The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quoting of an option series. Two levels of repeating groups have been provided to minimize the amount of data required to submit a set of quotes for a class of options (e.g. all option series for IBM).
Pedigree Added FIX.4.2
Expand Components | Collapse Components
| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| Component(-) | StandardHeader | BaseHeader | Y | MsgType = i (lowercase) | Added FIX.4.2 |
| 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 FIX.4.4 | |
| 1156 | ApplExtID | ApplExtID | Added FIX.5.0 | ||
| 1129 | CstmApplVerID | CstmApplVerID | Used to support bilaterally agreed custom functionality | Added FIX.4.4 | |
| 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 FIX.4.4 |
| Repeating Group 627 | NoHops | Number of HopCompID entries in repeating group. |
| 628 | HopCompID | ID | Added FIX.4.4 | ||
| 629 | HopSendingTime | Snt | Added FIX.4.4 | ||
| 630 | HopRefID | Ref | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| end Component |
| 131 | QuoteReqID | ReqID | Required when quote is in response to a Quote Request message | Added FIX.4.2 | |
| 117 | QuoteID | QID | Y | Added FIX.4.2 | |
| 537 | QuoteType | Typ | Type of Quote Default is Indicative if not specified | Added FIX.4.3 | |
| 2403 | QuoteModelType | QModelTyp | Added EP184 | ||
| 301 | QuoteResponseLevel | RspLvl | Level of Response requested from receiver of quote messages. | Added FIX.4.2 |
| Component(-) | Parties | Pty | Insert here the set of Parties(firm identification) fields defined in Common Components of Application Messages | Added FIX.4.3 |
| Repeating Group 453 | NoPartyIDs | Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries |
| 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 | Number of PartySubID (523)and PartySubIDType (803) entries |
| 523 | PartySubID | ID | Added FIX.4.4 | ||
| 803 | PartySubIDType | Typ | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 1 | Account | Acct | Added FIX.4.3 | ||
| 660 | AcctIDSource | AcctIDSrc | Added FIX.4.4 | ||
| 581 | AccountType | AcctTyp | Type of account associated with the order (Origin) | Added FIX.4.3 | |
| 293 | DefBidSize | DefBidSz | Default Bid Size for quote contained within this quote message - if not explicitly provided. | Added FIX.4.2 | |
| 294 | DefOfferSize | DefOfrSz | Default Offer Size for quotes contained within this quote message - if not explicitly provided. | Added FIX.4.2 |
| Component(-) | QuotSetGrp | QuotSet | Y | The number of sets of quotes in the message | Added FIX.4.4 |
| Repeating Group 296 | NoQuoteSets | The number of sets of quotes in the message. |
| 302 | QuoteSetID | SetID | Y | Sequential number for the Quote Set. For a given QuoteID - assumed to start at 1. Must be the first field in the repeating group. | Added FIX.4.4 |
| Component(-) | UnderlyingInstrument | Undly | Insert here the set of UnderlyingInstrument(underlying symbology) fields defined in Common Components of Application Messages | Added FIX.4.4 |
| 311 | UnderlyingSymbol | Sym | Added FIX.4.3 | ||
| 312 | UnderlyingSymbolSfx | Sfx | Added FIX.4.3 | ||
| 309 | UnderlyingSecurityID | ID | Added FIX.4.3 | ||
| 305 | UnderlyingSecurityIDSource | Src | Added FIX.4.3 |
| Component(-) | UndSecAltIDGrp | UndAID | Added FIX.4.4 |
| Repeating Group 457 | NoUnderlyingSecurityAltID | Number of UnderlyingSecurityAltID (458) entries. |
| 458 | UnderlyingSecurityAltID | AltID | Added FIX.4.4 | ||
| 459 | UnderlyingSecurityAltIDSource | AltIDSrc | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| 2874 | UnderlyingID | UdlyID | Used for unique identification of the underlying instance that can subsequently be used to serve as input value for fields such as UnderlyingRefID(2841), for example, whenever a simple underlying reference is allowed or needed. | Added EP254 | |
| 462 | UnderlyingProduct | Prod | Added FIX.4.3 |
| Component(-) | UnderlyingSecurityXML | SecXML | Embedded XML document describing the underlying instrument. | Added EP145 |
| 1874 | UnderlyingSecurityXMLLen | Must be provided if UnderlyingSecurityXML(1875) field is specified and must immediately precede it. | Added EP145 | ||
| 1875 | UnderlyingSecurityXML | Added EP145 | |||
| 1876 | UnderlyingSecurityXMLSchema | Schema | Added EP145 |
| end Component |
| 463 | UnderlyingCFICode | CFI | Added FIX.4.3 | ||
| 2894 | UnderlyingUPICode | UPI | Added EP266 | ||
| 310 | UnderlyingSecurityType | SecTyp | Added FIX.4.3 | ||
| 763 | UnderlyingSecuritySubType | SubTyp | Added FIX.4.4 | ||
| 313 | UnderlyingMaturityMonthYear | MMY | Added FIX.4.3 | ||
| 542 | UnderlyingMaturityDate | Mat | Added FIX.4.3 | ||
| 1213 | UnderlyingMaturityTime | MatTm | Added FIX.5.0 | ||
| 1837 | UnderlyingContractPriceRefMonth | PxRefMo | Added EP140 | ||
| 241 | UnderlyingCouponPaymentDate | CpnPmt | Added FIX.4.3 | ||
| 1453 | UnderlyingRestructuringType | RestrctTyp | Added EP83 | ||
| 1454 | UnderlyingSeniority | Snrty | Added EP83 | ||
| 2614 | UnderlyingNotional | Notl | Added EP208 | ||
| 2615 | UnderlyingNotionalCurrency | NotlCcy | Added EP208 | ||
| 2616 | UnderlyingNotionalDeterminationMethod | NotlDtrmnMeth | Added EP208 | ||
| 2617 | UnderlyingNotionalAdjustments | NotlAdjmts | Added EP208 | ||
| 2619 | UnderlyingNotionalXIDRef | NotlXIDRef | Added EP208 | ||
| 1455 | UnderlyingNotionalPercentageOutstanding | NotlPctOut | Added EP83 | ||
| 1456 | UnderlyingOriginalNotionalPercentageOutstanding | OrigNotlPctOut | Added EP83 | ||
| 1459 | UnderlyingAttachmentPoint | AttchPnt | Added EP83 | ||
| 1460 | UnderlyingDetachmentPoint | DetchPnt | Added EP83 | ||
| 242 | UnderlyingIssueDate | Issued | Added FIX.4.3 | ||
| 243 | UnderlyingRepoCollateralSecurityType | RepoCollSecTyp | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 244 | UnderlyingRepurchaseTerm | RepoTrm | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 245 | UnderlyingRepurchaseRate | RepoRt | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 246 | UnderlyingFactor | Fctr | Added FIX.4.3 | ||
| 256 | UnderlyingCreditRating | CrdRtg | Added FIX.4.3 | ||
| 595 | UnderlyingInstrRegistry | Rgstry | Added FIX.4.3 | ||
| 592 | UnderlyingCountryOfIssue | Ctry | Added FIX.4.3 | ||
| 593 | UnderlyingStateOrProvinceOfIssue | StOrProvnc | Added FIX.4.3 | ||
| 594 | UnderlyingLocaleOfIssue | Lcl | Added FIX.4.3 | ||
| 247 | UnderlyingRedemptionDate | Redeem | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 316 | UnderlyingStrikePrice | StrkPx | Added FIX.4.3 | ||
| 941 | UnderlyingStrikeCurrency | StrkCcy | Added FIX.4.4 | ||
| 317 | UnderlyingOptAttribute | OptA | Added FIX.4.3 | ||
| 436 | UnderlyingContractMultiplier | Mult | Added FIX.4.3 | ||
| 1437 | UnderlyingContractMultiplierUnit | MultTyp | Added EP80 Updated EP179 | ||
| 2363 | UnderlyingTradingUnitPeriodMultiplier | TrdgUnitPeriodMult | Added EP179 | ||
| 1441 | UnderlyingFlowScheduleType | FlowSchedTyp | Added EP80 Updated EP179 | ||
| 998 | UnderlyingUnitOfMeasure | UOM | Added FIX.4.4 | ||
| 1423 | UnderlyingUnitOfMeasureQty | UOMQty | Added FIX.5.0 | ||
| 1718 | UnderlyingUnitOfMeasureCurrency | UOMCcy | Added EP122 | ||
| 1424 | UnderlyingPriceUnitOfMeasure | PxUOM | Added FIX.5.0 | ||
| 1425 | UnderlyingPriceUnitOfMeasureQty | PxUOMQty | Added FIX.5.0 | ||
| 1719 | UnderlyingPriceUnitOfMeasureCurrency | PxUOMCcy | Added EP122 | ||
| 1000 | UnderlyingTimeUnit | TmUnit | Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) | Added FIX.4.4 | |
| 1419 | UnderlyingExerciseStyle | ExerStyle | Added FIX.5.0 | ||
| 1526 | UnderlyingPriceQuoteCurrency | PxQteCcy | Added EP107 | ||
| 435 | UnderlyingCouponRate | CpnRt | Added FIX.4.3 | ||
| 308 | UnderlyingSecurityExchange | Exch | Added FIX.4.3 | ||
| 306 | UnderlyingIssuer | Issr | Added FIX.4.3 | ||
| 362 | EncodedUnderlyingIssuerLen | EncUndIssrLen | Must be set if UnderlyingEncodedIssuer(363) field is specified and must immediately precede it. | Added FIX.4.3 Updated EP232 | |
| 363 | EncodedUnderlyingIssuer | EncUndIssr | Encoded (non-ASCII characters) representation of the UnderlyingIssuer(363) field in the encoded format specified via the MessageEncoding(347) field. | Added FIX.4.3 Updated EP232 | |
| 2742 | UnderlyingFinancialInstrumentShortName | ShrtName | Added EP235 | ||
| 2720 | UnderlyingFinancialInstrumentFullName | FullName | Added EP232 | ||
| 2721 | EncodedUnderlyingFinancialInstrumentFullNameLen | EncFullNameLen | Must be set if EncodedUnderlyingFinancialInstrumentFullName(2722) field is specified and must immediately precede it. | Added EP232 | |
| 2722 | EncodedUnderlyingFinancialInstrumentFullName | EncFullName | Encoded (non-ASCII characters) representation of the UnderlyingFinancialInstrumentFullName(2720) field in the encoded format specified via the MessageEncoding(347) field. | Added EP232 | |
| 2723 | UnderlyingIndexCurveUnit | NdxUnit | Requires UnderlyingSecurityID(305) to identify the index. Requires UnderlyingIndexCurvePeriod(2724). | Added EP232 | |
| 2724 | UnderlyingIndexCurvePeriod | NdxPeriod | Requires UnderlyingSecurityID(305) to identify the index. Requires UnderlyingIndexCurveUnit(2723). | Added EP232 | |
| 307 | UnderlyingSecurityDesc | Desc | Added FIX.4.3 | ||
| 364 | EncodedUnderlyingSecurityDescLen | EncUndSecDescLen | Must be set if UnderlyingEncodedSecurityDesc(307) field is specified and must immediately precede it. | Added FIX.4.3 Updated EP232 | |
| 365 | EncodedUnderlyingSecurityDesc | EncUndSecDesc | Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc(307) field in the encoded format specified via the MessageEncoding(347) field. | Added FIX.4.3 Updated EP232 | |
| 877 | UnderlyingCPProgram | CPPgm | Added FIX.4.4 | ||
| 878 | UnderlyingCPRegType | CPRegTyp | Added FIX.4.4 | ||
| 972 | UnderlyingAllocationPercent | AllocPct | Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument. | Added FIX.4.4 | |
| 318 | UnderlyingCurrency | Ccy | Specific to the <UnderlyingInstrument> (not in <Instrument>) | Added FIX.4.4 | |
| 879 | UnderlyingQty | Qty | Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.) | Added FIX.4.4 | |
| 975 | UnderlyingSettlementType | SettlTyp | Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component. | Added FIX.4.4 | |
| 973 | UnderlyingCashAmount | CashAmt | Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value. | Added FIX.4.4 | |
| 974 | UnderlyingCashType | CashTyp | Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price) | Added FIX.4.4 | |
| 810 | UnderlyingPx | Px | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. | Added FIX.4.4 | |
| 882 | UnderlyingDirtyPrice | DirtPx | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. Dirtymeans it includes accrued interest | Added FIX.4.4 | |
| 883 | UnderlyingEndPrice | EndPx | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. | Added FIX.4.4 | |
| 884 | UnderlyingStartValue | StartVal | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement | Added FIX.4.4 | |
| 885 | UnderlyingCurrentValue | CurVal | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral | Added FIX.4.4 | |
| 886 | UnderlyingEndValue | EndVal | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement | Added FIX.4.4 | |
| 2885 | UnderlyingAccruedInterestAmt | AcrdIntAmt | Added EP258 | ||
| 2886 | UnderlyingNumDaysInterest | NumDaysInt | Added EP258 |
| Component(-) | UnderlyingStipulations | Stip | Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block | Added FIX.4.4 |
| Repeating Group 887 | NoUnderlyingStips | Number of underlying stipulation entries |
| 888 | UnderlyingStipType | Typ | Required if NoUnderlyingStips >0 | Added FIX.4.4 | |
| 889 | UnderlyingStipValue | Val | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| 1044 | UnderlyingAdjustedQuantity | AdjQty | Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days). | Added FIX.4.4 | |
| 1045 | UnderlyingFXRate | FxRate | Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15). | Added FIX.4.4 | |
| 1046 | UnderlyingFXRateCalc | FxRateCalc | Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885). | Added FIX.4.4 | |
| 1038 | UnderlyingCapValue | CapValu | Added FIX.4.4 |
| Component(-) | UndlyInstrumentParties | Pty | Added FIX.4.4 |
| Repeating Group 1058 | NoUndlyInstrumentParties | Identifies the number of parties identified with an underlying instrument |
| 1059 | UnderlyingInstrumentPartyID | ID | Used to identify the source of PartyID. Required if UnderlyingInstrumentPartyIDSource(1060) is specified. Required if NoUndlyInstrumentParties(1058) > 0. | Added FIX.4.4 Updated EP169 | |
| 1060 | UnderlyingInstrumentPartyIDSource | Src | Used to identify class source of UnderlyingInstrumentPartyID(1059) value (e.g. BIC). Required if UnderlyingInstrumentPartyID(1059) is specified. Required if NoUndlyInstrumentParties(1058) > 0. | Added FIX.4.4 Updated EP169 | |
| 1061 | UnderlyingInstrumentPartyRole | R | Identifies the type of UnderlyingInstrumentPartyID(1059) (e.g. Executing Broker). Required if NoUndlyInstrumentParties(1058) > 0. | Added FIX.4.4 Updated EP169 | |
| 2391 | UnderlyingInstrumentPartyRoleQualifier | Qual | Added EP179 |
| Component(-) | UndlyInstrumentPtysSubGrp | Sub | Repeating group of party sub-identifiers. | Added FIX.4.4 Updated EP169 |
| Repeating Group 1062 | NoUndlyInstrumentPartySubIDs | Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries |
| 1063 | UnderlyingInstrumentPartySubID | ID | Added FIX.4.4 | ||
| 1064 | UnderlyingInstrumentPartySubIDType | Typ | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 1039 | UnderlyingSettlMethod | SetMeth | Added FIX.4.4 | ||
| 315 | UnderlyingPutOrCall | PutCall | Used to express option right | Added FIX.4.3 | |
| 2683 | UnderlyingInTheMoneyCondition | ITMCond | Used to express in-the-moneyness behavior in general terms for the option without the use of UnderlyingStrikePrice(316) and UnderlyingPutOrCall(315). | Added EP224 | |
| 2687 | UnderlyingContraryInstructionEligibilityIndicator | CntraryInstEligInd | Added EP224 | ||
| 1988 | UnderlyingConstituentWeight | ConstuentWt | Added EP161 | ||
| 1989 | UnderlyingCouponType | CpnTyp | Added EP161 | ||
| 1990 | UnderlyingTotalIssuedAmount | TotIssuedAmt | Added EP161 | ||
| 1991 | UnderlyingCouponFrequencyPeriod | CpnPeriod | Conditionally required when UnderlyingCouponFrequencyUnit(1992) is specified. | Added EP161 | |
| 1992 | UnderlyingCouponFrequencyUnit | CpnUnit | Conditionally required when UnderlyingCouponFrequencyPeriod(1991) is specified. | Added EP161 | |
| 1993 | UnderlyingCouponDayCount | CpnDayCnt | Added EP161 | ||
| 2881 | UnderlyingCouponOtherDayCount | CpnOtherDayCnt | Added EP254 | ||
| 1994 | UnderlyingObligationID | ObligID | Added EP161 | ||
| 1995 | UnderlyingObligationIDSource | ObligIDSrc | Conditionally required when UnderlyingObligationID(1994) is specified. | Added EP161 | |
| 1996 | UnderlyingEquityID | EqtyID | Added EP161 | ||
| 1997 | UnderlyingEquityIDSource | EqtyIDSrc | Conditionally required when UnderlyingEquityID(1996) is specified. | Added EP161 | |
| 2620 | UnderlyingFutureID | FutID | Added EP208 | ||
| 2621 | UnderlyingFutureIDSource | FutIDSrc | Required if UnderlyingFutureID(2620) is specified. | Added EP208 |
| Component(-) | UnderlyingEvntGrp | Evnt | Added EP161 |
| Repeating Group 1981 | NoUnderlyingEvents | Number of events in the repeating group. |
| 1982 | UnderlyingEventType | Typ | Required if NoUnderlyingEvents(1982) > 0. | Added EP161 | |
| 1983 | UnderlyingEventDate | Dt | Conditionally required when UnderlyingEventTime(1984) is specified. | Added EP161 | |
| 1984 | UnderlyingEventTime | Tm | Added EP161 | ||
| 1985 | UnderlyingEventTimeUnit | TmUnit | Conditionally required when UnderlyingEventTimePeriod(1986) is specified. | Added EP161 | |
| 1986 | UnderlyingEventTimePeriod | TmPeriod | Conditionally required when UnderlyingEventTimeUnit(1985) is specified. | Added EP161 | |
| 2342 | UnderlyingEventMonthYear | MoYr | Added EP161 | ||
| 1987 | UnderlyingEventPx | Px | Added EP161 | ||
| 2071 | UnderlyingEventText | Txt | Added EP161 | ||
| 2072 | EncodedUnderlyingEventTextLen | EncTxtLen | Must be set if EncodedUnderlyingEventText(2073) field is specified and must immediately precede it. | Added EP161 | |
| 2073 | EncodedUnderlyingEventText | EncTxt | Encoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 |
| end Repeating Group |
| end Component |
| 1998 | UnderlyingLienSeniority | LienSnrty | Added EP161 | ||
| 1999 | UnderlyingLoanFacility | LoanFclty | Added EP161 | ||
| 2000 | UnderlyingReferenceEntityType | RefEntityTyp | Added EP161 | ||
| 2003 | UnderlyingIndexSeries | NdxSeries | Added EP161 | ||
| 2004 | UnderlyingIndexAnnexVersion | NdxAnxVer | Added EP161 | ||
| 2005 | UnderlyingIndexAnnexDate | NdxAnxDt | Added EP161 | ||
| 2006 | UnderlyingIndexAnnexSource | NdxAnxSrc | Added EP161 | ||
| 2284 | UnderlyingSettlRateIndex | SettlNdx | Added EP169 | ||
| 2285 | UnderlyingSettlRateIndexLocation | SettlNdxLctn | Added EP169 | ||
| 2286 | UnderlyingOptionExpirationDesc | ExpDesc | Added EP169 | ||
| 2287 | EncodedUnderlyingOptionExpirationDescLen | EncExpDescLen | Must be set if EncodedUnderlyingOptionExpirationDesc(2288) field is specified and must immediately precede it. | Added EP169 | |
| 2288 | EncodedUnderlyingOptionExpirationDesc | EncExpDesc | Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 2007 | UnderlyingProductComplex | ProdCmplx | Added EP161 | ||
| 2008 | UnderlyingSecurityGroup | SecGrp | Added EP161 | ||
| 2009 | UnderlyingSettleOnOpenFlag | SettlOnOpenFlag | Added EP161 | ||
| 2010 | UnderlyingAssignmentMethod | AsgnMeth | Added EP161 | ||
| 2011 | UnderlyingSecurityStatus | Status | Added EP161 | ||
| 2012 | UnderlyingObligationType | ObligTyp | Added EP161 | ||
| 2491 | UnderlyingAssetGroup | AssetGrp | Added EP192 | ||
| 2013 | UnderlyingAssetClass | AssetClss | Required if UnderlyingAssetSubClass(2014) is specified. | Added EP161 Updated EP235 | |
| 2014 | UnderlyingAssetSubClass | AssetSubClss | Required if UnderlyingAssetType(2015) is specified. | Added EP161 Updated EP235 | |
| 2015 | UnderlyingAssetType | AssetTyp | Required if UnderlyingAssetSubType(2744) is specified. | Added EP161 Updated EP235 | |
| 2744 | UnderlyingAssetSubType | AsstSubTyp | Added EP235 |
| Component(-) | UnderlyingSecondaryAssetGrp | ScndryAsset | Added EP161 |
| Repeating Group 2080 | NoUnderlyingSecondaryAssetClasses | Number of secondary asset classes in the repeating group. |
| 2081 | UnderlyingSecondaryAssetClass | Clss | Required if NoUnderlyingSecondaryAssetClasses(2080) > 0. | Added EP161 | |
| 2082 | UnderlyingSecondaryAssetSubClass | SubClss | Required if UnderlyingSecondaryAssetType(2083) is specified. | Added EP161 Updated EP235 | |
| 2083 | UnderlyingSecondaryAssetType | Typ | Required if UnderlyingSecondaryAssetSubType(2745) is specified. | Added EP161 Updated EP235 | |
| 2745 | UnderlyingSecondaryAssetSubType | SubTyp | Added EP235 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingAssetAttributeGrp | AssetAttrb | Added EP169 |
| Repeating Group 2312 | NoUnderlyingAssetAttributes | Number of asset attribute entries in the group. |
| 2313 | UnderlyingAssetAttributeType | Typ | Required if NoUnderlyingAssetAttributes(2312) > 0. | Added EP169 | |
| 2314 | UnderlyingAssetAttributeValue | Val | Added EP169 | ||
| 2315 | UnderlyingAssetAttributeLimit | Lmt | Added EP169 |
| end Repeating Group |
| end Component |
| 2016 | UnderlyingSwapClass | SwapClss | Added EP161 | ||
| 2289 | UnderlyingSwapSubClass | SwapSubClss | Added EP169 | ||
| 2017 | UnderlyingNthToDefault | NthDflt | Conditionally required when UnderlyingMthToDefault(2018) is specified. | Added EP161 | |
| 2018 | UnderlyingMthToDefault | MthDflt | Added EP161 | ||
| 2019 | UnderlyingSettledEntityMatrixSource | SettldMtrxSrc | Added EP161 | ||
| 2020 | UnderlyingSettledEntityMatrixPublicationDate | SettldMtrxDt | Added EP161 | ||
| 2021 | UnderlyingStrikeMultiplier | StrkMult | Added EP161 | ||
| 2022 | UnderlyingStrikeValue | StrkValu | Added EP161 | ||
| 2290 | UnderlyingStrikeUnitOfMeasure | StrkUOM | Added EP169 | ||
| 2622 | UnderlyingStrikeIndexCurvePoint | StrkNdxPnt | Added EP208 | ||
| 2291 | UnderlyingStrikeIndex | StrkNdx | Added EP169 | ||
| 2623 | UnderlyingStrikeIndexQuote | StrkNdxQte | Added EP208 | ||
| 2292 | UnderlyingStrikeIndexSpread | StrkSpread | Added EP169 | ||
| 2023 | UnderlyingStrikePriceDeterminationMethod | StrkPxDtrmnMeth | Added EP161 | ||
| 2024 | UnderlyingStrikePriceBoundaryMethod | StrkPxBndryMeth | When specified, UnderlyingPutOrCall(315), UnderlyingStrikePrice(316), and UnderlyingStrikePriceBoundaryPrecision(2025) must also be specified. | Added EP161 Updated EP224 | |
| 2025 | UnderlyingStrikePriceBoundaryPrecision | StrkPxBndryPrcsn | Added EP161 | ||
| 2026 | UnderlyingMinPriceIncrement | MinPxIncr | Added EP161 | ||
| 2027 | UnderlyingMinPriceIncrementAmount | MinPxIncrAmt | Added EP161 | ||
| 2028 | UnderlyingOptPayoutType | OptPayoutTyp | Added EP161 | ||
| 2029 | UnderlyingOptPayoutAmount | OptPayAmt | Conditionally required if UnderlyingOptPayoutType(2028) = 3 (Binary). | Added EP161 Updated EP169 | |
| 2757 | UnderlyingReturnTrigger | RtnTrgr | Added EP238 | ||
| 2030 | UnderlyingPriceQuoteMethod | PxQteMeth | Added EP161 | ||
| 2031 | UnderlyingValuationMethod | ValMeth | Added EP161 | ||
| 2293 | UnderlyingValuationSource | ValSrc | Added EP169 | ||
| 2294 | UnderlyingValuationReferenceModel | ValRefModel | Added EP169 | ||
| 2032 | UnderlyingListMethod | ListMeth | Added EP161 | ||
| 2033 | UnderlyingCapPrice | CapPx | Added EP161 | ||
| 2034 | UnderlyingFloorPrice | FlrPx | Added EP161 | ||
| 2035 | UnderlyingFlexibleIndicator | FlexInd | Added EP161 | ||
| 2036 | UnderlyingFlexProductEligibilityIndicator | FlexProdElig | Added EP161 | ||
| 2037 | UnderlyingPositionLimit | PosLmt | Added EP161 | ||
| 2038 | UnderlyingNTPositionLimit | NTPosLmt | Added EP161 | ||
| 2039 | UnderlyingPool | Pool | Added EP161 | ||
| 2040 | UnderlyingContractSettlMonth | CSetMo | Added EP161 | ||
| 2041 | UnderlyingDatedDate | Dated | Added EP161 | ||
| 2042 | UnderlyingInterestAccrualDate | IntAcrl | Added EP161 | ||
| 2043 | UnderlyingShortSaleRestriction | ShrtRstctn | Added EP161 | ||
| 2044 | UnderlyingRefTickTableID | RefTickTblID | Added EP161 | ||
| 41314 | UnderlyingProtectionTermXIDRef | ProtctnXIDRef | Added EP161 | ||
| 41315 | UnderlyingSettlTermXIDRef | SettlXIDRef | Added EP161 |
| Component(-) | UnderlyingComplexEvents | CmplxEvnt | Added EP161 |
| Repeating Group 2045 | NoUnderlyingComplexEvents | Number of complex events in the repeating group. |
| 2046 | UnderlyingComplexEventType | Typ | Required if NoUnderlyingComplexEvents(2045) > 0. | Added EP161 | |
| 2261 | UnderlyingComplexOptPayoutPaySide | OptPay | Added EP169 | ||
| 2262 | UnderlyingComplexOptPayoutReceiveSide | OptRcv | Added EP169 | ||
| 2263 | UnderlyingComplexOptPayoutUnderlier | OptUndlr | Added EP169 | ||
| 2047 | UnderlyingComplexOptPayoutAmount | OptPayAmt | Added EP161 | ||
| 2264 | UnderlyingComplexOptPayoutPercentage | OptPctage | Added EP169 | ||
| 2265 | UnderlyingComplexOptPayoutTime | OptTm | Added EP169 | ||
| 2266 | UnderlyingComplexOptPayoutCurrency | OptCcy | Added EP169 | ||
| 2048 | UnderlyingComplexEventPrice | Px | Added EP161 | ||
| 2267 | UnderlyingComplexEventPricePercentage | PxPctage | Added EP169 | ||
| 2049 | UnderlyingComplexEventPriceBoundaryMethod | PxBndryMeth | Added EP161 | ||
| 2050 | UnderlyingComplexEventPriceBoundaryPrecision | PxBndryPrcsn | Added EP161 | ||
| 2051 | UnderlyingComplexEventPriceTimeType | PxTmTyp | Added EP161 | ||
| 2052 | UnderlyingComplexEventCondition | Cond | Conditionally required when there are more than one UnderlyingComplexEvent occurrences. A chain of events must be linked together through use of the UnderlyingComplexEventCondition(2052) in which the relationship between any two events is described. For any two occurances of events the first occurrence will specify the UnderlyingComplexEventCondition(2052) which links it with the second event. | Added EP161 |
| Component(-) | UnderlyingComplexEventDates | EvntDts | Added EP161 |
| Repeating Group 2053 | NoUnderlyingComplexEventDates | Number of underlying complex event dates in the repeating group. |
| 2054 | UnderlyingComplexEventStartDate | StartDt | Required if NoUnderlyingComplexEventDates(2054) > 0. | Added EP161 | |
| 2055 | UnderlyingComplexEventEndDate | EndDt | Required if NoUnderlyingComplexEventDates(2054) > 0. | Added EP161 |
| Component(-) | UnderlyingComplexEventTimes | EvntTms | Added EP161 |
| Repeating Group 2056 | NoUnderlyingComplexEventTimes | Number of complex event times in the repeating group. |
| 2057 | UnderlyingComplexEventStartTime | StartTm | Required if NoUnderlyingComplexEventTimes(2056) > 0. | Added EP161 | |
| 2058 | UnderlyingComplexEventEndTime | EndTm | Required if NoUnderlyingComplexEventTimes(2056) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 2268 | UnderlyingComplexEventCurrencyOne | Ccy1 | Added EP169 | ||
| 2269 | UnderlyingComplexEventCurrencyTwo | Ccy2 | Added EP169 | ||
| 2270 | UnderlyingComplexEventQuoteBasis | QteBasis | Added EP169 | ||
| 2271 | UnderlyingComplexEventFixedFXRate | Rt | Added EP169 | ||
| 2419 | UnderlyingComplexEventSpotRate | SpotRt | Added EP187 | ||
| 2420 | UnderlyingComplexEventForwardPoints | FwdPnts | Added EP187 | ||
| 2272 | UnderlyingComplexEventDeterminationMethod | Meth | Added EP169 | ||
| 2273 | UnderlyingComplexEventCalculationAgent | CalcAgent | Added EP169 | ||
| 2274 | UnderlyingComplexEventStrikePrice | StrkPx | Added EP169 | ||
| 2275 | UnderlyingComplexEventStrikeFactor | StrkFctr | Added EP169 | ||
| 2276 | UnderlyingComplexEventStrikeNumberOfOptions | StrkNum | Added EP169 |
| Component(-) | UnderlyingComplexEventRateSourceGrp | RtSrc | Added EP169 |
| Repeating Group 41732 | NoUnderlyingComplexEventRateSources | Number of rate sources in the repeating group. |
| 41733 | UnderlyingComplexEventRateSource | RtSrc | Required if NoUnderlyingComplexEventRateSources(41732) > 0. | Added EP169 | |
| 41734 | UnderlyingComplexEventRateSourceType | RtSrcTyp | Required if NoUnderlyingComplexEventRateSources(41732) > 0. | Added EP169 | |
| 41735 | UnderlyingComplexEventReferencePage | RefPg | Conditionally required when ComplexEventRateSource(41014) = 99 (Other). | Added EP169 | |
| 41736 | UnderlyingComplexEventReferencePageHeading | RefHdg | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingComplexEventRelativeDate | ReltvDt | Added EP169 |
| 41739 | UnderlyingComplexEventDateUnadjusted | DtUnadj | Added EP169 | ||
| 41740 | UnderlyingComplexEventDateRelativeTo | Reltv | Added EP169 | ||
| 41741 | UnderlyingComplexEventDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingComplexEventDateOffsetUnit(41742) is specified. | Added EP169 | |
| 41742 | UnderlyingComplexEventDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingComplexEventDateOffsetPeriod(41741) is specified. | Added EP169 | |
| 41743 | UnderlyingComplexEventDateOffsetDayType | OfstDayTyp | Added EP169 | ||
| 41744 | UnderlyingComplexEventDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates. | Added EP169 |
| Component(-) | UnderlyingComplexEventDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates. | Added EP169 |
| Repeating Group 41737 | NoUnderlyingComplexEventDateBusinessCenters | Number of business centers in the repeating group. |
| 41738 | UnderlyingComplexEventDateBusinessCenter | Ctr | Required if NoUnderlyingComplexEventDateBusinessCenters(41737) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41745 | UnderlyingComplexEventDateAdjusted | Dt | Added EP169 | ||
| 41746 | UnderlyingComplexEventFixingTime | FixngTm | Added EP169 | ||
| 41747 | UnderlyingComplexEventFixingTimeBusinessCenter | FixngBizCtr | Added EP169 |
| end Component |
| Component(-) | UnderlyingComplexEventPeriodGrp | Period | Added EP169 |
| Repeating Group 41729 | NoUnderlyingComplexEventPeriods | Number of periods in the repeating group. |
| 41730 | UnderlyingComplexEventPeriodType | Typ | Required if NoUnderlyingComplexEventPeriods(41729) > 0. | Added EP169 | |
| 41731 | UnderlyingComplexEventBusinessCenter | BizCtr | Added EP169 |
| Component(-) | UnderlyingComplexEventScheduleGrp | Sched | Added EP169 |
| Repeating Group 41750 | NoUnderlyingComplexEventSchedules | Number of schedules in the repeating group. |
| 41751 | UnderlyingComplexEventScheduleStartDate | StartDt | Required if NoUnderlyingComplexEventSchedules(41750) > 0. | Added EP169 | |
| 41752 | UnderlyingComplexEventScheduleEndDate | EndDt | Added EP169 | ||
| 41753 | UnderlyingComplexEventScheduleFrequencyPeriod | FreqPeriod | Conditionally required when UnderlyingComplexEventScheduleFrequencyUnit(41754) is specified. | Added EP169 | |
| 41754 | UnderlyingComplexEventScheduleFrequencyUnit | FreqUnit | Conditionally required when UnderlyingComplexEventScheduleFrequencyPeriod(41753) is specified. | Added EP169 | |
| 41755 | UnderlyingComplexEventScheduleRollConvention | Roll | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option schedule dates. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingComplexEventPeriodDateGrp | Dt | Added EP169 |
| Repeating Group 41726 | NoUnderlyingComplexEventPeriodDateTimes | Number of entries in the date-time repeating group. |
| 41727 | UnderlyingComplexEventPeriodDate | Dt | Required if NoUnderlyingComplexEventPeriodDateTimes(41726) > 0. | Added EP169 | |
| 41728 | UnderlyingComplexEventPeriodTime | Tm | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingComplexEventAveragingObservationGrp | AvgngObsvtn | Added EP169 |
| Repeating Group 41713 | NoUnderlyingComplexEventAveragingObservations | The number of averaging observations in the repeating group. |
| 41714 | UnderlyingComplexEventAveragingObservationNumber | ObsvtnNum | Required if NoUnderlyingComplexEventAveragingObservations(41713) > 0. | Added EP169 | |
| 41715 | UnderlyingComplexEventAveragingWeight | Wt | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 2277 | UnderlyingComplexEventCreditEventsXIDRef | CdtEvntXIDRef | Added EP169 | ||
| 2278 | UnderlyingComplexEventCreditEventNotifyingParty | NotifygPty | Added EP169 | ||
| 2279 | UnderlyingComplexEventCreditEventBusinessCenter | BizCtr | Added EP169 | ||
| 2280 | UnderlyingComplexEventCreditEventStandardSources | StdSrcs | Added EP169 | ||
| 2281 | UnderlyingComplexEventCreditEventMinimumSources | MinSrcs | Added EP169 |
| Component(-) | UnderlyingComplexEventCreditEventSourceGrp | EvntSrc | Added EP169 |
| Repeating Group 41748 | NoUnderlyingComplexEventCreditEventSources | Number of event sources in the repeating group. |
| 41749 | UnderlyingComplexEventCreditEventSource | Src | Required if NoUnderlyingCreditEventCreditEventSources(41748) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingComplexEventCreditEventGrp | CrdEvnt | Added EP169 |
| Repeating Group 41716 | NoUnderlyingComplexEventCreditEvents | The number of credit events specified in the repeating group. |
| 41717 | UnderlyingComplexEventCreditEventType | Typ | Required if NoUnderlyingComplexEventCreditEvents(41716) > 0. | Added EP169 | |
| 41718 | UnderlyingComplexEventCreditEventValue | Val | Added EP169 | ||
| 41719 | UnderlyingComplexEventCreditEventCurrency | Ccy | Added EP169 | ||
| 41720 | UnderlyingComplexEventCreditEventPeriod | Period | Conditionally required when UnderlyingComplexEventCreditEventUnit(41721) is specified. | Added EP169 | |
| 41721 | UnderlyingComplexEventCreditEventUnit | Unit | Conditionally required when UnderlyingComplexEventCreditEventPeriod(41720) is specified. | Added EP169 | |
| 41722 | UnderlyingComplexEventCreditEventDayType | DayTyp | Added EP169 | ||
| 41723 | UnderlyingComplexEventCreditEventRateSource | RtSrc | Added EP169 |
| Component(-) | UnderlyingComplexEventCreditEventQualifierGrp | Qual | Added EP169 |
| Repeating Group 41724 | NoUnderlyingComplexEventCreditEventQualifiers | Number of qualifiers in the repeating group. |
| 41725 | UnderlyingComplexEventCreditEventQualifier | Qual | Required if NoUnderlyingComplexEventCreditEventQualifiers(41724) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 2611 | UnderlyingComplexEventFuturesPriceValuation | FutPxVal | Added EP208 | ||
| 2612 | UnderlyingComplexEventOptionsPriceValuation | OptPxVal | Added EP208 | ||
| 2613 | UnderlyingComplexEventPVFinalPriceElectionFallback | PVPxFallbck | Added EP208 | ||
| 2282 | UnderlyingComplexEventXID | XID | Added EP169 | ||
| 2283 | UnderlyingComplexEventXIDRef | XIDRef | Added EP169 |
| end Repeating Group |
| end Component |
| 2295 | UnderlyingStrategyType | StrtTyp | Added EP169 | ||
| 2296 | UnderlyingCommonPricingIndicator | CmnPxng | Added EP169 | ||
| 2297 | UnderlyingSettlDisruptionProvision | SettlDsrptnProv | Added EP169 | ||
| 2756 | UnderlyingDeliveryRouteOrCharter | RteChrtr | Added EP238 | ||
| 2298 | UnderlyingInstrumentRoundingDirection | RndDirctn | Added EP169 | ||
| 2299 | UnderlyingInstrumentRoundingPrecision | RndPrcsn | Added EP169 |
| Component(-) | UnderlyingDateAdjustment | DtAdjmt | Added EP161 |
| 40964 | UnderlyingBusinessDayConvention | BizDayCnvtn | Added EP161 |
| Component(-) | UnderlyingBusinessCenterGrp | BizCtr | Added EP161 |
| Repeating Group 40962 | NoUnderlyingBusinessCenters | Number of business centers in the repeating group. |
| 40963 | UnderlyingBusinessCenter | Ctr | Required if NoUnderlyingBusinessCenters(40962) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40965 | UnderlyingDateRollConvention | Roll | Added EP161 |
| end Component |
| Component(-) | UnderlyingPricingDateTime | PxngDtTm | Added EP169 |
| 41949 | UnderlyingPricingDateUnadjusted | DtUnadj | Added EP169 | ||
| 41950 | UnderlyingPricingDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates. | Added EP169 |
| Component(-) | UnderlyingPricingDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates. | Added EP169 |
| Repeating Group 41947 | NoUnderlyingPricingDateBusinessCenters | Number of business centers in the repeating group. |
| 41948 | UnderlyingPricingDateBusinessCenter | Ctr | Required if NoUnderlyingPricingDateBusinessCenters(41947) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41951 | UnderlyingPricingDateAdjusted | Dt | Added EP169 | ||
| 41952 | UnderlyingPricingTime | Tm | Added EP169 | ||
| 41953 | UnderlyingPricingTimeBusinessCenter | TmBizCtr | Added EP169 |
| end Component |
| Component(-) | UnderlyingMarketDisruption | MktDsrptn | Added EP169 |
| 41859 | UnderlyingMarketDisruptionProvision | Prov | Added EP169 |
| Component(-) | UnderlyingMarketDisruptionEventGrp | Evnt | Added EP169 |
| Repeating Group 41864 | NoUnderlyingMarketDisruptionEvents | Number of disruption events in the repeating group. |
| 41865 | UnderlyingMarketDisruptionEvent | Evnt | Required if NoUnderlyingMarketDisruptionEvents(41864) > 0. | Added EP169 | |
| 41338 | UnderlyingMarketDisruptionValue | Val | Added EP187 |
| end Repeating Group |
| end Component |
| 41860 | UnderlyingMarketDisruptionFallbackProvision | FallbckProv | Added EP169 |
| Component(-) | UnderlyingMarketDisruptionFallbackGrp | Fallbck | Added EP169 |
| Repeating Group 41866 | NoUnderlyingMarketDisruptionFallbacks | Number of fallbacks in the repeating group. |
| 41867 | UnderlyingMarketDisruptionFallbackType | Typ | Required if NoUnderlyingMarketDisruptionFallbacks(41866) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. | Added EP169 | |
| 41339 | UnderlyingMarketDisruptionFallbackValue | Val | Added EP187 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingMarketDisruptionFallbackReferencePriceGrp | FallbckRefPx | Added EP169 |
| Repeating Group 41868 | NoUnderlyingMarketDisruptionFallbackReferencePrices | Number of fallback reference securities in the repeating group. |
| 41869 | UnderlyingMarketDisruptionFallbackUnderlierType | Typ | Required if NoUnderlyingMarketDisruptionFallbackReferencePrices (41868) > 0. | Added EP169 | |
| 41870 | UnderlyingMarketDisruptionFallbackUnderlierSecurityID | ID | Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource(41871) is specified. | Added EP169 | |
| 41871 | UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource | Src | Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityID(41870) is specified. | Added EP169 | |
| 41872 | UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc | Desc | Added EP169 | ||
| 41873 | EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDescLen | EncDescLen | Must be set if EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field is specified and must immediately precede it. | Added EP169 | |
| 41874 | EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc | EncDesc | Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 41875 | UnderlyingMarketDisruptionFallbackOpenUnits | OpnUnits | Added EP169 | ||
| 41876 | UnderlyingMarketDisruptionFallbackBasketCurrency | Ccy | Added EP169 | ||
| 41877 | UnderlyingMarketDisruptionFallbackBasketDivisor | Dvsr | Added EP169 |
| end Repeating Group |
| end Component |
| 41861 | UnderlyingMarketDisruptionMaximumDays | MaxDays | Added EP169 | ||
| 41862 | UnderlyingMarketDisruptionMaterialityPercentage | MtrltyPctage | If specified, the disruption event should be specified in UnderlyingMarketDisruptionEventGrp. | Added EP169 | |
| 41863 | UnderlyingMarketDisruptionMinimumFuturesContracts | MinCtrcts | Applicable only when UnderlyingMarketDisruptionEvent(41865)='DeMinimisTrading'. | Added EP169 |
| end Component |
| Component(-) | UnderlyingOptionExercise | OptExer | Added EP169 |
| 41810 | UnderlyingExerciseDesc | Desc | Added EP169 | ||
| 41811 | EncodedUnderlyingExerciseDescLen | EncDescLen | Must be set if EncodedUnderlyingExerciseDesc(41812) field is specified and must immediately precede it. | Added EP169 | |
| 41812 | EncodedUnderlyingExerciseDesc | EncDesc | Encoded (non-ASCII characters) representation of the UnderlyingExerciseDesc(41810) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 41813 | UnderlyingAutomaticExerciseIndicator | AutoExerInd | Added EP169 | ||
| 41814 | UnderlyingAutomaticExerciseThresholdRate | AutoRt | Added EP169 | ||
| 41815 | UnderlyingExerciseConfirmationMethod | ExerCnfm | Added EP169 | ||
| 41816 | UnderlyingManualNoticeBusinessCenter | ManNtcBizCtr | Added EP169 | ||
| 41817 | UnderlyingFallbackExerciseIndicator | FallbckExerInd | Added EP169 | ||
| 41818 | UnderlyingLimitedRightToConfirmIndicator | LtdRightCnfmInd | Added EP169 | ||
| 41819 | UnderlyingExerciseSplitTicketIndicator | ExerSplitTktInd | Added EP169 | ||
| 42887 | UnderlyingSettlMethodElectingPartySide | SettlMethElctngSide | Added EP208 |
| Component(-) | UnderlyingSettlMethodElectionDate | SettlMethDt | Added EP208 |
| 43076 | UnderlyingSettlMethodElectionDateUnadjusted | DtUnadj | Added EP208 | ||
| 43077 | UnderlyingSettlMethodElectionDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to UnderlyingOptionExercise. | Added EP208 |
| Component(-) | UnderlyingSettlMethodElectionDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to UnderlyingOptionExercise. | Added EP208 |
| Repeating Group 43074 | NoUnderlyingSettlMethodElectionDateBusinessCenters | Number of business centers in the repeating group. |
| 43075 | UnderlyingSettlMethodElectionDateBusinessCenter | Ctr | Required if NoUnderlyingSettlMethodElectionDateBusinessCenters(43074) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 43078 | UnderlyingSettlMethodElectionDateRelativeTo | Reltv | Added EP208 | ||
| 43079 | UnderlyingSettlMethodElectionDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingSettlMethodElectionDateOffsetUnit(43080) is specified. | Added EP208 | |
| 43080 | UnderlyingSettlMethodElectionDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingSettlMethodElectionDateOffsetPeriod(43079) is specified. | Added EP208 | |
| 43081 | UnderlyingSettlMethodElectionDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 43082 | UnderlyingSettlMethodElectionDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | UnderlyingOptionExerciseDates | Dts | Added EP169 |
| 41822 | UnderlyingOptionExerciseBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise dates. | Added EP169 |
| Component(-) | UnderlyingOptionExerciseBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise dates. | Added EP169 |
| Repeating Group 41820 | NoUnderlyingOptionExerciseBusinessCenters | Number of business centers in the repeating group. |
| 41821 | UnderlyingOptionExerciseBusinessCenter | Ctr | Required if NoUnderlyingOptionExerciseBusinessCenters(41820) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingOptionExerciseDateGrp | Dt | Added EP169 |
| Repeating Group 41841 | NoUnderlyingOptionExerciseDates | Number of dates in the repeating group. |
| 41842 | UnderlyingOptionExerciseDate | Dt | Required if NoUnderlyingOptionExerciseDates(41841) > 0. | Added EP169 | |
| 41843 | UnderlyingOptionExerciseDateType | 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 |
| 41823 | UnderlyingOptionExerciseEarliestDateOffsetDayType | ErlstOfstDayTyp | Added EP169 | ||
| 41824 | UnderlyingOptionExerciseEarliestDateOffsetPeriod | ErlstOfstPeriod | Conditionally required when UnderlyingOptionExerciseEarliestDateUnit(41825) is specified. | Added EP169 | |
| 41825 | UnderlyingOptionExerciseEarliestDateOffsetUnit | ErlstOfstUnit | Conditionally required when UnderlyingOptionExerciseEarliestDatePeriod(41824) is specified. | Added EP169 | |
| 41826 | UnderlyingOptionExerciseFrequencyPeriod | FreqPeriod | Conditinally required when UnderlyingOptionExerciseFrequencyUnit(41827) is specified. | Added EP169 | |
| 41827 | UnderlyingOptionExerciseFrequencyUnit | FreqUnit | Conditinally required when UnderlyingOptionExerciseFrequencyPeriod(41826) is specified. | Added EP169 | |
| 41828 | UnderlyingOptionExerciseStartDateUnadjusted | StartDtUnadj | Added EP169 | ||
| 41829 | UnderlyingOptionExerciseStartDateRelativeTo | StartDtReltv | Added EP169 | ||
| 41830 | UnderlyingOptionExerciseStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when UnderlyingOptionExerciseStartDateOffsetUnit(41831) is specified. | Added EP169 | |
| 41831 | UnderlyingOptionExerciseStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when UnderlyingOptionExerciseStartDateOffsetPeriod(41830) is specified. | Added EP169 | |
| 41832 | UnderlyingOptionExerciseStartDateOffsetDayType | StartDtOfstDayTyp | Added EP169 | ||
| 41833 | UnderlyingOptionExerciseStartDateAdjusted | StartDt | Added EP169 | ||
| 41834 | UnderlyingOptionExerciseSkip | Skip | Added EP169 | ||
| 41835 | UnderlyingOptionExerciseNominationDeadline | NomntnDdln | Added EP169 | ||
| 41836 | UnderlyingOptionExerciseFirstDateUnadjusted | FirstDtUnadj | Added EP169 | ||
| 41837 | UnderlyingOptionExerciseLastDateUnadjusted | LastDtUnadj | Added EP169 | ||
| 41838 | UnderlyingOptionExerciseEarliestTime | ErlstTm | Added EP169 | ||
| 41839 | UnderlyingOptionExerciseLatestTime | LtstTm | Added EP169 | ||
| 41840 | UnderlyingOptionExerciseTimeBusinessCenter | TmBizCtr | Added EP169 |
| end Component |
| Component(-) | UnderlyingOptionExerciseExpiration | Exp | Added EP169 |
| 41846 | UnderlyingOptionExerciseExpirationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise expiration dates. | Added EP169 |
| Component(-) | UnderlyingOptionExerciseExpirationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise expiration dates. | Added EP169 |
| Repeating Group 41844 | NoUnderlyingOptionExerciseExpirationDateBusinessCenters | Number of business centers in the repeating group. |
| 41845 | UnderlyingOptionExerciseExpirationDateBusinessCenter | Ctr | Required if NoUnderlyingOptionExerciseExpirationDateBusinessCenters(41844) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingOptionExerciseExpirationDateGrp | Dt | Added EP169 |
| Repeating Group 41856 | NoUnderlyingOptionExerciseExpirationDates | Number of fixed exercise expiration dates in the repeating group. |
| 41857 | UnderlyingOptionExerciseExpirationDate | Dt | Required if NoUnderlyingOptionExpirationDates(41856) > 0. | Added EP169 | |
| 41858 | UnderlyingOptionExerciseExpirationDateType | 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 |
| 41847 | UnderlyingOptionExerciseExpirationDateRelativeTo | Reltv | Added EP169 | ||
| 41848 | UnderlyingOptionExerciseExpirationDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetUnit(41849) is specified. | Added EP169 | |
| 41849 | UnderlyingOptionExerciseExpirationDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetPeriod(41848) is specified. | Added EP169 | |
| 41850 | UnderlyingOptionExerciseExpirationFrequencyPeriod | FreqPeriod | Conditionally required when UnderlyingOptionExerciseExpirationFrequencyUnit(41851) is specified. | Added EP169 | |
| 41851 | UnderlyingOptionExerciseExpirationFrequencyUnit | FreqUnit | Conditionally required when UnderlyingOptionExerciseExpirationFrequencyPeriod(41850) is specified. | Added EP169 | |
| 41852 | UnderlyingOptionExerciseExpirationRollConvention | Roll | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option exercise dates. | Added EP169 | |
| 41853 | UnderlyingOptionExerciseExpirationDateOffsetDayType | OfstDayTyp | Added EP169 | ||
| 41854 | UnderlyingOptionExerciseExpirationTime | Tm | Added EP169 | ||
| 41855 | UnderlyingOptionExerciseExpirationTimeBusinessCenter | TmBizCtr | Added EP169 |
| end Component |
| Component(-) | UnderlyingOptionExerciseMakeWholeProvision | MakeWhole | Added EP208 |
| 42888 | UnderlyingMakeWholeDate | Dt | Added EP208 | ||
| 42889 | UnderlyingMakeWholeAmount | Amt | Added EP208 | ||
| 42890 | UnderlyingMakeWholeBenchmarkCurveName | Name | Added EP208 | ||
| 42891 | UnderlyingMakeWholeBenchmarkCurvePoint | Point | Added EP208 | ||
| 42892 | UnderlyingMakeWholeRecallSpread | Spread | Added EP208 | ||
| 42893 | UnderlyingMakeWholeBenchmarkQuote | Qte | Added EP208 | ||
| 42894 | UnderlyingMakeWholeInterpolationMethod | IntrpltnMeth | Added EP208 |
| end Component |
| end Component |
| Component(-) | UnderlyingStreamGrp | Strm | Added EP161 |
| Repeating Group 40540 | NoUnderlyingStreams | Number of swap streams in the repeating group. |
| Component(-) | UnderlyingStreamCommodity | Cmdty | Added EP169 |
| 41964 | UnderlyingStreamCommodityBase | Base | Added EP169 | ||
| 41965 | UnderlyingStreamCommodityType | CmdtyTyp | Added EP169 | ||
| 41966 | UnderlyingStreamCommoditySecurityID | ID | Conditionally required when UnderlyingStreamCommoditySecurityIDSource(41967) is specified. | Added EP169 | |
| 41967 | UnderlyingStreamCommoditySecurityIDSource | Src | Conditionally required when UnderlyingStreamCommoditySecurityID(41966) is specified. | Added EP169 |
| Component(-) | UnderlyingStreamCommodityAltIDGrp | AID | Added EP169 |
| Repeating Group 41990 | NoUnderlyingStreamCommodityAltIDs | Number of alternate security identifers. |
| 41991 | UnderlyingStreamCommodityAltID | AltID | Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0. | Added EP169 | |
| 41992 | UnderlyingStreamCommodityAltIDSource | AltIDSrc | Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41968 | UnderlyingStreamCommodityDesc | Desc | Added EP169 | ||
| 41969 | EncodedUnderlyingStreamCommodityDescLen | EncDescLen | Must be set if EncodedUnderlyingStreamCommodityDesc(41970) field is specified and must immediately precede it. | Added EP169 | |
| 41970 | EncodedUnderlyingStreamCommodityDesc | EncDesc | Encoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc(41968) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 42589 | UnderlyingStreamCommodityDeliveryPricingRegion | 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(-) | UnderlyingStreamAssetAttributeGrp | AssetAttrib | Added EP169 |
| Repeating Group 41800 | NoUnderlyingStreamAssetAttributes | Number of asset attribute entries in the group. |
| 41801 | UnderlyingStreamAssetAttributeType | Typ | Required if NoUnderlyingStreamAssetAttributes(41800) > 0. | Added EP169 | |
| 41802 | UnderlyingStreamAssetAttributeValue | Val | Added EP169 | ||
| 41803 | UnderlyingStreamAssetAttributeLimit | Lmt | Added EP169 |
| end Repeating Group |
| end Component |
| 41971 | UnderlyingStreamCommodityUnitOfMeasure | UOM | Added EP169 | ||
| 41972 | UnderlyingStreamCommodityCurrency | Ccy | Added EP169 | ||
| 41973 | UnderlyingStreamCommodityExchange | Exch | Added EP169 | ||
| 41974 | UnderlyingStreamCommodityRateSource | RtSrc | Added EP169 | ||
| 41975 | UnderlyingStreamCommodityRateReferencePage | RefPg | Added EP169 | ||
| 41976 | UnderlyingStreamCommodityRateReferencePageHeading | RefHdng | Added EP169 | ||
| 41977 | UnderlyingStreamDataProvider | DataPrvdr | Added EP169 |
| Component(-) | UnderlyingStreamCommodityDataSourceGrp | DataSrc | Added EP169 |
| Repeating Group 41993 | NoUnderlyingStreamCommodityDataSources | Number of commodity data sources in the repeating group. |
| 41994 | UnderlyingStreamCommodityDataSourceID | ID | Required if NoUnderlyingStreamCommodityDataSources(41993) > 0. | Added EP169 | |
| 41995 | UnderlyingStreamCommodityDataSourceIDType | Typ | Required if NoUnderlyingStreamCommodityDataSources(41993) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41978 | UnderlyingStreamCommodityPricingType | PxngTyp | Added EP169 | ||
| 41979 | UnderlyingStreamCommodityNearbySettlDayPeriod | Period | Conditionally required when UnderlyingStreamCommodityNearbySettlDayUnit(41980) is specified. | Added EP169 | |
| 41980 | UnderlyingStreamCommodityNearbySettlDayUnit | Unit | Conditionally required when UnderlyingStreamCommodityNearbySettlDayPeriod(41979) is specified. | Added EP169 | |
| 41981 | UnderlyingStreamCommoditySettlDateUnadjusted | DtUnadj | Added EP169 | ||
| 41982 | UnderlyingStreamCommoditySettlDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying settlement dates. | Added EP169 |
| Component(-) | UnderlyingStreamCommoditySettlBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the settlement dates. | Added EP169 |
| Repeating Group 41962 | NoUnderlyingStreamCommoditySettlBusinessCenters | Number of business centers in the repeating group. |
| 41963 | UnderlyingStreamCommoditySettlBusinessCenter | Ctr | Required if NoUnderlyingStreamCommoditySettlBusinessCenters(41962) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41983 | UnderlyingStreamCommoditySettlDateAdjusted | Dt | Added EP169 | ||
| 41984 | UnderlyingStreamCommoditySettlMonth | Mo | Added EP169 | ||
| 41985 | UnderlyingStreamCommoditySettlDateRollPeriod | RollPeriod | Conditionally required when UnderlyingStreamCommoditySettlDateRollUnit(41986) is specified. | Added EP169 | |
| 41986 | UnderlyingStreamCommoditySettlDateRollUnit | RollUnit | Conditionally required when UnderlyingStreamCommoditySettlDateRollPeriod(41985) is specified. | Added EP169 | |
| 41987 | UnderlyingStreamCommoditySettlDayType | DayTyp | Added EP169 |
| Component(-) | UnderlyingStreamCommoditySettlPeriodGrp | SettlPeriod | Added EP169 |
| Repeating Group 42002 | NoUnderlyingStreamCommoditySettlPeriods | Number of commodity settlement periods in the repeating group. |
| 42003 | UnderlyingStreamCommoditySettlCountry | Ctry | Required if NoUnderlyingStreamCommoditySettlPeriods(42002) > 0. | Added EP169 | |
| 42004 | UnderlyingStreamCommoditySettlTimeZone | TZ | Added EP169 | ||
| 42005 | UnderlyingStreamCommoditySettlFlowType | FlowTyp | Added EP169 | ||
| 42006 | UnderlyingStreamCommoditySettlPeriodNotional | Notl | Added EP169 | ||
| 42007 | UnderlyingStreamCommoditySettlPeriodNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 42008 | UnderlyingStreamCommoditySettlPeriodFrequencyPeriod | FreqPeriod | Conditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyUnit(42009) is specified. | Added EP169 | |
| 42009 | UnderlyingStreamCommoditySettlPeriodFrequencyUnit | FreqUnit | Conditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyPeriod(42008) is specified. | Added EP169 | |
| 42010 | UnderlyingStreamCommoditySettlPeriodPrice | Px | Added EP169 | ||
| 42011 | UnderlyingStreamCommoditySettlPeriodPriceUnitOfMeasure | PxUOM | Added EP169 | ||
| 42012 | UnderlyingStreamCommoditySettlPeriodPriceCurrency | PxCcy | Added EP169 | ||
| 42013 | UnderlyingStreamCommoditySettlHolidaysProcessingInstruction | Holidays | Added EP169 |
| Component(-) | UnderlyingStreamCommoditySettlDayGrp | Day | Added EP169 |
| Repeating Group 41996 | NoUnderlyingStreamCommoditySettlDays | Number of days in the repeating group. |
| 41997 | UnderlyingStreamCommoditySettlDay | Day | Required if NoUnderlyingStreamCommoditySettlDays(41996) > 0. | Added EP169 | |
| 41998 | UnderlyingStreamCommoditySettlTotalHours | TotHrs | Added EP169 |
| Component(-) | UnderlyingStreamCommoditySettlTimeGrp | Tm | Added EP169 |
| Repeating Group 41999 | NoUnderlyingStreamCommoditySettlTimes | Number of hour ranges in the repeating group. |
| 42000 | UnderlyingStreamCommoditySettlStart | Start | Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0. | Added EP169 | |
| 42001 | UnderlyingStreamCommoditySettlEnd | End | Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0. | Added EP169 | |
| 41936 | UnderlyingStreamCommoditySettlTimeType | 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 |
| 42014 | UnderlyingStreamCommoditySettlPeriodXID | XID | Added EP169 | ||
| 42015 | UnderlyingStreamCommoditySettlPeriodXIDRef | XIDRef | Added EP169 |
| end Repeating Group |
| end Component |
| 41988 | UnderlyingStreamCommodityXID | XID | Added EP169 | ||
| 41989 | UnderlyingStreamCommodityXIDRef | XIDRef | Added EP169 |
| end Component |
| Component(-) | UnderlyingStreamEffectiveDate | EfctvDt | Added EP161 |
| 40057 | UnderlyingStreamEffectiveDateUnadjusted | DtUnadj | Added EP161 | ||
| 40058 | UnderlyingStreamEffectiveDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's stream effective dates. | Added EP161 |
| Component(-) | UnderlyingStreamEffectiveDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's stream effective dates. | Added EP161 |
| Repeating Group 40975 | NoUnderlyingStreamEffectiveDateBusinessCenters | Number of business centers in the repeating group. |
| 40059 | UnderlyingStreamEffectiveDateBusinessCenter | Ctr | Required if NoUnderlyingStreamEffectiveDateBusinessCenters(40975) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40060 | UnderlyingStreamEffectiveDateRelativeTo | Reltv | Added EP161 | ||
| 40061 | UnderlyingStreamEffectiveDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingStreamEffectiveDateOffsetUnit(40062) is specified. | Added EP161 | |
| 40062 | UnderlyingStreamEffectiveDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingStreamEffectiveDateOffsetPeriod(40061) is specified. | Added EP161 | |
| 40063 | UnderlyingStreamEffectiveDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40064 | UnderlyingStreamEffectiveDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | UnderlyingStreamTerminationDate | TrmtnDt | Added EP161 |
| 40548 | UnderlyingStreamTerminationDateUnadjusted | DtUnadj | Added EP161 | ||
| 40549 | UnderlyingStreamTerminationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's termination date of the stream. | Added EP161 |
| Component(-) | UnderlyingStreamTerminationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's termination date of the stream. | Added EP161 |
| Repeating Group 40976 | NoUnderlyingStreamTerminationDateBusinessCenters | Number of business centers in the repeating group. |
| 40550 | UnderlyingStreamTerminationDateBusinessCenter | Ctr | Required if NoUnderlyingStreamTerminationDateBusinessCenters(40976) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40551 | UnderlyingStreamTerminationDateRelativeTo | Reltv | Added EP161 | ||
| 40552 | UnderlyingStreamTerminationDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingStreamTerminationDateOffsetUnit(40553) is specified. | Added EP161 | |
| 40553 | UnderlyingStreamTerminationDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingPaymentTerminationDateOffsetPeriod(40552) is specified. | Added EP161 | |
| 40554 | UnderlyingStreamTerminationDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40555 | UnderlyingStreamTerminationDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | UnderlyingStreamCalculationPeriodDates | CalcDts | Added EP161 |
| 41957 | UnderlyingStreamCalculationPeriodDatesXID | XID | Added EP169 | ||
| 41958 | UnderlyingStreamCalculationPeriodDatesXIDRef | XIDRef | Added EP169 | ||
| 40556 | UnderlyingStreamCalculationPeriodBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates. | Added EP161 Updated EP169 |
| Component(-) | UnderlyingStreamCalculationPeriodBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates. | Added EP161 |
| Repeating Group 40973 | NoUnderlyingStreamCalculationPeriodBusinessCenters | Number of business centers in the repeating group. |
| 40557 | UnderlyingStreamCalculationPeriodBusinessCenter | Ctr | Required if NoUnderlyingStreamCalculationPeriodBusinessCenters(40973) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingStreamCalculationPeriodDateGrp | CalcDt | Added EP169 |
| Repeating Group 41954 | NoUnderlyingStreamCalculationPeriodDates | Number of calculation period dates in the repeating group. |
| 41955 | UnderlyingStreamCalculationPeriodDate | Dt | Required if NoUnderlyingStreamCalculationPeriodDates(41954) > 0. | Added EP169 | |
| 41956 | UnderlyingStreamCalculationPeriodDateType | 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 |
| 40558 | UnderlyingStreamFirstPeriodStartDateUnadjusted | FirstStartDtUnadj | Added EP161 | ||
| 40559 | UnderlyingStreamFirstPeriodStartDateBusinessDayConvention | FirstStartDtBizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates. | Added EP161 |
| Component(-) | UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp | FirstStartDtBizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates. | Added EP161 |
| Repeating Group 40974 | NoUnderlyingStreamFirstPeriodStartDateBusinessCenters | Number of business centers in the repeating group. |
| 40560 | UnderlyingStreamFirstPeriodStartDateBusinessCenter | FirstStartDtBizCtr | Required if NoUnderlyginstreamFirstPeriodStartDateBusinessCenters(40974) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40561 | UnderlyingStreamFirstPeriodStartDateAdjusted | FirstStartDt | Added EP161 | ||
| 40562 | UnderlyingStreamFirstRegularPeriodStartDateUnadjusted | FirstReglrStartDtUnadj | Added EP161 | ||
| 40563 | UnderlyingStreamFirstCompoundingPeriodEndDateUnadjusted | FirstCmpndgEndDtUnadj | Added EP161 | ||
| 40564 | UnderlyingStreamLastRegularPeriodEndDateUnadjusted | LastReglrEndDtUnadj | Added EP161 | ||
| 40565 | UnderlyingStreamCalculationFrequencyPeriod | FreqPeriod | Conditionally required when UnderyingStreamCalculationFrequencyUnit(40566) is specified. | Added EP161 | |
| 40566 | UnderlyingStreamCalculationFrequencyUnit | FreqUnit | Conditionally required when UnderlyingStreamCalculationFrequencyPeriod(40565) is specified. | Added EP161 | |
| 40567 | UnderlyingStreamCalculationRollConvention | Roll | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates. | Added EP161 | |
| 41959 | UnderlyingStreamCalculationBalanceOfFirstPeriod | BalFirst | Added EP169 | ||
| 41960 | UnderlyingStreamCalculationCorrectionPeriod | CrrctnPeriod | Conditionally required when UnderlyingStreamCalculationCorrectionUnit(41961) is specified. | Added EP169 | |
| 41961 | UnderlyingStreamCalculationCorrectionUnit | CrrctnUnit | Conditionally required when UnderlyingStreamCalculationCorrectionPeriod(41960) is specified. | Added EP169 |
| end Component |
| Component(-) | UnderlyingPaymentStream | PmtStrm | Added EP161 |
| Component(-) | UnderlyingPaymentStreamPaymentDates | PmtDts | Added EP161 |
| 40581 | UnderlyingPaymentStreamPaymentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's payment dates. | Added EP161 |
| Component(-) | UnderlyingPaymentStreamPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's payment dates. | Added EP161 |
| Repeating Group 40969 | NoUnderlyingPaymentStreamPaymentDateBusinessCenters | Number of business centers in the repeating group. |
| 40582 | UnderlyingPaymentStreamPaymentDateBusinessCenter | Ctr | Required if NoUnderlyingPaymentStreamPaymentDateBusinessCenters(40969) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingPaymentStreamPaymentDateGrp | PmtDt | Added EP169 |
| Repeating Group 41937 | NoUnderlyingPaymentStreamPaymentDates | Number of payment dates in the repeating group. |
| 41938 | UnderlyingPaymentStreamPaymentDate | Dt | Required if NoUnderlyingPaymentStreamPaymentDates(41937) > 0. | Added EP169 | |
| 41939 | UnderlyingPaymentStreamPaymentDateType | 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 |
| 40583 | UnderlyingPaymentStreamPaymentFrequencyPeriod | FreqPeriod | Conditionally required when UnderlyingPaymentStreamPaymentFrequencyUnit(40584) is specified. | Added EP161 | |
| 40584 | UnderlyingPaymentStreamPaymentFrequencyUnit | FreqUnit | Conditionally required when UnderlyingPaymentStreamPaymentFrequencyPeriod(40583) is specified. | Added EP161 | |
| 40585 | UnderlyingPaymentStreamPaymentRollConvention | Roll | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates. | Added EP161 | |
| 40586 | UnderlyingPaymentStreamFirstPaymentDateUnadjusted | FirstDtUnadj | Added EP161 | ||
| 40587 | UnderlyingPaymentStreamLastRegularPaymentDateUnadjusted | LastReglrDtUnadj | Added EP161 | ||
| 40588 | UnderlyingPaymentStreamPaymentDateRelativeTo | Reltv | Added EP161 | ||
| 40589 | UnderlyingPaymentStreamPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingPaymentStreamPaymentOffsetUnit(40590) is specified. | Added EP161 | |
| 40590 | UnderlyingPaymentStreamPaymentDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingPaymentStreamPaymentOffsetPeriod(40589) is specified. | Added EP161 | |
| 40591 | UnderlyingPaymentStreamPaymentDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 41940 | UnderlyingPaymentStreamMasterAgreementPaymentDatesIndicator | MADts | Added EP169 |
| Component(-) | UnderlyingPaymentStreamFinalPricePaymentDate | FnlPxPmt | Added EP208 |
| 42949 | UnderlyingPaymentStreamFinalPricePaymentDateUnadjusted | DtUnadj | Added EP208 | ||
| 42950 | UnderlyingPaymentStreamFinalPricePaymentDateRelativeTo | Reltv | Added EP208 | ||
| 42951 | UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit(42952) is specified. | Added EP208 | |
| 42952 | UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod(42951) is specified. | Added EP208 | |
| 42953 | UnderlyingPaymentStreamFinalPricePaymentDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42954 | UnderlyingPaymentStreamFinalPricePaymentDateAdjusted | Dt | Added EP208 |
| end Component |
| end Component |
| Component(-) | UnderlyingPaymentStreamResetDates | ResetDts | Added EP161 |
| 40592 | UnderlyingPaymentStreamResetDateRelativeTo | Reltv | Added EP161 | ||
| 40593 | UnderlyingPaymentStreamResetDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. | Added EP161 |
| Component(-) | UnderlyingPaymentStreamResetDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. | Added EP161 |
| Repeating Group 40970 | NoUnderlyingPaymentStreamResetDateBusinessCenters | Number of business centers in the repeating group. |
| 40594 | UnderlyingPaymentStreamResetDateBusinessCenter | Ctr | Required if NoUnderlyingPaymentStreamResetDateBusinessCenters(40970) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40595 | UnderlyingPaymentStreamResetFrequencyPeriod | FreqPeriod | Conditionally required when UnderlyingPaymentStreamResetFrequencyUnit(40596) is specified. | Added EP161 | |
| 40596 | UnderlyingPaymentStreamResetFrequencyUnit | FreqUnit | Conditionally required when UnderlyingPaymentStreamResetFrequencyPeriod(40595) is specified. | Added EP161 | |
| 40597 | UnderlyingPaymentStreamResetWeeklyRollConvention | WklyRoll | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the reset dates. | Added EP161 | |
| 40598 | UnderlyingPaymentStreamInitialFixingDateRelativeTo | InitReltv | Added EP161 | ||
| 40599 | UnderlyingPaymentStreamInitialFixingDateBusinessDayConvention | InitBizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. | Added EP161 |
| Component(-) | UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp | InitBizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. | Added EP161 |
| Repeating Group 40971 | NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters | Number of business centers in the repeating group. |
| 40600 | UnderlyingPaymentStreamInitialFixingDateBusinessCenter | Ctr | Required if NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters(40971) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40601 | UnderlyingPaymentStreamInitialFixingDateOffsetPeriod | InitPeriod | Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetUnit(40602) is specified. | Added EP161 | |
| 40602 | UnderlyingPaymentStreamInitialFixingDateOffsetUnit | InitUnit | Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetPeriod(40601) is specified. | Added EP161 | |
| 40603 | UnderlyingPaymentStreamInitialFixingDateOffsetDayType | InitDayTyp | Added EP161 | ||
| 40604 | UnderlyingPaymentStreamInitialFixingDateAdjusted | InitDt | Added EP161 | ||
| 40605 | UnderlyingPaymentStreamFixingDateRelativeTo | FixngReltv | Added EP161 | ||
| 40606 | UnderlyingPaymentStreamFixingDateBusinessDayConvention | FixngBizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. | Added EP161 |
| Component(-) | UnderlyingPaymentStreamFixingDateBusinessCenterGrp | FixngBizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. | Added EP161 |
| Repeating Group 40972 | NoUnderlyingPaymentStreamFixingDateBusinessCenters | Number of business centers in the repeating group. |
| 40607 | UnderlyingPaymentStreamFixingDateBusinessCenter | Ctr | Required if NoUnderlyingPaymentStreamFixingDateBusinessCenters(40972) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40608 | UnderlyingPaymentStreamFixingDateOffsetPeriod | FixngPeriod | Conditionally required when UnderlyingPaymentStreamFixingDateOffsetUnit(40609) is specified. | Added EP161 | |
| 40609 | UnderlyingPaymentStreamFixingDateOffsetUnit | FixngUnit | Conditionally required when UnderlyingPaymentStreamFixingDateOffsetPeriod(40608) is specified. | Added EP161 | |
| 40610 | UnderlyingPaymentStreamFixingDateOffsetDayType | FixngDayTyp | Added EP161 | ||
| 40611 | UnderlyingPaymentStreamFixingDateAdjusted | FixngDt | Added EP161 | ||
| 40612 | UnderlyingPaymentStreamRateCutoffDateOffsetPeriod | CutoffPeriod | Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetUnit(40613) is specified. | Added EP161 Updated EP208 | |
| 40613 | UnderlyingPaymentStreamRateCutoffDateOffsetUnit | CutoffUnit | Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetPeriod(40612) is specified. | Added EP161 Updated EP208 | |
| 40614 | UnderlyingPaymentStreamRateCutoffDateOffsetDayType | CutoffDayTyp | Added EP161 |
| Component(-) | UnderlyingPaymentStreamFixingDateGrp | FixngDt | Added EP208 |
| Repeating Group 42955 | NoUnderlyingPaymentStreamFixingDates | Number of fixing dates in the repeating group. |
| 42956 | UnderlyingPaymentStreamFixingDate | Dt | Required if NoUnderlyingPaymentStreamFixingDates(42955) > 0. | Added EP208 | |
| 42957 | UnderlyingPaymentStreamFixingDateType | 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(-) | UnderlyingPaymentStreamFixedRate | Fixed | Added EP161 |
| 40615 | UnderlyingPaymentStreamRate | Rt | Mutually exclusive with UnderlyingPaymentStreamFixedAmount(40616). | Added EP161 | |
| 40616 | UnderlyingPaymentStreamFixedAmount | Amt | Mutually exclusive with UnderlyingPaymentStreamRate(40615). | Added EP161 | |
| 40617 | UnderlyingPaymentStreamRateOrAmountCurrency | Ccy | Added EP161 | ||
| 41904 | UnderlyingPaymentStreamFixedAmountUnitOfMeasure | FixedAmtUOM | Added EP169 | ||
| 41905 | UnderlyingPaymentStreamTotalFixedAmount | FixedAmt | Added EP169 | ||
| 40618 | UnderlyingPaymentStreamFutureValueNotional | FutValNotl | Added EP161 | ||
| 40619 | UnderlyingPaymentStreamFutureValueDateAdjusted | FutValDt | Added EP161 | ||
| 41906 | UnderlyingPaymentStreamWorldScaleRate | WorldScaleRt | Added EP169 | ||
| 41907 | UnderlyingPaymentStreamContractPrice | CtrctPx | Added EP169 | ||
| 41908 | UnderlyingPaymentStreamContractPriceCurrency | CtrctPxCcy | Added EP169 |
| end Component |
| Component(-) | UnderlyingPaymentStreamFloatingRate | Float | Added EP161 |
| 40620 | UnderlyingPaymentStreamRateIndex | Ndx | Added EP161 | ||
| 40621 | UnderlyingPaymentStreamRateIndexSource | NdxSrc | Added EP161 | ||
| 43092 | UnderlyingPaymentStreamRateIndexID | NdxID | Conditionally required when UnderlyingPaymentStreamRateIndexIDSource(43093) is specified. | Added EP235 | |
| 43093 | UnderlyingPaymentStreamRateIndexIDSource | NdxIDSrc | Conditionally required when UnderlyingPaymentStreamRateIndexID(43092) is specified. | Added EP235 | |
| 40622 | UnderlyingPaymentStreamRateIndexCurveUnit | NdxUnit | Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod(40623) is specified. | Added EP161 | |
| 40623 | UnderlyingPaymentStreamRateIndexCurvePeriod | NdxPeriod | Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit(40622) is specified. | Added EP161 | |
| 41911 | UnderlyingPaymentStreamRateIndex2CurveUnit | Ndx2Unit | Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod2(41912) is specified. | Added EP169 | |
| 41912 | UnderlyingPaymentStreamRateIndex2CurvePeriod | Ndx2Period | Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit2(41911) is specified. | Added EP169 | |
| 41913 | UnderlyingPaymentStreamRateIndexLocation | NdxLctn | Added EP169 | ||
| 41914 | UnderlyingPaymentStreamRateIndexLevel | NdxLvl | Added EP169 | ||
| 41915 | UnderlyingPaymentStreamRateIndexUnitOfMeasure | NdxUOM | Added EP169 | ||
| 41916 | UnderlyingPaymentStreamSettlLevel | SettlLvl | Added EP169 | ||
| 41917 | UnderlyingPaymentStreamReferenceLevel | RefLvl | Added EP169 | ||
| 41918 | UnderlyingPaymentStreamReferenceLevelUnitOfMeasure | RefUOM | Added EP169 | ||
| 41919 | UnderlyingPaymentStreamReferenceLevelEqualsZeroIndicator | RefLvlZero | Added EP169 | ||
| 40624 | UnderlyingPaymentStreamRateMultiplier | RtMult | Added EP161 | ||
| 40625 | UnderlyingPaymentStreamRateSpread | Spread | Added EP161 | ||
| 41920 | UnderlyingPaymentStreamRateSpreadCurrency | SpreadCcy | Added EP169 | ||
| 41921 | UnderlyingPaymentStreamRateSpreadUnitOfMeasure | SpreadUOM | Added EP169 | ||
| 41922 | UnderlyingPaymentStreamRateConversionFactor | RtFctr | Added EP169 | ||
| 41923 | UnderlyingPaymentStreamRateSpreadType | SpreadTyp | Added EP169 | ||
| 40626 | UnderlyingPaymentStreamRateSpreadPositionType | SpreadPosTyp | Added EP161 | ||
| 40627 | UnderlyingPaymentStreamRateTreatment | RtTrtmt | Added EP161 | ||
| 40628 | UnderlyingPaymentStreamCapRate | CapRt | Added EP161 | ||
| 40629 | UnderlyingPaymentStreamCapRateBuySide | CapRtBuy | Added EP161 | ||
| 40630 | UnderlyingPaymentStreamCapRateSellSide | CapRtSell | Added EP161 | ||
| 40631 | UnderlyingPaymentStreamFloorRate | FlrRt | Added EP161 | ||
| 40632 | UnderlyingPaymentStreamFloorRateBuySide | FlrRtBuy | Added EP161 | ||
| 40633 | UnderlyingPaymentStreamFloorRateSellSide | FlrRtSell | Added EP161 | ||
| 40634 | UnderlyingPaymentStreamInitialRate | InitRt | Added EP161 | ||
| 41924 | UnderlyingPaymentStreamLastResetRate | LastResetRt | Added EP169 | ||
| 41925 | UnderlyingPaymentStreamFinalRate | FnlRt | Added EP169 | ||
| 40635 | UnderlyingPaymentStreamFinalRateRoundingDirection | FnlRtRndDirctn | Added EP161 | ||
| 40636 | UnderlyingPaymentStreamFinalRatePrecision | FnlRtPrcsn | Added EP161 | ||
| 40637 | UnderlyingPaymentStreamAveragingMethod | AvgngMeth | Added EP161 | ||
| 40638 | UnderlyingPaymentStreamNegativeRateTreatment | NegtvRtTrtmt | Added EP161 | ||
| 41926 | UnderlyingPaymentStreamCalculationLagPeriod | CalcLagPeriod | Conditionally required when UnderlyingPaymentStreamCalculationLagUnit(41927) is specified. | Added EP169 | |
| 41927 | UnderlyingPaymentStreamCalculationLagUnit | CalcLagUnit | Conditionally required when UnderlyingPaymentStreamCalculationLagPeriod(41926) is specified. | Added EP169 | |
| 42958 | UnderlyingPaymentStreamFirstObservationDateUnadjusted | FirstObsvtnDtUnadj | Added EP208 | ||
| 42959 | UnderlyingPaymentStreamFirstObservationDateRelativeTo | FirstObsvtnReltv | Added EP208 | ||
| 42960 | UnderlyingPaymentStreamFirstObservationDateOffsetDayType | FirstObsvtnOfstDayTyp | Added EP208 | ||
| 41928 | UnderlyingPaymentStreamFirstObservationDateOffsetPeriod | FirstObsvtnOfstPeriod | Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetUnit(41929) is specified. | Added EP169 | |
| 41929 | UnderlyingPaymentStreamFirstObservationDateOffsetUnit | FirstObsvtnOfstUnit | Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetPeriod(41928) is specified. | Added EP169 | |
| 42961 | UnderlyingPaymentStreamFirstObservationDateAdjusted | FirstObsvtnDt | Added EP208 | ||
| 41930 | UnderlyingPaymentStreamPricingDayType | PxngDayTyp | Added EP169 | ||
| 41931 | UnderlyingPaymentStreamPricingDayDistribution | PxngDayDistrib | Added EP169 | ||
| 41932 | UnderlyingPaymentStreamPricingDayCount | PxngDayCnt | Added EP169 | ||
| 41933 | UnderlyingPaymentStreamPricingBusinessCalendar | PxngClndr | Added EP169 | ||
| 41934 | UnderlyingPaymentStreamPricingBusinessDayConvention | PxngBizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of pricing dates. | Added EP169 |
| Component(-) | UnderlyingPaymentStreamPricingBusinessCenterGrp | PxngBizCtr | Added EP169 |
| Repeating Group 41909 | NoUnderlyingPaymentStreamPricingBusinessCenters | Number of business centers in the repeating group. |
| 41910 | UnderlyingPaymentStreamPricingBusinessCenter | Ctr | Required if NoUnderlyingPaymentStreamPricingBusinessCenters(41909) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingPaymentStreamPricingDayGrp | PxngDay | Added EP169 |
| Repeating Group 41944 | NoUnderlyingPaymentStreamPricingDays | Number of pricing days in the repeating group. |
| 41945 | UnderlyingPaymentStreamPricingDayOfWeek | DayOfWk | Required if NoUnderlyingPaymentStreamPricingDays(41944) > 0. | Added EP169 | |
| 41946 | UnderlyingPaymentStreamPricingDayNumber | DayNum | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingPaymentStreamPricingDateGrp | PxngDt | Added EP169 |
| Repeating Group 41941 | NoUnderlyingPaymentStreamPricingDates | Number of pricing dates in the repeating group. |
| 41942 | UnderlyingPaymentStreamPricingDate | Dt | Required if NoUnderlyingPaymentStreamPricingDates(41941) > 0. | Added EP169 | |
| 41943 | UnderlyingPaymentStreamPricingDateType | 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 |
| 40639 | UnderlyingPaymentStreamInflationLagPeriod | LagPeriod | Conditionally required when UnderlyingPaymentStreamInflationLagUnit(40640) is specified. | Added EP161 | |
| 40640 | UnderlyingPaymentStreamInflationLagUnit | LagUnit | Conditionally required when UnderlyingPaymentStreamInflationLagPeriod(40639) is specified. | Added EP161 | |
| 40641 | UnderlyingPaymentStreamInflationLagDayType | LagDayTyp | Added EP161 | ||
| 40642 | UnderlyingPaymentStreamInflationInterpolationMethod | IntrpltnMeth | Added EP161 | ||
| 40643 | UnderlyingPaymentStreamInflationIndexSource | InfltnNdxSrc | Added EP161 | ||
| 40644 | UnderlyingPaymentStreamInflationPublicationSource | PublctnSrc | Added EP161 | ||
| 40645 | UnderlyingPaymentStreamInflationInitialIndexLevel | InitLvl | Added EP161 | ||
| 40646 | UnderlyingPaymentStreamInflationFallbackBondApplicable | FallbckBond | Added EP161 | ||
| 40647 | UnderlyingPaymentStreamFRADiscounting | FRADisc | Added EP161 | ||
| 42962 | UnderlyingPaymentStreamUnderlierRefID | UndlrRefID | Added EP208 |
| Component(-) | UnderlyingPaymentStreamFormula | Frmla | Added EP208 |
| 42978 | UnderlyingPaymentStreamFormulaCurrency | Ccy | Added EP208 | ||
| 42979 | UnderlyingPaymentStreamFormulaCurrencyDeterminationMethod | CcyDtrmnMeth | Added EP208 | ||
| 42980 | UnderlyingPaymentStreamFormulaReferenceAmount | RefAmt | Added EP208 |
| Component(-) | UnderlyingPaymentStreamFormulaMathGrp | Math | Added EP208 |
| Repeating Group 42981 | NoUnderlyingPaymentStreamFormulas | Number of formulas in the repeating group. |
| 43111 | UnderlyingPaymentStreamFormulaLength | Required if NoUnderlyingPaymentStreamFormulas(42981) > 0 | Added EP259 | ||
| 42982 | UnderlyingPaymentStreamFormula | Frmla | Required if NoUnderlyingPaymentStreamFormulas(42981) > 0. | Added EP208 | |
| 42983 | UnderlyingPaymentStreamFormulaDesc | Desc | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingPaymentStreamFormulaImage | Img | Added EP208 |
| 42947 | UnderlyingPaymentStreamFormulaImageLength | FrmlaImgLen | Conditionally required when UnderlyingPaymentStreamFormulaImage(42948) is specified. | Added EP208 | |
| 42948 | UnderlyingPaymentStreamFormulaImage | FrmlaImg | Conditionally required when UnderlyingPaymentStreamFormulaImageLength(42947) is specified. | Added EP208 |
| end Component |
| end Component |
| Component(-) | UnderlyingDividendConditions | DividendConds | Added EP208 |
| 42826 | UnderlyingDividendReinvestmentIndicator | RnvstmntInd | Added EP208 | ||
| 42827 | UnderlyingDividendEntitlementEvent | EntlmntEvnt | Added EP208 | ||
| 42828 | UnderlyingDividendAmountType | AmtTyp | Added EP208 | ||
| 42829 | UnderlyingDividendUnderlierRefID | UndlrRefID | Added EP208 |
| Component(-) | UnderlyingDividendPeriodGrp | Period | Added EP208 |
| Repeating Group 42862 | NoUnderlyingDividendPeriods | Number of entries in the UnderlyingDividendPeriodGrp component. |
| 42863 | UnderlyingDividendPeriodSequence | Seq | Required if NoUnderlyingDividendPeriods(42862) > 0. | Added EP208 | |
| 42864 | UnderlyingDividendPeriodStartDateUnadjusted | StartDtUnadj | Added EP208 | ||
| 42865 | UnderlyingDividendPeriodEndDateUnadjusted | EndDtUnadj | Added EP208 | ||
| 42866 | UnderlyingDividendPeriodUnderlierRefID | UndlrRefID | When specified, this overrides UnderlyingDividendUnderlierRefID(42829). The specified value would be specific to this dividend period instance. | Added EP208 | |
| 42867 | UnderlyingDividendPeriodStrikePrice | StrkPx | Added EP208 | ||
| 42868 | UnderlyingDividendPeriodBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this dividend period instance. | Added EP208 |
| Component(-) | UnderlyingDividendPeriodBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this dividend period instance. | Added EP208 |
| Repeating Group 42882 | NoUnderlyingDividendPeriodBusinessCenters | Number of entries in UnderlyingDividendPeriodBusinessCenterGrp. |
| 42883 | UnderlyingDividendPeriodBusinessCenter | Ctr | Required if NoUnderlyingDividendPeriodBusinessCenters(42882) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42869 | UnderlyingDividendPeriodValuationDateUnadjusted | ValDtUnadj | Added EP208 | ||
| 42870 | UnderlyingDividendPeriodValuationDateRelativeTo | ValDtReltv | Added EP208 | ||
| 42871 | UnderlyingDividendPeriodValuationDateOffsetPeriod | ValDtOfstPeriod | Conditionally required when UnderlyingDividendPeriodValuationDateOffsetUnit(42872) is specified. | Added EP208 | |
| 42872 | UnderlyingDividendPeriodValuationDateOffsetUnit | ValDtOfstUnit | Conditionally required when UnderlyingDividendPeriodValuationDateOffsetPeriod(42871) is specified. | Added EP208 | |
| 42873 | UnderlyingDividendPeriodValuationDateOffsetDayType | ValDtOfstDayTyp | Added EP208 | ||
| 42874 | UnderlyingDividendPeriodValuationDateAdjusted | ValDt | Added EP208 | ||
| 42875 | UnderlyingDividendPeriodPaymentDateUnadjusted | PmtDtUnadj | Added EP208 | ||
| 42876 | UnderlyingDividendPeriodPaymentDateRelativeTo | PmtDtReltv | Added EP208 | ||
| 42877 | UnderlyingDividendPeriodPaymentDateOffsetPeriod | PmtDtOfstPeriod | Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetUnit(42878) is specified. | Added EP208 | |
| 42878 | UnderlyingDividendPeriodPaymentDateOffsetUnit | PmtDtOfstUnit | Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetPeriod(42877) is specified. | Added EP208 | |
| 42879 | UnderlyingDividendPeriodPaymentDateOffsetDayType | PmtDtOfstDayTyp | Added EP208 | ||
| 42880 | UnderlyingDividendPeriodPaymentDateAdjusted | PmtDt | Added EP208 | ||
| 42881 | UnderlyingDividendPeriodXID | XID | Added EP208 |
| end Repeating Group |
| end Component |
| 42830 | UnderlyingExtraordinaryDividendPartySide | ExtrordSide | Added EP208 | ||
| 42831 | UnderlyingExtraordinaryDividendAmountType | ExtrordAmtTyp | Added EP208 | ||
| 42832 | UnderlyingExtraordinaryDividendCurrency | ExtrordCcy | Added EP208 | ||
| 42833 | UnderlyingExtraordinaryDividendDeterminationMethod | ExtrordDtrmnMeth | Added EP208 |
| Component(-) | UnderlyingDividendFXTriggerDate | FXTrgrDt | Added EP208 |
| 42846 | UnderlyingDividendFXTriggerDateRelativeTo | Reltv | Added EP208 | ||
| 42847 | UnderlyingDividendFXTriggerDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingDividendFXTriggerDateOffsetUnit(42848) is specified. | Added EP208 | |
| 42848 | UnderlyingDividendFXTriggerDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingDividendFXTriggerDateOffsetPeriod(42847) is specified. | Added EP208 | |
| 42849 | UnderlyingDividendFXTriggerDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42850 | UnderlyingDividendFXTriggerDateUnadjusted | DtUnadj | Added EP208 | ||
| 42851 | UnderlyingDividendFXTriggerDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendFXTriggerDate. | Added EP208 |
| Component(-) | UnderlyingDividendFXTriggerDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendFXTriggerDate. | Added EP208 |
| Repeating Group 42853 | NoUnderlyingDividendFXTriggerDateBusinessCenters | Number of entries in the UnderlyingDividendFXTriggerDateBusinessCenterGrp. |
| 42854 | UnderlyingDividendFXTriggerDateBusinessCenter | Ctr | Required if NoUnderlyingDividendFXTriggerDateBusinessCenters(42853) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42852 | UnderlyingDividendFXTriggerDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | UnderlyingDividendAccrualFloatingRate | AcrlFloat | Added EP208 |
| end Component |
| 42834 | UnderlyingDividendAccrualFixedRate | AcrlFixedRt | Added EP208 |
| Component(-) | UnderlyingDividendAccrualPaymentDate | AcrlPmtDt | Added EP208 |
| 42819 | UnderlyingDividendAccrualPaymentDateRelativeTo | Reltv | Added EP208 | ||
| 42820 | UnderlyingDividendAccrualPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetUnit(42821) is specified. | Added EP208 | |
| 42821 | UnderlyingDividendAccrualPaymentDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetPeriod(42820) is specified. | Added EP208 | |
| 42822 | UnderlyingDividendAccrualPaymentDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42823 | UnderlyingDividendAccrualPaymentDateUnadjusted | DtUnadj | Added EP208 | ||
| 42824 | UnderlyingDividendAccrualPaymentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendAccrualPaymentDate. | Added EP208 |
| Component(-) | UnderlyingDividendAccrualPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendAccrualPaymentDate. | Added EP208 |
| Repeating Group 42799 | NoUnderlyingDividendAccrualPaymentDateBusinessCenters | Number of entries in the UnderlyingDividendAccrualPaymentDateBusinessCenterGrp. |
| 42800 | UnderlyingDividendAccrualPaymentDateBusinessCenter | Ctr | Required if NoUnderlyingDividendAccrualPaymentDateBusinessCenters(42799) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42825 | UnderlyingDividendAccrualPaymentDateAdjusted | Dt | Added EP208 |
| end Component |
| 42835 | UnderlyingDividendCompoundingMethod | CmpndgMeth | Added EP208 | ||
| 42836 | UnderlyingDividendNumOfIndexUnits | NumNdxUnits | Added EP208 | ||
| 42837 | UnderlyingDividendCashPercentage | CshPctage | Added EP208 | ||
| 42838 | UnderlyingDividendCashEquivalentPercentage | CshEqvlntPctage | Added EP208 | ||
| 42839 | UnderlyingNonCashDividendTreatment | NonCshTrtmt | Added EP208 | ||
| 42840 | UnderlyingDividendComposition | Cmpstn | Added EP208 | ||
| 42841 | UnderlyingSpecialDividendsIndicator | SpeclDividendInd | Added EP208 | ||
| 42842 | UnderlyingMaterialDividendsIndicator | MtrlDividendInd | Added EP208 | ||
| 42843 | UnderlyingOptionsExchangeDividendsIndicator | ExchDividendInd | Added EP208 | ||
| 42844 | UnderlyingAdditionalDividendsIndicator | AddtnlDividendInd | Added EP208 | ||
| 42845 | UnderlyingAllDividendsIndicator | AllDividendInd | Added EP208 |
| end Component |
| 42963 | UnderlyingReturnRateNotionalReset | RtnRtNotlReset | Added EP208 |
| Component(-) | UnderlyingReturnRateGrp | RtnRt | Added EP208 |
| Repeating Group 43034 | NoUnderlyingReturnRates | Number of iterations in the return rate repeating group. |
| 43035 | UnderlyingReturnRatePriceSequence | PxSeq | Required if NoUnderlyingReturnRates(43034) > 0. | Added EP208 | |
| 43036 | UnderlyingReturnRateCommissionBasis | CommBasis | Added EP208 | ||
| 43037 | UnderlyingReturnRateCommissionAmount | CommAmt | Added EP208 | ||
| 43038 | UnderlyingReturnRateCommissionCurrency | CommCcy | If not specified, this is defaulted to the reporting currency. | Added EP208 | |
| 43039 | UnderlyingReturnRateTotalCommissionPerTrade | TotCommPerTrd | Added EP208 | ||
| 43040 | UnderlyingReturnRateDeterminationMethod | DtrmnMeth | Added EP208 |
| Component(-) | UnderlyingReturnRatePriceGrp | Px | Added EP208 |
| Repeating Group 43064 | NoUnderlyingReturnRatePrices | Number of iterations in the return rate price repeating group. |
| 43065 | UnderlyingReturnRatePriceBasis | PxBasis | Required if NoUnderlyingReturnRatePrices(43064) > 0. | Added EP208 | |
| 43066 | UnderlyingReturnRatePrice | Px | Added EP208 | ||
| 43067 | UnderlyingReturnRatePriceCurrency | Ccy | Added EP208 | ||
| 43068 | UnderlyingReturnRatePriceType | PxTyp | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingReturnRateFXConversionGrp | FxCnvrsn | Added EP208 |
| Repeating Group 43030 | NoUnderlyingReturnRateFXConversions | Number of iterations in the return rate FX conversion repeating group. |
| 43031 | UnderlyingReturnRateFXCurrencySymbol | CcySym | Required if NoUnderlyingReturnRateFXConversions(43030) > 0. | Added EP208 | |
| 43032 | UnderlyingReturnRateFXRate | FxRt | Required if NoUnderlyingReturnRateFXConversions(43030) > 0. | Added EP208 | |
| 43033 | UnderlyingReturnRateFXRateCalc | FxRtCalc | Added EP208 |
| end Repeating Group |
| end Component |
| 43041 | UnderlyingReturnRateAmountRelativeTo | AmtReltv | Added EP208 | ||
| 43042 | UnderlyingReturnRateQuoteMeasureType | QteTyp | Added EP208 | ||
| 43043 | UnderlyingReturnRateQuoteUnits | QteUnit | Added EP208 | ||
| 43044 | UnderlyingReturnRateQuoteMethod | QteMeth | Added EP208 | ||
| 43045 | UnderlyingReturnRateQuoteCurrency | QteCcy | Added EP208 | ||
| 43046 | UnderlyingReturnRateQuoteCurrencyType | QteCcyTyp | Added EP208 | ||
| 43047 | UnderlyingReturnRateQuoteTimeType | QteTmTyp | Mutually exclusive with UnderlyingReturnRateQuoteTime(43048). | Added EP208 | |
| 43048 | UnderlyingReturnRateQuoteTime | QteTm | Mutually exclusive with UnderlyingReturnRateQuoteTimeType(43047). | Added EP208 | |
| 43049 | UnderlyingReturnRateQuoteDate | QteDt | Added EP208 | ||
| 43050 | UnderlyingReturnRateQuoteExpirationTime | QteExpTm | Added EP208 | ||
| 43051 | UnderlyingReturnRateQuoteBusinessCenter | QteBizCtr | Added EP208 | ||
| 43052 | UnderlyingReturnRateQuoteExchange | QteExch | Added EP208 |
| Component(-) | UnderlyingReturnRateInformationSourceGrp | InfoSrc | Added EP208 |
| Repeating Group 43060 | NoUnderlyingReturnRateInformationSources | Number of iterations in the return rate information source repeating group. |
| 43061 | UnderlyingReturnRateInformationSource | RtSrc | Required if NoUnderlyingReturnRateInformationSources(43060) > 0. | Added EP208 | |
| 43062 | UnderlyingReturnRateReferencePage | RefPg | Added EP208 | ||
| 43063 | UnderlyingReturnRateReferencePageHeading | RefHdng | Added EP208 |
| end Repeating Group |
| end Component |
| 43053 | UnderlyingReturnRateQuotePricingModel | QteModel | Added EP208 | ||
| 43054 | UnderlyingReturnRateCashFlowType | CshFlow | Added EP208 |
| Component(-) | UnderlyingReturnRateDateGrp | Dt | Added EP208 |
| Repeating Group 43008 | NoUnderlyingReturnRateDates | Number of iterations in the return rate date repeating group. |
| 43009 | UnderlyingReturnRateDateMode | Mode | Required if NoUnderlyingReturnRateDates(43008) > 0. | Added EP208 |
| Component(-) | UnderlyingReturnRateValuationDateGrp | Val | Added EP208 |
| Repeating Group 43071 | NoUnderlyingReturnRateValuationDates | Number of iterations in the return rate valuation date repeating group. |
| 43072 | UnderlyingReturnRateValuationDate | Dt | Required if NoUnderlyingReturnRateValuationDates(43071) > 0. | Added EP208 | |
| 43073 | UnderlyingReturnRateValuationDateType | Typ | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. | Added EP208 |
| end Repeating Group |
| end Component |
| 43010 | UnderlyingReturnRateValuationDateRelativeTo | Reltv | Added EP208 | ||
| 43011 | UnderlyingReturnRateValuationDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingReturnRateValuationDateOffsetUnit(43012) is specified. | Added EP208 | |
| 43012 | UnderlyingReturnRateValuationDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingReturnRateValuationDateOffsetPeriod(43011) is specified. | Added EP208 | |
| 43013 | UnderlyingReturnRateValuationDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 43014 | UnderlyingReturnRateValuationStartDateUnadjusted | StartDtUnadj | Added EP208 | ||
| 43015 | UnderlyingReturnRateValuationStartDateRelativeTo | StartDtReltv | Added EP208 | ||
| 43016 | UnderlyingReturnRateValuationStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when UnderlyingReturnRateValuationStartDateOffsetUnit(43017) is specified. | Added EP208 | |
| 43017 | UnderlyingReturnRateValuationStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when UnderlyingReturnRateValuationStartDateOffsetPeriod(43016) is specified. | Added EP208 | |
| 43018 | UnderlyingReturnRateValuationStartDateOffsetDayType | StartDtOfstDayTyp | Added EP208 | ||
| 43019 | UnderlyingReturnRateValuationStartDateAdjusted | StartDt | Added EP208 | ||
| 43020 | UnderlyingReturnRateValuationEndDateUnadjusted | EndDtUnadj | Added EP208 | ||
| 43021 | UnderlyingReturnRateValuationEndDateRelativeTo | EndDtReltv | Added EP208 | ||
| 43022 | UnderlyingReturnRateValuationEndDateOffsetPeriod | EndDtOfstPeriod | Conditionally required when UnderlyingReturnRateValuationEndDateOffsetUnit(43023) is specified. | Added EP208 | |
| 43023 | UnderlyingReturnRateValuationEndDateOffsetUnit | EndDtOfstUnit | Conditionally required when UnderlyingReturnRateValuationEndDateOffsetPeriod(43022) is specified. | Added EP208 | |
| 43024 | UnderlyingReturnRateValuationEndDateOffsetDayType | EndDtOfstDayTyp | Added EP208 | ||
| 43025 | UnderlyingReturnRateValuationEndDateAdjusted | EndDt | Added EP208 | ||
| 43026 | UnderlyingReturnRateValuationFrequencyPeriod | FreqPeriod | Conditionally required when UnderlyingReturnRateValuationFrequencyUnit(43027) is specified. | Added EP208 | |
| 43027 | UnderlyingReturnRateValuationFrequencyUnit | FreqUnit | Conditionally required when UnderlyingReturnRateValuationFrequencyPeriod(43026) is specified. | Added EP208 | |
| 43028 | UnderlyingReturnRateValuationFrequencyRollConvention | Roll | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the return rate dates. | Added EP208 | |
| 43029 | UnderlyingReturnRateValuationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream return rate valuation dates. | Added EP208 |
| Component(-) | UnderlyingReturnRateValuationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream return rate valuation dates. | Added EP208 |
| Repeating Group 43069 | NoUnderlyingReturnRateValuationDateBusinessCenters | Number of iterations in the return rate valuation date business center repeating group. |
| 43070 | UnderlyingReturnRateValuationDateBusinessCenter | Ctr | Required if NoUnderlyingReturnRateValuationDateBusinessCenters(43069) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 43055 | UnderlyingReturnRateValuationTimeType | ValTmTyp | Mutually exclusive with UnderlyingReturnRateValuationTime(43056) | Added EP208 | |
| 43056 | UnderlyingReturnRateValuationTime | ValTm | Mutually exclusive with UnderlyingReturnRateValuationTimeType(43055). | Added EP208 | |
| 43057 | UnderlyingReturnRateValuationTimeBusinessCenter | ValTmBizCtr | Added EP208 | ||
| 43058 | UnderlyingReturnRateValuationPriceOption | ValPxOpt | Added EP208 | ||
| 43059 | UnderlyingReturnRateFinalPriceFallback | FnlPxFallbck | Added EP208 |
| end Repeating Group |
| end Component |
| end Component |
| 42900 | UnderlyingPaymentStreamCompoundingFixedRate | CmpndgFixedRt | Mutually exclusive with UnderlyingPaymentStreamCompoundingXIDRef(42896) or the UnderlyingPaymentStreamCompoundingFloatingRate component. | Added EP208 |
| Component(-) | UnderlyingPaymentStreamCompoundingFloatingRate | CmpndgFloat | Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingXIDRef(42896). | Added EP208 |
| end Component |
| Component(-) | UnderlyingPaymentStreamCompoundingDates | CmpndgDts | Added EP208 |
| 42904 | UnderlyingPaymentStreamCompoundingDatesBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream compounding dates. | Added EP208 |
| Component(-) | UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream compounding dates. | Added EP208 |
| Repeating Group 42915 | NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters | Number of business centers in the repeating group. |
| 42916 | UnderlyingPaymentStreamCompoundingDatesBusinessCenter | Ctr | Required if NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters(42915) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingPaymentStreamCompoundingDateGrp | CmpndgDt | Added EP208 |
| Repeating Group 42901 | NoUnderlyingPaymentStreamCompoundingDates | Number of dates in the repeating group. |
| 42902 | UnderlyingPaymentStreamCompoundingDate | Dt | Required if NoUnderlyingPaymentStreamCompoundingDates(42901) > 0. | Added EP208 | |
| 42903 | UnderlyingPaymentStreamCompoundingDateType | 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 |
| 42905 | UnderlyingPaymentStreamCompoundingDatesRelativeTo | Reltv | Added EP208 | ||
| 42906 | UnderlyingPaymentStreamCompoundingDatesOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetUnit(42907) is specified. | Added EP208 | |
| 42907 | UnderlyingPaymentStreamCompoundingDatesOffsetUnit | OfstUnit | Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetPeriod(42906) is specified. | Added EP208 | |
| 42908 | UnderlyingPaymentStreamCompoundingDatesOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42909 | UnderlyingPaymentStreamCompoundingPeriodSkip | Skip | Added EP208 |
| Component(-) | UnderlyingPaymentStreamCompoundingStartDate | StartDt | Added EP208 |
| 42941 | UnderlyingPaymentStreamCompoundingStartDateUnadjusted | DtUnadj | Added EP208 | ||
| 42942 | UnderlyingPaymentStreamCompoundingStartDateRelativeTo | Reltv | Added EP208 | ||
| 42943 | UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetUnit(42944) is specified. | Added EP208 | |
| 42944 | UnderlyingPaymentStreamCompoundingStartDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod(42943) is specified. | Added EP208 | |
| 42945 | UnderlyingPaymentStreamCompoundingStartDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42946 | UnderlyingPaymentStreamCompoundingStartDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | UnderlyingPaymentStreamCompoundingEndDate | EndDt | Added EP208 |
| 42917 | UnderlyingPaymentStreamCompoundingEndDateUnadjusted | DtUnadj | Added EP208 | ||
| 42918 | UnderlyingPaymentStreamCompoundingEndDateRelativeTo | Reltv | Added EP208 | ||
| 42919 | UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetUnit(42920) is specified. | Added EP208 | |
| 42920 | UnderlyingPaymentStreamCompoundingEndDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod(42919) is specified. | Added EP208 | |
| 42921 | UnderlyingPaymentStreamCompoundingEndDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42922 | UnderlyingPaymentStreamCompoundingEndDateAdjusted | Dt | Added EP208 |
| end Component |
| 42910 | UnderlyingPaymentStreamCompoundingFrequencyPeriod | FreqPeriod | Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyUnit(42911) is specified. | Added EP208 | |
| 42911 | UnderlyingPaymentStreamCompoundingFrequencyUnit | FreqUnit | Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyPeriod(42910) is specified. | Added EP208 | |
| 42912 | UnderlyingPaymentStreamCompoundingRollConvention | Roll | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the payment stream dates. | Added EP208 | |
| 42913 | UnderlyingPaymentStreamBoundsFirstDateUnadjusted | FirstDtUnadj | Added EP208 | ||
| 42914 | UnderlyingPaymentStreamBoundsLastDateUnadjusted | LastDtUnadj | Added EP208 |
| end Component |
| Component(-) | UnderlyingPaymentStreamNonDeliverableSettlTerms | NonDlvrblTrms | Added EP161 |
| 40648 | UnderlyingPaymentStreamNonDeliverableRefCurrency | Ccy | Added EP161 | ||
| 40649 | UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's non-deliverable settlement terms. | Added EP161 |
| Component(-) | UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's non-deliverable settlement terms. | Added EP161 |
| Repeating Group 40968 | NoUnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenters | Number of business centers in the repeating group. |
| 40650 | UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenter | Ctr | Required if NoUnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenters(40968) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40651 | UnderlyingPaymentStreamNonDeliverableFixingDatesRelativeTo | FixngReltv | Added EP161 | ||
| 40652 | UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod | FixngPeriod | Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit(40653) is specified. | Added EP161 | |
| 40653 | UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit | FixngUnit | Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod(40652) is specified. | Added EP161 | |
| 40654 | UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetDayType | FixngDayTyp | Added EP161 |
| Component(-) | UnderlyingPaymentStreamNonDeliverableSettlRateSource | RtSrc | Added EP161 |
| 40661 | UnderlyingPaymentStreamNonDeliverableSettlRateSource | RtSrc | Added EP161 | ||
| 40824 | UnderlyingPaymentStreamNonDeliverableSettlReferencePage | RefPg | Conditionally required when UnderlyingPaymentStreamNonDeliverableSettlRateSource(40661) = 3 (ISDA Settlement Rate Option) or 99 (Other). | Added EP161 |
| end Component |
| Component(-) | UnderlyingPaymentStreamNonDeliverableFixingDateGrp | FixngDt | Added EP161 |
| Repeating Group 40656 | NoUnderlyingNonDeliverableFixingDates | Number of Fixing dates in the repeating group |
| 40657 | UnderlyingNonDeliverableFixingDate | Dt | Required if NoUnderlyingNonDeliverableFixingDates(40656) > 0. | Added EP161 | |
| 40658 | UnderlyingNonDeliverableFixingDateType | 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(-) | UnderlyingSettlRateDisruptionFallbackGrp | SettlRtFallbck | Added EP161 |
| Repeating Group 40659 | NoUnderlyingSettlRateFallbacks | Number of settlement rate fallbacks in the repeating group |
| 40660 | UnderlyingSettlRatePostponementMaximumDays | MaxDays | Required if NoUnderlyingSettlRateFallbacks(40659) > 0. | Added EP161 |
| Component(-) | UnderlyingSettlRateFallbackRateSource | RtSrc | Added EP161 |
| 40904 | UnderlyingSettlRateFallbackRateSource | RtSrc | Added EP161 | ||
| 40915 | UnderlyingSettlRateFallbackReferencePage | RefPg | Conditionally required when UnderlyingSettlRateFallbackRateSource(40904) = 3 (ISDA Settlement Rate Option) or 99 (Other). | Added EP161 |
| end Component |
| 40662 | UnderlyingSettlRatePostponementSurvey | Survey | Added EP161 | ||
| 40663 | UnderlyingSettlRatePostponementCalculationAgent | CalcAgent | Added EP161 |
| end Repeating Group |
| end Component |
| end Component |
| end Component |
| Component(-) | UnderlyingPaymentScheduleGrp | PmtSched | Added EP161 |
| Repeating Group 40664 | NoUnderlyingPaymentSchedules | Number of swap schedules in the repeating group |
| 40665 | UnderlyingPaymentScheduleType | Typ | Required if NoUnderlyingPaymentScheules(40664) > 0. | Added EP161 | |
| 41881 | UnderlyingPaymentScheduleXID | XID | Added EP169 | ||
| 41882 | UnderlyingPaymentScheduleXIDRef | XIDRef | Added EP169 | ||
| 40666 | UnderlyingPaymentScheduleStubType | StubTyp | Added EP161 | ||
| 40667 | UnderlyingPaymentScheduleStartDateUnadjusted | StartDtUnadj | Added EP161 | ||
| 40668 | UnderlyingPaymentScheduleEndDateUnadjusted | EndDtUnadj | Added EP161 | ||
| 40669 | UnderlyingPaymentSchedulePaySide | PaySide | Added EP161 | ||
| 40670 | UnderlyingPaymentScheduleReceiveSide | RcvSide | Added EP161 | ||
| 40671 | UnderlyingPaymentScheduleNotional | Notl | Added EP161 | ||
| 40672 | UnderlyingPaymentScheduleCurrency | Ccy | Added EP161 | ||
| 40673 | UnderlyingPaymentScheduleRate | Rt | Added EP161 | ||
| 40674 | UnderlyingPaymentScheduleRateMultiplier | RtMult | Added EP161 | ||
| 40675 | UnderlyingPaymentScheduleRateSpread | Spread | Added EP161 | ||
| 41883 | UnderlyingPaymentScheduleRateCurrency | RtCcy | Added EP169 | ||
| 41884 | UnderlyingPaymentScheduleRateUnitOfMeasure | RtUOM | Added EP169 | ||
| 41885 | UnderlyingPaymentScheduleRateConversionFactor | RtFctr | Added EP169 | ||
| 41886 | UnderlyingPaymentScheduleRateSpreadType | SpreadTyp | Added EP169 | ||
| 40676 | UnderlyingPaymentScheduleRateSpreadPositionType | SpreadPosTyp | Added EP161 | ||
| 40677 | UnderlyingPaymentScheduleRateTreatment | RtTrtmt | Added EP208 | ||
| 40678 | UnderlyingPaymentScheduleFixedAmount | FixedAmt | Added EP161 | ||
| 40679 | UnderlyingPaymentScheduleFixedCurrency | FixedCcy | Added EP161 | ||
| 41887 | UnderlyingPaymentScheduleSettlPeriodPrice | SettlPx | Added EP169 | ||
| 41888 | UnderlyingPaymentScheduleSettlPeriodPriceCurrency | SettlPxCcy | Added EP169 | ||
| 41889 | UnderlyingPaymentScheduleSettlPeriodPriceUnitOfMeasure | SettlPxUOM | Added EP169 | ||
| 41890 | UnderlyingPaymentScheduleStepUnitOfMeasure | StepUOM | Added EP169 | ||
| 40680 | UnderlyingPaymentScheduleStepFrequencyPeriod | StepPeriod | Conditionally required when UnderlyingPaymentScheduleStepFrequeencyUnit(40681) is specified. | Added EP161 | |
| 40681 | UnderlyingPaymentScheduleStepFrequencyUnit | StepUnit | Conditionally required when UnderlyingPaymentScheduleStepFrequeencyPeriod(40680) is specified. | Added EP161 | |
| 40682 | UnderlyingPaymentScheduleStepOffsetValue | StepVal | Added EP161 | ||
| 40683 | UnderlyingPaymentScheduleStepRate | StepRt | Added EP161 | ||
| 40684 | UnderlyingPaymentScheduleStepOffsetRate | StepOfstRt | Added EP161 | ||
| 40685 | UnderlyingPaymentScheduleStepRelativeTo | StepReltv | Added EP161 |
| Component(-) | UnderlyingPaymentScheduleRateSourceGrp | RtSrc | Added EP161 |
| Repeating Group 40704 | NoUnderlyingPaymentScheduleRateSources | Number of rate sources in the repeating group |
| 40705 | UnderlyingPaymentScheduleRateSource | Src | Required if NoUnderlyingPaymentScheduleRates(40704) > 0. | Added EP161 | |
| 40706 | UnderlyingPaymentScheduleRateSourceType | Typ | Required if NoUnderlyingPaymentScheduleRates(40704) > 0. | Added EP161 Updated EP169 | |
| 40707 | UnderlyingPaymentScheduleReferencePage | RefPg | Conditionally required when UnderlyingPaymentScheduleRateSource(40705) = 99 (Other). | Added EP161 |
| end Repeating Group |
| end Component |
| 40686 | UnderlyingPaymentScheduleFixingDateUnadjusted | FixngDtUnadj | Added EP161 | ||
| 40687 | UnderlyingPaymentScheduleWeight | Wt | Added EP161 | ||
| 40688 | UnderlyingPaymentScheduleFixingDateRelativeTo | FixngReltv | Added EP161 | ||
| 40689 | UnderlyingPaymentScheduleFixingDateBusinessDayCnvtn | FixngBizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment schedule. | Added EP161 |
| Component(-) | UnderlyingPaymentScheduleFixingDateBusinessCenterGrp | FixngBizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment schedule. | Added EP161 |
| Repeating Group 40966 | NoUnderlyingPaymentScheduleFixingDateBusinessCenters | Number of business centers in the repeating group. |
| 40690 | UnderlyingPaymentScheduleFixingDateBusinessCenter | Ctr | Required if NoUnderlyingPaymentScheduleFixingDateBusinessCenters(40966) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40691 | UnderlyingPaymentScheduleFixingDateOffsetPeriod | FixngPeriod | Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetUnit(40692) is specified. | Added EP161 | |
| 40692 | UnderlyingPaymentScheduleFixingDateOffsetUnit | FixngUnit | Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetPeriod(40691) is specified. | Added EP161 | |
| 40693 | UnderlyingPaymentScheduleFixingDateOffsetDayType | FixngDayTyp | Added EP161 | ||
| 41891 | UnderlyingPaymentScheduleFixingDayDistribution | FixngDayDistrib | Added EP169 | ||
| 41892 | UnderlyingPaymentScheduleFixingDayCount | FixngDayCnt | Added EP169 | ||
| 40694 | UnderlyingPaymentScheduleFixingDateAdjusted | FixngDt | Added EP161 |
| Component(-) | UnderlyingPaymentScheduleFixingDayGrp | FixngDay | Added EP169 |
| Repeating Group 41878 | NoUnderlyingPaymentScheduleFixingDays | Number of fixing days in the repeating group. |
| 41879 | UnderlyingPaymentScheduleFixingDayOfWeek | DayOfWk | Required if NoUnderlyingPaymentScheduleFixingDays(41878) > 0. | Added EP169 | |
| 41880 | UnderlyingPaymentScheduleFixingDayNumber | DayNum | Added EP169 |
| end Repeating Group |
| end Component |
| 41893 | UnderlyingPaymentScheduleFixingLagPeriod | FixngLagPeriod | Conditionally required when UnderlyingPaymentScheduleFixingLagUnit(41894) is specified. | Added EP169 | |
| 41894 | UnderlyingPaymentScheduleFixingLagUnit | FixngLagUnit | Conditionally required when UnderlyingPaymentScheduleFixingLagPeriod(41893) is specified. | Added EP169 | |
| 41895 | UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod | FixngFirstObsvtnPeriod | Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit(41896) is specified. | Added EP169 Updated EP208 | |
| 41896 | UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit | FixngFirstObsvtnUnit | Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod(41895) is specified. | Added EP169 Updated EP208 | |
| 40695 | UnderlyingPaymentScheduleFixingTime | FixngTm | Added EP161 | ||
| 40696 | UnderlyingPaymentScheduleFixingTimeBusinessCenter | FixngTmBizCtr | Added EP161 | ||
| 40697 | UnderlyingPaymentScheduleInterimExchangePaymentDateRelativeTo | IntrmExchDtReltv | Added EP161 | ||
| 40698 | UnderlyingPaymentScheduleInterimExchangeDatesBusinessDayConvention | IntrmExchDtBizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment schedule. | Added EP161 |
| Component(-) | UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp | IntrmExchDtBizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment schedule. | Added EP161 |
| Repeating Group 40967 | NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters | Number of business centers in the repeating group. |
| 40699 | UnderlyingPaymentScheduleInterimExchangeDatesBusinessCenter | Ctr | Required if NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters(40967) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40700 | UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod | IntrmExchDtPeriod | Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit(40701) is specified. | Added EP161 | |
| 40701 | UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit | IntrmExchDtUnit | Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod(40700) is specified. | Added EP161 | |
| 40702 | UnderlyingPaymentScheduleInterimExchangeDatesOffsetDayType | IntrmExchDayTyp | Added EP161 | ||
| 40703 | UnderlyingPaymentScheduleInterimExchangeDateAdjusted | IntrmExchDt | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingPaymentStubGrp | PmtStub | Added EP161 |
| Repeating Group 40708 | NoUnderlyingPaymentStubs | Number of stubs in the repeating group |
| 40709 | UnderlyingPaymentStubType | Typ | Required if NoUnderlyingPaymentStubs(40708) > 0. | Added EP161 | |
| 40710 | UnderlyingPaymentStubLength | Lngth | Added EP161 |
| Component(-) | UnderlyingPaymentStubStartDate | StartDt | Added EP208 |
| 42993 | UnderlyingPaymentStubStartDateUnadjusted | DtUnadj | Added EP208 | ||
| 42994 | UnderlyingPaymentStubStartDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this payment stub instance. | Added EP208 |
| Component(-) | UnderlyingPaymentStubStartDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance. | Added EP208 |
| Repeating Group 43000 | NoUnderlyingPaymentStubStartDateBusinessCenters | Number of business centers in the repeating group. |
| 43001 | UnderlyingPaymentStubStartDateBusinessCenter | Ctr | Required if NoUnderlyingPaymentStubStartDateBusinessCenters(43000) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42995 | UnderlyingPaymentStubStartDateRelativeTo | Reltv | Added EP208 | ||
| 42996 | UnderlyingPaymentStubStartDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingPaymentStubStartDateOffsetUnit(42997) is specified. | Added EP208 | |
| 42997 | UnderlyingPaymentStubStartDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingPaymentStubStartDateOffsetPeriod(42996) is specified. | Added EP208 | |
| 42998 | UnderlyingPaymentStubStartDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42999 | UnderlyingPaymentStubStartDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | UnderlyingPaymentStubEndDate | EndDt | Added EP208 |
| 42984 | UnderlyingPaymentStubEndDateUnadjusted | DtUnadj | Added EP208 | ||
| 42985 | UnderlyingPaymentStubEndDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this payment stub instance. | Added EP208 |
| Component(-) | UnderlyingPaymentStubEndDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance. | Added EP208 |
| Repeating Group 42991 | NoUnderlyingPaymentStubEndDateBusinessCenters | Number of business centers in the repeating group. |
| 42992 | UnderlyingPaymentStubEndDateBusinessCenter | Ctr | Required if NoUnderlyingPaymentStubEndDateBusinessCenters(42991) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42986 | UnderlyingPaymentStubEndDateRelativeTo | Reltv | Added EP208 | ||
| 42987 | UnderlyingPaymentStubEndDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingPaymentStubEndDateOffsetUnit(42988) is specified. | Added EP208 | |
| 42988 | UnderlyingPaymentStubEndDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingPaymentStubEndDateOffsetPeriod(42987) is specified. | Added EP208 | |
| 42989 | UnderlyingPaymentStubEndDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42990 | UnderlyingPaymentStubEndDateAdjusted | Dt | Added EP208 |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingDeliveryStream | DlvryStrm | Added EP169 |
| 41777 | UnderlyingDeliveryStreamType | Typ | Added EP169 |
| Component(-) | UnderlyingDeliveryStreamCommoditySourceGrp | CmdtySrc | Added EP169 |
| Repeating Group 41808 | NoUnderlyingDeliveryStreamCommoditySources | Number of commodity sources in the repeating group. |
| 41809 | UnderlyingDeliveryStreamCommoditySource | Src | Required if NoUnderlyingDeliveryStreamCommoditySources(41808) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41778 | UnderlyingDeliveryStreamPipeline | Ppln | Added EP169 | ||
| 41779 | UnderlyingDeliveryStreamEntryPoint | EntryPnt | Added EP169 | ||
| 41780 | UnderlyingDeliveryStreamWithdrawalPoint | WthdrwlPnt | Added EP169 | ||
| 41781 | UnderlyingDeliveryStreamDeliveryPoint | DlvryPnt | Added EP169 | ||
| 42196 | UnderlyingDeliveryStreamDeliveryPointSource | DlvryPntSrc | Added EP179 | ||
| 42197 | UnderlyingDeliveryStreamDeliveryPointDesc | DlvryPntDesc | Added EP179 | ||
| 41782 | UnderlyingDeliveryStreamDeliveryRestriction | DlvryRstctn | Added EP169 | ||
| 41783 | UnderlyingDeliveryStreamDeliveryContingency | Cntgncy | Added EP169 | ||
| 41784 | UnderlyingDeliveryStreamDeliveryContingentPartySide | CntgPty | Added EP169 | ||
| 41785 | UnderlyingDeliveryStreamDeliverAtSourceIndicator | DlvrAtSrc | Added EP169 | ||
| 41786 | UnderlyingDeliveryStreamRiskApportionment | RiskApprtnmt | Added EP169 | ||
| 41587 | UnderlyingDeliveryStreamRiskApportionmentSource | RiskApprtnmtSrc | Added EP169 |
| Component(-) | UnderlyingDeliveryStreamCycleGrp | Cycle | Added EP169 |
| Repeating Group 41804 | NoUnderlyingDeliveryStreamCycles | Number of delivery cycles in the repeating group. |
| 41805 | UnderlyingDeliveryStreamCycleDesc | Desc | Required if NoUnderlyingDeliveryStreamCycles(41804) > 0. | Added EP169 | |
| 41806 | EncodedUnderlyingDeliveryStreamCycleDescLen | EncDescLen | Must be set if EncodedUnderlyingDeliveryStreamCycleDesc(41807) field is specified and must immediately precede it. | Added EP169 | |
| 41807 | EncodedUnderlyingDeliveryStreamCycleDesc | EncDesc | Encoded (non-ASCII characters) representation of the UnderlyingDeliverySreamCycleDesc(41805) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 |
| end Repeating Group |
| end Component |
| 41787 | UnderlyingDeliveryStreamTitleTransferLocation | TtlXfer | Added EP169 | ||
| 41788 | UnderlyingDeliveryStreamTitleTransferCondition | TltXferCond | Added EP169 | ||
| 41789 | UnderlyingDeliveryStreamImporterOfRecord | Imprtr | Added EP169 | ||
| 41790 | UnderlyingDeliveryStreamNegativeTolerance | NegtvTlrnc | Added EP169 | ||
| 41791 | UnderlyingDeliveryStreamPositiveTolerance | PostvTlrnc | Added EP169 | ||
| 41792 | UnderlyingDeliveryStreamToleranceUnitOfMeasure | TlrncUOM | Added EP169 | ||
| 41793 | UnderlyingDeliveryStreamToleranceType | TlrncTyp | Added EP169 | ||
| 41794 | UnderlyingDeliveryStreamToleranceOptionSide | TlrncOptSide | Added EP169 | ||
| 41795 | UnderlyingDeliveryStreamTotalPositiveTolerance | TotPostvTlrnc | Added EP169 | ||
| 41796 | UnderlyingDeliveryStreamTotalNegativeTolerance | TotNegtvTlrnc | Added EP169 | ||
| 41797 | UnderlyingDeliveryStreamNotionalConversionFactor | CnvrsnFctr | Added EP169 | ||
| 41798 | UnderlyingDeliveryStreamTransportEquipment | Eqpmt | Added EP169 | ||
| 41799 | UnderlyingDeliveryStreamElectingPartySide | ElctngSide | Added EP169 | ||
| 43096 | UnderlyingDeliveryStreamRouteOrCharter | RteChrtr | Added EP235 |
| end Component |
| Component(-) | UnderlyingDeliveryScheduleGrp | DlvrySched | Added EP169 |
| Repeating Group 41756 | NoUnderlyingDeliverySchedules | Number of delivery schedules in the repeating group. |
| 41757 | UnderlyingDeliveryScheduleType | Typ | Required if NoUnderlyingDeliverySchedules(41756) > 0. | Added EP169 | |
| 41758 | UnderlyingDeliveryScheduleXID | XID | Added EP169 | ||
| 41759 | UnderlyingDeliveryScheduleNotional | Notl | Added EP169 | ||
| 41760 | UnderlyingDeliveryScheduleNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 41761 | UnderlyingDeliveryScheduleNotionalCommodityFrequency | NotlFreq | Added EP169 | ||
| 41762 | UnderlyingDeliveryScheduleNegativeTolerance | NegtvTlrnc | Added EP169 | ||
| 41763 | UnderlyingDeliverySchedulePositiveTolerance | PostvTlrnc | Added EP169 | ||
| 41764 | UnderlyingDeliveryScheduleToleranceUnitOfMeasure | TlrncUOM | Added EP169 | ||
| 41765 | UnderlyingDeliveryScheduleToleranceType | TlrncTyp | Conditionally required when UnderlyingDeliveryScheduleNegativeTolerance(41762) or UnderlyingDeliverySchedulePositiveTolerance(41763) is specified. | Added EP169 | |
| 41766 | UnderlyingDeliveryScheduleSettlCountry | Ctry | Added EP169 | ||
| 41767 | UnderlyingDeliveryScheduleSettlTimeZone | TZ | Added EP169 | ||
| 41768 | UnderlyingDeliveryScheduleSettlFlowType | FlowTyp | Added EP169 | ||
| 41769 | UnderlyingDeliveryScheduleSettlHolidaysProcessingInstruction | Holidays | Added EP169 |
| Component(-) | UnderlyingDeliveryScheduleSettlDayGrp | Day | Added EP169 |
| Repeating Group 41770 | NoUnderlyingDeliveryScheduleSettlDays | Number of delivery schedules in the repeating group. |
| 41771 | UnderlyingDeliveryScheduleSettlDay | Day | Required if NoUnderlyingDeliveryScheduleSettlDays(41770) > 0. | Added EP169 | |
| 41772 | UnderlyingDeliveryScheduleSettlTotalHours | TotHrs | Added EP169 |
| Component(-) | UnderlyingDeliveryScheduleSettlTimeGrp | Tm | Added EP169 |
| Repeating Group 41773 | NoUnderlyingDeliveryScheduleSettlTimes | Number of hour ranges in the repeating group. |
| 41774 | UnderlyingDeliveryScheduleSettlStart | Start | Required if NoUnderlyingDeliveryScheduleSettlTimes(41773) > 0. | Added EP169 | |
| 41775 | UnderlyingDeliveryScheduleSettlEnd | End | Required if NoUnderlyingDeliveryScheduleSettlTimes(41773) > 0. | Added EP169 | |
| 41776 | UnderlyingDeliveryScheduleSettlTimeType | 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 |
| 40547 | UnderlyingStreamText | Txt | Added EP161 | ||
| 40988 | EncodedUnderlyingStreamTextLen | EncTxtLen | Must be set if EncodedUnderlyingStreamText(40989) field is specified and must immediately precede it. | Added EP161 | |
| 40989 | EncodedUnderlyingStreamText | EncTxt | Encoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingProvisionGrp | Prov | Added EP187 |
| Repeating Group 42149 | NoUnderlyingProvisions | Number of provisions in the repeating group. |
| 42150 | UnderlyingProvisionType | Typ | Required if NoUnderlyingProvisions(42149) > 0. | Added EP187 | |
| 42151 | UnderlyingProvisionDateUnadjusted | DtUnadj | Added EP187 | ||
| 42152 | UnderlyingProvisionDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the instrument provisions. | Added EP187 |
| Component(-) | UnderlyingProvisionDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the instrument provisions. | Added EP187 |
| Repeating Group 42190 | NoUnderlyingProvisionDateBusinessCenters | Number of business centers in the repeating group. |
| 42191 | UnderlyingProvisionDateBusinessCenter | Ctr | Required if NoUnderlyingProvisionDateBusinessCenters(42190) > 0. | Added EP187 |
| end Repeating Group |
| end Component |
| 42153 | UnderlyingProvisionDateAdjusted | Dt | Added EP187 | ||
| 42154 | UnderlyingProvisionDateTenorPeriod | TenorPeriod | Conditionally required when UnderlyingProvisionDateTenorUnit(42155) is specified. | Added EP187 | |
| 42155 | UnderlyingProvisionDateTenorUnit | TenorUnit | Conditionally required when UnderlyingProvisionDateTenorPeriod(42154) is specified. | Added EP187 | |
| 43002 | UnderlyingProvisionBreakFeeElection | BrkFeeElctn | Added EP208 | ||
| 43003 | UnderlyingProvisionBreakFeeRate | BrkFeeRt | Added EP208 | ||
| 42156 | UnderlyingProvisionCalculationAgent | CalcAgent | Added EP187 | ||
| 42157 | UnderlyingProvisionOptionSinglePartyBuyerSide | BuyerSide | Added EP187 | ||
| 42158 | UnderlyingProvisionOptionSinglePartySellerSide | SellerSide | Added EP187 |
| Component(-) | UnderlyingProvisionCashSettlValueDates | CashSettlValDts | Added EP187 |
| 42104 | UnderlyingProvisionCashSettlValueTime | Tm | Added EP187 | ||
| 42105 | UnderlyingProvisionCashSettlValueTimeBusinessCenter | TmBizCtr | Added EP187 | ||
| 42106 | UnderlyingProvisionCashSettlValueDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement value date. | Added EP187 |
| Component(-) | UnderlyingProvisionCashSettlValueDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional cash settlement value date. | Added EP187 |
| Repeating Group 42182 | NoUnderlyingProvisionCashSettlValueDateBusinessCenters | Number of business centers in the repeating group. |
| 42183 | UnderlyingProvisionCashSettlValueDateBusinessCenter | Ctr | Required if NoUnderlyingProvisionCashSettlValueDateBusinessCenters(42182) > 0. | Added EP187 |
| end Repeating Group |
| end Component |
| 42107 | UnderlyingProvisionCashSettlValueDateRelativeTo | Reltv | Added EP187 | ||
| 42108 | UnderlyingProvisionCashSettlValueDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetUnit(42109) is specified. | Added EP187 | |
| 42109 | UnderlyingProvisionCashSettlValueDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetPeriod(42108) is specified. | Added EP187 | |
| 42110 | UnderlyingProvisionCashSettlValueDateOffsetDayType | OfstDayTyp | Added EP187 | ||
| 42111 | UnderlyingProvisionCashSettlValueDateAdjusted | Dt | Added EP187 |
| end Component |
| Component(-) | UnderlyingProvisionOptionExerciseDates | OptExerDts | Added EP187 |
| 42115 | UnderlyingProvisionOptionExerciseBusinessDayConvention | BizDayCnvtn | When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option exercise date. | Added EP187 |
| Component(-) | UnderlyingProvisionOptionExerciseBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option exercise date. | Added EP187 |
| Repeating Group 42184 | NoUnderlyingProvisionOptionExerciseBusinessCenters | Number of business centers in the repeating group. |
| 42185 | UnderlyingProvisionOptionExerciseBusinessCenter | Ctr | Required if NoUnderlyingProvisionOptionExerciseBusinessCenters(42184) > 0. | Added EP187 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingProvisionOptionExerciseFixedDateGrp | OptExerFixedDt | Added EP187 |
| Repeating Group 42112 | NoUnderlyingProvisionOptionExerciseFixedDates | Number of UnderlyingProvision option exercise fixed dates in the repeating group. |
| 42113 | UnderlyingProvisionOptionExerciseFixedDate | Dt | Required if NoUnderlyingProvisionOptionExerciseFixedDates(42112) > 0. | Added EP187 | |
| 42114 | UnderlyingProvisionOptionExerciseFixedDateType | 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 EP187 |
| end Repeating Group |
| end Component |
| 42116 | UnderlyingProvisionOptionExerciseEarliestDateOffsetPeriod | ErlstOfstPeriod | Conditionally required when UnderlyingProvisionOptionExerciseEarliestDateUnit(42117) is specified. | Added EP187 | |
| 42117 | UnderlyingProvisionOptionExerciseEarliestDateOffsetUnit | ErlstOfstUnit | Conditionally required when UnderlyingProvisionOptionExerciseEasrliestDatePeriod(42116) is specified. | Added EP187 | |
| 42118 | UnderlyingProvisionOptionExerciseFrequencyPeriod | FreqPeriod | Conditionally required when UnderlyingProvisionOptionExerciseFrequencyUnit(42119) is specified. | Added EP187 | |
| 42119 | UnderlyingProvisionOptionExerciseFrequencyUnit | FreqUnit | Conditionally required when UnderlyingProvisionOptionExerciseFrequencyPeriod(42118) is specified. | Added EP187 | |
| 42120 | UnderlyingProvisionOptionExerciseStartDateUnadjusted | StartDtUnadj | Added EP187 | ||
| 42121 | UnderlyingProvisionOptionExerciseStartDateRelativeTo | StartDtReltv | Added EP187 | ||
| 42122 | UnderlyingProvisionOptionExerciseStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetUnit(42123) is specified. | Added EP187 | |
| 42123 | UnderlyingProvisionOptionExerciseStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetPeriod(42122) is specified. | Added EP187 | |
| 42124 | UnderlyingProvisionOptionExerciseStartDateOffsetDayType | StartDtOfstDayTyp | Added EP187 | ||
| 42125 | UnderlyingProvisionOptionExerciseStartDateAdjusted | StartDt | Added EP187 | ||
| 42126 | UnderlyingProvisionOptionExercisePeriodSkip | Skip | Added EP187 | ||
| 42127 | UnderlyingProvisionOptionExerciseBoundsFirstDateUnadjusted | FirstDtUnadj | Added EP187 | ||
| 42128 | UnderlyingProvisionOptionExerciseBoundsLastDateUnadjusted | LastDtUnadj | Added EP187 | ||
| 42129 | UnderlyingProvisionOptionExerciseEarliestTime | ErlstTm | Added EP187 | ||
| 42130 | UnderlyingProvisionOptionExerciseEarliestTimeBusinessCenter | ErlstTmBizCtr | Added EP187 | ||
| 42131 | UnderlyingProvisionOptionExerciseLatestTime | LtstTm | Added EP187 | ||
| 42132 | UnderlyingProvisionOptionExerciseLatestTimeBusinessCenter | LtstTmBizCtr | Added EP187 |
| end Component |
| Component(-) | UnderlyingProvisionOptionExpirationDate | OptExpDt | Added EP187 |
| 42133 | UnderlyingProvisionOptionExpirationDateUnadjusted | DtUnadj | Added EP187 | ||
| 42134 | UnderlyingProvisionOptionExpirationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option expiration date. | Added EP187 |
| Component(-) | UnderlyingProvisionOptionExpirationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option expiration date. | Added EP187 |
| Repeating Group 42186 | NoUnderlyingProvisionOptionExpirationDateBusinessCenters | Number of business centers in the repeating group. |
| 42187 | UnderlyingProvisionOptionExpirationDateBusinessCenter | Ctr | Required if NoUnderlyingProvisionOptionExpirationDateBusinessCenters(42186) > 0. | Added EP187 |
| end Repeating Group |
| end Component |
| 42135 | UnderlyingProvisionOptionExpirationDateRelativeTo | Reltv | Added EP187 | ||
| 42136 | UnderlyingProvisionOptionExpirationDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetUnit(42137) is specified. | Added EP187 | |
| 42137 | UnderlyingProvisionOptionExpirationDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetPeriod(42136) is specified. | Added EP187 | |
| 42138 | UnderlyingProvisionOptionExpirationDateOffsetDayType | OfstDayTyp | Added EP187 | ||
| 42139 | UnderlyingProvisionOptionExpirationDateAdjusted | Dt | Added EP187 | ||
| 42140 | UnderlyingProvisionOptionExpirationTime | ExpTm | Added EP187 | ||
| 42141 | UnderlyingProvisionOptionExpirationTimeBusinessCenter | ExpTmBizCtr | Added EP187 |
| end Component |
| Component(-) | UnderlyingProvisionOptionRelevantUnderlyingDate | OptRelvntUndlyDt | Added EP187 |
| 42142 | UnderlyingProvisionOptionRelevantUnderlyingDateUnadjusted | DtUnadj | Added EP187 | ||
| 42143 | UnderlyingProvisionOptionRelevantUnderlyingDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option relevant underlying date. | Added EP187 |
| Component(-) | UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option relevent underlying date. | Added EP187 |
| Repeating Group 42188 | NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters | Number of business centers in the repeating group. |
| 42189 | UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenter | Ctr | Required if NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters(42188) > 0. | Added EP187 |
| end Repeating Group |
| end Component |
| 42144 | UnderlyingProvisionOptionRelevantUnderlyingDateRelativeTo | Reltv | Added EP187 | ||
| 42145 | UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit(42146) is specified. | Added EP187 | |
| 42146 | UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod(42145) is specified. | Added EP187 | |
| 42147 | UnderlyingProvisionOptionRelevantUnderlyingDateOffsetDayType | OfstDayTyp | Added EP187 | ||
| 42148 | UnderlyingProvisionOptionRelevantUnderlyingDateAdjusted | Dt | Added EP187 |
| end Component |
| 42159 | UnderlyingProvisionOptionExerciseStyle | ExerStyle | Added EP187 | ||
| 42160 | UnderlyingProvisionOptionExerciseMultipleNotional | MultplNotl | Added EP187 | ||
| 42161 | UnderlyingProvisionOptionExerciseMinimumNotional | MinNotl | Added EP187 | ||
| 42162 | UnderlyingProvisionOptionExerciseMaximumNotional | MaxNotl | Added EP187 | ||
| 42163 | UnderlyingProvisionOptionMinimumNumber | MinNum | Added EP187 | ||
| 42164 | UnderlyingProvisionOptionMaximumNumber | MaxNum | Added EP187 | ||
| 42165 | UnderlyingProvisionOptionExerciseConfirmation | ExerCnfm | Added EP187 |
| Component(-) | UnderlyingProvisionCashSettlPaymentDates | CashSettlPmtDts | Added EP187 |
| 42092 | UnderlyingProvisionCashSettlPaymentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement payment date. | Added EP187 |
| Component(-) | UnderlyingProvisionCashSettlPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional cash settlement payment date. | Added EP187 |
| Repeating Group 42180 | NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters | Number of business centers in the repeating group. |
| 42181 | UnderlyingProvisionCashSettlPaymentDateBusinessCenter | Ctr | Required if NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters(42180) > 0. | Added EP187 |
| end Repeating Group |
| end Component |
| 42093 | UnderlyingProvisionCashSettlPaymentDateRelativeTo | Reltv | Added EP187 | ||
| 42094 | UnderlyingProvisionCashSettlPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetUnit(42095) is specified. | Added EP187 | |
| 42095 | UnderlyingProvisionCashSettlPaymentDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetPeriod(42094) is specified. | Added EP187 | |
| 42096 | UnderlyingProvisionCashSettlPaymentDateOffsetDayType | OfstDayTyp | Added EP187 | ||
| 42097 | UnderlyingProvisionCashSettlPaymentDateRangeFirst | DtFirst | Added EP187 | ||
| 42098 | UnderlyingProvisionCashSettlPaymentDateRangeLast | DtLast | Added EP187 |
| Component(-) | UnderlyingProvisionCashSettlPaymentFixedDateGrp | CashSettlPmtFixedDt | Added EP187 |
| Repeating Group 42099 | NoUnderlyingProvisionCashSettlPaymentDates | Number of UnderlyingProvision cash settlement payment dates in the repeating group. |
| 42100 | UnderlyingProvisionCashSettlPaymentDate | Dt | Required if NoUnderlyingProvisionCashSettlPaymentDates (42099) > 0. | Added EP187 | |
| 42101 | UnderlyingProvisionCashSettlPaymentDateType | 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 EP187 |
| end Repeating Group |
| end Component |
| end Component |
| 42166 | UnderlyingProvisionCashSettlMethod | SettlMeth | Added EP187 | ||
| 42167 | UnderlyingProvisionCashSettlCurrency | SettlCcy | Added EP187 | ||
| 42168 | UnderlyingProvisionCashSettlCurrency2 | SettlCcy2 | Added EP187 | ||
| 42169 | UnderlyingProvisionCashSettlQuoteType | SettlQteTyp | Added EP187 |
| Component(-) | UnderlyingProvisionCashSettlQuoteSource | CashSettlQteSrc | Added EP187 |
| 42102 | UnderlyingProvisionCashSettlQuoteSource | SettlQteSrc | Added EP187 | ||
| 42103 | UnderlyingProvisionCashSettlQuoteReferencePage | RefPg | Added EP187 |
| end Component |
| 42170 | UnderlyingProvisionText | Txt | Added EP187 | ||
| 42171 | EncodedUnderlyingProvisionTextLen | EncTxtLen | Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it. | Added EP187 | |
| 42172 | EncodedUnderlyingProvisionText | EncTxt | Encoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding(347) field. | Added EP187 |
| Component(-) | UnderlyingProvisionParties | Pty | Added EP187 |
| Repeating Group 42173 | NoUnderlyingProvisionPartyIDs | Number of parties identified in the contract provision. |
| 42174 | UnderlyingProvisionPartyID | ID | Required if NoUnderlyingProvisionPartyIDs(42173) > 0. | Added EP187 | |
| 42175 | UnderlyingProvisionPartyIDSource | Src | Required if NoUnderlyingProvisionPartyIDs(42173) > 0. | Added EP187 | |
| 42176 | UnderlyingProvisionPartyRole | R | Required if NoUnderlyingProvisionPartyIDs(42173) > 0. | Added EP187 | |
| 40918 | UnderlyingProvisionPartyRoleQualifier | Qual | Added EP187 |
| Component(-) | UnderlyingProvisionPtysSubGrp | Sub | Added EP187 |
| Repeating Group 42177 | NoUnderlyingProvisionPartySubIDs | Number of sub-party IDs to be reported for the party. |
| 42178 | UnderlyingProvisionPartySubID | ID | Required if NoUnderlyingProvisionPartySubIDs(42177) > 0. | Added EP187 | |
| 42179 | UnderlyingProvisionPartySubIDType | Typ | Required if NoUnderlyingProvisionPartySubIDs(42177) > 0. | Added EP187 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingAdditionalTermGrp | AddtnlTrm | Added EP187 |
| Repeating Group 42036 | NoUnderlyingAdditionalTerms | Number of additional terms in the repeating group. |
| 42037 | UnderlyingAdditionalTermConditionPrecedentBondIndicator | PrcdntInd | Required if NoUnderlyingAdditionalTerms(42036) > 0. | Added EP187 | |
| 42038 | UnderlyingAdditionalTermDiscrepancyClauseIndicator | DscrpncyInd | Added EP187 |
| Component(-) | UnderlyingAdditionalTermBondRefGrp | BondRef | Added EP187 |
| Repeating Group 41340 | NoUnderlyingAdditionalTermBondRefs | Number of bonds in the repeating group. |
| 41341 | UnderlyingAdditionalTermBondSecurityID | ID | Required if NoUnderlyingAdditionalTermBondRefs(41340) > 0. | Added EP187 | |
| 41701 | UnderlyingAdditionalTermBondSecurityIDSource | Src | Conditionally required when UnderlyingAdditionalTermBondSecurityID(41341) is specified. | Added EP187 | |
| 41709 | UnderlyingAdditionalTermBondDesc | Desc | Added EP187 | ||
| 41710 | EncodedUnderlyingAdditionalTermBondDescLen | EncDescLen | Must be set if EncodedUnderlyingAdditionalTermBondDesc(41709) field is specified and must immediately precede it. | Added EP187 | |
| 41711 | EncodedUnderlyingAdditionalTermBondDesc | EncDesc | Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondDesc(41709) field in the encoded format specified via the MessageEncoding(347) field. | Added EP187 | |
| 41712 | UnderlyingAdditionalTermBondCurrency | Ccy | Added EP187 | ||
| 42017 | UnderlyingAdditionalTermBondIssuer | Issr | Added EP187 | ||
| 42025 | EncodedUnderlyingAdditionalTermBondIssuerLen | EncIssrLen | Must be set if EncodedUnderlyingAdditionalTermBondIssuer(42017) field is specified and must immediately precede it. | Added EP187 | |
| 42026 | EncodedUnderlyingAdditionalTermBondIssuer | EncIssr | Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondIssuer(42017) field in the encoded format specified via the MessageEncoding(347) field. | Added EP187 | |
| 42027 | UnderlyingAdditionalTermBondSeniority | Snrty | Added EP187 | ||
| 42028 | UnderlyingAdditionalTermBondCouponType | CpnTyp | Added EP187 | ||
| 42029 | UnderlyingAdditionalTermBondCouponRate | CpnRt | Added EP187 | ||
| 42030 | UnderlyingAdditionalTermBondMaturityDate | MatDt | Added EP187 | ||
| 42031 | UnderlyingAdditionalTermBondParValue | Par | Added EP187 | ||
| 42032 | UnderlyingAdditionalTermBondCurrentTotalIssuedAmount | CurTotAmt | Added EP187 | ||
| 42033 | UnderlyingAdditionalTermBondCouponFrequencyPeriod | CpnPeriod | Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyUnit(42034) is specified. | Added EP187 | |
| 42034 | UnderlyingAdditionalTermBondCouponFrequencyUnit | CpnUnit | Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyPeriod(42033) is specified. | Added EP187 | |
| 42035 | UnderlyingAdditionalTermBondDayCount | DayCnt | Added EP187 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingProtectionTermGrp | ProtctnTrm | Added EP187 |
| Repeating Group 42068 | NoUnderlyingProtectionTerms | Number of protection terms in the repeating group. |
| 42069 | UnderlyingProtectionTermNotional | Notl | Required if NoUnderlyingProtectionTerms(42068) > 0. | Added EP187 | |
| 42070 | UnderlyingProtectionTermCurrency | Ccy | Added EP187 | ||
| 42071 | UnderlyingProtectionTermSellerNotifies | Seller | Added EP187 | ||
| 42072 | UnderlyingProtectionTermBuyerNotifies | Buyer | Added EP187 | ||
| 42073 | UnderlyingProtectionTermEventBusinessCenter | BizCtr | Added EP187 | ||
| 42074 | UnderlyingProtectionTermStandardSources | StdSrcs | Added EP187 | ||
| 42075 | UnderlyingProtectionTermEventMinimumSources | MinSrcs | Added EP187 |
| Component(-) | UnderlyingProtectionTermEventNewsSourceGrp | NewsSrc | Added EP187 |
| Repeating Group 42090 | NoUnderlyingProtectionTermEventNewsSources | Number of event news sources in the repeating group. |
| 42091 | UnderlyingProtectionTermEventNewsSource | Src | Required if NoUnderlyingProtectionTermEventNewsSources(42090) > 0. | Added EP187 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingProtectionTermEventGrp | Evnt | Added EP187 |
| Repeating Group 42077 | NoUnderlyingProtectionTermEvents | Number of protection term events in the repeating group. |
| 42078 | UnderlyingProtectionTermEventType | Typ | Required if NoUnderlyingProtectionTermEvents (42078) > 0. | Added EP187 | |
| 42079 | UnderlyingProtectionTermEventValue | Val | Added EP187 | ||
| 42080 | UnderlyingProtectionTermEventCurrency | Ccy | Added EP187 | ||
| 42081 | UnderlyingProtectionTermEventPeriod | Period | Conditionally required when UnderlyingProtectionTermEventUnit(42082) is specified. | Added EP187 | |
| 42082 | UnderlyingProtectionTermEventUnit | Unit | Conditionally required when UnderlyingProtectionTermEventPeriod(42081) is specified. | Added EP187 | |
| 42083 | UnderlyingProtectionTermEventDayType | DayTyp | Added EP187 | ||
| 42084 | UnderlyingProtectionTermEventRateSource | RtSrc | Added EP187 |
| Component(-) | UnderlyingProtectionTermEventQualifierGrp | Qual | Added EP187 |
| Repeating Group 42085 | NoUnderlyingProtectionTermEventQualifiers | Number of qualifiers in the repeating group. |
| 42086 | UnderlyingProtectionTermEventQualifier | Qual | Required if NoUnderlyingProtectionTermEventQualifiers(42085) > 0. | Added EP187 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingProtectionTermObligationGrp | Oblig | Added EP187 |
| Repeating Group 42087 | NoUnderlyingProtectionTermObligations | Number of obligations in the repeating group. |
| 42088 | UnderlyingProtectionTermObligationType | Typ | Required if NoUnderlyingProtectionTermObligations(42087) > 0. | Added EP187 | |
| 42089 | UnderlyingProtectionTermObligationValue | Val | Added EP187 |
| end Repeating Group |
| end Component |
| 42076 | UnderlyingProtectionTermXID | XID | Added EP187 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingCashSettlTermGrp | CashSettlTrm | Added EP187 |
| Repeating Group 42041 | NoUnderlyingCashSettlTerms | Number of elements in the repeating group. |
| 42042 | UnderlyingCashSettlCurrency | Ccy | Required if NoUnderlyingCashSettlTerms(42041) > 0. | Added EP187 | |
| 42043 | UnderlyingCashSettlValuationFirstBusinessDayOffset | BizDayOfst | Added EP187 | ||
| 42044 | UnderlyingCashSettlValuationSubsequentBusinessDaysOffset | SbsqntBizDayOfst | Added EP187 | ||
| 42045 | UnderlyingCashSettlNumOfValuationDates | NumValDts | Added EP187 | ||
| 42046 | UnderlyingCashSettlValuationTime | ValTm | Added EP187 | ||
| 42047 | UnderlyingCashSettlBusinessCenter | BizCtr | Added EP187 | ||
| 42048 | UnderlyingCashSettlQuoteMethod | QteMeth | Added EP187 | ||
| 42049 | UnderlyingCashSettlQuoteAmount | QteAmt | Added EP187 | ||
| 42050 | UnderlyingCashSettlQuoteCurrency | QteCcy | Added EP187 | ||
| 42051 | UnderlyingCashSettlMinimumQuoteAmount | MinQteAmt | Added EP187 | ||
| 42052 | UnderlyingCashSettlMinimumQuoteCurrency | MinQteCcy | Added EP187 |
| Component(-) | UnderlyingCashSettlDealerGrp | Dlr | Added EP187 |
| Repeating Group 42039 | NoUnderlyingCashSettlDealers | Number of dealers in the repeating group. |
| 42040 | UnderlyingCashSettlDealer | Dlr | Required if NoUnderlyingCashSettlDealers(42039) > 0. | Added EP187 |
| end Repeating Group |
| end Component |
| 42797 | UnderlyingCashSettlPriceSource | PxSrc | Added EP208 | ||
| 42798 | UnderlyingCashSettlPriceDefault | PxDflt | Added EP208 | ||
| 42053 | UnderlyingCashSettlBusinessDays | BizDays | Added EP187 | ||
| 42054 | UnderlyingCashSettlAmount | Amt | Added EP187 |
| Component(-) | UnderlyingCashSettlDate | SettlDt | Added EP208 |
| 42790 | UnderlyingCashSettlDateUnadjusted | DtUnadj | Added EP208 | ||
| 42791 | UnderlyingCashSettlDateBusinessDayConvention | 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(-) | UnderlyingCashSettlDateBusinessCenterGrp | 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 42788 | NoUnderlyingCashSettlDateBusinessCenters | Number of business centers in the repeating group. |
| 42789 | UnderlyingCashSettlDateBusinessCenter | Ctr | Required if NoUnderlyingCashSettlDateBusinessCenters(42788) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42792 | UnderlyingCashSettlDateRelativeTo | Reltv | Added EP208 | ||
| 42793 | UnderlyingCashSettlDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingCashSettlDateOffsetUnit(42794) is specified. | Added EP208 | |
| 42794 | UnderlyingCashSettlDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingCashSettlDateOffsetPeriod(42793) is specified. | Added EP208 | |
| 42795 | UnderlyingCashSettlDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42796 | UnderlyingCashSettlDateAdjusted | Dt | Added EP208 |
| end Component |
| 42055 | UnderlyingCashSettlRecoveryFactor | RcvryFctr | Added EP187 | ||
| 42056 | UnderlyingCashSettlFixedTermIndicator | FixedInd | Added EP187 | ||
| 42057 | UnderlyingCashSettlAccruedInterestIndicator | AcrdIntInd | Added EP187 | ||
| 42058 | UnderlyingCashSettlValuationMethod | ValMeth | Added EP187 | ||
| 42059 | UnderlyingCashSettlTermXID | XID | Added EP187 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingPhysicalSettlTermGrp | PhysSettlTrm | Added EP187 |
| Repeating Group 42060 | NoUnderlyingPhysicalSettlTerms | Number of entries in the repeating group. |
| Component(-) | UnderlyingPhysicalSettlDeliverableObligationGrp | DlvrblOblig | Required if NoUnderlyingPhysicalSettlTerms(42060) > 0. | Added EP187 |
| Repeating Group 42065 | NoUnderlyingPhysicalSettlDeliverableObligations | Number of entries in the repeating group. |
| 42066 | UnderlyingPhysicalSettlDeliverableObligationType | Typ | Required if NoUnderlyingPhysicalSettlDeliverableObligations(42065) > 0. | Added EP187 | |
| 42067 | UnderlyingPhysicalSettlDeliverableObligationValue | Val | Added EP187 |
| end Repeating Group |
| end Component |
| 42061 | UnderlyingPhysicalSettlCurrency | Ccy | Added EP187 | ||
| 42062 | UnderlyingPhysicalSettlBusinessDays | BizDays | Added EP187 | ||
| 42063 | UnderlyingPhysicalSettlMaximumBusinessDays | MaxBizDays | Added EP187 | ||
| 42064 | UnderlyingPhysicalSettlTermXID | XID | Added EP187 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingRateSpreadSchedule | RtSpreadSched | Added EP208 |
| 43004 | UnderlyingRateSpreadInitialValue | InitVal | Added EP208 |
| Component(-) | UnderlyingRateSpreadStepGrp | RtSpreadStep | Added EP208 |
| Repeating Group 43005 | NoUnderlyingRateSpreadSteps | Number of entries in the repeating group. |
| 43006 | UnderlyingRateSpreadStepDate | Dt | Required if NoUnderlyingRateSpreadSteps(43005) > 0. | Added EP208 | |
| 43007 | UnderlyingRateSpreadStepValue | Val | Required if NoUnderlyingRateSpreadSteps(43005) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| end Component |
| Component(-) | UnderlyingDividendPayout | DividendPay | Added EP208 |
| 42860 | UnderlyingDividendPayoutRatio | Ratio | Added EP208 | ||
| 42861 | UnderlyingDividendPayoutConditions | Conds | Added EP208 |
| Component(-) | UnderlyingDividendPaymentGrp | Pmt | Added EP208 |
| Repeating Group 42855 | NoUnderlyingDividendPayments | Number of entries in the repeating group. |
| 42856 | UnderlyingDividendPaymentDate | Dt |