| 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>) |
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| 879 | UnderlyingQty | Qty | Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.) |
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| 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. |
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| 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 |
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| 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. |
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| 884 | UnderlyingStartValue | StartVal | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement |
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| 885 | UnderlyingCurrentValue | CurVal | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral |
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| 886 | UnderlyingEndValue | EndVal | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement |
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| UnderlyingStipulations | Stip | Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block |
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| 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 | |||||