Code Set NameData TypeDescriptionPedigree
UnderlyingSettlementTypeCodeSetint

Indicates order settlement period for the underlying instrument.


2=

T+1

Settles 1 business day after the trade date.

Added EP4 Updated EP307 [TPlus1]
4=

T+3

Settles 3 business days after the trade date.

Added EP4 Updated EP307 [TPlus3]
5=

T+4

Settles 4 business days after the trade date.

Added EP4 Updated EP307 [TPlus4]
10=

S

For securities lending contract, specifies that the collateral settles on the contract’s settlement date.

Added EP307 [SMinus0]
11=

S-1

For securities lending contract, specifies that the collateral settles 1 business day before the contract’s settlement date.

Added EP307 [SMinus1]
12=

S-2

For securities lending contract, specifies that the collateral settles 2 business days before the contract’s settlement date.

Added EP307 [SMinus2]
Added EP4

Used in fields:
[UnderlyingSettlementType]