The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request.
Pedigree Added FIX.4.3 Updated EP97
Expand Components | Collapse Components
| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| Component(-) | StandardHeader | Hdr | Y | MsgType = AA (2 A's) | Added FIX.4.3 |
| 8 | BeginString | BeginString | Y | FIXT.1.1 (Always unencrypted, must be first field in message) | Added FIX.4.0 |
| 9 | BodyLength | BodyLength | Y | (Always unencrypted, must be second field in message) | Added FIX.4.0 |
| 35 | MsgType | MsgTyp | Y | (Always unencrypted, must be third field in message) | Added FIX.4.0 |
| 1128 | ApplVerID | ApplVerID | Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence. | Added EP-1 | |
| 1156 | ApplExtID | ApplExtID | Added EP-1 | ||
| 1129 | CstmApplVerID | CstmApplVerID | Used to support bilaterally agreed custom functionality | Added EP-1 | |
| 49 | SenderCompID | SID | Y | (Always unencrypted) | Added FIX.4.0 |
| 56 | TargetCompID | TID | Y | (Always unencrypted) | Added FIX.4.0 |
| 115 | OnBehalfOfCompID | OBID | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 128 | DeliverToCompID | D2ID | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 90 | SecureDataLen | SecureDataLen | Required to identify length of encrypted section of message. (Always unencrypted) | Added FIX.4.0 Updated EP195 Deprecated EP195 | |
| 91 | SecureData | SecureData | Required when message body is encrypted. Always immediately follows SecureDataLen field. | Added FIX.4.0 Updated EP195 Deprecated EP195 | |
| 34 | MsgSeqNum | SeqNum | Y | (Can be embedded within encrypted data section.) | Added FIX.4.0 |
| 50 | SenderSubID | SSub | (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 142 | SenderLocationID | SLoc | Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | Added FIX.4.1 | |
| 57 | TargetSubID | TSub | ADMINreserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 143 | TargetLocationID | TLoc | Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | Added FIX.4.1 | |
| 116 | OnBehalfOfSubID | OBSub | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 144 | OnBehalfOfLocationID | OBLoc | Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) | Added FIX.4.1 | |
| 129 | DeliverToSubID | D2Sub | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 145 | DeliverToLocationID | D2Loc | Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) | Added FIX.4.1 | |
| 43 | PossDupFlag | PosDup | Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 97 | PossResend | PosRsnd | Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 52 | SendingTime | Snt | Y | (Can be embedded within encrypted data section.) | Added FIX.4.0 |
| 122 | OrigSendingTime | OrigSnt | Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 212 | XmlDataLen | XmlDataLen | Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.) | Added FIX.4.2 | |
| 213 | XmlData | XmlData | Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support | Added FIX.4.2 | |
| 347 | MessageEncoding | MsgEncd | Type of message encoding (non-ASCII characters) used in a message's Encodedfields. Required if any Encodingfields are used. | Added FIX.4.2 | |
| 369 | LastMsgSeqNumProcessed | LastMsgSeqNumProced | The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. | Added FIX.4.2 |
| Component(-) | HopGrp | Hop | Number of repeating groups of historical hopinformation. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops. | Added EP-1 |
| Repeating Group 627 | NoHops | Added EP-1 |
| 628 | HopCompID | ID | Added EP-1 | ||
| 629 | HopSendingTime | Snt | Added EP-1 | ||
| 630 | HopRefID | Ref | Added EP-1 |
| end Repeating Group |
| end Component |
| end Component |
| Component(-) | ApplicationSequenceControl | ApplSeqCtrl | Added EP-1 |
| 1180 | ApplID | ApplID | Identifies the application with which a message is associated. Used only if application sequencing is in effect. | Added EP-1 | |
| 1181 | ApplSeqNum | ApplSeqNum | Application sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified. | Added EP-1 | |
| 1350 | ApplLastSeqNum | ApplLastSeqNum | The previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified | Added EP-1 | |
| 1352 | ApplResendFlag | ApplResendFlag | Used to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request. | Added EP-1 |
| end Component |
| 964 | SecurityReportID | RptID | Added EP76 | ||
| 320 | SecurityReqID | ReqID | Added FIX.4.3 | ||
| 322 | SecurityResponseID | RspID | Identifier for the Derivative Security List message | Added FIX.4.3 Updated EP76 | |
| 560 | SecurityRequestResult | ReqRslt | Result of the Security Request identified by SecurityReqID | Added FIX.4.3 | |
| 1607 | SecurityRejectReason | SecRejRsn | Used to specify a rejection reason when SecurityResponseType (323) is equal to 1 (Invalid or unsupported request) or 5 (Request for instrument data not supported). | Added EP114 | |
| 715 | ClearingBusinessDate | BizDt | Added EP76 |
| Component(-) | UnderlyingInstrument | Undly | Underlying security for which derivatives are being returned | Added FIX.4.3 |
| 311 | UnderlyingSymbol | Sym | Common, human understoodrepresentation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use [N/A]for products which do not have a symbol. Required if the UnderlyingInstrument component is marked as required where the component is used. | Added FIX.4.3 Updated EP277 | |
| 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 | Added FIX.4.4 |
| 458 | UnderlyingSecurityAltID | AltID | Added FIX.4.4 | ||
| 459 | UnderlyingSecurityAltIDSource | AltIDSrc | Added FIX.4.4 | ||
| 2959 | UnderlyingSymbolPositionNumber | SymPosNum | Added EP273 |
| 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 | SecXML | 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 EP-1 | ||
| 2984 | UnderlyingMaturityFrequencyUnit | MatFreqUnit | Conditionally required when UnderlyingMaturityFrequencyPeriod(2985) is specified. | Added EP287 | |
| 2985 | UnderlyingMaturityFrequencyPeriod | MatFreqPeriod | Conditionally required when UnderlyingMaturityFrequencyUnit(2984) is specified and the value is not EOM (End of Month) or F (Flexible). | Added EP287 | |
| 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 | ||
| 2921 | UnderlyingNotionalCurrencyCodeSource | NotlCcySrc | Added EP273 | ||
| 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 | ||
| 2917 | UnderlyingStrikeCurrencyCodeSource | StrkCcySrc | Added EP273 | ||
| 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 EP-1 | ||
| 1423 | UnderlyingUnitOfMeasureQty | UOMQty | Added EP-1 | ||
| 1718 | UnderlyingUnitOfMeasureCurrency | UOMCcy | Added EP122 | ||
| 2918 | UnderlyingUnitOfMeasureCurrencyCodeSource | UOMCcySrc | Added EP273 | ||
| 1424 | UnderlyingPriceUnitOfMeasure | PxUOM | Added EP-1 | ||
| 1425 | UnderlyingPriceUnitOfMeasureQty | PxUOMQty | Added EP-1 | ||
| 1719 | UnderlyingPriceUnitOfMeasureCurrency | PxUOMCcy | Added EP122 | ||
| 2919 | UnderlyingPriceUnitOfMeasureCurrencyCodeSource | PxUOMCcySrc | Added EP273 | ||
| 1000 | UnderlyingTimeUnit | TmUnit | Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) | Added EP-1 | |
| 1419 | UnderlyingExerciseStyle | ExerStyle | Added EP-1 | ||
| 1526 | UnderlyingPriceQuoteCurrency | PxQteCcy | Added EP107 | ||
| 2920 | UnderlyingPriceQuoteCurrencyCodeSource | PxQteCcySrc | Added EP273 | ||
| 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 EP-1 | |
| 318 | UnderlyingCurrency | Ccy | Specific to the <UnderlyingInstrument> (not in <Instrument>) | Added FIX.4.4 | |
| 2916 | UnderlyingCurrencyCodeSource | CcySrc | Added EP273 | ||
| 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 EP-1 | |
| 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 EP-1 | |
| 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 EP-1 | |
| 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 | Added FIX.4.4 |
| 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 EP-1 | |
| 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 EP-1 | |
| 1046 | UnderlyingFXRateCalc | FxRateCalc | Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885). | Added EP-1 | |
| 1038 | UnderlyingCapValue | CapValu | Added EP-1 |
| Component(-) | UndlyInstrumentParties | Pty | Added EP-1 |
| Repeating Group 1058 | NoUndlyInstrumentParties | Repeating group below should contain unique combinations of UnderlyingInstrumentPartyID(1059), UnderlyingInstrumentPartyIDSource(1060) and UnderlyingInstrumentPartyRole(1061). | Added EP-1 Updated EP169 |
| 1059 | UnderlyingInstrumentPartyID | ID | Used to identify the source of PartyID. Required if UnderlyingInstrumentPartyIDSource(1060) is specified. Required if NoUndlyInstrumentParties(1058) > 0. | Added EP-1 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 EP-1 Updated EP169 | |
| 1061 | UnderlyingInstrumentPartyRole | R | Identifies the type of UnderlyingInstrumentPartyID(1059) (e.g. Executing Broker). Required if NoUndlyInstrumentParties(1058) > 0. | Added EP-1 Updated EP169 | |
| 2391 | UnderlyingInstrumentPartyRoleQualifier | Qual | Added EP179 |
| Component(-) | UndlyInstrumentPtysSubGrp | Sub | Repeating group of party sub-identifiers. | Added EP-1 Updated EP169 |
| Repeating Group 1062 | NoUndlyInstrumentPartySubIDs | Added EP-1 |
| 1063 | UnderlyingInstrumentPartySubID | ID | Added EP-1 | ||
| 1064 | UnderlyingInstrumentPartySubIDType | Typ | Added EP-1 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 1039 | UnderlyingSettlMethod | SetMeth | Added EP-1 | ||
| 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 | Added EP161 |
| 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 | Added EP161 |
| 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 | Added EP169 |
| 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 | Added EP161 |
| 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 | ||
| 2947 | UnderlyingComplexOptPayoutCurrencyCodeSource | OptCcySrc | Added EP273 | ||
| 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 occurrences of events the first occurrence will specify the UnderlyingComplexEventCondition(2052) which links it with the second event. | Added EP161 Updated EP271 |
| Component(-) | UnderlyingComplexEventDates | EvntDts | Added EP161 |
| Repeating Group 2053 | NoUnderlyingComplexEventDates | Added EP161 |
| 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 | Added EP161 |
| 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 | ||
| 2948 | UnderlyingComplexEventCurrencyOneCodeSource | Ccy1Src | Added EP273 | ||
| 2269 | UnderlyingComplexEventCurrencyTwo | Ccy2 | Added EP169 | ||
| 2949 | UnderlyingComplexEventCurrencyTwoCodeSource | Ccy2Src | Added EP273 | ||
| 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 | Added EP169 |
| 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 | Added EP169 |
| 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 | Added EP169 |
| 41730 | UnderlyingComplexEventPeriodType | Typ | Required if NoUnderlyingComplexEventPeriods(41729) > 0. | Added EP169 | |
| 41731 | UnderlyingComplexEventBusinessCenter | BizCtr | Added EP169 |
| Component(-) | UnderlyingComplexEventScheduleGrp | Sched | Added EP169 |
| Repeating Group 41750 | NoUnderlyingComplexEventSchedules | Added EP169 |
| 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 | Added EP169 |
| 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 | Added EP169 |
| 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 | Added EP169 |
| 41749 | UnderlyingComplexEventCreditEventSource | Src | Required if NoUnderlyingCreditEventCreditEventSources(41748) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingComplexEventCreditEventGrp | CrdEvnt | Added EP169 |
| Repeating Group 41716 | NoUnderlyingComplexEventCreditEvents | Added EP169 |
| 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 | Added EP169 |
| 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 | Added EP161 |
| 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 | Added EP169 |
| 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 | Added EP169 |
| 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 | Added EP169 |
| 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 | Added EP169 |
| 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 | EncodedUnderlyingMarketDisruptionFallbackUnderlierSecDescLen | 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 | Added EP208 |
| 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 | Added EP169 |
| 41821 | UnderlyingOptionExerciseBusinessCenter | Ctr | Required if NoUnderlyingOptionExerciseBusinessCenters(41820) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingOptionExerciseDateGrp | Dt | Added EP169 |
| Repeating Group 41841 | NoUnderlyingOptionExerciseDates | Added EP169 |
| 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 | Added EP169 |
| 41845 | UnderlyingOptionExerciseExpirationDateBusinessCenter | Ctr | Required if NoUnderlyingOptionExerciseExpirationDateBusinessCenters(41844) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingOptionExerciseExpirationDateGrp | Dt | Added EP169 |
| Repeating Group 41856 | NoUnderlyingOptionExerciseExpirationDates | Added EP169 |
| 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 | Added EP161 |
| 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 | Added EP169 |
| 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 | Added EP169 |
| 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 | Added EP169 |
| 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 | Added EP169 |
| 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 | Added EP169 |
| 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 | Added EP169 |
| 41997 | UnderlyingStreamCommoditySettlDay | Day | Required if NoUnderlyingStreamCommoditySettlDays(41996) > 0. | Added EP169 | |
| 41998 | UnderlyingStreamCommoditySettlTotalHours | TotHrs | Added EP169 |
| Component(-) | UnderlyingStreamCommoditySettlTimeGrp | Tm | Added EP169 |
| Repeating Group 41999 | NoUnderlyingStreamCommoditySettlTimes | Added EP169 |
| 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 | Added EP161 |
| 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 | Added EP161 |
| 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 | Added EP161 |
| 40557 | UnderlyingStreamCalculationPeriodBusinessCenter | Ctr | Required if NoUnderlyingStreamCalculationPeriodBusinessCenters(40973) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingStreamCalculationPeriodDateGrp | CalcDt | Added EP169 |
| Repeating Group 41954 | NoUnderlyingStreamCalculationPeriodDates | Added EP169 |
| 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 | Added EP161 |
| 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 UnderlyingStreamCalculationFrequencyUnit(40566) is specified. | Added EP161 Updated EP271 | |
| 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 | Added EP161 |
| 40582 | UnderlyingPaymentStreamPaymentDateBusinessCenter | Ctr | Required if NoUnderlyingPaymentStreamPaymentDateBusinessCenters(40969) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingPaymentStreamPaymentDateGrp | PmtDt | Added EP169 |
| Repeating Group 41937 | NoUnderlyingPaymentStreamPaymentDates | Added EP169 |
| 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 | Added EP161 |
| 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 | Added EP161 |
| 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 | Added EP161 |
| 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 | Added EP208 |
| 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 | |
| 43120 | UnderlyingPaymentStreamRateIndex2 | Ndx2 | Added EP271 | ||
| 43121 | UnderlyingPaymentStreamRateIndex2Source | Ndx2Src | Added EP271 | ||
| 43122 | UnderlyingPaymentStreamRateIndex2ID | Ndx2ID | Conditionally required when UnderlyingPaymentStreamRateIndex2IDSource(43123) is specified. | Added EP271 | |
| 43123 | UnderlyingPaymentStreamRateIndex2IDSource | Ndx2IDSrc | Conditionally required when UnderlyingPaymentStreamRateIndex2ID(43122) is specified. | Added EP271 | |
| 41911 | UnderlyingPaymentStreamRateIndex2CurveUnit | Ndx2Unit | Conditionally required when UnderlyingPaymentStreamRateIndex2CurvePeriod(41912) is specified. | Added EP169 Updated EP271 | |
| 41912 | UnderlyingPaymentStreamRateIndex2CurvePeriod | Ndx2Period | Conditionally required when UnderlyingPaymentStreamRateIndex2CurveUnit(41911) is specified. | Added EP169 Updated EP271 | |
| 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 | Added EP169 |
| 41910 | UnderlyingPaymentStreamPricingBusinessCenter | Ctr | Required if NoUnderlyingPaymentStreamPricingBusinessCenters(41909) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingPaymentStreamPricingDayGrp | PxngDay | Added EP169 |
| Repeating Group 41944 | NoUnderlyingPaymentStreamPricingDays | Added EP169 |
| 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 | Added EP169 |
| 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 | Added EP208 |
| 43111 | UnderlyingPaymentStreamFormulaLength | FrmlaLen | 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 | Added EP208 |
| 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 | Added EP208 |
| 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 | Added EP208 |
| 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 | Added EP208 |
| 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 | Added EP208 |
| 43035 | UnderlyingReturnRatePriceSequence | PxSeq | Required if NoUnderlyingReturnRates(43034) > 0. | Added EP208 | |
| 43036 | UnderlyingReturnRateCommissionBasis | CommBasis | Added EP208 | ||
| 43037 | UnderlyingReturnRateCommissionAmount | CommAmt | Added EP208 | ||
| 43038 | UnderlyingReturnRateCommissionCurrency | CommCcy | If not specified, this is defaulted to the reporting currency. | Added EP208 | |
| 43039 | UnderlyingReturnRateTotalCommissionPerTrade | TotCommPerTrd | Added EP208 | ||
| 43040 | UnderlyingReturnRateDeterminationMethod | DtrmnMeth | Added EP208 |
| Component(-) | UnderlyingReturnRatePriceGrp | Px | Added EP208 |
| Repeating Group 43064 | NoUnderlyingReturnRatePrices | Added EP208 |
| 43065 | UnderlyingReturnRatePriceBasis | PxBasis | Required if NoUnderlyingReturnRatePrices(43064) > 0. | Added EP208 | |
| 43066 | UnderlyingReturnRatePrice | Px | Added EP208 | ||
| 43067 | UnderlyingReturnRatePriceCurrency | Ccy | Added EP208 | ||
| 43068 | UnderlyingReturnRatePriceType | PxTyp | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingReturnRateFXConversionGrp | FxCnvrsn | Added EP208 |
| Repeating Group 43030 | NoUnderlyingReturnRateFXConversions | Added EP208 |
| 43031 | UnderlyingReturnRateFXCurrencySymbol | CcySym | Required if NoUnderlyingReturnRateFXConversions(43030) > 0. | Added EP208 | |
| 43032 | UnderlyingReturnRateFXRate | FxRt | Required if NoUnderlyingReturnRateFXConversions(43030) > 0. | Added EP208 | |
| 43033 | UnderlyingReturnRateFXRateCalc | FxRtCalc | Added EP208 |
| end Repeating Group |
| end Component |
| 43041 | UnderlyingReturnRateAmountRelativeTo | AmtReltv | Added EP208 | ||
| 43042 | UnderlyingReturnRateQuoteMeasureType | QteTyp | Added EP208 | ||
| 43043 | UnderlyingReturnRateQuoteUnits | QteUnit | Added EP208 | ||
| 43044 | UnderlyingReturnRateQuoteMethod | QteMeth | Added EP208 | ||
| 43045 | UnderlyingReturnRateQuoteCurrency | QteCcy | Added EP208 | ||
| 43046 | UnderlyingReturnRateQuoteCurrencyType | QteCcyTyp | Added EP208 | ||
| 43047 | UnderlyingReturnRateQuoteTimeType | QteTmTyp | Mutually exclusive with UnderlyingReturnRateQuoteTime(43048). | Added EP208 | |
| 43048 | UnderlyingReturnRateQuoteTime | QteTm | Mutually exclusive with UnderlyingReturnRateQuoteTimeType(43047). | Added EP208 | |
| 43049 | UnderlyingReturnRateQuoteDate | QteDt | Added EP208 | ||
| 43050 | UnderlyingReturnRateQuoteExpirationTime | QteExpTm | Added EP208 | ||
| 43051 | UnderlyingReturnRateQuoteBusinessCenter | QteBizCtr | Added EP208 | ||
| 43052 | UnderlyingReturnRateQuoteExchange | QteExch | Added EP208 |
| Component(-) | UnderlyingReturnRateInformationSourceGrp | InfoSrc | Added EP208 |
| Repeating Group 43060 | NoUnderlyingReturnRateInformationSources | Added EP208 |
| 43061 | UnderlyingReturnRateInformationSource | RtSrc | Required if NoUnderlyingReturnRateInformationSources(43060) > 0. | Added EP208 | |
| 43062 | UnderlyingReturnRateReferencePage | RefPg | Added EP208 | ||
| 43063 | UnderlyingReturnRateReferencePageHeading | RefHdng | Added EP208 |
| end Repeating Group |
| end Component |
| 43053 | UnderlyingReturnRateQuotePricingModel | QteModel | Added EP208 | ||
| 43054 | UnderlyingReturnRateCashFlowType | CshFlow | Added EP208 |
| Component(-) | UnderlyingReturnRateDateGrp | Dt | Added EP208 |
| Repeating Group 43008 | NoUnderlyingReturnRateDates | Added EP208 |
| 43009 | UnderlyingReturnRateDateMode | Mode | Required if NoUnderlyingReturnRateDates(43008) > 0. | Added EP208 |
| Component(-) | UnderlyingReturnRateValuationDateGrp | Val | Added EP208 |
| Repeating Group 43071 | NoUnderlyingReturnRateValuationDates | Added EP208 |
| 43072 | UnderlyingReturnRateValuationDate | Dt | Required if NoUnderlyingReturnRateValuationDates(43071) > 0. | Added EP208 | |
| 43073 | UnderlyingReturnRateValuationDateType | Typ | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. | Added EP208 |
| end Repeating Group |
| end Component |
| 43010 | UnderlyingReturnRateValuationDateRelativeTo | Reltv | Added EP208 | ||
| 43011 | UnderlyingReturnRateValuationDateOffsetPeriod | OfstPeriod | Conditionally required when UnderlyingReturnRateValuationDateOffsetUnit(43012) is specified. | Added EP208 | |
| 43012 | UnderlyingReturnRateValuationDateOffsetUnit | OfstUnit | Conditionally required when UnderlyingReturnRateValuationDateOffsetPeriod(43011) is specified. | Added EP208 | |
| 43013 | UnderlyingReturnRateValuationDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 43014 | UnderlyingReturnRateValuationStartDateUnadjusted | StartDtUnadj | Added EP208 | ||
| 43015 | UnderlyingReturnRateValuationStartDateRelativeTo | StartDtReltv | Added EP208 | ||
| 43016 | UnderlyingReturnRateValuationStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when UnderlyingReturnRateValuationStartDateOffsetUnit(43017) is specified. | Added EP208 | |
| 43017 | UnderlyingReturnRateValuationStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when UnderlyingReturnRateValuationStartDateOffsetPeriod(43016) is specified. | Added EP208 | |
| 43018 | UnderlyingReturnRateValuationStartDateOffsetDayType | StartDtOfstDayTyp | Added EP208 | ||
| 43019 | UnderlyingReturnRateValuationStartDateAdjusted | StartDt | Added EP208 | ||
| 43020 | UnderlyingReturnRateValuationEndDateUnadjusted | EndDtUnadj | Added EP208 | ||
| 43021 | UnderlyingReturnRateValuationEndDateRelativeTo | EndDtReltv | Added EP208 | ||
| 43022 | UnderlyingReturnRateValuationEndDateOffsetPeriod | EndDtOfstPeriod | Conditionally required when UnderlyingReturnRateValuationEndDateOffsetUnit(43023) is specified. | Added EP208 | |
| 43023 | UnderlyingReturnRateValuationEndDateOffsetUnit | EndDtOfstUnit | Conditionally required when UnderlyingReturnRateValuationEndDateOffsetPeriod(43022) is specified. | Added EP208 | |
| 43024 | UnderlyingReturnRateValuationEndDateOffsetDayType | EndDtOfstDayTyp | Added EP208 | ||
| 43025 | UnderlyingReturnRateValuationEndDateAdjusted | EndDt | Added EP208 | ||
| 43026 | UnderlyingReturnRateValuationFrequencyPeriod | FreqPeriod | Conditionally required when UnderlyingReturnRateValuationFrequencyUnit(43027) is specified. | Added EP208 | |
| 43027 | UnderlyingReturnRateValuationFrequencyUnit | FreqUnit | Conditionally required when UnderlyingReturnRateValuationFrequencyPeriod(43026) is specified. | Added EP208 | |
| 43028 | UnderlyingReturnRateValuationFrequencyRollConvention | Roll | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the return rate dates. | Added EP208 | |
| 43029 | UnderlyingReturnRateValuationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream return rate valuation dates. | Added EP208 |
| Component(-) | UnderlyingReturnRateValuationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream return rate valuation dates. | Added EP208 |
| Repeating Group 43069 | NoUnderlyingReturnRateValuationDateBusinessCenters | Added EP208 |
| 43070 | UnderlyingReturnRateValuationDateBusinessCenter | Ctr | Required if NoUnderlyingReturnRateValuationDateBusinessCenters(43069) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 43055 | UnderlyingReturnRateValuationTimeType | ValTmTyp | Mutually exclusive with UnderlyingReturnRateValuationTime(43056) | Added EP208 | |
| 43056 | UnderlyingReturnRateValuationTime | ValTm | Mutually exclusive with UnderlyingReturnRateValuationTimeType(43055). | Added EP208 | |
| 43057 | UnderlyingReturnRateValuationTimeBusinessCenter | ValTmBizCtr | Added EP208 | ||
| 43058 | UnderlyingReturnRateValuationPriceOption | ValPxOpt | Added EP208 | ||
| 43059 | UnderlyingReturnRateFinalPriceFallback | FnlPxFallbck | Added EP208 |
| 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 | Added EP208 |
| 42916 | UnderlyingPaymentStreamCompoundingDatesBusinessCenter | Ctr | Required if NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters(42915) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingPaymentStreamCompoundingDateGrp | CmpndgDt | Added EP208 |
| Repeating Group 42901 | NoUnderlyingPaymentStreamCompoundingDates | Added EP208 |
| 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 | UnderlyingPaymentStreamNonDeliverableFixingDatesBizDayConvention | 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 | NoUnderlyingPaymentStreamNonDeliverableFixingDatesBizCenters | Added EP161 |
| 40650 | UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenter | Ctr | Required if NoUnderlyingPaymentStreamNonDeliverableFixingDatesBizCenters(40968) > 0. | Added EP161 Updated EP271 |
| 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 | Added EP161 |
| 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 | Added EP161 |
| 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 | Added EP161 |
| 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 | Added EP161 |
| 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 | Added EP161 |
| 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 | Added EP169 |
| 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 | UnderlyingPaymentScheduleInterimExchangeDatesBizDayConvention | 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 | Added EP161 |
| 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 | Added EP161 |
| 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 | Added EP208 |
| 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 | Added EP208 |
| 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 | Added EP169 |
| 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 | Added EP169 |
| 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 | Added EP169 |
| 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 | Added EP169 |
| 41771 | UnderlyingDeliveryScheduleSettlDay | Day | Required if NoUnderlyingDeliveryScheduleSettlDays(41770) > 0. | Added EP169 | |
| 41772 | UnderlyingDeliveryScheduleSettlTotalHours | TotHrs | Added EP169 |
| Component(-) | UnderlyingDeliveryScheduleSettlTimeGrp | Tm | Added EP169 |
| Repeating Group 41773 | NoUnderlyingDeliveryScheduleSettlTimes | Added EP169 |
| 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 | Added EP187 |
| 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 | Added EP187 |
| 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 | Added EP187 |
| 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 | Added EP187 |
| 42185 | UnderlyingProvisionOptionExerciseBusinessCenter | Ctr | Required if NoUnderlyingProvisionOptionExerciseBusinessCenters(42184) > 0. | Added EP187 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingProvisionOptionExerciseFixedDateGrp | OptExerFixedDt | Added EP187 |
| Repeating Group 42112 | NoUnderlyingProvisionOptionExerciseFixedDates | Added EP187 |
| 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 | Added EP187 |
| 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 | UnderlyingProvisionOptionRelevantUnderlyingDateBizDayConvention | 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 relevant underlying date. | Added EP187 Updated EP282 |
| Repeating Group 42188 | NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters | Added EP187 |
| 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 | Added EP187 |
| 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 | Added EP187 |
| 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 | Added EP187 |
| 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 | Added EP187 |
| 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 | Added EP187 |
| 42037 | UnderlyingAdditionalTermConditionPrecedentBondIndicator | PrcdntInd | Required if NoUnderlyingAdditionalTerms(42036) > 0. | Added EP187 | |
| 42038 | UnderlyingAdditionalTermDiscrepancyClauseIndicator | DscrpncyInd | Added EP187 |
| Component(-) | UnderlyingAdditionalTermBondRefGrp | BondRef | Added EP187 |
| Repeating Group 41340 | NoUnderlyingAdditionalTermBondRefs | Added EP187 |
| 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 | Added EP187 |
| 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 | Added EP187 |
| 42091 | UnderlyingProtectionTermEventNewsSource | Src | Required if NoUnderlyingProtectionTermEventNewsSources(42090) > 0. | Added EP187 |
| end Repeating Group |
| end Component |
| Component(-) | UnderlyingProtectionTermEventGrp | Evnt | Added EP187 |
| Repeating Group 42077 | NoUnderlyingProtectionTermEvents | Added EP187 |
| 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 | Added EP187 |
| 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 | Added EP187 |
| 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 | Added EP187 |
| 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 | Added EP187 |
| 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 | Added EP208 |
| 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 | Added EP187 |
| Component(-) | UnderlyingPhysicalSettlDeliverableObligationGrp | DlvrblOblig | Required if NoUnderlyingPhysicalSettlTerms(42060) > 0. | Added EP187 |
| Repeating Group 42065 | NoUnderlyingPhysicalSettlDeliverableObligations | Added EP187 |
| 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 | Added EP208 |
| 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 | Added EP208 |
| 42856 | UnderlyingDividendPaymentDate | Dt | Required if NoUnderlyingDividendPayments (42855) > 0. | Added EP208 | |
| 42857 | UnderlyingDividendPaymentAmount | Amt | Required if NoUnderlyingDividendPayments (42855) > 0. | Added EP208 | |
| 42858 | UnderlyingDividendPaymentCurrency | Ccy | Added EP208 | ||
| 42859 | UnderlyingDividendAccruedInterest | AcrdInt | Added EP208 |
| end Repeating Group |
| end Component |
| end Component |
| Component(-) | UnderlyingExtraordinaryEventGrp | ExtrordEvnt | Added EP208 |
| Repeating Group 42884 | NoUnderlyingExtraordinaryEvents | Added EP208 |
| 42885 | UnderlyingExtraordinaryEventType | Typ | Required if NoUnderlyingExtraordinaryEvents(42884) > 0. | Added EP208 | |
| 42886 | UnderlyingExtraordinaryEventValue | Val | Required if NoUnderlyingExtraordinaryEvents(42884) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 2624 | UnderlyingExtraordinaryEventAdjustmentMethod | ExtrordEvntAdjMeth | Added EP208 | ||
| 2625 | UnderlyingExchangeLookAlike | ExchLookAlike | Added EP208 | ||
| 2626 | UnderlyingAverageVolumeLimitationPercentage | AvgLmtPctg | Added EP208 | ||
| 2627 | UnderlyingAverageVolumeLimitationPeriodDays | AvgLmtDys | Added EP208 | ||
| 2628 | UnderlyingDepositoryReceiptIndicator | DpstryRcptInd | Added EP208 | ||
| 2629 | UnderlyingOpenUnits | OpnUnits | Added EP208 | ||
| 2630 | UnderlyingBasketDivisor | BsktDvsr | Added EP208 | ||
| 2631 | UnderlyingInstrumentXID | XID | Added EP208 |
| end Component |
| Component(-) | DerivativeSecurityDefinition | DerivSecDef | Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block. | Added EP-1 |
| Component(-) | DerivativeInstrument | DerivInstrmt | Optional block which can be used to to summarize common attributes shared across a set of option instruments which belong to the same series. | Added EP-1 |
| 1214 | DerivativeSymbol | Sym | Common, human understoodrepresentation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use [N/A]for products which do not have a symbol. Required if DerivativeInstrument component is marked as required where the component is used. | Added EP-1 Updated EP277 | |
| 1215 | DerivativeSymbolSfx | Sfx | Added EP-1 Updated EP271 | ||
| 1216 | DerivativeSecurityID | ID | Takes precedence in identifying security to counterparty over SecurityAltID block | Added EP-1 Updated EP271 | |
| 1217 | DerivativeSecurityIDSource | Src | Added EP-1 Updated EP271 |
| Component(-) | DerivativeSecurityAltIDGrp | AID | Added EP-1 |
| Repeating Group 1218 | NoDerivativeSecurityAltID | Added EP-1 |
| 1219 | DerivativeSecurityAltID | ID | Added EP-1 | ||
| 1220 | DerivativeSecurityAltIDSource | Src | Added EP-1 |
| end Repeating Group |
| end Component |
| 1246 | DerivativeProduct | Prod | Added EP-1 Updated EP271 | ||
| 1228 | DerivativeProductComplex | ProdCmplx | Identifies an entire suite of products for a given market. In Futures this may be interest rates, agricultural, equity indexes, etc | Added EP-1 | |
| 1243 | DerivFlexProductEligibilityIndicator | FlexProdElig | Used to indicate if a product or group of product supports the creation of flexible securities | Added EP-1 | |
| 1247 | DerivativeSecurityGroup | SecGrp | Added EP-1 Updated EP271 | ||
| 1248 | DerivativeCFICode | CFI | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. | Added EP-1 Updated EP271 | |
| 2892 | DerivativeUPICode | UPI | Added EP266 | ||
| 1249 | DerivativeSecurityType | SecTyp | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.) | Added EP-1 | |
| 1250 | DerivativeSecuritySubType | SecSubTyp | Added EP-1 Updated EP271 | ||
| 1251 | DerivativeMaturityMonthYear | MMY | Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S and P futures). Note MaturityDate (a full date) can also be specified. | Added EP-1 Updated EP271 | |
| 1252 | DerivativeMaturityDate | MatDt | Note that standardized derivatives which are typically only referenced by month and year (e.g. S and P futures).may use MaturityMonthYear and or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. | Added EP-1 Updated EP271 | |
| 1253 | DerivativeMaturityTime | MatTm | Added EP-1 | ||
| 1254 | DerivativeSettleOnOpenFlag | SettlOnOpenFlag | Added EP-1 Updated EP271 | ||
| 1255 | DerivativeInstrmtAssignmentMethod | AsgnMeth | Added EP-1 | ||
| 1256 | DerivativeSecurityStatus | Status | Added EP-1 Updated EP271 | ||
| 1276 | DerivativeIssueDate | IssDt | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | Added EP-1 | |
| 1257 | DerivativeInstrRegistry | Rgstry | Can be used in conjunction with ISIN to address ISIN uniqueness issues. | Added EP-1 Updated EP271 | |
| 1258 | DerivativeCountryOfIssue | Ctry | Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. | Added EP-1 Updated EP271 | |
| 1259 | DerivativeStateOrProvinceOfIssue | StPrv | Added EP-1 Updated EP271 | ||
| 1260 | DerivativeLocaleOfIssue | Lcl | Added EP-1 Updated EP271 | ||
| 1261 | DerivativeStrikePrice | StrkPx | Added EP-1 Updated EP271 | ||
| 1262 | DerivativeStrikeCurrency | StrkCcy | Added EP-1 Updated EP271 | ||
| 2912 | DerivativeStrikeCurrencyCodeSource | StrkCcySrc | Added EP273 | ||
| 1263 | DerivativeStrikeMultiplier | StrkMult | Added EP-1 Updated EP271 | ||
| 1264 | DerivativeStrikeValue | StrkValu | Added EP-1 Updated EP271 | ||
| 1265 | DerivativeOptAttribute | OptAt | Added EP-1 Updated EP271 | ||
| 1266 | DerivativeContractMultiplier | Mult | Added EP-1 Updated EP271 | ||
| 1438 | DerivativeContractMultiplierUnit | MultTyp | Added EP80 | ||
| 1442 | DerivativeFlowScheduleType | FlowSchedTyp | Added EP80 | ||
| 1267 | DerivativeMinPriceIncrement | MinPxIncr | Added EP-1 Updated EP271 | ||
| 1268 | DerivativeMinPriceIncrementAmount | MinPxIncrAmt | Added EP-1 Updated EP271 | ||
| 1269 | DerivativeUnitOfMeasure | UOM | Added EP-1 | ||
| 1270 | DerivativeUnitOfMeasureQty | UOMQty | Added EP-1 | ||
| 1722 | DerivativeUnitOfMeasureCurrency | UOMCcy | Added EP122 | ||
| 2913 | DerivativeUnitOfMeasureCurrencyCodeSource | UOMCcySrc | Added EP273 | ||
| 1315 | DerivativePriceUnitOfMeasure | PxUOM | Added EP-1 | ||
| 1316 | DerivativePriceUnitOfMeasureQty | PxUOMQty | Added EP-1 | ||
| 1723 | DerivativePriceUnitOfMeasureCurrency | PxUOMCcy | Added EP122 | ||
| 2914 | DerivativePriceUnitOfMeasureCurrencyCodeSource | PxUOMCcySrc | Added EP273 | ||
| 1317 | DerivativeSettlMethod | SettlMeth | Added EP-1 Updated EP271 | ||
| 1318 | DerivativePriceQuoteMethod | PxQteMeth | Added EP-1 Updated EP271 | ||
| 1319 | DerivativeValuationMethod | ValMeth | Added EP-1 Updated EP271 | ||
| 1576 | DerivativePriceQuoteCurrency | PxQteCcy | Added EP107 | ||
| 2915 | DerivativePriceQuoteCurrencyCodeSource | PxQteCcySrc | Added EP273 | ||
| 1320 | DerivativeListMethod | ListMeth | Added EP-1 Updated EP271 | ||
| 1321 | DerivativeCapPrice | CapPx | Added EP-1 Updated EP271 | ||
| 1322 | DerivativeFloorPrice | FlrPx | Added EP-1 Updated EP271 | ||
| 1323 | DerivativePutOrCall | PutCall | Added EP-1 | ||
| 2684 | DerivativeInTheMoneyCondition | ITMCond | Used to express in-the-moneyness behavior in general terms for the option without the use of DerivativeStrikePrice(1261) and DerivativePutOrCall(1323). | Added EP224 | |
| 2688 | DerivativeContraryInstructionEligibilityIndicator | CntraryInstEligInd | Added EP224 | ||
| 1299 | DerivativeExerciseStyle | ExerStyle | Added EP-1 Updated EP271 | ||
| 1225 | DerivativeOptPayoutAmount | OptPayAmt | Added EP-1 Updated EP271 | ||
| 1271 | DerivativeTimeUnit | TmUnit | Added EP-1 Updated EP271 | ||
| 1272 | DerivativeSecurityExchange | Exch | Can be used to identify the security. | Added EP-1 | |
| 1273 | DerivativePositionLimit | PosLmt | Added EP-1 Updated EP271 | ||
| 1274 | DerivativeNTPositionLimit | NTPosLmt | Added EP-1 Updated EP271 | ||
| 1275 | DerivativeIssuer | Issr | Added EP-1 | ||
| 1277 | DerivativeEncodedIssuerLen | EncIssrLen | Must be set if DerivativeEncodedIssuer(1278) field is specified and must immediately precede it. | Added EP-1 Updated EP271 | |
| 1278 | DerivativeEncodedIssuer | EncIssr | Added EP-1 Updated EP271 | ||
| 1279 | DerivativeSecurityDesc | Desc | Added EP-1 | ||
| 1280 | DerivativeEncodedSecurityDescLen | EncSecDescLen | Must be set if DerivativeEncodedSecurityDesc(1280) field is specified and must immediately precede it. | Added EP-1 Updated EP271 | |
| 1281 | DerivativeEncodedSecurityDesc | EncSecDesc | Added EP-1 Updated EP271 |
| Component(-) | DerivativeSecurityXML | SecXML | Embedded XML document describing security. | Added EP-1 |
| 1282 | DerivativeSecurityXMLLen | SecXMLLen | Must be set if DerivativeSecurityXML(1283) field is specified and must immediately precede it. | Added EP-1 Updated EP271 | |
| 1283 | DerivativeSecurityXML | SecXML | Added EP-1 Updated EP271 | ||
| 1284 | DerivativeSecurityXMLSchema | Schema | Added EP-1 Updated EP271 |
| end Component |
| 1285 | DerivativeContractSettlMonth | CSetMo | Must be present for MBS or TBA | Added EP-1 |
| Component(-) | DerivativeEventsGrp | Evnt | Added EP-1 |
| Repeating Group 1286 | NoDerivativeEvents | Added EP-1 |
| 1287 | DerivativeEventType | EventTyp | Added EP-1 Updated EP271 | ||
| 1288 | DerivativeEventDate | Dt | Added EP-1 | ||
| 1289 | DerivativeEventTime | Tm | Added EP-1 Updated EP271 | ||
| 1290 | DerivativeEventPx | Px | Added EP-1 | ||
| 1291 | DerivativeEventText | Txt | Added EP-1 |
| end Repeating Group |
| end Component |
| Component(-) | DerivativeInstrumentParties | Pty | Added EP-1 |
| Repeating Group 1292 | NoDerivativeInstrumentParties | Should contain unique combinations of DerivativeInstrumentPartyID, DerivativeInstrumentPartyIDSource, and DerivativeInstrumentPartyRole | Added EP-1 |
| 1293 | DerivativeInstrumentPartyID | ID | Used to identify party id related to instrument series | Added EP-1 | |
| 1294 | DerivativeInstrumentPartyIDSource | Src | Used to identify source of instrument series party id | Added EP-1 | |
| 1295 | DerivativeInstrumentPartyRole | R | Used to identify the role of instrument series party id | Added EP-1 | |
| 2377 | DerivativeInstrumentPartyRoleQualifier | Qual | Added EP179 |
| Component(-) | DerivativeInstrumentPartySubIDsGrp | Sub | Added EP-1 |
| Repeating Group 1296 | NoDerivativeInstrumentPartySubIDs | Added EP-1 |
| 1297 | DerivativeInstrumentPartySubID | ID | Added EP-1 | ||
| 1298 | DerivativeInstrumentPartySubIDType | Typ | Added EP-1 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| end Component |
| Component(-) | DerivativeInstrumentAttribute | Attrb | Additional attribution for the instrument series | Added EP-1 |
| Repeating Group 1311 | NoDerivativeInstrAttrib | Added EP-1 |
| 1313 | DerivativeInstrAttribType | Typ | Added EP-1 | ||
| 1314 | DerivativeInstrAttribValue | Val | Added EP-1 |
| end Repeating Group |
| end Component |
| Component(-) | MarketSegmentGrp | MktSegGrp | Security trading and listing attributes for the series level | Added EP-1 |
| Repeating Group 1310 | NoMarketSegments | Number of Market Segments on which a security may trade. | Added EP-1 |
| 1301 | MarketID | MktID | Identifies the market which lists and trades the instrument. | Added EP-1 | |
| 1300 | MarketSegmentID | MktSegID | Identifies the segment of the market to which the specify trading rules and listing rules apply. | Added EP-1 |
| Component(-) | SecurityTradingRules | SecTrdgRules | Added EP-1 |
| Component(-) | BaseTradingRules | BaseTrdgRules | This block contains the base trading rules | Added EP-1 |
| Component(-) | TickRules | TickRules | Specifies price tick rules for the security. | Added EP-1 Updated EP195 |
| Repeating Group 1205 | NoTickRules | Added EP-1 Updated EP195 |
| 1206 | StartTickPriceRange | StartTickPxRng | Required if NoTickRules(1205) > 0. | Added EP-1 Updated EP138 | |
| 1207 | EndTickPriceRange | EndTickPxRng | Added EP-1 Updated EP138 | ||
| 1208 | TickIncrement | TickIncr | Added EP-1 Updated EP138 | ||
| 1209 | TickRuleType | TickRuleTyp | Added EP-1 Updated EP138 | ||
| 2571 | TickRuleProductComplex | TickRuleProdCmplx | Can be used to limit tick rule to specific product suite. | Added EP195 | |
| 1830 | SettlPriceIncrement | SettlPxIncr | Added EP138 | ||
| 1831 | SettlPriceSecondaryIncrement | SettlPxIncr2 | Added EP138 |
| end Repeating Group |
| end Component |
| Component(-) | LotTypeRules | LotTypeRules | Specifies the lot types that are valid for trading. | Added EP-1 |
| Repeating Group 1234 | NoLotTypeRules | Number of Lot Types | Added EP-1 |
| 1093 | LotType | LotTyp | Defines the lot type assigned to the order. Use as an alternate to RoundLot(561). To be used with MinLotSize(1231). LotType + MinLotSize (max is next level minus 1). Required if NoLotTypeRules(1234) > 0. | Added EP-1 Updated EP271 | |
| 1231 | MinLotSize | MinLotSz | Minimum lot size allowed based on lot type specified in LotType(1093) | Added EP-1 |
| end Repeating Group |
| end Component |
| Component(-) | PriceLimits | PxLmts | Specifies the price limits that are valid for trading. | Added EP-1 |
| 1306 | PriceLimitType | PxLmtTyp | Describes the how the price limits are expressed | Added EP-1 | |
| 1148 | LowLimitPrice | LowLmtPx | Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected | Added EP-1 | |
| 1149 | HighLimitPrice | HiLmtPx | Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected | Added EP-1 | |
| 1150 | TradingReferencePrice | TrdgRefPx | Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day. | Added EP-1 |
| end Component |
| Component(-) | PriceRangeRuleGrp | PxRngRule | Specifies the valid price range tables for trading. | Added EP195 |
| Repeating Group 2550 | NoPriceRangeRules | Added EP195 |
| 2551 | StartPriceRange | StartPxRng | Required if NoPriceRangeRules(2550) > 0. | Added EP195 | |
| 2552 | EndPriceRange | EndPxRng | Added EP195 | ||
| 2553 | PriceRangeValue | PxRngValu | Mutually exclusive with PriceRangePercentage(2554). | Added EP195 | |
| 2554 | PriceRangePercentage | PxRngPctage | Mutually exclusive with PriceRangeValue(2553). | Added EP195 | |
| 2556 | PriceRangeRuleID | PxRngRuleID | Can be used to provide an identifier so that the rule can be reference via the ID elsewhere. | Added EP195 | |
| 2555 | PriceRangeProductComplex | PxRngProdCmplx | Can be used to limit price range to specific product suite. | Added EP195 |
| end Repeating Group |
| end Component |
| Component(-) | QuoteSizeRuleGrp | QteSzRule | Specifies the valid quote sizes for trading. | Added EP195 |
| Repeating Group 2558 | NoQuoteSizeRules | Number of quote size rules. | Added EP195 |
| 647 | MinBidSize | MinBidSz | Required if NoQuoteSizeRules(2558) > 0. | Added EP195 | |
| 648 | MinOfferSize | MinOfrSz | Required if NoQuoteSizeRules(2558) > 0. | Added EP195 | |
| 2447 | FastMarketIndicator | FastMktInd | Used to define the sizes applicable for fast market conditions. | Added EP195 |
| end Repeating Group |
| end Component |
| 827 | ExpirationCycle | ExpirationCycle | Added EP-1 | ||
| 1786 | TradeVolType | TrdVolTyp | Added EP130 Updated EP195 | ||
| 562 | MinTradeVol | MinTrdVol | Added EP-1 Updated EP195 | ||
| 1140 | MaxTradeVol | MaxTrdVol | For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade. | Added EP-1 Updated EP195 | |
| 1143 | MaxPriceVariation | MxPxVar | Added EP-1 Updated EP195 | ||
| 1144 | ImpliedMarketIndicator | ImpldMktInd | Added EP-1 | ||
| 1245 | TradingCurrency | TrdCcy | Added EP-1 Updated EP195 | ||
| 2934 | TradingCurrencyCodeSource | TrdCcySrc | Added EP273 | ||
| 561 | RoundLot | RndLot | Added EP-1 Updated EP195 | ||
| 1377 | MultilegModel | MlegModel | Used for multileg security only. | Added EP-1 Updated EP195 | |
| 1378 | MultilegPriceMethod | MlegPxMeth | Used for multileg security only. | Added EP-1 Updated EP195 | |
| 423 | PriceType | PxTyp | Defines the default price type used for trading. | Added EP-1 Updated EP195 | |
| 2557 | FastMarketPercentage | FastMktPctage | Can be used as a factor to be applied to other base trading rules during a fast market, e.g. to widen price or size ranges by the specified percentage factor. | Added EP195 | |
| 2559 | QuoteSideIndicator | QuotSideInd | Added EP195 |
| end Component |
| Component(-) | TradingSessionRulesGrp | TrdgSesRulesGrp | This block contains the trading rules specific to a trading session | Added EP-1 |
| Repeating Group 1309 | NoTradingSessionRules | Allows trading rules to be expressed by trading session | Added EP-1 |
| 336 | TradingSessionID | SesID | Identifier for the trading session Must be provided if NoTradingSessions > 0 Set to [N/A] if values are not specific to trading session | Added EP-1 | |
| 625 | TradingSessionSubID | SesSub | Identifier for the trading session Set to [N/A] if values are not specific to trading session sub id | Added EP-1 |
| Component(-) | TradingSessionRules | TrdgSesRules | Contains trading rules specified at the trading session level | Added EP-1 |
| Component(-) | OrdTypeRules | OrdTypRules | Specifies the order types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. | Added EP-1 |
| Repeating Group 1237 | NoOrdTypeRules | Number of order types | Added EP-1 |
| 40 | OrdType | OrdTyp | Indicates order types that are valid for the specified market segment. | Added EP-1 |
| end Repeating Group |
| end Component |
| Component(-) | TimeInForceRules | TmInForceRules | Specifies the time in force rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. | Added EP-1 Updated EP223 |
| Repeating Group 1239 | NoTimeInForceRules | Number of time in force techniques | Added EP-1 |
| 59 | TimeInForce | TmInForce | Indicates time in force techniques that are valid for the specified market segment | Added EP-1 |
| end Repeating Group |
| end Component |
| Component(-) | ExecInstRules | ExecInstRules | Specifies the execution instructions that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. | Added EP-1 Updated EP223 |
| Repeating Group 1232 | NoExecInstRules | Number of execution instructions | Added EP-1 |
| 1308 | ExecInstValue | ExecInstValu | Indicates execution instructions that are valid for the specified market segment | Added EP-1 |
| end Repeating Group |
| end Component |
| Component(-) | AuctionTypeRuleGrp | AuctTypRule | Specifies the auction order types that are valid for trading on the identified. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. | Added EP223 |
| Repeating Group 2548 | NoAuctionTypeRules | Added EP195 |
| 1803 | AuctionType | AuctTyp | Required if NoAuctionTypeRules(2548) > 0. AuctionType(1803) = 0 (None) can be used to invalidate all auction types on the instrument level that are defined on a market segment level. | Added EP195 Updated EP223 | |
| 2549 | AuctionTypeProductComplex | AuctTypProdCmplx | Can be used to limit auction order type to specific product suite. Use multiple entries with the same AuctionType(1803) if multiple but not all product suites are supported. | Added EP195 |
| end Repeating Group |
| end Component |
| Component(-) | MatchRules | MtchRules | Specifies the matching rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. | Added EP-1 Updated EP223 |
| Repeating Group 1235 | NoMatchRules | Added EP-1 Updated EP195 |
| 1142 | MatchAlgorithm | MtchAlgo | Required if NoMatchRules(1235) > 0. | Added EP-1 Updated EP195 | |
| 574 | MatchType | MtchTyp | Added EP-1 Updated EP195 | ||
| 2569 | MatchRuleProductComplex | MtchRuleProdCmplx | Can be used to limit match rule to specific product suite. | Added EP195 | |
| 2570 | CustomerPriority | CustPri | Can be used to give customer orders priority for the given matching algorithm. | Added EP195 |
| end Repeating Group |
| end Component |
| Component(-) | MarketDataFeedTypes | MDFeedTyps | Specifies the market data feed types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. | Added EP-1 Updated EP223 |
| Repeating Group 1141 | NoMDFeedTypes | Added EP-1 Updated EP195 |
| 1022 | MDFeedType | MDFeedTyp | Required if NoMDFeedTypes(1141) > 0. | Added EP-1 Updated EP195 | |
| 1683 | MDSubFeedType | MDSubFeedTyp | Added EP106 Updated EP195 | ||
| 264 | MarketDepth | MktDepth | Specifies the depth of book (or levels of market depth) for the feed type. | Added EP-1 Updated EP195 | |
| 2563 | MarketDepthTimeInterval | MktDepthTmIntvl | Conditionally required when MarketDepthTimeIntervalUnit(2564) is specified. | Added EP195 | |
| 2564 | MarketDepthTimeIntervalUnit | MktDepthTmIntvlUnit | Conditionally required when MarketDataTimeInterval(2563) is specified. | Added EP195 | |
| 2565 | MDRecoveryTimeInterval | MDRcvryTmIntvl | Conditionally required when MDRecoveryTimeIntervalUnit(2566) is specified. | Added EP195 | |
| 2566 | MDRecoveryTimeIntervalUnit | MDRcvryTmIntvlUnit | Conditionally required when MDRecoveryTimeInterval(2565) is specified. | Added EP195 | |
| 1021 | MDBookType | MDBkTyp | Added EP-1 Updated EP195 | ||
| 1173 | MDSubBookType | MDSubBkTyp | Added EP195 | ||
| 2567 | PrimaryServiceLocationID | SvcLctnID1 | Added EP195 | ||
| 2568 | SecondaryServiceLocationID | SvcLctnID2 | Added EP195 |
| end Repeating Group |
| end Component |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | NestedInstrumentAttribute | Attrb | Added EP-1 |
| Repeating Group 1312 | NoNestedInstrAttrib | Added EP-1 |
| 1210 | NestedInstrAttribType | Typ | Code to represent the type of instrument attribute | Added EP-1 | |
| 1211 | NestedInstrAttribValue | Val | Attribute value appropriate to the NestedInstrAttribType field | Added EP-1 |
| end Repeating Group |
| end Component |
| end Component |
| Component(-) | StrikeRules | StrkRules | This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument. | Added EP-1 |
| Repeating Group 1201 | NoStrikeRules | Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument | Added EP-1 |
| 1223 | StrikeRuleID | StrkRule | Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated | Added EP-1 | |
| 1202 | StartStrikePxRange | StartStrkPxRng | Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying | Added EP-1 | |
| 1203 | EndStrikePxRange | EndStrkPxRng | Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying | Added EP-1 | |
| 1204 | StrikeIncrement | StrkIncr | Value by which strike price should be incremented within the specified price | Added EP-1 | |
| 1304 | StrikeExerciseStyle | StrkExrStyle | Enumeration that represents the exercise style for a class of options Same values as ExerciseStyle | Added EP-1 |
| Component(-) | MaturityRules | MatRules | Describes the maturity rules for a given set of strikes as defined by StrikeRules | Added EP-1 |
| Repeating Group 1236 | NoMaturityRules | Number of maturity rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument | Added EP-1 |
| 1222 | MaturityRuleID | MatRuleID | Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated | Added EP-1 | |
| 1303 | MaturityMonthYearFormat | MMYFmt | Format used to generate the MMY for each option contract: | Added EP-1 | |
| 1302 | MaturityMonthYearIncrementUnits | MMYIncrUnits | enumeration specifying the increment unit: | Added EP-1 | |
| 1241 | StartMaturityMonthYear | StartMMY | Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying | Added EP-1 | |
| 1226 | EndMaturityMonthYear | EndMMY | Ending maturity month year to which the StrikeIncrement applies. Price refers to the price of the underlying. | Added EP-1 Updated EP271 | |
| 1229 | MaturityMonthYearIncrement | MMYIncr | Value by which maturity month year should be incremented within the specified price range. | Added EP-1 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | SecurityClassificationGrp | SecClsfnGrp | Used to specify forms of product classifications | Added EP107 |
| Repeating Group 1582 | NoSecurityClassifications | Added EP107 |
| 1583 | SecurityClassificationReason | Rsn | Conditionally required if NoSecurityClassifications > 0. | Added EP107 | |
| 1584 | SecurityClassificationValue | Val | Added EP107 |
| end Repeating Group |
| end Component |
| end Component |
| 779 | LastUpdateTime | LastUpdateTm | Represents the time at which a security was last updated | Added EP107 | |
| 60 | TransactTime | TxnTm | Added EP94 | ||
| 393 | TotNoRelatedSym | TotNoReltdSym | Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. | Added FIX.4.3 | |
| 893 | LastFragment | LastFragment | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. | Added FIX.4.4 |
| Component(-) | RelSymDerivSecGrp | RelSym | Specifies the number of repeating symbols (instruments) specified | Added FIX.4.4 |
| Repeating Group 146 | NoRelatedSym | Specifies the number of repeating symbols (instruments) specified | Added FIX.4.4 |
| Component(-) | Instrument | Instrmt | Added FIX.4.4 |
| 55 | Symbol | Sym | Common, human understoodrepresentation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use [N/A]for products which do not have a symbol. Required if the Instrument component is marked as required where the component is used. | Added FIX.4.3 Updated EP277 | |
| 65 | SymbolSfx | Sfx | Used in Fixed Income with a value of WIto indicate When Issuedfor a security to be reissued under an old CUSIP or ISIN or with a value of CDto indicate a EUCP with lump-sum interest rather than discount price. | Added FIX.4.3 | |
| 48 | SecurityID | ID | Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. | Added FIX.4.3 | |
| 22 | SecurityIDSource | Src | Conditionally required when SecurityID(48) is specified. | Added FIX.4.3 Updated EP161 |
| Component(-) | SecAltIDGrp | AID | Number of alternate Security Identifiers | Added FIX.4.4 |
| Repeating Group 454 | NoSecurityAltID | Added FIX.4.4 |
| 455 | SecurityAltID | AltID | Added FIX.4.4 | ||
| 456 | SecurityAltIDSource | AltIDSrc | Added FIX.4.4 | ||
| 2957 | SymbolPositionNumber | SymPosNum | Added EP273 |
| end Repeating Group |
| end Component |
| 460 | Product | Prod | Indicates the type of product the security is associated with (high-level category) | Added FIX.4.3 | |
| 1227 | ProductComplex | ProdCmplx | Identifies an entire suite of products for a given market. In Futures this may be interest rates, agricultural, equity indexes, etc | Added EP-1 | |
| 1151 | SecurityGroup | SecGrp | An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. | Added EP-1 | |
| 461 | CFICode | CFI | Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. | Added FIX.4.3 | |
| 2891 | UPICode | UPI | Added EP266 | ||
| 167 | SecurityType | SecTyp | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.) | Added FIX.4.3 | |
| 762 | SecuritySubType | SubTyp | Sub-type qualification/identification of the SecurityType (e.g. for SecurityType=MLEG). If specified, SecurityType is required. | Added FIX.4.4 | |
| 200 | MaturityMonthYear | MMY | Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified. | Added FIX.4.3 | |
| 541 | MaturityDate | MatDt | Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures) may use MaturityMonthYear(200) and/or this field. When using MaturityMonthYear(200), it is recommended that markets and sell sides report the MaturityDate(541) on all outbound messages as a means of data enrichment. For NDFs this represents the fixing date of the contract. | Added FIX.4.3 Updated EP271 | |
| 1079 | MaturityTime | MatTm | For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time. | Added EP-1 Updated EP82 | |
| 2982 | MaturityFrequencyUnit | MatFreqUnit | Conditionally required when MaturityFrequencyPeriod(2983) is specified. | Added EP287 | |
| 2983 | MaturityFrequencyPeriod | MatFreqPeriod | Conditionally required when MaturityFrequencyUnit(2982) is specified and the value is not EOM (End of Month) or F (Flexible). | Added EP287 | |
| 966 | SettleOnOpenFlag | SettlOnOpenFlag | Indicator to determine if Instrument is Settle on Open. | Added EP-1 | |
| 1049 | InstrmtAssignmentMethod | AsgnMeth | Added EP-1 | ||
| 965 | SecurityStatus | Status | Gives the current state of the instrument | Added EP-1 | |
| 224 | CouponPaymentDate | CpnPmt | Date interest is to be paid. Used in identifying Corporate Bond issues. | Added FIX.4.3 | |
| 1449 | RestructuringType | RestrctTyp | Added EP83 | ||
| 1450 | Seniority | Snrty | Added EP83 | ||
| 1451 | NotionalPercentageOutstanding | NotlPctOut | Added EP83 | ||
| 1452 | OriginalNotionalPercentageOutstanding | OrigNotlPctOut | Added EP83 | ||
| 1457 | AttachmentPoint | AttchPnt | Added EP83 | ||
| 1458 | DetachmentPoint | DetchPnt | Added EP83 | ||
| 1739 | ObligationType | ObligTyp | Added EP119 | ||
| 2210 | AssetGroup | AssetGrp | Added EP192 | ||
| 1938 | AssetClass | AssetClss | Required if AssetSubClass(1939) is specified. | Added EP161 Updated EP235 | |
| 1939 | AssetSubClass | AssetSubClss | Required if AssetType(1940) is specified. | Added EP161 Updated EP235 | |
| 1940 | AssetType | AssetTyp | Required if AssetSubType(2735) is specified. | Added EP161 Updated EP235 | |
| 2735 | AssetSubType | AsstSubTyp | Added EP235 |
| Component(-) | SecondaryAssetGrp | ScndryAsset | Added EP161 |
| Repeating Group 1976 | NoSecondaryAssetClasses | Added EP161 |
| 1977 | SecondaryAssetClass | Clss | Required if NoSecondaryAssetClasses(1976) > 0. | Added EP161 | |
| 1978 | SecondaryAssetSubClass | SubClss | Required if SecondaryAssetType(1979) is specified. | Added EP161 Updated EP235 | |
| 1979 | SecondaryAssetType | Typ | Required if SecondaryAssetSubType(2741) is specified. | Added EP161 Updated EP235 | |
| 2741 | SecondaryAssetSubType | SubTyp | Added EP235 |
| end Repeating Group |
| end Component |
| Component(-) | AssetAttributeGrp | AssetAttrb | Added EP169 |
| Repeating Group 2304 | NoAssetAttributes | Added EP169 |
| 2305 | AssetAttributeType | Typ | Required if NoAssetAttributes(2304) > 0. | Added EP169 | |
| 2306 | AssetAttributeValue | Val | Added EP169 | ||
| 2307 | AssetAttributeLimit | Lmt | Added EP169 |
| end Repeating Group |
| end Component |
| 1941 | SwapClass | SwapClss | Added EP161 | ||
| 1575 | SwapSubClass | SwapSubClss | Added EP169 | ||
| 1942 | NthToDefault | NthDflt | Conditionally required when MthToDefault(1943) is specified. | Added EP161 | |
| 1943 | MthToDefault | MthDflt | Added EP161 | ||
| 1944 | SettledEntityMatrixSource | SettldMtrxSrc | Added EP161 | ||
| 1945 | SettledEntityMatrixPublicationDate | SettldMtrxDt | Added EP161 | ||
| 1946 | CouponType | CpnTyp | Added EP161 | ||
| 1947 | TotalIssuedAmount | TotIssuedAmt | Added EP161 | ||
| 1948 | CouponFrequencyPeriod | CpnPeriod | Conditionally required when CouponFrequencyUnit(1949) is specified. | Added EP161 | |
| 1949 | CouponFrequencyUnit | CpnUnit | Conditionally required when CouponFrequencyPeriod(1948) is specified. | Added EP161 | |
| 1950 | CouponDayCount | CpnDayCnt | Added EP161 | ||
| 2879 | CouponOtherDayCount | CpnOtherDayCnt | Added EP254 | ||
| 1951 | ConvertibleBondEquityID | CnvrtBondEqtyID | Added EP161 | ||
| 1952 | ConvertibleBondEquityIDSource | CnvrtBondEqtyIDSrc | Conditionally required when ConvertibleBondEquityID(1951) is specified. | Added EP161 | |
| 1953 | ContractPriceRefMonth | PxRefMo | Added EP161 | ||
| 1954 | LienSeniority | LienSnrty | Added EP161 | ||
| 1955 | LoanFacility | LoanFclty | Added EP161 | ||
| 1956 | ReferenceEntityType | RefEntityTyp | Added EP161 | ||
| 1957 | IndexSeries | NdxSeries | Added EP161 | ||
| 1958 | IndexAnnexVersion | NdxAnxVer | Added EP161 | ||
| 1959 | IndexAnnexDate | NdxAnxDt | Added EP161 | ||
| 1960 | IndexAnnexSource | NdxAnxSrc | Added EP161 | ||
| 1577 | SettlRateIndex | SettlNdx | Added EP169 | ||
| 1580 | SettlRateIndexLocation | SettlNdxLctn | Added EP169 | ||
| 1581 | OptionExpirationDesc | ExpDesc | Added EP169 | ||
| 1678 | EncodedOptionExpirationDescLen | EncExpDescLen | Must be set if EncodedOptionExpirationDesc(1697) field is specified and must immediately precede it. | Added EP169 | |
| 1697 | EncodedOptionExpirationDesc | EncExpDesc | Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 225 | IssueDate | Issued | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | Added FIX.4.3 | |
| 239 | RepoCollateralSecurityType | RepoCollSecTyp | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 226 | RepurchaseTerm | RepoTrm | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 227 | RepurchaseRate | RepoRt | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 228 | Factor | Fctr | For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value | Added FIX.4.3 | |
| 255 | CreditRating | CrdRtg | Added FIX.4.3 | ||
| 543 | InstrRegistry | Rgstry | The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. | Added FIX.4.3 | |
| 470 | CountryOfIssue | IssuCtry | ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. | Added FIX.4.3 | |
| 471 | StateOrProvinceOfIssue | StPrv | A two-character state or province abbreviation. | Added FIX.4.3 | |
| 472 | LocaleOfIssue | Lcl | The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). | Added FIX.4.3 | |
| 240 | RedemptionDate | Redeem | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 202 | StrikePrice | StrkPx | Used for derivatives, such as options and covered warrants | Added FIX.4.3 | |
| 2578 | OrigStrikePrice | OrigStrkPx | Added EP195 | ||
| 2577 | StrikePricePrecision | StrkPxPrcsn | Added EP195 | ||
| 947 | StrikeCurrency | StrkCcy | Used for derivatives | Added FIX.4.4 | |
| 2904 | StrikeCurrencyCodeSource | StrkCcySrc | Added EP273 | ||
| 967 | StrikeMultiplier | StrkMult | Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. | Added EP-1 | |
| 968 | StrikeValue | StrkValu | Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. | Added EP-1 | |
| 1698 | StrikeUnitOfMeasure | StrkUOM | Added EP169 | ||
| 1866 | StrikeIndex | StrkNdx | Added EP169 | ||
| 2600 | StrikeIndexCurvePoint | StrkNdxPnt | Added EP208 | ||
| 2001 | StrikeIndexSpread | StrkSpread | Added EP169 | ||
| 2601 | StrikeIndexQuote | StrkNdxQte | Added EP208 | ||
| 1478 | StrikePriceDeterminationMethod | StrkPxDtrmnMeth | Added EP92 | ||
| 1479 | StrikePriceBoundaryMethod | StrkPxBndryMeth | When specified, PutOrCall(201), StrikePrice(202), and StrikePriceBoundaryPrecision(1480) must also be specified. | Added EP92 Updated EP224 | |
| 1480 | StrikePriceBoundaryPrecision | StrkPxBndryPrcsn | Added EP92 | ||
| 1481 | UnderlyingPriceDeterminationMethod | PxDtrmnMeth | Added EP92 | ||
| 206 | OptAttribute | OptAt | Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. | Added FIX.4.3 | |
| 231 | ContractMultiplier | Mult | For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the nominal(e.g. contracts vs. shares) amount. | Added FIX.4.3 | |
| 1435 | ContractMultiplierUnit | MultTyp | Added EP80 Updated EP179 | ||
| 2353 | TradingUnitPeriodMultiplier | TrdgUnitPeriodMult | Added EP179 | ||
| 1439 | FlowScheduleType | FlowSchedTyp | Added EP80 Updated EP179 | ||
| 969 | MinPriceIncrement | MinPxIncr | Minimum price increment for the instrument. Could also be used to represent tick value. | Added EP-1 | |
| 1146 | MinPriceIncrementAmount | MinPxIncrAmt | Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231] | Added EP-1 | |
| 996 | UnitOfMeasure | UOM | Added EP-1 Updated EP271 | ||
| 1147 | UnitOfMeasureQty | UOMQty | Added EP-1 | ||
| 1716 | UnitOfMeasureCurrency | UOMCcy | Added EP122 | ||
| 2905 | UnitOfMeasureCurrencyCodeSource | UOMCcySrc | Added EP273 | ||
| 1191 | PriceUnitOfMeasure | PxUOM | Added EP-1 | ||
| 1192 | PriceUnitOfMeasureQty | PxUOMQty | Added EP-1 | ||
| 1717 | PriceUnitOfMeasureCurrency | PxUOMCcy | Added EP122 | ||
| 2906 | PriceUnitOfMeasureCurrencyCodeSource | PxUOMCcySrc | Added EP273 | ||
| 1193 | SettlMethod | SettlMeth | Conditionally required if SettlSubMethod(2579) is specified. | Added EP-1 Updated EP195 | |
| 2579 | SettlSubMethod | SettlSubMeth | Added EP195 | ||
| 1194 | ExerciseStyle | ExerStyle | Type of exercise of a derivatives security | Added EP-1 | |
| 1482 | OptPayoutType | OptPayoutTyp | Added EP92 | ||
| 1195 | OptPayoutAmount | OptPayAmt | Conditionally required if OptPayoutType(1482) = 3 (Binary). | Added EP-1 Updated EP169 | |
| 2753 | ReturnTrigger | RtnTrgr | Added EP238 | ||
| 1196 | PriceQuoteMethod | PxQteMeth | Method for price quotation | Added EP-1 | |
| 1197 | ValuationMethod | ValMeth | Indicates type of valuation method used. | Added EP-1 Updated EP83 | |
| 2002 | ValuationSource | ValSrc | Added EP169 | ||
| 2140 | ValuationReferenceModel | ValRefModel | Added EP169 | ||
| 1524 | PriceQuoteCurrency | PxQteCcy | Added EP107 | ||
| 2907 | PriceQuoteCurrencyCodeSource | PxQteCcySrc | Added EP273 | ||
| 1198 | ListMethod | ListMeth | Indicates whether the instruments are pre-listed only or can also be defined via user request | Added EP-1 | |
| 1199 | CapPrice | CapPx | Used to express the ceiling price of a capped call | Added EP-1 | |
| 1200 | FloorPrice | FlrPx | Used to express the floor price of a capped put | Added EP-1 | |
| 201 | PutOrCall | PutCall | Used to express option right | Added FIX.4.4 | |
| 2681 | InTheMoneyCondition | ITMCond | Used to express in-the-moneyness behavior in general terms for the option without the use of StrikePrice(202) and PutOrCall(201). | Added EP224 | |
| 2685 | ContraryInstructionEligibilityIndicator | CntraryInstEligInd | Added EP224 | ||
| 1244 | FlexibleIndicator | FlexInd | Used to indicate if a security has been defined as flexible according to non-standardmeans. Analog to CFICode Standard/Non-standard indicator | Added EP-1 | |
| 1242 | FlexProductEligibilityIndicator | FlexProdElig | Used to indicate if a product or group of product supports the creation of flexible securities | Added EP-1 | |
| 2575 | BlockTradeEligibilityIndicator | BlckTrdEligInd | Added EP195 | ||
| 2574 | LowExercisePriceOptionIndicator | LowExerPxOptInd | Added EP195 | ||
| 997 | TimeUnit | TmUnit | Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) | Added EP-1 | |
| 223 | CouponRate | CpnRt | For Fixed Income. | Added FIX.4.3 | |
| 207 | SecurityExchange | Exch | Can be used to identify the security. | Added FIX.4.3 | |
| 970 | PositionLimit | PosLmt | Position Limit for the instrument. | Added EP-1 | |
| 971 | NTPositionLimit | NTPosLmt | Near-term Position Limit for the instrument. | Added EP-1 | |
| 106 | Issuer | Issr | Added FIX.4.3 | ||
| 348 | EncodedIssuerLen | EncIssrLen | Must be set if EncodedIssuer(349) field is specified and must immediately precede it. | Added FIX.4.3 Updated EP232 | |
| 349 | EncodedIssuer | EncIssr | Encoded (non-ASCII characters) representation of the Issuer(106) field in the encoded format specified via the MessageEncoding(347) field. | Added FIX.4.3 Updated EP232 | |
| 2737 | FinancialInstrumentShortName | ShrtName | Added EP235 | ||
| 2714 | FinancialInstrumentFullName | FullName | Added EP232 | ||
| 2715 | EncodedFinancialInstrumentFullNameLen | EncFullNameLen | Must be set if EncodedFinancialInstrumentFullName(2716) field is specified and must immediately precede it. | Added EP232 | |
| 2716 | EncodedFinancialInstrumentFullName | EncFullName | Encoded (non-ASCII characters) representation of the FinancialInstrumentFullName(2714) field in the encoded format specified via the MessageEncoding(347) field. | Added EP232 | |
| 107 | SecurityDesc | Desc | Added FIX.4.3 | ||
| 350 | EncodedSecurityDescLen | EncSecDescLen | Must be set if EncodedSecurityDesc(351) field is specified and must immediately precede it. | Added FIX.4.3 Updated EP232 | |
| 351 | EncodedSecurityDesc | EncSecDesc | Encoded (non-ASCII characters) representation of the SecurityDesc(107) field in the encoded format specified via the MessageEncoding(347) field. | Added FIX.4.3 Updated EP232 |
| Component(-) | SecurityXML | SecXML | Embedded XML document describing the instrument. | Added EP-1 Updated EP145 |
| 1184 | SecurityXMLLen | SecXMLLen | Must be provided if SecurityXML(1185) field is specified and must immediately precede it. | Added EP-1 Updated EP145 | |
| 1185 | SecurityXML | SecXML | Added EP-1 Updated EP145 | ||
| 1186 | SecurityXMLSchema | Schema | Added EP-1 Updated EP145 |
| end Component |
| 691 | Pool | Pool | Identifies MBS / ABS pool | Added FIX.4.4 | |
| 667 | ContractSettlMonth | CSetMo | Must be present for MBS/TBA | Added FIX.4.4 | |
| 875 | CPProgram | CPPgm | The program under which a commercial paper is issued | Added FIX.4.4 | |
| 876 | CPRegType | CPRegT | The registration type of a commercial paper issuance | Added FIX.4.4 |
| Component(-) | EvntGrp | Evnt | Number of repeating EventType group entries. | Added FIX.4.4 |
| Repeating Group 864 | NoEvents | Added FIX.4.4 |
| 865 | EventType | EventTyp | Required if NoEvents(864) > 0. | Added FIX.4.4 Updated EP161 | |
| 866 | EventDate | Dt | Conditionally required when EventTime(1145) is specified. | Added FIX.4.4 Updated EP161 | |
| 1145 | EventTime | Tm | Added EP-1 Updated EP132 | ||
| 1827 | EventTimeUnit | TmUnit | Conditionally required when EventTimePeriod(1826) is specified. | Added EP132 Updated EP161 | |
| 1826 | EventTimePeriod | TmPeriod | Conditionally required when EventTimeUnit(1827) is specified. | Added EP132 Updated EP161 | |
| 2340 | EventMonthYear | MoYr | Added EP161 | ||
| 867 | EventPx | Px | Added FIX.4.4 | ||
| 868 | EventText | Txt | Added FIX.4.4 Updated EP161 | ||
| 1578 | EncodedEventTextLen | EncTxtLen | Must be set if EncodedEventText(1579) field is specified and must immediately precede it. | Added EP161 | |
| 1579 | EncodedEventText | EncTxt | Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 |
| end Repeating Group |
| end Component |
| 873 | DatedDate | Dated | If different from IssueDate | Added FIX.4.4 | |
| 874 | InterestAccrualDate | IntAcrl | If different from IssueDate and DatedDate | Added FIX.4.4 |
| Component(-) | InstrumentParties | Pty | Used to identify the parties related to a specific instrument. | Added EP-1 Updated EP195 |
| Repeating Group 1018 | NoInstrumentParties | Repeating group below should contain unique combinations of InstrumentPartyID(1019), InstrumentPartyIDSource(1050) and InstrumentPartyRole(1051). | Added EP-1 Updated EP169 |
| 1019 | InstrumentPartyID | ID | Required if NoInstrumentParties(1018) > 0. Identification of the party. | Added EP-1 Updated EP204 | |
| 1050 | InstrumentPartyIDSource | Src | Required if NoInstrumentParties(1018) > 0. Used to identify classification source. | Added EP-1 Updated EP204 | |
| 1051 | InstrumentPartyRole | R | Required if NoInstrumentParties(1018) > 0. Identifies the type of InstrumentPartyID(1019). | Added EP-1 Updated EP204 | |
| 2378 | InstrumentPartyRoleQualifier | Qual | Added EP179 |
| Component(-) | InstrumentPtysSubGrp | Sub | Repeating group of party sub-identifiers. | Added EP-1 Updated EP169 |
| Repeating Group 1052 | NoInstrumentPartySubIDs | Added EP-1 |
| 1053 | InstrumentPartySubID | ID | Added EP-1 | ||
| 1054 | InstrumentPartySubIDType | Typ | Added EP-1 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 1687 | ShortSaleRestriction | ShrtRstctn | Added EP120 |
| Component(-) | ComplexEvents | CmplxEvnt | Added EP92 |
| Repeating Group 1483 | NoComplexEvents | Added EP92 Updated EP169 |
| 1484 | ComplexEventType | Typ | Required if NoComplexEvents(1483) > 0. | Added EP92 Updated EP169 | |
| 2117 | ComplexOptPayoutPaySide | OptPay | Added EP169 | ||
| 2118 | ComplexOptPayoutReceiveSide | OptRcv | Added EP169 | ||
| 2119 | ComplexOptPayoutUnderlier | OptUndlr | Added EP169 | ||
| 1485 | ComplexOptPayoutAmount | OptPayAmt | Added EP92 | ||
| 2120 | ComplexOptPayoutPercentage | OptPctage | Added EP169 | ||
| 2121 | ComplexOptPayoutTime | OptTm | Added EP169 | ||
| 2122 | ComplexOptPayoutCurrency | OptCcy | Added EP169 | ||
| 2941 | ComplexOptPayoutCurrencyCodeSource | OptCcySrc | Added EP273 | ||
| 1486 | ComplexEventPrice | Px | Added EP92 | ||
| 2123 | ComplexEventPricePercentage | PxPctage | Added EP169 | ||
| 1487 | ComplexEventPriceBoundaryMethod | PxBndryMeth | Added EP92 | ||
| 1488 | ComplexEventPriceBoundaryPrecision | PxBndryPrcsn | Added EP92 | ||
| 1489 | ComplexEventPriceTimeType | PxTmTyp | Added EP92 | ||
| 1490 | ComplexEventCondition | Cond | Conditionally required when there are more than one ComplexEvents occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition(1490) in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition(1490) which links it with the second event. | Added EP92 Updated EP169 |
| Component(-) | ComplexEventDates | EvntDts | Added EP92 Updated EP169 |
| Repeating Group 1491 | NoComplexEventDates | Added EP92 Updated EP169 |
| 1492 | ComplexEventStartDate | StartDt | Required if NoComplexEventDates(1491) > 0. | Added EP92 | |
| 1493 | ComplexEventEndDate | EndDt | Required if NoComplexEventDates(1491) > 0. | Added EP92 |
| Component(-) | ComplexEventTimes | EvntTms | Added EP92 |
| Repeating Group 1494 | NoComplexEventTimes | Added EP92 |
| 1495 | ComplexEventStartTime | StartTm | Required if NoComplexEventTimes(1494) > 0. | Added EP92 | |
| 1496 | ComplexEventEndTime | EndTm | Required if NoComplexEventTimes(1494) > 0. | Added EP92 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 2124 | ComplexEventCurrencyOne | Ccy1 | Added EP169 | ||
| 2942 | ComplexEventCurrencyOneCodeSource | Ccy1Src | Added EP273 | ||
| 2125 | ComplexEventCurrencyTwo | Ccy2 | Added EP169 | ||
| 2943 | ComplexEventCurrencyTwoCodeSource | Ccy2Src | Added EP273 | ||
| 2126 | ComplexEventQuoteBasis | QteBasis | Added EP169 | ||
| 2127 | ComplexEventFixedFXRate | Rt | Added EP169 | ||
| 2407 | ComplexEventSpotRate | SpotRt | Added EP187 | ||
| 2408 | ComplexEventForwardPoints | FwdPnts | Added EP187 | ||
| 2128 | ComplexEventDeterminationMethod | Meth | Added EP169 | ||
| 2129 | ComplexEventCalculationAgent | CalcAgent | Added EP169 | ||
| 2130 | ComplexEventStrikePrice | StrkPx | Added EP169 | ||
| 2131 | ComplexEventStrikeFactor | StrkFctr | Added EP169 | ||
| 2132 | ComplexEventStrikeNumberOfOptions | StrkNum | Added EP169 |
| Component(-) | ComplexEventRateSourceGrp | RtSrc | Added EP169 |
| Repeating Group 41013 | NoComplexEventRateSources | Added EP169 |
| 41014 | ComplexEventRateSource | RtSrc | Required if NoComplexEventRateSources(41013) > 0. | Added EP169 | |
| 41015 | ComplexEventRateSourceType | RtSrcTyp | Required if NoComplexEventRateSources(41013) > 0. | Added EP169 | |
| 41016 | ComplexEventReferencePage | RefPg | Conditionally required when ComplexEventRateSource(41014) = 99 (Other). | Added EP169 | |
| 41017 | ComplexEventReferencePageHeading | RefHdng | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | ComplexEventRelativeDate | ReltvDt | Added EP169 |
| 41020 | ComplexEventDateUnadjusted | DtUnadj | Added EP169 | ||
| 41021 | ComplexEventDateRelativeTo | Reltv | Added EP169 | ||
| 41022 | ComplexEventDateOffsetPeriod | OfstPeriod | Conditionally required when ComplexEventDateOffsetUnit(41023) is specified. | Added EP169 | |
| 41023 | ComplexEventDateOffsetUnit | OfstUnit | Conditionally required when ComplexEventDateOffsetPeriod(41022) is specified. | Added EP169 | |
| 41024 | ComplexEventDateOffsetDayType | OfstDayTyp | Added EP169 | ||
| 41025 | ComplexEventDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions. | Added EP169 |
| Component(-) | ComplexEventDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions. | Added EP169 |
| Repeating Group 41018 | NoComplexEventDateBusinessCenters | Added EP169 |
| 41019 | ComplexEventDateBusinessCenter | Ctr | Required if NoComplexEventDateBuisinessCenters(41018) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41026 | ComplexEventDateAdjusted | Dt | Added EP169 | ||
| 41027 | ComplexEventFixingTime | FixngTm | Added EP169 | ||
| 41028 | ComplexEventFixingTimeBusinessCenter | FixngBizCtr | Added EP169 |
| end Component |
| Component(-) | ComplexEventPeriodGrp | Period | Added EP169 |
| Repeating Group 41010 | NoComplexEventPeriods | Added EP169 |
| 41011 | ComplexEventPeriodType | Typ | Required if NoComplexEventPeriods(41010) > 0. | Added EP169 | |
| 41012 | ComplexEventBusinessCenter | BizCtr | Added EP169 |
| Component(-) | ComplexEventScheduleGrp | Sched | Added EP169 |
| Repeating Group 41031 | NoComplexEventSchedules | Added EP169 |
| 41032 | ComplexEventScheduleStartDate | StartDt | Required if NoComplexEventSchedules(41031) > 0. | Added EP169 | |
| 41033 | ComplexEventScheduleEndDate | EndDt | Added EP169 | ||
| 41034 | ComplexEventScheduleFrequencyPeriod | FreqPeriod | Conditionally required when ComplexEventScheduleFrequencyUnit(41035) is specified. | Added EP169 | |
| 41035 | ComplexEventScheduleFrequencyUnit | FreqUnit | Conditionally required when ComplexEventScheduleFrequencPeriod(41034) is specified. | Added EP169 | |
| 41036 | ComplexEventScheduleRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the schedule. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | ComplexEventPeriodDateGrp | Dt | Added EP169 |
| Repeating Group 41007 | NoComplexEventPeriodDateTimes | Added EP169 |
| 41008 | ComplexEventPeriodDate | Dt | Required if NoComplexEventPeriodDateTimes(41007) > 0. | Added EP169 | |
| 41009 | ComplexEventPeriodTime | Tm | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | ComplexEventAveragingObservationGrp | AvgngObsvtn | Added EP169 |
| Repeating Group 40994 | NoComplexEventAveragingObservations | Added EP169 |
| 40995 | ComplexEventAveragingObservationNumber | ObsvtnNum | Required if NoComplexEventAveragingObservations(40994) > 0. | Added EP169 | |
| 40996 | ComplexEventAveragingWeight | Wt | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 2133 | ComplexEventCreditEventsXIDRef | CdtEvntXIDRef | Added EP169 | ||
| 2134 | ComplexEventCreditEventNotifyingParty | NotifygPty | Added EP169 | ||
| 2135 | ComplexEventCreditEventBusinessCenter | BizCtr | Added EP169 | ||
| 2136 | ComplexEventCreditEventStandardSources | StdSrcs | Added EP169 | ||
| 2137 | ComplexEventCreditEventMinimumSources | MinSrcs | Added EP169 |
| Component(-) | ComplexEventCreditEventSourceGrp | EvntSrc | Added EP169 |
| Repeating Group 41029 | NoComplexEventCreditEventSources | Added EP169 |
| 41030 | ComplexEventCreditEventSource | Src | Required if NoComplexEventCreditEventSources(41029) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | ComplexEventCreditEventGrp | CrdEvnt | Added EP169 |
| Repeating Group 40997 | NoComplexEventCreditEvents | Added EP169 |
| 40998 | ComplexEventCreditEventType | Typ | Required if NoComplexEventCreditEvents(40996) > 0. | Added EP169 | |
| 40999 | ComplexEventCreditEventValue | Val | Added EP169 | ||
| 41000 | ComplexEventCreditEventCurrency | Ccy | Added EP169 | ||
| 41001 | ComplexEventCreditEventPeriod | Period | Conditionally required when ComplexEventCreditEventUnit(41002) is specified. | Added EP169 | |
| 41002 | ComplexEventCreditEventUnit | Unit | Conditionally required when ComplexEventCreditEventPeriod(41001) is specified. | Added EP169 | |
| 41003 | ComplexEventCreditEventDayType | DayTyp | Added EP169 | ||
| 41004 | ComplexEventCreditEventRateSource | RtSrc | Added EP169 |
| Component(-) | ComplexEventCreditEventQualifierGrp | EvntQual | Added EP169 |
| Repeating Group 41005 | NoComplexEventCreditEventQualifiers | Added EP169 |
| 41006 | ComplexEventCreditEventQualifier | Qual | Required if NoComplexEventCreditEventQualifiers(41005) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 2597 | ComplexEventFuturesPriceValuation | FutPxVal | Added EP208 | ||
| 2598 | ComplexEventOptionsPriceValuation | OptPxVal | Added EP208 | ||
| 2599 | ComplexEventPVFinalPriceElectionFallback | PVPxFallbck | Added EP208 | ||
| 2138 | ComplexEventXID | XID | Added EP169 | ||
| 2139 | ComplexEventXIDRef | XIDRef | Added EP169 |
| end Repeating Group |
| end Component |
| 1787 | RefTickTableID | RefTickTblID | Spread table code referred by the security or symbol. | Added EP130 | |
| 2141 | StrategyType | StrtTyp | Added EP169 | ||
| 2142 | CommonPricingIndicator | CmnPxng | Added EP169 | ||
| 2143 | SettlDisruptionProvision | SettlDsrptnProv | Added EP169 | ||
| 2752 | DeliveryRouteOrCharter | RteChrtr | Added EP238 | ||
| 2144 | InstrumentRoundingDirection | RndDirctn | Added EP169 | ||
| 2145 | InstrumentRoundingPrecision | RndPrcsn | Added EP169 | ||
| 2576 | InstrumentPricePrecision | PxPrcsn | Added EP195 | ||
| 2962 | SecurityReferenceDataSupplement | SecRefDataSupplmnt | Added EP276 |
| Component(-) | DateAdjustment | DtAdjmt | Added EP161 |
| 40921 | BusinessDayConvention | BizDayCnvtn | Added EP161 |
| Component(-) | BusinessCenterGrp | BizCtr | Added EP161 |
| Repeating Group 40278 | NoBusinessCenters | Added EP161 |
| 40471 | BusinessCenter | Ctr | Required if NoBusinessCenters(40278) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40922 | DateRollConvention | Roll | Added EP161 |
| end Component |
| Component(-) | PricingDateTime | PxngDtTm | Added EP169 |
| 41232 | PricingDateUnadjusted | DtUnadj | Added EP169 | ||
| 41233 | PricingDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. | Added EP169 |
| Component(-) | PricingDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. | Added EP169 |
| Repeating Group 41230 | NoPricingDateBusinessCenters | Added EP169 |
| 41231 | PricingDateBusinessCenter | Ctr | Required if NoPricingDateBusinessCenters(41230) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41234 | PricingDateAdjusted | Dt | Added EP169 | ||
| 41235 | PricingTime | Tm | Added EP169 | ||
| 41236 | PricingTimeBusinessCenter | TmBizCtr | Added EP169 |
| end Component |
| Component(-) | MarketDisruption | MktDsrptn | Added EP169 |
| 41087 | MarketDisruptionProvision | Prov | Added EP169 |
| Component(-) | MarketDisruptionEventGrp | Evnt | Added EP169 |
| Repeating Group 41092 | NoMarketDisruptionEvents | Added EP169 |
| 41093 | MarketDisruptionEvent | Evnt | Required if NoMarketDisruptionEvents(41092) > 0. | Added EP169 | |
| 40991 | MarketDisruptionValue | Val | Added EP187 |
| end Repeating Group |
| end Component |
| 41088 | MarketDisruptionFallbackProvision | FallbckProv | Added EP169 |
| Component(-) | MarketDisruptionFallbackGrp | Fallbck | Added EP169 |
| Repeating Group 41094 | NoMarketDisruptionFallbacks | Added EP169 |
| 41095 | MarketDisruptionFallbackType | Typ | Required if NoMarketDisruptionFallbacks(41094) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. | Added EP169 | |
| 40992 | MarketDisruptionFallbackValue | Val | Added EP187 |
| end Repeating Group |
| end Component |
| Component(-) | MarketDisruptionFallbackReferencePriceGrp | FallbckRefPx | Added EP169 |
| Repeating Group 41096 | NoMarketDisruptionFallbackReferencePrices | Added EP169 |
| 41097 | MarketDisruptionFallbackUnderlierType | Typ | Required if NoMarketDisruptionFallbackReferencePrices(41096) > 0. | Added EP169 | |
| 41098 | MarketDisruptionFallbackUnderlierSecurityID | ID | Conditionally required when MarketDisruptionFallbackUnderlyerSecurityIDSource(41099) is specified. | Added EP169 | |
| 41099 | MarketDisruptionFallbackUnderlierSecurityIDSource | Src | Conditionally required when MarketDisruptionFallbackUnderlierSecurityID(41098) is specified. | Added EP169 | |
| 41100 | MarketDisruptionFallbackUnderlierSecurityDesc | Desc | Added EP169 | ||
| 41101 | EncodedMarketDisruptionFallbackUnderlierSecurityDescLen | EncDescLen | Must be set if EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field is specified and must immediately precede it | Added EP169 | |
| 41102 | EncodedMarketDisruptionFallbackUnderlierSecurityDesc | EncDesc | Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 41103 | MarketDisruptionFallbackOpenUnits | OpnUnits | Added EP169 | ||
| 41104 | MarketDisruptionFallbackBasketCurrency | Ccy | Added EP169 | ||
| 41105 | MarketDisruptionFallbackBasketDivisor | Dvsr | Added EP169 |
| end Repeating Group |
| end Component |
| 41089 | MarketDisruptionMaximumDays | MaxDays | Added EP169 | ||
| 41090 | MarketDisruptionMaterialityPercentage | MtrltyPctage | If specified, the disruption event should be specified in MarketDisruptionEventGrp. | Added EP169 | |
| 41091 | MarketDisruptionMinimumFuturesContracts | MinCtrcts | Applicable only when MarketDisruptionEvent(41093)='DeMinimisTrading'. | Added EP169 |
| end Component |
| Component(-) | OptionExercise | OptExer | Added EP169 |
| 41106 | ExerciseDesc | Desc | Added EP169 | ||
| 41107 | EncodedExerciseDescLen | EncDescLen | Must be set if EncodedExerciseDesc(41108) field is specified and must immediately precede it. | Added EP169 | |
| 41108 | EncodedExerciseDesc | EncDesc | Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 41109 | AutomaticExerciseIndicator | AutoExerInd | Added EP169 | ||
| 41110 | AutomaticExerciseThresholdRate | AutoRt | Added EP169 | ||
| 41111 | ExerciseConfirmationMethod | ExerCnfm | Added EP169 | ||
| 41112 | ManualNoticeBusinessCenter | ManNtcBizCtr | Added EP169 | ||
| 41113 | FallbackExerciseIndicator | FallbckExerInd | Added EP169 | ||
| 41114 | LimitedRightToConfirmIndicator | LtdRightCnfmInd | Added EP169 | ||
| 41115 | ExerciseSplitTicketIndicator | ExerSplitTktInd | Added EP169 | ||
| 42590 | SettlMethodElectingPartySide | SettlMethElctngSide | Added EP208 |
| Component(-) | SettlMethodElectionDate | SettlMethDt | Added EP208 |
| 42777 | SettlMethodElectionDateUnadjusted | DtUnadj | Added EP208 | ||
| 42778 | SettlMethodElectionDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to OptionExercise. | Added EP208 |
| Component(-) | SettlMethodElectionDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to OptionExercise. | Added EP208 |
| Repeating Group 42775 | NoSettlMethodElectionDateBusinessCenters | Added EP208 |
| 42776 | SettlMethodElectionDateBusinessCenter | Ctr | Required if NoSettlMethodElectionDateBusinessCenters(42775) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42779 | SettlMethodElectionDateRelativeTo | Reltv | Added EP208 | ||
| 42780 | SettlMethodElectionDateOffsetPeriod | OfstPeriod | Conditionally required when SettlMethodElectionDateOffsetUnit(42781) is specified. | Added EP208 | |
| 42781 | SettlMethodElectionDateOffsetUnit | OfstUnit | Conditionally required when SettlMethodElectionDateOffsetPeriod(42780) is specified. | Added EP208 | |
| 42782 | SettlMethodElectionDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42783 | SettlMethodElectionDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | OptionExerciseDates | Dts | Added EP169 |
| 41118 | OptionExerciseBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise dates. | Added EP169 |
| Component(-) | OptionExerciseBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise dates. | Added EP169 |
| Repeating Group 41116 | NoOptionExerciseBusinessCenters | Added EP169 |
| 41117 | OptionExerciseBusinessCenter | Ctr | Required if NoOptionExerciseBusinessCenters(41116) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | OptionExerciseDateGrp | Dt | Added EP169 |
| Repeating Group 41137 | NoOptionExerciseDates | Added EP169 |
| 41138 | OptionExerciseDate | Dt | Required if NoOptionExerciseDates(41137) > 0. | Added EP169 | |
| 41139 | OptionExerciseDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 41119 | OptionExerciseEarliestDateOffsetDayType | ErlstOfstDayTyp | Added EP169 | ||
| 41120 | OptionExerciseEarliestDateOffsetPeriod | ErlstOfstPeriod | Conditionally required when OptionExerciseEarliestDateUnit(41121) is specified. | Added EP169 | |
| 41121 | OptionExerciseEarliestDateOffsetUnit | ErlstOfstUnit | Conditionally required when OptionExerciseEarliestDatePeriod(41120) is specified. | Added EP169 | |
| 41122 | OptionExerciseFrequencyPeriod | FreqPeriod | Conditionally required when OptionExerciseFrequencyUnit(41123) is specified. | Added EP169 | |
| 41123 | OptionExerciseFrequencyUnit | FreqUnit | Conditionally required when OptionExerciseFrequencyPeriod(41122) is specified. | Added EP169 | |
| 41124 | OptionExerciseStartDateUnadjusted | StartDtUnadj | Added EP169 | ||
| 41125 | OptionExerciseStartDateRelativeTo | StartDtReltv | Added EP169 | ||
| 41126 | OptionExerciseStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when OptionExerciseStartDateOffsetUnit(41127) is specified. | Added EP169 | |
| 41127 | OptionExerciseStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when OptionExerciseStartDateOffsetPeriod(41126) is specified. | Added EP169 | |
| 41128 | OptionExerciseStartDateOffsetDayType | StartDtOfstDayTyp | Added EP169 | ||
| 41129 | OptionExerciseStartDateAdjusted | StartDt | Added EP169 | ||
| 41130 | OptionExerciseSkip | Skip | Added EP169 | ||
| 41131 | OptionExerciseNominationDeadline | NomntnDdln | Added EP169 | ||
| 41132 | OptionExerciseFirstDateUnadjusted | FirstDtUnadj | Added EP169 | ||
| 41133 | OptionExerciseLastDateUnadjusted | LastDtUnadj | Added EP169 | ||
| 41134 | OptionExerciseEarliestTime | ErlstTm | Added EP169 | ||
| 41135 | OptionExerciseLatestTime | LtstTm | Added EP169 | ||
| 41136 | OptionExerciseTimeBusinessCenter | TmBizCtr | Added EP169 |
| end Component |
| Component(-) | OptionExerciseExpiration | Exp | Added EP169 |
| 41142 | OptionExerciseExpirationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise expiration dates. | Added EP169 |
| Component(-) | OptionExerciseExpirationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise expiration dates. | Added EP169 |
| Repeating Group 41140 | NoOptionExerciseExpirationDateBusinessCenters | Added EP169 |
| 41141 | OptionExerciseExpirationDateBusinessCenter | Ctr | Required if NoOptionExerciseExpirationDateBusinessCenters(41140) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | OptionExerciseExpirationDateGrp | Dt | Added EP169 |
| Repeating Group 41152 | NoOptionExerciseExpirationDates | Added EP169 |
| 41153 | OptionExerciseExpirationDate | Dt | Required if NoOptionExpirationDates(41152) > 0. | Added EP169 | |
| 41154 | OptionExerciseExpirationDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 41143 | OptionExerciseExpirationDateRelativeTo | Reltv | Added EP169 | ||
| 41144 | OptionExerciseExpirationDateOffsetPeriod | OfstPeriod | Conditionally required when OptionExerciseExpirationDateOffsetUnit(41145) is specified. | Added EP169 | |
| 41145 | OptionExerciseExpirationDateOffsetUnit | OfstUnit | Conditionally required when OptionExerciseExpirationDateOffsetPeriod(41144) is specified. | Added EP169 | |
| 41146 | OptionExerciseExpirationFrequencyPeriod | FreqPeriod | Conditionally required when OptionExerciseExpirationFrequencyUnit(41147) is specified. | Added EP169 | |
| 41147 | OptionExerciseExpirationFrequencyUnit | FreqUnit | Conditionally required when OptionExerciseExpirationFrequencyPeriod(41146) is specified. | Added EP169 | |
| 41148 | OptionExerciseExpirationRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the option expiration dates and times. | Added EP169 | |
| 41149 | OptionExerciseExpirationDateOffsetDayType | OfstDayTyp | Added EP169 | ||
| 41150 | OptionExerciseExpirationTime | Tm | Added EP169 | ||
| 41151 | OptionExerciseExpirationTimeBusinessCenter | TmBizCtr | Added EP169 |
| end Component |
| Component(-) | OptionExerciseMakeWholeProvision | MakeWhole | Added EP208 |
| 42591 | MakeWholeDate | Dt | Added EP208 | ||
| 42592 | MakeWholeAmount | Amt | Added EP208 | ||
| 42593 | MakeWholeBenchmarkCurveName | Name | Added EP208 | ||
| 42594 | MakeWholeBenchmarkCurvePoint | Point | Added EP208 | ||
| 42595 | MakeWholeRecallSpread | Spread | Added EP208 | ||
| 42596 | MakeWholeBenchmarkQuote | Qte | Added EP208 | ||
| 42597 | MakeWholeInterpolationMethod | IntrpltnMeth | Added EP208 |
| end Component |
| end Component |
| Component(-) | StreamGrp | Strm | Added EP161 |
| Repeating Group 40049 | NoStreams | Added EP161 |
| 40050 | StreamType | Typ | Required if NoStreams(40049) > 0. | Added EP161 | |
| 41303 | StreamXID | XID | Added EP169 | ||
| 40051 | StreamDesc | Desc | Added EP161 | ||
| 42784 | StreamVersion | Ver | Added EP208 | ||
| 42785 | StreamVersionEffectiveDate | VerEfctvDt | Added EP208 | ||
| 40052 | StreamPaySide | PaySide | Added EP161 | ||
| 40053 | StreamReceiveSide | RcvSide | Added EP161 | ||
| 41305 | StreamNotionalXIDRef | NotlXIDRef | Added EP169 | ||
| 40054 | StreamNotional | Notl | Added EP161 | ||
| 40055 | StreamCurrency | Ccy | Added EP161 | ||
| 42786 | StreamNotionalDeterminationMethod | NotlDtrmnMeth | Added EP208 | ||
| 42787 | StreamNotionalAdjustments | NotlAdjmts | Added EP208 | ||
| 41306 | StreamNotionalFrequencyPeriod | NotlPeriod | Conditionally required when StreamNotionalFrequencyUnit(41307) is specified. | Added EP169 | |
| 41307 | StreamNotionalFrequencyUnit | NotlUnit | Conditionally required when StreamNotionalFrequencyPeriod(41306) is specified. | Added EP169 | |
| 41308 | StreamNotionalCommodityFrequency | NotlFreq | Added EP169 | ||
| 41309 | StreamNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 41310 | StreamTotalNotional | TotNotl | Added EP169 | ||
| 41311 | StreamTotalNotionalUnitOfMeasure | TotNotlUOM | Added EP169 |
| Component(-) | StreamCommodity | Cmdty | Added EP169 |
| 41251 | StreamCommodityBase | Base | Added EP169 | ||
| 41252 | StreamCommodityType | CmdtyTyp | Added EP169 | ||
| 41253 | StreamCommoditySecurityID | ID | Conditionally required when StreamCommoditySecurityIDSource(41254) is specified. | Added EP169 | |
| 41254 | StreamCommoditySecurityIDSource | Src | Conditionally required when StreamCommoditySecurityID(41253) is specified. | Added EP169 |
| Component(-) | StreamCommodityAltIDGrp | AID | Added EP169 |
| Repeating Group 41277 | NoStreamCommodityAltIDs | Added EP169 |
| 41278 | StreamCommodityAltID | AltID | Required if NoStreamCommodityAltIDs(41277) > 0. | Added EP169 | |
| 41279 | StreamCommodityAltIDSource | AltIDSrc | Required if NoStreamCommodityAltIDs(41277) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41255 | StreamCommodityDesc | Desc | Added EP169 | ||
| 41256 | EncodedStreamCommodityDescLen | EncDescLen | Must be set if EncodedCommodityDesc(41257) field is specified and must immediately precede it. | Added EP169 | |
| 41257 | EncodedStreamCommodityDesc | EncDesc | Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 42587 | StreamCommodityDeliveryPricingRegion | DlvryPxngRgn | May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). | Added EP193 |
| Component(-) | StreamAssetAttributeGrp | AssetAttrb | Added EP169 |
| Repeating Group 41237 | NoStreamAssetAttributes | Added EP169 |
| 41238 | StreamAssetAttributeType | Typ | Required if NoStreamAssetAttributes(41237) > 0. | Added EP169 | |
| 41239 | StreamAssetAttributeValue | Val | Added EP169 | ||
| 41240 | StreamAssetAttributeLimit | Lmt | Added EP169 |
| end Repeating Group |
| end Component |
| 41258 | StreamCommodityUnitOfMeasure | UOM | Added EP169 | ||
| 41259 | StreamCommodityCurrency | Ccy | Added EP169 | ||
| 41260 | StreamCommodityExchange | Exch | Added EP169 | ||
| 41261 | StreamCommodityRateSource | RtSrc | Added EP169 | ||
| 41262 | StreamCommodityRateReferencePage | RefPg | Added EP169 | ||
| 41263 | StreamCommodityRateReferencePageHeading | RefHdng | Added EP169 | ||
| 41264 | StreamDataProvider | DataPrvdr | Added EP169 |
| Component(-) | StreamCommodityDataSourceGrp | DataSrc | Added EP169 |
| Repeating Group 41280 | NoStreamCommodityDataSources | Added EP169 |
| 41281 | StreamCommodityDataSourceID | ID | Required if NoStreamCommodityDataSources(41280) > 0. | Added EP169 | |
| 41282 | StreamCommodityDataSourceIDType | Typ | Required if NoStreamCommodityDataSources(41280) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41265 | StreamCommodityPricingType | PxngTyp | Added EP169 | ||
| 41266 | StreamCommodityNearbySettlDayPeriod | Period | Conditionally required when StreamCommodityNearbySettlDayUnit(41267) is specified. | Added EP169 | |
| 41267 | StreamCommodityNearbySettlDayUnit | Unit | Conditionally required when StreamCommodityNearbySettlDayPeriod(41266) is specified. | Added EP169 | |
| 41268 | StreamCommoditySettlDateUnadjusted | DtUnadj | Added EP169 | ||
| 41269 | StreamCommoditySettlDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of settlement dates. | Added EP169 |
| Component(-) | StreamCommoditySettlBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of settlement dates. | Added EP169 |
| Repeating Group 41249 | NoStreamCommoditySettlBusinessCenters | Added EP169 |
| 41250 | StreamCommoditySettlBusinessCenter | Ctr | Required if NoStreamCommoditySettlBusinessCenters(41249) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41270 | StreamCommoditySettlDateAdjusted | Dt | Added EP169 | ||
| 41271 | StreamCommoditySettlMonth | Mo | Added EP169 | ||
| 41272 | StreamCommoditySettlDateRollPeriod | RollPeriod | Conditionally required when StreamCommoditySettlDateRollUnit(41273) is specified. | Added EP169 | |
| 41273 | StreamCommoditySettlDateRollUnit | RollUnit | Conditionally required when StreamCommoditySettlDateRollPeriod(41272) is specified. | Added EP169 | |
| 41274 | StreamCommoditySettlDayType | DayTyp | Added EP169 |
| Component(-) | StreamCommoditySettlPeriodGrp | SettlPeriod | Added EP169 |
| Repeating Group 41289 | NoStreamCommoditySettlPeriods | Added EP169 |
| 41290 | StreamCommoditySettlCountry | Ctry | Required if NoStreamCommoditySettlPeriods(41289) > 0. | Added EP169 | |
| 41291 | StreamCommoditySettlTimeZone | TZ | Added EP169 | ||
| 41292 | StreamCommoditySettlFlowType | FlowTyp | Added EP169 | ||
| 41293 | StreamCommoditySettlPeriodNotional | Notl | Added EP169 | ||
| 41294 | StreamCommoditySettlPeriodNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 41295 | StreamCommoditySettlPeriodFrequencyPeriod | FreqPeriod | Conditionally required when StreamCommoditySettlFrequencyUnit(41296) is specified. | Added EP169 | |
| 41296 | StreamCommoditySettlPeriodFrequencyUnit | FreqUnit | Conditionally required when StreamCommoditySettlFrequencyPeriod(41295) is specified. | Added EP169 | |
| 41297 | StreamCommoditySettlPeriodPrice | Px | Added EP169 | ||
| 41298 | StreamCommoditySettlPeriodPriceUnitOfMeasure | PxUOM | Added EP169 | ||
| 41299 | StreamCommoditySettlPeriodPriceCurrency | PxCcy | Added EP169 | ||
| 41300 | StreamCommoditySettlHolidaysProcessingInstruction | Holidays | Added EP169 |
| Component(-) | StreamCommoditySettlDayGrp | Day | Added EP169 |
| Repeating Group 41283 | NoStreamCommoditySettlDays | Added EP169 |
| 41284 | StreamCommoditySettlDay | Day | Required if NoStreamCommoditySettlDays(41283) > 0. | Added EP169 | |
| 41285 | StreamCommoditySettlTotalHours | TotHrs | Added EP169 |
| Component(-) | StreamCommoditySettlTimeGrp | Tm | Added EP169 |
| Repeating Group 41286 | NoStreamCommoditySettlTimes | Added EP169 |
| 41287 | StreamCommoditySettlStart | Start | Required if NoStreamCommoditySettlTimes(41286) > 0. | Added EP169 | |
| 41288 | StreamCommoditySettlEnd | End | Required if NoStreamCommoditySettlTimes(41286) > 0. | Added EP169 | |
| 41588 | StreamCommoditySettlTimeType | Typ | May be defaulted to market convention or bilaterally agreed if not specified. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 41301 | StreamCommoditySettlPeriodXID | XID | Added EP169 | ||
| 41302 | StreamCommoditySettlPeriodXIDRef | XIDRef | Added EP169 |
| end Repeating Group |
| end Component |
| 41275 | StreamCommodityXID | XID | Added EP169 | ||
| 41276 | StreamCommodityXIDRef | XIDRef | Added EP169 |
| end Component |
| Component(-) | StreamEffectiveDate | EfctvDt | Added EP161 |
| 40907 | StreamEffectiveDateUnadjusted | DtUnadj | Added EP161 | ||
| 40908 | StreamEffectiveDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the effective date of the stream. | Added EP161 |
| Component(-) | StreamEffectiveDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the effective date of the stream. | Added EP161 Updated EP271 |
| Repeating Group 40960 | NoStreamEffectiveDateBusinessCenters | Added EP161 |
| 40909 | StreamEffectiveDateBusinessCenter | Ctr | Required if NoStreamEffectiveDateBusinessCenters(40960) > 0. | Added EP161 Updated EP271 |
| end Repeating Group |
| end Component |
| 40910 | StreamEffectiveDateRelativeTo | Reltv | Added EP161 | ||
| 40911 | StreamEffectiveDateOffsetPeriod | OfstPeriod | Conditionally required when StreamEffectiveDateOffsetUnit(40912) is specified. | Added EP161 | |
| 40912 | StreamEffectiveDateOffsetUnit | OfstUnit | Conditionally required when StreamEffectiveDateOffsetPeriod(40911) is specified. | Added EP161 | |
| 40913 | StreamEffectiveDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40914 | StreamEffectiveDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | StreamTerminationDate | TrmtnDt | Added EP161 |
| 40065 | StreamTerminationDateUnadjusted | DtUnadj | Added EP161 | ||
| 40066 | StreamTerminationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the termination date of the stream. | Added EP161 |
| Component(-) | StreamTerminationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the termination date of the stream. | Added EP161 |
| Repeating Group 40961 | NoStreamTerminationDateBusinessCenters | Added EP161 |
| 40067 | StreamTerminationDateBusinessCenter | Ctr | Required if NoStreamTerminationDateBusinessCenters(40961) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40068 | StreamTerminationDateRelativeTo | Reltv | Added EP161 | ||
| 40069 | StreamTerminationDateOffsetPeriod | OfstPeriod | Conditionally required when StreamTerminationDateOffsetUnit(40070) is specified. | Added EP161 | |
| 40070 | StreamTerminationDateOffsetUnit | OfstUnit | Conditionally required when StreamTerminationDateOffsetPeriod(40069) is specified. | Added EP161 | |
| 40071 | StreamTerminationDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40072 | StreamTerminationDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | StreamCalculationPeriodDates | CalcDts | Added EP161 |
| 41244 | StreamCalculationPeriodDatesXID | XID | Added EP169 | ||
| 41245 | StreamCalculationPeriodDatesXIDRef | XIDRef | Added EP169 | ||
| 40073 | StreamCalculationPeriodBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. | Added EP161 Updated EP169 |
| Component(-) | StreamCalculationPeriodBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream. | Added EP161 |
| Repeating Group 40958 | NoStreamCalculationPeriodBusinessCenters | Added EP161 |
| 40074 | StreamCalculationPeriodBusinessCenter | Ctr | Required if NoStreamCalculationPeriodBusinessCenters(40958) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | StreamCalculationPeriodDateGrp | CalcDt | Added EP169 |
| Repeating Group 41241 | NoStreamCalculationPeriodDates | Added EP169 |
| 41242 | StreamCalculationPeriodDate | Dt | Required if NoStreamCalculationPeriodDates(41241) > 0. | Added EP169 | |
| 41243 | StreamCalculationPeriodDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 40075 | StreamFirstPeriodStartDateUnadjusted | FirstStartDtUnadj | Added EP161 | ||
| 40076 | StreamFirstPeriodStartDateBusinessDayConvention | FirstStartDtBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. | Added EP161 |
| Component(-) | StreamFirstPeriodStartDateBusinessCenterGrp | FirstStartDtBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream. | Added EP161 |
| Repeating Group 40959 | NoStreamFirstPeriodStartDateBusinessCenters | Added EP161 |
| 40077 | StreamFirstPeriodStartDateBusinessCenter | Ctr | Required if NoStreamFirstPeriodStartDateBusinessCenters(40959) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40078 | StreamFirstPeriodStartDateAdjusted | FirstStartDt | Added EP161 | ||
| 40079 | StreamFirstRegularPeriodStartDateUnadjusted | FirstReglrStartDtUnadj | Added EP161 | ||
| 40080 | StreamFirstCompoundingPeriodEndDateUnadjusted | FirstCmpndgEndDtUnadj | Added EP161 | ||
| 40081 | StreamLastRegularPeriodEndDateUnadjusted | LastReglrEndDtUnadj | Added EP161 | ||
| 40082 | StreamCalculationFrequencyPeriod | FreqPeriod | Conditionally required when StreamCalculationFrequencyUnit(40083) is specified. | Added EP161 | |
| 40083 | StreamCalculationFrequencyUnit | FreqUnit | Conditionally required when StreamCalculationFrequencyPeriod(40082) is specified. | Added EP161 | |
| 40084 | StreamCalculationRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream calculation dates. | Added EP161 | |
| 41246 | StreamCalculationBalanceOfFirstPeriod | BalFirst | Added EP169 | ||
| 41247 | StreamCalculationCorrectionPeriod | CrrctnPeriod | Conditionally required when StreamCalculationCorrectionUnit(41248) is specified. | Added EP169 | |
| 41248 | StreamCalculationCorrectionUnit | CrrctnUnit | Conditionally required when StreamCalculationCorrectionPeriod(41247) is specified. | Added EP169 |
| end Component |
| Component(-) | PaymentStream | PmtStrm | Added EP161 |
| Component(-) | PaymentStreamPaymentDates | PmtDts | Added EP161 |
| 40751 | PaymentStreamPaymentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's payment dates. | Added EP161 |
| Component(-) | PaymentStreamPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's payment dates. | Added EP161 |
| Repeating Group 40947 | NoPaymentStreamPaymentDateBusinessCenters | Added EP161 |
| 40752 | PaymentStreamPaymentDateBusinessCenter | Ctr | Required if NoPaymentStreamPaymentDateBusinessCenters(40947) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamPaymentDateGrp | PmtDt | Added EP169 |
| Repeating Group 41220 | NoPaymentStreamPaymentDates | Added EP169 |
| 41221 | PaymentStreamPaymentDate | Dt | Required if NoPaymentStreamPaymentDates(41220) > 0. | Added EP169 | |
| 41222 | PaymentStreamPaymentDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 40753 | PaymentStreamPaymentFrequencyPeriod | FreqPeriod | Conditionally required when PaymentStreamPaymentFrequencyUnit(40754) is specified. | Added EP161 | |
| 40754 | PaymentStreamPaymentFrequencyUnit | FreqUnit | Conditionally required when PaymentStreamPaymentFrequencyPeriod(40753) is specified. | Added EP161 | |
| 40755 | PaymentStreamPaymentRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream payment dates | Added EP161 | |
| 40756 | PaymentStreamFirstPaymentDateUnadjusted | FirstDtUnadj | Added EP161 | ||
| 40757 | PaymentStreamLastRegularPaymentDateUnadjusted | LastReglrDtUnadj | Added EP161 | ||
| 40758 | PaymentStreamPaymentDateRelativeTo | Reltv | Added EP161 | ||
| 40759 | PaymentStreamPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStreamPaymentDateOffsetUnit(40760) is specified. | Added EP161 Updated EP208 | |
| 40760 | PaymentStreamPaymentDateOffsetUnit | OfstUnit | Conditionally required when PaymentStreamPaymentDateOffsetPeriod(40759) is specified. | Added EP161 Updated EP208 | |
| 40920 | PaymentStreamPaymentDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 41223 | PaymentStreamMasterAgreementPaymentDatesIndicator | MADts | Added EP169 |
| Component(-) | PaymentStreamFinalPricePaymentDate | FnlPxPmt | Added EP208 |
| 42654 | PaymentStreamFinalPricePaymentDateUnadjusted | DtUnadj | Added EP208 | ||
| 42655 | PaymentStreamFinalPricePaymentDateRelativeTo | Reltv | Added EP208 | ||
| 42656 | PaymentStreamFinalPricePaymentDateOffsetfPeriod | OfstPeriod | Conditionally required when PaymentStreamFinalPricePaymentDateOffsetUnit(42657) is specified. | Added EP208 | |
| 42657 | PaymentStreamFinalPricePaymentDateOffsetUnit | OfstUnit | Conditionally required when PaymentStreamFinalPricePaymentDateOffsetPeriod(42656) is specified. | Added EP208 | |
| 42658 | PaymentStreamFinalPricePaymentDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42659 | PaymentStreamFinalPricePaymentDateAdjusted | Dt | Added EP208 |
| end Component |
| end Component |
| Component(-) | PaymentStreamResetDates | ResetDts | Added EP161 |
| 40761 | PaymentStreamResetDateRelativeTo | Reltv | Added EP161 | ||
| 40762 | PaymentStreamResetDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Component(-) | PaymentStreamResetDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Repeating Group 40948 | NoPaymentStreamResetDateBusinessCenters | Added EP161 |
| 40763 | PaymentStreamResetDateBusinessCenter | Ctr | Required if NoPaymentStreamResetDateBusinessCenters(40948) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40764 | PaymentStreamResetFrequencyPeriod | FreqPeriod | Conditionally required when PaymentStreamResetFrequencyUnit(40765) is specified. | Added EP161 | |
| 40765 | PaymentStreamResetFrequencyUnit | FreqUnit | Conditionally required when PaymentStreamResetFrequencyPeriod(40764) is specified. | Added EP161 | |
| 40766 | PaymentStreamResetWeeklyRollConvention | WklyRoll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream floating rate reset dates. | Added EP161 | |
| 40767 | PaymentStreamInitialFixingDateRelativeTo | InitReltv | Added EP161 | ||
| 40768 | PaymentStreamInitialFixingDateBusinessDayConvention | InitBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Component(-) | PaymentStreamInitialFixingDateBusinessCenterGrp | InitBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Repeating Group 40949 | NoPaymentStreamInitialFixingDateBusinessCenters | Added EP161 |
| 40769 | PaymentStreamInitialFixingDateBusinessCenter | Ctr | Required if NoPaymentStreamInitialFixindDateBusinessCenters(40949) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40770 | PaymentStreamInitialFixingDateOffsetPeriod | InitPeriod | Conditionally required when PaymentStreamInitialFixingDateOffsetUnit(40771) is specified. | Added EP161 | |
| 40771 | PaymentStreamInitialFixingDateOffsetUnit | InitUnit | Conditionally required when PaymentStreamInitialFixingDateOffsetPeriod(40770) is specified. | Added EP161 | |
| 40772 | PaymentStreamInitialFixingDateOffsetDayType | InitDayTyp | Added EP161 | ||
| 40773 | PaymentStreamInitialFixingDateAdjusted | InitDt | Added EP161 | ||
| 40774 | PaymentStreamFixingDateRelativeTo | FixngReltv | Added EP161 | ||
| 40775 | PaymentStreamFixingDateBusinessDayConvention | FixngBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Component(-) | PaymentStreamFixingDateBusinessCenterGrp | FixngBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Repeating Group 40950 | NoPaymentStreamFixingDateBusinessCenters | Added EP161 |
| 40776 | PaymentStreamFixingDateBusinessCenter | Ctr | Required if NoPaymentStreamFixingDateBusinessCenters(40950) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40777 | PaymentStreamFixingDateOffsetPeriod | FixngPeriod | Conditionally required when PaymentStreamFixingDateOffsetUnit(40778) is specified. | Added EP161 | |
| 40778 | PaymentStreamFixingDateOffsetUnit | FixngUnit | Conditionally required when PaymentStreamFixingDateOffsetPeriod(40777) is specified. | Added EP161 | |
| 40779 | PaymentStreamFixingDateOffsetDayType | FixngDayTyp | Added EP161 | ||
| 40780 | PaymentStreamFixingDateAdjusted | FixngDt | Added EP161 | ||
| 40781 | PaymentStreamRateCutoffDateOffsetPeriod | CutoffPeriod | Conditionally required when PaymentStreamRateCutoffDateOffsetUnit(40782) is specified. | Added EP161 Updated EP208 | |
| 40782 | PaymentStreamRateCutoffDateOffsetUnit | CutoffUnit | Conditionally required when PaymentStreamRateCutoffDateOffsetPeriod(40783) is specified. | Added EP161 Updated EP208 | |
| 40783 | PaymentStreamRateCutoffDateOffsetDayType | CutoffDayTyp | Added EP161 |
| Component(-) | PaymentStreamFixingDateGrp | FixngDt | Added EP208 |
| Repeating Group 42660 | NoPaymentStreamFixingDates | Added EP208 |
| 42661 | PaymentStreamFixingDate | Dt | Required if NoPaymentStreamFixingDates(42660) > 0. | Added EP208 | |
| 42662 | PaymentStreamFixingDateType | Typ | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. | Added EP208 |
| end Repeating Group |
| end Component |
| end Component |
| Component(-) | PaymentStreamFixedRate | Fixed | Added EP161 |
| 40784 | PaymentStreamRate | Rt | Mutually exclusive with PaymentStreamFixedAmount(40785). | Added EP161 | |
| 40785 | PaymentStreamFixedAmount | Amt | Mutually exclusive with PaymentStreamRate(40784). | Added EP161 | |
| 40786 | PaymentStreamRateOrAmountCurrency | Ccy | Added EP161 | ||
| 41187 | PaymentStreamFixedAmountUnitOfMeasure | FixedAmtUOM | Added EP169 | ||
| 41188 | PaymentStreamTotalFixedAmount | FixedAmt | Added EP169 | ||
| 40787 | PaymentStreamFutureValueNotional | FutValNotl | Added EP161 | ||
| 40788 | PaymentStreamFutureValueDateAdjusted | FutValDt | Added EP161 | ||
| 41189 | PaymentStreamWorldScaleRate | WorldScaleRt | Added EP169 | ||
| 41190 | PaymentStreamContractPrice | CtrctPx | Added EP169 | ||
| 41191 | PaymentStreamContractPriceCurrency | CtrctPxCcy | Added EP169 |
| end Component |
| Component(-) | PaymentStreamFloatingRate | Float | Added EP161 |
| 40789 | PaymentStreamRateIndex | Ndx | Added EP161 | ||
| 40790 | PaymentStreamRateIndexSource | NdxSrc | Added EP161 | ||
| 43090 | PaymentStreamRateIndexID | NdxID | Conditionally required when PaymentStreamRateIndexIDSource(43091) is specified. | Added EP235 | |
| 43091 | PaymentStreamRateIndexIDSource | NdxIDSrc | Conditionally required when PaymentStreamRateIndexID(43090) is specified. | Added EP235 | |
| 40791 | PaymentStreamRateIndexCurveUnit | NdxUnit | Conditionally required when PaymentStreamRateIndexCurvePeriod(40792) is specified. | Added EP161 | |
| 40792 | PaymentStreamRateIndexCurvePeriod | NdxPeriod | Conditionally required when PaymentStreamRateIndexCurveUnit(40791) is specified. | Added EP161 | |
| 43112 | PaymentStreamRateIndex2 | Ndx2 | Added EP271 | ||
| 43113 | PaymentStreamRateIndex2Source | Ndx2Src | Added EP271 | ||
| 43114 | PaymentStreamRateIndex2ID | Ndx2ID | Conditionally required when PaymentStreamRateIndex2IDSource(43115) is specified. | Added EP271 | |
| 43115 | PaymentStreamRateIndex2IDSource | Ndx2IDSrc | Conditionally required when PaymentStreamRateIndex2ID(43114) is specified. | Added EP271 | |
| 41194 | PaymentStreamRateIndex2CurvePeriod | Ndx2Period | Conditionally required when PaymentStreamRateIndex2CurveUnit(41195) is specified. | Added EP169 Updated EP271 | |
| 41195 | PaymentStreamRateIndex2CurveUnit | Ndx2Unit | Conditionally required when PaymentStreamRateIndex2CurvePeriod(41194) is specified. | Added EP169 Updated EP271 | |
| 41196 | PaymentStreamRateIndexLocation | NdxLctn | Added EP169 | ||
| 41197 | PaymentStreamRateIndexLevel | NdxLvl | Added EP169 | ||
| 41198 | PaymentStreamRateIndexUnitOfMeasure | NdxUOM | Added EP169 | ||
| 41199 | PaymentStreamSettlLevel | SettlLvl | Added EP169 | ||
| 41200 | PaymentStreamReferenceLevel | RefLvl | Added EP169 | ||
| 41201 | PaymentStreamReferenceLevelUnitOfMeasure | RefUOM | Added EP169 | ||
| 41202 | PaymentStreamReferenceLevelEqualsZeroIndicator | RefLvlZero | Added EP169 | ||
| 40793 | PaymentStreamRateMultiplier | RtMult | Added EP161 | ||
| 40794 | PaymentStreamRateSpread | Spread | Added EP161 | ||
| 41203 | PaymentStreamRateSpreadCurrency | SpreadCcy | Added EP169 | ||
| 41204 | PaymentStreamRateSpreadUnitOfMeasure | SpreadUOM | Added EP169 | ||
| 41205 | PaymentStreamRateConversionFactor | RtFctr | Added EP169 | ||
| 41206 | PaymentStreamRateSpreadType | SpreadTyp | Added EP169 | ||
| 40795 | PaymentStreamRateSpreadPositionType | SpreadPosTyp | Added EP161 | ||
| 40796 | PaymentStreamRateTreatment | RtTrtmt | Added EP161 | ||
| 40797 | PaymentStreamCapRate | CapRt | Added EP161 | ||
| 40798 | PaymentStreamCapRateBuySide | CapRtBuy | Added EP161 | ||
| 40799 | PaymentStreamCapRateSellSide | CapRtSell | Added EP161 | ||
| 40800 | PaymentStreamFloorRate | FlrRt | Added EP161 | ||
| 40801 | PaymentStreamFloorRateBuySide | FlrRtBuy | Added EP161 | ||
| 40802 | PaymentStreamFloorRateSellSide | FlrRtSell | Added EP161 | ||
| 40803 | PaymentStreamInitialRate | InitRt | Added EP161 | ||
| 41207 | PaymentStreamLastResetRate | LastResetRt | Added EP169 | ||
| 41208 | PaymentStreamFinalRate | FnlRt | Added EP169 | ||
| 40804 | PaymentStreamFinalRateRoundingDirection | FnlRtRndDirctn | Added EP161 | ||
| 40805 | PaymentStreamFinalRatePrecision | FnlRtPrcsn | Added EP161 | ||
| 40806 | PaymentStreamAveragingMethod | AvgngMeth | Added EP161 | ||
| 40807 | PaymentStreamNegativeRateTreatment | NegtvRtTrtmt | Added EP161 | ||
| 41209 | PaymentStreamCalculationLagPeriod | CalcLagPeriod | Conditionally required when PaymentStreamCalculationLagUnit(41210) is specified. | Added EP169 | |
| 41210 | PaymentStreamCalculationLagUnit | CalcLagUnit | Conditionally required when PaymentStreamCalculationLagPeriod(41209) is specified. | Added EP169 | |
| 42663 | PaymentStreamFirstObservationDateUnadjusted | FirstObsvtnDtUnadj | Added EP208 | ||
| 42664 | PaymentStreamFirstObservationDateRelativeTo | FirstObsvtnReltv | Added EP208 | ||
| 42665 | PaymentStreamFirstObservationDateOffsetDayType | FirstObsvtnOfstDayTyp | Added EP208 | ||
| 41211 | PaymentStreamFirstObservationDateOffsetPeriod | FirstObsvtnOfstPeriod | Conditionally required when PaymentStreamFirstObservationOffsetUnit(41212) is specified. | Added EP169 | |
| 41212 | PaymentStreamFirstObservationDateOffsetUnit | FirstObsvtnOfstUnit | Conditionally required when PaymentStreamFirstObservationOffsetPeriod(41211) is specified. | Added EP169 | |
| 42666 | PaymentStreamFirstObservationDateAdjusted | FirstObsvtnDt | Added EP208 | ||
| 41213 | PaymentStreamPricingDayType | PxngDayTyp | Added EP169 | ||
| 41214 | PaymentStreamPricingDayDistribution | PxngDayDistrib | Added EP169 | ||
| 41215 | PaymentStreamPricingDayCount | PxngDayCnt | Added EP169 | ||
| 41216 | PaymentStreamPricingBusinessCalendar | PxngClndr | Added EP169 | ||
| 41217 | PaymentStreamPricingBusinessDayConvention | PxngBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. | Added EP169 |
| Component(-) | PaymentStreamPricingBusinessCenterGrp | PxngBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. | Added EP169 |
| Repeating Group 41192 | NoPaymentStreamPricingBusinessCenters | Added EP169 |
| 41193 | PaymentStreamPricingBusinessCenter | Ctr | Required if NoPaymentStreamPricingBusinessCenters(41192) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamPricingDayGrp | PxngDay | Added EP169 |
| Repeating Group 41227 | NoPaymentStreamPricingDays | Added EP169 |
| 41228 | PaymentStreamPricingDayOfWeek | DayOfWk | Required if NoPaymentStreamPricingDays(41227) > 0. | Added EP169 | |
| 41229 | PaymentStreamPricingDayNumber | DayNum | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamPricingDateGrp | PxngDt | Added EP169 |
| Repeating Group 41224 | NoPaymentStreamPricingDates | Added EP169 |
| 41225 | PaymentStreamPricingDate | Dt | Required if NoPaymentStreamPricingDates(41224) > 0. | Added EP169 | |
| 41226 | PaymentStreamPricingDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 40808 | PaymentStreamInflationLagPeriod | LagPeriod | Conditionally required when PaymentStreamInflationLagUnit(40809) is specified. | Added EP161 | |
| 40809 | PaymentStreamInflationLagUnit | LagUnit | Conditionally required when PaymentStreamInflationLagPeriod(40808) is specified. | Added EP161 | |
| 40810 | PaymentStreamInflationLagDayType | LagDayTyp | Added EP161 | ||
| 40811 | PaymentStreamInflationInterpolationMethod | IntrpltnMeth | Added EP161 | ||
| 40812 | PaymentStreamInflationIndexSource | InfltnNdxSrc | Added EP161 | ||
| 40813 | PaymentStreamInflationPublicationSource | PublctnSrc | Added EP161 | ||
| 40814 | PaymentStreamInflationInitialIndexLevel | InitLvl | Added EP161 | ||
| 40815 | PaymentStreamInflationFallbackBondApplicable | FallbckBond | Added EP161 | ||
| 40816 | PaymentStreamFRADiscounting | FRADisc | Added EP161 | ||
| 42667 | PaymentStreamUnderlierRefID | UndlrRefID | Added EP208 |
| Component(-) | PaymentStreamFormula | Frmla | Added EP208 |
| 42686 | PaymentStreamFormulaCurrency | Ccy | Added EP208 | ||
| 42687 | PaymentStreamFormulaCurrencyDeterminationMethod | CcyDtrmnMeth | Added EP208 | ||
| 42688 | PaymentStreamFormulaReferenceAmount | RefAmt | Added EP208 |
| Component(-) | PaymentStreamFormulaMathGrp | Math | Added EP208 |
| Repeating Group 42683 | NoPaymentStreamFormulas | Added EP208 |
| 43109 | PaymentStreamFormulaLength | FrmlaLen | Required if NoPaymentStreamFormulas(42683) > 0. | Added EP259 | |
| 42684 | PaymentStreamFormula | Frmla | Required if NoPaymentStreamFormulas(42683) > 0. | Added EP208 | |
| 42685 | PaymentStreamFormulaDesc | Desc | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamFormulaImage | Img | Added EP208 |
| 42652 | PaymentStreamFormulaImageLength | FrmlaImgLen | Conditionally required when PaymentStreamFormulaImage(42653) is specified. | Added EP208 | |
| 42653 | PaymentStreamFormulaImage | FrmlaImg | Conditionally required when PaymentStreamFormulaImageLength(42652) is specified. | Added EP208 |
| end Component |
| end Component |
| Component(-) | DividendConditions | DividendConds | Added EP208 |
| 42245 | DividendReinvestmentIndicator | RnvstmntInd | Added EP208 | ||
| 42246 | DividendEntitlementEvent | EntlmntEvnt | Added EP208 | ||
| 42247 | DividendAmountType | AmtTyp | Added EP208 | ||
| 42248 | DividendUnderlierRefID | UndlrRefID | Added EP208 |
| Component(-) | DividendPeriodGrp | Period | Added EP208 |
| Repeating Group 42274 | NoDividendPeriods | Added EP208 |
| 42275 | DividendPeriodSequence | Seq | Required if NoDividendPeriods(42274) > 0. | Added EP208 | |
| 42276 | DividendPeriodStartDateUnadjusted | StartDtUnadj | Added EP208 | ||
| 42277 | DividendPeriodEndDateUnadjusted | EndDtUnadj | Added EP208 | ||
| 42278 | DividendPeriodUnderlierRefID | UndlrRefID | When specified, this overrides DividendUnderlierRefID(42248). The specified value would be specific to this dividend period instance. | Added EP208 | |
| 42279 | DividendPeriodStrikePrice | StrkPx | Added EP208 | ||
| 42280 | DividendPeriodBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this dividend period instance. | Added EP208 |
| Component(-) | DividendPeriodBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this dividend period instance. | Added EP208 |
| Repeating Group 42294 | NoDividendPeriodBusinessCenters | Added EP208 |
| 42295 | DividendPeriodBusinessCenter | Ctr | Required if NoDividendPeriodBusinessCenters(42294) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42281 | DividendPeriodValuationDateUnadjusted | ValDtUnadj | Added EP208 | ||
| 42282 | DividendPeriodValuationDateRelativeTo | ValDtReltv | Added EP208 | ||
| 42283 | DividendPeriodValuationDateOffsetPeriod | ValDtOfstPeriod | Conditionally required when DividendPeriodValuationDateOffsetUnit(42284) is specified. | Added EP208 | |
| 42284 | DividendPeriodValuationDateOffsetUnit | ValDtOfstUnit | Conditionally required when DividendPeriodValuationDateOffsetPeriod(42283) is specified. | Added EP208 | |
| 42285 | DividendPeriodValuationDateOffsetDayType | ValDtOfstDayTyp | Added EP208 | ||
| 42286 | DividendPeriodValuationDateAdjusted | ValDt | Added EP208 | ||
| 42287 | DividendPeriodPaymentDateUnadjusted | PmtDtUnadj | Added EP208 | ||
| 42288 | DividendPeriodPaymentDateRelativeTo | PmtDtReltv | Added EP208 | ||
| 42289 | DividendPeriodPaymentDateOffsetPeriod | PmtDtOfstPeriod | Conditionally required when DividendPeriodPaymentDateOffsetUnit(42290) is specified. | Added EP208 | |
| 42290 | DividendPeriodPaymentDateOffsetUnit | PmtDtOfstUnit | Conditionally required when DividendPeriodPaymentDateOffsetPeriod(42289) is specified. | Added EP208 | |
| 42291 | DividendPeriodPaymentDateOffsetDayType | PmtDtOfstDayTyp | Added EP208 | ||
| 42292 | DividendPeriodPaymentDateAdjusted | PmtDt | Added EP208 | ||
| 42293 | DividendPeriodXID | XID | Added EP208 |
| end Repeating Group |
| end Component |
| 42249 | ExtraordinaryDividendPartySide | ExtrordSide | Added EP208 | ||
| 42250 | ExtraordinaryDividendAmountType | ExtrordAmtTyp | Added EP208 | ||
| 42251 | ExtraordinaryDividendCurrency | ExtrordCcy | Added EP208 | ||
| 42252 | ExtraordinaryDividendDeterminationMethod | ExtrordDtrmnMeth | Added EP208 |
| Component(-) | DividendFXTriggerDate | FXTrgrDt | Added EP208 |
| 42265 | DividendFXTriggerDateRelativeTo | Reltv | Added EP208 | ||
| 42266 | DividendFXTriggerDateOffsetPeriod | OfstPeriod | Conditionally required when DividendFXTriggerDateOffsetUnit(42267) is specified. | Added EP208 | |
| 42267 | DividendFXTriggerDateOffsetUnit | OfstUnit | Conditionally required when DividendFXTriggerDateOffsetPeriod(42266) is specified. | Added EP208 | |
| 42268 | DividendFXTriggerDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42269 | DividendFXTriggerDateUnadjusted | DtUnadj | Added EP208 | ||
| 42270 | DividendFXTriggerDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendFXTriggerDate. | Added EP208 |
| Component(-) | DividendFXTriggerDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendFXTriggerDate. | Added EP208 |
| Repeating Group 42272 | NoDividendFXTriggerDateBusinessCenters | Added EP208 |
| 42273 | DividendFXTriggerDateBusinessCenter | Ctr | Required if NoDividendFXTriggerDateBusinessCenters(42272) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42271 | DividendFXTriggerDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | DividendAccrualFloatingRate | AcrlFloat | Added EP208 |
| end Component |
| 42253 | DividendAccrualFixedRate | AcrlFixedRt | Added EP208 |
| Component(-) | DividendAccrualPaymentDate | AcrlPmtDt | Added EP208 |
| 42238 | DividendAccrualPaymentDateRelativeTo | Reltv | Added EP208 | ||
| 42239 | DividendAccrualPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when DividendAccrualPaymentDateOffsetUnit(42240) is specified. | Added EP208 | |
| 42240 | DividendAccrualPaymentDateOffsetUnit | OfstUnit | Conditionally required when DividendAccrualPaymentDateOffsetPeriod(42239) is specified. | Added EP208 | |
| 42241 | DividendAccrualPaymentDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42242 | DividendAccrualPaymentDateUnadjusted | DtUnadj | Added EP208 | ||
| 42243 | DividendAccrualPaymeentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendAccrualPaymentDate. | Added EP208 |
| Component(-) | DividendAccrualPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendAccrualPaymentDate. | Added EP208 |
| Repeating Group 42236 | NoDividendAccrualPaymentDateBusinessCenters | Added EP208 |
| 42237 | DividendAccrualPaymentDateBusinessCenter | Ctr | Required if NoDividendAccrualPaymentDateBusinessCenters(42236) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42244 | DividendAccrualPaymentDateAdjusted | Dt | Added EP208 |
| end Component |
| 42254 | DividendCompoundingMethod | CmpndgMeth | Added EP208 | ||
| 42255 | DividendNumOfIndexUnits | NumNdxUnits | Added EP208 | ||
| 42256 | DividendCashPercentage | CshPctage | Added EP208 | ||
| 42257 | DividendCashEquivalentPercentage | CshEqvlntPctage | Added EP208 | ||
| 42258 | NonCashDividendTreatment | NonCshTrtmt | Added EP208 | ||
| 42259 | DividendComposition | Cmpstn | Added EP208 | ||
| 42260 | SpecialDividendsIndicator | SpeclDividendInd | Added EP208 | ||
| 42261 | MaterialDividendsIndicator | MtrlDividendInd | Added EP208 | ||
| 42262 | OptionsExchangeDividendsIndicator | ExchDividendInd | Added EP208 | ||
| 42263 | AdditionalDividendsIndicator | AddtnlDividendInd | Added EP208 | ||
| 42264 | AllDividendsIndicator | AllDividendInd | Added EP208 |
| end Component |
| 42668 | ReturnRateNotionalReset | RtnRtNotlReset | Added EP208 |
| Component(-) | ReturnRateGrp | RtnRt | Added EP208 |
| Repeating Group 42735 | NoReturnRates | Added EP208 |
| 42736 | ReturnRatePriceSequence | PxSeq | Required if NoReturnRates(42735) > 0. | Added EP208 | |
| 42737 | ReturnRateCommissionBasis | CommBasis | Added EP208 | ||
| 42738 | ReturnRateCommissionAmount | CommAmt | Added EP208 | ||
| 42739 | ReturnRateCommissionCurrency | CommCcy | If not specified, this is defaulted to the reporting currency. | Added EP208 | |
| 42740 | ReturnRateTotalCommissionPerTrade | TotCommPerTrd | Added EP208 | ||
| 42741 | ReturnRateDeterminationMethod | DtrmnMeth | Added EP208 |
| Component(-) | ReturnRatePriceGrp | Px | Added EP208 |
| Repeating Group 42765 | NoReturnRatePrices | Added EP208 |
| 42766 | ReturnRatePriceBasis | PxBasis | Required if NoReturnRatePrices(42765) > 0. | Added EP208 | |
| 42767 | ReturnRatePrice | Px | Added EP208 | ||
| 42768 | ReturnRatePriceCurrency | Ccy | Added EP208 | ||
| 42769 | ReturnRatePriceType | PxTyp | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | ReturnRateFXConversionGrp | FxCnvrsn | Added EP208 |
| Repeating Group 42731 | NoReturnRateFXConversions | Added EP208 |
| 42732 | ReturnRateFXCurrencySymbol | CcySym | Required if NoReturnRateFXConversions(42731) > 0. | Added EP208 | |
| 42733 | ReturnRateFXRate | FxRt | Required if NoReturnRateFXConversions(42731) > 0. | Added EP208 | |
| 42734 | ReturnRateFXRateCalc | FxRtCalc | Added EP208 |
| end Repeating Group |
| end Component |
| 42742 | ReturnRateAmountRelativeTo | AmtReltv | Added EP208 | ||
| 42743 | ReturnRateQuoteMeasureType | QteTyp | Added EP208 | ||
| 42744 | ReturnRateQuoteUnits | QteUnit | Added EP208 | ||
| 42745 | ReturnRateQuoteMethod | QteMeth | Added EP208 | ||
| 42746 | ReturnRateQuoteCurrency | QteCcy | Added EP208 | ||
| 42747 | ReturnRateQuoteCurrencyType | QteCcyTyp | Added EP208 | ||
| 42748 | ReturnRateQuoteTimeType | QteTmTyp | Mutually exclusive with ReturnRateQuoteTime(42749). | Added EP208 | |
| 42749 | ReturnRateQuoteTime | QteTm | Mutually exclusive with ReturnRateQuoteTimeType(42748). | Added EP208 | |
| 42750 | ReturnRateQuoteDate | QteDt | Added EP208 | ||
| 42751 | ReturnRateQuoteExpirationTime | QteExpTm | Added EP208 | ||
| 42752 | ReturnRateQuoteBusinessCenter | QteBizCtr | Added EP208 | ||
| 42753 | ReturnRateQuoteExchange | QteExch | Added EP208 |
| Component(-) | ReturnRateInformationSourceGrp | InfoSrc | Added EP208 |
| Repeating Group 42761 | NoReturnRateInformationSources | Added EP208 |
| 42762 | ReturnRateInformationSource | RtSrc | Required if NoReturnRateInformationSources(42761) > 0. | Added EP208 | |
| 42763 | ReturnRateReferencePage | RefPg | Added EP208 | ||
| 42764 | ReturnRateReferencePageHeading | RefHdng | Added EP208 |
| end Repeating Group |
| end Component |
| 42754 | ReturnRateQuotePricingModel | QteModel | Added EP208 | ||
| 42755 | ReturnRateCashFlowType | CshFlow | Added EP208 |
| Component(-) | ReturnRateDateGrp | Dt | Added EP208 |
| Repeating Group 42709 | NoReturnRateDates | Added EP208 |
| 42710 | ReturnRateDateMode | Mode | Required if NoReturnRateDates(42709) > 0. | Added EP208 |
| Component(-) | ReturnRateValuationDateGrp | Val | Added EP208 |
| Repeating Group 42772 | NoReturnRateValuationDates | Added EP208 |
| 42773 | ReturnRateValuationDate | Dt | Required if NoReturnRateValuationDates(42772) > 0. | Added EP208 | |
| 42774 | ReturnRateValuationDateType | Typ | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. | Added EP208 |
| end Repeating Group |
| end Component |
| 42711 | ReturnRateValuationDateRelativeTo | Reltv | Added EP208 | ||
| 42712 | ReturnRateValuationDateOffsetPeriod | OfstPeriod | Conditionally required when ReturnRateValuationDateOffsetUnit(42713) is specified. | Added EP208 | |
| 42713 | ReturnRateValuationDateOffsetUnit | OfstUnit | Conditionally required when ReturnRateValuationDateOffsetPeriod(42712) is specified. | Added EP208 | |
| 42714 | ReturnRateValuationDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42715 | ReturnRateValuationStartDateUnadjusted | StartDtUnadj | Added EP208 | ||
| 42716 | ReturnRateValuationStartDateRelativeTo | StartDtReltv | Added EP208 | ||
| 42717 | ReturnRateValuationStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when ReturnRateValuationStartDateOffsetUnit(42718) is specified. | Added EP208 | |
| 42718 | ReturnRateValuationStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when ReturnRateValuationStartDateOffsetPeriod(42717) is specified. | Added EP208 | |
| 42719 | ReturnRateValuationStartDateOffsetDayType | StartDtOfstDayTyp | Added EP208 | ||
| 42720 | ReturnRateValuationStartDateAdjusted | StartDt | Added EP208 | ||
| 42721 | ReturnRateValuationEndDateUnadjusted | EndDtUnadj | Added EP208 | ||
| 42722 | ReturnRateValuationEndDateRelativeTo | EndDtReltv | Added EP208 | ||
| 42723 | ReturnRateValuationEndDateOffsetPeriod | EndDtOfstPeriod | Conditionally required when ReturnRateValuationEndDateOffsetUnit(42724) is specified. | Added EP208 | |
| 42724 | ReturnRateValuationEndDateOffsetUnit | EndDtOfstUnit | Conditionally required when ReturnRateValuationEndDateOffsetPeriod(42723) is specified. | Added EP208 | |
| 42725 | ReturnRateValuationEndDateOffsetDayType | EndDtOfstDayTyp | Added EP208 | ||
| 42726 | ReturnRateValuationEndDateAdjusted | EndDt | Added EP208 | ||
| 42727 | ReturnRateValuationFrequencyPeriod | FreqPeriod | Conditionally required when ReturnRateValuationFrequencyUnit(42728) is specified. | Added EP208 | |
| 42728 | ReturnRateValuationFrequencyUnit | FreqUnit | Conditionally required when ReturnRateValuationFrequencyPeriod(42727) is specified. | Added EP208 | |
| 42729 | ReturnRateValuationFrequencyRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream return rate valuation dates. | Added EP208 | |
| 42730 | ReturnRateValuationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream return rate valuation dates. | Added EP208 |
| Component(-) | ReturnRateValuationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream return rate valuation dates. | Added EP208 |
| Repeating Group 42770 | NoReturnRateValuationDateBusinessCenters | Added EP208 |
| 42771 | ReturnRateValuationDateBusinessCenter | Ctr | Required if NoReturnRateValuationDateBusinessCenters(42770) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 42756 | ReturnRateValuationTimeType | ValTmTyp | Mutually exclusive with ReturnRateValuationTime(42757). | Added EP208 | |
| 42757 | ReturnRateValuationTime | ValTm | Mutually exclusive with ReturnRateValuationTimeType(42756). | Added EP208 | |
| 42758 | ReturnRateValuationTimeBusinessCenter | ValTmBizCtr | Added EP208 | ||
| 42759 | ReturnRateValuationPriceOption | ValPxOpt | Added EP208 | ||
| 42760 | ReturnRateFinalPriceFallback | FnlPxFallbck | Added EP208 |
| end Repeating Group |
| end Component |
| 42669 | PaymentStreamLinkInitialLevel | LinkInitLvl | Added EP208 | ||
| 42670 | PaymentStreamLinkClosingLevelIndicator | LinkClsngLvl | Added EP208 | ||
| 42671 | PaymentStreamLinkExpiringLevelIndicator | LinkExpngLvl | Added EP208 | ||
| 42672 | PaymentStreamLinkEstimatedTradingDays | LinkEstTrdgDays | Added EP208 | ||
| 42673 | PaymentStreamLinkStrikePrice | LinkStrkPx | Added EP208 | ||
| 42674 | PaymentStreamLinkStrikePriceType | LinkStrkPxTyp | Added EP208 | ||
| 42675 | PaymentStreamLinkMaximumBoundary | LinkMaxBndry | Added EP208 | ||
| 42676 | PaymentStreamLinkMinimumBoundary | LinkMinBndry | Added EP208 | ||
| 42677 | PaymentStreamLinkNumberOfDataSeries | LinkNumDataSeries | Added EP208 | ||
| 42678 | PaymentStreamVarianceUnadjustedCap | VarncCap | Added EP208 | ||
| 42679 | PaymentStreamRealizedVarianceMethod | RlzdVarncMeth | Added EP208 | ||
| 42680 | PaymentStreamDaysAdjustmentIndicator | DaysAdjmt | Added EP208 | ||
| 42681 | PaymentStreamNearestExchangeContractRefID | ExchCtrctRefID | Added EP208 | ||
| 42682 | PaymentStreamVegaNotionalAmount | VegaNotlAmt | Added EP208 |
| end Component |
| 42605 | PaymentStreamCompoundingFixedRate | CmpndgFixedRt | Mutually exclusive with PaymentStreamCompoundingXIDRef(42601) or the PaymentStreamCompoundingFloatingRate component. | Added EP208 |
| Component(-) | PaymentStreamCompoundingFloatingRate | CmpndgFloat | Mutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingXIDRef(42601). | Added EP208 |
| end Component |
| Component(-) | PaymentStreamCompoundingDates | CmpndgDts | Added EP208 |
| 42609 | PaymentStreamCompoundingDatesBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream compounding dates. | Added EP208 |
| Component(-) | PaymentStreamCompoundingDatesBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream compounding dates. | Added EP208 |
| Repeating Group 42620 | NoPaymentStreamCompoundingDatesBusinessCenters | Added EP208 |
| 42621 | PaymentStreamCompoundingDatesBusinessCenter | Ctr | Required if NoPaymentStreamCompoundingDatesBusinessCenters(42620) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamCompoundingDateGrp | CmpndgDt | Added EP208 |
| Repeating Group 42606 | NoPaymentStreamCompoundingDates | Added EP208 |
| 42607 | PaymentStreamCompoundingDate | Dt | Required if NoPaymentStreamCompoundingDates(42606) > 0. | Added EP208 | |
| 42608 | PaymentStreamCompoundingDateType | Typ | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. | Added EP208 |
| end Repeating Group |
| end Component |
| 42610 | PaymentStreamCompoundingDatesRelativeTo | Reltv | Added EP208 | ||
| 42611 | PaymentStreamCompoundingDatesOffsetPeriod | OfstPeriod | Conditionally required when PaymentStreamCompoundingDatesOffsetUnit(42612) is specified. | Added EP208 | |
| 42612 | PaymentStreamCompoundingDatesOffsetUnit | OfstUnit | Conditionally required when PaymentCompoundingDatesOffsetPeriod(42611) is specified. | Added EP208 | |
| 42613 | PaymentStreamCompoundingDatesOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42614 | PaymentStreamCompoundingPeriodSkip | Skip | Added EP208 |
| Component(-) | PaymentStreamCompoundingStartDate | StartDt | Added EP208 |
| 42646 | PaymentStreamCompoundingStartDateUnadjusted | DtUnadj | Added EP208 | ||
| 42647 | PaymentStreamCompoundingStartDateRelativeTo | Reltv | Added EP208 | ||
| 42648 | PaymentStreamCompoundingStartDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStreamCompoundingStartDateOffsetUnit(42649) is specified. | Added EP208 | |
| 42649 | PaymentStreamCompoundingStartDateOffsetUnit | OfstUnit | Conditionally required when PaymentStreamCompoundingStartDateOffsetPeriod(42648) is specified. | Added EP208 | |
| 42650 | PaymentStreamCompoundingStartDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42651 | PaymentStreamCompoundingStartDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | PaymentStreamCompoundingEndDate | EndDt | Added EP208 |
| 42622 | PaymentStreamCompoundingEndDateUnadjusted | DtUnadj | Added EP208 | ||
| 42623 | PaymentStreamCompoundingEndDateRelativeTo | Reltv | Added EP208 | ||
| 42624 | PaymentStreamCompoundingEndDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStreamCompoundingEndDateOffsetUnit(42625) is specified. | Added EP208 | |
| 42625 | PaymentStreamCompoundingEndDateOffsetUnit | OfstUnit | Conditionally required when PaymentStreamCompoundingEndDateOffsetPeriod(42624) is specified. | Added EP208 | |
| 42626 | PaymentStreamCompoundingEndDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42627 | PaymentStreamCompoundingEndDateAdjusted | Dt | Added EP208 |
| end Component |
| 42615 | PaymentStreamCompoundingFrequencyPeriod | FreqPeriod | Conditionally required when PayamentStreamCompoundingFrequencyUnit(42616) is specified. | Added EP208 | |
| 42616 | PaymentStreamCompoundingFrequencyUnit | FreqUnit | Conditionally required when PayamentStreamCompoundingFrequencyPeriod(42615) is specified. | Added EP208 | |
| 42617 | PaymentStreamCompoundingRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream compounding dates. | Added EP208 | |
| 42618 | PaymentStreamBoundsFirstDateUnadjusted | FirstDtUnadj | Added EP208 | ||
| 42619 | PaymentStreamBoundsLastDateUnadjusted | LastDtUnadj | Added EP208 |
| end Component |
| Component(-) | PaymentStreamNonDeliverableSettlTerms | NonDlvrblTrms | Added EP161 |
| 40817 | PaymentStreamNonDeliverableRefCurrency | Ccy | Added EP161 | ||
| 40818 | PaymentStreamNonDeliverableFixingDatesBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's non-deliverable fixing dates. | Added EP161 |
| Component(-) | PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's non-deliverable fixing dates. | Added EP161 |
| Repeating Group 40946 | NoPaymentStreamNonDeliverableFixingDatesBusinessCenters | Added EP161 |
| 40819 | PaymentStreamNonDeliverableFixingDatesBusinessCenter | Ctr | Required if NoPaymentStreamNonDeliverableFixingDatesBusinessCenters(40946) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40820 | PaymentStreamNonDeliverableFixingDatesRelativeTo | FixngReltv | Added EP161 | ||
| 40821 | PaymentStreamNonDeliverableFixingDatesOffsetPeriod | FixngPeriod | Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetUnit(40822) is specified. | Added EP161 | |
| 40822 | PaymentStreamNonDeliverableFixingDatesOffsetUnit | FixngUnit | Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetPeriod(40821) is specified. | Added EP161 | |
| 40823 | PaymentStreamNonDeliverableFixingDatesOffsetDayType | FixngDayTyp | Added EP161 |
| Component(-) | PaymentStreamNonDeliverableSettlRateSource | RtSrc | Added EP161 |
| 40371 | PaymentStreamNonDeliverableSettlRateSource | RtSrc | Added EP161 | ||
| 40372 | PaymentStreamNonDeliverableSettlReferencePage | RefPg | Conditionally required when PaymentStreamNonDeliverableSettlRateSource(40371) = 3 (ISDA Settlement Rate Option) or 99 (Other). | Added EP161 |
| end Component |
| Component(-) | PaymentStreamNonDeliverableFixingDateGrp | FixngDt | Added EP161 |
| Repeating Group 40825 | NoNonDeliverableFixingDates | Added EP161 |
| 40826 | NonDeliverableFixingDate | Dt | Required if NoNonDeliverableFixingDates(40825) > 0. | Added EP161 | |
| 40827 | NonDeliverableFixingDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | SettlRateDisruptionFallbackGrp | SettlRtFallbck | Added EP161 |
| Repeating Group 40085 | NoSettlRateFallbacks | Added EP161 |
| 40086 | SettlRatePostponementMaximumDays | MaxDays | Required if NoSettlRateFallbacks(40085) > 0. | Added EP161 |
| Component(-) | SettlRateFallbackRateSource | RtSrc | Added EP161 |
| 40373 | SettlRateFallbackRateSource | RtSrc | Added EP161 | ||
| 40655 | SettlRateFallbackReferencePage | RefPg | Conditionally required when SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) or 99 (Other). | Added EP161 |
| end Component |
| 40088 | SettlRatePostponementSurvey | Survey | Added EP161 | ||
| 40089 | SettlRatePostponementCalculationAgent | CalcAgent | Added EP161 |
| end Repeating Group |
| end Component |
| end Component |
| end Component |
| Component(-) | PaymentScheduleGrp | PmtSched | Added EP161 |
| Repeating Group 40828 | NoPaymentSchedules | Added EP161 |
| 40829 | PaymentScheduleType | Typ | Required if NoPaymentSchedules(40828) > 0. | Added EP161 | |
| 41164 | PaymentScheduleXID | XID | Added EP169 | ||
| 41165 | PaymentScheduleXIDRef | XIDRef | Added EP169 | ||
| 40830 | PaymentScheduleStubType | StubTyp | Added EP161 | ||
| 40831 | PaymentScheduleStartDateUnadjusted | StartDtUnadj | Added EP161 | ||
| 40832 | PaymentScheduleEndDateUnadjusted | EndDtUnadj | Added EP161 | ||
| 40833 | PaymentSchedulePaySide | PaySide | Added EP161 | ||
| 40834 | PaymentScheduleReceiveSide | RcvSide | Added EP161 | ||
| 40835 | PaymentScheduleNotional | Notl | Added EP161 | ||
| 40836 | PaymentScheduleCurrency | Ccy | Added EP161 | ||
| 40837 | PaymentScheduleRate | Rt | Added EP161 | ||
| 40838 | PaymentScheduleRateMultiplier | RtMult | Added EP161 | ||
| 40839 | PaymentScheduleRateSpread | Spread | Added EP161 | ||
| 41166 | PaymentScheduleRateCurrency | RtCcy | Added EP169 | ||
| 41167 | PaymentScheduleRateUnitOfMeasure | RtUOM | Added EP169 | ||
| 41168 | PaymentScheduleRateConversionFactor | RtFctr | Added EP169 | ||
| 41169 | PaymentScheduleRateSpreadType | SpreadTyp | Added EP169 | ||
| 40840 | PaymentScheduleRateSpreadPositionType | SpreadPosTyp | Added EP161 | ||
| 40841 | PaymentScheduleRateTreatment | RtTrtmt | Added EP161 | ||
| 40842 | PaymentScheduleFixedAmount | FixedAmt | Added EP161 | ||
| 40843 | PaymentScheduleFixedCurrency | FixedCcy | Added EP161 | ||
| 41170 | PaymentScheduleSettlPeriodPrice | SettlPx | Added EP169 | ||
| 41171 | PaymentScheduleSettlPeriodPriceCurrency | SettlPxCcy | Added EP169 | ||
| 41172 | PaymentScheduleSettlPeriodPriceUnitOfMeasure | SettlPxUOM | Added EP169 | ||
| 41173 | PaymentScheduleStepUnitOfMeasure | StepUOM | Added EP169 | ||
| 40844 | PaymentScheduleStepFrequencyPeriod | StepPeriod | Conditionally required when PaymentScheduleStepFrequencyUnit(40845) is specified. | Added EP161 | |
| 40845 | PaymentScheduleStepFrequencyUnit | StepUnit | Conditionally required when PaymentScheduleStepFrequencyPeriod(40844) is specified. | Added EP161 | |
| 40846 | PaymentScheduleStepOffsetValue | StepVal | Added EP161 | ||
| 40847 | PaymentScheduleStepRate | StepRt | Added EP161 | ||
| 40848 | PaymentScheduleStepOffsetRate | StepOfstRt | Added EP161 | ||
| 40849 | PaymentScheduleStepRelativeTo | StepReltv | Added EP161 |
| Component(-) | PaymentScheduleRateSourceGrp | RtSrc | Added EP161 |
| Repeating Group 40868 | NoPaymentScheduleRateSources | Added EP161 |
| 40869 | PaymentScheduleRateSource | Src | Required if NoPaymentScheduleRateSources(40868) > 0. | Added EP161 | |
| 40870 | PaymentScheduleRateSourceType | Typ | Required if NoPaymentScheduleRateSources(40868) > 0. | Added EP161 Updated EP169 | |
| 40871 | PaymentScheduleReferencePage | RefPg | Conditionally required when PaymentScheduleRateSource(40869) = 99 (Other) | Added EP161 |
| end Repeating Group |
| end Component |
| 40850 | PaymentScheduleFixingDateUnadjusted | FixngDtUnadj | Added EP161 | ||
| 40851 | PaymentScheduleWeight | Wt | Added EP161 | ||
| 40852 | PaymentScheduleFixingDateRelativeTo | FixngReltv | Added EP161 | ||
| 40853 | PaymentScheduleFixingDateBusinessDayConvention | FixngBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule. | Added EP161 |
| Component(-) | PaymentScheduleFixingDateBusinessCenterGrp | FixngBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule. | Added EP161 |
| Repeating Group 40977 | NoPaymentScheduleFixingDateBusinessCenters | Added EP161 |
| 40854 | PaymentScheduleFixingDateBusinessCenter | Ctr | Required if NoPaymentScheduleFixingDateBusinessCenters(40944) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40855 | PaymentScheduleFixingDateOffsetPeriod | FixngPeriod | Conditionally required when PaymentScheduleFixingDateOffsetUnit(40856) is specified. | Added EP161 | |
| 40856 | PaymentScheduleFixingDateOffsetUnit | FixngUnit | Conditionally required when PaymentScheduleFixingDateOffsetPeriod(40855) is specified. | Added EP161 | |
| 40857 | PaymentScheduleFixingDateOffsetDayType | FixngDayTyp | Added EP161 | ||
| 41174 | PaymentScheduleFixingDayDistribution | FixngDayDistrib | Added EP169 | ||
| 41175 | PaymentScheduleFixingDayCount | FixngDayCnt | Added EP169 | ||
| 40858 | PaymentScheduleFixingDateAdjusted | FixngDt | Added EP161 |
| Component(-) | PaymentScheduleFixingDayGrp | FixngDay | Added EP169 |
| Repeating Group 41161 | NoPaymentScheduleFixingDays | Added EP169 |
| 41162 | PaymentScheduleFixingDayOfWeek | DayOfWk | Required if NoPaymentScheduleFixingDays(41161) > 0. | Added EP169 | |
| 41163 | PaymentScheduleFixingDayNumber | DayNum | Added EP169 |
| end Repeating Group |
| end Component |
| 41176 | PaymentScheduleFixingLagPeriod | FixngLagPeriod | Conditionally required when PaymentScheduleFixingLagUnit(41177) is specified. | Added EP169 | |
| 41177 | PaymentScheduleFixingLagUnit | FixngLagUnit | Conditionally required when PaymentScheduleFixingLagPeriod(41176) is specified. | Added EP169 | |
| 41178 | PaymentScheduleFixingFirstObservationDateOffsetPeriod | FixngFirstObsvtnPeriod | Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetUnit(41179) is specified. | Added EP169 Updated EP208 | |
| 41179 | PaymentScheduleFixingFirstObservationDateOffsetUnit | FixngFirstObsvtnUnit | Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetPeriod(41178) is specified. | Added EP169 Updated EP208 | |
| 40859 | PaymentScheduleFixingTime | FixngTm | Added EP161 | ||
| 40860 | PaymentScheduleFixingTimeBusinessCenter | FixngTmBizCtr | Added EP161 | ||
| 40861 | PaymentScheduleInterimExchangePaymentDateRelativeTo | IntrmExchDtReltv | Added EP161 | ||
| 40862 | PaymentScheduleInterimExchangeDatesBusinessDayConvention | IntrmExchDtBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule. | Added EP161 |
| Component(-) | PaymentScheduleInterimExchangeDateBusinessCenterGrp | IntrmExchDtBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule. | Added EP161 |
| Repeating Group 40945 | NoPaymentScheduleInterimExchangeDateBusinessCenters | Added EP161 |
| 40863 | PaymentScheduleInterimExchangeDatesBusinessCenter | Ctr | Required if NoPaymentScheduleInterimExchangeDateBusinessCenters(40945) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40864 | PaymentScheduleInterimExchangeDatesOffsetPeriod | IntrmExchDtPeriod | Conditionally required when PaymentScheduleInterimExchangeDatesOffsetUnit(40865) is specified. | Added EP161 | |
| 40865 | PaymentScheduleInterimExchangeDatesOffsetUnit | IntrmExchDtUnit | Conditionally required when PaymentScheduleInterimExchangeDatesOffsetPeriod(40864) is specified. | Added EP161 | |
| 40866 | PaymentScheduleInterimExchangeDatesOffsetDayType | IntrmExchDayTyp | Added EP161 | ||
| 40867 | PaymentScheduleInterimExchangeDateAdjusted | IntrmExchDt | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStubGrp | PmtStub | Added EP161 |
| Repeating Group 40872 | NoPaymentStubs | Added EP161 |
| 40873 | PaymentStubType | Typ | Required if NoPaymentStubs(40872) > 0. | Added EP161 | |
| 40874 | PaymentStubLength | Lngth | Added EP161 |
| Component(-) | PaymentStubStartDate | StartDt | Added EP208 |
| 42698 | PaymentStubStartDateUnadjusted | DtUnadj | Added EP208 | ||
| 42699 | PaymentStubStartDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance. | Added EP208 |
| Component(-) | PaymentStubStartDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance. | Added EP208 |
| Repeating Group 42705 | NoPaymentStubStartDateBusinessCenters | Added EP208 |
| 42706 | PaymentStubStartDateBusinessCenter | Ctr | Required if NoPaymentStubStartDateBusinessCenters(42705) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42700 | PaymentStubStartDateRelativeTo | Reltv | Added EP208 | ||
| 42701 | PaymentStubStartDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStubStartDateOffsetUnit(42702) is specified. | Added EP208 | |
| 42702 | PaymentStubStartDateOffsetUnit | OfstUnit | Conditionally required when PaymentStubStartDateOffsetPeriod(42701) is specified. | Added EP208 | |
| 42703 | PaymentStubStartDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42704 | PaymentStubStartDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | PaymentStubEndDate | EndDt | Added EP208 |
| 42689 | PaymentStubEndDateUnadjusted | DtUnadj | Added EP208 | ||
| 42690 | PaymentStubEndDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance. | Added EP208 |
| Component(-) | PaymentStubEndDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance. | Added EP208 |
| Repeating Group 42696 | NoPaymentStubEndDateBusinessCenters | Added EP208 |
| 42697 | PaymentStubEndDateBusinessCenter | Ctr | Required if NoPaymentStubEndDateBusinessCenters(42696) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42691 | PaymentStubEndDateRelativeTo | Reltv | Added EP208 | ||
| 42692 | PaymentStubEndDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStubEndDateOffsetUnit(42693) is specified. | Added EP208 | |
| 42693 | PaymentStubEndDateOffsetUnit | OfstUnit | Conditionally required when PaymentStubEndDateOffsetPeriod(42692) is specified. | Added EP208 | |
| 42694 | PaymentStubEndDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42695 | PaymentStubEndDateAdjusted | Dt | Added EP208 |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | DeliveryStream | DlvryStrm | Added EP169 |
| 41058 | DeliveryStreamType | Typ | Added EP169 |
| Component(-) | DeliveryStreamCommoditySourceGrp | CmdtySrc | Added EP169 |
| Repeating Group 41085 | NoDeliveryStreamCommoditySources | Added EP169 |
| 41086 | DeliveryStreamCommoditySource | Src | Required if NoDeliveryStreamCommoditySources(41085) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41059 | DeliveryStreamPipeline | Ppln | Added EP169 | ||
| 41060 | DeliveryStreamEntryPoint | EntryPnt | Added EP169 | ||
| 41061 | DeliveryStreamWithdrawalPoint | WthdrwlPnt | Added EP169 | ||
| 41062 | DeliveryStreamDeliveryPoint | DlvryPnt | Added EP169 | ||
| 42192 | DeliveryStreamDeliveryPointSource | DlvryPntSrc | Added EP179 | ||
| 42193 | DeliveryStreamDeliveryPointDesc | DlvryPntDesc | Added EP179 | ||
| 41063 | DeliveryStreamDeliveryRestriction | DlvryRstctn | Added EP169 | ||
| 41064 | DeliveryStreamDeliveryContingency | Cntgncy | Added EP169 | ||
| 41065 | DeliveryStreamDeliveryContingentPartySide | CntgPty | Added EP169 | ||
| 41066 | DeliveryStreamDeliverAtSourceIndicator | DlvrAtSrc | Added EP169 | ||
| 41067 | DeliveryStreamRiskApportionment | RiskApprtnmt | Added EP169 | ||
| 41218 | DeliveryStreamRiskApportionmentSource | RiskApprtnmtSrc | Added EP169 |
| Component(-) | DeliveryStreamCycleGrp | Cycle | Added EP169 |
| Repeating Group 41081 | NoDeliveryStreamCycles | Added EP169 |
| 41082 | DeliveryStreamCycleDesc | Desc | Required if NoDeliveryStreamCycles(41081) > 0. | Added EP169 | |
| 41083 | EncodedDeliveryStreamCycleDescLen | EncDescLen | Must be set if EncodedDeliveryStreamCycleDesc(41084) field is specified and must immediately precede it. | Added EP169 | |
| 41084 | EncodedDeliveryStreamCycleDesc | EncDesc | Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 |
| end Repeating Group |
| end Component |
| 41068 | DeliveryStreamTitleTransferLocation | TtlXfer | Added EP169 | ||
| 41069 | DeliveryStreamTitleTransferCondition | TtlXferCond | Added EP169 | ||
| 41070 | DeliveryStreamImporterOfRecord | Imprtr | Added EP169 | ||
| 41071 | DeliveryStreamNegativeTolerance | NegtvTlrnc | Added EP169 | ||
| 41072 | DeliveryStreamPositiveTolerance | PostvTlrnc | Added EP169 | ||
| 41073 | DeliveryStreamToleranceUnitOfMeasure | TlrncUOM | Added EP169 | ||
| 41074 | DeliveryStreamToleranceType | TlrncTyp | Added EP169 | ||
| 41075 | DeliveryStreamToleranceOptionSide | TlrncOptSide | Added EP169 | ||
| 41076 | DeliveryStreamTotalPositiveTolerance | TotPostvTlrnc | Added EP169 | ||
| 41077 | DeliveryStreamTotalNegativeTolerance | TotNegtvTlrnc | Added EP169 | ||
| 41078 | DeliveryStreamNotionalConversionFactor | CnvrsnFctr | Added EP169 | ||
| 41079 | DeliveryStreamTransportEquipment | Eqpmt | Added EP169 | ||
| 41080 | DeliveryStreamElectingPartySide | ElctngSide | Added EP169 | ||
| 43094 | DeliveryStreamRouteOrCharter | RteChrtr | Added EP235 |
| end Component |
| Component(-) | DeliveryScheduleGrp | DlvrySched | Added EP169 |
| Repeating Group 41037 | NoDeliverySchedules | Added EP169 |
| 41038 | DeliveryScheduleType | Typ | Required if NoDeliverySchedules(41037) > 0. | Added EP169 | |
| 41039 | DeliveryScheduleXID | XID | Added EP169 | ||
| 41040 | DeliveryScheduleNotional | Notl | Added EP169 | ||
| 41041 | DeliveryScheduleNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 41042 | DeliveryScheduleNotionalCommodityFrequency | NotlFreq | Added EP169 | ||
| 41043 | DeliveryScheduleNegativeTolerance | NegtvTlrnc | Added EP169 | ||
| 41044 | DeliverySchedulePositiveTolerance | PostvTlrnc | Added EP169 | ||
| 41045 | DeliveryScheduleToleranceUnitOfMeasure | TlrncUOM | Added EP169 | ||
| 41046 | DeliveryScheduleToleranceType | TlrncTyp | Conditionally required when DeliveryScheduleNegativeTolerance(41043) or DeliverySchedulePositiveTolerance(41044) is specified. | Added EP169 | |
| 41047 | DeliveryScheduleSettlCountry | Ctry | Added EP169 | ||
| 41048 | DeliveryScheduleSettlTimeZone | TZ | Added EP169 | ||
| 41049 | DeliveryScheduleSettlFlowType | FlowTyp | Added EP169 | ||
| 41050 | DeliveryScheduleSettlHolidaysProcessingInstruction | Holidays | Added EP169 |
| Component(-) | DeliveryScheduleSettlDayGrp | Day | Added EP169 |
| Repeating Group 41051 | NoDeliveryScheduleSettlDays | Added EP169 |
| 41052 | DeliveryScheduleSettlDay | Day | Required if NoDeliveryScheduleSettlDays(41051) > 0. | Added EP169 | |
| 41053 | DeliveryScheduleSettlTotalHours | TotHrs | Added EP169 |
| Component(-) | DeliveryScheduleSettlTimeGrp | Tm | Added EP169 |
| Repeating Group 41054 | NoDeliveryScheduleSettlTimes | Added EP169 |
| 41055 | DeliveryScheduleSettlStart | Start | Required if NoDeliveryScheduleSettlTimes(41054) > 0. | Added EP169 | |
| 41056 | DeliveryScheduleSettlEnd | End | Required if NoDeliveryScheduleSettlTimes(41054) > 0. | Added EP169 | |
| 41057 | DeliveryScheduleSettlTimeType | Typ | May be defaulted to market convention or bilaterally agreed if not specified. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 40056 | StreamText | Txt | Added EP161 | ||
| 40982 | EncodedStreamTextLen | EncTxtLen | Must be set if EncodedStreamText(40983) field is specified and must immediately precede it. | Added EP161 | |
| 40983 | EncodedStreamText | EncTxt | Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | ProvisionGrp | Prov | Added EP161 |
| Repeating Group 40090 | NoProvisions | Added EP161 |
| 40091 | ProvisionType | Typ | Required if NoProvisions(40090) > 0. | Added EP161 | |
| 40092 | ProvisionDateUnadjusted | DtUnadj | Added EP161 | ||
| 40093 | ProvisionDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions. | Added EP161 |
| Component(-) | ProvisionDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions. | Added EP161 |
| Repeating Group 40957 | NoProvisionDateBusinessCenters | Added EP161 |
| 40094 | ProvisionDateBusinessCenter | Ctr | Required if NoProvisionDateBusinessCenters(40957) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40095 | ProvisionDateAdjusted | Dt | Added EP161 | ||
| 40096 | ProvisionDateTenorPeriod | TenorPeriod | Conditionally required when ProvisionDateTenorUnit(40097) is specified. | Added EP161 | |
| 40097 | ProvisionDateTenorUnit | TenorUnit | Conditionally required when ProvisionDateTenorPeriod(40096) is specified. | Added EP161 | |
| 42707 | ProvisionBreakFeeElection | BrkFeeElctn | Added EP208 | ||
| 42708 | ProvisionBreakFeeRate | BrkFeeRt | Added EP208 | ||
| 40098 | ProvisionCalculationAgent | CalcAgent | Added EP161 | ||
| 40099 | ProvisionOptionSinglePartyBuyerSide | BuyerSide | Added EP161 | ||
| 40100 | ProvisionOptionSinglePartySellerSide | SellerSide | Added EP161 |
| Component(-) | ProvisionCashSettlValueDates | CashSettlValDts | Added EP161 |
| 40114 | ProvisionCashSettlValueTime | Tm | Added EP161 | ||
| 40115 | ProvisionCashSettlValueTimeBusinessCenter | TmBizCtr | Added EP161 | ||
| 40116 | ProvisionCashSettlValueDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement value date. | Added EP161 |
|