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 |