| Tag | Name | Type | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType | Description | Elaboration | Deprecated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 201 | Indicates whether an option contract is a put, call, chooser or undetermined. | |||||||||||
| 315 | Indicates whether an underlying option contract is a put, call, chooser or undetermined. | |||||||||||
| 1323 | Indicates whether an option contract is a put, call, chooser or undetermined. | |||||||||||
| 1358 | Indicates whether a leg option contract is a put, call, chooser or undetermined. | |||||||||||
| 1439 | The industry standard flow schedule by which electricity or natural gas is traded. Schedules may exist by regions and on-peak and off-peak status, such as "Western Peak". | |||||||||||
| 1482 | Indicates the type of valuation method or payout trigger for an in-the-money option. | |||||||||||
| 1575 | The sub-classification or notional schedule type of the swap. | |||||||||||
| 2028 | Indicates the type of valuation method or payout trigger for an in-the-money option. | |||||||||||
| 2156 | The sub-classification or notional schedule type of the swap. | |||||||||||
| 2193 | Indicates the type of valuation method or trigger payout for an in-the-money option. | |||||||||||
| 2289 | The sub-classification or notional schedule type of the swap. |
| Tag | Name | Type | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType | Description | Elaboration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2752 | DeliveryRouteOrCharter | String | RteChrtr | 0 | Specific delivery route or time charter average. Applicable to commodity freight contracts. | ||||||
| 2753 | ReturnTrigger | int | RtnTrgr | 0 | Indicates the type of return or payout trigger for the swap or forward. | ||||||
| 2754 | LegDeliveryRouteOrCharter | String | RteChrtr | 0 | Specific delivery route or time charter average. Applicable to commodity freight contracts. | ||||||
| 2755 | LegReturnTrigger | int | RtnTrgr | 0 | 2753 | Indicates the type of return or payout trigger for the swap or forward. | |||||
| 2756 | UnderlyingDeliveryRouteOrCharter | String | RteChrtr | 0 | Specific delivery route or time charter average. Applicable to commodity freight contracts. | ||||||
| 2757 | UnderlyingReturnTrigger | int | RtnTrgr | 0 | 2753 | Indicates the type of return or payout trigger for the swap or forward. |
| Tag | Value | SymbolicName | Group | Sort | Description | Elaboration | Deprecated |
|---|---|---|---|---|---|---|---|
| 201 | 0 | Also used for the case in which the buyer of a Swaption has the right to enter into an IRS contract as a fixed-rate receiver or into a CDS contract as a seller of protection or for the case of a Floor. | |||||
| 201 | 1 | Also used for the case in which the buyer of a Swaption has the right to enter into an IRS contract as a fixed-rate payer or into a CDS contract as a buyer of protection or for the case of a Cap. | |||||
| 1482 | 3 | Digital (Binary) | |||||
| 1575 | AMTZ | Amortizing notional schedule | |||||
| 167 | PRTFLIOSWAP | Portfolio swap |
| Tag | Value |
|---|---|
| 1575 | COMP |
| Tag | Value | SymbolicName | Group | Sort | Description | Elaboration |
|---|---|---|---|---|---|---|
| 2753 | 1 | Dividend | 1 | Dividend | ||
| 2753 | 2 | Variance | 2 | Variance | ||
| 2753 | 3 | Volatility | 3 | Volatility | ||
| 2753 | 4 | TotalReturn | 4 | Total return | ||
| 2753 | 5 | ContractForDifference | 5 | Contract for difference | ||
| 2753 | 6 | CreditDefault | 6 | Credit default | ||
| 2753 | 7 | SpreadBet | 7 | Spread bet | ||
| 2753 | 8 | Price | 8 | Price | ||
| 2753 | 9 | ForwardPriceUnderlyingInstrument | 9 | Forward price of underlying instrument | ||
| 2753 | 99 | Other | 99 | Other | ||
| 167 | ETC | ExchangeTradedCommodity | Derivatives | 33 | Exchange traded commodity | |
| 167 | ETN | ExchangeTradedNote | Other | 8 | Exchange traded note | |
| 167 | SECDERIV | SecuritizedDerivative | Other | 10 | Securitized derivative | |
| 167 | SFP | StructuredFinanceProduct | Financing | 7 | Structured finance product | |
| 201 | 3 | Chooser | 4 | Chooser | Indicates that the option buyer may choose to buy or sell the underlying security on exercise or if a Swaption to pay or receive the underlying IRS cash flow stream or to buy or sell CDS protection. | |
| 871 | 40 | AverageDailyNotionalAmount | 41 | Average daily notional amount | ||
| 871 | 41 | AverageDailyNumberTrades | 42 | Average daily number of trades | ||
| 1439 | 5 | AllTimes | 5 | All times | ||
| 1439 | 6 | OnPeak | 6 | On peak | ||
| 1439 | 7 | OffPeak | 7 | Off peak | ||
| 1439 | 8 | Base | 8 | Base | ||
| 1439 | 9 | Block | 9 | Block | ||
| 1439 | 99 | Other | 99 | Other | ||
| 1482 | 4 | Asian | 4 | Asian | ||
| 1482 | 5 | Barrier | 5 | Barrier | ||
| 1482 | 6 | DigitalBarrier | 6 | Digital Barrier | ||
| 1482 | 7 | Lookback | 7 | Lookback | ||
| 1482 | 8 | OtherPathDependent | 8 | Other path dependent | ||
| 1482 | 99 | Other | 99 | Other | ||
| 1575 | CNST | ConstantNotionalSchedule | 3 | Constant notional schedule | ||
| 1575 | ACRT | AccretingNotionalSchedule | 4 | Accreting notional schedule | ||
| 1575 | CUST | CustomNotionalSchedule | 5 | Custom notional schedule |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 1003 | 2753 | 0 | 29.2155 | 0 | |
| 1003 | 2752 | 0 | 50.35 | 0 | |
| 1005 | 2755 | 0 | 29.325 | 0 | |
| 1005 | 2754 | 0 | 45.37 | 0 | |
| 1021 | 2757 | 0 | 93.5 | 0 | |
| 1021 | 2756 | 0 | 109.7 | 0 |