 | 1246 | DerivativeProduct | Prod | | | Added EP-1
Updated EP271
|
| 1228 | DerivativeProductComplex | ProdCmplx | | Identifies an entire suite of products for a given market. In Futures this may be interest rates , agricultural , equity indexes , etc | Added EP-1
|
| 1243 | DerivFlexProductEligibilityIndicator | FlexProdElig | | Used to indicate if a product or group of product supports the creation of flexible securities | Added EP-1
|
| 1247 | DerivativeSecurityGroup | SecGrp | | | Added EP-1
Updated EP271
|
| 1248 | DerivativeCFICode | CFI | | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. | Added EP-1
Updated EP271
|
| 2892 | DerivativeUPICode | UPI | | | Added EP266
|
| 1249 | DerivativeSecurityType | SecTyp | | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
Required for Fixed Income. Refer to Volume 7 - Fixed Income
Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.) | Added EP-1
|
| 1250 | DerivativeSecuritySubType | SecSubTyp | | | Added EP-1
Updated EP271
|
| 1251 | DerivativeMaturityMonthYear | MMY | | Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S and P futures). Note MaturityDate (a full date) can also be specified. | Added EP-1
Updated EP271
|
| 1252 | DerivativeMaturityDate | MatDt | | Note that standardized derivatives which are typically only referenced by month and year (e.g. S and P futures).may use MaturityMonthYear and or this field.
When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. | Added EP-1
Updated EP271
|
| 1253 | DerivativeMaturityTime | MatTm | | | Added EP-1
|
| 1254 | DerivativeSettleOnOpenFlag | SettlOnOpenFlag | | | Added EP-1
Updated EP271
|
| 1255 | DerivativeInstrmtAssignmentMethod | AsgnMeth | | | Added EP-1
|
| 1256 | DerivativeSecurityStatus | Status | | | Added EP-1
Updated EP271
|
| 1276 | DerivativeIssueDate | IssDt | | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | Added EP-1
|
| 1257 | DerivativeInstrRegistry | Rgstry | | Can be used in conjunction with ISIN to address ISIN uniqueness issues. | Added EP-1
Updated EP271
|
| 1258 | DerivativeCountryOfIssue | Ctry | | Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. | Added EP-1
Updated EP271
|
| 1259 | DerivativeStateOrProvinceOfIssue | StPrv | | | Added EP-1
Updated EP271
|
| 1260 | DerivativeLocaleOfIssue | Lcl | | | Added EP-1
Updated EP271
|
| 1261 | DerivativeStrikePrice | StrkPx | | | Added EP-1
Updated EP271
|
| 1262 | DerivativeStrikeCurrency | StrkCcy | | | Added EP-1
Updated EP271
|
| 2912 | DerivativeStrikeCurrencyCodeSource | StrkCcySrc | | | Added EP273
|
| 1263 | DerivativeStrikeMultiplier | StrkMult | | | Added EP-1
Updated EP271
|
| 1264 | DerivativeStrikeValue | StrkValu | | | Added EP-1
Updated EP271
|
| 1265 | DerivativeOptAttribute | OptAt | | | Added EP-1
Updated EP271
|
| 1266 | DerivativeContractMultiplier | Mult | | | Added EP-1
Updated EP271
|
| 1438 | DerivativeContractMultiplierUnit | MultTyp | | | Added EP80
|
| 1442 | DerivativeFlowScheduleType | FlowSchedTyp | | | Added EP80
|
| 1267 | DerivativeMinPriceIncrement | MinPxIncr | | | Added EP-1
Updated EP271
|
| 1268 | DerivativeMinPriceIncrementAmount | MinPxIncrAmt | | | Added EP-1
Updated EP271
|
| 1269 | DerivativeUnitOfMeasure | UOM | | | Added EP-1
|
| 1270 | DerivativeUnitOfMeasureQty | UOMQty | | | Added EP-1
|
| 1722 | DerivativeUnitOfMeasureCurrency | UOMCcy | | | Added EP122
|
| 2913 | DerivativeUnitOfMeasureCurrencyCodeSource | UOMCcySrc | | | Added EP273
|
| 1315 | DerivativePriceUnitOfMeasure | PxUOM | | | Added EP-1
|
| 1316 | DerivativePriceUnitOfMeasureQty | PxUOMQty | | | Added EP-1
|
| 1723 | DerivativePriceUnitOfMeasureCurrency | PxUOMCcy | | | Added EP122
|
| 2914 | DerivativePriceUnitOfMeasureCurrencyCodeSource | PxUOMCcySrc | | | Added EP273
|
| 1317 | DerivativeSettlMethod | SettlMeth | | | Added EP-1
Updated EP271
|
| 1318 | DerivativePriceQuoteMethod | PxQteMeth | | | Added EP-1
Updated EP271
|
| 1319 | DerivativeValuationMethod | ValMeth | | | Added EP-1
Updated EP271
|
| 1576 | DerivativePriceQuoteCurrency | PxQteCcy | | | Added EP107
|
| 2915 | DerivativePriceQuoteCurrencyCodeSource | PxQteCcySrc | | | Added EP273
|
| 1320 | DerivativeListMethod | ListMeth | | | Added EP-1
Updated EP271
|
| 1321 | DerivativeCapPrice | CapPx | | | Added EP-1
Updated EP271
|
| 1322 | DerivativeFloorPrice | FlrPx | | | Added EP-1
Updated EP271
|
| 1323 | DerivativePutOrCall | PutCall | | | Added EP-1
|
| 2684 | DerivativeInTheMoneyCondition | ITMCond | | Used to express in-the-moneyness behavior in general terms for the option without the use of DerivativeStrikePrice(1261) and DerivativePutOrCall(1323). | Added EP224
|
| 2688 | DerivativeContraryInstructionEligibilityIndicator | CntraryInstEligInd | | | Added EP224
|
| 1299 | DerivativeExerciseStyle | ExerStyle | | | Added EP-1
Updated EP271
|
| 1225 | DerivativeOptPayoutAmount | OptPayAmt | | | Added EP-1
Updated EP271
|
| 1271 | DerivativeTimeUnit | TmUnit | | | Added EP-1
Updated EP271
|
| 1272 | DerivativeSecurityExchange | Exch | | Can be used to identify the security. | Added EP-1
|
| 1273 | DerivativePositionLimit | PosLmt | | | Added EP-1
Updated EP271
|
| 1274 | DerivativeNTPositionLimit | NTPosLmt | | | Added EP-1
Updated EP271
|
| 1275 | DerivativeIssuer | Issr | | | Added EP-1
|
| 1277 | DerivativeEncodedIssuerLen | EncIssrLen | | Must be set if DerivativeEncodedIssuer(1278) field is specified and must immediately precede it. | Added EP-1
Updated EP271
|
| 1278 | DerivativeEncodedIssuer | EncIssr | | | Added EP-1
Updated EP271
|
| 1279 | DerivativeSecurityDesc | Desc | | | Added EP-1
|
| 1280 | DerivativeEncodedSecurityDescLen | EncSecDescLen | | Must be set if DerivativeEncodedSecurityDesc(1280) field is specified and must immediately precede it. | Added EP-1
Updated EP271
|
| 1281 | DerivativeEncodedSecurityDesc | EncSecDesc | | | Added EP-1
Updated EP271
|
| Component(-) | DerivativeSecurityXML | SecXML | | Embedded XML document describing security. | Added EP-1
|
| 1285 | DerivativeContractSettlMonth | CSetMo | | Must be present for MBS or TBA | Added EP-1
|