Code value,Description,When added,Symbolic name,Elaboration
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PXMATERIAL,Price Materiality,FIX.5.0SP2 EP187,[PriceMateriality],Price materiality is applicable. Value is the primary rate option.
PXMATERIAL2,Price Materiality 2,FIX.5.0SP2 EP187,[PriceMateriality2],Price materiality is applicable. Value is the secondary rate option. Multiple values are supported.
UNSCHEDHOL,Unscheduled Holiday,FIX.5.0SP2 EP187,[UnscheduledHoliday],"When present indicates that if the valuation date is not a business day and the market was not aware of such fact until 9am at the principal financial center(s) of the reference currency two business days prior, and if as a result the valuation date has not occurred on or before the next consecutive day after the deferral period then the next day after the deferral period that would have been a business day but for the unscheduled holiday shall be deemed to be the valuation date. Value is the maximum deferral period expressed as a Tenor, e.g. D30 means 30 days. M3 means 3 months."
PSTPNMNT,Valuation Postponement. ,FIX.5.0SP2 EP187,[ValuationPostponement],"For the purposes of obtaining a settlement rate, the spot rate will be determined on the business day first succeeding the day on which the price source disruption ceases to exist, unless the disruption continues for consecutive calendar days equal to the maximum postponement. In such event, the spot rate will be determined on the next business day after the maximum days of postponement. Value is the maximum postponement period expressed as a Tenor, e.g. D30 means 30 days. M3 means 3 months."
CUMEVNTS,Cumulative Events. ,FIX.5.0SP2 EP187,[CumulativeEvents],"In no event shall the total number of consecutive calendar days of deferral or postponement exceed the maximum days of postponement. Value is the maximum postponement period expressed as a Tenor, e.g. D30 means 30 days. M3 means 3 months."