PayManagementReport(35=EA) may be used to respond to the PayManagementRequest(35=DY) message. It provides the status of the request (e.g. accepted, disputed) and may provide additional information related to the request.
PayManagementReport(35=EA) may also be sent unsolicited by the broker to a client. In which case the client may acknowledge and resolve disputes out-of-band or with a simple PayManagementReportAck(35=EB).
PayManagementReport(35=EA) may also be sent unsolicited to report the progress status of the payment itself with PayReportTransType(2804)=2 (Status).
It should be noted that this message, in the context of operational communication between investment managers and their brokers, is intended to agree and confirm on payment(s) to be made or received during the life of a contract.
Pedigree Added EP249
Expand Components | Collapse Components
| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| Component(-) | StandardHeader | Hdr | Y | MsgType=EA | Added EP249 |
| 8 | BeginString | BeginString | Y | FIXT.1.1 (Always unencrypted, must be first field in message) | Added FIX.4.0 |
| 9 | BodyLength | BodyLength | Y | (Always unencrypted, must be second field in message) | Added FIX.4.0 |
| 35 | MsgType | MsgTyp | Y | (Always unencrypted, must be third field in message) | Added FIX.4.0 |
| 1128 | ApplVerID | ApplVerID | Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence. | Added EP-1 | |
| 1156 | ApplExtID | ApplExtID | Added EP-1 | ||
| 1129 | CstmApplVerID | CstmApplVerID | Used to support bilaterally agreed custom functionality | Added EP-1 | |
| 49 | SenderCompID | SID | Y | (Always unencrypted) | Added FIX.4.0 |
| 56 | TargetCompID | TID | Y | (Always unencrypted) | Added FIX.4.0 |
| 115 | OnBehalfOfCompID | OBID | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 128 | DeliverToCompID | D2ID | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 90 | SecureDataLen | SecureDataLen | Required to identify length of encrypted section of message. (Always unencrypted) | Added FIX.4.0 Updated EP195 Deprecated EP195 | |
| 91 | SecureData | SecureData | Required when message body is encrypted. Always immediately follows SecureDataLen field. | Added FIX.4.0 Updated EP195 Deprecated EP195 | |
| 34 | MsgSeqNum | SeqNum | Y | (Can be embedded within encrypted data section.) | Added FIX.4.0 |
| 50 | SenderSubID | SSub | (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 142 | SenderLocationID | SLoc | Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | Added FIX.4.1 | |
| 57 | TargetSubID | TSub | ADMINreserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 143 | TargetLocationID | TLoc | Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | Added FIX.4.1 | |
| 116 | OnBehalfOfSubID | OBSub | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 144 | OnBehalfOfLocationID | OBLoc | Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) | Added FIX.4.1 | |
| 129 | DeliverToSubID | D2Sub | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 145 | DeliverToLocationID | D2Loc | Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) | Added FIX.4.1 | |
| 43 | PossDupFlag | PosDup | Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 97 | PossResend | PosRsnd | Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 52 | SendingTime | Snt | Y | (Can be embedded within encrypted data section.) | Added FIX.4.0 |
| 122 | OrigSendingTime | OrigSnt | Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 212 | XmlDataLen | XmlDataLen | Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.) | Added FIX.4.2 | |
| 213 | XmlData | XmlData | Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support | Added FIX.4.2 | |
| 347 | MessageEncoding | MsgEncd | Type of message encoding (non-ASCII characters) used in a message's Encodedfields. Required if any Encodingfields are used. | Added FIX.4.2 | |
| 369 | LastMsgSeqNumProcessed | LastMsgSeqNumProced | The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. | Added FIX.4.2 | |
| Component(-) | HopGrp | Hop | Number of repeating groups of historical hopinformation. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops. | Added EP-1 |
| Repeating Group 627 | NoHops | Added EP-1 |
| 628 | HopCompID | ID | Added EP-1 | ||
| 629 | HopSendingTime | Snt | Added EP-1 | ||
| 630 | HopRefID | Ref | Added EP-1 |
| end Repeating Group |
| end Component |
| end Component |
| 2799 | PayReportID | RptID | Y | Added EP249 | |
| 2812 | PayRequestID | ReqID | Conditionally required when responding to PayManagementRequest(35=DY). | Added EP249 | |
| 2804 | PayReportTransType | TxnTyp | Y | Added EP249 | |
| 2803 | PayReportRefID | RptRefID | Required for PayReportTransType(2804)=1 (Replace). | Added EP249 | |
| 2805 | ReplaceText | RplcTxt | May be used to provide reason for PayReportTransType(2804)=1 (Replace). | Added EP249 | |
| 2802 | EncodedReplaceTextLen | EncRplcTxtLen | Must be set if EncodedReplaceText(2801) field is specified and must immediately precede it. | Added EP249 | |
| 2801 | EncodedReplaceText | EncRplcTxt | Encoded (non-ASCII characters) representation of the ReplaceText(2805) field in the encoded format specified via the MessageEncoding(347) field. | Added EP249 | |
| 2813 | PayRequestStatus | ReqStat | PayRequestStatus(2813)=0 (Received) is not applicable in this message. | Added EP249 | |
| 2800 | PayDisputeReason | DsptRsn | May be used to provide reason for PayRequestStatus(2813)=3 (Disputed). | Added EP249 | |
| 1328 | RejectText | RejTxt | May be used to elaborate the reason for rejection or dispute. | Added EP249 | |
| 1664 | EncodedRejectTextLen | EncRejTxtLen | Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. | Added EP249 | |
| 1665 | EncodedRejectText | EncRejTxt | Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. | Added EP249 | |
| 715 | ClearingBusinessDate | BizDt | Echos back the business date of the PayManagementRequest(35=DY) message if this report is responding to a request. When the report is sent unsolicited, this is the business date of the report. This may carry the same date as the payment calculation date in PostTradePaymentCalculationDate(2825). | Added EP249 | |
| 60 | TransactTime | TxnTm | Y | Added EP249 | |
| 58 | Text | Txt | Added EP249 | ||
| 354 | EncodedTextLen | EncTxtLen | Must be set if EncodedText(355) field is specified and must immediately precede it. | Added EP249 | |
| 355 | EncodedText | EncTxt | Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. | Added EP249 |
| Component(-) | Instrument | Instrmt | May be included with minimal detail to identify the security or contract for which payments are to be made. | Added EP249 |
| 55 | Symbol | Sym | Common, human understoodrepresentation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use [N/A]for products which do not have a symbol. Required if the Instrument component is marked as required where the component is used. | Added FIX.4.3 Updated EP277 | |
| 65 | SymbolSfx | Sfx | Used in Fixed Income with a value of WIto indicate When Issuedfor a security to be reissued under an old CUSIP or ISIN or with a value of CDto indicate a EUCP with lump-sum interest rather than discount price. | Added FIX.4.3 | |
| 48 | SecurityID | ID | Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. | Added FIX.4.3 | |
| 22 | SecurityIDSource | Src | Conditionally required when SecurityID(48) is specified. | Added FIX.4.3 Updated EP161 | |
| Component(-) | SecAltIDGrp | AID | Number of alternate Security Identifiers | Added FIX.4.4 |
| Repeating Group 454 | NoSecurityAltID | Added FIX.4.4 |
| 455 | SecurityAltID | AltID | Added FIX.4.4 | ||
| 456 | SecurityAltIDSource | AltIDSrc | Added FIX.4.4 | ||
| 2957 | SymbolPositionNumber | SymPosNum | Added EP273 |
| end Repeating Group |
| end Component |
| 460 | Product | Prod | Indicates the type of product the security is associated with (high-level category) | Added FIX.4.3 | |
| 1227 | ProductComplex | 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 | |
| 1151 | SecurityGroup | SecGrp | An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. | Added EP-1 | |
| 461 | CFICode | CFI | Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. | Added FIX.4.3 | |
| 2891 | UPICode | UPI | Added EP266 | ||
| 167 | SecurityType | 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 FIX.4.3 | |
| 762 | SecuritySubType | SubTyp | Sub-type qualification/identification of the SecurityType (e.g. for SecurityType=MLEG). If specified, SecurityType is required. | Added FIX.4.4 | |
| 200 | MaturityMonthYear | MMY | Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified. | Added FIX.4.3 | |
| 541 | MaturityDate | MatDt | Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures) may use MaturityMonthYear(200) and/or this field. When using MaturityMonthYear(200), it is recommended that markets and sell sides report the MaturityDate(541) on all outbound messages as a means of data enrichment. For NDFs this represents the fixing date of the contract. | Added FIX.4.3 Updated EP271 | |
| 1079 | MaturityTime | MatTm | For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time. | Added EP-1 Updated EP82 | |
| 2982 | MaturityFrequencyUnit | MatFreqUnit | Conditionally required when MaturityFrequencyPeriod(2983) is specified. | Added EP287 | |
| 2983 | MaturityFrequencyPeriod | MatFreqPeriod | Conditionally required when MaturityFrequencyUnit(2982) is specified and the value is not EOM (End of Month) or F (Flexible). | Added EP287 | |
| 966 | SettleOnOpenFlag | SettlOnOpenFlag | Indicator to determine if Instrument is Settle on Open. | Added EP-1 | |
| 1049 | InstrmtAssignmentMethod | AsgnMeth | Added EP-1 | ||
| 965 | SecurityStatus | Status | Gives the current state of the instrument | Added EP-1 | |
| 224 | CouponPaymentDate | CpnPmt | Date interest is to be paid. Used in identifying Corporate Bond issues. | Added FIX.4.3 | |
| 1449 | RestructuringType | RestrctTyp | Added EP83 | ||
| 1450 | Seniority | Snrty | Added EP83 | ||
| 1451 | NotionalPercentageOutstanding | NotlPctOut | Added EP83 | ||
| 1452 | OriginalNotionalPercentageOutstanding | OrigNotlPctOut | Added EP83 | ||
| 1457 | AttachmentPoint | AttchPnt | Added EP83 | ||
| 1458 | DetachmentPoint | DetchPnt | Added EP83 | ||
| 1739 | ObligationType | ObligTyp | Added EP119 | ||
| 2210 | AssetGroup | AssetGrp | Added EP192 | ||
| 1938 | AssetClass | AssetClss | Required if AssetSubClass(1939) is specified. | Added EP161 Updated EP235 | |
| 1939 | AssetSubClass | AssetSubClss | Required if AssetType(1940) is specified. | Added EP161 Updated EP235 | |
| 1940 | AssetType | AssetTyp | Required if AssetSubType(2735) is specified. | Added EP161 Updated EP235 | |
| 2735 | AssetSubType | AsstSubTyp | Added EP235 | ||
| Component(-) | SecondaryAssetGrp | ScndryAsset | Added EP161 |
| Repeating Group 1976 | NoSecondaryAssetClasses | Added EP161 |
| 1977 | SecondaryAssetClass | Clss | Required if NoSecondaryAssetClasses(1976) > 0. | Added EP161 | |
| 1978 | SecondaryAssetSubClass | SubClss | Required if SecondaryAssetType(1979) is specified. | Added EP161 Updated EP235 | |
| 1979 | SecondaryAssetType | Typ | Required if SecondaryAssetSubType(2741) is specified. | Added EP161 Updated EP235 | |
| 2741 | SecondaryAssetSubType | SubTyp | Added EP235 |
| end Repeating Group |
| end Component |
| Component(-) | AssetAttributeGrp | AssetAttrb | Added EP169 |
| Repeating Group 2304 | NoAssetAttributes | Added EP169 |
| 2305 | AssetAttributeType | Typ | Required if NoAssetAttributes(2304) > 0. | Added EP169 | |
| 2306 | AssetAttributeValue | Val | Added EP169 | ||
| 2307 | AssetAttributeLimit | Lmt | Added EP169 |
| end Repeating Group |
| end Component |
| 1941 | SwapClass | SwapClss | Added EP161 | ||
| 1575 | SwapSubClass | SwapSubClss | Added EP169 | ||
| 1942 | NthToDefault | NthDflt | Conditionally required when MthToDefault(1943) is specified. | Added EP161 | |
| 1943 | MthToDefault | MthDflt | Added EP161 | ||
| 1944 | SettledEntityMatrixSource | SettldMtrxSrc | Added EP161 | ||
| 1945 | SettledEntityMatrixPublicationDate | SettldMtrxDt | Added EP161 | ||
| 1946 | CouponType | CpnTyp | Added EP161 | ||
| 1947 | TotalIssuedAmount | TotIssuedAmt | Added EP161 | ||
| 1948 | CouponFrequencyPeriod | CpnPeriod | Conditionally required when CouponFrequencyUnit(1949) is specified. | Added EP161 | |
| 1949 | CouponFrequencyUnit | CpnUnit | Conditionally required when CouponFrequencyPeriod(1948) is specified. | Added EP161 | |
| 1950 | CouponDayCount | CpnDayCnt | Added EP161 | ||
| 2879 | CouponOtherDayCount | CpnOtherDayCnt | Added EP254 | ||
| 1951 | ConvertibleBondEquityID | CnvrtBondEqtyID | Added EP161 | ||
| 1952 | ConvertibleBondEquityIDSource | CnvrtBondEqtyIDSrc | Conditionally required when ConvertibleBondEquityID(1951) is specified. | Added EP161 | |
| 1953 | ContractPriceRefMonth | PxRefMo | Added EP161 | ||
| 1954 | LienSeniority | LienSnrty | Added EP161 | ||
| 1955 | LoanFacility | LoanFclty | Added EP161 | ||
| 1956 | ReferenceEntityType | RefEntityTyp | Added EP161 | ||
| 1957 | IndexSeries | NdxSeries | Added EP161 | ||
| 1958 | IndexAnnexVersion | NdxAnxVer | Added EP161 | ||
| 1959 | IndexAnnexDate | NdxAnxDt | Added EP161 | ||
| 1960 | IndexAnnexSource | NdxAnxSrc | Added EP161 | ||
| 1577 | SettlRateIndex | SettlNdx | Added EP169 | ||
| 1580 | SettlRateIndexLocation | SettlNdxLctn | Added EP169 | ||
| 1581 | OptionExpirationDesc | ExpDesc | Added EP169 | ||
| 1678 | EncodedOptionExpirationDescLen | EncExpDescLen | Must be set if EncodedOptionExpirationDesc(1697) field is specified and must immediately precede it. | Added EP169 | |
| 1697 | EncodedOptionExpirationDesc | EncExpDesc | Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 225 | IssueDate | Issued | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | Added FIX.4.3 | |
| 239 | RepoCollateralSecurityType | RepoCollSecTyp | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 226 | RepurchaseTerm | RepoTrm | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 227 | RepurchaseRate | RepoRt | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 228 | Factor | Fctr | For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value | Added FIX.4.3 | |
| 255 | CreditRating | CrdRtg | Added FIX.4.3 | ||
| 543 | InstrRegistry | Rgstry | The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. | Added FIX.4.3 | |
| 470 | CountryOfIssue | IssuCtry | ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. | Added FIX.4.3 | |
| 471 | StateOrProvinceOfIssue | StPrv | A two-character state or province abbreviation. | Added FIX.4.3 | |
| 472 | LocaleOfIssue | Lcl | The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). | Added FIX.4.3 | |
| 240 | RedemptionDate | Redeem | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 202 | StrikePrice | StrkPx | Used for derivatives, such as options and covered warrants | Added FIX.4.3 | |
| 2578 | OrigStrikePrice | OrigStrkPx | Added EP195 | ||
| 2577 | StrikePricePrecision | StrkPxPrcsn | Added EP195 | ||
| 947 | StrikeCurrency | StrkCcy | Used for derivatives | Added FIX.4.4 | |
| 2904 | StrikeCurrencyCodeSource | StrkCcySrc | Added EP273 | ||
| 967 | StrikeMultiplier | StrkMult | Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. | Added EP-1 | |
| 968 | StrikeValue | StrkValu | Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. | Added EP-1 | |
| 1698 | StrikeUnitOfMeasure | StrkUOM | Added EP169 | ||
| 1866 | StrikeIndex | StrkNdx | Added EP169 | ||
| 2600 | StrikeIndexCurvePoint | StrkNdxPnt | Added EP208 | ||
| 2001 | StrikeIndexSpread | StrkSpread | Added EP169 | ||
| 2601 | StrikeIndexQuote | StrkNdxQte | Added EP208 | ||
| 1478 | StrikePriceDeterminationMethod | StrkPxDtrmnMeth | Added EP92 | ||
| 1479 | StrikePriceBoundaryMethod | StrkPxBndryMeth | When specified, PutOrCall(201), StrikePrice(202), and StrikePriceBoundaryPrecision(1480) must also be specified. | Added EP92 Updated EP224 | |
| 1480 | StrikePriceBoundaryPrecision | StrkPxBndryPrcsn | Added EP92 | ||
| 1481 | UnderlyingPriceDeterminationMethod | PxDtrmnMeth | Added EP92 | ||
| 206 | OptAttribute | OptAt | Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. | Added FIX.4.3 | |
| 231 | ContractMultiplier | Mult | For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the nominal(e.g. contracts vs. shares) amount. | Added FIX.4.3 | |
| 1435 | ContractMultiplierUnit | MultTyp | Added EP80 Updated EP179 | ||
| 2353 | TradingUnitPeriodMultiplier | TrdgUnitPeriodMult | Added EP179 | ||
| 1439 | FlowScheduleType | FlowSchedTyp | Added EP80 Updated EP179 | ||
| 969 | MinPriceIncrement | MinPxIncr | Minimum price increment for the instrument. Could also be used to represent tick value. | Added EP-1 | |
| 1146 | MinPriceIncrementAmount | MinPxIncrAmt | Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231] | Added EP-1 | |
| 996 | UnitOfMeasure | UOM | Added EP-1 Updated EP271 | ||
| 1147 | UnitOfMeasureQty | UOMQty | Added EP-1 | ||
| 1716 | UnitOfMeasureCurrency | UOMCcy | Added EP122 | ||
| 2905 | UnitOfMeasureCurrencyCodeSource | UOMCcySrc | Added EP273 | ||
| 1191 | PriceUnitOfMeasure | PxUOM | Added EP-1 | ||
| 1192 | PriceUnitOfMeasureQty | PxUOMQty | Added EP-1 | ||
| 1717 | PriceUnitOfMeasureCurrency | PxUOMCcy | Added EP122 | ||
| 2906 | PriceUnitOfMeasureCurrencyCodeSource | PxUOMCcySrc | Added EP273 | ||
| 1193 | SettlMethod | SettlMeth | Conditionally required if SettlSubMethod(2579) is specified. | Added EP-1 Updated EP195 | |
| 2579 | SettlSubMethod | SettlSubMeth | Added EP195 | ||
| 1194 | ExerciseStyle | ExerStyle | Type of exercise of a derivatives security | Added EP-1 | |
| 1482 | OptPayoutType | OptPayoutTyp | Added EP92 | ||
| 1195 | OptPayoutAmount | OptPayAmt | Conditionally required if OptPayoutType(1482) = 3 (Binary). | Added EP-1 Updated EP169 | |
| 2753 | ReturnTrigger | RtnTrgr | Added EP238 | ||
| 1196 | PriceQuoteMethod | PxQteMeth | Method for price quotation | Added EP-1 | |
| 1197 | ValuationMethod | ValMeth | Indicates type of valuation method used. | Added EP-1 Updated EP83 | |
| 2002 | ValuationSource | ValSrc | Added EP169 | ||
| 2140 | ValuationReferenceModel | ValRefModel | Added EP169 | ||
| 1524 | PriceQuoteCurrency | PxQteCcy | Added EP107 | ||
| 2907 | PriceQuoteCurrencyCodeSource | PxQteCcySrc | Added EP273 | ||
| 1198 | ListMethod | ListMeth | Indicates whether the instruments are pre-listed only or can also be defined via user request | Added EP-1 | |
| 1199 | CapPrice | CapPx | Used to express the ceiling price of a capped call | Added EP-1 | |
| 1200 | FloorPrice | FlrPx | Used to express the floor price of a capped put | Added EP-1 | |
| 201 | PutOrCall | PutCall | Used to express option right | Added FIX.4.4 | |
| 2681 | InTheMoneyCondition | ITMCond | Used to express in-the-moneyness behavior in general terms for the option without the use of StrikePrice(202) and PutOrCall(201). | Added EP224 | |
| 2685 | ContraryInstructionEligibilityIndicator | CntraryInstEligInd | Added EP224 | ||
| 1244 | FlexibleIndicator | FlexInd | Used to indicate if a security has been defined as flexible according to non-standardmeans. Analog to CFICode Standard/Non-standard indicator | Added EP-1 | |
| 1242 | FlexProductEligibilityIndicator | FlexProdElig | Used to indicate if a product or group of product supports the creation of flexible securities | Added EP-1 | |
| 2575 | BlockTradeEligibilityIndicator | BlckTrdEligInd | Added EP195 | ||
| 2574 | LowExercisePriceOptionIndicator | LowExerPxOptInd | Added EP195 | ||
| 997 | TimeUnit | TmUnit | Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) | Added EP-1 | |
| 223 | CouponRate | CpnRt | For Fixed Income. | Added FIX.4.3 | |
| 207 | SecurityExchange | Exch | Can be used to identify the security. | Added FIX.4.3 | |
| 970 | PositionLimit | PosLmt | Position Limit for the instrument. | Added EP-1 | |
| 971 | NTPositionLimit | NTPosLmt | Near-term Position Limit for the instrument. | Added EP-1 | |
| 106 | Issuer | Issr | Added FIX.4.3 | ||
| 348 | EncodedIssuerLen | EncIssrLen | Must be set if EncodedIssuer(349) field is specified and must immediately precede it. | Added FIX.4.3 Updated EP232 | |
| 349 | EncodedIssuer | EncIssr | Encoded (non-ASCII characters) representation of the Issuer(106) field in the encoded format specified via the MessageEncoding(347) field. | Added FIX.4.3 Updated EP232 | |
| 2737 | FinancialInstrumentShortName | ShrtName | Added EP235 | ||
| 2714 | FinancialInstrumentFullName | FullName | Added EP232 | ||
| 2715 | EncodedFinancialInstrumentFullNameLen | EncFullNameLen | Must be set if EncodedFinancialInstrumentFullName(2716) field is specified and must immediately precede it. | Added EP232 | |
| 2716 | EncodedFinancialInstrumentFullName | EncFullName | Encoded (non-ASCII characters) representation of the FinancialInstrumentFullName(2714) field in the encoded format specified via the MessageEncoding(347) field. | Added EP232 | |
| 107 | SecurityDesc | Desc | Added FIX.4.3 | ||
| 350 | EncodedSecurityDescLen | EncSecDescLen | Must be set if EncodedSecurityDesc(351) field is specified and must immediately precede it. | Added FIX.4.3 Updated EP232 | |
| 351 | EncodedSecurityDesc | EncSecDesc | Encoded (non-ASCII characters) representation of the SecurityDesc(107) field in the encoded format specified via the MessageEncoding(347) field. | Added FIX.4.3 Updated EP232 |
| Component(-) | SecurityXML | SecXML | Embedded XML document describing the instrument. | Added EP-1 Updated EP145 |
| 1184 | SecurityXMLLen | SecXMLLen | Must be provided if SecurityXML(1185) field is specified and must immediately precede it. | Added EP-1 Updated EP145 | |
| 1185 | SecurityXML | SecXML | Added EP-1 Updated EP145 | ||
| 1186 | SecurityXMLSchema | Schema | Added EP-1 Updated EP145 |
| end Component |
| 691 | Pool | Pool | Identifies MBS / ABS pool | Added FIX.4.4 | |
| 667 | ContractSettlMonth | CSetMo | Must be present for MBS/TBA | Added FIX.4.4 | |
| 875 | CPProgram | CPPgm | The program under which a commercial paper is issued | Added FIX.4.4 | |
| 876 | CPRegType | CPRegT | The registration type of a commercial paper issuance | Added FIX.4.4 | |
| Component(-) | EvntGrp | Evnt | Number of repeating EventType group entries. | Added FIX.4.4 |
| Repeating Group 864 | NoEvents | Added FIX.4.4 |
| 865 | EventType | EventTyp | Required if NoEvents(864) > 0. | Added FIX.4.4 Updated EP161 | |
| 866 | EventDate | Dt | Conditionally required when EventTime(1145) is specified. | Added FIX.4.4 Updated EP161 | |
| 1145 | EventTime | Tm | Added EP-1 Updated EP132 | ||
| 1827 | EventTimeUnit | TmUnit | Conditionally required when EventTimePeriod(1826) is specified. | Added EP132 Updated EP161 | |
| 1826 | EventTimePeriod | TmPeriod | Conditionally required when EventTimeUnit(1827) is specified. | Added EP132 Updated EP161 | |
| 2340 | EventMonthYear | MoYr | Added EP161 | ||
| 867 | EventPx | Px | Added FIX.4.4 | ||
| 868 | EventText | Txt | Added FIX.4.4 Updated EP161 | ||
| 1578 | EncodedEventTextLen | EncTxtLen | Must be set if EncodedEventText(1579) field is specified and must immediately precede it. | Added EP161 | |
| 1579 | EncodedEventText | EncTxt | Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 |
| end Repeating Group |
| end Component |
| 873 | DatedDate | Dated | If different from IssueDate | Added FIX.4.4 | |
| 874 | InterestAccrualDate | IntAcrl | If different from IssueDate and DatedDate | Added FIX.4.4 | |
| Component(-) | InstrumentParties | Pty | Used to identify the parties related to a specific instrument. | Added EP-1 Updated EP195 |
| Repeating Group 1018 | NoInstrumentParties | Repeating group below should contain unique combinations of InstrumentPartyID(1019), InstrumentPartyIDSource(1050) and InstrumentPartyRole(1051). | Added EP-1 Updated EP169 |
| 1019 | InstrumentPartyID | ID | Required if NoInstrumentParties(1018) > 0. Identification of the party. | Added EP-1 Updated EP204 | |
| 1050 | InstrumentPartyIDSource | Src | Required if NoInstrumentParties(1018) > 0. Used to identify classification source. | Added EP-1 Updated EP204 | |
| 1051 | InstrumentPartyRole | R | Required if NoInstrumentParties(1018) > 0. Identifies the type of InstrumentPartyID(1019). | Added EP-1 Updated EP204 | |
| 2378 | InstrumentPartyRoleQualifier | Qual | Added EP179 | ||
| Component(-) | InstrumentPtysSubGrp | Sub | Repeating group of party sub-identifiers. | Added EP-1 Updated EP169 |
| Repeating Group 1052 | NoInstrumentPartySubIDs | Added EP-1 |
| 1053 | InstrumentPartySubID | ID | Added EP-1 | ||
| 1054 | InstrumentPartySubIDType | Typ | Added EP-1 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 1687 | ShortSaleRestriction | ShrtRstctn | Added EP120 | ||
| Component(-) | ComplexEvents | CmplxEvnt | Added EP92 |
| Repeating Group 1483 | NoComplexEvents | Added EP92 Updated EP169 |
| 1484 | ComplexEventType | Typ | Required if NoComplexEvents(1483) > 0. | Added EP92 Updated EP169 | |
| 2117 | ComplexOptPayoutPaySide | OptPay | Added EP169 | ||
| 2118 | ComplexOptPayoutReceiveSide | OptRcv | Added EP169 | ||
| 2119 | ComplexOptPayoutUnderlier | OptUndlr | Added EP169 | ||
| 1485 | ComplexOptPayoutAmount | OptPayAmt | Added EP92 | ||
| 2120 | ComplexOptPayoutPercentage | OptPctage | Added EP169 | ||
| 2121 | ComplexOptPayoutTime | OptTm | Added EP169 | ||
| 2122 | ComplexOptPayoutCurrency | OptCcy | Added EP169 | ||
| 2941 | ComplexOptPayoutCurrencyCodeSource | OptCcySrc | Added EP273 | ||
| 1486 | ComplexEventPrice | Px | Added EP92 | ||
| 2123 | ComplexEventPricePercentage | PxPctage | Added EP169 | ||
| 1487 | ComplexEventPriceBoundaryMethod | PxBndryMeth | Added EP92 | ||
| 1488 | ComplexEventPriceBoundaryPrecision | PxBndryPrcsn | Added EP92 | ||
| 1489 | ComplexEventPriceTimeType | PxTmTyp | Added EP92 | ||
| 1490 | ComplexEventCondition | Cond | Conditionally required when there are more than one ComplexEvents occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition(1490) in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition(1490) which links it with the second event. | Added EP92 Updated EP169 | |
| Component(-) | ComplexEventDates | EvntDts | Added EP92 Updated EP169 |
| Repeating Group 1491 | NoComplexEventDates | Added EP92 Updated EP169 |
| 1492 | ComplexEventStartDate | StartDt | Required if NoComplexEventDates(1491) > 0. | Added EP92 | |
| 1493 | ComplexEventEndDate | EndDt | Required if NoComplexEventDates(1491) > 0. | Added EP92 | |
| Component(-) | ComplexEventTimes | EvntTms | Added EP92 |
| Repeating Group 1494 | NoComplexEventTimes | Added EP92 |
| 1495 | ComplexEventStartTime | StartTm | Required if NoComplexEventTimes(1494) > 0. | Added EP92 | |
| 1496 | ComplexEventEndTime | EndTm | Required if NoComplexEventTimes(1494) > 0. | Added EP92 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 2124 | ComplexEventCurrencyOne | Ccy1 | Added EP169 | ||
| 2942 | ComplexEventCurrencyOneCodeSource | Ccy1Src | Added EP273 | ||
| 2125 | ComplexEventCurrencyTwo | Ccy2 | Added EP169 | ||
| 2943 | ComplexEventCurrencyTwoCodeSource | Ccy2Src | Added EP273 | ||
| 2126 | ComplexEventQuoteBasis | QteBasis | Added EP169 | ||
| 2127 | ComplexEventFixedFXRate | Rt | Added EP169 | ||
| 2407 | ComplexEventSpotRate | SpotRt | Added EP187 | ||
| 2408 | ComplexEventForwardPoints | FwdPnts | Added EP187 | ||
| 2128 | ComplexEventDeterminationMethod | Meth | Added EP169 | ||
| 2129 | ComplexEventCalculationAgent | CalcAgent | Added EP169 | ||
| 2130 | ComplexEventStrikePrice | StrkPx | Added EP169 | ||
| 2131 | ComplexEventStrikeFactor | StrkFctr | Added EP169 | ||
| 2132 | ComplexEventStrikeNumberOfOptions | StrkNum | Added EP169 | ||
| Component(-) | ComplexEventRateSourceGrp | RtSrc | Added EP169 |
| Repeating Group 41013 | NoComplexEventRateSources | Added EP169 |
| 41014 | ComplexEventRateSource | RtSrc | Required if NoComplexEventRateSources(41013) > 0. | Added EP169 | |
| 41015 | ComplexEventRateSourceType | RtSrcTyp | Required if NoComplexEventRateSources(41013) > 0. | Added EP169 | |
| 41016 | ComplexEventReferencePage | RefPg | Conditionally required when ComplexEventRateSource(41014) = 99 (Other). | Added EP169 | |
| 41017 | ComplexEventReferencePageHeading | RefHdng | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | ComplexEventRelativeDate | ReltvDt | Added EP169 |
| 41020 | ComplexEventDateUnadjusted | DtUnadj | Added EP169 | ||
| 41021 | ComplexEventDateRelativeTo | Reltv | Added EP169 | ||
| 41022 | ComplexEventDateOffsetPeriod | OfstPeriod | Conditionally required when ComplexEventDateOffsetUnit(41023) is specified. | Added EP169 | |
| 41023 | ComplexEventDateOffsetUnit | OfstUnit | Conditionally required when ComplexEventDateOffsetPeriod(41022) is specified. | Added EP169 | |
| 41024 | ComplexEventDateOffsetDayType | OfstDayTyp | Added EP169 | ||
| 41025 | ComplexEventDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions. | Added EP169 | |
| Component(-) | ComplexEventDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions. | Added EP169 |
| Repeating Group 41018 | NoComplexEventDateBusinessCenters | Added EP169 |
| 41019 | ComplexEventDateBusinessCenter | Ctr | Required if NoComplexEventDateBuisinessCenters(41018) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41026 | ComplexEventDateAdjusted | Dt | Added EP169 | ||
| 41027 | ComplexEventFixingTime | FixngTm | Added EP169 | ||
| 41028 | ComplexEventFixingTimeBusinessCenter | FixngBizCtr | Added EP169 |
| end Component |
| Component(-) | ComplexEventPeriodGrp | Period | Added EP169 |
| Repeating Group 41010 | NoComplexEventPeriods | Added EP169 |
| 41011 | ComplexEventPeriodType | Typ | Required if NoComplexEventPeriods(41010) > 0. | Added EP169 | |
| 41012 | ComplexEventBusinessCenter | BizCtr | Added EP169 | ||
| Component(-) | ComplexEventScheduleGrp | Sched | Added EP169 |
| Repeating Group 41031 | NoComplexEventSchedules | Added EP169 |
| 41032 | ComplexEventScheduleStartDate | StartDt | Required if NoComplexEventSchedules(41031) > 0. | Added EP169 | |
| 41033 | ComplexEventScheduleEndDate | EndDt | Added EP169 | ||
| 41034 | ComplexEventScheduleFrequencyPeriod | FreqPeriod | Conditionally required when ComplexEventScheduleFrequencyUnit(41035) is specified. | Added EP169 | |
| 41035 | ComplexEventScheduleFrequencyUnit | FreqUnit | Conditionally required when ComplexEventScheduleFrequencPeriod(41034) is specified. | Added EP169 | |
| 41036 | ComplexEventScheduleRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the schedule. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | ComplexEventPeriodDateGrp | Dt | Added EP169 |
| Repeating Group 41007 | NoComplexEventPeriodDateTimes | Added EP169 |
| 41008 | ComplexEventPeriodDate | Dt | Required if NoComplexEventPeriodDateTimes(41007) > 0. | Added EP169 | |
| 41009 | ComplexEventPeriodTime | Tm | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | ComplexEventAveragingObservationGrp | AvgngObsvtn | Added EP169 |
| Repeating Group 40994 | NoComplexEventAveragingObservations | Added EP169 |
| 40995 | ComplexEventAveragingObservationNumber | ObsvtnNum | Required if NoComplexEventAveragingObservations(40994) > 0. | Added EP169 | |
| 40996 | ComplexEventAveragingWeight | Wt | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 2133 | ComplexEventCreditEventsXIDRef | CdtEvntXIDRef | Added EP169 | ||
| 2134 | ComplexEventCreditEventNotifyingParty | NotifygPty | Added EP169 | ||
| 2135 | ComplexEventCreditEventBusinessCenter | BizCtr | Added EP169 | ||
| 2136 | ComplexEventCreditEventStandardSources | StdSrcs | Added EP169 | ||
| 2137 | ComplexEventCreditEventMinimumSources | MinSrcs | Added EP169 | ||
| Component(-) | ComplexEventCreditEventSourceGrp | EvntSrc | Added EP169 |
| Repeating Group 41029 | NoComplexEventCreditEventSources | Added EP169 |
| 41030 | ComplexEventCreditEventSource | Src | Required if NoComplexEventCreditEventSources(41029) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | ComplexEventCreditEventGrp | CrdEvnt | Added EP169 |
| Repeating Group 40997 | NoComplexEventCreditEvents | Added EP169 |
| 40998 | ComplexEventCreditEventType | Typ | Required if NoComplexEventCreditEvents(40996) > 0. | Added EP169 | |
| 40999 | ComplexEventCreditEventValue | Val | Added EP169 | ||
| 41000 | ComplexEventCreditEventCurrency | Ccy | Added EP169 | ||
| 41001 | ComplexEventCreditEventPeriod | Period | Conditionally required when ComplexEventCreditEventUnit(41002) is specified. | Added EP169 | |
| 41002 | ComplexEventCreditEventUnit | Unit | Conditionally required when ComplexEventCreditEventPeriod(41001) is specified. | Added EP169 | |
| 41003 | ComplexEventCreditEventDayType | DayTyp | Added EP169 | ||
| 41004 | ComplexEventCreditEventRateSource | RtSrc | Added EP169 | ||
| Component(-) | ComplexEventCreditEventQualifierGrp | EvntQual | Added EP169 |
| Repeating Group 41005 | NoComplexEventCreditEventQualifiers | Added EP169 |
| 41006 | ComplexEventCreditEventQualifier | Qual | Required if NoComplexEventCreditEventQualifiers(41005) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 2597 | ComplexEventFuturesPriceValuation | FutPxVal | Added EP208 | ||
| 2598 | ComplexEventOptionsPriceValuation | OptPxVal | Added EP208 | ||
| 2599 | ComplexEventPVFinalPriceElectionFallback | PVPxFallbck | Added EP208 | ||
| 2138 | ComplexEventXID | XID | Added EP169 | ||
| 2139 | ComplexEventXIDRef | XIDRef | Added EP169 |
| end Repeating Group |
| end Component |
| 1787 | RefTickTableID | RefTickTblID | Spread table code referred by the security or symbol. | Added EP130 | |
| 2141 | StrategyType | StrtTyp | Added EP169 | ||
| 2142 | CommonPricingIndicator | CmnPxng | Added EP169 | ||
| 2143 | SettlDisruptionProvision | SettlDsrptnProv | Added EP169 | ||
| 2752 | DeliveryRouteOrCharter | RteChrtr | Added EP238 | ||
| 2144 | InstrumentRoundingDirection | RndDirctn | Added EP169 | ||
| 2145 | InstrumentRoundingPrecision | RndPrcsn | Added EP169 | ||
| 2576 | InstrumentPricePrecision | PxPrcsn | Added EP195 | ||
| 2962 | SecurityReferenceDataSupplement | SecRefDataSupplmnt | Added EP276 |
| Component(-) | DateAdjustment | DtAdjmt | Added EP161 |
| 40921 | BusinessDayConvention | BizDayCnvtn | Added EP161 | ||
| Component(-) | BusinessCenterGrp | BizCtr | Added EP161 |
| Repeating Group 40278 | NoBusinessCenters | Added EP161 |
| 40471 | BusinessCenter | Ctr | Required if NoBusinessCenters(40278) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40922 | DateRollConvention | Roll | Added EP161 |
| end Component |
| Component(-) | PricingDateTime | PxngDtTm | Added EP169 |
| 41232 | PricingDateUnadjusted | DtUnadj | Added EP169 | ||
| 41233 | PricingDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. | Added EP169 | |
| Component(-) | PricingDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. | Added EP169 |
| Repeating Group 41230 | NoPricingDateBusinessCenters | Added EP169 |
| 41231 | PricingDateBusinessCenter | Ctr | Required if NoPricingDateBusinessCenters(41230) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41234 | PricingDateAdjusted | Dt | Added EP169 | ||
| 41235 | PricingTime | Tm | Added EP169 | ||
| 41236 | PricingTimeBusinessCenter | TmBizCtr | Added EP169 |
| end Component |
| Component(-) | MarketDisruption | MktDsrptn | Added EP169 |
| 41087 | MarketDisruptionProvision | Prov | Added EP169 | ||
| Component(-) | MarketDisruptionEventGrp | Evnt | Added EP169 |
| Repeating Group 41092 | NoMarketDisruptionEvents | Added EP169 |
| 41093 | MarketDisruptionEvent | Evnt | Required if NoMarketDisruptionEvents(41092) > 0. | Added EP169 | |
| 40991 | MarketDisruptionValue | Val | Added EP187 |
| end Repeating Group |
| end Component |
| 41088 | MarketDisruptionFallbackProvision | FallbckProv | Added EP169 | ||
| Component(-) | MarketDisruptionFallbackGrp | Fallbck | Added EP169 |
| Repeating Group 41094 | NoMarketDisruptionFallbacks | Added EP169 |
| 41095 | MarketDisruptionFallbackType | Typ | Required if NoMarketDisruptionFallbacks(41094) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. | Added EP169 | |
| 40992 | MarketDisruptionFallbackValue | Val | Added EP187 |
| end Repeating Group |
| end Component |
| Component(-) | MarketDisruptionFallbackReferencePriceGrp | FallbckRefPx | Added EP169 |
| Repeating Group 41096 | NoMarketDisruptionFallbackReferencePrices | Added EP169 |
| 41097 | MarketDisruptionFallbackUnderlierType | Typ | Required if NoMarketDisruptionFallbackReferencePrices(41096) > 0. | Added EP169 | |
| 41098 | MarketDisruptionFallbackUnderlierSecurityID | ID | Conditionally required when MarketDisruptionFallbackUnderlyerSecurityIDSource(41099) is specified. | Added EP169 | |
| 41099 | MarketDisruptionFallbackUnderlierSecurityIDSource | Src | Conditionally required when MarketDisruptionFallbackUnderlierSecurityID(41098) is specified. | Added EP169 | |
| 41100 | MarketDisruptionFallbackUnderlierSecurityDesc | Desc | Added EP169 | ||
| 41101 | EncodedMarketDisruptionFallbackUnderlierSecurityDescLen | EncDescLen | Must be set if EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field is specified and must immediately precede it | Added EP169 | |
| 41102 | EncodedMarketDisruptionFallbackUnderlierSecurityDesc | EncDesc | Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 41103 | MarketDisruptionFallbackOpenUnits | OpnUnits | Added EP169 | ||
| 41104 | MarketDisruptionFallbackBasketCurrency | Ccy | Added EP169 | ||
| 41105 | MarketDisruptionFallbackBasketDivisor | Dvsr | Added EP169 |
| end Repeating Group |
| end Component |
| 41089 | MarketDisruptionMaximumDays | MaxDays | Added EP169 | ||
| 41090 | MarketDisruptionMaterialityPercentage | MtrltyPctage | If specified, the disruption event should be specified in MarketDisruptionEventGrp. | Added EP169 | |
| 41091 | MarketDisruptionMinimumFuturesContracts | MinCtrcts | Applicable only when MarketDisruptionEvent(41093)='DeMinimisTrading'. | Added EP169 |
| end Component |
| Component(-) | OptionExercise | OptExer | Added EP169 |
| 41106 | ExerciseDesc | Desc | Added EP169 | ||
| 41107 | EncodedExerciseDescLen | EncDescLen | Must be set if EncodedExerciseDesc(41108) field is specified and must immediately precede it. | Added EP169 | |
| 41108 | EncodedExerciseDesc | EncDesc | Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 41109 | AutomaticExerciseIndicator | AutoExerInd | Added EP169 | ||
| 41110 | AutomaticExerciseThresholdRate | AutoRt | Added EP169 | ||
| 41111 | ExerciseConfirmationMethod | ExerCnfm | Added EP169 | ||
| 41112 | ManualNoticeBusinessCenter | ManNtcBizCtr | Added EP169 | ||
| 41113 | FallbackExerciseIndicator | FallbckExerInd | Added EP169 | ||
| 41114 | LimitedRightToConfirmIndicator | LtdRightCnfmInd | Added EP169 | ||
| 41115 | ExerciseSplitTicketIndicator | ExerSplitTktInd | Added EP169 | ||
| 42590 | SettlMethodElectingPartySide | SettlMethElctngSide | Added EP208 |
| Component(-) | SettlMethodElectionDate | SettlMethDt | Added EP208 |
| 42777 | SettlMethodElectionDateUnadjusted | DtUnadj | Added EP208 | ||
| 42778 | SettlMethodElectionDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to OptionExercise. | Added EP208 | |
| Component(-) | SettlMethodElectionDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to OptionExercise. | Added EP208 |
| Repeating Group 42775 | NoSettlMethodElectionDateBusinessCenters | Added EP208 |
| 42776 | SettlMethodElectionDateBusinessCenter | Ctr | Required if NoSettlMethodElectionDateBusinessCenters(42775) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42779 | SettlMethodElectionDateRelativeTo | Reltv | Added EP208 | ||
| 42780 | SettlMethodElectionDateOffsetPeriod | OfstPeriod | Conditionally required when SettlMethodElectionDateOffsetUnit(42781) is specified. | Added EP208 | |
| 42781 | SettlMethodElectionDateOffsetUnit | OfstUnit | Conditionally required when SettlMethodElectionDateOffsetPeriod(42780) is specified. | Added EP208 | |
| 42782 | SettlMethodElectionDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42783 | SettlMethodElectionDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | OptionExerciseDates | Dts | Added EP169 |
| 41118 | OptionExerciseBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise dates. | Added EP169 | |
| Component(-) | OptionExerciseBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise dates. | Added EP169 |
| Repeating Group 41116 | NoOptionExerciseBusinessCenters | Added EP169 |
| 41117 | OptionExerciseBusinessCenter | Ctr | Required if NoOptionExerciseBusinessCenters(41116) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | OptionExerciseDateGrp | Dt | Added EP169 |
| Repeating Group 41137 | NoOptionExerciseDates | Added EP169 |
| 41138 | OptionExerciseDate | Dt | Required if NoOptionExerciseDates(41137) > 0. | Added EP169 | |
| 41139 | OptionExerciseDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 41119 | OptionExerciseEarliestDateOffsetDayType | ErlstOfstDayTyp | Added EP169 | ||
| 41120 | OptionExerciseEarliestDateOffsetPeriod | ErlstOfstPeriod | Conditionally required when OptionExerciseEarliestDateUnit(41121) is specified. | Added EP169 | |
| 41121 | OptionExerciseEarliestDateOffsetUnit | ErlstOfstUnit | Conditionally required when OptionExerciseEarliestDatePeriod(41120) is specified. | Added EP169 | |
| 41122 | OptionExerciseFrequencyPeriod | FreqPeriod | Conditionally required when OptionExerciseFrequencyUnit(41123) is specified. | Added EP169 | |
| 41123 | OptionExerciseFrequencyUnit | FreqUnit | Conditionally required when OptionExerciseFrequencyPeriod(41122) is specified. | Added EP169 | |
| 41124 | OptionExerciseStartDateUnadjusted | StartDtUnadj | Added EP169 | ||
| 41125 | OptionExerciseStartDateRelativeTo | StartDtReltv | Added EP169 | ||
| 41126 | OptionExerciseStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when OptionExerciseStartDateOffsetUnit(41127) is specified. | Added EP169 | |
| 41127 | OptionExerciseStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when OptionExerciseStartDateOffsetPeriod(41126) is specified. | Added EP169 | |
| 41128 | OptionExerciseStartDateOffsetDayType | StartDtOfstDayTyp | Added EP169 | ||
| 41129 | OptionExerciseStartDateAdjusted | StartDt | Added EP169 | ||
| 41130 | OptionExerciseSkip | Skip | Added EP169 | ||
| 41131 | OptionExerciseNominationDeadline | NomntnDdln | Added EP169 | ||
| 41132 | OptionExerciseFirstDateUnadjusted | FirstDtUnadj | Added EP169 | ||
| 41133 | OptionExerciseLastDateUnadjusted | LastDtUnadj | Added EP169 | ||
| 41134 | OptionExerciseEarliestTime | ErlstTm | Added EP169 | ||
| 41135 | OptionExerciseLatestTime | LtstTm | Added EP169 | ||
| 41136 | OptionExerciseTimeBusinessCenter | TmBizCtr | Added EP169 |
| end Component |
| Component(-) | OptionExerciseExpiration | Exp | Added EP169 |
| 41142 | OptionExerciseExpirationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise expiration dates. | Added EP169 | |
| Component(-) | OptionExerciseExpirationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise expiration dates. | Added EP169 |
| Repeating Group 41140 | NoOptionExerciseExpirationDateBusinessCenters | Added EP169 |
| 41141 | OptionExerciseExpirationDateBusinessCenter | Ctr | Required if NoOptionExerciseExpirationDateBusinessCenters(41140) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | OptionExerciseExpirationDateGrp | Dt | Added EP169 |
| Repeating Group 41152 | NoOptionExerciseExpirationDates | Added EP169 |
| 41153 | OptionExerciseExpirationDate | Dt | Required if NoOptionExpirationDates(41152) > 0. | Added EP169 | |
| 41154 | OptionExerciseExpirationDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 41143 | OptionExerciseExpirationDateRelativeTo | Reltv | Added EP169 | ||
| 41144 | OptionExerciseExpirationDateOffsetPeriod | OfstPeriod | Conditionally required when OptionExerciseExpirationDateOffsetUnit(41145) is specified. | Added EP169 | |
| 41145 | OptionExerciseExpirationDateOffsetUnit | OfstUnit | Conditionally required when OptionExerciseExpirationDateOffsetPeriod(41144) is specified. | Added EP169 | |
| 41146 | OptionExerciseExpirationFrequencyPeriod | FreqPeriod | Conditionally required when OptionExerciseExpirationFrequencyUnit(41147) is specified. | Added EP169 | |
| 41147 | OptionExerciseExpirationFrequencyUnit | FreqUnit | Conditionally required when OptionExerciseExpirationFrequencyPeriod(41146) is specified. | Added EP169 | |
| 41148 | OptionExerciseExpirationRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the option expiration dates and times. | Added EP169 | |
| 41149 | OptionExerciseExpirationDateOffsetDayType | OfstDayTyp | Added EP169 | ||
| 41150 | OptionExerciseExpirationTime | Tm | Added EP169 | ||
| 41151 | OptionExerciseExpirationTimeBusinessCenter | TmBizCtr | Added EP169 |
| end Component |
| Component(-) | OptionExerciseMakeWholeProvision | MakeWhole | Added EP208 |
| 42591 | MakeWholeDate | Dt | Added EP208 | ||
| 42592 | MakeWholeAmount | Amt | Added EP208 | ||
| 42593 | MakeWholeBenchmarkCurveName | Name | Added EP208 | ||
| 42594 | MakeWholeBenchmarkCurvePoint | Point | Added EP208 | ||
| 42595 | MakeWholeRecallSpread | Spread | Added EP208 | ||
| 42596 | MakeWholeBenchmarkQuote | Qte | Added EP208 | ||
| 42597 | MakeWholeInterpolationMethod | IntrpltnMeth | Added EP208 |
| end Component |
| end Component |
| Component(-) | StreamGrp | Strm | Added EP161 |
| Repeating Group 40049 | NoStreams | Added EP161 |
| 40050 | StreamType | Typ | Required if NoStreams(40049) > 0. | Added EP161 | |
| 41303 | StreamXID | XID | Added EP169 | ||
| 40051 | StreamDesc | Desc | Added EP161 | ||
| 42784 | StreamVersion | Ver | Added EP208 | ||
| 42785 | StreamVersionEffectiveDate | VerEfctvDt | Added EP208 | ||
| 40052 | StreamPaySide | PaySide | Added EP161 | ||
| 40053 | StreamReceiveSide | RcvSide | Added EP161 | ||
| 41305 | StreamNotionalXIDRef | NotlXIDRef | Added EP169 | ||
| 40054 | StreamNotional | Notl | Added EP161 | ||
| 40055 | StreamCurrency | Ccy | Added EP161 | ||
| 42786 | StreamNotionalDeterminationMethod | NotlDtrmnMeth | Added EP208 | ||
| 42787 | StreamNotionalAdjustments | NotlAdjmts | Added EP208 | ||
| 41306 | StreamNotionalFrequencyPeriod | NotlPeriod | Conditionally required when StreamNotionalFrequencyUnit(41307) is specified. | Added EP169 | |
| 41307 | StreamNotionalFrequencyUnit | NotlUnit | Conditionally required when StreamNotionalFrequencyPeriod(41306) is specified. | Added EP169 | |
| 41308 | StreamNotionalCommodityFrequency | NotlFreq | Added EP169 | ||
| 41309 | StreamNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 41310 | StreamTotalNotional | TotNotl | Added EP169 | ||
| 41311 | StreamTotalNotionalUnitOfMeasure | TotNotlUOM | Added EP169 |
| Component(-) | StreamCommodity | Cmdty | Added EP169 |
| 41251 | StreamCommodityBase | Base | Added EP169 | ||
| 41252 | StreamCommodityType | CmdtyTyp | Added EP169 | ||
| 41253 | StreamCommoditySecurityID | ID | Conditionally required when StreamCommoditySecurityIDSource(41254) is specified. | Added EP169 | |
| 41254 | StreamCommoditySecurityIDSource | Src | Conditionally required when StreamCommoditySecurityID(41253) is specified. | Added EP169 | |
| Component(-) | StreamCommodityAltIDGrp | AID | Added EP169 |
| Repeating Group 41277 | NoStreamCommodityAltIDs | Added EP169 |
| 41278 | StreamCommodityAltID | AltID | Required if NoStreamCommodityAltIDs(41277) > 0. | Added EP169 | |
| 41279 | StreamCommodityAltIDSource | AltIDSrc | Required if NoStreamCommodityAltIDs(41277) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41255 | StreamCommodityDesc | Desc | Added EP169 | ||
| 41256 | EncodedStreamCommodityDescLen | EncDescLen | Must be set if EncodedCommodityDesc(41257) field is specified and must immediately precede it. | Added EP169 | |
| 41257 | EncodedStreamCommodityDesc | EncDesc | Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 42587 | StreamCommodityDeliveryPricingRegion | DlvryPxngRgn | May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). | Added EP193 | |
| Component(-) | StreamAssetAttributeGrp | AssetAttrb | Added EP169 |
| Repeating Group 41237 | NoStreamAssetAttributes | Added EP169 |
| 41238 | StreamAssetAttributeType | Typ | Required if NoStreamAssetAttributes(41237) > 0. | Added EP169 | |
| 41239 | StreamAssetAttributeValue | Val | Added EP169 | ||
| 41240 | StreamAssetAttributeLimit | Lmt | Added EP169 |
| end Repeating Group |
| end Component |
| 41258 | StreamCommodityUnitOfMeasure | UOM | Added EP169 | ||
| 41259 | StreamCommodityCurrency | Ccy | Added EP169 | ||
| 41260 | StreamCommodityExchange | Exch | Added EP169 | ||
| 41261 | StreamCommodityRateSource | RtSrc | Added EP169 | ||
| 41262 | StreamCommodityRateReferencePage | RefPg | Added EP169 | ||
| 41263 | StreamCommodityRateReferencePageHeading | RefHdng | Added EP169 | ||
| 41264 | StreamDataProvider | DataPrvdr | Added EP169 | ||
| Component(-) | StreamCommodityDataSourceGrp | DataSrc | Added EP169 |
| Repeating Group 41280 | NoStreamCommodityDataSources | Added EP169 |
| 41281 | StreamCommodityDataSourceID | ID | Required if NoStreamCommodityDataSources(41280) > 0. | Added EP169 | |
| 41282 | StreamCommodityDataSourceIDType | Typ | Required if NoStreamCommodityDataSources(41280) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41265 | StreamCommodityPricingType | PxngTyp | Added EP169 | ||
| 41266 | StreamCommodityNearbySettlDayPeriod | Period | Conditionally required when StreamCommodityNearbySettlDayUnit(41267) is specified. | Added EP169 | |
| 41267 | StreamCommodityNearbySettlDayUnit | Unit | Conditionally required when StreamCommodityNearbySettlDayPeriod(41266) is specified. | Added EP169 | |
| 41268 | StreamCommoditySettlDateUnadjusted | DtUnadj | Added EP169 | ||
| 41269 | StreamCommoditySettlDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of settlement dates. | Added EP169 | |
| Component(-) | StreamCommoditySettlBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of settlement dates. | Added EP169 |
| Repeating Group 41249 | NoStreamCommoditySettlBusinessCenters | Added EP169 |
| 41250 | StreamCommoditySettlBusinessCenter | Ctr | Required if NoStreamCommoditySettlBusinessCenters(41249) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41270 | StreamCommoditySettlDateAdjusted | Dt | Added EP169 | ||
| 41271 | StreamCommoditySettlMonth | Mo | Added EP169 | ||
| 41272 | StreamCommoditySettlDateRollPeriod | RollPeriod | Conditionally required when StreamCommoditySettlDateRollUnit(41273) is specified. | Added EP169 | |
| 41273 | StreamCommoditySettlDateRollUnit | RollUnit | Conditionally required when StreamCommoditySettlDateRollPeriod(41272) is specified. | Added EP169 | |
| 41274 | StreamCommoditySettlDayType | DayTyp | Added EP169 | ||
| Component(-) | StreamCommoditySettlPeriodGrp | SettlPeriod | Added EP169 |
| Repeating Group 41289 | NoStreamCommoditySettlPeriods | Added EP169 |
| 41290 | StreamCommoditySettlCountry | Ctry | Required if NoStreamCommoditySettlPeriods(41289) > 0. | Added EP169 | |
| 41291 | StreamCommoditySettlTimeZone | TZ | Added EP169 | ||
| 41292 | StreamCommoditySettlFlowType | FlowTyp | Added EP169 | ||
| 41293 | StreamCommoditySettlPeriodNotional | Notl | Added EP169 | ||
| 41294 | StreamCommoditySettlPeriodNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 41295 | StreamCommoditySettlPeriodFrequencyPeriod | FreqPeriod | Conditionally required when StreamCommoditySettlFrequencyUnit(41296) is specified. | Added EP169 | |
| 41296 | StreamCommoditySettlPeriodFrequencyUnit | FreqUnit | Conditionally required when StreamCommoditySettlFrequencyPeriod(41295) is specified. | Added EP169 | |
| 41297 | StreamCommoditySettlPeriodPrice | Px | Added EP169 | ||
| 41298 | StreamCommoditySettlPeriodPriceUnitOfMeasure | PxUOM | Added EP169 | ||
| 41299 | StreamCommoditySettlPeriodPriceCurrency | PxCcy | Added EP169 | ||
| 41300 | StreamCommoditySettlHolidaysProcessingInstruction | Holidays | Added EP169 | ||
| Component(-) | StreamCommoditySettlDayGrp | Day | Added EP169 |
| Repeating Group 41283 | NoStreamCommoditySettlDays | Added EP169 |
| 41284 | StreamCommoditySettlDay | Day | Required if NoStreamCommoditySettlDays(41283) > 0. | Added EP169 | |
| 41285 | StreamCommoditySettlTotalHours | TotHrs | Added EP169 | ||
| Component(-) | StreamCommoditySettlTimeGrp | Tm | Added EP169 |
| Repeating Group 41286 | NoStreamCommoditySettlTimes | Added EP169 |
| 41287 | StreamCommoditySettlStart | Start | Required if NoStreamCommoditySettlTimes(41286) > 0. | Added EP169 | |
| 41288 | StreamCommoditySettlEnd | End | Required if NoStreamCommoditySettlTimes(41286) > 0. | Added EP169 | |
| 41588 | StreamCommoditySettlTimeType | Typ | May be defaulted to market convention or bilaterally agreed if not specified. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 41301 | StreamCommoditySettlPeriodXID | XID | Added EP169 | ||
| 41302 | StreamCommoditySettlPeriodXIDRef | XIDRef | Added EP169 |
| end Repeating Group |
| end Component |
| 41275 | StreamCommodityXID | XID | Added EP169 | ||
| 41276 | StreamCommodityXIDRef | XIDRef | Added EP169 |
| end Component |
| Component(-) | StreamEffectiveDate | EfctvDt | Added EP161 |
| 40907 | StreamEffectiveDateUnadjusted | DtUnadj | Added EP161 | ||
| 40908 | StreamEffectiveDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the effective date of the stream. | Added EP161 | |
| Component(-) | StreamEffectiveDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the effective date of the stream. | Added EP161 Updated EP271 |
| Repeating Group 40960 | NoStreamEffectiveDateBusinessCenters | Added EP161 |
| 40909 | StreamEffectiveDateBusinessCenter | Ctr | Required if NoStreamEffectiveDateBusinessCenters(40960) > 0. | Added EP161 Updated EP271 |
| end Repeating Group |
| end Component |
| 40910 | StreamEffectiveDateRelativeTo | Reltv | Added EP161 | ||
| 40911 | StreamEffectiveDateOffsetPeriod | OfstPeriod | Conditionally required when StreamEffectiveDateOffsetUnit(40912) is specified. | Added EP161 | |
| 40912 | StreamEffectiveDateOffsetUnit | OfstUnit | Conditionally required when StreamEffectiveDateOffsetPeriod(40911) is specified. | Added EP161 | |
| 40913 | StreamEffectiveDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40914 | StreamEffectiveDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | StreamTerminationDate | TrmtnDt | Added EP161 |
| 40065 | StreamTerminationDateUnadjusted | DtUnadj | Added EP161 | ||
| 40066 | StreamTerminationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the termination date of the stream. | Added EP161 | |
| Component(-) | StreamTerminationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the termination date of the stream. | Added EP161 |
| Repeating Group 40961 | NoStreamTerminationDateBusinessCenters | Added EP161 |
| 40067 | StreamTerminationDateBusinessCenter | Ctr | Required if NoStreamTerminationDateBusinessCenters(40961) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40068 | StreamTerminationDateRelativeTo | Reltv | Added EP161 | ||
| 40069 | StreamTerminationDateOffsetPeriod | OfstPeriod | Conditionally required when StreamTerminationDateOffsetUnit(40070) is specified. | Added EP161 | |
| 40070 | StreamTerminationDateOffsetUnit | OfstUnit | Conditionally required when StreamTerminationDateOffsetPeriod(40069) is specified. | Added EP161 | |
| 40071 | StreamTerminationDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40072 | StreamTerminationDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | StreamCalculationPeriodDates | CalcDts | Added EP161 |
| 41244 | StreamCalculationPeriodDatesXID | XID | Added EP169 | ||
| 41245 | StreamCalculationPeriodDatesXIDRef | XIDRef | Added EP169 | ||
| 40073 | StreamCalculationPeriodBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. | Added EP161 Updated EP169 | |
| Component(-) | StreamCalculationPeriodBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream. | Added EP161 |
| Repeating Group 40958 | NoStreamCalculationPeriodBusinessCenters | Added EP161 |
| 40074 | StreamCalculationPeriodBusinessCenter | Ctr | Required if NoStreamCalculationPeriodBusinessCenters(40958) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | StreamCalculationPeriodDateGrp | CalcDt | Added EP169 |
| Repeating Group 41241 | NoStreamCalculationPeriodDates | Added EP169 |
| 41242 | StreamCalculationPeriodDate | Dt | Required if NoStreamCalculationPeriodDates(41241) > 0. | Added EP169 | |
| 41243 | StreamCalculationPeriodDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 40075 | StreamFirstPeriodStartDateUnadjusted | FirstStartDtUnadj | Added EP161 | ||
| 40076 | StreamFirstPeriodStartDateBusinessDayConvention | FirstStartDtBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. | Added EP161 | |
| Component(-) | StreamFirstPeriodStartDateBusinessCenterGrp | FirstStartDtBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream. | Added EP161 |
| Repeating Group 40959 | NoStreamFirstPeriodStartDateBusinessCenters | Added EP161 |
| 40077 | StreamFirstPeriodStartDateBusinessCenter | Ctr | Required if NoStreamFirstPeriodStartDateBusinessCenters(40959) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40078 | StreamFirstPeriodStartDateAdjusted | FirstStartDt | Added EP161 | ||
| 40079 | StreamFirstRegularPeriodStartDateUnadjusted | FirstReglrStartDtUnadj | Added EP161 | ||
| 40080 | StreamFirstCompoundingPeriodEndDateUnadjusted | FirstCmpndgEndDtUnadj | Added EP161 | ||
| 40081 | StreamLastRegularPeriodEndDateUnadjusted | LastReglrEndDtUnadj | Added EP161 | ||
| 40082 | StreamCalculationFrequencyPeriod | FreqPeriod | Conditionally required when StreamCalculationFrequencyUnit(40083) is specified. | Added EP161 | |
| 40083 | StreamCalculationFrequencyUnit | FreqUnit | Conditionally required when StreamCalculationFrequencyPeriod(40082) is specified. | Added EP161 | |
| 40084 | StreamCalculationRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream calculation dates. | Added EP161 | |
| 41246 | StreamCalculationBalanceOfFirstPeriod | BalFirst | Added EP169 | ||
| 41247 | StreamCalculationCorrectionPeriod | CrrctnPeriod | Conditionally required when StreamCalculationCorrectionUnit(41248) is specified. | Added EP169 | |
| 41248 | StreamCalculationCorrectionUnit | CrrctnUnit | Conditionally required when StreamCalculationCorrectionPeriod(41247) is specified. | Added EP169 |
| end Component |
| Component(-) | PaymentStream | PmtStrm | Added EP161 |
| Component(-) | PaymentStreamPaymentDates | PmtDts | Added EP161 |
| 40751 | PaymentStreamPaymentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's payment dates. | Added EP161 | |
| Component(-) | PaymentStreamPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's payment dates. | Added EP161 |
| Repeating Group 40947 | NoPaymentStreamPaymentDateBusinessCenters | Added EP161 |
| 40752 | PaymentStreamPaymentDateBusinessCenter | Ctr | Required if NoPaymentStreamPaymentDateBusinessCenters(40947) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamPaymentDateGrp | PmtDt | Added EP169 |
| Repeating Group 41220 | NoPaymentStreamPaymentDates | Added EP169 |
| 41221 | PaymentStreamPaymentDate | Dt | Required if NoPaymentStreamPaymentDates(41220) > 0. | Added EP169 | |
| 41222 | PaymentStreamPaymentDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 40753 | PaymentStreamPaymentFrequencyPeriod | FreqPeriod | Conditionally required when PaymentStreamPaymentFrequencyUnit(40754) is specified. | Added EP161 | |
| 40754 | PaymentStreamPaymentFrequencyUnit | FreqUnit | Conditionally required when PaymentStreamPaymentFrequencyPeriod(40753) is specified. | Added EP161 | |
| 40755 | PaymentStreamPaymentRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream payment dates | Added EP161 | |
| 40756 | PaymentStreamFirstPaymentDateUnadjusted | FirstDtUnadj | Added EP161 | ||
| 40757 | PaymentStreamLastRegularPaymentDateUnadjusted | LastReglrDtUnadj | Added EP161 | ||
| 40758 | PaymentStreamPaymentDateRelativeTo | Reltv | Added EP161 | ||
| 40759 | PaymentStreamPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStreamPaymentDateOffsetUnit(40760) is specified. | Added EP161 Updated EP208 | |
| 40760 | PaymentStreamPaymentDateOffsetUnit | OfstUnit | Conditionally required when PaymentStreamPaymentDateOffsetPeriod(40759) is specified. | Added EP161 Updated EP208 | |
| 40920 | PaymentStreamPaymentDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 41223 | PaymentStreamMasterAgreementPaymentDatesIndicator | MADts | Added EP169 |
| Component(-) | PaymentStreamFinalPricePaymentDate | FnlPxPmt | Added EP208 |
| 42654 | PaymentStreamFinalPricePaymentDateUnadjusted | DtUnadj | Added EP208 | ||
| 42655 | PaymentStreamFinalPricePaymentDateRelativeTo | Reltv | Added EP208 | ||
| 42656 | PaymentStreamFinalPricePaymentDateOffsetfPeriod | OfstPeriod | Conditionally required when PaymentStreamFinalPricePaymentDateOffsetUnit(42657) is specified. | Added EP208 | |
| 42657 | PaymentStreamFinalPricePaymentDateOffsetUnit | OfstUnit | Conditionally required when PaymentStreamFinalPricePaymentDateOffsetPeriod(42656) is specified. | Added EP208 | |
| 42658 | PaymentStreamFinalPricePaymentDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42659 | PaymentStreamFinalPricePaymentDateAdjusted | Dt | Added EP208 |
| end Component |
| end Component |
| Component(-) | PaymentStreamResetDates | ResetDts | Added EP161 |
| 40761 | PaymentStreamResetDateRelativeTo | Reltv | Added EP161 | ||
| 40762 | PaymentStreamResetDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. | Added EP161 | |
| Component(-) | PaymentStreamResetDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Repeating Group 40948 | NoPaymentStreamResetDateBusinessCenters | Added EP161 |
| 40763 | PaymentStreamResetDateBusinessCenter | Ctr | Required if NoPaymentStreamResetDateBusinessCenters(40948) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40764 | PaymentStreamResetFrequencyPeriod | FreqPeriod | Conditionally required when PaymentStreamResetFrequencyUnit(40765) is specified. | Added EP161 | |
| 40765 | PaymentStreamResetFrequencyUnit | FreqUnit | Conditionally required when PaymentStreamResetFrequencyPeriod(40764) is specified. | Added EP161 | |
| 40766 | PaymentStreamResetWeeklyRollConvention | WklyRoll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream floating rate reset dates. | Added EP161 | |
| 40767 | PaymentStreamInitialFixingDateRelativeTo | InitReltv | Added EP161 | ||
| 40768 | PaymentStreamInitialFixingDateBusinessDayConvention | InitBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. | Added EP161 | |
| Component(-) | PaymentStreamInitialFixingDateBusinessCenterGrp | InitBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Repeating Group 40949 | NoPaymentStreamInitialFixingDateBusinessCenters | Added EP161 |
| 40769 | PaymentStreamInitialFixingDateBusinessCenter | Ctr | Required if NoPaymentStreamInitialFixindDateBusinessCenters(40949) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40770 | PaymentStreamInitialFixingDateOffsetPeriod | InitPeriod | Conditionally required when PaymentStreamInitialFixingDateOffsetUnit(40771) is specified. | Added EP161 | |
| 40771 | PaymentStreamInitialFixingDateOffsetUnit | InitUnit | Conditionally required when PaymentStreamInitialFixingDateOffsetPeriod(40770) is specified. | Added EP161 | |
| 40772 | PaymentStreamInitialFixingDateOffsetDayType | InitDayTyp | Added EP161 | ||
| 40773 | PaymentStreamInitialFixingDateAdjusted | InitDt | Added EP161 | ||
| 40774 | PaymentStreamFixingDateRelativeTo | FixngReltv | Added EP161 | ||
| 40775 | PaymentStreamFixingDateBusinessDayConvention | FixngBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. | Added EP161 | |
| Component(-) | PaymentStreamFixingDateBusinessCenterGrp | FixngBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Repeating Group 40950 | NoPaymentStreamFixingDateBusinessCenters | Added EP161 |
| 40776 | PaymentStreamFixingDateBusinessCenter | Ctr | Required if NoPaymentStreamFixingDateBusinessCenters(40950) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40777 | PaymentStreamFixingDateOffsetPeriod | FixngPeriod | Conditionally required when PaymentStreamFixingDateOffsetUnit(40778) is specified. | Added EP161 | |
| 40778 | PaymentStreamFixingDateOffsetUnit | FixngUnit | Conditionally required when PaymentStreamFixingDateOffsetPeriod(40777) is specified. | Added EP161 | |
| 40779 | PaymentStreamFixingDateOffsetDayType | FixngDayTyp | Added EP161 | ||
| 40780 | PaymentStreamFixingDateAdjusted | FixngDt | Added EP161 | ||
| 40781 | PaymentStreamRateCutoffDateOffsetPeriod | CutoffPeriod | Conditionally required when PaymentStreamRateCutoffDateOffsetUnit(40782) is specified. | Added EP161 Updated EP208 | |
| 40782 | PaymentStreamRateCutoffDateOffsetUnit | CutoffUnit | Conditionally required when PaymentStreamRateCutoffDateOffsetPeriod(40783) is specified. | Added EP161 Updated EP208 | |
| 40783 | PaymentStreamRateCutoffDateOffsetDayType | CutoffDayTyp | Added EP161 | ||
| Component(-) | PaymentStreamFixingDateGrp | FixngDt | Added EP208 |
| Repeating Group 42660 | NoPaymentStreamFixingDates | Added EP208 |
| 42661 | PaymentStreamFixingDate | Dt | Required if NoPaymentStreamFixingDates(42660) > 0. | Added EP208 | |
| 42662 | PaymentStreamFixingDateType | 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 |
| end Component |
| Component(-) | PaymentStreamFixedRate | Fixed | Added EP161 |
| 40784 | PaymentStreamRate | Rt | Mutually exclusive with PaymentStreamFixedAmount(40785). | Added EP161 | |
| 40785 | PaymentStreamFixedAmount | Amt | Mutually exclusive with PaymentStreamRate(40784). | Added EP161 | |
| 40786 | PaymentStreamRateOrAmountCurrency | Ccy | Added EP161 | ||
| 41187 | PaymentStreamFixedAmountUnitOfMeasure | FixedAmtUOM | Added EP169 | ||
| 41188 | PaymentStreamTotalFixedAmount | FixedAmt | Added EP169 | ||
| 40787 | PaymentStreamFutureValueNotional | FutValNotl | Added EP161 | ||
| 40788 | PaymentStreamFutureValueDateAdjusted | FutValDt | Added EP161 | ||
| 41189 | PaymentStreamWorldScaleRate | WorldScaleRt | Added EP169 | ||
| 41190 | PaymentStreamContractPrice | CtrctPx | Added EP169 | ||
| 41191 | PaymentStreamContractPriceCurrency | CtrctPxCcy | Added EP169 |
| end Component |
| Component(-) | PaymentStreamFloatingRate | Float | Added EP161 |
| 40789 | PaymentStreamRateIndex | Ndx | Added EP161 | ||
| 40790 | PaymentStreamRateIndexSource | NdxSrc | Added EP161 | ||
| 43090 | PaymentStreamRateIndexID | NdxID | Conditionally required when PaymentStreamRateIndexIDSource(43091) is specified. | Added EP235 | |
| 43091 | PaymentStreamRateIndexIDSource | NdxIDSrc | Conditionally required when PaymentStreamRateIndexID(43090) is specified. | Added EP235 | |
| 40791 | PaymentStreamRateIndexCurveUnit | NdxUnit | Conditionally required when PaymentStreamRateIndexCurvePeriod(40792) is specified. | Added EP161 | |
| 40792 | PaymentStreamRateIndexCurvePeriod | NdxPeriod | Conditionally required when PaymentStreamRateIndexCurveUnit(40791) is specified. | Added EP161 | |
| 43112 | PaymentStreamRateIndex2 | Ndx2 | Added EP271 | ||
| 43113 | PaymentStreamRateIndex2Source | Ndx2Src | Added EP271 | ||
| 43114 | PaymentStreamRateIndex2ID | Ndx2ID | Conditionally required when PaymentStreamRateIndex2IDSource(43115) is specified. | Added EP271 | |
| 43115 | PaymentStreamRateIndex2IDSource | Ndx2IDSrc | Conditionally required when PaymentStreamRateIndex2ID(43114) is specified. | Added EP271 | |
| 41194 | PaymentStreamRateIndex2CurvePeriod | Ndx2Period | Conditionally required when PaymentStreamRateIndex2CurveUnit(41195) is specified. | Added EP169 Updated EP271 | |
| 41195 | PaymentStreamRateIndex2CurveUnit | Ndx2Unit | Conditionally required when PaymentStreamRateIndex2CurvePeriod(41194) is specified. | Added EP169 Updated EP271 | |
| 41196 | PaymentStreamRateIndexLocation | NdxLctn | Added EP169 | ||
| 41197 | PaymentStreamRateIndexLevel | NdxLvl | Added EP169 | ||
| 41198 | PaymentStreamRateIndexUnitOfMeasure | NdxUOM | Added EP169 | ||
| 41199 | PaymentStreamSettlLevel | SettlLvl | Added EP169 | ||
| 41200 | PaymentStreamReferenceLevel | RefLvl | Added EP169 | ||
| 41201 | PaymentStreamReferenceLevelUnitOfMeasure | RefUOM | Added EP169 | ||
| 41202 | PaymentStreamReferenceLevelEqualsZeroIndicator | RefLvlZero | Added EP169 | ||
| 40793 | PaymentStreamRateMultiplier | RtMult | Added EP161 | ||
| 40794 | PaymentStreamRateSpread | Spread | Added EP161 | ||
| 41203 | PaymentStreamRateSpreadCurrency | SpreadCcy | Added EP169 | ||
| 41204 | PaymentStreamRateSpreadUnitOfMeasure | SpreadUOM | Added EP169 | ||
| 41205 | PaymentStreamRateConversionFactor | RtFctr | Added EP169 | ||
| 41206 | PaymentStreamRateSpreadType | SpreadTyp | Added EP169 | ||
| 40795 | PaymentStreamRateSpreadPositionType | SpreadPosTyp | Added EP161 | ||
| 40796 | PaymentStreamRateTreatment | RtTrtmt | Added EP161 | ||
| 40797 | PaymentStreamCapRate | CapRt | Added EP161 | ||
| 40798 | PaymentStreamCapRateBuySide | CapRtBuy | Added EP161 | ||
| 40799 | PaymentStreamCapRateSellSide | CapRtSell | Added EP161 | ||
| 40800 | PaymentStreamFloorRate | FlrRt | Added EP161 | ||
| 40801 | PaymentStreamFloorRateBuySide | FlrRtBuy | Added EP161 | ||
| 40802 | PaymentStreamFloorRateSellSide | FlrRtSell | Added EP161 | ||
| 40803 | PaymentStreamInitialRate | InitRt | Added EP161 | ||
| 41207 | PaymentStreamLastResetRate | LastResetRt | Added EP169 | ||
| 41208 | PaymentStreamFinalRate | FnlRt | Added EP169 | ||
| 40804 | PaymentStreamFinalRateRoundingDirection | FnlRtRndDirctn | Added EP161 | ||
| 40805 | PaymentStreamFinalRatePrecision | FnlRtPrcsn | Added EP161 | ||
| 40806 | PaymentStreamAveragingMethod | AvgngMeth | Added EP161 | ||
| 40807 | PaymentStreamNegativeRateTreatment | NegtvRtTrtmt | Added EP161 | ||
| 41209 | PaymentStreamCalculationLagPeriod | CalcLagPeriod | Conditionally required when PaymentStreamCalculationLagUnit(41210) is specified. | Added EP169 | |
| 41210 | PaymentStreamCalculationLagUnit | CalcLagUnit | Conditionally required when PaymentStreamCalculationLagPeriod(41209) is specified. | Added EP169 | |
| 42663 | PaymentStreamFirstObservationDateUnadjusted | FirstObsvtnDtUnadj | Added EP208 | ||
| 42664 | PaymentStreamFirstObservationDateRelativeTo | FirstObsvtnReltv | Added EP208 | ||
| 42665 | PaymentStreamFirstObservationDateOffsetDayType | FirstObsvtnOfstDayTyp | Added EP208 | ||
| 41211 | PaymentStreamFirstObservationDateOffsetPeriod | FirstObsvtnOfstPeriod | Conditionally required when PaymentStreamFirstObservationOffsetUnit(41212) is specified. | Added EP169 | |
| 41212 | PaymentStreamFirstObservationDateOffsetUnit | FirstObsvtnOfstUnit | Conditionally required when PaymentStreamFirstObservationOffsetPeriod(41211) is specified. | Added EP169 | |
| 42666 | PaymentStreamFirstObservationDateAdjusted | FirstObsvtnDt | Added EP208 | ||
| 41213 | PaymentStreamPricingDayType | PxngDayTyp | Added EP169 | ||
| 41214 | PaymentStreamPricingDayDistribution | PxngDayDistrib | Added EP169 | ||
| 41215 | PaymentStreamPricingDayCount | PxngDayCnt | Added EP169 | ||
| 41216 | PaymentStreamPricingBusinessCalendar | PxngClndr | Added EP169 | ||
| 41217 | PaymentStreamPricingBusinessDayConvention | PxngBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. | Added EP169 | |
| Component(-) | PaymentStreamPricingBusinessCenterGrp | PxngBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. | Added EP169 |
| Repeating Group 41192 | NoPaymentStreamPricingBusinessCenters | Added EP169 |
| 41193 | PaymentStreamPricingBusinessCenter | Ctr | Required if NoPaymentStreamPricingBusinessCenters(41192) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamPricingDayGrp | PxngDay | Added EP169 |
| Repeating Group 41227 | NoPaymentStreamPricingDays | Added EP169 |
| 41228 | PaymentStreamPricingDayOfWeek | DayOfWk | Required if NoPaymentStreamPricingDays(41227) > 0. | Added EP169 | |
| 41229 | PaymentStreamPricingDayNumber | DayNum | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamPricingDateGrp | PxngDt | Added EP169 |
| Repeating Group 41224 | NoPaymentStreamPricingDates | Added EP169 |
| 41225 | PaymentStreamPricingDate | Dt | Required if NoPaymentStreamPricingDates(41224) > 0. | Added EP169 | |
| 41226 | PaymentStreamPricingDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 40808 | PaymentStreamInflationLagPeriod | LagPeriod | Conditionally required when PaymentStreamInflationLagUnit(40809) is specified. | Added EP161 | |
| 40809 | PaymentStreamInflationLagUnit | LagUnit | Conditionally required when PaymentStreamInflationLagPeriod(40808) is specified. | Added EP161 | |
| 40810 | PaymentStreamInflationLagDayType | LagDayTyp | Added EP161 | ||
| 40811 | PaymentStreamInflationInterpolationMethod | IntrpltnMeth | Added EP161 | ||
| 40812 | PaymentStreamInflationIndexSource | InfltnNdxSrc | Added EP161 | ||
| 40813 | PaymentStreamInflationPublicationSource | PublctnSrc | Added EP161 | ||
| 40814 | PaymentStreamInflationInitialIndexLevel | InitLvl | Added EP161 | ||
| 40815 | PaymentStreamInflationFallbackBondApplicable | FallbckBond | Added EP161 | ||
| 40816 | PaymentStreamFRADiscounting | FRADisc | Added EP161 | ||
| 42667 | PaymentStreamUnderlierRefID | UndlrRefID | Added EP208 |
| Component(-) | PaymentStreamFormula | Frmla | Added EP208 |
| 42686 | PaymentStreamFormulaCurrency | Ccy | Added EP208 | ||
| 42687 | PaymentStreamFormulaCurrencyDeterminationMethod | CcyDtrmnMeth | Added EP208 | ||
| 42688 | PaymentStreamFormulaReferenceAmount | RefAmt | Added EP208 | ||
| Component(-) | PaymentStreamFormulaMathGrp | Math | Added EP208 |
| Repeating Group 42683 | NoPaymentStreamFormulas | Added EP208 |
| 43109 | PaymentStreamFormulaLength | FrmlaLen | Required if NoPaymentStreamFormulas(42683) > 0. | Added EP259 | |
| 42684 | PaymentStreamFormula | Frmla | Required if NoPaymentStreamFormulas(42683) > 0. | Added EP208 | |
| 42685 | PaymentStreamFormulaDesc | Desc | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamFormulaImage | Img | Added EP208 |
| 42652 | PaymentStreamFormulaImageLength | FrmlaImgLen | Conditionally required when PaymentStreamFormulaImage(42653) is specified. | Added EP208 | |
| 42653 | PaymentStreamFormulaImage | FrmlaImg | Conditionally required when PaymentStreamFormulaImageLength(42652) is specified. | Added EP208 |
| end Component |
| end Component |
| Component(-) | DividendConditions | DividendConds | Added EP208 |
| 42245 | DividendReinvestmentIndicator | RnvstmntInd | Added EP208 | ||
| 42246 | DividendEntitlementEvent | EntlmntEvnt | Added EP208 | ||
| 42247 | DividendAmountType | AmtTyp | Added EP208 | ||
| 42248 | DividendUnderlierRefID | UndlrRefID | Added EP208 | ||
| Component(-) | DividendPeriodGrp | Period | Added EP208 |
| Repeating Group 42274 | NoDividendPeriods | Added EP208 |
| 42275 | DividendPeriodSequence | Seq | Required if NoDividendPeriods(42274) > 0. | Added EP208 | |
| 42276 | DividendPeriodStartDateUnadjusted | StartDtUnadj | Added EP208 | ||
| 42277 | DividendPeriodEndDateUnadjusted | EndDtUnadj | Added EP208 | ||
| 42278 | DividendPeriodUnderlierRefID | UndlrRefID | When specified, this overrides DividendUnderlierRefID(42248). The specified value would be specific to this dividend period instance. | Added EP208 | |
| 42279 | DividendPeriodStrikePrice | StrkPx | Added EP208 | ||
| 42280 | DividendPeriodBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this dividend period instance. | Added EP208 | |
| Component(-) | DividendPeriodBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this dividend period instance. | Added EP208 |
| Repeating Group 42294 | NoDividendPeriodBusinessCenters | Added EP208 |
| 42295 | DividendPeriodBusinessCenter | Ctr | Required if NoDividendPeriodBusinessCenters(42294) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42281 | DividendPeriodValuationDateUnadjusted | ValDtUnadj | Added EP208 | ||
| 42282 | DividendPeriodValuationDateRelativeTo | ValDtReltv | Added EP208 | ||
| 42283 | DividendPeriodValuationDateOffsetPeriod | ValDtOfstPeriod | Conditionally required when DividendPeriodValuationDateOffsetUnit(42284) is specified. | Added EP208 | |
| 42284 | DividendPeriodValuationDateOffsetUnit | ValDtOfstUnit | Conditionally required when DividendPeriodValuationDateOffsetPeriod(42283) is specified. | Added EP208 | |
| 42285 | DividendPeriodValuationDateOffsetDayType | ValDtOfstDayTyp | Added EP208 | ||
| 42286 | DividendPeriodValuationDateAdjusted | ValDt | Added EP208 | ||
| 42287 | DividendPeriodPaymentDateUnadjusted | PmtDtUnadj | Added EP208 | ||
| 42288 | DividendPeriodPaymentDateRelativeTo | PmtDtReltv | Added EP208 | ||
| 42289 | DividendPeriodPaymentDateOffsetPeriod | PmtDtOfstPeriod | Conditionally required when DividendPeriodPaymentDateOffsetUnit(42290) is specified. | Added EP208 | |
| 42290 | DividendPeriodPaymentDateOffsetUnit | PmtDtOfstUnit | Conditionally required when DividendPeriodPaymentDateOffsetPeriod(42289) is specified. | Added EP208 | |
| 42291 | DividendPeriodPaymentDateOffsetDayType | PmtDtOfstDayTyp | Added EP208 | ||
| 42292 | DividendPeriodPaymentDateAdjusted | PmtDt | Added EP208 | ||
| 42293 | DividendPeriodXID | XID | Added EP208 |
| end Repeating Group |
| end Component |
| 42249 | ExtraordinaryDividendPartySide | ExtrordSide | Added EP208 | ||
| 42250 | ExtraordinaryDividendAmountType | ExtrordAmtTyp | Added EP208 | ||
| 42251 | ExtraordinaryDividendCurrency | ExtrordCcy | Added EP208 | ||
| 42252 | ExtraordinaryDividendDeterminationMethod | ExtrordDtrmnMeth | Added EP208 |
| Component(-) | DividendFXTriggerDate | FXTrgrDt | Added EP208 |
| 42265 | DividendFXTriggerDateRelativeTo | Reltv | Added EP208 | ||
| 42266 | DividendFXTriggerDateOffsetPeriod | OfstPeriod | Conditionally required when DividendFXTriggerDateOffsetUnit(42267) is specified. | Added EP208 | |
| 42267 | DividendFXTriggerDateOffsetUnit | OfstUnit | Conditionally required when DividendFXTriggerDateOffsetPeriod(42266) is specified. | Added EP208 | |
| 42268 | DividendFXTriggerDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42269 | DividendFXTriggerDateUnadjusted | DtUnadj | Added EP208 | ||
| 42270 | DividendFXTriggerDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendFXTriggerDate. | Added EP208 | |
| Component(-) | DividendFXTriggerDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendFXTriggerDate. | Added EP208 |
| Repeating Group 42272 | NoDividendFXTriggerDateBusinessCenters | Added EP208 |
| 42273 | DividendFXTriggerDateBusinessCenter | Ctr | Required if NoDividendFXTriggerDateBusinessCenters(42272) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42271 | DividendFXTriggerDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | DividendAccrualFloatingRate | AcrlFloat | Added EP208 |
| end Component |
| 42253 | DividendAccrualFixedRate | AcrlFixedRt | Added EP208 |
| Component(-) | DividendAccrualPaymentDate | AcrlPmtDt | Added EP208 |
| 42238 | DividendAccrualPaymentDateRelativeTo | Reltv | Added EP208 | ||
| 42239 | DividendAccrualPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when DividendAccrualPaymentDateOffsetUnit(42240) is specified. | Added EP208 | |
| 42240 | DividendAccrualPaymentDateOffsetUnit | OfstUnit | Conditionally required when DividendAccrualPaymentDateOffsetPeriod(42239) is specified. | Added EP208 | |
| 42241 | DividendAccrualPaymentDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42242 | DividendAccrualPaymentDateUnadjusted | DtUnadj | Added EP208 | ||
| 42243 | DividendAccrualPaymeentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendAccrualPaymentDate. | Added EP208 | |
| Component(-) | DividendAccrualPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendAccrualPaymentDate. | Added EP208 |
| Repeating Group 42236 | NoDividendAccrualPaymentDateBusinessCenters | Added EP208 |
| 42237 | DividendAccrualPaymentDateBusinessCenter | Ctr | Required if NoDividendAccrualPaymentDateBusinessCenters(42236) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42244 | DividendAccrualPaymentDateAdjusted | Dt | Added EP208 |
| end Component |
| 42254 | DividendCompoundingMethod | CmpndgMeth | Added EP208 | ||
| 42255 | DividendNumOfIndexUnits | NumNdxUnits | Added EP208 | ||
| 42256 | DividendCashPercentage | CshPctage | Added EP208 | ||
| 42257 | DividendCashEquivalentPercentage | CshEqvlntPctage | Added EP208 | ||
| 42258 | NonCashDividendTreatment | NonCshTrtmt | Added EP208 | ||
| 42259 | DividendComposition | Cmpstn | Added EP208 | ||
| 42260 | SpecialDividendsIndicator | SpeclDividendInd | Added EP208 | ||
| 42261 | MaterialDividendsIndicator | MtrlDividendInd | Added EP208 | ||
| 42262 | OptionsExchangeDividendsIndicator | ExchDividendInd | Added EP208 | ||
| 42263 | AdditionalDividendsIndicator | AddtnlDividendInd | Added EP208 | ||
| 42264 | AllDividendsIndicator | AllDividendInd | Added EP208 |
| end Component |
| 42668 | ReturnRateNotionalReset | RtnRtNotlReset | Added EP208 | ||
| Component(-) | ReturnRateGrp | RtnRt | Added EP208 |
| Repeating Group 42735 | NoReturnRates | Added EP208 |
| 42736 | ReturnRatePriceSequence | PxSeq | Required if NoReturnRates(42735) > 0. | Added EP208 | |
| 42737 | ReturnRateCommissionBasis | CommBasis | Added EP208 | ||
| 42738 | ReturnRateCommissionAmount | CommAmt | Added EP208 | ||
| 42739 | ReturnRateCommissionCurrency | CommCcy | If not specified, this is defaulted to the reporting currency. | Added EP208 | |
| 42740 | ReturnRateTotalCommissionPerTrade | TotCommPerTrd | Added EP208 | ||
| 42741 | ReturnRateDeterminationMethod | DtrmnMeth | Added EP208 | ||
| Component(-) | ReturnRatePriceGrp | Px | Added EP208 |
| Repeating Group 42765 | NoReturnRatePrices | Added EP208 |
| 42766 | ReturnRatePriceBasis | PxBasis | Required if NoReturnRatePrices(42765) > 0. | Added EP208 | |
| 42767 | ReturnRatePrice | Px | Added EP208 | ||
| 42768 | ReturnRatePriceCurrency | Ccy | Added EP208 | ||
| 42769 | ReturnRatePriceType | PxTyp | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | ReturnRateFXConversionGrp | FxCnvrsn | Added EP208 |
| Repeating Group 42731 | NoReturnRateFXConversions | Added EP208 |
| 42732 | ReturnRateFXCurrencySymbol | CcySym | Required if NoReturnRateFXConversions(42731) > 0. | Added EP208 | |
| 42733 | ReturnRateFXRate | FxRt | Required if NoReturnRateFXConversions(42731) > 0. | Added EP208 | |
| 42734 | ReturnRateFXRateCalc | FxRtCalc | Added EP208 |
| end Repeating Group |
| end Component |
| 42742 | ReturnRateAmountRelativeTo | AmtReltv | Added EP208 | ||
| 42743 | ReturnRateQuoteMeasureType | QteTyp | Added EP208 | ||
| 42744 | ReturnRateQuoteUnits | QteUnit | Added EP208 | ||
| 42745 | ReturnRateQuoteMethod | QteMeth | Added EP208 | ||
| 42746 | ReturnRateQuoteCurrency | QteCcy | Added EP208 | ||
| 42747 | ReturnRateQuoteCurrencyType | QteCcyTyp | Added EP208 | ||
| 42748 | ReturnRateQuoteTimeType | QteTmTyp | Mutually exclusive with ReturnRateQuoteTime(42749). | Added EP208 | |
| 42749 | ReturnRateQuoteTime | QteTm | Mutually exclusive with ReturnRateQuoteTimeType(42748). | Added EP208 | |
| 42750 | ReturnRateQuoteDate | QteDt | Added EP208 | ||
| 42751 | ReturnRateQuoteExpirationTime | QteExpTm | Added EP208 | ||
| 42752 | ReturnRateQuoteBusinessCenter | QteBizCtr | Added EP208 | ||
| 42753 | ReturnRateQuoteExchange | QteExch | Added EP208 | ||
| Component(-) | ReturnRateInformationSourceGrp | InfoSrc | Added EP208 |
| Repeating Group 42761 | NoReturnRateInformationSources | Added EP208 |
| 42762 | ReturnRateInformationSource | RtSrc | Required if NoReturnRateInformationSources(42761) > 0. | Added EP208 | |
| 42763 | ReturnRateReferencePage | RefPg | Added EP208 | ||
| 42764 | ReturnRateReferencePageHeading | RefHdng | Added EP208 |
| end Repeating Group |
| end Component |
| 42754 | ReturnRateQuotePricingModel | QteModel | Added EP208 | ||
| 42755 | ReturnRateCashFlowType | CshFlow | Added EP208 | ||
| Component(-) | ReturnRateDateGrp | Dt | Added EP208 |
| Repeating Group 42709 | NoReturnRateDates | Added EP208 |
| 42710 | ReturnRateDateMode | Mode | Required if NoReturnRateDates(42709) > 0. | Added EP208 | |
| Component(-) | ReturnRateValuationDateGrp | Val | Added EP208 |
| Repeating Group 42772 | NoReturnRateValuationDates | Added EP208 |
| 42773 | ReturnRateValuationDate | Dt | Required if NoReturnRateValuationDates(42772) > 0. | Added EP208 | |
| 42774 | ReturnRateValuationDateType | 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 |
| 42711 | ReturnRateValuationDateRelativeTo | Reltv | Added EP208 | ||
| 42712 | ReturnRateValuationDateOffsetPeriod | OfstPeriod | Conditionally required when ReturnRateValuationDateOffsetUnit(42713) is specified. | Added EP208 | |
| 42713 | ReturnRateValuationDateOffsetUnit | OfstUnit | Conditionally required when ReturnRateValuationDateOffsetPeriod(42712) is specified. | Added EP208 | |
| 42714 | ReturnRateValuationDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42715 | ReturnRateValuationStartDateUnadjusted | StartDtUnadj | Added EP208 | ||
| 42716 | ReturnRateValuationStartDateRelativeTo | StartDtReltv | Added EP208 | ||
| 42717 | ReturnRateValuationStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when ReturnRateValuationStartDateOffsetUnit(42718) is specified. | Added EP208 | |
| 42718 | ReturnRateValuationStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when ReturnRateValuationStartDateOffsetPeriod(42717) is specified. | Added EP208 | |
| 42719 | ReturnRateValuationStartDateOffsetDayType | StartDtOfstDayTyp | Added EP208 | ||
| 42720 | ReturnRateValuationStartDateAdjusted | StartDt | Added EP208 | ||
| 42721 | ReturnRateValuationEndDateUnadjusted | EndDtUnadj | Added EP208 | ||
| 42722 | ReturnRateValuationEndDateRelativeTo | EndDtReltv | Added EP208 | ||
| 42723 | ReturnRateValuationEndDateOffsetPeriod | EndDtOfstPeriod | Conditionally required when ReturnRateValuationEndDateOffsetUnit(42724) is specified. | Added EP208 | |
| 42724 | ReturnRateValuationEndDateOffsetUnit | EndDtOfstUnit | Conditionally required when ReturnRateValuationEndDateOffsetPeriod(42723) is specified. | Added EP208 | |
| 42725 | ReturnRateValuationEndDateOffsetDayType | EndDtOfstDayTyp | Added EP208 | ||
| 42726 | ReturnRateValuationEndDateAdjusted | EndDt | Added EP208 | ||
| 42727 | ReturnRateValuationFrequencyPeriod | FreqPeriod | Conditionally required when ReturnRateValuationFrequencyUnit(42728) is specified. | Added EP208 | |
| 42728 | ReturnRateValuationFrequencyUnit | FreqUnit | Conditionally required when ReturnRateValuationFrequencyPeriod(42727) is specified. | Added EP208 | |
| 42729 | ReturnRateValuationFrequencyRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream return rate valuation dates. | Added EP208 | |
| 42730 | ReturnRateValuationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream return rate valuation dates. | Added EP208 | |
| Component(-) | ReturnRateValuationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream return rate valuation dates. | Added EP208 |
| Repeating Group 42770 | NoReturnRateValuationDateBusinessCenters | Added EP208 |
| 42771 | ReturnRateValuationDateBusinessCenter | Ctr | Required if NoReturnRateValuationDateBusinessCenters(42770) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 42756 | ReturnRateValuationTimeType | ValTmTyp | Mutually exclusive with ReturnRateValuationTime(42757). | Added EP208 | |
| 42757 | ReturnRateValuationTime | ValTm | Mutually exclusive with ReturnRateValuationTimeType(42756). | Added EP208 | |
| 42758 | ReturnRateValuationTimeBusinessCenter | ValTmBizCtr | Added EP208 | ||
| 42759 | ReturnRateValuationPriceOption | ValPxOpt | Added EP208 | ||
| 42760 | ReturnRateFinalPriceFallback | FnlPxFallbck | Added EP208 |
| end Repeating Group |
| end Component |
| 42669 | PaymentStreamLinkInitialLevel | LinkInitLvl | Added EP208 | ||
| 42670 | PaymentStreamLinkClosingLevelIndicator | LinkClsngLvl | Added EP208 | ||
| 42671 | PaymentStreamLinkExpiringLevelIndicator | LinkExpngLvl | Added EP208 | ||
| 42672 | PaymentStreamLinkEstimatedTradingDays | LinkEstTrdgDays | Added EP208 | ||
| 42673 | PaymentStreamLinkStrikePrice | LinkStrkPx | Added EP208 | ||
| 42674 | PaymentStreamLinkStrikePriceType | LinkStrkPxTyp | Added EP208 | ||
| 42675 | PaymentStreamLinkMaximumBoundary | LinkMaxBndry | Added EP208 | ||
| 42676 | PaymentStreamLinkMinimumBoundary | LinkMinBndry | Added EP208 | ||
| 42677 | PaymentStreamLinkNumberOfDataSeries | LinkNumDataSeries | Added EP208 | ||
| 42678 | PaymentStreamVarianceUnadjustedCap | VarncCap | Added EP208 | ||
| 42679 | PaymentStreamRealizedVarianceMethod | RlzdVarncMeth | Added EP208 | ||
| 42680 | PaymentStreamDaysAdjustmentIndicator | DaysAdjmt | Added EP208 | ||
| 42681 | PaymentStreamNearestExchangeContractRefID | ExchCtrctRefID | Added EP208 | ||
| 42682 | PaymentStreamVegaNotionalAmount | VegaNotlAmt | Added EP208 |
| end Component |
| 42605 | PaymentStreamCompoundingFixedRate | CmpndgFixedRt | Mutually exclusive with PaymentStreamCompoundingXIDRef(42601) or the PaymentStreamCompoundingFloatingRate component. | Added EP208 |
| Component(-) | PaymentStreamCompoundingFloatingRate | CmpndgFloat | Mutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingXIDRef(42601). | Added EP208 |
| end Component |
| Component(-) | PaymentStreamCompoundingDates | CmpndgDts | Added EP208 |
| 42609 | PaymentStreamCompoundingDatesBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream compounding dates. | Added EP208 | |
| Component(-) | PaymentStreamCompoundingDatesBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream compounding dates. | Added EP208 |
| Repeating Group 42620 | NoPaymentStreamCompoundingDatesBusinessCenters | Added EP208 |
| 42621 | PaymentStreamCompoundingDatesBusinessCenter | Ctr | Required if NoPaymentStreamCompoundingDatesBusinessCenters(42620) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamCompoundingDateGrp | CmpndgDt | Added EP208 |
| Repeating Group 42606 | NoPaymentStreamCompoundingDates | Added EP208 |
| 42607 | PaymentStreamCompoundingDate | Dt | Required if NoPaymentStreamCompoundingDates(42606) > 0. | Added EP208 | |
| 42608 | PaymentStreamCompoundingDateType | 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 |
| 42610 | PaymentStreamCompoundingDatesRelativeTo | Reltv | Added EP208 | ||
| 42611 | PaymentStreamCompoundingDatesOffsetPeriod | OfstPeriod | Conditionally required when PaymentStreamCompoundingDatesOffsetUnit(42612) is specified. | Added EP208 | |
| 42612 | PaymentStreamCompoundingDatesOffsetUnit | OfstUnit | Conditionally required when PaymentCompoundingDatesOffsetPeriod(42611) is specified. | Added EP208 | |
| 42613 | PaymentStreamCompoundingDatesOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42614 | PaymentStreamCompoundingPeriodSkip | Skip | Added EP208 |
| Component(-) | PaymentStreamCompoundingStartDate | StartDt | Added EP208 |
| 42646 | PaymentStreamCompoundingStartDateUnadjusted | DtUnadj | Added EP208 | ||
| 42647 | PaymentStreamCompoundingStartDateRelativeTo | Reltv | Added EP208 | ||
| 42648 | PaymentStreamCompoundingStartDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStreamCompoundingStartDateOffsetUnit(42649) is specified. | Added EP208 | |
| 42649 | PaymentStreamCompoundingStartDateOffsetUnit | OfstUnit | Conditionally required when PaymentStreamCompoundingStartDateOffsetPeriod(42648) is specified. | Added EP208 | |
| 42650 | PaymentStreamCompoundingStartDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42651 | PaymentStreamCompoundingStartDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | PaymentStreamCompoundingEndDate | EndDt | Added EP208 |
| 42622 | PaymentStreamCompoundingEndDateUnadjusted | DtUnadj | Added EP208 | ||
| 42623 | PaymentStreamCompoundingEndDateRelativeTo | Reltv | Added EP208 | ||
| 42624 | PaymentStreamCompoundingEndDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStreamCompoundingEndDateOffsetUnit(42625) is specified. | Added EP208 | |
| 42625 | PaymentStreamCompoundingEndDateOffsetUnit | OfstUnit | Conditionally required when PaymentStreamCompoundingEndDateOffsetPeriod(42624) is specified. | Added EP208 | |
| 42626 | PaymentStreamCompoundingEndDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42627 | PaymentStreamCompoundingEndDateAdjusted | Dt | Added EP208 |
| end Component |
| 42615 | PaymentStreamCompoundingFrequencyPeriod | FreqPeriod | Conditionally required when PayamentStreamCompoundingFrequencyUnit(42616) is specified. | Added EP208 | |
| 42616 | PaymentStreamCompoundingFrequencyUnit | FreqUnit | Conditionally required when PayamentStreamCompoundingFrequencyPeriod(42615) is specified. | Added EP208 | |
| 42617 | PaymentStreamCompoundingRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream compounding dates. | Added EP208 | |
| 42618 | PaymentStreamBoundsFirstDateUnadjusted | FirstDtUnadj | Added EP208 | ||
| 42619 | PaymentStreamBoundsLastDateUnadjusted | LastDtUnadj | Added EP208 |
| end Component |
| Component(-) | PaymentStreamNonDeliverableSettlTerms | NonDlvrblTrms | Added EP161 |
| 40817 | PaymentStreamNonDeliverableRefCurrency | Ccy | Added EP161 | ||
| 40818 | PaymentStreamNonDeliverableFixingDatesBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's non-deliverable fixing dates. | Added EP161 | |
| Component(-) | PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's non-deliverable fixing dates. | Added EP161 |
| Repeating Group 40946 | NoPaymentStreamNonDeliverableFixingDatesBusinessCenters | Added EP161 |
| 40819 | PaymentStreamNonDeliverableFixingDatesBusinessCenter | Ctr | Required if NoPaymentStreamNonDeliverableFixingDatesBusinessCenters(40946) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40820 | PaymentStreamNonDeliverableFixingDatesRelativeTo | FixngReltv | Added EP161 | ||
| 40821 | PaymentStreamNonDeliverableFixingDatesOffsetPeriod | FixngPeriod | Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetUnit(40822) is specified. | Added EP161 | |
| 40822 | PaymentStreamNonDeliverableFixingDatesOffsetUnit | FixngUnit | Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetPeriod(40821) is specified. | Added EP161 | |
| 40823 | PaymentStreamNonDeliverableFixingDatesOffsetDayType | FixngDayTyp | Added EP161 |
| Component(-) | PaymentStreamNonDeliverableSettlRateSource | RtSrc | Added EP161 |
| 40371 | PaymentStreamNonDeliverableSettlRateSource | RtSrc | Added EP161 | ||
| 40372 | PaymentStreamNonDeliverableSettlReferencePage | RefPg | Conditionally required when PaymentStreamNonDeliverableSettlRateSource(40371) = 3 (ISDA Settlement Rate Option) or 99 (Other). | Added EP161 |
| end Component |
| Component(-) | PaymentStreamNonDeliverableFixingDateGrp | FixngDt | Added EP161 |
| Repeating Group 40825 | NoNonDeliverableFixingDates | Added EP161 |
| 40826 | NonDeliverableFixingDate | Dt | Required if NoNonDeliverableFixingDates(40825) > 0. | Added EP161 | |
| 40827 | NonDeliverableFixingDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | SettlRateDisruptionFallbackGrp | SettlRtFallbck | Added EP161 |
| Repeating Group 40085 | NoSettlRateFallbacks | Added EP161 |
| 40086 | SettlRatePostponementMaximumDays | MaxDays | Required if NoSettlRateFallbacks(40085) > 0. | Added EP161 |
| Component(-) | SettlRateFallbackRateSource | RtSrc | Added EP161 |
| 40373 | SettlRateFallbackRateSource | RtSrc | Added EP161 | ||
| 40655 | SettlRateFallbackReferencePage | RefPg | Conditionally required when SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) or 99 (Other). | Added EP161 |
| end Component |
| 40088 | SettlRatePostponementSurvey | Survey | Added EP161 | ||
| 40089 | SettlRatePostponementCalculationAgent | CalcAgent | Added EP161 |
| end Repeating Group |
| end Component |
| end Component |
| end Component |
| Component(-) | PaymentScheduleGrp | PmtSched | Added EP161 |
| Repeating Group 40828 | NoPaymentSchedules | Added EP161 |
| 40829 | PaymentScheduleType | Typ | Required if NoPaymentSchedules(40828) > 0. | Added EP161 | |
| 41164 | PaymentScheduleXID | XID | Added EP169 | ||
| 41165 | PaymentScheduleXIDRef | XIDRef | Added EP169 | ||
| 40830 | PaymentScheduleStubType | StubTyp | Added EP161 | ||
| 40831 | PaymentScheduleStartDateUnadjusted | StartDtUnadj | Added EP161 | ||
| 40832 | PaymentScheduleEndDateUnadjusted | EndDtUnadj | Added EP161 | ||
| 40833 | PaymentSchedulePaySide | PaySide | Added EP161 | ||
| 40834 | PaymentScheduleReceiveSide | RcvSide | Added EP161 | ||
| 40835 | PaymentScheduleNotional | Notl | Added EP161 | ||
| 40836 | PaymentScheduleCurrency | Ccy | Added EP161 | ||
| 40837 | PaymentScheduleRate | Rt | Added EP161 | ||
| 40838 | PaymentScheduleRateMultiplier | RtMult | Added EP161 | ||
| 40839 | PaymentScheduleRateSpread | Spread | Added EP161 | ||
| 41166 | PaymentScheduleRateCurrency | RtCcy | Added EP169 | ||
| 41167 | PaymentScheduleRateUnitOfMeasure | RtUOM | Added EP169 | ||
| 41168 | PaymentScheduleRateConversionFactor | RtFctr | Added EP169 | ||
| 41169 | PaymentScheduleRateSpreadType | SpreadTyp | Added EP169 | ||
| 40840 | PaymentScheduleRateSpreadPositionType | SpreadPosTyp | Added EP161 | ||
| 40841 | PaymentScheduleRateTreatment | RtTrtmt | Added EP161 | ||
| 40842 | PaymentScheduleFixedAmount | FixedAmt | Added EP161 | ||
| 40843 | PaymentScheduleFixedCurrency | FixedCcy | Added EP161 | ||
| 41170 | PaymentScheduleSettlPeriodPrice | SettlPx | Added EP169 | ||
| 41171 | PaymentScheduleSettlPeriodPriceCurrency | SettlPxCcy | Added EP169 | ||
| 41172 | PaymentScheduleSettlPeriodPriceUnitOfMeasure | SettlPxUOM | Added EP169 | ||
| 41173 | PaymentScheduleStepUnitOfMeasure | StepUOM | Added EP169 | ||
| 40844 | PaymentScheduleStepFrequencyPeriod | StepPeriod | Conditionally required when PaymentScheduleStepFrequencyUnit(40845) is specified. | Added EP161 | |
| 40845 | PaymentScheduleStepFrequencyUnit | StepUnit | Conditionally required when PaymentScheduleStepFrequencyPeriod(40844) is specified. | Added EP161 | |
| 40846 | PaymentScheduleStepOffsetValue | StepVal | Added EP161 | ||
| 40847 | PaymentScheduleStepRate | StepRt | Added EP161 | ||
| 40848 | PaymentScheduleStepOffsetRate | StepOfstRt | Added EP161 | ||
| 40849 | PaymentScheduleStepRelativeTo | StepReltv | Added EP161 | ||
| Component(-) | PaymentScheduleRateSourceGrp | RtSrc | Added EP161 |
| Repeating Group 40868 | NoPaymentScheduleRateSources | Added EP161 |
| 40869 | PaymentScheduleRateSource | Src | Required if NoPaymentScheduleRateSources(40868) > 0. | Added EP161 | |
| 40870 | PaymentScheduleRateSourceType | Typ | Required if NoPaymentScheduleRateSources(40868) > 0. | Added EP161 Updated EP169 | |
| 40871 | PaymentScheduleReferencePage | RefPg | Conditionally required when PaymentScheduleRateSource(40869) = 99 (Other) | Added EP161 |
| end Repeating Group |
| end Component |
| 40850 | PaymentScheduleFixingDateUnadjusted | FixngDtUnadj | Added EP161 | ||
| 40851 | PaymentScheduleWeight | Wt | Added EP161 | ||
| 40852 | PaymentScheduleFixingDateRelativeTo | FixngReltv | Added EP161 | ||
| 40853 | PaymentScheduleFixingDateBusinessDayConvention | FixngBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule. | Added EP161 | |
| Component(-) | PaymentScheduleFixingDateBusinessCenterGrp | FixngBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule. | Added EP161 |
| Repeating Group 40977 | NoPaymentScheduleFixingDateBusinessCenters | Added EP161 |
| 40854 | PaymentScheduleFixingDateBusinessCenter | Ctr | Required if NoPaymentScheduleFixingDateBusinessCenters(40944) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40855 | PaymentScheduleFixingDateOffsetPeriod | FixngPeriod | Conditionally required when PaymentScheduleFixingDateOffsetUnit(40856) is specified. | Added EP161 | |
| 40856 | PaymentScheduleFixingDateOffsetUnit | FixngUnit | Conditionally required when PaymentScheduleFixingDateOffsetPeriod(40855) is specified. | Added EP161 | |
| 40857 | PaymentScheduleFixingDateOffsetDayType | FixngDayTyp | Added EP161 | ||
| 41174 | PaymentScheduleFixingDayDistribution | FixngDayDistrib | Added EP169 | ||
| 41175 | PaymentScheduleFixingDayCount | FixngDayCnt | Added EP169 | ||
| 40858 | PaymentScheduleFixingDateAdjusted | FixngDt | Added EP161 | ||
| Component(-) | PaymentScheduleFixingDayGrp | FixngDay | Added EP169 |
| Repeating Group 41161 | NoPaymentScheduleFixingDays | Added EP169 |
| 41162 | PaymentScheduleFixingDayOfWeek | DayOfWk | Required if NoPaymentScheduleFixingDays(41161) > 0. | Added EP169 | |
| 41163 | PaymentScheduleFixingDayNumber | DayNum | Added EP169 |
| end Repeating Group |
| end Component |
| 41176 | PaymentScheduleFixingLagPeriod | FixngLagPeriod | Conditionally required when PaymentScheduleFixingLagUnit(41177) is specified. | Added EP169 | |
| 41177 | PaymentScheduleFixingLagUnit | FixngLagUnit | Conditionally required when PaymentScheduleFixingLagPeriod(41176) is specified. | Added EP169 | |
| 41178 | PaymentScheduleFixingFirstObservationDateOffsetPeriod | FixngFirstObsvtnPeriod | Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetUnit(41179) is specified. | Added EP169 Updated EP208 | |
| 41179 | PaymentScheduleFixingFirstObservationDateOffsetUnit | FixngFirstObsvtnUnit | Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetPeriod(41178) is specified. | Added EP169 Updated EP208 | |
| 40859 | PaymentScheduleFixingTime | FixngTm | Added EP161 | ||
| 40860 | PaymentScheduleFixingTimeBusinessCenter | FixngTmBizCtr | Added EP161 | ||
| 40861 | PaymentScheduleInterimExchangePaymentDateRelativeTo | IntrmExchDtReltv | Added EP161 | ||
| 40862 | PaymentScheduleInterimExchangeDatesBusinessDayConvention | IntrmExchDtBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule. | Added EP161 | |
| Component(-) | PaymentScheduleInterimExchangeDateBusinessCenterGrp | IntrmExchDtBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule. | Added EP161 |
| Repeating Group 40945 | NoPaymentScheduleInterimExchangeDateBusinessCenters | Added EP161 |
| 40863 | PaymentScheduleInterimExchangeDatesBusinessCenter | Ctr | Required if NoPaymentScheduleInterimExchangeDateBusinessCenters(40945) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40864 | PaymentScheduleInterimExchangeDatesOffsetPeriod | IntrmExchDtPeriod | Conditionally required when PaymentScheduleInterimExchangeDatesOffsetUnit(40865) is specified. | Added EP161 | |
| 40865 | PaymentScheduleInterimExchangeDatesOffsetUnit | IntrmExchDtUnit | Conditionally required when PaymentScheduleInterimExchangeDatesOffsetPeriod(40864) is specified. | Added EP161 | |
| 40866 | PaymentScheduleInterimExchangeDatesOffsetDayType | IntrmExchDayTyp | Added EP161 | ||
| 40867 | PaymentScheduleInterimExchangeDateAdjusted | IntrmExchDt | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStubGrp | PmtStub | Added EP161 |
| Repeating Group 40872 | NoPaymentStubs | Added EP161 |
| 40873 | PaymentStubType | Typ | Required if NoPaymentStubs(40872) > 0. | Added EP161 | |
| 40874 | PaymentStubLength | Lngth | Added EP161 |
| Component(-) | PaymentStubStartDate | StartDt | Added EP208 |
| 42698 | PaymentStubStartDateUnadjusted | DtUnadj | Added EP208 | ||
| 42699 | PaymentStubStartDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance. | Added EP208 | |
| Component(-) | PaymentStubStartDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance. | Added EP208 |
| Repeating Group 42705 | NoPaymentStubStartDateBusinessCenters | Added EP208 |
| 42706 | PaymentStubStartDateBusinessCenter | Ctr | Required if NoPaymentStubStartDateBusinessCenters(42705) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42700 | PaymentStubStartDateRelativeTo | Reltv | Added EP208 | ||
| 42701 | PaymentStubStartDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStubStartDateOffsetUnit(42702) is specified. | Added EP208 | |
| 42702 | PaymentStubStartDateOffsetUnit | OfstUnit | Conditionally required when PaymentStubStartDateOffsetPeriod(42701) is specified. | Added EP208 | |
| 42703 | PaymentStubStartDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42704 | PaymentStubStartDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | PaymentStubEndDate | EndDt | Added EP208 |
| 42689 | PaymentStubEndDateUnadjusted | DtUnadj | Added EP208 | ||
| 42690 | PaymentStubEndDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance. | Added EP208 | |
| Component(-) | PaymentStubEndDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance. | Added EP208 |
| Repeating Group 42696 | NoPaymentStubEndDateBusinessCenters | Added EP208 |
| 42697 | PaymentStubEndDateBusinessCenter | Ctr | Required if NoPaymentStubEndDateBusinessCenters(42696) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42691 | PaymentStubEndDateRelativeTo | Reltv | Added EP208 | ||
| 42692 | PaymentStubEndDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStubEndDateOffsetUnit(42693) is specified. | Added EP208 | |
| 42693 | PaymentStubEndDateOffsetUnit | OfstUnit | Conditionally required when PaymentStubEndDateOffsetPeriod(42692) is specified. | Added EP208 | |
| 42694 | PaymentStubEndDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42695 | PaymentStubEndDateAdjusted | Dt | Added EP208 |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | DeliveryStream | DlvryStrm | Added EP169 |
| 41058 | DeliveryStreamType | Typ | Added EP169 | ||
| Component(-) | DeliveryStreamCommoditySourceGrp | CmdtySrc | Added EP169 |
| Repeating Group 41085 | NoDeliveryStreamCommoditySources | Added EP169 |
| 41086 | DeliveryStreamCommoditySource | Src | Required if NoDeliveryStreamCommoditySources(41085) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41059 | DeliveryStreamPipeline | Ppln | Added EP169 | ||
| 41060 | DeliveryStreamEntryPoint | EntryPnt | Added EP169 | ||
| 41061 | DeliveryStreamWithdrawalPoint | WthdrwlPnt | Added EP169 | ||
| 41062 | DeliveryStreamDeliveryPoint | DlvryPnt | Added EP169 | ||
| 42192 | DeliveryStreamDeliveryPointSource | DlvryPntSrc | Added EP179 | ||
| 42193 | DeliveryStreamDeliveryPointDesc | DlvryPntDesc | Added EP179 | ||
| 41063 | DeliveryStreamDeliveryRestriction | DlvryRstctn | Added EP169 | ||
| 41064 | DeliveryStreamDeliveryContingency | Cntgncy | Added EP169 | ||
| 41065 | DeliveryStreamDeliveryContingentPartySide | CntgPty | Added EP169 | ||
| 41066 | DeliveryStreamDeliverAtSourceIndicator | DlvrAtSrc | Added EP169 | ||
| 41067 | DeliveryStreamRiskApportionment | RiskApprtnmt | Added EP169 | ||
| 41218 | DeliveryStreamRiskApportionmentSource | RiskApprtnmtSrc | Added EP169 | ||
| Component(-) | DeliveryStreamCycleGrp | Cycle | Added EP169 |
| Repeating Group 41081 | NoDeliveryStreamCycles | Added EP169 |
| 41082 | DeliveryStreamCycleDesc | Desc | Required if NoDeliveryStreamCycles(41081) > 0. | Added EP169 | |
| 41083 | EncodedDeliveryStreamCycleDescLen | EncDescLen | Must be set if EncodedDeliveryStreamCycleDesc(41084) field is specified and must immediately precede it. | Added EP169 | |
| 41084 | EncodedDeliveryStreamCycleDesc | EncDesc | Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 |
| end Repeating Group |
| end Component |
| 41068 | DeliveryStreamTitleTransferLocation | TtlXfer | Added EP169 | ||
| 41069 | DeliveryStreamTitleTransferCondition | TtlXferCond | Added EP169 | ||
| 41070 | DeliveryStreamImporterOfRecord | Imprtr | Added EP169 | ||
| 41071 | DeliveryStreamNegativeTolerance | NegtvTlrnc | Added EP169 | ||
| 41072 | DeliveryStreamPositiveTolerance | PostvTlrnc | Added EP169 | ||
| 41073 | DeliveryStreamToleranceUnitOfMeasure | TlrncUOM | Added EP169 | ||
| 41074 | DeliveryStreamToleranceType | TlrncTyp | Added EP169 | ||
| 41075 | DeliveryStreamToleranceOptionSide | TlrncOptSide | Added EP169 | ||
| 41076 | DeliveryStreamTotalPositiveTolerance | TotPostvTlrnc | Added EP169 | ||
| 41077 | DeliveryStreamTotalNegativeTolerance | TotNegtvTlrnc | Added EP169 | ||
| 41078 | DeliveryStreamNotionalConversionFactor | CnvrsnFctr | Added EP169 | ||
| 41079 | DeliveryStreamTransportEquipment | Eqpmt | Added EP169 | ||
| 41080 | DeliveryStreamElectingPartySide | ElctngSide | Added EP169 | ||
| 43094 | DeliveryStreamRouteOrCharter | RteChrtr | Added EP235 |
| end Component |
| Component(-) | DeliveryScheduleGrp | DlvrySched | Added EP169 |
| Repeating Group 41037 | NoDeliverySchedules | Added EP169 |
| 41038 | DeliveryScheduleType | Typ | Required if NoDeliverySchedules(41037) > 0. | Added EP169 | |
| 41039 | DeliveryScheduleXID | XID | Added EP169 | ||
| 41040 | DeliveryScheduleNotional | Notl | Added EP169 | ||
| 41041 | DeliveryScheduleNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 41042 | DeliveryScheduleNotionalCommodityFrequency | NotlFreq | Added EP169 | ||
| 41043 | DeliveryScheduleNegativeTolerance | NegtvTlrnc | Added EP169 | ||
| 41044 | DeliverySchedulePositiveTolerance | PostvTlrnc | Added EP169 | ||
| 41045 | DeliveryScheduleToleranceUnitOfMeasure | TlrncUOM | Added EP169 | ||
| 41046 | DeliveryScheduleToleranceType | TlrncTyp | Conditionally required when DeliveryScheduleNegativeTolerance(41043) or DeliverySchedulePositiveTolerance(41044) is specified. | Added EP169 | |
| 41047 | DeliveryScheduleSettlCountry | Ctry | Added EP169 | ||
| 41048 | DeliveryScheduleSettlTimeZone | TZ | Added EP169 | ||
| 41049 | DeliveryScheduleSettlFlowType | FlowTyp | Added EP169 | ||
| 41050 | DeliveryScheduleSettlHolidaysProcessingInstruction | Holidays | Added EP169 | ||
| Component(-) | DeliveryScheduleSettlDayGrp | Day | Added EP169 |
| Repeating Group 41051 | NoDeliveryScheduleSettlDays | Added EP169 |
| 41052 | DeliveryScheduleSettlDay | Day | Required if NoDeliveryScheduleSettlDays(41051) > 0. | Added EP169 | |
| 41053 | DeliveryScheduleSettlTotalHours | TotHrs | Added EP169 | ||
| Component(-) | DeliveryScheduleSettlTimeGrp | Tm | Added EP169 |
| Repeating Group 41054 | NoDeliveryScheduleSettlTimes | Added EP169 |
| 41055 | DeliveryScheduleSettlStart | Start | Required if NoDeliveryScheduleSettlTimes(41054) > 0. | Added EP169 | |
| 41056 | DeliveryScheduleSettlEnd | End | Required if NoDeliveryScheduleSettlTimes(41054) > 0. | Added EP169 | |
| 41057 | DeliveryScheduleSettlTimeType | Typ | May be defaulted to market convention or bilaterally agreed if not specified. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 40056 | StreamText | Txt | Added EP161 | ||
| 40982 | EncodedStreamTextLen | EncTxtLen | Must be set if EncodedStreamText(40983) field is specified and must immediately precede it. | Added EP161 | |
| 40983 | EncodedStreamText | EncTxt | Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | ProvisionGrp | Prov | Added EP161 |
| Repeating Group 40090 | NoProvisions | Added EP161 |
| 40091 | ProvisionType | Typ | Required if NoProvisions(40090) > 0. | Added EP161 | |
| 40092 | ProvisionDateUnadjusted | DtUnadj | Added EP161 | ||
| 40093 | ProvisionDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions. | Added EP161 | |
| Component(-) | ProvisionDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions. | Added EP161 |
| Repeating Group 40957 | NoProvisionDateBusinessCenters | Added EP161 |
| 40094 | ProvisionDateBusinessCenter | Ctr | Required if NoProvisionDateBusinessCenters(40957) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40095 | ProvisionDateAdjusted | Dt | Added EP161 | ||
| 40096 | ProvisionDateTenorPeriod | TenorPeriod | Conditionally required when ProvisionDateTenorUnit(40097) is specified. | Added EP161 | |
| 40097 | ProvisionDateTenorUnit | TenorUnit | Conditionally required when ProvisionDateTenorPeriod(40096) is specified. | Added EP161 | |
| 42707 | ProvisionBreakFeeElection | BrkFeeElctn | Added EP208 | ||
| 42708 | ProvisionBreakFeeRate | BrkFeeRt | Added EP208 | ||
| 40098 | ProvisionCalculationAgent | CalcAgent | Added EP161 | ||
| 40099 | ProvisionOptionSinglePartyBuyerSide | BuyerSide | Added EP161 | ||
| 40100 | ProvisionOptionSinglePartySellerSide | SellerSide | Added EP161 |
| Component(-) | ProvisionCashSettlValueDates | CashSettlValDts | Added EP161 |
| 40114 | ProvisionCashSettlValueTime | Tm | Added EP161 | ||
| 40115 | ProvisionCashSettlValueTimeBusinessCenter | TmBizCtr | Added EP161 | ||
| 40116 | ProvisionCashSettlValueDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement value date. | Added EP161 | |
| Component(-) | ProvisionCashSettlValueDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement value date. | Added EP161 |
| Repeating Group 40953 | NoProvisionCashSettlValueDateBusinessCenters | Added EP161 |
| 40117 | ProvisionCashSettlValueDateBusinessCenter | Ctr | Required if NoProvisionCashSettlValueDatBusinessCenters(40953) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40118 | ProvisionCashSettlValueDateRelativeTo | Reltv | Added EP161 | ||
| 40119 | ProvisionCashSettlValueDateOffsetPeriod | OfstPeriod | Conditionally required when ProvisionCashSettlValueDateOffsetUnit(40120) is specified. | Added EP161 | |
| 40120 | ProvisionCashSettlValueDateOffsetUnit | OfstUnit | Conditionally required when ProvisionCashSettlValueDateOffsetPeriod(40119) is specified. | Added EP161 | |
| 40121 | ProvisionCashSettlValueDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40122 | ProvisionCashSettlValueDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | ProvisionOptionExerciseDates | OptExerDts | Added EP161 |
| 40123 | ProvisionOptionExerciseBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option exercise dates. | Added EP161 | |
| Component(-) | ProvisionOptionExerciseBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option exercise dates. | Added EP161 |
| Repeating Group 40954 | NoProvisionOptionExerciseBusinessCenters | Added EP161 |
| 40124 | ProvisionOptionExerciseBusinessCenter | Ctr | Required if NoProvisionOptionExerciseBusinessCenters(40954) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | ProvisionOptionExerciseFixedDateGrp | OptExerFixedDt | Added EP161 |
| Repeating Group 40142 | NoProvisionOptionExerciseFixedDates | Added EP161 |
| 40143 | ProvisionOptionExerciseFixedDate | Dt | Required if NoProvisionOptionExerciseFixedDates (40142) > 0. | Added EP161 | |
| 40144 | ProvisionOptionExerciseFixedDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP161 |
| end Repeating Group |
| end Component |
| 40125 | ProvisionOptionExerciseEarliestDateOffsetPeriod | ErlstOfstPeriod | Conditionally required when ProvisionOptionExerciseEarliestDateUnit(40126) is specified. | Added EP161 | |
| 40126 | ProvisionOptionExerciseEarliestDateOffsetUnit | ErlstOfstUnit | Conditionally required when ProvisionOptionExerciseEasrliestDatePeriod(40125) is specified. | Added EP161 | |
| 40127 | ProvisionOptionExerciseFrequencyPeriod | FreqPeriod | Conditionally required when ProvisionOptionExerciseFrequencyUnit(40128) is specified. | Added EP161 | |
| 40128 | ProvisionOptionExerciseFrequencyUnit | FreqUnit | Conditionally required when ProvisionOptionExerciseFrequencyPeriod(40127) is specified. | Added EP161 | |
| 40129 | ProvisionOptionExerciseStartDateUnadjusted | StartDtUnadj | Added EP161 | ||
| 40130 | ProvisionOptionExerciseStartDateRelativeTo | StartDtReltv | Added EP161 | ||
| 40131 | ProvisionOptionExerciseStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when ProvisionOptionExerciseStartDateOffsetUnit(40132) is specified. | Added EP161 | |
| 40132 | ProvisionOptionExerciseStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when ProvisionOptionExerciseStartDateOffsetPeriod(40131) is specified. | Added EP161 | |
| 40133 | ProvisionOptionExerciseStartDateOffsetDayType | StartDtOfstDayTyp | Added EP161 | ||
| 40134 | ProvisionOptionExerciseStartDateAdjusted | StartDt | Added EP161 | ||
| 40135 | ProvisionOptionExercisePeriodSkip | Skip | Added EP161 | ||
| 40136 | ProvisionOptionExerciseBoundsFirstDateUnadjusted | FirstDtUnadj | Added EP161 | ||
| 40137 | ProvisionOptionExerciseBoundsLastDateUnadjusted | LastDtUnadj | Added EP161 | ||
| 40138 | ProvisionOptionExerciseEarliestTime | ErlstTm | Added EP161 | ||
| 40139 | ProvisionOptionExerciseEarliestTimeBusinessCenter | ErlstTmBizCtr | Added EP161 | ||
| 40140 | ProvisionOptionExerciseLatestTime | LtstTm | Added EP161 | ||
| 40141 | ProvisionOptionExerciseLatestTimeBusinessCenter | LtstTmBizCtr | Added EP161 |
| end Component |
| Component(-) | ProvisionOptionExpirationDate | OptExpDt | Added EP161 |
| 40145 | ProvisionOptionExpirationDateUnadjusted | DtUnadj | Added EP161 | ||
| 40146 | ProvisionOptionExpirationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option expiration date. | Added EP161 | |
| Component(-) | ProvisionOptionExpirationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option expiration date. | Added EP161 |
| Repeating Group 40955 | NoProvisionOptionExpirationDateBusinessCenters | Added EP161 |
| 40147 | ProvisionOptionExpirationDateBusinessCenter | Ctr | Required if NoProvisionOptionExpirationDateBusinessCenters(40955) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40148 | ProvisionOptionExpirationDateRelativeTo | Reltv | Added EP161 | ||
| 40149 | ProvisionOptionExpirationDateOffsetPeriod | OfstPeriod | Conditionally required when ProvisionOptionExpirationDateOffsetUnit(40150) is specified. | Added EP161 | |
| 40150 | ProvisionOptionExpirationDateOffsetUnit | OfstUnit | Conditionally required when ProvisionOptionExpirationDateOffsetPeriod(40149) is specified. | Added EP161 | |
| 40151 | ProvisionOptionExpirationDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40152 | ProvisionOptionExpirationDateAdjusted | Dt | Added EP161 | ||
| 40153 | ProvisionOptionExpirationTime | ExpTm | Added EP161 | ||
| 40154 | ProvisionOptionExpirationTimeBusinessCenter | ExpTmBizCtr | Added EP161 |
| end Component |
| Component(-) | ProvisionOptionRelevantUnderlyingDate | OptRelvntUndlyDt | Added EP161 |
| 40155 | ProvisionOptionRelevantUnderlyingDateUnadjusted | DtUnadj | Added EP161 | ||
| 40156 | ProvisionOptionRelevantUnderlyingDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option relevant underlying date. | Added EP161 | |
| Component(-) | ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option relevant underlying date. | Added EP161 Updated EP282 |
| Repeating Group 40956 | NoProvisionOptionRelevantUnderlyingDateBusinessCenters | Added EP161 |
| 40157 | ProvisionOptionRelevantUnderlyingDateBusinessCenter | Ctr | Required if NoProvisionOptionRelevantUnderlyingDateBusinessCenters(40956) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40158 | ProvisionOptionRelevantUnderlyingDateRelativeTo | Reltv | Added EP161 | ||
| 40159 | ProvisionOptionRelevantUnderlyingDateOffsetPeriod | OfstPeriod | Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetUnit(40160) is specified. | Added EP161 | |
| 40160 | ProvisionOptionRelevantUnderlyingDateOffsetUnit | OfstUnit | Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetPeriod(40159) is specified. | Added EP161 | |
| 40161 | ProvisionOptionRelevantUnderlyingDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40162 | ProvisionOptionRelevantUnderlyingDateAdjusted | Dt | Added EP161 |
| end Component |
| 40101 | ProvisionOptionExerciseStyle | ExerStyle | Added EP161 | ||
| 40102 | ProvisionOptionExerciseMultipleNotional | MultplNotl | Added EP161 | ||
| 40103 | ProvisionOptionExerciseMinimumNotional | MinNotl | Added EP161 | ||
| 40104 | ProvisionOptionExerciseMaximumNotional | MaxNotl | Added EP161 | ||
| 40105 | ProvisionOptionMinimumNumber | MinNum | Added EP161 | ||
| 40106 | ProvisionOptionMaximumNumber | MaxNum | Added EP161 | ||
| 40107 | ProvisionOptionExerciseConfirmation | ExerCnfm | Added EP161 |
| Component(-) | ProvisionCashSettlPaymentDates | CashSettlPmtDts | Added EP161 |
| 40163 | ProvisionCashSettlPaymentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement payment dates. | Added EP161 | |
| Component(-) | ProvisionCashSettlPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement payment dates. | Added EP161 |
| Repeating Group 40952 | NoProvisionCashSettlPaymentDateBusinessCenters | Added EP161 |
| 40164 | ProvisionCashSettlPaymentDateBusinessCenter | Ctr | Required if NoProvisionCashSettlPaymentDateBusinessCenters(40952) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40165 | ProvisionCashSettlPaymentDateRelativeTo | Reltv | Added EP161 | ||
| 40166 | ProvisionCashSettlPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when ProvisionCashSettlPaymentDateOffsetUnit(40167) is specified. | Added EP161 | |
| 40167 | ProvisionCashSettlPaymentDateOffsetUnit | OfstUnit | Conditionally required when ProvisionCashSettlPaymentDateOffsetPeriod(40166) is specified. | Added EP161 | |
| 40168 | ProvisionCashSettlPaymentDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40169 | ProvisionCashSettlPaymentDateRangeFirst | DtFirst | Added EP161 | ||
| 40170 | ProvisionCashSettlPaymentDateRangeLast | DtLast | Added EP161 | ||
| Component(-) | ProvisionCashSettlPaymentFixedDateGrp | CashSettlPmtFixedDt | Added EP161 |
| Repeating Group 40171 | NoProvisionCashSettlPaymentDates | Added EP161 |
| 40172 | ProvisionCashSettlPaymentDate | Dt | Required if NoProvisionCashSettlPaymentDates (40171) > 0. | Added EP161 | |
| 40173 | ProvisionCashSettlPaymentDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP161 |
| end Repeating Group |
| end Component |
| end Component |
| 40108 | ProvisionCashSettlMethod | SettlMeth | Added EP161 | ||
| 40109 | ProvisionCashSettlCurrency | SettlCcy | Added EP161 | ||
| 40110 | ProvisionCashSettlCurrency2 | SettlCcy2 | Added EP161 | ||
| 40111 | ProvisionCashSettlQuoteType | SettlQteTyp | Added EP161 |
| Component(-) | ProvisionCashSettlQuoteSource | CashSettlQteSrc | Added EP161 |
| 40112 | ProvisionCashSettlQuoteSource | SettlQteSrc | Added EP161 | ||
| 41406 | ProvisionCashSettlQuoteReferencePage | RefPg | Added EP161 |
| end Component |
| 40113 | ProvisionText | Txt | Added EP161 | ||
| 40986 | EncodedProvisionTextLen | EncTxtLen | Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it. | Added EP161 | |
| 40987 | EncodedProvisionText | EncTxt | Encoded (non-ASCII characters) representation of the ProvisionText(40113) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 | |
| Component(-) | ProvisionParties | Pty | Added EP161 |
| Repeating Group 40174 | NoProvisionPartyIDs | Added EP161 |
| 40175 | ProvisionPartyID | ID | Required if NoProvisionPartyIDs(40174) > 0. | Added EP161 | |
| 40176 | ProvisionPartyIDSource | Src | Required if NoProvisionPartyIDs(40174) > 0. | Added EP161 | |
| 40177 | ProvisionPartyRole | R | Required if NoProvisionPartyIDs(40174) > 0. | Added EP161 | |
| 2385 | ProvisionPartyRoleQualifier | Qual | Added EP179 | ||
| Component(-) | ProvisionPtysSubGrp | Sub | Added EP161 |
| Repeating Group 40178 | NoProvisionPartySubIDs | Added EP161 |
| 40179 | ProvisionPartySubID | ID | Required if NoProvisionPartySubIDs(40178) > 0. | Added EP161 | |
| 40180 | ProvisionPartySubIDType | Typ | Required if NoProvisionPartySubIDs(40178) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | AdditionalTermGrp | AddtnlTrm | Added EP161 |
| Repeating Group 40019 | NoAdditionalTerms | Added EP161 |
| 40020 | AdditionalTermConditionPrecedentBondIndicator | PrcdntInd | Required if NoAdditionalTerms(40019) > 0. | Added EP161 | |
| 40021 | AdditionalTermDiscrepancyClauseIndicator | DscrpncyInd | Added EP161 | ||
| Component(-) | AdditionalTermBondRefGrp | BondRef | Added EP161 |
| Repeating Group 40000 | NoAdditionalTermBondRefs | Added EP161 |
| 40001 | AdditionalTermBondSecurityID | ID | Required if NoAdditionalTermBondRefs(40000) > 0. | Added EP161 | |
| 40002 | AdditionalTermBondSecurityIDSource | Src | Conditionally required when AdditionalTermBondSecurityID(40001) is specified. | Added EP161 | |
| 40003 | AdditionalTermBondDesc | Desc | Added EP161 | ||
| 40004 | EncodedAdditionalTermBondDescLen | EncDescLen | Must be set if EncodedAdditionalTermBondDesc(40005) field is specified and must immediately precede it. | Added EP161 | |
| 40005 | EncodedAdditionalTermBondDesc | EncDesc | Encoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 | |
| 40006 | AdditionalTermBondCurrency | Ccy | Added EP161 | ||
| 40007 | AdditionalTermBondIssuer | Issr | Added EP161 | ||
| 40008 | EncodedAdditionalTermBondIssuerLen | EncIssrLen | Must be set if EncodedAdditionalTermBondIssuer(40009) field is specified and must immediately precede it. | Added EP161 | |
| 40009 | EncodedAdditionalTermBondIssuer | EncIssr | Encoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 | |
| 40010 | AdditionalTermBondSeniority | Snrty | Added EP161 | ||
| 40011 | AdditionalTermBondCouponType | CpnTyp | Added EP161 | ||
| 40012 | AdditionalTermBondCouponRate | CpnRt | Added EP161 | ||
| 40013 | AdditionalTermBondMaturityDate | MatDt | Added EP161 | ||
| 40014 | AdditionalTermBondParValue | Par | Added EP161 | ||
| 40015 | AdditionalTermBondCurrentTotalIssuedAmount | CurTotAmt | Added EP161 | ||
| 40016 | AdditionalTermBondCouponFrequencyPeriod | CpnPeriod | Conditionally required when AdditionalTermBondCouponFrequencyUnit(40017) is specified. | Added EP161 | |
| 40017 | AdditionalTermBondCouponFrequencyUnit | CpnUnit | Conditionally required when AdditionalTermBondCouponFrequencyPeriod(40016) is specified. | Added EP161 | |
| 40018 | AdditionalTermBondDayCount | DayCnt | Added EP161 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | ProtectionTermGrp | ProtctnTrm | Added EP161 |
| Repeating Group 40181 | NoProtectionTerms | Added EP161 |
| 40182 | ProtectionTermNotional | Notl | Required if NoProtectionTerms(40181) > 0. | Added EP161 | |
| 40183 | ProtectionTermCurrency | Ccy | Added EP161 | ||
| 40184 | ProtectionTermSellerNotifies | Seller | Added EP161 | ||
| 40185 | ProtectionTermBuyerNotifies | Buyer | Added EP161 | ||
| 40186 | ProtectionTermEventBusinessCenter | BizCtr | Added EP161 | ||
| 40187 | ProtectionTermStandardSources | StdSrcs | Added EP161 | ||
| 40188 | ProtectionTermEventMinimumSources | MinSrcs | Added EP161 | ||
| Component(-) | ProtectionTermEventNewsSourceGrp | NewsSrc | Added EP161 |
| Repeating Group 40951 | NoProtectionTermEventNewsSources | Added EP161 |
| 40189 | ProtectionTermEventNewsSource | Src | Required if NoProtectionTermEventNewsSources(40951) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | ProtectionTermEventGrp | Evnt | Added EP161 |
| Repeating Group 40191 | NoProtectionTermEvents | Added EP161 |
| 40192 | ProtectionTermEventType | Typ | Required if NoProtectionTermEvents(40191) > 0. | Added EP161 | |
| 40193 | ProtectionTermEventValue | Val | Added EP161 | ||
| 40194 | ProtectionTermEventCurrency | Ccy | Added EP161 | ||
| 40195 | ProtectionTermEventPeriod | Period | Conditionally required when ProtectionTermEventUnit(40196) is specified. | Added EP161 | |
| 40196 | ProtectionTermEventUnit | Unit | Conditionally required when ProtectionTermEventPeriod(40195) is specified. | Added EP161 | |
| 40197 | ProtectionTermEventDayType | DayTyp | Added EP161 | ||
| 40198 | ProtectionTermEventRateSource | RtSrc | Added EP161 | ||
| Component(-) | ProtectionTermEventQualifierGrp | Qual | Added EP161 |
| Repeating Group 40199 | NoProtectionTermEventQualifiers | Added EP161 |
| 40200 | ProtectionTermEventQualifier | Qual | Required if NoProtectionTermEventQualifiers(40199) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | ProtectionTermObligationGrp | Oblig | Added EP161 |
| Repeating Group 40201 | NoProtectionTermObligations | Added EP161 |
| 40202 | ProtectionTermObligationType | Typ | Required if NoProtectionTermObligations(40201) > 0. | Added EP161 | |
| 40203 | ProtectionTermObligationValue | Val | Added EP161 |
| end Repeating Group |
| end Component |
| 40190 | ProtectionTermXID | XID | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | CashSettlTermGrp | CashSettlTrm | Added EP161 |
| Repeating Group 40022 | NoCashSettlTerms | Added EP161 |
| 40023 | CashSettlCurrency | Ccy | Required if NoCashSettlTerms(40022) > 0. | Added EP161 | |
| 40024 | CashSettlValuationFirstBusinessDayOffset | BizDayOfst | Added EP161 | ||
| 40916 | CashSettlValuationSubsequentBusinessDaysOffset | SbsqntBizDayOfst | Added EP161 | ||
| 40917 | CashSettlNumOfValuationDates | NumValDts | Added EP161 | ||
| 40025 | CashSettlValuationTime | ValTm | Added EP161 | ||
| 40026 | CashSettlBusinessCenter | BizCtr | Added EP161 | ||
| 40027 | CashSettlQuoteMethod | QteMeth | Added EP161 | ||
| 40028 | CashSettlQuoteAmount | QteAmt | Added EP161 | ||
| 40029 | CashSettlQuoteCurrency | QteCcy | Added EP161 | ||
| 40030 | CashSettlMinimumQuoteAmount | MinQteAmt | Added EP161 | ||
| 40031 | CashSettlMinimumQuoteCurrency | MinQteCcy | Added EP161 | ||
| Component(-) | CashSettlDealerGrp | Dlr | Added EP161 |
| Repeating Group 40277 | NoCashSettlDealers | Added EP161 |
| 40032 | CashSettlDealer | Dlr | Required if NoCashSettlDealers(40277) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 42216 | CashSettlPriceSource | PxSrc | Added EP208 | ||
| 42217 | CashSettlPriceDefault | PxDflt | Added EP208 | ||
| 40033 | CashSettlBusinessDays | BizDays | Added EP161 | ||
| 40034 | CashSettlAmount | Amt | Added EP161 |
| Component(-) | CashSettlDate | SettlDt | Added EP208 |
| 42207 | CashSettlDateUnadjusted | DtUnadj | Added EP208 | ||
| 42208 | CashSettlDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. | Added EP208 | |
| Component(-) | CashSettlDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. | Added EP208 |
| Repeating Group 42214 | NoCashSettlDateBusinessCenters | Added EP208 |
| 42215 | CashSettlDateBusinessCenter | Ctr | Required if NoCashSettlDateBusinessCenters(42214) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42209 | CashSettlDateRelativeTo | Reltv | Added EP208 | ||
| 42210 | CashSettlDateOffsetPeriod | OfstPeriod | Conditionally required when CashSettlDateOffsetUnit(42211) is specified. | Added EP208 | |
| 42211 | CashSettlDateOffsetUnit | OfstUnit | Conditionally required when CashSettlDateOffsetPeriod(42210) is specified. | Added EP208 | |
| 42212 | CashSettlDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42213 | CashSettlDateAdjusted | Dt | Added EP208 |
| end Component |
| 40035 | CashSettlRecoveryFactor | RcvryFctr | Added EP161 | ||
| 40036 | CashSettlFixedTermIndicator | FixedInd | Added EP161 | ||
| 40037 | CashSettlAccruedInterestIndicator | AcrdIntInd | Added EP161 | ||
| 40038 | CashSettlValuationMethod | ValMeth | Added EP161 | ||
| 40039 | CashSettlTermXID | XID | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | PhysicalSettlTermGrp | PhysSettlTrm | Added EP161 |
| Repeating Group 40204 | NoPhysicalSettlTerms | Added EP161 |
| Component(-) | PhysicalSettlDeliverableObligationGrp | DlvrblOblig | Required if NoPhysicalSettlTerms(40204) > 0. | Added EP161 |
| Repeating Group 40209 | NoPhysicalSettlDeliverableObligations | Added EP161 |
| 40210 | PhysicalSettlDeliverableObligationType | Typ | Required if NoPhysicalSettlDeliverableObligations (40209) > 0. | Added EP161 | |
| 40211 | PhysicalSettlDeliverableObligationValue | Val | Added EP161 |
| end Repeating Group |
| end Component |
| 40205 | PhysicalSettlCurrency | Ccy | Added EP161 | ||
| 40206 | PhysicalSettlBusinessDays | BizDays | Added EP161 | ||
| 40207 | PhysicalSettlMaximumBusinessDays | MaxBizDays | Added EP161 | ||
| 40208 | PhysicalSettlTermXID | XID | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | ExtraordinaryEventGrp | ExtrordEvnt | Added EP208 |
| Repeating Group 42296 | NoExtraordinaryEvents | Added EP208 |
| 42297 | ExtraordinaryEventType | Typ | Required if NoExtraordinaryEvents(42296) > 0. | Added EP208 | |
| 42298 | ExtraordinaryEventValue | Val | Required if NoExtraordinaryEvents(42296) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 2602 | ExtraordinaryEventAdjustmentMethod | ExtrordEvntAdjMeth | Added EP208 | ||
| 2603 | ExchangeLookAlike | ExchLookAlike | Added EP208 |
| end Component |
| Component(-) | RelatedTradeGrp | ReltdTrd | May be included to identify the trade(s) for which payments are to be made. Each instance identifies a separate trade. | Added EP249 |
| Repeating Group 1855 | NoRelatedTrades | Added EP142 |
| 1856 | RelatedTradeID | ID | Required if NoRelatedTrades(1855) > 0. | Added EP142 | |
| 1857 | RelatedTradeIDSource | Src | Added EP142 | ||
| 2103 | RelatedRegulatoryTradeIDSource | RegSrc | Optionally used for RelatedTradeIDSource(1857)=6(Regulatory trade ID) when RelatedTradeID(1856) is not unique across multiple reporting entities. | Added EP165 | |
| 1858 | RelatedTradeDate | Dt | Optionally used to help identify the trade when RelatedTradeID(1856) is not unique across multiple days. | Added EP142 | |
| 1859 | RelatedTradeMarketID | MktID | Optionally used to help identify the trade when RelatedTradeID(1856) is not unique across multiple markets. | Added EP142 | |
| 1860 | RelatedTradeQuantity | Qty | Added EP142 |
| end Repeating Group |
| end Component |
| Component(-) | Parties | Pty | Identifies the parties to the contracts or trades. The account to be debited or credited is identified in the PostTradePayment component. | Added EP249 |
| Repeating Group 453 | NoPartyIDs | Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole | Added FIX.4.3 |
| 448 | PartyID | ID | Required if NoPartyIDs(453) > 0. Identification of the party. | Added FIX.4.3 Updated EP204 | |
| 447 | PartyIDSource | Src | Required if NoPartyIDs(453) > 0. Used to identify classification source. | Added FIX.4.3 Updated EP204 | |
| 452 | PartyRole | R | Required if NoPartyIDs(453) > 0. Identifies the type of PartyID(448). | Added FIX.4.3 Updated EP204 | |
| 2376 | PartyRoleQualifier | Qual | Added EP179 | ||
| Component(-) | PtysSubGrp | Sub | Repeating group of Party sub-identifiers. | Added FIX.4.4 |
| Repeating Group 802 | NoPartySubIDs | Added FIX.4.4 |
| 523 | PartySubID | ID | Added FIX.4.4 | ||
| 803 | PartySubIDType | Typ | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | PostTradePayment | PostTrdPmt | Y | Added EP249 |
| 2824 | PostTradePaymentType | Typ | Y | Added EP249 | |
| 2817 | PostTradePaymentAmount | Amt | Y | Added EP249 | |
| 2818 | PostTradePaymentCurrency | Ccy | Added EP249 | ||
| 2956 | PostTradePaymentCurrencyCodeSource | CcySrc | Added EP273 | ||
| 2825 | PostTradePaymentCalculationDate | CalcDt | Y | The date payment calculations are made. This may be earlier than the date in ClearingBusinessDate(715). When the report is sent unsolicited, this is the payment calculation date as determined by report sender. | Added EP249 |
| 2826 | PostTradePaymentValueDate | ValuDt | Y | The date the payment is legally confirmed to settle. | Added EP249 |
| 2827 | PostTradePaymentFinalValueDate | FnlValuDt | The actual payment date in the event it differs from the date specified in PostTradePaymentValueDate(2826). | Added EP249 | |
| 2819 | PostTradePaymentDebitOrCredit | DbtCrd | Y | Added EP249 | |
| 2816 | PostTradePaymentAccount | Acct | Y | Added EP249 | |
| 2821 | PostTradePaymentID | ID | Added EP249 | ||
| 2820 | PostTradePaymentDesc | Desc | Added EP249 | ||
| 2815 | EncodedPostTradePaymentDescLen | EncDescLen | Must be set if EncodedPostTradePaymentDesc(2814) field is specified and must immediately precede it. | Added EP249 | |
| 2814 | EncodedPostTradePaymentDesc | EncDesc | Encoded (non-ASCII characters) representation of the PostTradePaymentDesc(2820) field in the encoded format specified via the MessageEncoding(347) field. | Added EP249 | |
| 2822 | PostTradePaymentLinkID | LinkID | Added EP249 | ||
| 2823 | PostTradePaymentStatus | Stat | Used when PayReportTransType(2804)=2 (Status) to report actual payment status from payment service (i.e. after payment or remittance instruction with payment service). | Added EP249 |
| end Component |
| Component(-) | SettlDetails | SettlDetails | Added EP249 |
| Repeating Group 1158 | NoSettlDetails | Number of settlement parties | Added EP-1 |
| 1164 | SettlObligSource | SettlSrc | Indicates the Source of the Settlement Instructions | Added EP-1 | |
| 169 | StandInstDbType | StandInstDbTyp | Added EP249 | ||
| 170 | StandInstDbName | StandInstDbName | Added EP249 | ||
| 171 | StandInstDbID | StandInstDbID | Added EP249 | ||
| Component(-) | SettlParties | Pty | Carries settlement account information | Added EP-1 |
| Repeating Group 781 | NoSettlPartyIDs | Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole | Added FIX.4.4 |
| 782 | SettlPartyID | ID | Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0. | Added FIX.4.4 | |
| 783 | SettlPartyIDSource | Src | Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0. | Added FIX.4.4 | |
| 784 | SettlPartyRole | R | Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0. | Added FIX.4.4 | |
| 2389 | SettlPartyRoleQualifier | Qual | Added EP179 |
| Component(-) | SettlPtysSubGrp | Sub | Repeating group of SettlParty sub-identifiers. | Added FIX.4.4 |
| Repeating Group 801 | NoSettlPartySubIDs | Added FIX.4.4 |
| 785 | SettlPartySubID | ID | Added FIX.4.4 | ||
| 786 | SettlPartySubIDType | Typ | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | StandardTrailer | Trlr | Y | Added EP249 |
| 93 | SignatureLength | SignatureLength | Required when trailer contains signature. Note: Not to be included within SecureData field | Added FIX.4.0 Updated EP195 Deprecated EP195 | |
| 89 | Signature | Signature | Note: Not to be included within SecureData field | Added FIX.4.0 Updated EP195 Deprecated EP195 | |
| 10 | CheckSum | CheckSum | Y | (Always unencrypted, always last field in message) | Added FIX.4.0 |
| end Component |
|