	2		For PartyRole(452) = 1 (Executing Firm)	Riskless principal
1805	0	AutomatedAuctionPermitted
2115	2			The spot price for the reference or benchmark security is to be negotiated via phone or voice.

Enumerations Deleted

Tag	Value
40910	0
40910	1
40910	2
40910	3
40910	4
40910	5
40910	6
40910	7
40910	8
40910	9
41021	0
41021	1
41021	2
41156	0
41156	1
41156	2

Enumerations Added

Tag	Value	SymbolicName	Group	Sort	Description	Elaboration
13	7	BasisPoints		7	Basis points	The commission is expressed in basis points in reference to the gross price of the reference asset.
167	BDBSKT	BondBasket	Derivatives	20	Bond basket
167	CFD	ContractForDifference	Derivatives	21	Contract for difference
167	CRLTNSWAP	CorrelationSwap	Derivatives	22	Correlation swap
167	DVDNDSWAP	DiviendSwap	Derivatives	23	Dividend swap
167	EQBSKT	EquityBasket	Derivatives	24	Equity basket
167	EQFWD	EquityForward	Derivatives	25	Equity forward
167	RTRNSWAP	ReturnSwap	Derivatives	26	Return swap
167	VARSWAP	VarianceSwap	Derivatives	27	Variance swap
233	MULTEXCHFLLBCK	MULTEXCHFLLBCK		56	Multiple exchange fallback (Y/N)	For an index option transaction, indicates whether a relevant "Multiple Exchange Index Annex" is applicable (Y) to the transaction or not (N). This annex defines additional provisions which are applicable where an index is comprised of component securities that are traded on multiple exchanges.
233	COMPSECFLLBCK	COMPSECFLLBCK		57	Component security fallback (Y/N)	For an index option transaction, indicates whether a relevant "Component Security Index Annex" is applicable (Y) to the transaction or not (N).
233	LOCLJRSDCTN	LOCLJRSDCTN		58	Local jurisdiction (Y/N)	"Local Jurisdiction" is used in the AEJ Master Confirmation to determine applicability (Y), or not (N), of local taxes (including taxes, duties, and similar charges) imposed by the taxing authority of the local jurisdiction.
233	RELVJRSDCTN	RELVJRSDCTN		59	Relevant jurisdiction (Y/N)	"Relevant Jurisdiction" is used in the AEJ Master Confirmation to determine applicability (Y), or not (N), of local taxes (including taxes, duties and similar charges) that would be imposed by the taxing authority of the "country of underlier" on a "hypothetical broker dealer" assuming that the applicable hedge positions are held by its office in the Relevant Jurisdiction.
423	25	PercentageNotional		25	Percentage of notional
1484	22	EquityValuation		22	Equity valuation
1484	23	DividendValuation		23	Dividend valuation
1489	4	Close		4	Close	Official closing time of the exchange on valuation date.
1489	5	Open		5	Open	Official opening time of the exchange on valuation date.
1489	6	OfficialSettlPrice		6	Official settlement price	Official settlement price determination time.
1489	7	DerivativesClose		7	Derivatives close	Official closing time of the derivatives exchange.
1489	8	AsSpecifiedMasterConfirmation		8	As specified in Master Confirmation
1674	13	RelatedExchange	For PartyRole(452) = 22 (Exchange)	13	Related exchange
1674	14	OptionsExchange	For PartyRole(452) = 22 (Exchange)	14	Options exchange
1674	15	SpecifiedExchange	For PartyRole(452) = 22 (Exchange)	15	Specified exchange
1674	16	ConstituentExchange	For PartyRole(452) = 22 (Exchange)	16	Constituent exchange
2599	0	Close		0	Close	In respect of the "early final valuation date", the provisions for "future present value close" shall apply.
2599	1	HedgeElection		1	Hedge election	In respect of the "early final valuation date", the provisions for "future present value hedge execution" shall apply.
2601	0	Bid		0	Bid
2601	1	Mid		1	Mid
2601	2	Offer		2	Offer
2602	0	CalculationAgent		0	Calculation agent	The Calculation Agent has the right to adjust the terms of the trade following a corporate action.
2602	1	OptionsExchange		1	Options exchange	The trade will be adjusted in accordance with any adjustment made by the exchange on which options on the underlying are listed.
2617	0	Execution		0	Execution	The adjustments to the number of units are governed by an execution clause.
2617	1	PortfolioRebalancing		1	Portfolio rebalancing	The adjustments to the number of units are governed by a portfolio rebalancing clause.
2617	2	Standard		2	Standrd	The adjustments to the number of units are not governed by any specific clause.
40091	4	MutualEarlyTermination		4	Mutual early termination
40738	3	Dividend		3	Dividend
40738	4	Interest		4	Interest
40738	5	DividendReturn		5	Dividend return
40738	6	PriceReturn		6	Price return
40738	7	TotalReturn		7	Total return
40738	8	Variance		8	Variance
40738	9	Correlation		9	Correlation
40829	16	DividendAccrualRateMultiplier		16	Dividend accrual rate multiplier
40829	17	DividendAccrualRateSpread		17	Dividend accrual rate spread
40829	18	DividendAccrualCapRate		18	Dividend accrual cap rate
40829	19	DividendAccrualFloorRate		19	Dividend accrual floor rate
40829	20	CompoundingRateMultiplier		20	Compounding rate multiplier
40829	21	CompoundingRateSpread		21	Compounding rate spread
40829	22	CompoundingCapRate		22	Compounding cap rate
40829	23	CompoundingFloorRate		23	Compounding floor rate
40873	2	CompoundingInitial		2	Compounding initial
40873	3	CompoundingFinal		3	Compounding final
42217	0	Close		0	Close	Official closing price.
42217	1	Hedge		1	Hedge	Determined by the hedging party.
42246	0	ExDate		0	Ex-date	Dividend entitlement is on the dividend ex-date.
42246	1	RecordDate		1	Record date	Dividend entitlement is on the dividend record date.
42247	0	RecordAmount		0	Record amount	100% of the gross cash dividend per share paid over record date during relevant dividend period.
42247	1	ExAmount		1	Ex amount	100% of gross cash dividend per share paid after the ex-dividend date during relevant dividend period.
42247	2	PaidAmount		2	Paid amount	100% of gross cash dividend per share paid during relevant dividend period.
42247	3	PerMasterConfirm		3	As specified in master confirmation	The amount is determined as provided in the relevant master confirmation.
42258	0	PotentialAdjustment		0	Potential adjustment event	The treatment of any non-cash dividend shall be determined in accordance with the potential adjustment event provisions.
42258	1	CashEquivalent		1	Cash equivalent	Any non-cash dividend shall be treated as a declared cash equivalent dividend.
42259	0	EquityAmountReceiver		0	Equity amount receiver election	The equity amount receiver determines the composition of dividends (subject to conditions).
42259	1	CalculationAgent		1	Calculation agent election	The calculation agent determines the composition of dividends (subject to conditions).
42604	0	Initial		0	Initial	Interpolation is applicable to the initial period only.
42604	1	InitialAndFinal		1	Initial and final	Interpolation is applicable to the initial and final periods only.
42604	2	Final		2	Final	Interpolation is applicable to the final period only.
42604	3	AnyPeriod		3	Any period	Interpolation is applicable to any non-standard period.
42674	0	Volatility		0	Volatility
42674	1	Variance		1	Variance
42679	0	Previous		0	Previous	For a return on day T, the observed price on T-1 must be in range.
42679	1	Last		1	Last	For a return on day T, the observed price on T must be in range.
42679	2	Both		2	Both	For a return on day T, the observed prices on both T and T-1 must be in range.
42707	0	FlatFee		0	Flat fee
42707	1	AmortizedFee		1	Amortized fee
42707	2	FundingFee		2	Funding fee
42707	3	FlatAndFundingFee		3	Flat fee and funding fee
42707	4	AmortizedAndFundingFee		4	Amortized fee and funding fee
42710	0	PriceValuation		0	Price valuation
42710	1	DividendValuation		1	Dividend valuation
42736	0	Initial		0	Initial
42736	1	Interim		1	Interim
42736	2	Final		2	Final
42748	0	Open		0	Open	The official opening time of the exchange on valuation date.
42748	1	OfficialSettlPx		1	Official settlement price time	The time at which the official settlement price is determined.
42748	2	Xetra		2	XETRA	The time at which the official settlement price (following the auction by the exchange) is determined by the exchange.
42748	3	Close		3	Close	The official closing time of the exchange on valuation date.
42748	4	DerivativesClose		4	Derivatives close	The official closing time for derivative trading of the exchange on valuation date.
42748	5	High		5	High	The high price for the day.
42748	6	Low		6	Low	The low price for the day.
42748	7	AsSpecifiedInMasterConfirmation		7	As specified in the master confirmation
42759	0	None		0	None (the default)
42759	1	FuturesPrice		1	Futures price	The official settlement price as announced by the related futures exchange is applicable.
42759	2	OptionsPrice		2	Options price	The official settlement price as announced by the related options exchange is applicable.
42766	0	Gross		0	Gross
42766	1	Net		1	Net
42766	2	Accrued		2	Accrued
42766	3	CleanNet		3	Clean net
42769	0	AbsoluteTerms		0	Absolute terms
42769	1	PercentageOfNotional		1	Percentage of notional
42787	0	Execution		0	Execution	The adjustments to the number of units are governed by an execution clause.
42787	1	PortfolioRebalancing		1	Portfolio rebalancing	The adjustments to the number of units are governed by a portfolio rebalancing clause.
42787	2	Standard		2	Standard	The adjustments to the number of units are not governed by any specific clause.

Components

Components Changed

ComponentID	ComponentType	Description	Elaboration
2145	BlockRepeating	The ComplexEvent Group is a repeating block which allows specifying an unlimited number and types of advanced events, such as observation and pricing over the lifetime of an option, futures, commodities or equity swap contract. Use EvntGrp to specify more straightforward events.
2189	BlockRepeating
2070	BlockRepeating	The EvntGrp is a repeating subcomponent of the Instrument component used to specify straightforward events associated with the instrument. Examples include put and call dates for bonds and options; first exercise date for options; inventory and delivery dates for commodities; start, end and roll dates for swaps. Use ComplexEvents for more advanced dates such as option, futures, commodities and equity swap observation and pricing events.
2227		The UnderlyingEvntGrp is a repeating subcomponent of the UnderlyingInstrument component used to specify straightforward events associated with the instrument. Examples include put and call dates for bonds and options; first exercise date for options; inventory and delivery dates for commodities; start, end and roll dates for swaps. Use UnderlyingComplexEvents for more advanced dates such as option, futures, commodities and equity swap observation and pricing events.
2228		The UnderlyingComplexEvent Group is a repeating block which allows specifying an unlimited number and types of advanced events, such as observation and pricing in over the lifetime of an option, futures, commodities or equity swap contract. Use UnderlyingEvntGrp to specify more straightforward events.
2231		The LegEvntGrp is a repeating subcomponent of the InstrumentLeg component used to specify straightforward events associated with the instrument. Examples include put and call dates for bonds and options; first exercise date for options; inventory and delivery dates for commodities; start, end and roll dates for swaps. Use LegComplexEvents for more advanced dates such as option, futures, commodities and equity swap observation and pricing events.
2236		The LegComplexEvent Group is a repeating block which allows specifying an unlimited number and types of advanced events, such as observation and pricing over the lifetime of an option, futures, commodities or equity swap contract. Use LegEvntGrp to specify more straightforward events.
4017	Block
4036			For equity return swaps this component is used to specify the interim price payment dates and the LegPaymentStreamFinalPricePaymentDate component is used to specify the final price payment date.
4052	Block
4060			For equity return swaps this component is used to specify the interim price payment dates and the UnderlyingPaymentStreamFinalPricePaymentDate component is used to specify the final price payment date.
4071			For equity return swaps this component is used to specify the interim price payment dates and the PaymentStreamFinalPricePaymentDate component is used to specify the final price payment date.
4229	Block
4298	Block

Components Added

ComponentID	ComponentType	CategoryID	Name	AbbrName	Description	Elaboration
4318	Block	Common	CashSettlDate	SettlDt	The CashSettlDate component is a subcomponent within the CashSettlTermGrp component used to report the cash settlement date defined in the settlement provision.
4319	BlockRepeating	Common	CashSettlDateBusinessCenterGrp	BizCtr	CashSettlDateBusinessCenterGrp is a repeating subcomponent within the CashSettlDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component within the Instrument component.
4320	Block	Common	DividendAccrualFloatingRate	AcrlFloat	The DividendAccrualFloatingRate component is a subcomponent of DividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions.
4321	BlockRepeating	Common	DividendAccrualPaymentDateBusinessCenterGrp	BizCtr	DividendAccrualPaymentDateBusinessCenterGrp is a repeating subcomponent within the DividendAccrualPaymentDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.
4322	Block	Common	DividendAccrualPaymentDate	AcrlPmtDt	The DividendAccrualPaymentDate component is a subcomponent of DividendConditions used to report the dividend accrual payment date.
4323	Block	Common	DividendConditions	DividendConds	The DividendConditions component is a subcomponent of PaymentStream used to specify the conditions' valuations and dates governing the payment of dividends.
4324	Block	Common	DividendFXTriggerDate	FXTrgrDt	The DividendFXTriggerDate component is a subcomponent of DividendConditions used to report the dividend date when a foreign exchange trade is triggered.
4325	BlockRepeating	Common	DividendFXTriggerDateBusinessCenterGrp	BizCtr	DividendFXTriggerDateBusinessCenterGrp is a repeating subcomponent within the DividendFXTriggerDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.
4326	BlockRepeating	Common	DividendPeriodGrp	Period	DividendPeriodGrp is a repeating subcomponent within the DividendConditions component. It is used to specify the valuation and payments dates of the dividend leg of a dividend swap.
4425	BlockRepeating	Common	DividendPeriodBusinessCenterGrp	BizCtr	DividendPeriodBusinessCenterGrp is a repeating subcomponent within the DividendPeriodGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment.
4327	BlockRepeating	Common	ExtraordinaryEventGrp	ExtrordEvnt	The ExtraordinaryEventGrp is a repeating component within the Instrument component. It is used to report extraordinary and disruptive events applicable to the reference entity that affects the contract.
4328	Block	Common	LegCashSettlDate	SettlDt	The LegCashSettlDate component is a subcomponent within the LegCashSettlTermGrp component used to report the cash settlement date defined in the settlement provision.
4329	BlockRepeating	Common	LegCashSettlDateBusinessCenterGrp	BizCtr	LegCashSettlDateBusinessCenterGrp is a repeating subcomponent within the LegCashSettlDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
4330	BlockRepeating	Common	LegDividendAccrualPaymentDateBusinessCenterGrp	BizCtr	LegDividendAccrualPaymentDateBusinessCenterGrp is a repeating subcomponent within the LegDividendAccrualPaymentDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.
4331	Block	Common	LegDividendAccrualFloatingRate	AcrlFloat	The LegDividendAccrualFloatingRate component is a subcomponent of LegDividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions.
4332	Block	Common	LegDividendAccrualPaymentDate	AcrlPmtDt	The LegDividendAccrualPaymentDate component is a subcomponent of LegDividendConditions used to report the dividend accrual payment date.
4333	Block	Common	LegDividendConditions	DividendConds	The LegDividendConditions component is a subcomponent of LegPaymentStream used to specify the conditions' valuations and dates governing the payment of dividends.
4334	Block	Common	LegDividendFXTriggerDate	FXTrgrDt	The LegDividendFXTriggerDate component is a subcomponent of LegDividendConditions used to report the dividend date when a foreign exchange trade is triggered.
4335	BlockRepeating	Common	LegDividendFXTriggerDateBusinessCenterGrp	BizCtr	LegDividendFXTriggerDateBusinessCenterGrp is a repeating subcomponent within the LegDividendFXTriggerDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.
4336	BlockRepeating	Common	LegDividendPeriodGrp	Period	LegDividendPeriodGrp is a repeating subcomponent within the LegDividendConditions component. It is used to specify the valuation and payments dates of the dividend leg of a dividend swap.
4426	BlockRepeating	Common	LegDividendPeriodBusinessCenterGrp	BizCtr	LegDividendPeriodBusinessCenterGrp is a repeating subcomponent within the LegDividendPeriodGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment.
4337	BlockRepeating	Common	LegExtraordinaryEventGrp	ExtrordEvnt	The LegExtraordinaryEventGrp is a repeating component within the InstrumentLeg component. It is used to report extraordinary and disruptive events applicable to the reference entity that affects the contract.
4428	Block	Common	LegOptionExerciseMakeWholeProvision	MakeWhole	LegOptionExerciseMakeWholeProvision is a subcomponent of the LegOptionExercise component used to specify the set of rules of maintaining balance when an option is exercised.	A "make whole" provision seeks to penalize the the option buyer, i.e. make the seller "whole", if the buyer exercises the option prior to the make whole date, e.g. the early call date of a convertible bond.
4338	BlockRepeating	Common	LegPaymentStreamCompoundingDateGrp	CmpndgDt	LegPaymentStreamCompoundingDateGrp is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify predetermined compounding dates.
4339	Block	Common	LegPaymentStreamCompoundingDates	CmpndgDts	LegPaymentStreamCompoundingDates is a subcomponent of the LegPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates.
4340	BlockRepeating	Common	LegPaymentStreamCompoundingDatesBusinessCenterGrp	BizCtr	LegPaymentStreamCompoundingDatesBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamCompoundingDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
4341	Block	Common	LegPaymentStreamCompoundingEndDate	EndDt	LegPaymentStreamCompoundingEndDate is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify the end date for compounding.
4342	Block	Common	LegPaymentStreamCompoundingFloatingRate	CmpndgFloat	LegPaymentStreamCompoundingFloatingRate is a subcomponent of the LegPaymentStream component used to report the parameters for determining the compounding floating rate of the stream.
4343	Block	Common	LegPaymentStreamCompoundingStartDate	StartDt	LegPaymentStreamCompoundingStartDate is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify the start date for compounding.
4344	Block	Common	LegPaymentStreamFormulaImage	Img	LegPaymentStreamFormulaImage is a subcomponent of the LegPaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula.
4345	Block	Common	LegPaymentStreamFinalPricePaymentDate	FnlPxPmt	LegPaymentStreamFinalPricePaymentDate is a subcomponent of the LegPaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap.
4346	BlockRepeating	Common	LegPaymentStreamFixingDateGrp	FixngDt	LegPaymentStreamFixingDateGrp is a subcomponent of the LegPaymentStreamResetDates component used to specify predetermined fixing dates.
4347	Block	Common	LegPaymentStreamFormula	Frmla	LegPaymentStreamFormula is a subcomponent of the LegPaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps.
4348	XMLDataBlock	Common	LegPaymentStreamFormulaMathGrp	Math	LegPaymentStreamFormulaMathGrp is a repeating subcomponent within the LegPaymentStreamFormula component. It is used to specify the set of formulas, sub-formulas and descriptions from which the rate is derived.
4349	Block	Common	LegPaymentStubEndDate	EndDt	LegPaymentStubEndDate is a subcomponent of the LegPaymentStubGrp component used to specify the end date of the payment stub.
4350	BlockRepeating	Common	LegPaymentStubEndDateBusinessCenterGrp	BizCtr	LegPaymentStubEndDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStubEndDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
4351	Block	Common	LegPaymentStubStartDate	StartDt	LegPaymentStubStartDate is a subcomponent of the LegPaymentStubGrp component used to specify the start date of the payment stub.
4352	BlockRepeating	Common	LegPaymentStubStartDateBusinessCenterGrp	BizCtr	LegPaymentStubStartDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStubStartDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
4353	BlockRepeating	Common	LegReturnRateDateGrp	Dt	LegReturnRateDateGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream.
4354	BlockRepeating	Common	LegReturnRateFXConversionGrp	FxCnvrsn	LegReturnRateFXConversionGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the FX conversion rates for an equity return swap payment stream.
4355	BlockRepeating	Common	LegReturnRateGrp	RtnRt	LegReturnRateGrp is a repeating subcomponent within the PaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream.
4356	BlockRepeating	Common	LegReturnRateInformationSourceGrp	InfoSrc	LegReturnRateInformationSourceGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the information sources for equity prices and FX rates for an equity return swap payment stream.
4357	BlockRepeating	Common	LegReturnRatePriceGrp	Px	LegReturnRatePriceGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the return rate prices for an equity return swap payment stream.
4358	BlockRepeating	Common	LegReturnRateValuationDateBusinessCenterGrp	BizCtr	LegReturnRateValuationDateBusinessCenterGrp is a repeating subcomponent within the LegReturnRateValuationDateGrp component. It is used to specify the valuation date business center adjustments for an equity return swap payment stream.
4359	BlockRepeating	Common	LegReturnRateValuationDateGrp	Val	LegReturnRateValuationDateGrp is a repeating subcomponent within the LegReturnRateDateGrp component. It is used to specify the fixed valuation dates for an equity return swap payment stream.
4360	Block	Common	LegSettlMethodElectionDate	SettlMethDt	The LegSettlMethodElectionDate component is a subcomponent within the LegOptionExercise component used to report the settlement method election date.
4361	BlockRepeating	Common	LegSettlMethodElectionDateBusinessCenterGrp	BizCtr	LegSettlMethodElectionDateBusinessCenterGrp is a repeating subcomponent within the LegSettlMethodElectionDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.
4362	Block	Common	OptionExerciseMakeWholeProvision	MakeWhole	OptionExerciseMakeWholeProvision is a subcomponent of the OptionExercise component used to specify the set of rules of maintaining balance when an option is exercised.	A "make whole" provision seeks to penalize the the option buyer, i.e. make the seller "whole", if the buyer exercises the option prior to the make whole date, e.g. the early call date of a convertible bond.
4363	Block	Common	PaymentStreamCompoundingDateGrp	CmpndgDt	PaymentStreamCompoundingDateGrp is a subcomponent of the PaymentStreamCompoundingDates component used to specify predetermined compounding dates.
4364	Block	Common	PaymentStreamCompoundingDates	CmpndgDts	PaymentStreamCompoundingDates is a subcomponent of the PaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates.
4365	BlockRepeating	Common	PaymentStreamCompoundingDatesBusinessCenterGrp	BizCtr	PaymentStreamCompoundingDatesBusinessCenterGrp is a repeating subcomponent within the PaymentStreamCompoundingDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
4366	Block	Common	PaymentStreamCompoundingEndDate	EndDt	PaymentStreamCompoundingEndDate is a subcomponent of the PaymentStreamCompoundingDates component used to specify the end date for compounding.
4367	Block	Common	PaymentStreamCompoundingFloatingRate	CmpndgFloat	PaymentStreamCompoundingFloatingRate is a subcomponent of the PaymentStream component used to report the parameters for determining the compounding floating rate of the stream.
4368	Block	Common	PaymentStreamCompoundingStartDate	StartDt	PaymentStreamCompoundingStartDate is a subcomponent of the PaymentStreamCompoundingDates component used to specify the start date for compounding.
4369	Block	Common	PaymentStreamFormulaImage	Img	PaymentStreamFormulaImage is a subcomponent of the PaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula.
4370	Block	Common	PaymentStreamFinalPricePaymentDate	FnlPxPmt	PaymentStreamFinalPricePaymentDate is a subcomponent of the PaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap.
4371	Block	Common	PaymentStreamFixingDateGrp	FixngDt	PaymentStreamFixingDateGrp is a subcomponent of the PaymentStreamResetDates component used to specify predetermined fixing dates.
4372	XMLDataBlock	Common	PaymentStreamFormulaMathGrp	Math	PaymentStreamFormulaMathGrp is a repeating subcomponent within the PaymentStreamFormula component. It is used to specify the set of formulas, sub-formulas and descriptions from which the rate is derived.
4373	Block	Common	PaymentStreamFormula	Frmla	PaymentStreamFormula is a subcomponent of the PaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps.
4374	Block	Common	PaymentStubEndDate	EndDt	PaymentStubEndDate is a subcomponent of the PaymentStubGrp component used to specify the end date of the payment stub.
4375	BlockRepeating	Common	PaymentStubEndDateBusinessCenterGrp	BizCtr	PaymentStubEndDateBusinessCenterGrp is a repeating subcomponent within the PaymentStubEndDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
4376	Block	Common	PaymentStubStartDate	StartDt	PaymentStubStartDate is a subcomponent of the PaymentStubGrp component used to specify the start date of the payment stub.
4377	BlockRepeating	Common	PaymentStubStartDateBusinessCenterGrp	BizCtr	PaymentStubStartDateBusinessCenterGrp is a repeating subcomponent within the PaymentStubStartDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
4378	BlockRepeating	Common	ReturnRateDateGrp	Dt	ReturnRateDateGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream.
4379	BlockRepeating	Common	ReturnRateFXConversionGrp	FxCnvrsn	ReturnRateFXConversionGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the FX conversion rates for an equity return swap payment stream.
4380	BlockRepeating	Common	ReturnRateGrp	RtnRt	ReturnRateGrp is a repeating subcomponent within the PaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream.
4381	BlockRepeating	Common	ReturnRateInformationSourceGrp	InfoSrc	ReturnRateInformationSourceGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the information sources for equity prices and FX rates for an equity return swap payment stream.
4382	BlockRepeating	Common	ReturnRatePriceGrp	Px	ReturnRatePriceGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the return rate prices for an equity return swap payment stream.
4383	BlockRepeating	Common	ReturnRateValuationDateBusinessCenterGrp	BizCtr	ReturnRateValuationDateBusinessCenterGrp is a repeating subcomponent within the ReturnRateValuationDateGrp component. It is used to specify the valuation date business center adjustments for an equity return swap payment stream.
4384	BlockRepeating	Common	ReturnRateValuationDateGrp	Val	ReturnRateValuationDateGrp is a repeating subcomponent within the ReturnRateDateGrp component. It is used to specify the fixed valuation dates for an equity return swap payment stream.
4385	BlockRepeating	Common	SettlMethodElectionDateBusinessCenterGrp	BizCtr	SettlMethodElectionDateBusinessCenterGrp is a repeating subcomponent within the SettlMethodElectionDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
4386	Block	Common	SettlMethodElectionDate	SettlMethDt	The SettlMethodElectionDate component is a subcomponent within the OptionExercise component used to report the settlement method election date.
4387	BlockRepeating	Common	UnderlyingCashSettlDateBusinessCenterGrp	BizCtr	UnderlyingCashSettlDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingCashSettlDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.
4388	Block	Common	UnderlyingCashSettlDate	SettlDt	The UnderlyingCashSettlDate component is a subcomponent within the UnderlyingCashSettlTermGrp component used to report the cash settlement date defined in the settlement provision.
4389	BlockRepeating	Common	UnderlyingDividendAccrualPaymentDateBusinessCenterGrp	BizCtr	UnderlyingDividendAccrualPaymentDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingDividendAccrualPaymentDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.
4390	Block	Common	UnderlyingDividendAccrualFloatingRate	AcrlFloat	The UnderlyingDividendAccrualFloatingRate component is a subcomponent of UnderlyingDividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions.
4391	Block	Common	UnderlyingDividendAccrualPaymentDate	AcrlPmtDt	The UnderlyingDividendAccrualPaymentDate component is a subcomponent of UnderlyingDividendConditions used to report the dividend accrual payment date.
4392	Block	Common	UnderlyingDividendConditions	DividendConds	The UnderlyingDividendConditions component is a subcomponent of UnderlyingPaymentStream used to specify the conditions' valuations and dates governing the payment of dividends.
4393	Block	Common	UnderlyingDividendFXTriggerDate	FXTrgrDt	The UnderlyingDividendFXTriggerDate component is a subcomponent of UnderlyingDividendConditions used to report the dividend date when a foreign exchange trade is triggered.
4394	BlockRepeating	Common	UnderlyingDividendFXTriggerDateBusinessCenterGrp	BizCtr	UnderlyingDividendFXTriggerDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingDividendFXTriggerDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.
4395	BlockRepeating	Common	UnderlyingDividendPaymentGrp	Pmt	UnderlyingDividendPaymentGrp is a repeating subcomponent of UnderlyingDividendPayout used to specify the anticipated dividend or coupon payment dates and amounts of an equity or bond underlier.
4396	Block	Common	UnderlyingDividendPayout	DividendPay	UnderlyingDividendPayout is a subcomponent of UnderlyingInstrument used to specify the dividend or coupon payout parameters of an equity or bond underlier.
4397	BlockRepeating	Common	UnderlyingDividendPeriodGrp	Period	UnderlyingDividendPeriodGrp is a repeating subcomponent within the UnderlyingDividendConditions component. It is used to specify the valuation and payments dates of the dividend leg of a dividend swap.
4427	BlockRepeating	Common	UnderlyingDividendPeriodBusinessCenterGrp	BizCtr	UnderlyingDividendPeriodBusinessCenterGrp is a repeating subcomponent within the UnderlyingDividendPeriodGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment.
4398	BlockRepeating	Common	UnderlyingExtraordinaryEventGrp	ExtrordEvnt	The UnderlyingExtraordinaryEventGrp is a repeating component within the UnderlyingInstrument component. It is used to report extraordinary and disruptive events applicable to the reference entity that affects the contract.
4429	Block	Common	UnderlyingOptionExerciseMakeWholeProvision	MakeWhole	UnderlyingOptionExerciseMakeWholeProvision is a subcomponent of the UnderlyingOptionExercise component used to specify the set of rules of maintaining balance when an option is exercised.	A "make whole" provision seeks to penalize the the option buyer, i.e. make the seller "whole", if the buyer exercises the option prior to the makeWholeDate, e.g. the early call date of a convertible bond.
4399	Block	Common	UnderlyingPaymentStreamCompoundingDateGrp	CmpndgDt	UnderlyingPaymentStreamCompoundingDateGrp is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify predetermined compounding dates.
4400	Block	Common	UnderlyingPaymentStreamCompoundingDates	CmpndgDts	UnderlyingPaymentStreamCompoundingDates is a subcomponent of the UnderlyingPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates.
4401	BlockRepeating	Common	UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp	BizCtr	UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamCompoundingDates 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.
4402	Block	Common	UnderlyingPaymentStreamCompoundingEndDate	EndDt	UnderlyingPaymentStreamCompoundingEndDate is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify the end date for compounding.
4403	Block	Common	UnderlyingPaymentStreamCompoundingFloatingRate	CmpndgFloat	UnderlyingPaymentStreamCompoundingFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the parameters for determining the compounding floating rate of the stream.
4404	Block	Common	UnderlyingPaymentStreamCompoundingStartDate	StartDt	UnderlyingPaymentStreamCompoundingStartDate is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify the start date for compounding.
4405	Block	Common	UnderlyingPaymentStreamFormulaImage	Img	UnderlyingPaymentStreamFormulaImage is a subcomponent of the UnderlyingPaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula.
4406	Block	Common	UnderlyingPaymentStreamFinalPricePaymentDate	FnlPxPmt	UnderlyingPaymentStreamFinalPricePaymentDate is a subcomponent of the UnderlyingPaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap.
4407	Block	Common	UnderlyingPaymentStreamFixingDateGrp	FixngDt	UnderlyingPaymentStreamFixingDateGrp is a subcomponent of the UnderlyingPaymentStreamResetDates component used to specify predetermined fixing dates.
4408	Block	Common	UnderlyingPaymentStreamFormula	Frmla	UnderlyingPaymentStreamFormula is a subcomponent of the UnderlyingPaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps.
4409	XMLDataBlock	Common	UnderlyingPaymentStreamFormulaMathGrp	Math	UnderlyingPaymentStreamFormulaMathGrp is a repeating subcomponent within the UnderlyingPaymentStreamFormula component. It is used to specify the set of formulas, sub-formulas and descriptions from which the rate is derived.
4410	Block	Common	UnderlyingPaymentStubEndDate	EndDt	UnderlyingPaymentStubEndDate is a subcomponent of the UnderlyingPaymentStubGrp component used to specify the end date of the payment stub.
4411	BlockRepeating	Common	UnderlyingPaymentStubEndDateBusinessCenterGrp	BizCtr	UnderlyingPaymentStubEndDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStubEndDate 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.
4412	Block	Common	UnderlyingPaymentStubStartDate	StartDt	UnderlyingPaymentStubStartDate is a subcomponent of the UnderlyingPaymentStubGrp component used to specify the start date of the payment stub.
4413	BlockRepeating	Common	UnderlyingPaymentStubStartDateBusinessCenterGrp	BizCtr	UnderlyingPaymentStubStartDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStubStartDate 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.
4414	Block	Common	UnderlyingRateSpreadSchedule	RtSpreadSched	UnderlyingRateSpreadSchedule is a subcomponent of UnderlyingInstrument used to specify the rate spread schedule for a basket underlier.
4415	BlockRepeating	Common	UnderlyingRateSpreadStepGrp	RtSpreadStep	UnderlyingRateSpreadStepGrp is a repeating subcomponent of UnderlyingRateSpreadSchedule used to specify the step dates and amounts of a basket spread schedule.
4416	BlockRepeating	Common	UnderlyingReturnRateDateGrp	Dt	UnderlyingReturnRateDateGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream.
4417	BlockRepeating	Common	UnderlyingReturnRateFXConversionGrp	FxCnvrsn	UnderlyingReturnRateFXConversionGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the FX conversion rates for an equity return swap payment stream.
4418	BlockRepeating	Common	UnderlyingReturnRateGrp	RtnRt	UnderlyingReturnRateGrp is a repeating subcomponent within the PaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream.
4419	BlockRepeating	Common	UnderlyingReturnRateInformationSourceGrp	InfoSrc	UnderlyingReturnRateInformationSourceGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the information sources for equity prices and FX rates for an equity return swap payment stream.
4420	BlockRepeating	Common	UnderlyingReturnRatePriceGrp	Px	UnderlyingReturnRatePriceGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the return rate prices for an equity return swap payment stream.
4421	BlockRepeating	Common	UnderlyingReturnRateValuationDateBusinessCenterGrp	BizCtr	UnderlyingReturnRateValuationDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingReturnRateValuationDateGrp component. It is used to specify the valuation date business center adjustments for an equity return swap payment stream.
4422	BlockRepeating	Common	UnderlyingReturnRateValuationDateGrp	Val	UnderlyingReturnRateValuationDateGrp is a repeating subcomponent within the UnderlyingReturnRateDateGrp component. It is used to specify the fixed valuation dates for an equity return swap payment stream.
4423	BlockRepeating	Common	UnderlyingSettlMethodElectionDateBusinessCenterGrp	BizCtr	UnderlyingSettlMethodElectionDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingSettlMethodElectionDate 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.
4424	Block	Common	UnderlyingSettlMethodElectionDate	SettlMethDt	The UnderlyingSettlMethodElectionDate component is a subcomponent within the UnderlyingOptionExercise component used to report the settlement method election date.

Message/Component Content

Message/Components Content Changes

ComponentID	TagText	Reqd	Description
1066	2413		Mutually exclusive with RelatedToStreamXIDRef(2415) and RelatedToDividendPeriodXIDRef(2417). If correlation is with the security in Instrument component then all "related to" fields may be omitted.
1066	2415		Mutually exclusive with RelatedToSecurityID(2413) and RelatedToDividendPeriodXIDRef(2417). If correlation is with the security in Instrument component then all "related to" fields may be omitted.
2189	1694	0
4036	40300		Conditionally required when LegPaymentStreamPaymentDateOffsetUnit(40301) is specified.
4036	40301		Conditionally required when LegPaymentStreamPaymentDateOffsetPeriod(40300) is specified.
4037	40323		Conditionally required when LegPaymentStreamRateCutoffDateOffsetUnit(40324) is specified.
4037	40324		Conditionally required when LegPaymentStreamRateCutoffDateOffsetPeriod(40323) is specified.
4061	40612		Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetUnit(40613) is specified.
4061	40613		Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetPeriod(40612) is specified.
4071	40759		Conditionally required when PaymentStreamPaymentDateOffsetUnit(40760) is specified.
4071	40760		Conditionally required when PaymentStreamPaymentDateOffsetPeriod(40759) is specified.
4072	40781		Conditionally required when PaymentStreamRateCutoffDateOffsetUnit(40782) is specified.
4072	40782		Conditionally required when PaymentStreamRateCutoffDateOffsetPeriod(40783) is specified.
4077	41178		Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetUnit(41179) is specified.
4077	41179		Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetPeriod(41178) is specified.
4043	41547		Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetUnit(41548) is specified.
4043	41548		Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetPeriod(41547) is specified.
4067	41895		Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit(41896) is specified.
4067	41896		Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod(41895) is specified.

Messages/Components Content Added

ComponentID	TagText	Indent	Position	Description
64	2596	0	159.25
4318	42207	0	1
4318	42208	0	2	When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision.
4318	CashSettlDateBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision.
4318	42209	0	4
4318	42210	0	5	Conditionally required when CashSettlDateOffsetUnit(42211) is specified.
4318	42211	0	6	Conditionally required when CashSettlDateOffsetPeriod(42210) is specified.
4318	42212	0	7
4318	42213	0	8
4319	42214	0	1
4319	42215	1	2	Required if NoCashSettlDateBusinessCenters(42214) > 0.
4002	42216	1	13.33
4002	42217	1	13.66
4002	CashSettlDate	1	15.5
2145	2597	1	28.25
2145	2598	1	28.5
2145	2599	1	28.75
4320	42218	0	1
4320	42219	0	2	Conditionally required when DividendFloatingRateIndexCurveUnit(42220) is specified.
4320	42220	0	3	Conditionally required when DividendFloatingRateIndexCurvePeriod(42219) is specified.
4320	42221	0	4
4320	42222	0	5
4320	42223	0	6
4320	42224	0	7
4320	42225	0	8
4320	42226	0	9
4320	42227	0	10
4320	42228	0	11
4320	42229	0	12
4320	42230	0	13
4320	42231	0	14
4320	42232	0	15
4320	42233	0	16
4320	42234	0	17
4320	42235	0	18
4321	42236	0	1
4321	42237	1	2	Required if NoDividendAccrualPaymentDateBusinessCenters(42236) > 0.
4322	42238	0	1
4322	42239	0	2	Conditionally required when DividendAccrualPaymentDateOffsetUnit(42240) is specified.
4322	42240	0	3	Conditionally required when DividendAccrualPaymentDateOffsetPeriod(42239) is specified.
4322	42241	0	4
4322	42242	0	5
4322	42243	0	6	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendAccrualPaymentDate.
4322	DividendAccrualPaymentDateBusinessCenterGrp	0	7	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendAccrualPaymentDate.
4322	42244	0	8
4323	42245	0	1
4323	42246	0	2
4323	42247	0	3
4323	42248	0	4
4323	DividendPeriodGrp	0	5
4323	42249	0	6
4323	42250	0	7
4323	42251	0	8
4323	42252	0	9
4323	DividendFXTriggerDate	0	10
4323	DividendAccrualFloatingRate	0	11
4323	42253	0	12
4323	DividendAccrualPaymentDate	0	13
4323	42254	0	14
4323	42255	0	15
4323	42256	0	16
4323	42257	0	17
4323	42258	0	18
4323	42259	0	19
4323	42260	0	20
4323	42261	0	21
4323	42262	0	22
4323	42263	0	23
4323	42264	0	24
4324	42265	0	1
4324	42266	0	2	Conditionally required when DividendFXTriggerDateOffsetUnit(42267) is specified.
4324	42267	0	3	Conditionally required when DividendFXTriggerDateOffsetPeriod(42266) is specified.
4324	42268	0	4
4324	42269	0	5
4324	42270	0	6	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendFXTriggerDate.
4324	DividendFXTriggerDateBusinessCenterGrp	0	7	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendFXTriggerDate.
4324	42271	0	8
4325	42272	0	1
4325	42273	1	2	Required if NoDividendFXTriggerDateBusinessCenters(42272) > 0.
4326	42274	0	1
4326	42275	1	2	Required if NoDividendPeriods(42274) > 0.
4326	42276	1	3
4326	42277	1	4
4326	42278	1	5	When specified, this overrides DividendUnderlierRefID(42248). The specified value would be specific to this dividend period instance.
4326	42279	1	6
4326	42280	1	7	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this dividend period instance.
4326	DividendPeriodBusinessCenterGrp	1	8	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this dividend period instance.
4326	42281	1	9
4326	42282	1	10
4326	42283	1	11	Conditionally required when DividendPeriodValuationDateOffsetUnit(42284) is specified.
4326	42284	1	12	Conditionally required when DividendPeriodValuationDateOffsetPeriod(42283) is specified.
4326	42285	1	13
4326	42286	1	14
4326	42287	1	15
4326	42288	1	16
4326	42289	1	17	Conditionally required when DividendPeriodPaymentDateOffsetUnit(42290) is specified.
4326	42290	1	18	Conditionally required when DividendPeriodPaymentDateOffsetPeriod(42289) is specified.
4326	42291	1	19
4326	42292	1	20
4326	42293	1	21
4425	42294	0	1
4425	42295	1	2	Required if NoDividendPeriodBusinessCenters(42294) > 0.
4327	42296	0	1
4327	42297	1	2	Required if NoExtraordinaryEvents(42296) > 0.
4327	42298	1	3	Required if NoExtraordinaryEvents(42296) > 0.
1003	2600	0	27.26
1003	2601	0	27.28
1003	ExtraordinaryEventGrp	0	58
1003	2602	0	59
1003	2603	0	60
1005	2604	0	27.45
1005	2605	0	27.55
1005	LegExtraordinaryEventGrp	0	52
1005	2606	0	53
1005	2607	0	54
4067	40677	1	13.5
4328	42299	0	1
4328	42300	0	2	When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision.
4328	LegCashSettlDateBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision.
4328	42301	0	4
4328	42302	0	5	Conditionally required when LegCashSettlDateOffsetUnit(42303) is specified.
4328	42303	0	6	Conditionally required when LegCashSettlDateOffsetPeriod(42302) is specified.
4328	42304	0	7
4328	42305	0	8
4329	42306	0	1
4329	42307	1	2	Required if NoLegCashSettlDateBusinessCenters(42306) > 0.
4190	42308	1	13.33
4190	42309	1	13.66
4190	LegCashSettlDate	1	15.5
2236	2608	1	35.25
2236	2609	1	35.5
2236	2610	1	35.75
4330	42310	0	1
4330	42311	1	2	Required if NoLegDividendAccrualPaymentDateBusinessCenters(42310) > 0.
4331	42312	0	1
4331	42313	0	2	Conditionally required when LegDividendFloatingRateIndexCurveUnit(42314) is specified.
4331	42314	0	3	Conditionally required when LegDividendFloatingRateIndexCurvePeriod(42313) is specified.
4331	42315	0	4
4331	42316	0	5
4331	42317	0	6
4331	42318	0	7
4331	42319	0	8
4331	42320	0	9
4331	42321	0	10
4331	42322	0	11
4331	42323	0	12
4331	42324	0	13
4331	42325	0	14
4331	42326	0	15
4331	42327	0	16
4331	42328	0	17
4331	42329	0	18
4332	42330	0	1
4332	42331	0	2	Conditionally required when LegDividendAccrualPaymentDateOffsetUnit(42332) is specified.
4332	42332	0	3	Conditionally required when LegDividendAccrualPaymentDateOffsetPeriod(42331) is specified.
4332	42333	0	4
4332	42334	0	5
4332	42335	0	6	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendAccrualPaymentDate.
4332	LegDividendAccrualPaymentDateBusinessCenterGrp	0	7	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendAccrualPaymentDate.
4332	42336	0	8
4333	42337	0	1
4333	42338	0	2
4333	42339	0	3
4333	42340	0	4
4333	LegDividendPeriodGrp	0	5
4333	42341	0	6
4333	42342	0	7
4333	42343	0	8
4333	42344	0	9
4333	LegDividendFXTriggerDate	0	10
4333	LegDividendAccrualFloatingRate	0	11
4333	42345	0	12
4333	LegDividendAccrualPaymentDate	0	13
4333	42346	0	14
4333	42347	0	15
4333	42348	0	16
4333	42349	0	17
4333	42350	0	18
4333	42351	0	19
4333	42352	0	20
4333	42353	0	21
4333	42354	0	22
4333	42355	0	23
4333	42356	0	24
4334	42357	0	1
4334	42358	0	2	Conditionally required when LegDividendFXTriggerDateOffsetUnit(42359) is specified.
4334	42359	0	3	Conditionally required when LegDividendFXTriggerDateOffsetPeriod(42358) is specified.
4334	42360	0	4
4334	42361	0	5
4334	42362	0	6	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendFXTriggerDate.
4334	LegDividendFXTriggerDateBusinessCenterGrp	0	7	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendFXTriggerDate.
4334	42363	0	8
4335	42364	0	1
4335	42365	1	2	Required if NoLegDividendFXTriggerDateBusinessCenters(42364) > 0.
4336	42366	0	1
4336	42367	1	2	Required if NoLegDividendPeriods(42366) > 0.
4336	42368	1	3
4336	42369	1	4
4336	42370	1	5	When specified, this overrides LegDividendUnderlierRefID(42340). The specified value would be specific to this dividend period instance.
4336	42371	1	6
4336	42372	1	7	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this dividend period instance.
4336	LegDividendPeriodBusinessCenterGrp	1	8	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this dividend period instance.
4336	42373	1	9
4336	42374	1	10
4336	42375	1	11	Conditionally required when LegDividendPeriodValuationDateOffsetUnit(42376) is specified.
4336	42376	1	12	Conditionally required when LegDividendPeriodValuationDateOffsetPeriod(42375) is specified.
4336	42377	1	13
4336	42378	1	14
4336	42379	1	15
4336	42380	1	16
4336	42381	1	17	Conditionally required when LegDividendPeriodPaymentDateOffsetUnit(42382) is specified.
4336	42382	1	18	Conditionally required when LegDividendPeriodPaymentDateOffsetPeriod(42381) is specified.
4336	42383	1	19
4336	42384	1	20
4336	42385	1	21
4426	42386	0	1
4426	42387	1	2	Required if NoLegDividendPeriodBusinessCenters(42386) > 0.
4337	42388	0	1
4337	42389	1	2	Required if NoLegExtraordinaryEvents(42388) > 0.
4337	42390	1	3	Required if NoLegExtraordinaryEvents(42388) > 0.
4214	42391	0	10.33
4214	LegSettlMethodElectionDate	0	10.66
4214	LegOptionExerciseMakeWholeProvision	0	13
4428	42392	0	1
4428	42393	0	2
4428	42394	0	3
4428	42395	0	4
4428	42396	0	5
4428	42397	0	6
4428	42398	0	7
4035	42399	0	3.5
4035	42400	0	10.2	Mutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingFloatingRate component.
4035	42401	0	10.4
4035	42402	0	10.6
4035	42403	0	10.8
4035	42404	0	17.25	Mutually exclusive with LegPaymentStreamCompoundingXIDRef(42400) or the LegPaymentStreamCompoundingFloatingRate component.
4035	LegPaymentStreamCompoundingFloatingRate	0	17.5	Mutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingXIDRef(42400).
4035	LegPaymentStreamCompoundingDates	0	17.75
4338	42405	0	1
4338	42406	1	2	Required if NoLegPaymentStreamCompoundingDates(42405) > 0.
4338	42407	1	3	When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.
4339	42408	0	1	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream compounding dates.
4339	LegPaymentStreamCompoundingDatesBusinessCenterGrp	0	2	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream compounding dates.
4339	LegPaymentStreamCompoundingDateGrp	0	3
4339	42409	0	4
4339	42410	0	5	Conditionally required when LegPaymentStreamCompoundingDatesOffsetUnit(42411) is specified.
4339	42411	0	6	Conditionally required when LegPaymentStreamCompoundingDatesOffsetPeriod(42410) is specified.
4339	42412	0	7
4339	42413	0	8
4339	LegPaymentStreamCompoundingStartDate	0	9
4339	LegPaymentStreamCompoundingEndDate	0	10
4339	42414	0	11	Conditionally required when LegPayamentStreamCompoundingFrequencyUnit(42415) is specified.
4339	42415	0	12	Conditionally required when LegPayamentStreamCompoundingFrequencyPeriod(42414) is specified.
4339	42416	0	13	When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of payment stream compounding dates.
4339	42417	0	14
4339	42418	0	15
4340	42419	0	1
4340	42420	1	2	Required if NoLegPaymentStreamCompoundingDatesBusinessCenters(42419) > 0.
4341	42421	0	1
4341	42422	0	2
4341	42423	0	3	Conditionally required when LegPaymentStreamCompoundingEndDateOffsetUnit(42424) is specified.
4341	42424	0	4	Conditionally required when LegPaymentStreamCompoundingEndDateOffsetPeriod(42423) is specified.
4341	42425	0	5
4341	42426	0	6
4342	42427	0	1
4342	42428	0	2	Conditionally required if LegPaymentStreamCompoundingRateIndexCurveUnit(42429) is specified.
4342	42429	0	3	Conditionally required if LegPaymentStreamCompoundingRateIndexCurvePeriod(42428) is specified.
4342	42430	0	4
4342	42431	0	5
4342	42432	0	6
4342	42433	0	7
4342	42434	0	8
4342	42435	0	9
4342	42436	0	10
4342	42437	0	11
4342	42438	0	12
4342	42439	0	13
4342	42440	0	14
4342	42441	0	15
4342	42442	0	16
4342	42443	0	17
4342	42444	0	18
4343	42445	0	1
4343	42446	0	2
4343	42447	0	3	Conditionally required when LegPaymentStreamCompoundingStartDateOffsetUnit(42448) is specified.
4343	42448	0	4	Conditionally required when LegPaymentStreamCompoundingStartDateOffsetPeriod(42447) is specified.
4343	42449	0	5
4343	42450	0	6
4344	42451	0	1	Conditionally required when LegPaymentStreamFormulaImage(42452) is specified.
4344	42452	0	2	Conditionally required when LegPaymentStreamFormulaImageLength(42451) is specified.
4345	42453	0	1
4345	42454	0	2
4345	42455	0	3	Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetUnit(42456) is specified.
4345	42456	0	4	Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetPeriod(42455) is specified.
4345	42457	0	5
4345	42458	0	6
4346	42459	0	1
4346	42460	1	2	Required if NoLegPaymentStreamFixingDates(42459) > 0.
4346	42461	1	3	When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.
4039	42462	0	19.12
4039	42463	0	19.13
4039	42464	0	19.14
4039	42465	0	19.23
4039	42466	0	29
4039	LegPaymentStreamFormula	0	30
4039	LegDividendConditions	0	31
4039	42467	0	32
4039	LegReturnRateGrp	0	33
4039	42468	0	34
4039	42469	0	35
4039	42470	0	36
4039	42471	0	37
4039	42472	0	38
4039	42473	0	39
4039	42474	0	40
4039	42475	0	41
4039	42476	0	42
4039	42477	0	43
4039	42478	0	44
4039	42479	0	45
4039	42480	0	46
4039	42481	0	47
4347	42482	0	1
4347	42483	0	2
4347	42484	0	3
4347	LegPaymentStreamFormulaMathGrp	0	4
4347	LegPaymentStreamFormulaImage	0	5
4348	42485	0	1
4348	42486	1	2	Required if NoLegPaymentStreamFormulas(42485) > 0.
4348	42487	1	3
4036	LegPaymentStreamFinalPricePaymentDate	0	13
4037	LegPaymentStreamFixingDateGrp	0	24
4349	42488	0	1
4349	42489	0	2	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance.
4349	LegPaymentStubEndDateBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance.
4349	42490	0	4
4349	42491	0	5	Conditionally required when LegPaymentStubEndDateOffsetUnit(42492) is specified.
4349	42492	0	6	Conditionally required when LegPaymentStubEndDateOffsetPeriod(42491) is specified.
4349	42493	0	7
4349	42494	0	8
4350	42495	0	1
4350	42496	1	2	Required if NoLegPaymentStubEndDateBusinessCenters(42495) > 0.
4045	LegPaymentStubStartDate	1	3.33
4045	LegPaymentStubEndDate	1	3.66
4351	42497	0	1
4351	42498	0	2	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance.
4351	LegPaymentStubStartDateBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance.
4351	42499	0	4
4351	42500	0	5	Conditionally required when LegPaymentStubStartDateOffsetUnit(42501) is specified.
4351	42501	0	6	Conditionally required when LegPaymentStubStartDateOffsetPeriod(42500) is specified.
4351	42502	0	7
4351	42503	0	8
4352	42504	0	1
4352	42505	1	2	Required if NoLegPaymentStubStartDateBusinessCenters(42504) > 0.
4046	42506	1	8.33
4046	42507	1	8.66
4353	42508	0	1
4353	42509	1	2	Required if NoLegReturnRateDates(42508) > 0.
4353	LegReturnRateValuationDateGrp	1	3
4353	42510	1	4
4353	42511	1	5	Conditionally required when LegReturnRateValuationDateOffsetUnit(42512) is specified.
4353	42512	1	6	Conditionally required when LegReturnRateValuationDateOffsetPeriod(42511) is specified.
4353	42513	1	7
4353	42514	1	8
4353	42515	1	9
4353	42516	1	10	Conditionally required when LegReturnRateValuationStartDateOffsetUnit(42517) is specified.
4353	42517	1	11	Conditionally required when LegReturnRateValuationStartDateOffsetPeriod(42516) is specified.
4353	42518	1	12
4353	42519	1	13
4353	42520	1	14
4353	42521	1	15
4353	42522	1	16	Conditionally required when LegReturnRateValuationEndDateOffsetUnit(42523) is specified.
4353	42523	1	17	Conditionally required when LegReturnRateValuationEndDateOffsetPeriod(42522) is specified.
4353	42524	1	18
4353	42525	1	19
4353	42526	1	20	Conditionally required when LegReturnRateValuationFrequencyUnit(42527) is specified.
4353	42527	1	21	Conditionally required when LegReturnRateValuationFrequencyPeriod(42526) is specified.
4353	42528	1	22	When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of return rate valuation dates.
4353	42529	1	23	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream return rate valuation dates.
4353	LegReturnRateValuationDateBusinessCenterGrp	1	24	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream return rate valuation dates.
4354	42530	0	1
4354	42531	1	2	Required if NoLegReturnRateFXConversions(42530) > 0.
4354	42532	1	3	Required if NoLegReturnRateFXConversions(42530) > 0.
4354	42533	1	4
4355	42534	0	1
4355	42535	1	2	Required if NoLegReturnRates(42534) > 0.
4355	42536	1	3
4355	42537	1	4
4355	42538	1	5	If not specified, this is defaulted to the reporting currency.
4355	42539	1	6
4355	42540	1	7
4355	LegReturnRatePriceGrp	1	8
4355	LegReturnRateFXConversionGrp	1	9
4355	42541	1	10
4355	42542	1	11
4355	42543	1	12
4355	42544	1	13
4355	42545	1	14
4355	42546	1	15
4355	42547	1	16	Mutually exclusive with LegReturnRateQuoteTime(42548).
4355	42548	1	17	Mutually exclusive with LegReturnRateQuoteTimeType(42547).
4355	42549	1	18
4355	42550	1	19
4355	42551	1	20
4355	42552	1	21
4355	LegReturnRateInformationSourceGrp	1	22
4355	42553	1	23
4355	42554	1	24
4355	LegReturnRateDateGrp	1	25
4355	42555	1	26	Mutually exclusive with LegReturnRateValuationTime(42556).
4355	42556	1	27	Mutually exclusive with LegReturnRateValuationTimeType(42555).
4355	42557	1	28
4355	42558	1	29
4355	42559	1	30
4356	42560	0	1
4356	42561	1	2	Required if NoLegReturnRateInformationSources(42560) > 0.
4356	42562	1	3
4356	42563	1	4
4357	42564	0	1
4357	42565	1	2	Required if NoLegReturnRatePrices(42564) > 0.
4357	42566	1	3
4357	42567	1	4
4357	42568	1	5
4358	42569	0	1
4358	42570	1	2	Required if NoLegReturnRateValuationDateBusinessCenters(42569) > 0.
4359	42571	0	1
4359	42572	1	2	Required if NoLegReturnRateValuationDates(42571) > 0.
4359	42573	1	3	When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.
4360	42574	0	1
4360	42575	0	2	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to LegOptionExercise.
4360	LegSettlMethodElectionDateBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to LegOptionExercise.
4360	42576	0	4
4360	42577	0	5	Conditionally required when LegSettlMethodElectionDateOffsetUnit(42578) is specified.
4360	42578	0	6	Conditionally required when LegSettlMethodElectionDateOffsetPeriod(42577) is specified.
4360	42579	0	7
4360	42580	0	8
4361	42581	0	1
4361	42582	1	2	Required if NoLegSettlMethodElectionDateBusinessCenters(42581) > 0.
4031	42583	1	3.33
4031	42584	1	3.66
4031	42585	1	7.033
4031	42586	1	7.066
4162	42590	0	10.33
4162	SettlMethodElectionDate	0	10.66
4162	OptionExerciseMakeWholeProvision	0	13
4362	42591	0	1
4362	42592	0	2
4362	42593	0	3
4362	42594	0	4
4362	42595	0	5
4362	42596	0	6
4362	42597	0	7
4027	42598	1	5.7
4027	42599	1	5.9
4070	42600	0	3.5
4070	42601	0	10.2	Mutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingFloatingRate component.
4070	42602	0	10.4
4070	42603	0	10.6
4070	42604	0	10.8
4070	42605	0	17.25	Mutually exclusive with PaymentStreamCompoundingXIDRef(42601) or the PaymentStreamCompoundingFloatingRate component.
4070	PaymentStreamCompoundingFloatingRate	0	17.5	Mutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingXIDRef(42601).
4070	PaymentStreamCompoundingDates	0	17.75
4363	42606	0	1
4363	42607	1	2	Required if NoPaymentStreamCompoundingDates(42606) > 0.
4363	42608	1	3	When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.
4364	42609	0	1	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream compounding dates.
4364	PaymentStreamCompoundingDatesBusinessCenterGrp	0	2	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream compounding dates.
4364	PaymentStreamCompoundingDateGrp	0	3
4364	42610	0	4
4364	42611	0	5	Conditionally required when PaymentStreamCompoundingDatesOffsetUnit(42612) is specified.
4364	42612	0	6	Conditionally required when PaymentCompoundingDatesOffsetPeriod(42611) is specified.
4364	42613	0	7
4364	42614	0	8
4364	PaymentStreamCompoundingStartDate	0	9
4364	PaymentStreamCompoundingEndDate	0	10
4364	42615	0	11	Conditionally required when PayamentStreamCompoundingFrequencyUnit(42616) is specified.
4364	42616	0	12	Conditionally required when PayamentStreamCompoundingFrequencyPeriod(42615) is specified.
4364	42617	0	13	When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream compounding dates.
4364	42618	0	14
4364	42619	0	15
4365	42620	0	1
4365	42621	1	2	Required if NoPaymentStreamCompoundingDatesBusinessCenters(42620) > 0.
4366	42622	0	1
4366	42623	0	2
4366	42624	0	3	Conditionally required when PaymentStreamCompoundingEndDateOffsetUnit(42625) is specified.
4366	42625	0	4	Conditionally required when PaymentStreamCompoundingEndDateOffsetPeriod(42624) is specified.
4366	42626	0	5
4366	42627	0	6
4367	42628	0	1
4367	42629	0	2	Conditionally required if PaymentStreamCompoundingRateIndexCurveUnit(42630) is specified.
4367	42630	0	3	Conditionally required if PaymentStreamCompoundingRateIndexCurvePeriod(42629) is specified.
4367	42631	0	4
4367	42632	0	5
4367	42633	0	6
4367	42634	0	7
4367	42635	0	8
4367	42636	0	9
4367	42637	0	10
4367	42638	0	11
4367	42639	0	12
4367	42640	0	13
4367	42641	0	14
4367	42642	0	15
4367	42643	0	16
4367	42644	0	17
4367	42645	0	18
4368	42646	0	1
4368	42647	0	2
4368	42648	0	3	Conditionally required when PaymentStreamCompoundingStartDateOffsetUnit(42649) is specified.
4368	42649	0	4	Conditionally required when PaymentStreamCompoundingStartDateOffsetPeriod(42648) is specified.
4368	42650	0	5
4368	42651	0	6
4369	42652	0	1	Conditionally required when PaymentStreamFormulaImage(42653) is specified.
4369	42653	0	2	Conditionally required when PaymentStreamFormulaImageLength(42652) is specified.
4370	42654	0	1
4370	42655	0	2
4370	42656	0	3	Conditionally required when PaymentStreamFinalPricePaymentDateOffsetUnit(42657) is specified.
4370	42657	0	4	Conditionally required when PaymentStreamFinalPricePaymentDateOffsetPeriod(42656) is specified.
4370	42658	0	5
4370	42659	0	6
4371	42660	0	1
4371	42661	1	2	Required if NoPaymentStreamFixingDates(42660) > 0.
4371	42662	1	3	When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.
4074	42663	0	19.12
4074	42664	0	19.13
4074	42665	0	19.14
4074	42666	0	19.23
4074	42667	0	29
4074	PaymentStreamFormula	0	30
4074	DividendConditions	0	31
4074	42668	0	32
4074	ReturnRateGrp	0	33
4074	42669	0	34
4074	42670	0	35
4074	42671	0	36
4074	42672	0	37
4074	42673	0	38
4074	42674	0	39
4074	42675	0	40
4074	42676	0	41
4074	42677	0	42
4074	42678	0	43
4074	42679	0	44
4074	42680	0	45
4074	42681	0	46
4074	42682	0	47
4372	42683	0	1
4372	42684	1	2	Required if NoPaymentStreamFormulas(42683) > 0.
4372	42685	1	3
4373	42686	0	1
4373	42687	0	2
4373	42688	0	3
4373	PaymentStreamFormulaMathGrp	0	4
4373	PaymentStreamFormulaImage	0	5
4071	PaymentStreamFinalPricePaymentDate	0	13
4072	PaymentStreamFixingDateGrp	0	24
4079	PaymentStubStartDate	1	3.33
4079	PaymentStubEndDate	1	3.66
4374	42689	0	1
4374	42690	0	2	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance.
4374	PaymentStubEndDateBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance.
4374	42691	0	4
4374	42692	0	5	Conditionally required when PaymentStubEndDateOffsetUnit(42693) is specified.
4374	42693	0	6	Conditionally required when PaymentStubEndDateOffsetPeriod(42692) is specified.
4374	42694	0	7
4374	42695	0	8
4375	42696	0	1
4375	42697	1	2	Required if NoPaymentStubEndDateBusinessCenters(42696) > 0.
4376	42698	0	1
4376	42699	0	2	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance.
4376	PaymentStubStartDateBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance.
4376	42700	0	4
4376	42701	0	5	Conditionally required when PaymentStubStartDateOffsetUnit(42702) is specified.
4376	42702	0	6	Conditionally required when PaymentStubStartDateOffsetPeriod(42701) is specified.
4376	42703	0	7
4376	42704	0	8
4377	42705	0	1
4377	42706	1	2	Required if NoPaymentStubStartDateBusinessCenters(42705) > 0.
4011	42707	1	8.33
4011	42708	1	8.66
1066	2417	1	11	Mutually exclusive with RelatedToSecurityID(2413) and RelatedToStreamXIDRef(2415). If correlation is with the security in Instrument component then all "related to" fields may be omitted.
4378	42709	0	1
4378	42710	1	2	Required if NoReturnRateDates(42709) > 0.
4378	ReturnRateValuationDateGrp	1	3
4378	42711	1	4
4378	42712	1	5	Conditionally required when ReturnRateValuationDateOffsetUnit(42713) is specified.
4378	42713	1	6	Conditionally required when ReturnRateValuationDateOffsetPeriod(42712) is specified.
4378	42714	1	7
4378	42715	1	8
4378	42716	1	9
4378	42717	1	10	Conditionally required when ReturnRateValuationStartDateOffsetUnit(42718) is specified.
4378	42718	1	11	Conditionally required when ReturnRateValuationStartDateOffsetPeriod(42717) is specified.
4378	42719	1	12
4378	42720	1	13
4378	42721	1	14
4378	42722	1	15
4378	42723	1	16	Conditionally required when ReturnRateValuationEndDateOffsetUnit(42724) is specified.
4378	42724	1	17	Conditionally required when ReturnRateValuationEndDateOffsetPeriod(42723) is specified.
4378	42725	1	18
4378	42726	1	19
4378	42727	1	20	Conditionally required when ReturnRateValuationFrequencyUnit(42728) is specified.
4378	42728	1	21	Conditionally required when ReturnRateValuationFrequencyPeriod(42727) is specified.
4378	42729	1	22	When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream return rate valuation dates.
4378	42730	1	23	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream return rate valuation dates.
4378	ReturnRateValuationDateBusinessCenterGrp	1	24	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream return rate valuation dates.
4379	42731	0	1
4379	42732	1	2	Required if NoReturnRateFXConversions(42731) > 0.
4379	42733	1	3	Required if NoReturnRateFXConversions(42731) > 0.
4379	42734	1	4
4380	42735	0	1
4380	42736	1	2	Required if NoReturnRates(42735) > 0.
4380	42737	1	3
4380	42738	1	4
4380	42739	1	5	If not specified, this is defaulted to the reporting currency.
4380	42740	1	6
4380	42741	1	7
4380	ReturnRatePriceGrp	1	8
4380	ReturnRateFXConversionGrp	1	9
4380	42742	1	10
4380	42743	1	11
4380	42744	1	12
4380	42745	1	13
4380	42746	1	14
4380	42747	1	15
4380	42748	1	16	Mutually exclusive with ReturnRateQuoteTime(42749).
4380	42749	1	17	Mutually exclusive with ReturnRateQuoteTimeType(42748).
4380	42750	1	18
4380	42751	1	19
4380	42752	1	20
4380	42753	1	21
4380	ReturnRateInformationSourceGrp	1	22
4380	42754	1	23
4380	42755	1	24
4380	ReturnRateDateGrp	1	25
4380	42756	1	26	Mutually exclusive with ReturnRateValuationTime(42757).
4380	42757	1	27	Mutually exclusive with ReturnRateValuationTimeType(42756).
4380	42758	1	28
4380	42759	1	29
4380	42760	1	30
4381	42761	0	1
4381	42762	1	2	Required if NoReturnRateInformationSources(42761) > 0.
4381	42763	1	3
4381	42764	1	4
4382	42765	0	1
4382	42766	1	2	Required if NoReturnRatePrices(42765) > 0.
4382	42767	1	3
4382	42768	1	4
4382	42769	1	5
4383	42770	0	1
4383	42771	1	2	Required if NoReturnRateValuationDateBusinessCenters(42770) > 0.
4384	42772	0	1
4384	42773	1	2	Required if NoReturnRateValuationDates(42772) > 0.
4384	42774	1	3	When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.
4385	42775	0	1
4385	42776	1	2	Required if NoSettlMethodElectionDateBusinessCenters(42775) > 0.
4386	42777	0	1
4386	42778	0	2	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to OptionExercise.
4386	SettlMethodElectionDateBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to OptionExercise.
4386	42779	0	4
4386	42780	0	5	Conditionally required when SettlMethodElectionDateOffsetUnit(42781) is specified.
4386	42781	0	6	Conditionally required when SettlMethodElectionDateOffsetPeriod(42780) is specified.
4386	42782	0	7
4386	42783	0	8
4006	42784	1	3.33
4006	42785	1	3.66
4006	42786	1	8.033
4006	42787	1	8.066
4387	42788	0	1
4387	42789	1	2	Required if NoUnderlyingCashSettlDateBusinessCenters(42788) > 0.
4388	42790	0	1
4388	42791	0	2	When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision.
4388	UnderlyingCashSettlDateBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision.
4388	42792	0	4
4388	42793	0	5	Conditionally required when UnderlyingCashSettlDateOffsetUnit(42794) is specified.
4388	42794	0	6	Conditionally required when UnderlyingCashSettlDateOffsetPeriod(42793) is specified.
4388	42795	0	7
4388	42796	0	8
4290	42797	1	13.33
4290	42798	1	13.66
4290	UnderlyingCashSettlDate	1	15.5
2228	2611	1	28.25
2228	2612	1	28.5
2228	2613	1	28.75
4389	42799	0	1
4389	42800	1	2	Required if NoUnderlyingDividendAccrualPaymentDateBusinessCenters(42799) > 0.
4390	42801	0	1
4390	42802	0	2	Conditionally required when UnderlyingDividendFloatingRateIndexCurveUnit(42803) is specified.
4390	42803	0	3	Conditionally required when UnderlyingDividendFloatingRateIndexCurvePeriod(42802) is specified.
4390	42804	0	4
4390	42805	0	5
4390	42806	0	6
4390	42807	0	7
4390	42808	0	8
4390	42809	0	9
4390	42810	0	10
4390	42811	0	11
4390	42812	0	12
4390	42813	0	13
4390	42814	0	14
4390	42815	0	15
4390	42816	0	16
4390	42817	0	17
4390	42818	0	18
4391	42819	0	1
4391	42820	0	2	Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetUnit(42821) is specified.
4391	42821	0	3	Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetPeriod(42820) is specified.
4391	42822	0	4
4391	42823	0	5
4391	42824	0	6	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendAccrualPaymentDate.
4391	UnderlyingDividendAccrualPaymentDateBusinessCenterGrp	0	7	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendAccrualPaymentDate.
4391	42825	0	8
4392	42826	0	1
4392	42827	0	2
4392	42828	0	3
4392	42829	0	4
4392	UnderlyingDividendPeriodGrp	0	5
4392	42830	0	6
4392	42831	0	7
4392	42832	0	8
4392	42833	0	9
4392	UnderlyingDividendFXTriggerDate	0	10
4392	UnderlyingDividendAccrualFloatingRate	0	11
4392	42834	0	12
4392	UnderlyingDividendAccrualPaymentDate	0	13
4392	42835	0	14
4392	42836	0	15
4392	42837	0	16
4392	42838	0	17
4392	42839	0	18
4392	42840	0	19
4392	42841	0	20
4392	42842	0	21
4392	42843	0	22
4392	42844	0	23
4392	42845	0	24
4393	42846	0	1
4393	42847	0	2	Conditionally required when UnderlyingDividendFXTriggerDateOffsetUnit(42848) is specified.
4393	42848	0	3	Conditionally required when UnderlyingDividendFXTriggerDateOffsetPeriod(42847) is specified.
4393	42849	0	4
4393	42850	0	5
4393	42851	0	6	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendFXTriggerDate.
4393	UnderlyingDividendFXTriggerDateBusinessCenterGrp	0	7	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendFXTriggerDate.
4393	42852	0	8
4394	42853	0	1
4394	42854	1	2	Required if NoUnderlyingDividendFXTriggerDateBusinessCenters(42853) > 0.
4395	42855	0	1
4395	42856	1	2	Required if NoUnderlyingDividendPayments (42855) > 0.
4395	42857	1	3	Required if NoUnderlyingDividendPayments (42855) > 0.
4395	42858	1	4
4395	42859	1	5
4396	42860	0	1
4396	42861	0	2
4396	UnderlyingDividendPaymentGrp	0	3
4397	42862	0	1
4397	42863	1	2	Required if NoUnderlyingDividendPeriods(42862) > 0.
4397	42864	1	3
4397	42865	1	4
4397	42866	1	5	When specified, this overrides UnderlyingDividendUnderlierRefID(42829). The specified value would be specific to this dividend period instance.
4397	42867	1	6
4397	42868	1	7	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this dividend period instance.
4397	UnderlyingDividendPeriodBusinessCenterGrp	1	8	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this dividend period instance.
4397	42869	1	9
4397	42870	1	10
4397	42871	1	11	Conditionally required when UnderlyingDividendPeriodValuationDateOffsetUnit(42872) is specified.
4397	42872	1	12	Conditionally required when UnderlyingDividendPeriodValuationDateOffsetPeriod(42871) is specified.
4397	42873	1	13
4397	42874	1	14
4397	42875	1	15
4397	42876	1	16
4397	42877	1	17	Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetUnit(42878) is specified.
4397	42878	1	18	Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetPeriod(42877) is specified.
4397	42879	1	19
4397	42880	1	20
4397	42881	1	21
4427	42882	0	1
4427	42883	1	2	Required if NoUnderlyingDividendPeriodBusinessCenters(42882) > 0.
4398	42884	0	1
4398	42885	1	2	Required if NoUnderlyingExtraordinaryEvents(42884) > 0.
4398	42886	1	3	Required if NoUnderlyingExtraordinaryEvents(42884) > 0.
1021	2614	0	14.21
1021	2615	0	14.22
1021	2616	0	14.23
1021	2617	0	14.24
1021	2619	0	14.26
1021	2620	0	61.2
1021	2621	0	61.4	Required if UnderlyingFutureID(2620) is specified.
1021	2622	0	86.4
1021	2623	0	86.7
1021	UnderlyingRateSpreadSchedule	0	117
1021	UnderlyingDividendPayout	0	118
1021	UnderlyingExtraordinaryEventGrp	0	119
1021	2624	0	120
1021	2625	0	121
1021	2626	0	122
1021	2627	0	123
1021	2628	0	124
1021	2629	0	125
1021	2630	0	126
1021	2631	0	127
4261	42887	0	10.33
4261	UnderlyingSettlMethodElectionDate	0	10.66
4261	UnderlyingOptionExerciseMakeWholeProvision	0	13
4429	42888	0	1
4429	42889	0	2
4429	42890	0	3
4429	42891	0	4
4429	42892	0	5
4429	42893	0	6
4429	42894	0	7
4059	42895	0	3.5
4059	42896	0	10.2	Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingFloatingRate component.
4059	42897	0	10.4
4059	42898	0	10.6
4059	42899	0	10.8
4059	42900	0	17.25	Mutually exclusive with UnderlyingPaymentStreamCompoundingXIDRef(42896) or the UnderlyingPaymentStreamCompoundingFloatingRate component.
4059	UnderlyingPaymentStreamCompoundingFloatingRate	0	17.5	Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingXIDRef(42896).
4059	UnderlyingPaymentStreamCompoundingDates	0	17.75
4399	42901	0	1
4399	42902	1	2	Required if NoUnderlyingPaymentStreamCompoundingDates(42901) > 0.
4399	42903	1	3	When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.
4400	42904	0	1	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream compounding dates.
4400	UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp	0	2	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream compounding dates.
4400	UnderlyingPaymentStreamCompoundingDateGrp	0	3
4400	42905	0	4
4400	42906	0	5	Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetUnit(42907) is specified.
4400	42907	0	6	Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetPeriod(42906) is specified.
4400	42908	0	7
4400	42909	0	8
4400	UnderlyingPaymentStreamCompoundingStartDate	0	9
4400	UnderlyingPaymentStreamCompoundingEndDate	0	10
4400	42910	0	11	Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyUnit(42911) is specified.
4400	42911	0	12	Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyPeriod(42910) is specified.
4400	42912	0	13	When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the payment stream dates.
4400	42913	0	14
4400	42914	0	15
4401	42915	0	1
4401	42916	1	2	Required if NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters(42915) > 0.
4402	42917	0	1
4402	42918	0	2
4402	42919	0	3	Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetUnit(42920) is specified.
4402	42920	0	4	Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod(42919) is specified.
4402	42921	0	5
4402	42922	0	6
4403	42923	0	1
4403	42924	0	2	Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurveUnit(42925) is specified.
4403	42925	0	3	Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod(42924) is specified.
4403	42926	0	4
4403	42927	0	5
4403	42928	0	6
4403	42929	0	7
4403	42930	0	8
4403	42931	0	9
4403	42932	0	10
4403	42933	0	11
4403	42934	0	12
4403	42935	0	13
4403	42936	0	14
4403	42937	0	15
4403	42938	0	16
4403	42939	0	17
4403	42940	0	18
4404	42941	0	1
4404	42942	0	2
4404	42943	0	3	Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetUnit(42944) is specified.
4404	42944	0	4	Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod(42943) is specified.
4404	42945	0	5
4404	42946	0	6
4405	42947	0	1	Conditionally required when UnderlyingPaymentStreamFormulaImage(42948) is specified.
4405	42948	0	2	Conditionally required when UnderlyingPaymentStreamFormulaImageLength(42947) is specified.
4406	42949	0	1
4406	42950	0	2
4406	42951	0	3	Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit(42952) is specified.
4406	42952	0	4	Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod(42951) is specified.
4406	42953	0	5
4406	42954	0	6
4407	42955	0	1
4407	42956	1	2	Required if NoUnderlyingPaymentStreamFixingDates(42955) > 0.
4407	42957	1	3	When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.
4063	42958	0	19.11
4063	42959	0	19.12
4063	42960	0	19.13
4063	42961	0	19.23
4063	42962	0	29
4063	UnderlyingPaymentStreamFormula	0	30
4063	UnderlyingDividendConditions	0	31
4063	42963	0	32
4063	UnderlyingReturnRateGrp	0	33
4063	42964	0	34
4063	42965	0	35
4063	42966	0	36
4063	42967	0	37
4063	42968	0	38
4063	42969	0	39
4063	42970	0	40
4063	42971	0	41
4063	42972	0	42
4063	42973	0	43
4063	42974	0	44
4063	42975	0	45
4063	42976	0	46
4063	42977	0	47
4408	42978	0	1
4408	42979	0	2
4408	42980	0	3
4408	UnderlyingPaymentStreamFormulaMathGrp	0	4
4408	UnderlyingPaymentStreamFormulaImage	0	5
4409	42981	0	1
4409	42982	1	2	Required if NoUnderlyingPaymentStreamFormulas(42981) > 0.
4409	42983	1	3
4060	UnderlyingPaymentStreamFinalPricePaymentDate	0	13
4061	UnderlyingPaymentStreamFixingDateGrp	0	24
4410	42984	0	1
4410	42985	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 payment stub instance.
4410	UnderlyingPaymentStubEndDateBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance.
4410	42986	0	4
4410	42987	0	5	Conditionally required when UnderlyingPaymentStubEndDateOffsetUnit(42988) is specified.
4410	42988	0	6	Conditionally required when UnderlyingPaymentStubEndDateOffsetPeriod(42987) is specified.
4410	42989	0	7
4410	42990	0	8
4411	42991	0	1
4411	42992	1	2	Required if NoUnderlyingPaymentStubEndDateBusinessCenters(42991) > 0.
4069	UnderlyingPaymentStubStartDate	1	3.33
4069	UnderlyingPaymentStubEndDate	1	3.66
4412	42993	0	1
4412	42994	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 payment stub instance.
4412	UnderlyingPaymentStubStartDateBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance.
4412	42995	0	4
4412	42996	0	5	Conditionally required when UnderlyingPaymentStubStartDateOffsetUnit(42997) is specified.
4412	42997	0	6	Conditionally required when UnderlyingPaymentStubStartDateOffsetPeriod(42996) is specified.
4412	42998	0	7
4412	42999	0	8
4413	43000	0	1
4413	43001	1	2	Required if NoUnderlyingPaymentStubStartDateBusinessCenters(43000) > 0.
4306	43002	1	8.33
4306	43003	1	8.66
4414	43004	0	1
4414	UnderlyingRateSpreadStepGrp	0	2
4415	43005	0	1
4415	43006	1	2	Required if NoUnderlyingRateSpreadSteps(43005) > 0.
4415	43007	1	3	Required if NoUnderlyingRateSpreadSteps(43005) > 0.
4416	43008	0	1
4416	43009	1	2	Required if NoUnderlyingReturnRateDates(43008) > 0.
4416	UnderlyingReturnRateValuationDateGrp	1	3
4416	43010	1	4
4416	43011	1	5	Conditionally required when UnderlyingReturnRateValuationDateOffsetUnit(43012) is specified.
4416	43012	1	6	Conditionally required when UnderlyingReturnRateValuationDateOffsetPeriod(43011) is specified.
4416	43013	1	7
4416	43014	1	8
4416	43015	1	9
4416	43016	1	10	Conditionally required when UnderlyingReturnRateValuationStartDateOffsetUnit(43017) is specified.
4416	43017	1	11	Conditionally required when UnderlyingReturnRateValuationStartDateOffsetPeriod(43016) is specified.
4416	43018	1	12
4416	43019	1	13
4416	43020	1	14
4416	43021	1	15
4416	43022	1	16	Conditionally required when UnderlyingReturnRateValuationEndDateOffsetUnit(43023) is specified.
4416	43023	1	17	Conditionally required when UnderlyingReturnRateValuationEndDateOffsetPeriod(43022) is specified.
4416	43024	1	18
4416	43025	1	19
4416	43026	1	20	Conditionally required when UnderlyingReturnRateValuationFrequencyUnit(43027) is specified.
4416	43027	1	21	Conditionally required when UnderlyingReturnRateValuationFrequencyPeriod(43026) is specified.
4416	43028	1	22	When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the return rate dates.
4416	43029	1	23	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream return rate valuation dates.
4416	UnderlyingReturnRateValuationDateBusinessCenterGrp	1	24	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream return rate valuation dates.
4417	43030	0	1
4417	43031	1	2	Required if NoUnderlyingReturnRateFXConversions(43030) > 0.
4417	43032	1	3	Required if NoUnderlyingReturnRateFXConversions(43030) > 0.
4417	43033	1	4
4418	43034	0	1
4418	43035	1	2	Required if NoUnderlyingReturnRates(43034) > 0.
4418	43036	1	3
4418	43037	1	4
4418	43038	1	5	If not specified, this is defaulted to the reporting currency.
4418	43039	1	6
4418	43040	1	7
4418	UnderlyingReturnRatePriceGrp	1	8
4418	UnderlyingReturnRateFXConversionGrp	1	9
4418	43041	1	10
4418	43042	1	11
4418	43043	1	12
4418	43044	1	13
4418	43045	1	14
4418	43046	1	15
4418	43047	1	16	Mutually exclusive with UnderlyingReturnRateQuoteTime(43048).
4418	43048	1	17	Mutually exclusive with UnderlyingReturnRateQuoteTimeType(43047).
4418	43049	1	18
4418	43050	1	19
4418	43051	1	20
4418	43052	1	21
4418	UnderlyingReturnRateInformationSourceGrp	1	22
4418	43053	1	23
4418	43054	1	24
4418	UnderlyingReturnRateDateGrp	1	25
4418	43055	1	26	Mutually exclusive with UnderlyingReturnRateValuationTime(43056)
4418	43056	1	27	Mutually exclusive with UnderlyingReturnRateValuationTimeType(43055).
4418	43057	1	28
4418	43058	1	29
4418	43059	1	30
4419	43060	0	1
4419	43061	1	2	Required if NoUnderlyingReturnRateInformationSources(43060) > 0.
4419	43062	1	3
4419	43063	1	4
4420	43064	0	1
4420	43065	1	2	Required if NoUnderlyingReturnRatePrices(43064) > 0.
4420	43066	1	3
4420	43067	1	4
4420	43068	1	5
4421	43069	0	1
4421	43070	1	2	Required if NoUnderlyingReturnRateValuationDateBusinessCenters(43069) > 0.
4422	43071	0	1
4422	43072	1	2	Required if NoUnderlyingReturnRateValuationDates(43071) > 0.
4422	43073	1	3	When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.
4423	43074	0	1
4423	43075	1	2	Required if NoUnderlyingSettlMethodElectionDateBusinessCenters(43074) > 0.
4424	43076	0	1
4424	43077	0	2	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to UnderlyingOptionExercise.
4424	UnderlyingSettlMethodElectionDateBusinessCenterGrp	0	3	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to UnderlyingOptionExercise.
4424	43078	0	4
4424	43079	0	5	Conditionally required when UnderlyingSettlMethodElectionDateOffsetUnit(43080) is specified.
4424	43080	0	6	Conditionally required when UnderlyingSettlMethodElectionDateOffsetPeriod(43079) is specified.
4424	43081	0	7
4424	43082	0	8
4056	43083	1	3.33
4056	43084	1	3.66
4056	43085	1	7.033
4056	43086	1	7.066

FIX Version FIX.5.0SP2 Extension Pack EP208

Approval Date 2014-11-14T17:00:00

Description CFTC Parts 43-45 - Phase 4

Datatype Changes

Updated Datatypes

Name

BaseType

Description

Example

XML

Deprecated Datatypes

Name

Datatypes removed

Name

Datatypes Added

Name

BaseType

Description

Example

XML

Field Changes

Updated Fields

New Fields

Enumerations

Updated Enumerations

Enumerations Deleted

Enumerations Added

Components

Components Changed

Components Added

Message/Component Content

Message/Components Content Changes

Messages/Components Content Added