UnderlyingInstrument Component

<Undly>

Tag Field Name AbbrName Req'd Comments
311 UnderlyingSymbol Sym
312 UnderlyingSymbolSfx Sfx
309 UnderlyingSecurityID ID
305 UnderlyingSecurityIDSource Src
UndSecAltIDGrp UndAID
462 UnderlyingProduct Prod
463 UnderlyingCFICode CFI
310 UnderlyingSecurityType SecTyp
763 UnderlyingSecuritySubType SubTyp
313 UnderlyingMaturityMonthYear MMY
542 UnderlyingMaturityDate Mat
1213 UnderlyingMaturityTime MatTm
241 UnderlyingCouponPaymentDate CpnPmt
242 UnderlyingIssueDate Issued
243 UnderlyingRepoCollateralSecurityType (Deprecated in FIX.4.4) RepoCollSecTyp (Deprecated from this message as of FIX.4.4)
244 UnderlyingRepurchaseTerm (Deprecated in FIX.4.4) RepoTrm (Deprecated from this message as of FIX.4.4)
245 UnderlyingRepurchaseRate (Deprecated in FIX.4.4) RepoRt (Deprecated from this message as of FIX.4.4)
246 UnderlyingFactor Fctr
256 UnderlyingCreditRating CrdRtg
595 UnderlyingInstrRegistry Rgstry
592 UnderlyingCountryOfIssue Ctry
593 UnderlyingStateOrProvinceOfIssue StOrProvnc
594 UnderlyingLocaleOfIssue Lcl
247 UnderlyingRedemptionDate (Deprecated in FIX.4.4) Redeem (Deprecated from this message as of FIX.4.4)
316 UnderlyingStrikePrice StrkPx
941 UnderlyingStrikeCurrency StrkCcy
317 UnderlyingOptAttribute OptA
436 UnderlyingContractMultiplier Mult
998 UnderlyingUnitOfMeasure UOM
1423 UnderlyingUnitOfMeasureQty UOMQty
1424 UnderlyingPriceUnitOfMeasure PxUOM
1425 UnderlyingPriceUnitOfMeasureQty PxUOMQty
1000 UnderlyingTimeUnit TmUnit Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
1419 UnderlyingExerciseStyle ExerStyle
435 UnderlyingCouponRate CpnRt
308 UnderlyingSecurityExchange Exch
306 UnderlyingIssuer Issr
362 EncodedUnderlyingIssuerLen EncUndIssrLen
363 EncodedUnderlyingIssuer EncUndIssr
307 UnderlyingSecurityDesc Desc
364 EncodedUnderlyingSecurityDescLen EncUndSecDescLen
365 EncodedUnderlyingSecurityDesc EncUndSecDesc
877 UnderlyingCPProgram CPPgm
878 UnderlyingCPRegType CPRegTyp
972 UnderlyingAllocationPercent AllocPct Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.
318 UnderlyingCurrency Ccy Specific to the <UnderlyingInstrument> (not in <Instrument>)
879 UnderlyingQty Qty Specific to the <UnderlyingInstrument> (not in <Instrument>)
Unit amount of the underlying security (par, shares, currency, etc.)
975 UnderlyingSettlementType SettlTyp Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.
973 UnderlyingCashAmount CashAmt Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value.
974 UnderlyingCashType CashTyp Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)
810 UnderlyingPx Px Specific to the <UnderlyingInstrument> (not in <Instrument>)
In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.
882 UnderlyingDirtyPrice DirtPx Specific to the <UnderlyingInstrument> (not in <Instrument>)
In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest
883 UnderlyingEndPrice EndPx Specific to the <UnderlyingInstrument> (not in <Instrument>)
In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.
884 UnderlyingStartValue StartVal Specific to the <UnderlyingInstrument> (not in <Instrument>)
Currency value attributed to this collateral at the start of the agreement
885 UnderlyingCurrentValue CurVal Specific to the <UnderlyingInstrument> (not in <Instrument>)
Currency value currently attributed to this collateral
886 UnderlyingEndValue EndVal Specific to the <UnderlyingInstrument> (not in <Instrument>)
Currency value attributed to this collateral at the end of the agreement
UnderlyingStipulations Stip Specific to the <UnderlyingInstrument> (not in <Instrument>)
Insert here the contents of the <UnderlyingStipulations> Component Block
1044 UnderlyingAdjustedQuantity AdjQty Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).
1045 UnderlyingFXRate FxRate Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).
1046 UnderlyingFXRateCalc FxRateCalc Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).
1038 UnderlyingCapValue CapValu
UndlyInstrumentParties Pty
1039 UnderlyingSettlMethod SetMeth
315 UnderlyingPutOrCall PutCall Used to express option right
Used in the following messages and components
OrderMassCancelRequest OrderMassCancelReport DerivativeSecurityListRequest DerivativeSecurityList OrderMassStatusRequest DerivativeSecurityListUpdateReport OrderMassActionRequest OrderMassActionReport PosUndInstrmtGrp QuotSetAckGrp QuotSetGrp UndInstrmtCollGrp UndInstrmtGrp