FIX.Latest_EP292 Component

UnderlyingReturnRateGrp

<RtnRt>

UnderlyingReturnRateGrp is a repeating subcomponent within the UnderlyingPaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream.

Pedigree Added EP208 Updated EP259

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Repeating Group 43034

NoUnderlyingReturnRates

Added EP208

	43035	UnderlyingReturnRatePriceSequence	PxSeq		Required if NoUnderlyingReturnRates(43034) > 0.	Added EP208
	43036	UnderlyingReturnRateCommissionBasis	CommBasis			Added EP208
	43037	UnderlyingReturnRateCommissionAmount	CommAmt			Added EP208
	43038	UnderlyingReturnRateCommissionCurrency	CommCcy		If not specified, this is defaulted to the reporting currency.	Added EP208
	43039	UnderlyingReturnRateTotalCommissionPerTrade	TotCommPerTrd			Added EP208
	43040	UnderlyingReturnRateDeterminationMethod	DtrmnMeth			Added EP208

Component(-)

UnderlyingReturnRatePriceGrp

Px

Added EP208

Repeating Group 43064

NoUnderlyingReturnRatePrices

Added EP208

	43065	UnderlyingReturnRatePriceBasis	PxBasis		Required if NoUnderlyingReturnRatePrices(43064) > 0.	Added EP208
	43066	UnderlyingReturnRatePrice	Px			Added EP208
	43067	UnderlyingReturnRatePriceCurrency	Ccy			Added EP208
	43068	UnderlyingReturnRatePriceType	PxTyp			Added EP208

end Repeating Group

end Component

Component(-)

UnderlyingReturnRateFXConversionGrp

FxCnvrsn

Added EP208

Repeating Group 43030

NoUnderlyingReturnRateFXConversions

Added EP208

	43031	UnderlyingReturnRateFXCurrencySymbol	CcySym		Required if NoUnderlyingReturnRateFXConversions(43030) > 0.	Added EP208
	43032	UnderlyingReturnRateFXRate	FxRt		Required if NoUnderlyingReturnRateFXConversions(43030) > 0.	Added EP208
	43033	UnderlyingReturnRateFXRateCalc	FxRtCalc			Added EP208

end Repeating Group

end Component

	43041	UnderlyingReturnRateAmountRelativeTo	AmtReltv			Added EP208
	43042	UnderlyingReturnRateQuoteMeasureType	QteTyp			Added EP208
	43043	UnderlyingReturnRateQuoteUnits	QteUnit			Added EP208
	43044	UnderlyingReturnRateQuoteMethod	QteMeth			Added EP208
	43045	UnderlyingReturnRateQuoteCurrency	QteCcy			Added EP208
	43046	UnderlyingReturnRateQuoteCurrencyType	QteCcyTyp			Added EP208
	43047	UnderlyingReturnRateQuoteTimeType	QteTmTyp		Mutually exclusive with UnderlyingReturnRateQuoteTime(43048).	Added EP208
	43048	UnderlyingReturnRateQuoteTime	QteTm		Mutually exclusive with UnderlyingReturnRateQuoteTimeType(43047).	Added EP208
	43049	UnderlyingReturnRateQuoteDate	QteDt			Added EP208
	43050	UnderlyingReturnRateQuoteExpirationTime	QteExpTm			Added EP208
	43051	UnderlyingReturnRateQuoteBusinessCenter	QteBizCtr			Added EP208
	43052	UnderlyingReturnRateQuoteExchange	QteExch			Added EP208

Component(-)

UnderlyingReturnRateInformationSourceGrp

InfoSrc

Added EP208

Repeating Group 43060

NoUnderlyingReturnRateInformationSources

Added EP208

	43061	UnderlyingReturnRateInformationSource	RtSrc		Required if NoUnderlyingReturnRateInformationSources(43060) > 0.	Added EP208
	43062	UnderlyingReturnRateReferencePage	RefPg			Added EP208
	43063	UnderlyingReturnRateReferencePageHeading	RefHdng			Added EP208

end Repeating Group

end Component

	43053	UnderlyingReturnRateQuotePricingModel	QteModel			Added EP208
	43054	UnderlyingReturnRateCashFlowType	CshFlow			Added EP208

Component(-)

UnderlyingReturnRateDateGrp

Dt

Added EP208

Repeating Group 43008

NoUnderlyingReturnRateDates

Added EP208

43009

UnderlyingReturnRateDateMode

Mode

Required if NoUnderlyingReturnRateDates(43008) > 0.

Added EP208

Component(-)

UnderlyingReturnRateValuationDateGrp

Val

Added EP208

Repeating Group 43071

NoUnderlyingReturnRateValuationDates

Added EP208

	43072	UnderlyingReturnRateValuationDate	Dt		Required if NoUnderlyingReturnRateValuationDates(43071) > 0.	Added EP208
	43073	UnderlyingReturnRateValuationDateType	Typ		When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified.	Added EP208

end Repeating Group

end Component

	43010	UnderlyingReturnRateValuationDateRelativeTo	Reltv			Added EP208
	43011	UnderlyingReturnRateValuationDateOffsetPeriod	OfstPeriod		Conditionally required when UnderlyingReturnRateValuationDateOffsetUnit(43012) is specified.	Added EP208
	43012	UnderlyingReturnRateValuationDateOffsetUnit	OfstUnit		Conditionally required when UnderlyingReturnRateValuationDateOffsetPeriod(43011) is specified.	Added EP208
	43013	UnderlyingReturnRateValuationDateOffsetDayType	OfstDayTyp			Added EP208
	43014	UnderlyingReturnRateValuationStartDateUnadjusted	StartDtUnadj			Added EP208
	43015	UnderlyingReturnRateValuationStartDateRelativeTo	StartDtReltv			Added EP208
	43016	UnderlyingReturnRateValuationStartDateOffsetPeriod	StartDtOfstPeriod		Conditionally required when UnderlyingReturnRateValuationStartDateOffsetUnit(43017) is specified.	Added EP208
	43017	UnderlyingReturnRateValuationStartDateOffsetUnit	StartDtOfstUnit		Conditionally required when UnderlyingReturnRateValuationStartDateOffsetPeriod(43016) is specified.	Added EP208
	43018	UnderlyingReturnRateValuationStartDateOffsetDayType	StartDtOfstDayTyp			Added EP208
	43019	UnderlyingReturnRateValuationStartDateAdjusted	StartDt			Added EP208
	43020	UnderlyingReturnRateValuationEndDateUnadjusted	EndDtUnadj			Added EP208
	43021	UnderlyingReturnRateValuationEndDateRelativeTo	EndDtReltv			Added EP208
	43022	UnderlyingReturnRateValuationEndDateOffsetPeriod	EndDtOfstPeriod		Conditionally required when UnderlyingReturnRateValuationEndDateOffsetUnit(43023) is specified.	Added EP208
	43023	UnderlyingReturnRateValuationEndDateOffsetUnit	EndDtOfstUnit		Conditionally required when UnderlyingReturnRateValuationEndDateOffsetPeriod(43022) is specified.	Added EP208
	43024	UnderlyingReturnRateValuationEndDateOffsetDayType	EndDtOfstDayTyp			Added EP208
	43025	UnderlyingReturnRateValuationEndDateAdjusted	EndDt			Added EP208
	43026	UnderlyingReturnRateValuationFrequencyPeriod	FreqPeriod		Conditionally required when UnderlyingReturnRateValuationFrequencyUnit(43027) is specified.	Added EP208
	43027	UnderlyingReturnRateValuationFrequencyUnit	FreqUnit		Conditionally required when UnderlyingReturnRateValuationFrequencyPeriod(43026) is specified.	Added EP208
	43028	UnderlyingReturnRateValuationFrequencyRollConvention	Roll		When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the return rate dates.	Added EP208
	43029	UnderlyingReturnRateValuationDateBusinessDayConvention	BizDayCnvtn		When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream return rate valuation dates.	Added EP208

Component(-)

UnderlyingReturnRateValuationDateBusinessCenterGrp

BizCtr

When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream return rate valuation dates.

Added EP208

Repeating Group 43069

NoUnderlyingReturnRateValuationDateBusinessCenters

Added EP208

43070

UnderlyingReturnRateValuationDateBusinessCenter

Ctr

Required if NoUnderlyingReturnRateValuationDateBusinessCenters(43069) > 0.

Added EP208

end Repeating Group

end Component

end Repeating Group

end Component

	43055	UnderlyingReturnRateValuationTimeType	ValTmTyp		Mutually exclusive with UnderlyingReturnRateValuationTime(43056)	Added EP208
	43056	UnderlyingReturnRateValuationTime	ValTm		Mutually exclusive with UnderlyingReturnRateValuationTimeType(43055).	Added EP208
	43057	UnderlyingReturnRateValuationTimeBusinessCenter	ValTmBizCtr			Added EP208
	43058	UnderlyingReturnRateValuationPriceOption	ValPxOpt			Added EP208
	43059	UnderlyingReturnRateFinalPriceFallback	FnlPxFallbck			Added EP208