This new block is a repeating group based on the existing block <PartyRiskLimitsGrp> with an additional field ListUpdateAction(1324) to support incremental changes of risk limit definitions. The group is part of the definition request as well as part of the update report for risk limits.
Pedigree Added EP128
Expand Components | Collapse Components
| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| Repeating Group 1677 | NoPartyRiskLimits |
| 1324 | ListUpdateAction | ListUpdActn | Required if NoPartyRiskLimits(1677) > 0. | Added EP128 | |
| Component(-) | PartyDetailGrp | PtyDetl | Conditionally required when ListUpdateAction(1324) = A(Add). Conditionally required when ListUpdateAction(1324) = M(Modify) or D(Delete) and RiskLimitID(1670) is not provided. | Added EP128 |
| Repeating Group 1671 | NoPartyDetails | Number of party details. |
| 1691 | PartyDetailID | ID | The identification of the party. Required when NoPartyDetails(1671) > 0. | Added EP105 Updated EP128 | |
| 1692 | PartyDetailIDSource | Src | Used to identify source of PartyID value (e.g. BIC). Required when NoPartyDetails(1671) > 0. | Added EP105 Updated EP128 | |
| 1693 | PartyDetailRole | R | Identifies the type of PartyID (e.g. Executing Broker). Required when NoPartyDetails(1671) > 0. | Added EP105 Updated EP128 | |
| 1674 | PartyDetailRoleQualifier | Qual | Added EP105 | ||
| Component(-) | PartyDetailSubGrp | Sub | Added EP105 |
| Repeating Group 1694 | NoPartyDetailSubIDs | Number of party detail sub-identifiers. |
| 1695 | PartyDetailSubID | ID | Required when NoPartyDetailSubIDs > 0. | Added EP105 | |
| 1696 | PartyDetailSubIDType | Typ | Required when NoPartyDetailSubIDs > 0. | Added EP105 |
| end Repeating Group |
| end Component |
| Component(-) | PartyDetailAltIDGrp | AltPty | Optionally used to specify alternate IDs to identify the party specified. | Added EP105 |
| Repeating Group 1516 | NoPartyDetailAltID | Number of party alternative identifiers. |
| 1517 | PartyDetailAltID | ID | Required when NoPartyDetailAltID > 0. | Added EP105 | |
| 1518 | PartyDetailAltIDSource | Src | Required when NoPartyDetailAltID > 0. | Added EP105 | |
| Component(-) | PartyDetailAltSubGrp | Sub | Added EP105 |
| Repeating Group 1519 | NoPartyDetailAltSubIDs | Number of party detail alternate sub-identifiers. |
| 1520 | PartyDetailAltSubID | ID | Required when NoPartyDetailAltSubIDs > 0. | Added EP105 | |
| 1521 | PartyDetailAltSubIDType | Typ | Required when NoPartyDetailAltSubIDs > 0. | Added EP105 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | RelatedPartyDetailGrp | ReltdPtyDetl | May not be specified in PartyDetailsListUpdateReport(35=CK) if ListUpdateAction(1324) = D(Delete) | Added EP105 Updated EP128 |
| Repeating Group 1562 | NoRelatedPartyDetailID | Number of related party detail identifiers. |
| 1563 | RelatedPartyDetailID | ID | Required if NoRelatedPartyDetails > 0. | Added EP105 | |
| 1564 | RelatedPartyDetailIDSource | Src | Required if NoRelatedPartyDetails > 0. | Added EP105 | |
| 1565 | RelatedPartyDetailRole | R | Required if NoRelatedPartyDetails > 0. | Added EP105 | |
| 1675 | RelatedPartyDetailRoleQualifier | Qual | Added EP105 | ||
| Component(-) | RelatedPartyDetailSubGrp | Sub | Added EP105 |
| Repeating Group 1566 | NoRelatedPartyDetailSubIDs | Number of related party detail sub-identifiers. |
| 1567 | RelatedPartyDetailSubID | ID | Required when NoRelatedPartyDetailSubIDs > 0. | Added EP105 | |
| 1568 | RelatedPartyDetailSubIDType | Typ | Required when NoRelatedPartyDetailSubIDs > 0. | Added EP105 |
| end Repeating Group |
| end Component |
| Component(-) | RelatedPartyDetailAltIDGrp | AltPty | Added EP105 |
| Repeating Group 1569 | NoRelatedPartyDetailAltID | Number of related party detail alternate identifiers. |
| 1570 | RelatedPartyDetailAltID | ID | Required when NoRelatedPartyDetailAltID > 0. | Added EP105 | |
| 1571 | RelatedPartyDetailAltIDSource | Src | Required when NoRelatedPartyDetailAltID > 0. | Added EP105 | |
| Component(-) | RelatedPartyDetailAltSubGrp | Sub | Added EP105 |
| Repeating Group 1572 | NoRelatedPartyDetailAltSubIDs | Number of related party detail alternate sub-identifiers. |
| 1573 | RelatedPartyDetailAltSubID | ID | Required when NoRelatedPartyDetailAltSubIDs > 0. | Added EP105 | |
| 1574 | RelatedPartyDetailAltSubIDType | Typ | Required when NoRelatedPartyDetailAltSubIDs > 0. | Added EP105 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | PartyRelationshipGrp | Rltnshp | Added EP105 |
| Repeating Group 1514 | NoPartyRelationships | Number of party relationships. |
| 1515 | PartyRelationship | Rltnshp | Identifies the type of party relationship requested. Required if NoPartyRelationships > 0. | Added EP105 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 1672 | PartyDetailStatus | Stat | Added EP105 Updated EP171 |
| end Repeating Group |
| end Component |
| Component(-) | RiskLimitsGrp | RiskLmt | Conditionally required when ListUpdateAction(1324) = A(Add) or M(Modify). | Added EP128 |
| Repeating Group 1669 | NoRiskLimits | Number of risk limits for different instrument scopes. |
| Component(-) | RiskLimitTypesGrp | RiskLmtTyp | Required if NoRiskLimits(1669) > 0. | Added EP105 Updated EP128 |
| Repeating Group 1529 | NoRiskLimitTypes | Number of risk limits with associated warning levels. |
| 1530 | RiskLimitType | Typ | Required if NoRiskLimitTypes(1529) > 0. | Added EP105 Updated EP128 | |
| 1531 | RiskLimitAmount | Amt | Added EP105 Updated EP128 | ||
| 1767 | RiskLimitAction | Actn | Added EP128 | ||
| 1766 | RiskLimitUtilizationAmount | UtilztnAmt | Not applicable in a request. | Added EP128 | |
| 1765 | RiskLimitUtilizationPercent | UtilztnPct | Not applicable in a request. | Added EP128 | |
| 1532 | RiskLimitCurrency | Ccy | Added EP105 | ||
| 1533 | RiskLimitPlatform | Pltfm | Added EP105 | ||
| 2336 | RiskLimitVelocityPeriod | Velcty | Conditionally required when RiskLimitType(1530) = 10 (Clip size) | Added EP171 | |
| 2337 | RiskLimitVelocityUnit | VelctyUnit | Added EP171 | ||
| Component(-) | RiskWarningLevelGrp | WarnLvl | Added EP105 Updated EP171 |
| Repeating Group 1559 | NoRiskWarningLevels | Number of risk warning levels. |
| 1769 | RiskWarningLevelAction | Actn | Required if NoRiskWarningLevels(1559) > 0. | Added EP128 | |
| 1560 | RiskWarningLevelPercent | Pct | Conditionally required when RiskWarningLevelAmount(1768) is not provided. | Added EP105 Updated EP128 | |
| 1768 | RiskWarningLevelAmount | Amt | Conditionally required when RiskWarningLevelPercent(1560) is not provided. | Added EP128 | |
| 1561 | RiskWarningLevelName | Nme | Added EP105 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | RiskInstrumentScopeGrp | InstrmtScope | Added EP105 |
| Repeating Group 1534 | NoRiskInstrumentScopes | Number of risk instrument scopes. |
| 1535 | InstrumentScopeOperator | Oper | Required when NoRiskInstrumentScopes > 0. | Added EP105 |
| Component(-) | InstrumentScope | InstrmtScope | Added EP105 |
| 1536 | InstrumentScopeSymbol | Sym | Added EP105 | ||
| 1537 | InstrumentScopeSymbolSfx | Sfx | Added EP105 | ||
| 1538 | InstrumentScopeSecurityID | ID | Added EP105 | ||
| 1539 | InstrumentScopeSecurityIDSource | Src | Added EP105 |
| Component(-) | InstrumentScopeSecurityAltIDGrp | AID | Added EP105 |
| Repeating Group 1540 | NoInstrumentScopeSecurityAltID | Number of alternate security identifier for the specified InstrumentScopeSecurityID(1538). |
| 1541 | InstrumentScopeSecurityAltID | AltID | Required when NoInstrumentScopeSecurityAltID > 0. | Added EP105 | |
| 1542 | InstrumentScopeSecurityAltIDSource | AltIDSrc | Required when NoInstrumentScopeSecurityAltID > 0. | Added EP105 |
| end Repeating Group |
| end Component |
| 1543 | InstrumentScopeProduct | Prod | Added EP105 | ||
| 1544 | InstrumentScopeProductComplex | ProdCmplx | Added EP105 | ||
| 1545 | InstrumentScopeSecurityGroup | SecGrp | Added EP105 | ||
| 1546 | InstrumentScopeCFICode | CFI | Added EP105 | ||
| 2895 | InstrumentScopeUPICode | UPI | Added EP266 | ||
| 1547 | InstrumentScopeSecurityType | SecTyp | Added EP105 | ||
| 1548 | InstrumentScopeSecuritySubType | SecSubTyp | Added EP105 | ||
| 1549 | InstrumentScopeMaturityMonthYear | MMY | Added EP105 | ||
| 1550 | InstrumentScopeMaturityTime | MatTm | Added EP105 | ||
| 1551 | InstrumentScopeRestructuringType | RstrctTyp | Added EP105 | ||
| 1552 | InstrumentScopeSeniority | Snrty | Added EP105 | ||
| 1553 | InstrumentScopePutOrCall | PutCall | Added EP105 | ||
| 1554 | InstrumentScopeFlexibleIndicator | FlexInd | Added EP105 | ||
| 1555 | InstrumentScopeCouponRate | CpnRt | Added EP105 Updated EP182 | ||
| 1616 | InstrumentScopeSecurityExchange | Exch | Added EP105 | ||
| 1556 | InstrumentScopeSecurityDesc | Desc | Added EP105 | ||
| 1620 | InstrumentScopeEncodedSecurityDescLen | Added EP105 | |||
| 1621 | InstrumentScopeEncodedSecurityDesc | Added EP105 | |||
| 1557 | InstrumentScopeSettlType | SettlTyp | Can be used to specify FX tenors. | Added EP105 |
| end Component |
| 1558 | RiskInstrumentMultiplier | Mult | Added EP105 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 1670 | RiskLimitID | RiskLmtID | Conditionally required when PartyDetailGrp component is not provided. | Added EP128 | |
| 2339 | RiskLimitCheckModelType | ChkModelTyp | Added EP171 | ||
| 2355 | PartyRiskLimitStatus | PtyRiskLmtStat | Added EP214 |
| end Repeating Group |
|