The Trade Capture Report Ack message can be:
- Used to acknowledge trade capture reports received from a counterparty.
- Used to reject a trade capture report received from a counterparty.
Pedigree Added FIX.4.4 Updated EP192
Expand Components | Collapse Components
| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| Component(-) | StandardHeader | Hdr | Y | MsgType = AR | Added FIX.4.4 |
| 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 |
| 571 | TradeReportID | RptID | Added FIX.4.4 Updated EP141 | ||
| 1003 | TradeID | TrdID | Added EP-1 | ||
| 1040 | SecondaryTradeID | TrdID2 | Added EP-1 | ||
| 1041 | FirmTradeID | FirmTrdID | Added EP-1 | ||
| 1042 | SecondaryFirmTradeID | FirmTrdID2 | Added EP-1 | ||
| 487 | TradeReportTransType | TransTyp | Added FIX.4.4 Updated EP141 | ||
| 856 | TradeReportType | RptTyp | Indicates action to take on trade. | Added FIX.4.4 Updated EP141 | |
| 828 | TrdType | TrdTyp | Added FIX.4.4 | ||
| 829 | TrdSubType | TrdSubTyp | Added FIX.4.4 | ||
| 855 | SecondaryTrdType | TrdTyp2 | Added FIX.4.4 | ||
| 1849 | OffsetInstruction | OfstInst | Added EP141 | ||
| 1123 | TradeHandlingInstr | TrdHandlInst | Added EP-1 | ||
| 1124 | OrigTradeHandlingInstr | OrigTrdHandlInst | Added EP-1 | ||
| 1125 | OrigTradeDate | OrigTrdDt | Added EP-1 Updated EP141 | ||
| 1126 | OrigTradeID | OrigTrdID | Added EP-1 Updated EP141 | ||
| 1127 | OrigSecondaryTradeID | OrignTrdID2 | Added EP-1 Updated EP141 | ||
| 830 | TransferReason | TrnsfrRsn | Added FIX.4.4 |
| Component(-) | RootParties | Pty | Added EP-1 Updated EP141 |
| Repeating Group 1116 | NoRootPartyIDs | Repeating group below should contain unique combinations of RootPartyID, RootPartyIDSource, and RootPartyRole | Added EP-1 |
| 1117 | RootPartyID | ID | Used to identify source of RootPartyID. Required if RootPartyIDSource is specified. Required if NoRootPartyIDs > 0. | Added EP-1 | |
| 1118 | RootPartyIDSource | Src | Used to identify class source of RootPartyID value (e.g. BIC). Required if RootPartyID is specified. Required if NoRootPartyIDs > 0. | Added EP-1 | |
| 1119 | RootPartyRole | R | Identifies the type of RootPartyID (e.g. Executing Broker). Required if NoRootPartyIDs > 0. | Added EP-1 | |
| 2388 | RootPartyRoleQualifier | Qual | Added EP179 |
| Component(-) | RootSubParties | Sub | Repeating group of RootParty sub-identifiers. | Added EP-1 |
| Repeating Group 1120 | NoRootPartySubIDs | Repeating group of RootParty sub-identifiers. | Added EP-1 |
| 1121 | RootPartySubID | ID | Sub-identifier (e.g. Clearing Acct for PartyID=Clearing Firm) if applicable. Required if NoRootPartySubIDs > 0. | Added EP-1 | |
| 1122 | RootPartySubIDType | Typ | Type of Sub-identifier. Required if NoRootPartySubIDs > 0. | Added EP-1 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 150 | ExecType | ExecTyp | Type of execution being reported. Uses subset of ExecType(150) for trade capture reports. | Added FIX.4.4 Updated EP141 | |
| 572 | TradeReportRefID | RptRefID | The TradeReportID(571) that is being referenced for trade correction or cancelation. | Added FIX.4.4 Updated EP141 | |
| 881 | SecondaryTradeReportRefID | RptRefID2 | The SecondaryTradeReportID that is being referenced for some action, such as correction or cancellation | Added FIX.4.4 Deprecated FIX.5.0 | |
| 939 | TrdRptStatus | TrdRptStat | Status of trade report. | Added FIX.4.4 Updated EP141 | |
| 1523 | TrdAckStatus | TrdAckStat | Added EP107 | ||
| 751 | TradeReportRejectReason | RejRsn | Added FIX.4.4 Updated EP141 | ||
| 1328 | RejectText | RejTxt | Reason description for rejecting the TradeCaptureReport(35=AE). | Added EP134 | |
| 1664 | EncodedRejectTextLen | EncRejTxtLen | Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. | Added EP134 | |
| 1665 | EncodedRejectText | EncRejTxt | Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. | Added EP134 | |
| 818 | SecondaryTradeReportID | RptID2 | Added FIX.4.4 Deprecated FIX.5.0 | ||
| 263 | SubscriptionRequestType | SubReqTyp | If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default. | Added FIX.4.4 Updated EP141 | |
| 820 | TradeLinkID | LinkID | Added FIX.4.4 Updated EP141 | ||
| 880 | TrdMatchID | MtchID | Added FIX.4.4 | ||
| 17 | ExecID | ExecID | Exchanged assigned execution identifier (trade identifier). | Added FIX.4.4 Updated EP141 | |
| 527 | SecondaryExecID | ExecID2 | Added FIX.4.4 | ||
| 378 | ExecRestatementReason | ExecRstmtRsn | Added EP-1 | ||
| 570 | PreviouslyReported | PrevlyRpted | Added EP-1 | ||
| 423 | PriceType | PxTyp | Added EP-1 |
| Component(-) | PriceQualifierGrp | PxQual | Added EP230 |
| Repeating Group 2709 | NoPriceQualifiers | Added EP230 |
| 2710 | PriceQualifier | Qual | Required if NoPriceQualifiers(2709) > 0. | Added EP230 |
| end Repeating Group |
| end Component |
| 549 | CrossType | CrssTyp | Added EP101 | ||
| 822 | UnderlyingTradingSessionID | UndSesID | Added EP-1 | ||
| 823 | UnderlyingTradingSessionSubID | UndSesSub | Added EP-1 | ||
| 716 | SettlSessID | SetSesID | Added EP-1 Updated EP95 | ||
| 717 | SettlSessSubID | SetSesSub | Added EP-1 | ||
| 854 | QtyType | QtyTyp | Added EP-1 | ||
| 32 | LastQty | LastQty | Added EP-1 | ||
| 31 | LastPx | LastPx | Added EP-1 | ||
| 1430 | VenueType | VenuTyp | Added EP88 | ||
| 1300 | MarketSegmentID | MktSegID | Added EP88 | ||
| 1301 | MarketID | MktID | Added EP88 |
| Component(-) | Instrument | Instrmt | Y | Added FIX.4.4 Updated EP141 |
| 55 | Symbol | Sym | Common, human understoodrepresentation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use [N/A]for products which do not have a symbol. Required if the Instrument component is marked as required where the component is used. | Added FIX.4.3 Updated EP277 | |
| 65 | SymbolSfx | Sfx | Used in Fixed Income with a value of WIto indicate When Issuedfor a security to be reissued under an old CUSIP or ISIN or with a value of CDto indicate a EUCP with lump-sum interest rather than discount price. | Added FIX.4.3 | |
| 48 | SecurityID | ID | Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. | Added FIX.4.3 | |
| 22 | SecurityIDSource | Src | Conditionally required when SecurityID(48) is specified. | Added FIX.4.3 Updated EP161 |
| Component(-) | SecAltIDGrp | AID | Number of alternate Security Identifiers | Added FIX.4.4 |
| Repeating Group 454 | NoSecurityAltID | Added FIX.4.4 |
| 455 | SecurityAltID | AltID | Added FIX.4.4 | ||
| 456 | SecurityAltIDSource | AltIDSrc | Added FIX.4.4 | ||
| 2957 | SymbolPositionNumber | SymPosNum | Added EP273 |
| end Repeating Group |
| end Component |
| 460 | Product | Prod | Indicates the type of product the security is associated with (high-level category) | Added FIX.4.3 | |
| 1227 | ProductComplex | ProdCmplx | Identifies an entire suite of products for a given market. In Futures this may be interest rates, agricultural, equity indexes, etc | Added EP-1 | |
| 1151 | SecurityGroup | SecGrp | An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. | Added EP-1 | |
| 461 | CFICode | CFI | Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. | Added FIX.4.3 | |
| 2891 | UPICode | UPI | Added EP266 | ||
| 167 | SecurityType | SecTyp | It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.) | Added FIX.4.3 | |
| 762 | SecuritySubType | SubTyp | Sub-type qualification/identification of the SecurityType (e.g. for SecurityType=MLEG). If specified, SecurityType is required. | Added FIX.4.4 | |
| 200 | MaturityMonthYear | MMY | Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified. | Added FIX.4.3 | |
| 541 | MaturityDate | MatDt | Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures) may use MaturityMonthYear(200) and/or this field. When using MaturityMonthYear(200), it is recommended that markets and sell sides report the MaturityDate(541) on all outbound messages as a means of data enrichment. For NDFs this represents the fixing date of the contract. | Added FIX.4.3 Updated EP271 | |
| 1079 | MaturityTime | MatTm | For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time. | Added EP-1 Updated EP82 | |
| 2982 | MaturityFrequencyUnit | MatFreqUnit | Conditionally required when MaturityFrequencyPeriod(2983) is specified. | Added EP287 | |
| 2983 | MaturityFrequencyPeriod | MatFreqPeriod | Conditionally required when MaturityFrequencyUnit(2982) is specified and the value is not EOM (End of Month) or F (Flexible). | Added EP287 | |
| 966 | SettleOnOpenFlag | SettlOnOpenFlag | Indicator to determine if Instrument is Settle on Open. | Added EP-1 | |
| 1049 | InstrmtAssignmentMethod | AsgnMeth | Added EP-1 | ||
| 965 | SecurityStatus | Status | Gives the current state of the instrument | Added EP-1 | |
| 224 | CouponPaymentDate | CpnPmt | Date interest is to be paid. Used in identifying Corporate Bond issues. | Added FIX.4.3 | |
| 1449 | RestructuringType | RestrctTyp | Added EP83 | ||
| 1450 | Seniority | Snrty | Added EP83 | ||
| 1451 | NotionalPercentageOutstanding | NotlPctOut | Added EP83 | ||
| 1452 | OriginalNotionalPercentageOutstanding | OrigNotlPctOut | Added EP83 | ||
| 1457 | AttachmentPoint | AttchPnt | Added EP83 | ||
| 1458 | DetachmentPoint | DetchPnt | Added EP83 | ||
| 1739 | ObligationType | ObligTyp | Added EP119 | ||
| 2210 | AssetGroup | AssetGrp | Added EP192 | ||
| 1938 | AssetClass | AssetClss | Required if AssetSubClass(1939) is specified. | Added EP161 Updated EP235 | |
| 1939 | AssetSubClass | AssetSubClss | Required if AssetType(1940) is specified. | Added EP161 Updated EP235 | |
| 1940 | AssetType | AssetTyp | Required if AssetSubType(2735) is specified. | Added EP161 Updated EP235 | |
| 2735 | AssetSubType | AsstSubTyp | Added EP235 |
| Component(-) | SecondaryAssetGrp | ScndryAsset | Added EP161 |
| Repeating Group 1976 | NoSecondaryAssetClasses | Added EP161 |
| 1977 | SecondaryAssetClass | Clss | Required if NoSecondaryAssetClasses(1976) > 0. | Added EP161 | |
| 1978 | SecondaryAssetSubClass | SubClss | Required if SecondaryAssetType(1979) is specified. | Added EP161 Updated EP235 | |
| 1979 | SecondaryAssetType | Typ | Required if SecondaryAssetSubType(2741) is specified. | Added EP161 Updated EP235 | |
| 2741 | SecondaryAssetSubType | SubTyp | Added EP235 |
| end Repeating Group |
| end Component |
| Component(-) | AssetAttributeGrp | AssetAttrb | Added EP169 |
| Repeating Group 2304 | NoAssetAttributes | Added EP169 |
| 2305 | AssetAttributeType | Typ | Required if NoAssetAttributes(2304) > 0. | Added EP169 | |
| 2306 | AssetAttributeValue | Val | Added EP169 | ||
| 2307 | AssetAttributeLimit | Lmt | Added EP169 |
| end Repeating Group |
| end Component |
| 1941 | SwapClass | SwapClss | Added EP161 | ||
| 1575 | SwapSubClass | SwapSubClss | Added EP169 | ||
| 1942 | NthToDefault | NthDflt | Conditionally required when MthToDefault(1943) is specified. | Added EP161 | |
| 1943 | MthToDefault | MthDflt | Added EP161 | ||
| 1944 | SettledEntityMatrixSource | SettldMtrxSrc | Added EP161 | ||
| 1945 | SettledEntityMatrixPublicationDate | SettldMtrxDt | Added EP161 | ||
| 1946 | CouponType | CpnTyp | Added EP161 | ||
| 1947 | TotalIssuedAmount | TotIssuedAmt | Added EP161 | ||
| 1948 | CouponFrequencyPeriod | CpnPeriod | Conditionally required when CouponFrequencyUnit(1949) is specified. | Added EP161 | |
| 1949 | CouponFrequencyUnit | CpnUnit | Conditionally required when CouponFrequencyPeriod(1948) is specified. | Added EP161 | |
| 1950 | CouponDayCount | CpnDayCnt | Added EP161 | ||
| 2879 | CouponOtherDayCount | CpnOtherDayCnt | Added EP254 | ||
| 1951 | ConvertibleBondEquityID | CnvrtBondEqtyID | Added EP161 | ||
| 1952 | ConvertibleBondEquityIDSource | CnvrtBondEqtyIDSrc | Conditionally required when ConvertibleBondEquityID(1951) is specified. | Added EP161 | |
| 1953 | ContractPriceRefMonth | PxRefMo | Added EP161 | ||
| 1954 | LienSeniority | LienSnrty | Added EP161 | ||
| 1955 | LoanFacility | LoanFclty | Added EP161 | ||
| 1956 | ReferenceEntityType | RefEntityTyp | Added EP161 | ||
| 1957 | IndexSeries | NdxSeries | Added EP161 | ||
| 1958 | IndexAnnexVersion | NdxAnxVer | Added EP161 | ||
| 1959 | IndexAnnexDate | NdxAnxDt | Added EP161 | ||
| 1960 | IndexAnnexSource | NdxAnxSrc | Added EP161 | ||
| 1577 | SettlRateIndex | SettlNdx | Added EP169 | ||
| 1580 | SettlRateIndexLocation | SettlNdxLctn | Added EP169 | ||
| 1581 | OptionExpirationDesc | ExpDesc | Added EP169 | ||
| 1678 | EncodedOptionExpirationDescLen | EncExpDescLen | Must be set if EncodedOptionExpirationDesc(1697) field is specified and must immediately precede it. | Added EP169 | |
| 1697 | EncodedOptionExpirationDesc | EncExpDesc | Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 225 | IssueDate | Issued | Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. | Added FIX.4.3 | |
| 239 | RepoCollateralSecurityType | RepoCollSecTyp | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 226 | RepurchaseTerm | RepoTrm | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 227 | RepurchaseRate | RepoRt | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 228 | Factor | Fctr | For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value | Added FIX.4.3 | |
| 255 | CreditRating | CrdRtg | Added FIX.4.3 | ||
| 543 | InstrRegistry | Rgstry | The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. | Added FIX.4.3 | |
| 470 | CountryOfIssue | IssuCtry | ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. | Added FIX.4.3 | |
| 471 | StateOrProvinceOfIssue | StPrv | A two-character state or province abbreviation. | Added FIX.4.3 | |
| 472 | LocaleOfIssue | Lcl | The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). | Added FIX.4.3 | |
| 240 | RedemptionDate | Redeem | Added FIX.4.3 Deprecated FIX.4.4 | ||
| 202 | StrikePrice | StrkPx | Used for derivatives, such as options and covered warrants | Added FIX.4.3 | |
| 2578 | OrigStrikePrice | OrigStrkPx | Added EP195 | ||
| 2577 | StrikePricePrecision | StrkPxPrcsn | Added EP195 | ||
| 947 | StrikeCurrency | StrkCcy | Used for derivatives | Added FIX.4.4 | |
| 2904 | StrikeCurrencyCodeSource | StrkCcySrc | Added EP273 | ||
| 967 | StrikeMultiplier | StrkMult | Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. | Added EP-1 | |
| 968 | StrikeValue | StrkValu | Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. | Added EP-1 | |
| 1698 | StrikeUnitOfMeasure | StrkUOM | Added EP169 | ||
| 1866 | StrikeIndex | StrkNdx | Added EP169 | ||
| 2600 | StrikeIndexCurvePoint | StrkNdxPnt | Added EP208 | ||
| 2001 | StrikeIndexSpread | StrkSpread | Added EP169 | ||
| 2601 | StrikeIndexQuote | StrkNdxQte | Added EP208 | ||
| 1478 | StrikePriceDeterminationMethod | StrkPxDtrmnMeth | Added EP92 | ||
| 1479 | StrikePriceBoundaryMethod | StrkPxBndryMeth | When specified, PutOrCall(201), StrikePrice(202), and StrikePriceBoundaryPrecision(1480) must also be specified. | Added EP92 Updated EP224 | |
| 1480 | StrikePriceBoundaryPrecision | StrkPxBndryPrcsn | Added EP92 | ||
| 1481 | UnderlyingPriceDeterminationMethod | PxDtrmnMeth | Added EP92 | ||
| 206 | OptAttribute | OptAt | Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. | Added FIX.4.3 | |
| 231 | ContractMultiplier | Mult | For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the nominal(e.g. contracts vs. shares) amount. | Added FIX.4.3 | |
| 1435 | ContractMultiplierUnit | MultTyp | Added EP80 Updated EP179 | ||
| 2353 | TradingUnitPeriodMultiplier | TrdgUnitPeriodMult | Added EP179 | ||
| 1439 | FlowScheduleType | FlowSchedTyp | Added EP80 Updated EP179 | ||
| 969 | MinPriceIncrement | MinPxIncr | Minimum price increment for the instrument. Could also be used to represent tick value. | Added EP-1 | |
| 1146 | MinPriceIncrementAmount | MinPxIncrAmt | Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231] | Added EP-1 | |
| 996 | UnitOfMeasure | UOM | Added EP-1 Updated EP271 | ||
| 1147 | UnitOfMeasureQty | UOMQty | Added EP-1 | ||
| 1716 | UnitOfMeasureCurrency | UOMCcy | Added EP122 | ||
| 2905 | UnitOfMeasureCurrencyCodeSource | UOMCcySrc | Added EP273 | ||
| 1191 | PriceUnitOfMeasure | PxUOM | Added EP-1 | ||
| 1192 | PriceUnitOfMeasureQty | PxUOMQty | Added EP-1 | ||
| 1717 | PriceUnitOfMeasureCurrency | PxUOMCcy | Added EP122 | ||
| 2906 | PriceUnitOfMeasureCurrencyCodeSource | PxUOMCcySrc | Added EP273 | ||
| 1193 | SettlMethod | SettlMeth | Conditionally required if SettlSubMethod(2579) is specified. | Added EP-1 Updated EP195 | |
| 2579 | SettlSubMethod | SettlSubMeth | Added EP195 | ||
| 1194 | ExerciseStyle | ExerStyle | Type of exercise of a derivatives security | Added EP-1 | |
| 1482 | OptPayoutType | OptPayoutTyp | Added EP92 | ||
| 1195 | OptPayoutAmount | OptPayAmt | Conditionally required if OptPayoutType(1482) = 3 (Binary). | Added EP-1 Updated EP169 | |
| 2753 | ReturnTrigger | RtnTrgr | Added EP238 | ||
| 1196 | PriceQuoteMethod | PxQteMeth | Method for price quotation | Added EP-1 | |
| 1197 | ValuationMethod | ValMeth | Indicates type of valuation method used. | Added EP-1 Updated EP83 | |
| 2002 | ValuationSource | ValSrc | Added EP169 | ||
| 2140 | ValuationReferenceModel | ValRefModel | Added EP169 | ||
| 1524 | PriceQuoteCurrency | PxQteCcy | Added EP107 | ||
| 2907 | PriceQuoteCurrencyCodeSource | PxQteCcySrc | Added EP273 | ||
| 1198 | ListMethod | ListMeth | Indicates whether the instruments are pre-listed only or can also be defined via user request | Added EP-1 | |
| 1199 | CapPrice | CapPx | Used to express the ceiling price of a capped call | Added EP-1 | |
| 1200 | FloorPrice | FlrPx | Used to express the floor price of a capped put | Added EP-1 | |
| 201 | PutOrCall | PutCall | Used to express option right | Added FIX.4.4 | |
| 2681 | InTheMoneyCondition | ITMCond | Used to express in-the-moneyness behavior in general terms for the option without the use of StrikePrice(202) and PutOrCall(201). | Added EP224 | |
| 2685 | ContraryInstructionEligibilityIndicator | CntraryInstEligInd | Added EP224 | ||
| 1244 | FlexibleIndicator | FlexInd | Used to indicate if a security has been defined as flexible according to non-standardmeans. Analog to CFICode Standard/Non-standard indicator | Added EP-1 | |
| 1242 | FlexProductEligibilityIndicator | FlexProdElig | Used to indicate if a product or group of product supports the creation of flexible securities | Added EP-1 | |
| 2575 | BlockTradeEligibilityIndicator | BlckTrdEligInd | Added EP195 | ||
| 2574 | LowExercisePriceOptionIndicator | LowExerPxOptInd | Added EP195 | ||
| 997 | TimeUnit | TmUnit | Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) | Added EP-1 | |
| 223 | CouponRate | CpnRt | For Fixed Income. | Added FIX.4.3 | |
| 207 | SecurityExchange | Exch | Can be used to identify the security. | Added FIX.4.3 | |
| 970 | PositionLimit | PosLmt | Position Limit for the instrument. | Added EP-1 | |
| 971 | NTPositionLimit | NTPosLmt | Near-term Position Limit for the instrument. | Added EP-1 | |
| 106 | Issuer | Issr | Added FIX.4.3 | ||
| 348 | EncodedIssuerLen | EncIssrLen | Must be set if EncodedIssuer(349) field is specified and must immediately precede it. | Added FIX.4.3 Updated EP232 | |
| 349 | EncodedIssuer | EncIssr | Encoded (non-ASCII characters) representation of the Issuer(106) field in the encoded format specified via the MessageEncoding(347) field. | Added FIX.4.3 Updated EP232 | |
| 2737 | FinancialInstrumentShortName | ShrtName | Added EP235 | ||
| 2714 | FinancialInstrumentFullName | FullName | Added EP232 | ||
| 2715 | EncodedFinancialInstrumentFullNameLen | EncFullNameLen | Must be set if EncodedFinancialInstrumentFullName(2716) field is specified and must immediately precede it. | Added EP232 | |
| 2716 | EncodedFinancialInstrumentFullName | EncFullName | Encoded (non-ASCII characters) representation of the FinancialInstrumentFullName(2714) field in the encoded format specified via the MessageEncoding(347) field. | Added EP232 | |
| 107 | SecurityDesc | Desc | Added FIX.4.3 | ||
| 350 | EncodedSecurityDescLen | EncSecDescLen | Must be set if EncodedSecurityDesc(351) field is specified and must immediately precede it. | Added FIX.4.3 Updated EP232 | |
| 351 | EncodedSecurityDesc | EncSecDesc | Encoded (non-ASCII characters) representation of the SecurityDesc(107) field in the encoded format specified via the MessageEncoding(347) field. | Added FIX.4.3 Updated EP232 |
| Component(-) | SecurityXML | SecXML | Embedded XML document describing the instrument. | Added EP-1 Updated EP145 |
| 1184 | SecurityXMLLen | SecXMLLen | Must be provided if SecurityXML(1185) field is specified and must immediately precede it. | Added EP-1 Updated EP145 | |
| 1185 | SecurityXML | SecXML | Added EP-1 Updated EP145 | ||
| 1186 | SecurityXMLSchema | Schema | Added EP-1 Updated EP145 |
| end Component |
| 691 | Pool | Pool | Identifies MBS / ABS pool | Added FIX.4.4 | |
| 667 | ContractSettlMonth | CSetMo | Must be present for MBS/TBA | Added FIX.4.4 | |
| 875 | CPProgram | CPPgm | The program under which a commercial paper is issued | Added FIX.4.4 | |
| 876 | CPRegType | CPRegT | The registration type of a commercial paper issuance | Added FIX.4.4 |
| Component(-) | EvntGrp | Evnt | Number of repeating EventType group entries. | Added FIX.4.4 |
| Repeating Group 864 | NoEvents | Added FIX.4.4 |
| 865 | EventType | EventTyp | Required if NoEvents(864) > 0. | Added FIX.4.4 Updated EP161 | |
| 866 | EventDate | Dt | Conditionally required when EventTime(1145) is specified. | Added FIX.4.4 Updated EP161 | |
| 1145 | EventTime | Tm | Added EP-1 Updated EP132 | ||
| 1827 | EventTimeUnit | TmUnit | Conditionally required when EventTimePeriod(1826) is specified. | Added EP132 Updated EP161 | |
| 1826 | EventTimePeriod | TmPeriod | Conditionally required when EventTimeUnit(1827) is specified. | Added EP132 Updated EP161 | |
| 2340 | EventMonthYear | MoYr | Added EP161 | ||
| 867 | EventPx | Px | Added FIX.4.4 | ||
| 868 | EventText | Txt | Added FIX.4.4 Updated EP161 | ||
| 1578 | EncodedEventTextLen | EncTxtLen | Must be set if EncodedEventText(1579) field is specified and must immediately precede it. | Added EP161 | |
| 1579 | EncodedEventText | EncTxt | Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 |
| end Repeating Group |
| end Component |
| 873 | DatedDate | Dated | If different from IssueDate | Added FIX.4.4 | |
| 874 | InterestAccrualDate | IntAcrl | If different from IssueDate and DatedDate | Added FIX.4.4 |
| Component(-) | InstrumentParties | Pty | Used to identify the parties related to a specific instrument. | Added EP-1 Updated EP195 |
| Repeating Group 1018 | NoInstrumentParties | Repeating group below should contain unique combinations of InstrumentPartyID(1019), InstrumentPartyIDSource(1050) and InstrumentPartyRole(1051). | Added EP-1 Updated EP169 |
| 1019 | InstrumentPartyID | ID | Required if NoInstrumentParties(1018) > 0. Identification of the party. | Added EP-1 Updated EP204 | |
| 1050 | InstrumentPartyIDSource | Src | Required if NoInstrumentParties(1018) > 0. Used to identify classification source. | Added EP-1 Updated EP204 | |
| 1051 | InstrumentPartyRole | R | Required if NoInstrumentParties(1018) > 0. Identifies the type of InstrumentPartyID(1019). | Added EP-1 Updated EP204 | |
| 2378 | InstrumentPartyRoleQualifier | Qual | Added EP179 |
| Component(-) | InstrumentPtysSubGrp | Sub | Repeating group of party sub-identifiers. | Added EP-1 Updated EP169 |
| Repeating Group 1052 | NoInstrumentPartySubIDs | Added EP-1 |
| 1053 | InstrumentPartySubID | ID | Added EP-1 | ||
| 1054 | InstrumentPartySubIDType | Typ | Added EP-1 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 1687 | ShortSaleRestriction | ShrtRstctn | Added EP120 |
| Component(-) | ComplexEvents | CmplxEvnt | Added EP92 |
| Repeating Group 1483 | NoComplexEvents | Added EP92 Updated EP169 |
| 1484 | ComplexEventType | Typ | Required if NoComplexEvents(1483) > 0. | Added EP92 Updated EP169 | |
| 2117 | ComplexOptPayoutPaySide | OptPay | Added EP169 | ||
| 2118 | ComplexOptPayoutReceiveSide | OptRcv | Added EP169 | ||
| 2119 | ComplexOptPayoutUnderlier | OptUndlr | Added EP169 | ||
| 1485 | ComplexOptPayoutAmount | OptPayAmt | Added EP92 | ||
| 2120 | ComplexOptPayoutPercentage | OptPctage | Added EP169 | ||
| 2121 | ComplexOptPayoutTime | OptTm | Added EP169 | ||
| 2122 | ComplexOptPayoutCurrency | OptCcy | Added EP169 | ||
| 2941 | ComplexOptPayoutCurrencyCodeSource | OptCcySrc | Added EP273 | ||
| 1486 | ComplexEventPrice | Px | Added EP92 | ||
| 2123 | ComplexEventPricePercentage | PxPctage | Added EP169 | ||
| 1487 | ComplexEventPriceBoundaryMethod | PxBndryMeth | Added EP92 | ||
| 1488 | ComplexEventPriceBoundaryPrecision | PxBndryPrcsn | Added EP92 | ||
| 1489 | ComplexEventPriceTimeType | PxTmTyp | Added EP92 | ||
| 1490 | ComplexEventCondition | Cond | Conditionally required when there are more than one ComplexEvents occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition(1490) in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition(1490) which links it with the second event. | Added EP92 Updated EP169 |
| Component(-) | ComplexEventDates | EvntDts | Added EP92 Updated EP169 |
| Repeating Group 1491 | NoComplexEventDates | Added EP92 Updated EP169 |
| 1492 | ComplexEventStartDate | StartDt | Required if NoComplexEventDates(1491) > 0. | Added EP92 | |
| 1493 | ComplexEventEndDate | EndDt | Required if NoComplexEventDates(1491) > 0. | Added EP92 |
| Component(-) | ComplexEventTimes | EvntTms | Added EP92 |
| Repeating Group 1494 | NoComplexEventTimes | Added EP92 |
| 1495 | ComplexEventStartTime | StartTm | Required if NoComplexEventTimes(1494) > 0. | Added EP92 | |
| 1496 | ComplexEventEndTime | EndTm | Required if NoComplexEventTimes(1494) > 0. | Added EP92 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 2124 | ComplexEventCurrencyOne | Ccy1 | Added EP169 | ||
| 2942 | ComplexEventCurrencyOneCodeSource | Ccy1Src | Added EP273 | ||
| 2125 | ComplexEventCurrencyTwo | Ccy2 | Added EP169 | ||
| 2943 | ComplexEventCurrencyTwoCodeSource | Ccy2Src | Added EP273 | ||
| 2126 | ComplexEventQuoteBasis | QteBasis | Added EP169 | ||
| 2127 | ComplexEventFixedFXRate | Rt | Added EP169 | ||
| 2407 | ComplexEventSpotRate | SpotRt | Added EP187 | ||
| 2408 | ComplexEventForwardPoints | FwdPnts | Added EP187 | ||
| 2128 | ComplexEventDeterminationMethod | Meth | Added EP169 | ||
| 2129 | ComplexEventCalculationAgent | CalcAgent | Added EP169 | ||
| 2130 | ComplexEventStrikePrice | StrkPx | Added EP169 | ||
| 2131 | ComplexEventStrikeFactor | StrkFctr | Added EP169 | ||
| 2132 | ComplexEventStrikeNumberOfOptions | StrkNum | Added EP169 |
| Component(-) | ComplexEventRateSourceGrp | RtSrc | Added EP169 |
| Repeating Group 41013 | NoComplexEventRateSources | Added EP169 |
| 41014 | ComplexEventRateSource | RtSrc | Required if NoComplexEventRateSources(41013) > 0. | Added EP169 | |
| 41015 | ComplexEventRateSourceType | RtSrcTyp | Required if NoComplexEventRateSources(41013) > 0. | Added EP169 | |
| 41016 | ComplexEventReferencePage | RefPg | Conditionally required when ComplexEventRateSource(41014) = 99 (Other). | Added EP169 | |
| 41017 | ComplexEventReferencePageHeading | RefHdng | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | ComplexEventRelativeDate | ReltvDt | Added EP169 |
| 41020 | ComplexEventDateUnadjusted | DtUnadj | Added EP169 | ||
| 41021 | ComplexEventDateRelativeTo | Reltv | Added EP169 | ||
| 41022 | ComplexEventDateOffsetPeriod | OfstPeriod | Conditionally required when ComplexEventDateOffsetUnit(41023) is specified. | Added EP169 | |
| 41023 | ComplexEventDateOffsetUnit | OfstUnit | Conditionally required when ComplexEventDateOffsetPeriod(41022) is specified. | Added EP169 | |
| 41024 | ComplexEventDateOffsetDayType | OfstDayTyp | Added EP169 | ||
| 41025 | ComplexEventDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions. | Added EP169 |
| Component(-) | ComplexEventDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions. | Added EP169 |
| Repeating Group 41018 | NoComplexEventDateBusinessCenters | Added EP169 |
| 41019 | ComplexEventDateBusinessCenter | Ctr | Required if NoComplexEventDateBuisinessCenters(41018) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41026 | ComplexEventDateAdjusted | Dt | Added EP169 | ||
| 41027 | ComplexEventFixingTime | FixngTm | Added EP169 | ||
| 41028 | ComplexEventFixingTimeBusinessCenter | FixngBizCtr | Added EP169 |
| end Component |
| Component(-) | ComplexEventPeriodGrp | Period | Added EP169 |
| Repeating Group 41010 | NoComplexEventPeriods | Added EP169 |
| 41011 | ComplexEventPeriodType | Typ | Required if NoComplexEventPeriods(41010) > 0. | Added EP169 | |
| 41012 | ComplexEventBusinessCenter | BizCtr | Added EP169 |
| Component(-) | ComplexEventScheduleGrp | Sched | Added EP169 |
| Repeating Group 41031 | NoComplexEventSchedules | Added EP169 |
| 41032 | ComplexEventScheduleStartDate | StartDt | Required if NoComplexEventSchedules(41031) > 0. | Added EP169 | |
| 41033 | ComplexEventScheduleEndDate | EndDt | Added EP169 | ||
| 41034 | ComplexEventScheduleFrequencyPeriod | FreqPeriod | Conditionally required when ComplexEventScheduleFrequencyUnit(41035) is specified. | Added EP169 | |
| 41035 | ComplexEventScheduleFrequencyUnit | FreqUnit | Conditionally required when ComplexEventScheduleFrequencPeriod(41034) is specified. | Added EP169 | |
| 41036 | ComplexEventScheduleRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the schedule. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | ComplexEventPeriodDateGrp | Dt | Added EP169 |
| Repeating Group 41007 | NoComplexEventPeriodDateTimes | Added EP169 |
| 41008 | ComplexEventPeriodDate | Dt | Required if NoComplexEventPeriodDateTimes(41007) > 0. | Added EP169 | |
| 41009 | ComplexEventPeriodTime | Tm | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | ComplexEventAveragingObservationGrp | AvgngObsvtn | Added EP169 |
| Repeating Group 40994 | NoComplexEventAveragingObservations | Added EP169 |
| 40995 | ComplexEventAveragingObservationNumber | ObsvtnNum | Required if NoComplexEventAveragingObservations(40994) > 0. | Added EP169 | |
| 40996 | ComplexEventAveragingWeight | Wt | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 2133 | ComplexEventCreditEventsXIDRef | CdtEvntXIDRef | Added EP169 | ||
| 2134 | ComplexEventCreditEventNotifyingParty | NotifygPty | Added EP169 | ||
| 2135 | ComplexEventCreditEventBusinessCenter | BizCtr | Added EP169 | ||
| 2136 | ComplexEventCreditEventStandardSources | StdSrcs | Added EP169 | ||
| 2137 | ComplexEventCreditEventMinimumSources | MinSrcs | Added EP169 |
| Component(-) | ComplexEventCreditEventSourceGrp | EvntSrc | Added EP169 |
| Repeating Group 41029 | NoComplexEventCreditEventSources | Added EP169 |
| 41030 | ComplexEventCreditEventSource | Src | Required if NoComplexEventCreditEventSources(41029) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | ComplexEventCreditEventGrp | CrdEvnt | Added EP169 |
| Repeating Group 40997 | NoComplexEventCreditEvents | Added EP169 |
| 40998 | ComplexEventCreditEventType | Typ | Required if NoComplexEventCreditEvents(40996) > 0. | Added EP169 | |
| 40999 | ComplexEventCreditEventValue | Val | Added EP169 | ||
| 41000 | ComplexEventCreditEventCurrency | Ccy | Added EP169 | ||
| 41001 | ComplexEventCreditEventPeriod | Period | Conditionally required when ComplexEventCreditEventUnit(41002) is specified. | Added EP169 | |
| 41002 | ComplexEventCreditEventUnit | Unit | Conditionally required when ComplexEventCreditEventPeriod(41001) is specified. | Added EP169 | |
| 41003 | ComplexEventCreditEventDayType | DayTyp | Added EP169 | ||
| 41004 | ComplexEventCreditEventRateSource | RtSrc | Added EP169 |
| Component(-) | ComplexEventCreditEventQualifierGrp | EvntQual | Added EP169 |
| Repeating Group 41005 | NoComplexEventCreditEventQualifiers | Added EP169 |
| 41006 | ComplexEventCreditEventQualifier | Qual | Required if NoComplexEventCreditEventQualifiers(41005) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 2597 | ComplexEventFuturesPriceValuation | FutPxVal | Added EP208 | ||
| 2598 | ComplexEventOptionsPriceValuation | OptPxVal | Added EP208 | ||
| 2599 | ComplexEventPVFinalPriceElectionFallback | PVPxFallbck | Added EP208 | ||
| 2138 | ComplexEventXID | XID | Added EP169 | ||
| 2139 | ComplexEventXIDRef | XIDRef | Added EP169 |
| end Repeating Group |
| end Component |
| 1787 | RefTickTableID | RefTickTblID | Spread table code referred by the security or symbol. | Added EP130 | |
| 2141 | StrategyType | StrtTyp | Added EP169 | ||
| 2142 | CommonPricingIndicator | CmnPxng | Added EP169 | ||
| 2143 | SettlDisruptionProvision | SettlDsrptnProv | Added EP169 | ||
| 2752 | DeliveryRouteOrCharter | RteChrtr | Added EP238 | ||
| 2144 | InstrumentRoundingDirection | RndDirctn | Added EP169 | ||
| 2145 | InstrumentRoundingPrecision | RndPrcsn | Added EP169 | ||
| 2576 | InstrumentPricePrecision | PxPrcsn | Added EP195 | ||
| 2962 | SecurityReferenceDataSupplement | SecRefDataSupplmnt | Added EP276 |
| Component(-) | DateAdjustment | DtAdjmt | Added EP161 |
| 40921 | BusinessDayConvention | BizDayCnvtn | Added EP161 |
| Component(-) | BusinessCenterGrp | BizCtr | Added EP161 |
| Repeating Group 40278 | NoBusinessCenters | Added EP161 |
| 40471 | BusinessCenter | Ctr | Required if NoBusinessCenters(40278) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40922 | DateRollConvention | Roll | Added EP161 |
| end Component |
| Component(-) | PricingDateTime | PxngDtTm | Added EP169 |
| 41232 | PricingDateUnadjusted | DtUnadj | Added EP169 | ||
| 41233 | PricingDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. | Added EP169 |
| Component(-) | PricingDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. | Added EP169 |
| Repeating Group 41230 | NoPricingDateBusinessCenters | Added EP169 |
| 41231 | PricingDateBusinessCenter | Ctr | Required if NoPricingDateBusinessCenters(41230) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41234 | PricingDateAdjusted | Dt | Added EP169 | ||
| 41235 | PricingTime | Tm | Added EP169 | ||
| 41236 | PricingTimeBusinessCenter | TmBizCtr | Added EP169 |
| end Component |
| Component(-) | MarketDisruption | MktDsrptn | Added EP169 |
| 41087 | MarketDisruptionProvision | Prov | Added EP169 |
| Component(-) | MarketDisruptionEventGrp | Evnt | Added EP169 |
| Repeating Group 41092 | NoMarketDisruptionEvents | Added EP169 |
| 41093 | MarketDisruptionEvent | Evnt | Required if NoMarketDisruptionEvents(41092) > 0. | Added EP169 | |
| 40991 | MarketDisruptionValue | Val | Added EP187 |
| end Repeating Group |
| end Component |
| 41088 | MarketDisruptionFallbackProvision | FallbckProv | Added EP169 |
| Component(-) | MarketDisruptionFallbackGrp | Fallbck | Added EP169 |
| Repeating Group 41094 | NoMarketDisruptionFallbacks | Added EP169 |
| 41095 | MarketDisruptionFallbackType | Typ | Required if NoMarketDisruptionFallbacks(41094) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. | Added EP169 | |
| 40992 | MarketDisruptionFallbackValue | Val | Added EP187 |
| end Repeating Group |
| end Component |
| Component(-) | MarketDisruptionFallbackReferencePriceGrp | FallbckRefPx | Added EP169 |
| Repeating Group 41096 | NoMarketDisruptionFallbackReferencePrices | Added EP169 |
| 41097 | MarketDisruptionFallbackUnderlierType | Typ | Required if NoMarketDisruptionFallbackReferencePrices(41096) > 0. | Added EP169 | |
| 41098 | MarketDisruptionFallbackUnderlierSecurityID | ID | Conditionally required when MarketDisruptionFallbackUnderlyerSecurityIDSource(41099) is specified. | Added EP169 | |
| 41099 | MarketDisruptionFallbackUnderlierSecurityIDSource | Src | Conditionally required when MarketDisruptionFallbackUnderlierSecurityID(41098) is specified. | Added EP169 | |
| 41100 | MarketDisruptionFallbackUnderlierSecurityDesc | Desc | Added EP169 | ||
| 41101 | EncodedMarketDisruptionFallbackUnderlierSecurityDescLen | EncDescLen | Must be set if EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field is specified and must immediately precede it | Added EP169 | |
| 41102 | EncodedMarketDisruptionFallbackUnderlierSecurityDesc | EncDesc | Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 41103 | MarketDisruptionFallbackOpenUnits | OpnUnits | Added EP169 | ||
| 41104 | MarketDisruptionFallbackBasketCurrency | Ccy | Added EP169 | ||
| 41105 | MarketDisruptionFallbackBasketDivisor | Dvsr | Added EP169 |
| end Repeating Group |
| end Component |
| 41089 | MarketDisruptionMaximumDays | MaxDays | Added EP169 | ||
| 41090 | MarketDisruptionMaterialityPercentage | MtrltyPctage | If specified, the disruption event should be specified in MarketDisruptionEventGrp. | Added EP169 | |
| 41091 | MarketDisruptionMinimumFuturesContracts | MinCtrcts | Applicable only when MarketDisruptionEvent(41093)='DeMinimisTrading'. | Added EP169 |
| end Component |
| Component(-) | OptionExercise | OptExer | Added EP169 |
| 41106 | ExerciseDesc | Desc | Added EP169 | ||
| 41107 | EncodedExerciseDescLen | EncDescLen | Must be set if EncodedExerciseDesc(41108) field is specified and must immediately precede it. | Added EP169 | |
| 41108 | EncodedExerciseDesc | EncDesc | Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 41109 | AutomaticExerciseIndicator | AutoExerInd | Added EP169 | ||
| 41110 | AutomaticExerciseThresholdRate | AutoRt | Added EP169 | ||
| 41111 | ExerciseConfirmationMethod | ExerCnfm | Added EP169 | ||
| 41112 | ManualNoticeBusinessCenter | ManNtcBizCtr | Added EP169 | ||
| 41113 | FallbackExerciseIndicator | FallbckExerInd | Added EP169 | ||
| 41114 | LimitedRightToConfirmIndicator | LtdRightCnfmInd | Added EP169 | ||
| 41115 | ExerciseSplitTicketIndicator | ExerSplitTktInd | Added EP169 | ||
| 42590 | SettlMethodElectingPartySide | SettlMethElctngSide | Added EP208 |
| Component(-) | SettlMethodElectionDate | SettlMethDt | Added EP208 |
| 42777 | SettlMethodElectionDateUnadjusted | DtUnadj | Added EP208 | ||
| 42778 | SettlMethodElectionDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to OptionExercise. | Added EP208 |
| Component(-) | SettlMethodElectionDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to OptionExercise. | Added EP208 |
| Repeating Group 42775 | NoSettlMethodElectionDateBusinessCenters | Added EP208 |
| 42776 | SettlMethodElectionDateBusinessCenter | Ctr | Required if NoSettlMethodElectionDateBusinessCenters(42775) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42779 | SettlMethodElectionDateRelativeTo | Reltv | Added EP208 | ||
| 42780 | SettlMethodElectionDateOffsetPeriod | OfstPeriod | Conditionally required when SettlMethodElectionDateOffsetUnit(42781) is specified. | Added EP208 | |
| 42781 | SettlMethodElectionDateOffsetUnit | OfstUnit | Conditionally required when SettlMethodElectionDateOffsetPeriod(42780) is specified. | Added EP208 | |
| 42782 | SettlMethodElectionDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42783 | SettlMethodElectionDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | OptionExerciseDates | Dts | Added EP169 |
| 41118 | OptionExerciseBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise dates. | Added EP169 |
| Component(-) | OptionExerciseBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise dates. | Added EP169 |
| Repeating Group 41116 | NoOptionExerciseBusinessCenters | Added EP169 |
| 41117 | OptionExerciseBusinessCenter | Ctr | Required if NoOptionExerciseBusinessCenters(41116) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | OptionExerciseDateGrp | Dt | Added EP169 |
| Repeating Group 41137 | NoOptionExerciseDates | Added EP169 |
| 41138 | OptionExerciseDate | Dt | Required if NoOptionExerciseDates(41137) > 0. | Added EP169 | |
| 41139 | OptionExerciseDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 41119 | OptionExerciseEarliestDateOffsetDayType | ErlstOfstDayTyp | Added EP169 | ||
| 41120 | OptionExerciseEarliestDateOffsetPeriod | ErlstOfstPeriod | Conditionally required when OptionExerciseEarliestDateUnit(41121) is specified. | Added EP169 | |
| 41121 | OptionExerciseEarliestDateOffsetUnit | ErlstOfstUnit | Conditionally required when OptionExerciseEarliestDatePeriod(41120) is specified. | Added EP169 | |
| 41122 | OptionExerciseFrequencyPeriod | FreqPeriod | Conditionally required when OptionExerciseFrequencyUnit(41123) is specified. | Added EP169 | |
| 41123 | OptionExerciseFrequencyUnit | FreqUnit | Conditionally required when OptionExerciseFrequencyPeriod(41122) is specified. | Added EP169 | |
| 41124 | OptionExerciseStartDateUnadjusted | StartDtUnadj | Added EP169 | ||
| 41125 | OptionExerciseStartDateRelativeTo | StartDtReltv | Added EP169 | ||
| 41126 | OptionExerciseStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when OptionExerciseStartDateOffsetUnit(41127) is specified. | Added EP169 | |
| 41127 | OptionExerciseStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when OptionExerciseStartDateOffsetPeriod(41126) is specified. | Added EP169 | |
| 41128 | OptionExerciseStartDateOffsetDayType | StartDtOfstDayTyp | Added EP169 | ||
| 41129 | OptionExerciseStartDateAdjusted | StartDt | Added EP169 | ||
| 41130 | OptionExerciseSkip | Skip | Added EP169 | ||
| 41131 | OptionExerciseNominationDeadline | NomntnDdln | Added EP169 | ||
| 41132 | OptionExerciseFirstDateUnadjusted | FirstDtUnadj | Added EP169 | ||
| 41133 | OptionExerciseLastDateUnadjusted | LastDtUnadj | Added EP169 | ||
| 41134 | OptionExerciseEarliestTime | ErlstTm | Added EP169 | ||
| 41135 | OptionExerciseLatestTime | LtstTm | Added EP169 | ||
| 41136 | OptionExerciseTimeBusinessCenter | TmBizCtr | Added EP169 |
| end Component |
| Component(-) | OptionExerciseExpiration | Exp | Added EP169 |
| 41142 | OptionExerciseExpirationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise expiration dates. | Added EP169 |
| Component(-) | OptionExerciseExpirationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise expiration dates. | Added EP169 |
| Repeating Group 41140 | NoOptionExerciseExpirationDateBusinessCenters | Added EP169 |
| 41141 | OptionExerciseExpirationDateBusinessCenter | Ctr | Required if NoOptionExerciseExpirationDateBusinessCenters(41140) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | OptionExerciseExpirationDateGrp | Dt | Added EP169 |
| Repeating Group 41152 | NoOptionExerciseExpirationDates | Added EP169 |
| 41153 | OptionExerciseExpirationDate | Dt | Required if NoOptionExpirationDates(41152) > 0. | Added EP169 | |
| 41154 | OptionExerciseExpirationDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 41143 | OptionExerciseExpirationDateRelativeTo | Reltv | Added EP169 | ||
| 41144 | OptionExerciseExpirationDateOffsetPeriod | OfstPeriod | Conditionally required when OptionExerciseExpirationDateOffsetUnit(41145) is specified. | Added EP169 | |
| 41145 | OptionExerciseExpirationDateOffsetUnit | OfstUnit | Conditionally required when OptionExerciseExpirationDateOffsetPeriod(41144) is specified. | Added EP169 | |
| 41146 | OptionExerciseExpirationFrequencyPeriod | FreqPeriod | Conditionally required when OptionExerciseExpirationFrequencyUnit(41147) is specified. | Added EP169 | |
| 41147 | OptionExerciseExpirationFrequencyUnit | FreqUnit | Conditionally required when OptionExerciseExpirationFrequencyPeriod(41146) is specified. | Added EP169 | |
| 41148 | OptionExerciseExpirationRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the option expiration dates and times. | Added EP169 | |
| 41149 | OptionExerciseExpirationDateOffsetDayType | OfstDayTyp | Added EP169 | ||
| 41150 | OptionExerciseExpirationTime | Tm | Added EP169 | ||
| 41151 | OptionExerciseExpirationTimeBusinessCenter | TmBizCtr | Added EP169 |
| end Component |
| Component(-) | OptionExerciseMakeWholeProvision | MakeWhole | Added EP208 |
| 42591 | MakeWholeDate | Dt | Added EP208 | ||
| 42592 | MakeWholeAmount | Amt | Added EP208 | ||
| 42593 | MakeWholeBenchmarkCurveName | Name | Added EP208 | ||
| 42594 | MakeWholeBenchmarkCurvePoint | Point | Added EP208 | ||
| 42595 | MakeWholeRecallSpread | Spread | Added EP208 | ||
| 42596 | MakeWholeBenchmarkQuote | Qte | Added EP208 | ||
| 42597 | MakeWholeInterpolationMethod | IntrpltnMeth | Added EP208 |
| end Component |
| end Component |
| Component(-) | StreamGrp | Strm | Added EP161 |
| Repeating Group 40049 | NoStreams | Added EP161 |
| 40050 | StreamType | Typ | Required if NoStreams(40049) > 0. | Added EP161 | |
| 41303 | StreamXID | XID | Added EP169 | ||
| 40051 | StreamDesc | Desc | Added EP161 | ||
| 42784 | StreamVersion | Ver | Added EP208 | ||
| 42785 | StreamVersionEffectiveDate | VerEfctvDt | Added EP208 | ||
| 40052 | StreamPaySide | PaySide | Added EP161 | ||
| 40053 | StreamReceiveSide | RcvSide | Added EP161 | ||
| 41305 | StreamNotionalXIDRef | NotlXIDRef | Added EP169 | ||
| 40054 | StreamNotional | Notl | Added EP161 | ||
| 40055 | StreamCurrency | Ccy | Added EP161 | ||
| 42786 | StreamNotionalDeterminationMethod | NotlDtrmnMeth | Added EP208 | ||
| 42787 | StreamNotionalAdjustments | NotlAdjmts | Added EP208 | ||
| 41306 | StreamNotionalFrequencyPeriod | NotlPeriod | Conditionally required when StreamNotionalFrequencyUnit(41307) is specified. | Added EP169 | |
| 41307 | StreamNotionalFrequencyUnit | NotlUnit | Conditionally required when StreamNotionalFrequencyPeriod(41306) is specified. | Added EP169 | |
| 41308 | StreamNotionalCommodityFrequency | NotlFreq | Added EP169 | ||
| 41309 | StreamNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 41310 | StreamTotalNotional | TotNotl | Added EP169 | ||
| 41311 | StreamTotalNotionalUnitOfMeasure | TotNotlUOM | Added EP169 |
| Component(-) | StreamCommodity | Cmdty | Added EP169 |
| 41251 | StreamCommodityBase | Base | Added EP169 | ||
| 41252 | StreamCommodityType | CmdtyTyp | Added EP169 | ||
| 41253 | StreamCommoditySecurityID | ID | Conditionally required when StreamCommoditySecurityIDSource(41254) is specified. | Added EP169 | |
| 41254 | StreamCommoditySecurityIDSource | Src | Conditionally required when StreamCommoditySecurityID(41253) is specified. | Added EP169 |
| Component(-) | StreamCommodityAltIDGrp | AID | Added EP169 |
| Repeating Group 41277 | NoStreamCommodityAltIDs | Added EP169 |
| 41278 | StreamCommodityAltID | AltID | Required if NoStreamCommodityAltIDs(41277) > 0. | Added EP169 | |
| 41279 | StreamCommodityAltIDSource | AltIDSrc | Required if NoStreamCommodityAltIDs(41277) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41255 | StreamCommodityDesc | Desc | Added EP169 | ||
| 41256 | EncodedStreamCommodityDescLen | EncDescLen | Must be set if EncodedCommodityDesc(41257) field is specified and must immediately precede it. | Added EP169 | |
| 41257 | EncodedStreamCommodityDesc | EncDesc | Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 42587 | StreamCommodityDeliveryPricingRegion | DlvryPxngRgn | May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). | Added EP193 |
| Component(-) | StreamAssetAttributeGrp | AssetAttrb | Added EP169 |
| Repeating Group 41237 | NoStreamAssetAttributes | Added EP169 |
| 41238 | StreamAssetAttributeType | Typ | Required if NoStreamAssetAttributes(41237) > 0. | Added EP169 | |
| 41239 | StreamAssetAttributeValue | Val | Added EP169 | ||
| 41240 | StreamAssetAttributeLimit | Lmt | Added EP169 |
| end Repeating Group |
| end Component |
| 41258 | StreamCommodityUnitOfMeasure | UOM | Added EP169 | ||
| 41259 | StreamCommodityCurrency | Ccy | Added EP169 | ||
| 41260 | StreamCommodityExchange | Exch | Added EP169 | ||
| 41261 | StreamCommodityRateSource | RtSrc | Added EP169 | ||
| 41262 | StreamCommodityRateReferencePage | RefPg | Added EP169 | ||
| 41263 | StreamCommodityRateReferencePageHeading | RefHdng | Added EP169 | ||
| 41264 | StreamDataProvider | DataPrvdr | Added EP169 |
| Component(-) | StreamCommodityDataSourceGrp | DataSrc | Added EP169 |
| Repeating Group 41280 | NoStreamCommodityDataSources | Added EP169 |
| 41281 | StreamCommodityDataSourceID | ID | Required if NoStreamCommodityDataSources(41280) > 0. | Added EP169 | |
| 41282 | StreamCommodityDataSourceIDType | Typ | Required if NoStreamCommodityDataSources(41280) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41265 | StreamCommodityPricingType | PxngTyp | Added EP169 | ||
| 41266 | StreamCommodityNearbySettlDayPeriod | Period | Conditionally required when StreamCommodityNearbySettlDayUnit(41267) is specified. | Added EP169 | |
| 41267 | StreamCommodityNearbySettlDayUnit | Unit | Conditionally required when StreamCommodityNearbySettlDayPeriod(41266) is specified. | Added EP169 | |
| 41268 | StreamCommoditySettlDateUnadjusted | DtUnadj | Added EP169 | ||
| 41269 | StreamCommoditySettlDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of settlement dates. | Added EP169 |
| Component(-) | StreamCommoditySettlBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of settlement dates. | Added EP169 |
| Repeating Group 41249 | NoStreamCommoditySettlBusinessCenters | Added EP169 |
| 41250 | StreamCommoditySettlBusinessCenter | Ctr | Required if NoStreamCommoditySettlBusinessCenters(41249) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41270 | StreamCommoditySettlDateAdjusted | Dt | Added EP169 | ||
| 41271 | StreamCommoditySettlMonth | Mo | Added EP169 | ||
| 41272 | StreamCommoditySettlDateRollPeriod | RollPeriod | Conditionally required when StreamCommoditySettlDateRollUnit(41273) is specified. | Added EP169 | |
| 41273 | StreamCommoditySettlDateRollUnit | RollUnit | Conditionally required when StreamCommoditySettlDateRollPeriod(41272) is specified. | Added EP169 | |
| 41274 | StreamCommoditySettlDayType | DayTyp | Added EP169 |
| Component(-) | StreamCommoditySettlPeriodGrp | SettlPeriod | Added EP169 |
| Repeating Group 41289 | NoStreamCommoditySettlPeriods | Added EP169 |
| 41290 | StreamCommoditySettlCountry | Ctry | Required if NoStreamCommoditySettlPeriods(41289) > 0. | Added EP169 | |
| 41291 | StreamCommoditySettlTimeZone | TZ | Added EP169 | ||
| 41292 | StreamCommoditySettlFlowType | FlowTyp | Added EP169 | ||
| 41293 | StreamCommoditySettlPeriodNotional | Notl | Added EP169 | ||
| 41294 | StreamCommoditySettlPeriodNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 41295 | StreamCommoditySettlPeriodFrequencyPeriod | FreqPeriod | Conditionally required when StreamCommoditySettlFrequencyUnit(41296) is specified. | Added EP169 | |
| 41296 | StreamCommoditySettlPeriodFrequencyUnit | FreqUnit | Conditionally required when StreamCommoditySettlFrequencyPeriod(41295) is specified. | Added EP169 | |
| 41297 | StreamCommoditySettlPeriodPrice | Px | Added EP169 | ||
| 41298 | StreamCommoditySettlPeriodPriceUnitOfMeasure | PxUOM | Added EP169 | ||
| 41299 | StreamCommoditySettlPeriodPriceCurrency | PxCcy | Added EP169 | ||
| 41300 | StreamCommoditySettlHolidaysProcessingInstruction | Holidays | Added EP169 |
| Component(-) | StreamCommoditySettlDayGrp | Day | Added EP169 |
| Repeating Group 41283 | NoStreamCommoditySettlDays | Added EP169 |
| 41284 | StreamCommoditySettlDay | Day | Required if NoStreamCommoditySettlDays(41283) > 0. | Added EP169 | |
| 41285 | StreamCommoditySettlTotalHours | TotHrs | Added EP169 |
| Component(-) | StreamCommoditySettlTimeGrp | Tm | Added EP169 |
| Repeating Group 41286 | NoStreamCommoditySettlTimes | Added EP169 |
| 41287 | StreamCommoditySettlStart | Start | Required if NoStreamCommoditySettlTimes(41286) > 0. | Added EP169 | |
| 41288 | StreamCommoditySettlEnd | End | Required if NoStreamCommoditySettlTimes(41286) > 0. | Added EP169 | |
| 41588 | StreamCommoditySettlTimeType | Typ | May be defaulted to market convention or bilaterally agreed if not specified. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 41301 | StreamCommoditySettlPeriodXID | XID | Added EP169 | ||
| 41302 | StreamCommoditySettlPeriodXIDRef | XIDRef | Added EP169 |
| end Repeating Group |
| end Component |
| 41275 | StreamCommodityXID | XID | Added EP169 | ||
| 41276 | StreamCommodityXIDRef | XIDRef | Added EP169 |
| end Component |
| Component(-) | StreamEffectiveDate | EfctvDt | Added EP161 |
| 40907 | StreamEffectiveDateUnadjusted | DtUnadj | Added EP161 | ||
| 40908 | StreamEffectiveDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the effective date of the stream. | Added EP161 |
| Component(-) | StreamEffectiveDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the effective date of the stream. | Added EP161 Updated EP271 |
| Repeating Group 40960 | NoStreamEffectiveDateBusinessCenters | Added EP161 |
| 40909 | StreamEffectiveDateBusinessCenter | Ctr | Required if NoStreamEffectiveDateBusinessCenters(40960) > 0. | Added EP161 Updated EP271 |
| end Repeating Group |
| end Component |
| 40910 | StreamEffectiveDateRelativeTo | Reltv | Added EP161 | ||
| 40911 | StreamEffectiveDateOffsetPeriod | OfstPeriod | Conditionally required when StreamEffectiveDateOffsetUnit(40912) is specified. | Added EP161 | |
| 40912 | StreamEffectiveDateOffsetUnit | OfstUnit | Conditionally required when StreamEffectiveDateOffsetPeriod(40911) is specified. | Added EP161 | |
| 40913 | StreamEffectiveDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40914 | StreamEffectiveDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | StreamTerminationDate | TrmtnDt | Added EP161 |
| 40065 | StreamTerminationDateUnadjusted | DtUnadj | Added EP161 | ||
| 40066 | StreamTerminationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the termination date of the stream. | Added EP161 |
| Component(-) | StreamTerminationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the termination date of the stream. | Added EP161 |
| Repeating Group 40961 | NoStreamTerminationDateBusinessCenters | Added EP161 |
| 40067 | StreamTerminationDateBusinessCenter | Ctr | Required if NoStreamTerminationDateBusinessCenters(40961) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40068 | StreamTerminationDateRelativeTo | Reltv | Added EP161 | ||
| 40069 | StreamTerminationDateOffsetPeriod | OfstPeriod | Conditionally required when StreamTerminationDateOffsetUnit(40070) is specified. | Added EP161 | |
| 40070 | StreamTerminationDateOffsetUnit | OfstUnit | Conditionally required when StreamTerminationDateOffsetPeriod(40069) is specified. | Added EP161 | |
| 40071 | StreamTerminationDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40072 | StreamTerminationDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | StreamCalculationPeriodDates | CalcDts | Added EP161 |
| 41244 | StreamCalculationPeriodDatesXID | XID | Added EP169 | ||
| 41245 | StreamCalculationPeriodDatesXIDRef | XIDRef | Added EP169 | ||
| 40073 | StreamCalculationPeriodBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. | Added EP161 Updated EP169 |
| Component(-) | StreamCalculationPeriodBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream. | Added EP161 |
| Repeating Group 40958 | NoStreamCalculationPeriodBusinessCenters | Added EP161 |
| 40074 | StreamCalculationPeriodBusinessCenter | Ctr | Required if NoStreamCalculationPeriodBusinessCenters(40958) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | StreamCalculationPeriodDateGrp | CalcDt | Added EP169 |
| Repeating Group 41241 | NoStreamCalculationPeriodDates | Added EP169 |
| 41242 | StreamCalculationPeriodDate | Dt | Required if NoStreamCalculationPeriodDates(41241) > 0. | Added EP169 | |
| 41243 | StreamCalculationPeriodDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 40075 | StreamFirstPeriodStartDateUnadjusted | FirstStartDtUnadj | Added EP161 | ||
| 40076 | StreamFirstPeriodStartDateBusinessDayConvention | FirstStartDtBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. | Added EP161 |
| Component(-) | StreamFirstPeriodStartDateBusinessCenterGrp | FirstStartDtBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream. | Added EP161 |
| Repeating Group 40959 | NoStreamFirstPeriodStartDateBusinessCenters | Added EP161 |
| 40077 | StreamFirstPeriodStartDateBusinessCenter | Ctr | Required if NoStreamFirstPeriodStartDateBusinessCenters(40959) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40078 | StreamFirstPeriodStartDateAdjusted | FirstStartDt | Added EP161 | ||
| 40079 | StreamFirstRegularPeriodStartDateUnadjusted | FirstReglrStartDtUnadj | Added EP161 | ||
| 40080 | StreamFirstCompoundingPeriodEndDateUnadjusted | FirstCmpndgEndDtUnadj | Added EP161 | ||
| 40081 | StreamLastRegularPeriodEndDateUnadjusted | LastReglrEndDtUnadj | Added EP161 | ||
| 40082 | StreamCalculationFrequencyPeriod | FreqPeriod | Conditionally required when StreamCalculationFrequencyUnit(40083) is specified. | Added EP161 | |
| 40083 | StreamCalculationFrequencyUnit | FreqUnit | Conditionally required when StreamCalculationFrequencyPeriod(40082) is specified. | Added EP161 | |
| 40084 | StreamCalculationRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream calculation dates. | Added EP161 | |
| 41246 | StreamCalculationBalanceOfFirstPeriod | BalFirst | Added EP169 | ||
| 41247 | StreamCalculationCorrectionPeriod | CrrctnPeriod | Conditionally required when StreamCalculationCorrectionUnit(41248) is specified. | Added EP169 | |
| 41248 | StreamCalculationCorrectionUnit | CrrctnUnit | Conditionally required when StreamCalculationCorrectionPeriod(41247) is specified. | Added EP169 |
| end Component |
| Component(-) | PaymentStream | PmtStrm | Added EP161 |
| Component(-) | PaymentStreamPaymentDates | PmtDts | Added EP161 |
| 40751 | PaymentStreamPaymentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's payment dates. | Added EP161 |
| Component(-) | PaymentStreamPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's payment dates. | Added EP161 |
| Repeating Group 40947 | NoPaymentStreamPaymentDateBusinessCenters | Added EP161 |
| 40752 | PaymentStreamPaymentDateBusinessCenter | Ctr | Required if NoPaymentStreamPaymentDateBusinessCenters(40947) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamPaymentDateGrp | PmtDt | Added EP169 |
| Repeating Group 41220 | NoPaymentStreamPaymentDates | Added EP169 |
| 41221 | PaymentStreamPaymentDate | Dt | Required if NoPaymentStreamPaymentDates(41220) > 0. | Added EP169 | |
| 41222 | PaymentStreamPaymentDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 40753 | PaymentStreamPaymentFrequencyPeriod | FreqPeriod | Conditionally required when PaymentStreamPaymentFrequencyUnit(40754) is specified. | Added EP161 | |
| 40754 | PaymentStreamPaymentFrequencyUnit | FreqUnit | Conditionally required when PaymentStreamPaymentFrequencyPeriod(40753) is specified. | Added EP161 | |
| 40755 | PaymentStreamPaymentRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream payment dates | Added EP161 | |
| 40756 | PaymentStreamFirstPaymentDateUnadjusted | FirstDtUnadj | Added EP161 | ||
| 40757 | PaymentStreamLastRegularPaymentDateUnadjusted | LastReglrDtUnadj | Added EP161 | ||
| 40758 | PaymentStreamPaymentDateRelativeTo | Reltv | Added EP161 | ||
| 40759 | PaymentStreamPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStreamPaymentDateOffsetUnit(40760) is specified. | Added EP161 Updated EP208 | |
| 40760 | PaymentStreamPaymentDateOffsetUnit | OfstUnit | Conditionally required when PaymentStreamPaymentDateOffsetPeriod(40759) is specified. | Added EP161 Updated EP208 | |
| 40920 | PaymentStreamPaymentDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 41223 | PaymentStreamMasterAgreementPaymentDatesIndicator | MADts | Added EP169 |
| Component(-) | PaymentStreamFinalPricePaymentDate | FnlPxPmt | Added EP208 |
| 42654 | PaymentStreamFinalPricePaymentDateUnadjusted | DtUnadj | Added EP208 | ||
| 42655 | PaymentStreamFinalPricePaymentDateRelativeTo | Reltv | Added EP208 | ||
| 42656 | PaymentStreamFinalPricePaymentDateOffsetfPeriod | OfstPeriod | Conditionally required when PaymentStreamFinalPricePaymentDateOffsetUnit(42657) is specified. | Added EP208 | |
| 42657 | PaymentStreamFinalPricePaymentDateOffsetUnit | OfstUnit | Conditionally required when PaymentStreamFinalPricePaymentDateOffsetPeriod(42656) is specified. | Added EP208 | |
| 42658 | PaymentStreamFinalPricePaymentDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42659 | PaymentStreamFinalPricePaymentDateAdjusted | Dt | Added EP208 |
| end Component |
| end Component |
| Component(-) | PaymentStreamResetDates | ResetDts | Added EP161 |
| 40761 | PaymentStreamResetDateRelativeTo | Reltv | Added EP161 | ||
| 40762 | PaymentStreamResetDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Component(-) | PaymentStreamResetDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Repeating Group 40948 | NoPaymentStreamResetDateBusinessCenters | Added EP161 |
| 40763 | PaymentStreamResetDateBusinessCenter | Ctr | Required if NoPaymentStreamResetDateBusinessCenters(40948) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40764 | PaymentStreamResetFrequencyPeriod | FreqPeriod | Conditionally required when PaymentStreamResetFrequencyUnit(40765) is specified. | Added EP161 | |
| 40765 | PaymentStreamResetFrequencyUnit | FreqUnit | Conditionally required when PaymentStreamResetFrequencyPeriod(40764) is specified. | Added EP161 | |
| 40766 | PaymentStreamResetWeeklyRollConvention | WklyRoll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream floating rate reset dates. | Added EP161 | |
| 40767 | PaymentStreamInitialFixingDateRelativeTo | InitReltv | Added EP161 | ||
| 40768 | PaymentStreamInitialFixingDateBusinessDayConvention | InitBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Component(-) | PaymentStreamInitialFixingDateBusinessCenterGrp | InitBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Repeating Group 40949 | NoPaymentStreamInitialFixingDateBusinessCenters | Added EP161 |
| 40769 | PaymentStreamInitialFixingDateBusinessCenter | Ctr | Required if NoPaymentStreamInitialFixindDateBusinessCenters(40949) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40770 | PaymentStreamInitialFixingDateOffsetPeriod | InitPeriod | Conditionally required when PaymentStreamInitialFixingDateOffsetUnit(40771) is specified. | Added EP161 | |
| 40771 | PaymentStreamInitialFixingDateOffsetUnit | InitUnit | Conditionally required when PaymentStreamInitialFixingDateOffsetPeriod(40770) is specified. | Added EP161 | |
| 40772 | PaymentStreamInitialFixingDateOffsetDayType | InitDayTyp | Added EP161 | ||
| 40773 | PaymentStreamInitialFixingDateAdjusted | InitDt | Added EP161 | ||
| 40774 | PaymentStreamFixingDateRelativeTo | FixngReltv | Added EP161 | ||
| 40775 | PaymentStreamFixingDateBusinessDayConvention | FixngBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Component(-) | PaymentStreamFixingDateBusinessCenterGrp | FixngBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. | Added EP161 |
| Repeating Group 40950 | NoPaymentStreamFixingDateBusinessCenters | Added EP161 |
| 40776 | PaymentStreamFixingDateBusinessCenter | Ctr | Required if NoPaymentStreamFixingDateBusinessCenters(40950) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40777 | PaymentStreamFixingDateOffsetPeriod | FixngPeriod | Conditionally required when PaymentStreamFixingDateOffsetUnit(40778) is specified. | Added EP161 | |
| 40778 | PaymentStreamFixingDateOffsetUnit | FixngUnit | Conditionally required when PaymentStreamFixingDateOffsetPeriod(40777) is specified. | Added EP161 | |
| 40779 | PaymentStreamFixingDateOffsetDayType | FixngDayTyp | Added EP161 | ||
| 40780 | PaymentStreamFixingDateAdjusted | FixngDt | Added EP161 | ||
| 40781 | PaymentStreamRateCutoffDateOffsetPeriod | CutoffPeriod | Conditionally required when PaymentStreamRateCutoffDateOffsetUnit(40782) is specified. | Added EP161 Updated EP208 | |
| 40782 | PaymentStreamRateCutoffDateOffsetUnit | CutoffUnit | Conditionally required when PaymentStreamRateCutoffDateOffsetPeriod(40783) is specified. | Added EP161 Updated EP208 | |
| 40783 | PaymentStreamRateCutoffDateOffsetDayType | CutoffDayTyp | Added EP161 |
| Component(-) | PaymentStreamFixingDateGrp | FixngDt | Added EP208 |
| Repeating Group 42660 | NoPaymentStreamFixingDates | Added EP208 |
| 42661 | PaymentStreamFixingDate | Dt | Required if NoPaymentStreamFixingDates(42660) > 0. | Added EP208 | |
| 42662 | PaymentStreamFixingDateType | Typ | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. | Added EP208 |
| end Repeating Group |
| end Component |
| end Component |
| Component(-) | PaymentStreamFixedRate | Fixed | Added EP161 |
| 40784 | PaymentStreamRate | Rt | Mutually exclusive with PaymentStreamFixedAmount(40785). | Added EP161 | |
| 40785 | PaymentStreamFixedAmount | Amt | Mutually exclusive with PaymentStreamRate(40784). | Added EP161 | |
| 40786 | PaymentStreamRateOrAmountCurrency | Ccy | Added EP161 | ||
| 41187 | PaymentStreamFixedAmountUnitOfMeasure | FixedAmtUOM | Added EP169 | ||
| 41188 | PaymentStreamTotalFixedAmount | FixedAmt | Added EP169 | ||
| 40787 | PaymentStreamFutureValueNotional | FutValNotl | Added EP161 | ||
| 40788 | PaymentStreamFutureValueDateAdjusted | FutValDt | Added EP161 | ||
| 41189 | PaymentStreamWorldScaleRate | WorldScaleRt | Added EP169 | ||
| 41190 | PaymentStreamContractPrice | CtrctPx | Added EP169 | ||
| 41191 | PaymentStreamContractPriceCurrency | CtrctPxCcy | Added EP169 |
| end Component |
| Component(-) | PaymentStreamFloatingRate | Float | Added EP161 |
| 40789 | PaymentStreamRateIndex | Ndx | Added EP161 | ||
| 40790 | PaymentStreamRateIndexSource | NdxSrc | Added EP161 | ||
| 43090 | PaymentStreamRateIndexID | NdxID | Conditionally required when PaymentStreamRateIndexIDSource(43091) is specified. | Added EP235 | |
| 43091 | PaymentStreamRateIndexIDSource | NdxIDSrc | Conditionally required when PaymentStreamRateIndexID(43090) is specified. | Added EP235 | |
| 40791 | PaymentStreamRateIndexCurveUnit | NdxUnit | Conditionally required when PaymentStreamRateIndexCurvePeriod(40792) is specified. | Added EP161 | |
| 40792 | PaymentStreamRateIndexCurvePeriod | NdxPeriod | Conditionally required when PaymentStreamRateIndexCurveUnit(40791) is specified. | Added EP161 | |
| 43112 | PaymentStreamRateIndex2 | Ndx2 | Added EP271 | ||
| 43113 | PaymentStreamRateIndex2Source | Ndx2Src | Added EP271 | ||
| 43114 | PaymentStreamRateIndex2ID | Ndx2ID | Conditionally required when PaymentStreamRateIndex2IDSource(43115) is specified. | Added EP271 | |
| 43115 | PaymentStreamRateIndex2IDSource | Ndx2IDSrc | Conditionally required when PaymentStreamRateIndex2ID(43114) is specified. | Added EP271 | |
| 41194 | PaymentStreamRateIndex2CurvePeriod | Ndx2Period | Conditionally required when PaymentStreamRateIndex2CurveUnit(41195) is specified. | Added EP169 Updated EP271 | |
| 41195 | PaymentStreamRateIndex2CurveUnit | Ndx2Unit | Conditionally required when PaymentStreamRateIndex2CurvePeriod(41194) is specified. | Added EP169 Updated EP271 | |
| 41196 | PaymentStreamRateIndexLocation | NdxLctn | Added EP169 | ||
| 41197 | PaymentStreamRateIndexLevel | NdxLvl | Added EP169 | ||
| 41198 | PaymentStreamRateIndexUnitOfMeasure | NdxUOM | Added EP169 | ||
| 41199 | PaymentStreamSettlLevel | SettlLvl | Added EP169 | ||
| 41200 | PaymentStreamReferenceLevel | RefLvl | Added EP169 | ||
| 41201 | PaymentStreamReferenceLevelUnitOfMeasure | RefUOM | Added EP169 | ||
| 41202 | PaymentStreamReferenceLevelEqualsZeroIndicator | RefLvlZero | Added EP169 | ||
| 40793 | PaymentStreamRateMultiplier | RtMult | Added EP161 | ||
| 40794 | PaymentStreamRateSpread | Spread | Added EP161 | ||
| 41203 | PaymentStreamRateSpreadCurrency | SpreadCcy | Added EP169 | ||
| 41204 | PaymentStreamRateSpreadUnitOfMeasure | SpreadUOM | Added EP169 | ||
| 41205 | PaymentStreamRateConversionFactor | RtFctr | Added EP169 | ||
| 41206 | PaymentStreamRateSpreadType | SpreadTyp | Added EP169 | ||
| 40795 | PaymentStreamRateSpreadPositionType | SpreadPosTyp | Added EP161 | ||
| 40796 | PaymentStreamRateTreatment | RtTrtmt | Added EP161 | ||
| 40797 | PaymentStreamCapRate | CapRt | Added EP161 | ||
| 40798 | PaymentStreamCapRateBuySide | CapRtBuy | Added EP161 | ||
| 40799 | PaymentStreamCapRateSellSide | CapRtSell | Added EP161 | ||
| 40800 | PaymentStreamFloorRate | FlrRt | Added EP161 | ||
| 40801 | PaymentStreamFloorRateBuySide | FlrRtBuy | Added EP161 | ||
| 40802 | PaymentStreamFloorRateSellSide | FlrRtSell | Added EP161 | ||
| 40803 | PaymentStreamInitialRate | InitRt | Added EP161 | ||
| 41207 | PaymentStreamLastResetRate | LastResetRt | Added EP169 | ||
| 41208 | PaymentStreamFinalRate | FnlRt | Added EP169 | ||
| 40804 | PaymentStreamFinalRateRoundingDirection | FnlRtRndDirctn | Added EP161 | ||
| 40805 | PaymentStreamFinalRatePrecision | FnlRtPrcsn | Added EP161 | ||
| 40806 | PaymentStreamAveragingMethod | AvgngMeth | Added EP161 | ||
| 40807 | PaymentStreamNegativeRateTreatment | NegtvRtTrtmt | Added EP161 | ||
| 41209 | PaymentStreamCalculationLagPeriod | CalcLagPeriod | Conditionally required when PaymentStreamCalculationLagUnit(41210) is specified. | Added EP169 | |
| 41210 | PaymentStreamCalculationLagUnit | CalcLagUnit | Conditionally required when PaymentStreamCalculationLagPeriod(41209) is specified. | Added EP169 | |
| 42663 | PaymentStreamFirstObservationDateUnadjusted | FirstObsvtnDtUnadj | Added EP208 | ||
| 42664 | PaymentStreamFirstObservationDateRelativeTo | FirstObsvtnReltv | Added EP208 | ||
| 42665 | PaymentStreamFirstObservationDateOffsetDayType | FirstObsvtnOfstDayTyp | Added EP208 | ||
| 41211 | PaymentStreamFirstObservationDateOffsetPeriod | FirstObsvtnOfstPeriod | Conditionally required when PaymentStreamFirstObservationOffsetUnit(41212) is specified. | Added EP169 | |
| 41212 | PaymentStreamFirstObservationDateOffsetUnit | FirstObsvtnOfstUnit | Conditionally required when PaymentStreamFirstObservationOffsetPeriod(41211) is specified. | Added EP169 | |
| 42666 | PaymentStreamFirstObservationDateAdjusted | FirstObsvtnDt | Added EP208 | ||
| 41213 | PaymentStreamPricingDayType | PxngDayTyp | Added EP169 | ||
| 41214 | PaymentStreamPricingDayDistribution | PxngDayDistrib | Added EP169 | ||
| 41215 | PaymentStreamPricingDayCount | PxngDayCnt | Added EP169 | ||
| 41216 | PaymentStreamPricingBusinessCalendar | PxngClndr | Added EP169 | ||
| 41217 | PaymentStreamPricingBusinessDayConvention | PxngBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. | Added EP169 |
| Component(-) | PaymentStreamPricingBusinessCenterGrp | PxngBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. | Added EP169 |
| Repeating Group 41192 | NoPaymentStreamPricingBusinessCenters | Added EP169 |
| 41193 | PaymentStreamPricingBusinessCenter | Ctr | Required if NoPaymentStreamPricingBusinessCenters(41192) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamPricingDayGrp | PxngDay | Added EP169 |
| Repeating Group 41227 | NoPaymentStreamPricingDays | Added EP169 |
| 41228 | PaymentStreamPricingDayOfWeek | DayOfWk | Required if NoPaymentStreamPricingDays(41227) > 0. | Added EP169 | |
| 41229 | PaymentStreamPricingDayNumber | DayNum | Added EP169 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamPricingDateGrp | PxngDt | Added EP169 |
| Repeating Group 41224 | NoPaymentStreamPricingDates | Added EP169 |
| 41225 | PaymentStreamPricingDate | Dt | Required if NoPaymentStreamPricingDates(41224) > 0. | Added EP169 | |
| 41226 | PaymentStreamPricingDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP169 |
| end Repeating Group |
| end Component |
| 40808 | PaymentStreamInflationLagPeriod | LagPeriod | Conditionally required when PaymentStreamInflationLagUnit(40809) is specified. | Added EP161 | |
| 40809 | PaymentStreamInflationLagUnit | LagUnit | Conditionally required when PaymentStreamInflationLagPeriod(40808) is specified. | Added EP161 | |
| 40810 | PaymentStreamInflationLagDayType | LagDayTyp | Added EP161 | ||
| 40811 | PaymentStreamInflationInterpolationMethod | IntrpltnMeth | Added EP161 | ||
| 40812 | PaymentStreamInflationIndexSource | InfltnNdxSrc | Added EP161 | ||
| 40813 | PaymentStreamInflationPublicationSource | PublctnSrc | Added EP161 | ||
| 40814 | PaymentStreamInflationInitialIndexLevel | InitLvl | Added EP161 | ||
| 40815 | PaymentStreamInflationFallbackBondApplicable | FallbckBond | Added EP161 | ||
| 40816 | PaymentStreamFRADiscounting | FRADisc | Added EP161 | ||
| 42667 | PaymentStreamUnderlierRefID | UndlrRefID | Added EP208 |
| Component(-) | PaymentStreamFormula | Frmla | Added EP208 |
| 42686 | PaymentStreamFormulaCurrency | Ccy | Added EP208 | ||
| 42687 | PaymentStreamFormulaCurrencyDeterminationMethod | CcyDtrmnMeth | Added EP208 | ||
| 42688 | PaymentStreamFormulaReferenceAmount | RefAmt | Added EP208 |
| Component(-) | PaymentStreamFormulaMathGrp | Math | Added EP208 |
| Repeating Group 42683 | NoPaymentStreamFormulas | Added EP208 |
| 43109 | PaymentStreamFormulaLength | FrmlaLen | Required if NoPaymentStreamFormulas(42683) > 0. | Added EP259 | |
| 42684 | PaymentStreamFormula | Frmla | Required if NoPaymentStreamFormulas(42683) > 0. | Added EP208 | |
| 42685 | PaymentStreamFormulaDesc | Desc | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamFormulaImage | Img | Added EP208 |
| 42652 | PaymentStreamFormulaImageLength | FrmlaImgLen | Conditionally required when PaymentStreamFormulaImage(42653) is specified. | Added EP208 | |
| 42653 | PaymentStreamFormulaImage | FrmlaImg | Conditionally required when PaymentStreamFormulaImageLength(42652) is specified. | Added EP208 |
| end Component |
| end Component |
| Component(-) | DividendConditions | DividendConds | Added EP208 |
| 42245 | DividendReinvestmentIndicator | RnvstmntInd | Added EP208 | ||
| 42246 | DividendEntitlementEvent | EntlmntEvnt | Added EP208 | ||
| 42247 | DividendAmountType | AmtTyp | Added EP208 | ||
| 42248 | DividendUnderlierRefID | UndlrRefID | Added EP208 |
| Component(-) | DividendPeriodGrp | Period | Added EP208 |
| Repeating Group 42274 | NoDividendPeriods | Added EP208 |
| 42275 | DividendPeriodSequence | Seq | Required if NoDividendPeriods(42274) > 0. | Added EP208 | |
| 42276 | DividendPeriodStartDateUnadjusted | StartDtUnadj | Added EP208 | ||
| 42277 | DividendPeriodEndDateUnadjusted | EndDtUnadj | Added EP208 | ||
| 42278 | DividendPeriodUnderlierRefID | UndlrRefID | When specified, this overrides DividendUnderlierRefID(42248). The specified value would be specific to this dividend period instance. | Added EP208 | |
| 42279 | DividendPeriodStrikePrice | StrkPx | Added EP208 | ||
| 42280 | DividendPeriodBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this dividend period instance. | Added EP208 |
| Component(-) | DividendPeriodBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this dividend period instance. | Added EP208 |
| Repeating Group 42294 | NoDividendPeriodBusinessCenters | Added EP208 |
| 42295 | DividendPeriodBusinessCenter | Ctr | Required if NoDividendPeriodBusinessCenters(42294) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42281 | DividendPeriodValuationDateUnadjusted | ValDtUnadj | Added EP208 | ||
| 42282 | DividendPeriodValuationDateRelativeTo | ValDtReltv | Added EP208 | ||
| 42283 | DividendPeriodValuationDateOffsetPeriod | ValDtOfstPeriod | Conditionally required when DividendPeriodValuationDateOffsetUnit(42284) is specified. | Added EP208 | |
| 42284 | DividendPeriodValuationDateOffsetUnit | ValDtOfstUnit | Conditionally required when DividendPeriodValuationDateOffsetPeriod(42283) is specified. | Added EP208 | |
| 42285 | DividendPeriodValuationDateOffsetDayType | ValDtOfstDayTyp | Added EP208 | ||
| 42286 | DividendPeriodValuationDateAdjusted | ValDt | Added EP208 | ||
| 42287 | DividendPeriodPaymentDateUnadjusted | PmtDtUnadj | Added EP208 | ||
| 42288 | DividendPeriodPaymentDateRelativeTo | PmtDtReltv | Added EP208 | ||
| 42289 | DividendPeriodPaymentDateOffsetPeriod | PmtDtOfstPeriod | Conditionally required when DividendPeriodPaymentDateOffsetUnit(42290) is specified. | Added EP208 | |
| 42290 | DividendPeriodPaymentDateOffsetUnit | PmtDtOfstUnit | Conditionally required when DividendPeriodPaymentDateOffsetPeriod(42289) is specified. | Added EP208 | |
| 42291 | DividendPeriodPaymentDateOffsetDayType | PmtDtOfstDayTyp | Added EP208 | ||
| 42292 | DividendPeriodPaymentDateAdjusted | PmtDt | Added EP208 | ||
| 42293 | DividendPeriodXID | XID | Added EP208 |
| end Repeating Group |
| end Component |
| 42249 | ExtraordinaryDividendPartySide | ExtrordSide | Added EP208 | ||
| 42250 | ExtraordinaryDividendAmountType | ExtrordAmtTyp | Added EP208 | ||
| 42251 | ExtraordinaryDividendCurrency | ExtrordCcy | Added EP208 | ||
| 42252 | ExtraordinaryDividendDeterminationMethod | ExtrordDtrmnMeth | Added EP208 |
| Component(-) | DividendFXTriggerDate | FXTrgrDt | Added EP208 |
| 42265 | DividendFXTriggerDateRelativeTo | Reltv | Added EP208 | ||
| 42266 | DividendFXTriggerDateOffsetPeriod | OfstPeriod | Conditionally required when DividendFXTriggerDateOffsetUnit(42267) is specified. | Added EP208 | |
| 42267 | DividendFXTriggerDateOffsetUnit | OfstUnit | Conditionally required when DividendFXTriggerDateOffsetPeriod(42266) is specified. | Added EP208 | |
| 42268 | DividendFXTriggerDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42269 | DividendFXTriggerDateUnadjusted | DtUnadj | Added EP208 | ||
| 42270 | DividendFXTriggerDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendFXTriggerDate. | Added EP208 |
| Component(-) | DividendFXTriggerDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendFXTriggerDate. | Added EP208 |
| Repeating Group 42272 | NoDividendFXTriggerDateBusinessCenters | Added EP208 |
| 42273 | DividendFXTriggerDateBusinessCenter | Ctr | Required if NoDividendFXTriggerDateBusinessCenters(42272) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42271 | DividendFXTriggerDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | DividendAccrualFloatingRate | AcrlFloat | Added EP208 |
| end Component |
| 42253 | DividendAccrualFixedRate | AcrlFixedRt | Added EP208 |
| Component(-) | DividendAccrualPaymentDate | AcrlPmtDt | Added EP208 |
| 42238 | DividendAccrualPaymentDateRelativeTo | Reltv | Added EP208 | ||
| 42239 | DividendAccrualPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when DividendAccrualPaymentDateOffsetUnit(42240) is specified. | Added EP208 | |
| 42240 | DividendAccrualPaymentDateOffsetUnit | OfstUnit | Conditionally required when DividendAccrualPaymentDateOffsetPeriod(42239) is specified. | Added EP208 | |
| 42241 | DividendAccrualPaymentDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42242 | DividendAccrualPaymentDateUnadjusted | DtUnadj | Added EP208 | ||
| 42243 | DividendAccrualPaymeentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendAccrualPaymentDate. | Added EP208 |
| Component(-) | DividendAccrualPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendAccrualPaymentDate. | Added EP208 |
| Repeating Group 42236 | NoDividendAccrualPaymentDateBusinessCenters | Added EP208 |
| 42237 | DividendAccrualPaymentDateBusinessCenter | Ctr | Required if NoDividendAccrualPaymentDateBusinessCenters(42236) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42244 | DividendAccrualPaymentDateAdjusted | Dt | Added EP208 |
| end Component |
| 42254 | DividendCompoundingMethod | CmpndgMeth | Added EP208 | ||
| 42255 | DividendNumOfIndexUnits | NumNdxUnits | Added EP208 | ||
| 42256 | DividendCashPercentage | CshPctage | Added EP208 | ||
| 42257 | DividendCashEquivalentPercentage | CshEqvlntPctage | Added EP208 | ||
| 42258 | NonCashDividendTreatment | NonCshTrtmt | Added EP208 | ||
| 42259 | DividendComposition | Cmpstn | Added EP208 | ||
| 42260 | SpecialDividendsIndicator | SpeclDividendInd | Added EP208 | ||
| 42261 | MaterialDividendsIndicator | MtrlDividendInd | Added EP208 | ||
| 42262 | OptionsExchangeDividendsIndicator | ExchDividendInd | Added EP208 | ||
| 42263 | AdditionalDividendsIndicator | AddtnlDividendInd | Added EP208 | ||
| 42264 | AllDividendsIndicator | AllDividendInd | Added EP208 |
| end Component |
| 42668 | ReturnRateNotionalReset | RtnRtNotlReset | Added EP208 |
| Component(-) | ReturnRateGrp | RtnRt | Added EP208 |
| Repeating Group 42735 | NoReturnRates | Added EP208 |
| 42736 | ReturnRatePriceSequence | PxSeq | Required if NoReturnRates(42735) > 0. | Added EP208 | |
| 42737 | ReturnRateCommissionBasis | CommBasis | Added EP208 | ||
| 42738 | ReturnRateCommissionAmount | CommAmt | Added EP208 | ||
| 42739 | ReturnRateCommissionCurrency | CommCcy | If not specified, this is defaulted to the reporting currency. | Added EP208 | |
| 42740 | ReturnRateTotalCommissionPerTrade | TotCommPerTrd | Added EP208 | ||
| 42741 | ReturnRateDeterminationMethod | DtrmnMeth | Added EP208 |
| Component(-) | ReturnRatePriceGrp | Px | Added EP208 |
| Repeating Group 42765 | NoReturnRatePrices | Added EP208 |
| 42766 | ReturnRatePriceBasis | PxBasis | Required if NoReturnRatePrices(42765) > 0. | Added EP208 | |
| 42767 | ReturnRatePrice | Px | Added EP208 | ||
| 42768 | ReturnRatePriceCurrency | Ccy | Added EP208 | ||
| 42769 | ReturnRatePriceType | PxTyp | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | ReturnRateFXConversionGrp | FxCnvrsn | Added EP208 |
| Repeating Group 42731 | NoReturnRateFXConversions | Added EP208 |
| 42732 | ReturnRateFXCurrencySymbol | CcySym | Required if NoReturnRateFXConversions(42731) > 0. | Added EP208 | |
| 42733 | ReturnRateFXRate | FxRt | Required if NoReturnRateFXConversions(42731) > 0. | Added EP208 | |
| 42734 | ReturnRateFXRateCalc | FxRtCalc | Added EP208 |
| end Repeating Group |
| end Component |
| 42742 | ReturnRateAmountRelativeTo | AmtReltv | Added EP208 | ||
| 42743 | ReturnRateQuoteMeasureType | QteTyp | Added EP208 | ||
| 42744 | ReturnRateQuoteUnits | QteUnit | Added EP208 | ||
| 42745 | ReturnRateQuoteMethod | QteMeth | Added EP208 | ||
| 42746 | ReturnRateQuoteCurrency | QteCcy | Added EP208 | ||
| 42747 | ReturnRateQuoteCurrencyType | QteCcyTyp | Added EP208 | ||
| 42748 | ReturnRateQuoteTimeType | QteTmTyp | Mutually exclusive with ReturnRateQuoteTime(42749). | Added EP208 | |
| 42749 | ReturnRateQuoteTime | QteTm | Mutually exclusive with ReturnRateQuoteTimeType(42748). | Added EP208 | |
| 42750 | ReturnRateQuoteDate | QteDt | Added EP208 | ||
| 42751 | ReturnRateQuoteExpirationTime | QteExpTm | Added EP208 | ||
| 42752 | ReturnRateQuoteBusinessCenter | QteBizCtr | Added EP208 | ||
| 42753 | ReturnRateQuoteExchange | QteExch | Added EP208 |
| Component(-) | ReturnRateInformationSourceGrp | InfoSrc | Added EP208 |
| Repeating Group 42761 | NoReturnRateInformationSources | Added EP208 |
| 42762 | ReturnRateInformationSource | RtSrc | Required if NoReturnRateInformationSources(42761) > 0. | Added EP208 | |
| 42763 | ReturnRateReferencePage | RefPg | Added EP208 | ||
| 42764 | ReturnRateReferencePageHeading | RefHdng | Added EP208 |
| end Repeating Group |
| end Component |
| 42754 | ReturnRateQuotePricingModel | QteModel | Added EP208 | ||
| 42755 | ReturnRateCashFlowType | CshFlow | Added EP208 |
| Component(-) | ReturnRateDateGrp | Dt | Added EP208 |
| Repeating Group 42709 | NoReturnRateDates | Added EP208 |
| 42710 | ReturnRateDateMode | Mode | Required if NoReturnRateDates(42709) > 0. | Added EP208 |
| Component(-) | ReturnRateValuationDateGrp | Val | Added EP208 |
| Repeating Group 42772 | NoReturnRateValuationDates | Added EP208 |
| 42773 | ReturnRateValuationDate | Dt | Required if NoReturnRateValuationDates(42772) > 0. | Added EP208 | |
| 42774 | ReturnRateValuationDateType | Typ | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. | Added EP208 |
| end Repeating Group |
| end Component |
| 42711 | ReturnRateValuationDateRelativeTo | Reltv | Added EP208 | ||
| 42712 | ReturnRateValuationDateOffsetPeriod | OfstPeriod | Conditionally required when ReturnRateValuationDateOffsetUnit(42713) is specified. | Added EP208 | |
| 42713 | ReturnRateValuationDateOffsetUnit | OfstUnit | Conditionally required when ReturnRateValuationDateOffsetPeriod(42712) is specified. | Added EP208 | |
| 42714 | ReturnRateValuationDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42715 | ReturnRateValuationStartDateUnadjusted | StartDtUnadj | Added EP208 | ||
| 42716 | ReturnRateValuationStartDateRelativeTo | StartDtReltv | Added EP208 | ||
| 42717 | ReturnRateValuationStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when ReturnRateValuationStartDateOffsetUnit(42718) is specified. | Added EP208 | |
| 42718 | ReturnRateValuationStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when ReturnRateValuationStartDateOffsetPeriod(42717) is specified. | Added EP208 | |
| 42719 | ReturnRateValuationStartDateOffsetDayType | StartDtOfstDayTyp | Added EP208 | ||
| 42720 | ReturnRateValuationStartDateAdjusted | StartDt | Added EP208 | ||
| 42721 | ReturnRateValuationEndDateUnadjusted | EndDtUnadj | Added EP208 | ||
| 42722 | ReturnRateValuationEndDateRelativeTo | EndDtReltv | Added EP208 | ||
| 42723 | ReturnRateValuationEndDateOffsetPeriod | EndDtOfstPeriod | Conditionally required when ReturnRateValuationEndDateOffsetUnit(42724) is specified. | Added EP208 | |
| 42724 | ReturnRateValuationEndDateOffsetUnit | EndDtOfstUnit | Conditionally required when ReturnRateValuationEndDateOffsetPeriod(42723) is specified. | Added EP208 | |
| 42725 | ReturnRateValuationEndDateOffsetDayType | EndDtOfstDayTyp | Added EP208 | ||
| 42726 | ReturnRateValuationEndDateAdjusted | EndDt | Added EP208 | ||
| 42727 | ReturnRateValuationFrequencyPeriod | FreqPeriod | Conditionally required when ReturnRateValuationFrequencyUnit(42728) is specified. | Added EP208 | |
| 42728 | ReturnRateValuationFrequencyUnit | FreqUnit | Conditionally required when ReturnRateValuationFrequencyPeriod(42727) is specified. | Added EP208 | |
| 42729 | ReturnRateValuationFrequencyRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream return rate valuation dates. | Added EP208 | |
| 42730 | ReturnRateValuationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream return rate valuation dates. | Added EP208 |
| Component(-) | ReturnRateValuationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream return rate valuation dates. | Added EP208 |
| Repeating Group 42770 | NoReturnRateValuationDateBusinessCenters | Added EP208 |
| 42771 | ReturnRateValuationDateBusinessCenter | Ctr | Required if NoReturnRateValuationDateBusinessCenters(42770) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 42756 | ReturnRateValuationTimeType | ValTmTyp | Mutually exclusive with ReturnRateValuationTime(42757). | Added EP208 | |
| 42757 | ReturnRateValuationTime | ValTm | Mutually exclusive with ReturnRateValuationTimeType(42756). | Added EP208 | |
| 42758 | ReturnRateValuationTimeBusinessCenter | ValTmBizCtr | Added EP208 | ||
| 42759 | ReturnRateValuationPriceOption | ValPxOpt | Added EP208 | ||
| 42760 | ReturnRateFinalPriceFallback | FnlPxFallbck | Added EP208 |
| end Repeating Group |
| end Component |
| 42669 | PaymentStreamLinkInitialLevel | LinkInitLvl | Added EP208 | ||
| 42670 | PaymentStreamLinkClosingLevelIndicator | LinkClsngLvl | Added EP208 | ||
| 42671 | PaymentStreamLinkExpiringLevelIndicator | LinkExpngLvl | Added EP208 | ||
| 42672 | PaymentStreamLinkEstimatedTradingDays | LinkEstTrdgDays | Added EP208 | ||
| 42673 | PaymentStreamLinkStrikePrice | LinkStrkPx | Added EP208 | ||
| 42674 | PaymentStreamLinkStrikePriceType | LinkStrkPxTyp | Added EP208 | ||
| 42675 | PaymentStreamLinkMaximumBoundary | LinkMaxBndry | Added EP208 | ||
| 42676 | PaymentStreamLinkMinimumBoundary | LinkMinBndry | Added EP208 | ||
| 42677 | PaymentStreamLinkNumberOfDataSeries | LinkNumDataSeries | Added EP208 | ||
| 42678 | PaymentStreamVarianceUnadjustedCap | VarncCap | Added EP208 | ||
| 42679 | PaymentStreamRealizedVarianceMethod | RlzdVarncMeth | Added EP208 | ||
| 42680 | PaymentStreamDaysAdjustmentIndicator | DaysAdjmt | Added EP208 | ||
| 42681 | PaymentStreamNearestExchangeContractRefID | ExchCtrctRefID | Added EP208 | ||
| 42682 | PaymentStreamVegaNotionalAmount | VegaNotlAmt | Added EP208 |
| end Component |
| 42605 | PaymentStreamCompoundingFixedRate | CmpndgFixedRt | Mutually exclusive with PaymentStreamCompoundingXIDRef(42601) or the PaymentStreamCompoundingFloatingRate component. | Added EP208 |
| Component(-) | PaymentStreamCompoundingFloatingRate | CmpndgFloat | Mutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingXIDRef(42601). | Added EP208 |
| end Component |
| Component(-) | PaymentStreamCompoundingDates | CmpndgDts | Added EP208 |
| 42609 | PaymentStreamCompoundingDatesBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream compounding dates. | Added EP208 |
| Component(-) | PaymentStreamCompoundingDatesBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream compounding dates. | Added EP208 |
| Repeating Group 42620 | NoPaymentStreamCompoundingDatesBusinessCenters | Added EP208 |
| 42621 | PaymentStreamCompoundingDatesBusinessCenter | Ctr | Required if NoPaymentStreamCompoundingDatesBusinessCenters(42620) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStreamCompoundingDateGrp | CmpndgDt | Added EP208 |
| Repeating Group 42606 | NoPaymentStreamCompoundingDates | Added EP208 |
| 42607 | PaymentStreamCompoundingDate | Dt | Required if NoPaymentStreamCompoundingDates(42606) > 0. | Added EP208 | |
| 42608 | PaymentStreamCompoundingDateType | Typ | When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. | Added EP208 |
| end Repeating Group |
| end Component |
| 42610 | PaymentStreamCompoundingDatesRelativeTo | Reltv | Added EP208 | ||
| 42611 | PaymentStreamCompoundingDatesOffsetPeriod | OfstPeriod | Conditionally required when PaymentStreamCompoundingDatesOffsetUnit(42612) is specified. | Added EP208 | |
| 42612 | PaymentStreamCompoundingDatesOffsetUnit | OfstUnit | Conditionally required when PaymentCompoundingDatesOffsetPeriod(42611) is specified. | Added EP208 | |
| 42613 | PaymentStreamCompoundingDatesOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42614 | PaymentStreamCompoundingPeriodSkip | Skip | Added EP208 |
| Component(-) | PaymentStreamCompoundingStartDate | StartDt | Added EP208 |
| 42646 | PaymentStreamCompoundingStartDateUnadjusted | DtUnadj | Added EP208 | ||
| 42647 | PaymentStreamCompoundingStartDateRelativeTo | Reltv | Added EP208 | ||
| 42648 | PaymentStreamCompoundingStartDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStreamCompoundingStartDateOffsetUnit(42649) is specified. | Added EP208 | |
| 42649 | PaymentStreamCompoundingStartDateOffsetUnit | OfstUnit | Conditionally required when PaymentStreamCompoundingStartDateOffsetPeriod(42648) is specified. | Added EP208 | |
| 42650 | PaymentStreamCompoundingStartDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42651 | PaymentStreamCompoundingStartDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | PaymentStreamCompoundingEndDate | EndDt | Added EP208 |
| 42622 | PaymentStreamCompoundingEndDateUnadjusted | DtUnadj | Added EP208 | ||
| 42623 | PaymentStreamCompoundingEndDateRelativeTo | Reltv | Added EP208 | ||
| 42624 | PaymentStreamCompoundingEndDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStreamCompoundingEndDateOffsetUnit(42625) is specified. | Added EP208 | |
| 42625 | PaymentStreamCompoundingEndDateOffsetUnit | OfstUnit | Conditionally required when PaymentStreamCompoundingEndDateOffsetPeriod(42624) is specified. | Added EP208 | |
| 42626 | PaymentStreamCompoundingEndDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42627 | PaymentStreamCompoundingEndDateAdjusted | Dt | Added EP208 |
| end Component |
| 42615 | PaymentStreamCompoundingFrequencyPeriod | FreqPeriod | Conditionally required when PayamentStreamCompoundingFrequencyUnit(42616) is specified. | Added EP208 | |
| 42616 | PaymentStreamCompoundingFrequencyUnit | FreqUnit | Conditionally required when PayamentStreamCompoundingFrequencyPeriod(42615) is specified. | Added EP208 | |
| 42617 | PaymentStreamCompoundingRollConvention | Roll | When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream compounding dates. | Added EP208 | |
| 42618 | PaymentStreamBoundsFirstDateUnadjusted | FirstDtUnadj | Added EP208 | ||
| 42619 | PaymentStreamBoundsLastDateUnadjusted | LastDtUnadj | Added EP208 |
| end Component |
| Component(-) | PaymentStreamNonDeliverableSettlTerms | NonDlvrblTrms | Added EP161 |
| 40817 | PaymentStreamNonDeliverableRefCurrency | Ccy | Added EP161 | ||
| 40818 | PaymentStreamNonDeliverableFixingDatesBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's non-deliverable fixing dates. | Added EP161 |
| Component(-) | PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's non-deliverable fixing dates. | Added EP161 |
| Repeating Group 40946 | NoPaymentStreamNonDeliverableFixingDatesBusinessCenters | Added EP161 |
| 40819 | PaymentStreamNonDeliverableFixingDatesBusinessCenter | Ctr | Required if NoPaymentStreamNonDeliverableFixingDatesBusinessCenters(40946) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40820 | PaymentStreamNonDeliverableFixingDatesRelativeTo | FixngReltv | Added EP161 | ||
| 40821 | PaymentStreamNonDeliverableFixingDatesOffsetPeriod | FixngPeriod | Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetUnit(40822) is specified. | Added EP161 | |
| 40822 | PaymentStreamNonDeliverableFixingDatesOffsetUnit | FixngUnit | Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetPeriod(40821) is specified. | Added EP161 | |
| 40823 | PaymentStreamNonDeliverableFixingDatesOffsetDayType | FixngDayTyp | Added EP161 |
| Component(-) | PaymentStreamNonDeliverableSettlRateSource | RtSrc | Added EP161 |
| 40371 | PaymentStreamNonDeliverableSettlRateSource | RtSrc | Added EP161 | ||
| 40372 | PaymentStreamNonDeliverableSettlReferencePage | RefPg | Conditionally required when PaymentStreamNonDeliverableSettlRateSource(40371) = 3 (ISDA Settlement Rate Option) or 99 (Other). | Added EP161 |
| end Component |
| Component(-) | PaymentStreamNonDeliverableFixingDateGrp | FixngDt | Added EP161 |
| Repeating Group 40825 | NoNonDeliverableFixingDates | Added EP161 |
| 40826 | NonDeliverableFixingDate | Dt | Required if NoNonDeliverableFixingDates(40825) > 0. | Added EP161 | |
| 40827 | NonDeliverableFixingDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | SettlRateDisruptionFallbackGrp | SettlRtFallbck | Added EP161 |
| Repeating Group 40085 | NoSettlRateFallbacks | Added EP161 |
| 40086 | SettlRatePostponementMaximumDays | MaxDays | Required if NoSettlRateFallbacks(40085) > 0. | Added EP161 |
| Component(-) | SettlRateFallbackRateSource | RtSrc | Added EP161 |
| 40373 | SettlRateFallbackRateSource | RtSrc | Added EP161 | ||
| 40655 | SettlRateFallbackReferencePage | RefPg | Conditionally required when SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) or 99 (Other). | Added EP161 |
| end Component |
| 40088 | SettlRatePostponementSurvey | Survey | Added EP161 | ||
| 40089 | SettlRatePostponementCalculationAgent | CalcAgent | Added EP161 |
| end Repeating Group |
| end Component |
| end Component |
| end Component |
| Component(-) | PaymentScheduleGrp | PmtSched | Added EP161 |
| Repeating Group 40828 | NoPaymentSchedules | Added EP161 |
| 40829 | PaymentScheduleType | Typ | Required if NoPaymentSchedules(40828) > 0. | Added EP161 | |
| 41164 | PaymentScheduleXID | XID | Added EP169 | ||
| 41165 | PaymentScheduleXIDRef | XIDRef | Added EP169 | ||
| 40830 | PaymentScheduleStubType | StubTyp | Added EP161 | ||
| 40831 | PaymentScheduleStartDateUnadjusted | StartDtUnadj | Added EP161 | ||
| 40832 | PaymentScheduleEndDateUnadjusted | EndDtUnadj | Added EP161 | ||
| 40833 | PaymentSchedulePaySide | PaySide | Added EP161 | ||
| 40834 | PaymentScheduleReceiveSide | RcvSide | Added EP161 | ||
| 40835 | PaymentScheduleNotional | Notl | Added EP161 | ||
| 40836 | PaymentScheduleCurrency | Ccy | Added EP161 | ||
| 40837 | PaymentScheduleRate | Rt | Added EP161 | ||
| 40838 | PaymentScheduleRateMultiplier | RtMult | Added EP161 | ||
| 40839 | PaymentScheduleRateSpread | Spread | Added EP161 | ||
| 41166 | PaymentScheduleRateCurrency | RtCcy | Added EP169 | ||
| 41167 | PaymentScheduleRateUnitOfMeasure | RtUOM | Added EP169 | ||
| 41168 | PaymentScheduleRateConversionFactor | RtFctr | Added EP169 | ||
| 41169 | PaymentScheduleRateSpreadType | SpreadTyp | Added EP169 | ||
| 40840 | PaymentScheduleRateSpreadPositionType | SpreadPosTyp | Added EP161 | ||
| 40841 | PaymentScheduleRateTreatment | RtTrtmt | Added EP161 | ||
| 40842 | PaymentScheduleFixedAmount | FixedAmt | Added EP161 | ||
| 40843 | PaymentScheduleFixedCurrency | FixedCcy | Added EP161 | ||
| 41170 | PaymentScheduleSettlPeriodPrice | SettlPx | Added EP169 | ||
| 41171 | PaymentScheduleSettlPeriodPriceCurrency | SettlPxCcy | Added EP169 | ||
| 41172 | PaymentScheduleSettlPeriodPriceUnitOfMeasure | SettlPxUOM | Added EP169 | ||
| 41173 | PaymentScheduleStepUnitOfMeasure | StepUOM | Added EP169 | ||
| 40844 | PaymentScheduleStepFrequencyPeriod | StepPeriod | Conditionally required when PaymentScheduleStepFrequencyUnit(40845) is specified. | Added EP161 | |
| 40845 | PaymentScheduleStepFrequencyUnit | StepUnit | Conditionally required when PaymentScheduleStepFrequencyPeriod(40844) is specified. | Added EP161 | |
| 40846 | PaymentScheduleStepOffsetValue | StepVal | Added EP161 | ||
| 40847 | PaymentScheduleStepRate | StepRt | Added EP161 | ||
| 40848 | PaymentScheduleStepOffsetRate | StepOfstRt | Added EP161 | ||
| 40849 | PaymentScheduleStepRelativeTo | StepReltv | Added EP161 |
| Component(-) | PaymentScheduleRateSourceGrp | RtSrc | Added EP161 |
| Repeating Group 40868 | NoPaymentScheduleRateSources | Added EP161 |
| 40869 | PaymentScheduleRateSource | Src | Required if NoPaymentScheduleRateSources(40868) > 0. | Added EP161 | |
| 40870 | PaymentScheduleRateSourceType | Typ | Required if NoPaymentScheduleRateSources(40868) > 0. | Added EP161 Updated EP169 | |
| 40871 | PaymentScheduleReferencePage | RefPg | Conditionally required when PaymentScheduleRateSource(40869) = 99 (Other) | Added EP161 |
| end Repeating Group |
| end Component |
| 40850 | PaymentScheduleFixingDateUnadjusted | FixngDtUnadj | Added EP161 | ||
| 40851 | PaymentScheduleWeight | Wt | Added EP161 | ||
| 40852 | PaymentScheduleFixingDateRelativeTo | FixngReltv | Added EP161 | ||
| 40853 | PaymentScheduleFixingDateBusinessDayConvention | FixngBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule. | Added EP161 |
| Component(-) | PaymentScheduleFixingDateBusinessCenterGrp | FixngBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule. | Added EP161 |
| Repeating Group 40977 | NoPaymentScheduleFixingDateBusinessCenters | Added EP161 |
| 40854 | PaymentScheduleFixingDateBusinessCenter | Ctr | Required if NoPaymentScheduleFixingDateBusinessCenters(40944) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40855 | PaymentScheduleFixingDateOffsetPeriod | FixngPeriod | Conditionally required when PaymentScheduleFixingDateOffsetUnit(40856) is specified. | Added EP161 | |
| 40856 | PaymentScheduleFixingDateOffsetUnit | FixngUnit | Conditionally required when PaymentScheduleFixingDateOffsetPeriod(40855) is specified. | Added EP161 | |
| 40857 | PaymentScheduleFixingDateOffsetDayType | FixngDayTyp | Added EP161 | ||
| 41174 | PaymentScheduleFixingDayDistribution | FixngDayDistrib | Added EP169 | ||
| 41175 | PaymentScheduleFixingDayCount | FixngDayCnt | Added EP169 | ||
| 40858 | PaymentScheduleFixingDateAdjusted | FixngDt | Added EP161 |
| Component(-) | PaymentScheduleFixingDayGrp | FixngDay | Added EP169 |
| Repeating Group 41161 | NoPaymentScheduleFixingDays | Added EP169 |
| 41162 | PaymentScheduleFixingDayOfWeek | DayOfWk | Required if NoPaymentScheduleFixingDays(41161) > 0. | Added EP169 | |
| 41163 | PaymentScheduleFixingDayNumber | DayNum | Added EP169 |
| end Repeating Group |
| end Component |
| 41176 | PaymentScheduleFixingLagPeriod | FixngLagPeriod | Conditionally required when PaymentScheduleFixingLagUnit(41177) is specified. | Added EP169 | |
| 41177 | PaymentScheduleFixingLagUnit | FixngLagUnit | Conditionally required when PaymentScheduleFixingLagPeriod(41176) is specified. | Added EP169 | |
| 41178 | PaymentScheduleFixingFirstObservationDateOffsetPeriod | FixngFirstObsvtnPeriod | Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetUnit(41179) is specified. | Added EP169 Updated EP208 | |
| 41179 | PaymentScheduleFixingFirstObservationDateOffsetUnit | FixngFirstObsvtnUnit | Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetPeriod(41178) is specified. | Added EP169 Updated EP208 | |
| 40859 | PaymentScheduleFixingTime | FixngTm | Added EP161 | ||
| 40860 | PaymentScheduleFixingTimeBusinessCenter | FixngTmBizCtr | Added EP161 | ||
| 40861 | PaymentScheduleInterimExchangePaymentDateRelativeTo | IntrmExchDtReltv | Added EP161 | ||
| 40862 | PaymentScheduleInterimExchangeDatesBusinessDayConvention | IntrmExchDtBizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule. | Added EP161 |
| Component(-) | PaymentScheduleInterimExchangeDateBusinessCenterGrp | IntrmExchDtBizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule. | Added EP161 |
| Repeating Group 40945 | NoPaymentScheduleInterimExchangeDateBusinessCenters | Added EP161 |
| 40863 | PaymentScheduleInterimExchangeDatesBusinessCenter | Ctr | Required if NoPaymentScheduleInterimExchangeDateBusinessCenters(40945) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40864 | PaymentScheduleInterimExchangeDatesOffsetPeriod | IntrmExchDtPeriod | Conditionally required when PaymentScheduleInterimExchangeDatesOffsetUnit(40865) is specified. | Added EP161 | |
| 40865 | PaymentScheduleInterimExchangeDatesOffsetUnit | IntrmExchDtUnit | Conditionally required when PaymentScheduleInterimExchangeDatesOffsetPeriod(40864) is specified. | Added EP161 | |
| 40866 | PaymentScheduleInterimExchangeDatesOffsetDayType | IntrmExchDayTyp | Added EP161 | ||
| 40867 | PaymentScheduleInterimExchangeDateAdjusted | IntrmExchDt | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | PaymentStubGrp | PmtStub | Added EP161 |
| Repeating Group 40872 | NoPaymentStubs | Added EP161 |
| 40873 | PaymentStubType | Typ | Required if NoPaymentStubs(40872) > 0. | Added EP161 | |
| 40874 | PaymentStubLength | Lngth | Added EP161 |
| Component(-) | PaymentStubStartDate | StartDt | Added EP208 |
| 42698 | PaymentStubStartDateUnadjusted | DtUnadj | Added EP208 | ||
| 42699 | PaymentStubStartDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance. | Added EP208 |
| Component(-) | PaymentStubStartDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance. | Added EP208 |
| Repeating Group 42705 | NoPaymentStubStartDateBusinessCenters | Added EP208 |
| 42706 | PaymentStubStartDateBusinessCenter | Ctr | Required if NoPaymentStubStartDateBusinessCenters(42705) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42700 | PaymentStubStartDateRelativeTo | Reltv | Added EP208 | ||
| 42701 | PaymentStubStartDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStubStartDateOffsetUnit(42702) is specified. | Added EP208 | |
| 42702 | PaymentStubStartDateOffsetUnit | OfstUnit | Conditionally required when PaymentStubStartDateOffsetPeriod(42701) is specified. | Added EP208 | |
| 42703 | PaymentStubStartDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42704 | PaymentStubStartDateAdjusted | Dt | Added EP208 |
| end Component |
| Component(-) | PaymentStubEndDate | EndDt | Added EP208 |
| 42689 | PaymentStubEndDateUnadjusted | DtUnadj | Added EP208 | ||
| 42690 | PaymentStubEndDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance. | Added EP208 |
| Component(-) | PaymentStubEndDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance. | Added EP208 |
| Repeating Group 42696 | NoPaymentStubEndDateBusinessCenters | Added EP208 |
| 42697 | PaymentStubEndDateBusinessCenter | Ctr | Required if NoPaymentStubEndDateBusinessCenters(42696) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42691 | PaymentStubEndDateRelativeTo | Reltv | Added EP208 | ||
| 42692 | PaymentStubEndDateOffsetPeriod | OfstPeriod | Conditionally required when PaymentStubEndDateOffsetUnit(42693) is specified. | Added EP208 | |
| 42693 | PaymentStubEndDateOffsetUnit | OfstUnit | Conditionally required when PaymentStubEndDateOffsetPeriod(42692) is specified. | Added EP208 | |
| 42694 | PaymentStubEndDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42695 | PaymentStubEndDateAdjusted | Dt | Added EP208 |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | DeliveryStream | DlvryStrm | Added EP169 |
| 41058 | DeliveryStreamType | Typ | Added EP169 |
| Component(-) | DeliveryStreamCommoditySourceGrp | CmdtySrc | Added EP169 |
| Repeating Group 41085 | NoDeliveryStreamCommoditySources | Added EP169 |
| 41086 | DeliveryStreamCommoditySource | Src | Required if NoDeliveryStreamCommoditySources(41085) > 0. | Added EP169 |
| end Repeating Group |
| end Component |
| 41059 | DeliveryStreamPipeline | Ppln | Added EP169 | ||
| 41060 | DeliveryStreamEntryPoint | EntryPnt | Added EP169 | ||
| 41061 | DeliveryStreamWithdrawalPoint | WthdrwlPnt | Added EP169 | ||
| 41062 | DeliveryStreamDeliveryPoint | DlvryPnt | Added EP169 | ||
| 42192 | DeliveryStreamDeliveryPointSource | DlvryPntSrc | Added EP179 | ||
| 42193 | DeliveryStreamDeliveryPointDesc | DlvryPntDesc | Added EP179 | ||
| 41063 | DeliveryStreamDeliveryRestriction | DlvryRstctn | Added EP169 | ||
| 41064 | DeliveryStreamDeliveryContingency | Cntgncy | Added EP169 | ||
| 41065 | DeliveryStreamDeliveryContingentPartySide | CntgPty | Added EP169 | ||
| 41066 | DeliveryStreamDeliverAtSourceIndicator | DlvrAtSrc | Added EP169 | ||
| 41067 | DeliveryStreamRiskApportionment | RiskApprtnmt | Added EP169 | ||
| 41218 | DeliveryStreamRiskApportionmentSource | RiskApprtnmtSrc | Added EP169 |
| Component(-) | DeliveryStreamCycleGrp | Cycle | Added EP169 |
| Repeating Group 41081 | NoDeliveryStreamCycles | Added EP169 |
| 41082 | DeliveryStreamCycleDesc | Desc | Required if NoDeliveryStreamCycles(41081) > 0. | Added EP169 | |
| 41083 | EncodedDeliveryStreamCycleDescLen | EncDescLen | Must be set if EncodedDeliveryStreamCycleDesc(41084) field is specified and must immediately precede it. | Added EP169 | |
| 41084 | EncodedDeliveryStreamCycleDesc | EncDesc | Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 |
| end Repeating Group |
| end Component |
| 41068 | DeliveryStreamTitleTransferLocation | TtlXfer | Added EP169 | ||
| 41069 | DeliveryStreamTitleTransferCondition | TtlXferCond | Added EP169 | ||
| 41070 | DeliveryStreamImporterOfRecord | Imprtr | Added EP169 | ||
| 41071 | DeliveryStreamNegativeTolerance | NegtvTlrnc | Added EP169 | ||
| 41072 | DeliveryStreamPositiveTolerance | PostvTlrnc | Added EP169 | ||
| 41073 | DeliveryStreamToleranceUnitOfMeasure | TlrncUOM | Added EP169 | ||
| 41074 | DeliveryStreamToleranceType | TlrncTyp | Added EP169 | ||
| 41075 | DeliveryStreamToleranceOptionSide | TlrncOptSide | Added EP169 | ||
| 41076 | DeliveryStreamTotalPositiveTolerance | TotPostvTlrnc | Added EP169 | ||
| 41077 | DeliveryStreamTotalNegativeTolerance | TotNegtvTlrnc | Added EP169 | ||
| 41078 | DeliveryStreamNotionalConversionFactor | CnvrsnFctr | Added EP169 | ||
| 41079 | DeliveryStreamTransportEquipment | Eqpmt | Added EP169 | ||
| 41080 | DeliveryStreamElectingPartySide | ElctngSide | Added EP169 | ||
| 43094 | DeliveryStreamRouteOrCharter | RteChrtr | Added EP235 |
| end Component |
| Component(-) | DeliveryScheduleGrp | DlvrySched | Added EP169 |
| Repeating Group 41037 | NoDeliverySchedules | Added EP169 |
| 41038 | DeliveryScheduleType | Typ | Required if NoDeliverySchedules(41037) > 0. | Added EP169 | |
| 41039 | DeliveryScheduleXID | XID | Added EP169 | ||
| 41040 | DeliveryScheduleNotional | Notl | Added EP169 | ||
| 41041 | DeliveryScheduleNotionalUnitOfMeasure | NotlUOM | Added EP169 | ||
| 41042 | DeliveryScheduleNotionalCommodityFrequency | NotlFreq | Added EP169 | ||
| 41043 | DeliveryScheduleNegativeTolerance | NegtvTlrnc | Added EP169 | ||
| 41044 | DeliverySchedulePositiveTolerance | PostvTlrnc | Added EP169 | ||
| 41045 | DeliveryScheduleToleranceUnitOfMeasure | TlrncUOM | Added EP169 | ||
| 41046 | DeliveryScheduleToleranceType | TlrncTyp | Conditionally required when DeliveryScheduleNegativeTolerance(41043) or DeliverySchedulePositiveTolerance(41044) is specified. | Added EP169 | |
| 41047 | DeliveryScheduleSettlCountry | Ctry | Added EP169 | ||
| 41048 | DeliveryScheduleSettlTimeZone | TZ | Added EP169 | ||
| 41049 | DeliveryScheduleSettlFlowType | FlowTyp | Added EP169 | ||
| 41050 | DeliveryScheduleSettlHolidaysProcessingInstruction | Holidays | Added EP169 |
| Component(-) | DeliveryScheduleSettlDayGrp | Day | Added EP169 |
| Repeating Group 41051 | NoDeliveryScheduleSettlDays | Added EP169 |
| 41052 | DeliveryScheduleSettlDay | Day | Required if NoDeliveryScheduleSettlDays(41051) > 0. | Added EP169 | |
| 41053 | DeliveryScheduleSettlTotalHours | TotHrs | Added EP169 |
| Component(-) | DeliveryScheduleSettlTimeGrp | Tm | Added EP169 |
| Repeating Group 41054 | NoDeliveryScheduleSettlTimes | Added EP169 |
| 41055 | DeliveryScheduleSettlStart | Start | Required if NoDeliveryScheduleSettlTimes(41054) > 0. | Added EP169 | |
| 41056 | DeliveryScheduleSettlEnd | End | Required if NoDeliveryScheduleSettlTimes(41054) > 0. | Added EP169 | |
| 41057 | DeliveryScheduleSettlTimeType | Typ | May be defaulted to market convention or bilaterally agreed if not specified. | Added EP169 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 40056 | StreamText | Txt | Added EP161 | ||
| 40982 | EncodedStreamTextLen | EncTxtLen | Must be set if EncodedStreamText(40983) field is specified and must immediately precede it. | Added EP161 | |
| 40983 | EncodedStreamText | EncTxt | Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | ProvisionGrp | Prov | Added EP161 |
| Repeating Group 40090 | NoProvisions | Added EP161 |
| 40091 | ProvisionType | Typ | Required if NoProvisions(40090) > 0. | Added EP161 | |
| 40092 | ProvisionDateUnadjusted | DtUnadj | Added EP161 | ||
| 40093 | ProvisionDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions. | Added EP161 |
| Component(-) | ProvisionDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions. | Added EP161 |
| Repeating Group 40957 | NoProvisionDateBusinessCenters | Added EP161 |
| 40094 | ProvisionDateBusinessCenter | Ctr | Required if NoProvisionDateBusinessCenters(40957) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40095 | ProvisionDateAdjusted | Dt | Added EP161 | ||
| 40096 | ProvisionDateTenorPeriod | TenorPeriod | Conditionally required when ProvisionDateTenorUnit(40097) is specified. | Added EP161 | |
| 40097 | ProvisionDateTenorUnit | TenorUnit | Conditionally required when ProvisionDateTenorPeriod(40096) is specified. | Added EP161 | |
| 42707 | ProvisionBreakFeeElection | BrkFeeElctn | Added EP208 | ||
| 42708 | ProvisionBreakFeeRate | BrkFeeRt | Added EP208 | ||
| 40098 | ProvisionCalculationAgent | CalcAgent | Added EP161 | ||
| 40099 | ProvisionOptionSinglePartyBuyerSide | BuyerSide | Added EP161 | ||
| 40100 | ProvisionOptionSinglePartySellerSide | SellerSide | Added EP161 |
| Component(-) | ProvisionCashSettlValueDates | CashSettlValDts | Added EP161 |
| 40114 | ProvisionCashSettlValueTime | Tm | Added EP161 | ||
| 40115 | ProvisionCashSettlValueTimeBusinessCenter | TmBizCtr | Added EP161 | ||
| 40116 | ProvisionCashSettlValueDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement value date. | Added EP161 |
| Component(-) | ProvisionCashSettlValueDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement value date. | Added EP161 |
| Repeating Group 40953 | NoProvisionCashSettlValueDateBusinessCenters | Added EP161 |
| 40117 | ProvisionCashSettlValueDateBusinessCenter | Ctr | Required if NoProvisionCashSettlValueDatBusinessCenters(40953) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40118 | ProvisionCashSettlValueDateRelativeTo | Reltv | Added EP161 | ||
| 40119 | ProvisionCashSettlValueDateOffsetPeriod | OfstPeriod | Conditionally required when ProvisionCashSettlValueDateOffsetUnit(40120) is specified. | Added EP161 | |
| 40120 | ProvisionCashSettlValueDateOffsetUnit | OfstUnit | Conditionally required when ProvisionCashSettlValueDateOffsetPeriod(40119) is specified. | Added EP161 | |
| 40121 | ProvisionCashSettlValueDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40122 | ProvisionCashSettlValueDateAdjusted | Dt | Added EP161 |
| end Component |
| Component(-) | ProvisionOptionExerciseDates | OptExerDts | Added EP161 |
| 40123 | ProvisionOptionExerciseBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option exercise dates. | Added EP161 |
| Component(-) | ProvisionOptionExerciseBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option exercise dates. | Added EP161 |
| Repeating Group 40954 | NoProvisionOptionExerciseBusinessCenters | Added EP161 |
| 40124 | ProvisionOptionExerciseBusinessCenter | Ctr | Required if NoProvisionOptionExerciseBusinessCenters(40954) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | ProvisionOptionExerciseFixedDateGrp | OptExerFixedDt | Added EP161 |
| Repeating Group 40142 | NoProvisionOptionExerciseFixedDates | Added EP161 |
| 40143 | ProvisionOptionExerciseFixedDate | Dt | Required if NoProvisionOptionExerciseFixedDates (40142) > 0. | Added EP161 | |
| 40144 | ProvisionOptionExerciseFixedDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP161 |
| end Repeating Group |
| end Component |
| 40125 | ProvisionOptionExerciseEarliestDateOffsetPeriod | ErlstOfstPeriod | Conditionally required when ProvisionOptionExerciseEarliestDateUnit(40126) is specified. | Added EP161 | |
| 40126 | ProvisionOptionExerciseEarliestDateOffsetUnit | ErlstOfstUnit | Conditionally required when ProvisionOptionExerciseEasrliestDatePeriod(40125) is specified. | Added EP161 | |
| 40127 | ProvisionOptionExerciseFrequencyPeriod | FreqPeriod | Conditionally required when ProvisionOptionExerciseFrequencyUnit(40128) is specified. | Added EP161 | |
| 40128 | ProvisionOptionExerciseFrequencyUnit | FreqUnit | Conditionally required when ProvisionOptionExerciseFrequencyPeriod(40127) is specified. | Added EP161 | |
| 40129 | ProvisionOptionExerciseStartDateUnadjusted | StartDtUnadj | Added EP161 | ||
| 40130 | ProvisionOptionExerciseStartDateRelativeTo | StartDtReltv | Added EP161 | ||
| 40131 | ProvisionOptionExerciseStartDateOffsetPeriod | StartDtOfstPeriod | Conditionally required when ProvisionOptionExerciseStartDateOffsetUnit(40132) is specified. | Added EP161 | |
| 40132 | ProvisionOptionExerciseStartDateOffsetUnit | StartDtOfstUnit | Conditionally required when ProvisionOptionExerciseStartDateOffsetPeriod(40131) is specified. | Added EP161 | |
| 40133 | ProvisionOptionExerciseStartDateOffsetDayType | StartDtOfstDayTyp | Added EP161 | ||
| 40134 | ProvisionOptionExerciseStartDateAdjusted | StartDt | Added EP161 | ||
| 40135 | ProvisionOptionExercisePeriodSkip | Skip | Added EP161 | ||
| 40136 | ProvisionOptionExerciseBoundsFirstDateUnadjusted | FirstDtUnadj | Added EP161 | ||
| 40137 | ProvisionOptionExerciseBoundsLastDateUnadjusted | LastDtUnadj | Added EP161 | ||
| 40138 | ProvisionOptionExerciseEarliestTime | ErlstTm | Added EP161 | ||
| 40139 | ProvisionOptionExerciseEarliestTimeBusinessCenter | ErlstTmBizCtr | Added EP161 | ||
| 40140 | ProvisionOptionExerciseLatestTime | LtstTm | Added EP161 | ||
| 40141 | ProvisionOptionExerciseLatestTimeBusinessCenter | LtstTmBizCtr | Added EP161 |
| end Component |
| Component(-) | ProvisionOptionExpirationDate | OptExpDt | Added EP161 |
| 40145 | ProvisionOptionExpirationDateUnadjusted | DtUnadj | Added EP161 | ||
| 40146 | ProvisionOptionExpirationDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option expiration date. | Added EP161 |
| Component(-) | ProvisionOptionExpirationDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option expiration date. | Added EP161 |
| Repeating Group 40955 | NoProvisionOptionExpirationDateBusinessCenters | Added EP161 |
| 40147 | ProvisionOptionExpirationDateBusinessCenter | Ctr | Required if NoProvisionOptionExpirationDateBusinessCenters(40955) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40148 | ProvisionOptionExpirationDateRelativeTo | Reltv | Added EP161 | ||
| 40149 | ProvisionOptionExpirationDateOffsetPeriod | OfstPeriod | Conditionally required when ProvisionOptionExpirationDateOffsetUnit(40150) is specified. | Added EP161 | |
| 40150 | ProvisionOptionExpirationDateOffsetUnit | OfstUnit | Conditionally required when ProvisionOptionExpirationDateOffsetPeriod(40149) is specified. | Added EP161 | |
| 40151 | ProvisionOptionExpirationDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40152 | ProvisionOptionExpirationDateAdjusted | Dt | Added EP161 | ||
| 40153 | ProvisionOptionExpirationTime | ExpTm | Added EP161 | ||
| 40154 | ProvisionOptionExpirationTimeBusinessCenter | ExpTmBizCtr | Added EP161 |
| end Component |
| Component(-) | ProvisionOptionRelevantUnderlyingDate | OptRelvntUndlyDt | Added EP161 |
| 40155 | ProvisionOptionRelevantUnderlyingDateUnadjusted | DtUnadj | Added EP161 | ||
| 40156 | ProvisionOptionRelevantUnderlyingDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option relevant underlying date. | Added EP161 |
| Component(-) | ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option relevant underlying date. | Added EP161 Updated EP282 |
| Repeating Group 40956 | NoProvisionOptionRelevantUnderlyingDateBusinessCenters | Added EP161 |
| 40157 | ProvisionOptionRelevantUnderlyingDateBusinessCenter | Ctr | Required if NoProvisionOptionRelevantUnderlyingDateBusinessCenters(40956) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40158 | ProvisionOptionRelevantUnderlyingDateRelativeTo | Reltv | Added EP161 | ||
| 40159 | ProvisionOptionRelevantUnderlyingDateOffsetPeriod | OfstPeriod | Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetUnit(40160) is specified. | Added EP161 | |
| 40160 | ProvisionOptionRelevantUnderlyingDateOffsetUnit | OfstUnit | Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetPeriod(40159) is specified. | Added EP161 | |
| 40161 | ProvisionOptionRelevantUnderlyingDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40162 | ProvisionOptionRelevantUnderlyingDateAdjusted | Dt | Added EP161 |
| end Component |
| 40101 | ProvisionOptionExerciseStyle | ExerStyle | Added EP161 | ||
| 40102 | ProvisionOptionExerciseMultipleNotional | MultplNotl | Added EP161 | ||
| 40103 | ProvisionOptionExerciseMinimumNotional | MinNotl | Added EP161 | ||
| 40104 | ProvisionOptionExerciseMaximumNotional | MaxNotl | Added EP161 | ||
| 40105 | ProvisionOptionMinimumNumber | MinNum | Added EP161 | ||
| 40106 | ProvisionOptionMaximumNumber | MaxNum | Added EP161 | ||
| 40107 | ProvisionOptionExerciseConfirmation | ExerCnfm | Added EP161 |
| Component(-) | ProvisionCashSettlPaymentDates | CashSettlPmtDts | Added EP161 |
| 40163 | ProvisionCashSettlPaymentDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement payment dates. | Added EP161 |
| Component(-) | ProvisionCashSettlPaymentDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement payment dates. | Added EP161 |
| Repeating Group 40952 | NoProvisionCashSettlPaymentDateBusinessCenters | Added EP161 |
| 40164 | ProvisionCashSettlPaymentDateBusinessCenter | Ctr | Required if NoProvisionCashSettlPaymentDateBusinessCenters(40952) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 40165 | ProvisionCashSettlPaymentDateRelativeTo | Reltv | Added EP161 | ||
| 40166 | ProvisionCashSettlPaymentDateOffsetPeriod | OfstPeriod | Conditionally required when ProvisionCashSettlPaymentDateOffsetUnit(40167) is specified. | Added EP161 | |
| 40167 | ProvisionCashSettlPaymentDateOffsetUnit | OfstUnit | Conditionally required when ProvisionCashSettlPaymentDateOffsetPeriod(40166) is specified. | Added EP161 | |
| 40168 | ProvisionCashSettlPaymentDateOffsetDayType | OfstDayTyp | Added EP161 | ||
| 40169 | ProvisionCashSettlPaymentDateRangeFirst | DtFirst | Added EP161 | ||
| 40170 | ProvisionCashSettlPaymentDateRangeLast | DtLast | Added EP161 |
| Component(-) | ProvisionCashSettlPaymentFixedDateGrp | CashSettlPmtFixedDt | Added EP161 |
| Repeating Group 40171 | NoProvisionCashSettlPaymentDates | Added EP161 |
| 40172 | ProvisionCashSettlPaymentDate | Dt | Required if NoProvisionCashSettlPaymentDates (40171) > 0. | Added EP161 | |
| 40173 | ProvisionCashSettlPaymentDateType | Typ | When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. | Added EP161 |
| end Repeating Group |
| end Component |
| end Component |
| 40108 | ProvisionCashSettlMethod | SettlMeth | Added EP161 | ||
| 40109 | ProvisionCashSettlCurrency | SettlCcy | Added EP161 | ||
| 40110 | ProvisionCashSettlCurrency2 | SettlCcy2 | Added EP161 | ||
| 40111 | ProvisionCashSettlQuoteType | SettlQteTyp | Added EP161 |
| Component(-) | ProvisionCashSettlQuoteSource | CashSettlQteSrc | Added EP161 |
| 40112 | ProvisionCashSettlQuoteSource | SettlQteSrc | Added EP161 | ||
| 41406 | ProvisionCashSettlQuoteReferencePage | RefPg | Added EP161 |
| end Component |
| 40113 | ProvisionText | Txt | Added EP161 | ||
| 40986 | EncodedProvisionTextLen | EncTxtLen | Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it. | Added EP161 | |
| 40987 | EncodedProvisionText | EncTxt | Encoded (non-ASCII characters) representation of the ProvisionText(40113) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 |
| Component(-) | ProvisionParties | Pty | Added EP161 |
| Repeating Group 40174 | NoProvisionPartyIDs | Added EP161 |
| 40175 | ProvisionPartyID | ID | Required if NoProvisionPartyIDs(40174) > 0. | Added EP161 | |
| 40176 | ProvisionPartyIDSource | Src | Required if NoProvisionPartyIDs(40174) > 0. | Added EP161 | |
| 40177 | ProvisionPartyRole | R | Required if NoProvisionPartyIDs(40174) > 0. | Added EP161 | |
| 2385 | ProvisionPartyRoleQualifier | Qual | Added EP179 |
| Component(-) | ProvisionPtysSubGrp | Sub | Added EP161 |
| Repeating Group 40178 | NoProvisionPartySubIDs | Added EP161 |
| 40179 | ProvisionPartySubID | ID | Required if NoProvisionPartySubIDs(40178) > 0. | Added EP161 | |
| 40180 | ProvisionPartySubIDType | Typ | Required if NoProvisionPartySubIDs(40178) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | AdditionalTermGrp | AddtnlTrm | Added EP161 |
| Repeating Group 40019 | NoAdditionalTerms | Added EP161 |
| 40020 | AdditionalTermConditionPrecedentBondIndicator | PrcdntInd | Required if NoAdditionalTerms(40019) > 0. | Added EP161 | |
| 40021 | AdditionalTermDiscrepancyClauseIndicator | DscrpncyInd | Added EP161 |
| Component(-) | AdditionalTermBondRefGrp | BondRef | Added EP161 |
| Repeating Group 40000 | NoAdditionalTermBondRefs | Added EP161 |
| 40001 | AdditionalTermBondSecurityID | ID | Required if NoAdditionalTermBondRefs(40000) > 0. | Added EP161 | |
| 40002 | AdditionalTermBondSecurityIDSource | Src | Conditionally required when AdditionalTermBondSecurityID(40001) is specified. | Added EP161 | |
| 40003 | AdditionalTermBondDesc | Desc | Added EP161 | ||
| 40004 | EncodedAdditionalTermBondDescLen | EncDescLen | Must be set if EncodedAdditionalTermBondDesc(40005) field is specified and must immediately precede it. | Added EP161 | |
| 40005 | EncodedAdditionalTermBondDesc | EncDesc | Encoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 | |
| 40006 | AdditionalTermBondCurrency | Ccy | Added EP161 | ||
| 40007 | AdditionalTermBondIssuer | Issr | Added EP161 | ||
| 40008 | EncodedAdditionalTermBondIssuerLen | EncIssrLen | Must be set if EncodedAdditionalTermBondIssuer(40009) field is specified and must immediately precede it. | Added EP161 | |
| 40009 | EncodedAdditionalTermBondIssuer | EncIssr | Encoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding(347) field. | Added EP161 | |
| 40010 | AdditionalTermBondSeniority | Snrty | Added EP161 | ||
| 40011 | AdditionalTermBondCouponType | CpnTyp | Added EP161 | ||
| 40012 | AdditionalTermBondCouponRate | CpnRt | Added EP161 | ||
| 40013 | AdditionalTermBondMaturityDate | MatDt | Added EP161 | ||
| 40014 | AdditionalTermBondParValue | Par | Added EP161 | ||
| 40015 | AdditionalTermBondCurrentTotalIssuedAmount | CurTotAmt | Added EP161 | ||
| 40016 | AdditionalTermBondCouponFrequencyPeriod | CpnPeriod | Conditionally required when AdditionalTermBondCouponFrequencyUnit(40017) is specified. | Added EP161 | |
| 40017 | AdditionalTermBondCouponFrequencyUnit | CpnUnit | Conditionally required when AdditionalTermBondCouponFrequencyPeriod(40016) is specified. | Added EP161 | |
| 40018 | AdditionalTermBondDayCount | DayCnt | Added EP161 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | ProtectionTermGrp | ProtctnTrm | Added EP161 |
| Repeating Group 40181 | NoProtectionTerms | Added EP161 |
| 40182 | ProtectionTermNotional | Notl | Required if NoProtectionTerms(40181) > 0. | Added EP161 | |
| 40183 | ProtectionTermCurrency | Ccy | Added EP161 | ||
| 40184 | ProtectionTermSellerNotifies | Seller | Added EP161 | ||
| 40185 | ProtectionTermBuyerNotifies | Buyer | Added EP161 | ||
| 40186 | ProtectionTermEventBusinessCenter | BizCtr | Added EP161 | ||
| 40187 | ProtectionTermStandardSources | StdSrcs | Added EP161 | ||
| 40188 | ProtectionTermEventMinimumSources | MinSrcs | Added EP161 |
| Component(-) | ProtectionTermEventNewsSourceGrp | NewsSrc | Added EP161 |
| Repeating Group 40951 | NoProtectionTermEventNewsSources | Added EP161 |
| 40189 | ProtectionTermEventNewsSource | Src | Required if NoProtectionTermEventNewsSources(40951) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | ProtectionTermEventGrp | Evnt | Added EP161 |
| Repeating Group 40191 | NoProtectionTermEvents | Added EP161 |
| 40192 | ProtectionTermEventType | Typ | Required if NoProtectionTermEvents(40191) > 0. | Added EP161 | |
| 40193 | ProtectionTermEventValue | Val | Added EP161 | ||
| 40194 | ProtectionTermEventCurrency | Ccy | Added EP161 | ||
| 40195 | ProtectionTermEventPeriod | Period | Conditionally required when ProtectionTermEventUnit(40196) is specified. | Added EP161 | |
| 40196 | ProtectionTermEventUnit | Unit | Conditionally required when ProtectionTermEventPeriod(40195) is specified. | Added EP161 | |
| 40197 | ProtectionTermEventDayType | DayTyp | Added EP161 | ||
| 40198 | ProtectionTermEventRateSource | RtSrc | Added EP161 |
| Component(-) | ProtectionTermEventQualifierGrp | Qual | Added EP161 |
| Repeating Group 40199 | NoProtectionTermEventQualifiers | Added EP161 |
| 40200 | ProtectionTermEventQualifier | Qual | Required if NoProtectionTermEventQualifiers(40199) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | ProtectionTermObligationGrp | Oblig | Added EP161 |
| Repeating Group 40201 | NoProtectionTermObligations | Added EP161 |
| 40202 | ProtectionTermObligationType | Typ | Required if NoProtectionTermObligations(40201) > 0. | Added EP161 | |
| 40203 | ProtectionTermObligationValue | Val | Added EP161 |
| end Repeating Group |
| end Component |
| 40190 | ProtectionTermXID | XID | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | CashSettlTermGrp | CashSettlTrm | Added EP161 |
| Repeating Group 40022 | NoCashSettlTerms | Added EP161 |
| 40023 | CashSettlCurrency | Ccy | Required if NoCashSettlTerms(40022) > 0. | Added EP161 | |
| 40024 | CashSettlValuationFirstBusinessDayOffset | BizDayOfst | Added EP161 | ||
| 40916 | CashSettlValuationSubsequentBusinessDaysOffset | SbsqntBizDayOfst | Added EP161 | ||
| 40917 | CashSettlNumOfValuationDates | NumValDts | Added EP161 | ||
| 40025 | CashSettlValuationTime | ValTm | Added EP161 | ||
| 40026 | CashSettlBusinessCenter | BizCtr | Added EP161 | ||
| 40027 | CashSettlQuoteMethod | QteMeth | Added EP161 | ||
| 40028 | CashSettlQuoteAmount | QteAmt | Added EP161 | ||
| 40029 | CashSettlQuoteCurrency | QteCcy | Added EP161 | ||
| 40030 | CashSettlMinimumQuoteAmount | MinQteAmt | Added EP161 | ||
| 40031 | CashSettlMinimumQuoteCurrency | MinQteCcy | Added EP161 |
| Component(-) | CashSettlDealerGrp | Dlr | Added EP161 |
| Repeating Group 40277 | NoCashSettlDealers | Added EP161 |
| 40032 | CashSettlDealer | Dlr | Required if NoCashSettlDealers(40277) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| 42216 | CashSettlPriceSource | PxSrc | Added EP208 | ||
| 42217 | CashSettlPriceDefault | PxDflt | Added EP208 | ||
| 40033 | CashSettlBusinessDays | BizDays | Added EP161 | ||
| 40034 | CashSettlAmount | Amt | Added EP161 |
| Component(-) | CashSettlDate | SettlDt | Added EP208 |
| 42207 | CashSettlDateUnadjusted | DtUnadj | Added EP208 | ||
| 42208 | CashSettlDateBusinessDayConvention | BizDayCnvtn | When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. | Added EP208 |
| Component(-) | CashSettlDateBusinessCenterGrp | BizCtr | When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. | Added EP208 |
| Repeating Group 42214 | NoCashSettlDateBusinessCenters | Added EP208 |
| 42215 | CashSettlDateBusinessCenter | Ctr | Required if NoCashSettlDateBusinessCenters(42214) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 42209 | CashSettlDateRelativeTo | Reltv | Added EP208 | ||
| 42210 | CashSettlDateOffsetPeriod | OfstPeriod | Conditionally required when CashSettlDateOffsetUnit(42211) is specified. | Added EP208 | |
| 42211 | CashSettlDateOffsetUnit | OfstUnit | Conditionally required when CashSettlDateOffsetPeriod(42210) is specified. | Added EP208 | |
| 42212 | CashSettlDateOffsetDayType | OfstDayTyp | Added EP208 | ||
| 42213 | CashSettlDateAdjusted | Dt | Added EP208 |
| end Component |
| 40035 | CashSettlRecoveryFactor | RcvryFctr | Added EP161 | ||
| 40036 | CashSettlFixedTermIndicator | FixedInd | Added EP161 | ||
| 40037 | CashSettlAccruedInterestIndicator | AcrdIntInd | Added EP161 | ||
| 40038 | CashSettlValuationMethod | ValMeth | Added EP161 | ||
| 40039 | CashSettlTermXID | XID | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | PhysicalSettlTermGrp | PhysSettlTrm | Added EP161 |
| Repeating Group 40204 | NoPhysicalSettlTerms | Added EP161 |
| Component(-) | PhysicalSettlDeliverableObligationGrp | DlvrblOblig | Required if NoPhysicalSettlTerms(40204) > 0. | Added EP161 |
| Repeating Group 40209 | NoPhysicalSettlDeliverableObligations | Added EP161 |
| 40210 | PhysicalSettlDeliverableObligationType | Typ | Required if NoPhysicalSettlDeliverableObligations (40209) > 0. | Added EP161 | |
| 40211 | PhysicalSettlDeliverableObligationValue | Val | Added EP161 |
| end Repeating Group |
| end Component |
| 40205 | PhysicalSettlCurrency | Ccy | Added EP161 | ||
| 40206 | PhysicalSettlBusinessDays | BizDays | Added EP161 | ||
| 40207 | PhysicalSettlMaximumBusinessDays | MaxBizDays | Added EP161 | ||
| 40208 | PhysicalSettlTermXID | XID | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | ExtraordinaryEventGrp | ExtrordEvnt | Added EP208 |
| Repeating Group 42296 | NoExtraordinaryEvents | Added EP208 |
| 42297 | ExtraordinaryEventType | Typ | Required if NoExtraordinaryEvents(42296) > 0. | Added EP208 | |
| 42298 | ExtraordinaryEventValue | Val | Required if NoExtraordinaryEvents(42296) > 0. | Added EP208 |
| end Repeating Group |
| end Component |
| 2602 | ExtraordinaryEventAdjustmentMethod | ExtrordEvntAdjMeth | Added EP208 | ||
| 2603 | ExchangeLookAlike | ExchLookAlike | Added EP208 |
| end Component |
| Component(-) | InstrumentExtension | InstrmtExt | Added EP192 |
| 668 | DeliveryForm | DlvryForm | Identifies the form of delivery. | Added FIX.4.4 | |
| 869 | PctAtRisk | PctAtRisk | Percent at risk due to lowest possible call. | Added FIX.4.4 |
| Component(-) | AttrbGrp | Attrb | Number of repeating InstrAttrib group entries. | Added FIX.4.4 |
| Repeating Group 870 | NoInstrAttrib | Added FIX.4.4 |
| 871 | InstrAttribType | Typ | Added FIX.4.4 | ||
| 872 | InstrAttribValue | Val | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| 2736 | CommodityFinalPriceType | CmdtyFnlPxTyp | Added EP235 |
| Component(-) | IndexRollMonthGrp | NdxRollMo | Added EP235 |
| Repeating Group 2734 | NoIndexRollMonths | Added EP235 |
| 2733 | IndexRollMonth | Mo | Required if NoIndexRollMonths(2734) > 0. | Added EP235 |
| end Repeating Group |
| end Component |
| 2738 | NextIndexRollDate | NxtNdxRollDt | Added EP235 |
| Component(-) | FloatingRateIndex | RtNdx | Added EP235 |
| 2731 | FloatingRateIndexID | ID | Conditionally required when FloatingRateIndexIDSource(2732) is specified. | Added EP235 | |
| 2732 | FloatingRateIndexIDSource | Src | Conditionally required when FloatingRateIndexID(2731) is specified. | Added EP235 | |
| 2730 | FloatingRateIndexCurveUnit | Unit | Conditionally required when FloatingRateIndexCurvePeriod(2728) is specified. | Added EP235 | |
| 2728 | FloatingRateIndexCurvePeriod | Period | Conditionally required when FloatingRateIndexCurveUnit(2730) is specified. | Added EP235 | |
| 2729 | FloatingRateIndexCurveSpread | Spread | Added EP235 |
| end Component |
| Component(-) | ReferenceDataDateGrp | RefDataDt | Added EP235 |
| Repeating Group 2746 | NoReferenceDataDates | Added EP235 |
| 2747 | ReferenceDataDate | Dt | Required if NoReferenceDataDates(2746) > 0. | Added EP235 | |
| 2748 | ReferenceDataDateType | Typ | Added EP235 |
| end Repeating Group |
| end Component |
| end Component |
| Component(-) | FinancingDetails | FinDetls | Added EP141 |
| 913 | AgreementDesc | AgmtDesc | The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal | Added FIX.4.4 | |
| 914 | AgreementID | AgmtID | A common reference to the applicable standing agreement between the principals | Added FIX.4.4 | |
| 1961 | AgreementVersion | AgmtVer | Added EP161 | ||
| 915 | AgreementDate | AgmtDt | A reference to the date the underlying agreement was executed. | Added FIX.4.4 | |
| 918 | AgreementCurrency | AgmtCcy | Currency of the underlying agreement. | Added FIX.4.4 | |
| 2952 | AgreementCurrencyCodeSource | AgmtCcySrc | Added EP273 | ||
| 1962 | MasterConfirmationDesc | CnfmDesc | Added EP161 | ||
| 1963 | MasterConfirmationDate | CnfmDt | Added EP161 | ||
| 1964 | MasterConfirmationAnnexDesc | CnfmAnxDesc | Added EP161 | ||
| 1965 | MasterConfirmationAnnexDate | CnfmAnxDt | Added EP161 | ||
| 1966 | BrokerConfirmationDesc | BrkrCnfmDesc | Added EP161 |
| Component(-) | FinancingContractualDefinitionGrp | CtrctlDef | Added EP161 |
| Repeating Group 40040 | NoContractualDefinitions | Added EP161 |
| 40041 | ContractualDefinition | Def | Required if NoContractualDefinitions(40040) > 0. | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | FinancingTermSupplementGrp | TrmSupplmnt | Added EP161 |
| Repeating Group 40046 | NoFinancingTermSupplements | Added EP161 |
| 40047 | FinancingTermSupplementDesc | Desc | Required if NoFinancingTermSupplements(40046) > 0. | Added EP161 | |
| 40048 | FinancingTermSupplementDate | Dt | Added EP161 |
| end Repeating Group |
| end Component |
| Component(-) | FinancingContractualMatrixGrp | CtrctlMtrx | Added EP161 |
| Repeating Group 40042 | NoContractualMatrices | Added EP161 |
| 40043 | ContractualMatrixSource | Src | Required if NoContractualMatrices(40042) > 0. | Added EP161 | |
| 40044 | ContractualMatrixDate | Dt | Added EP161 | ||
| 40045 | ContractualMatrixTerm | Trm | Added EP161 |
| end Repeating Group |
| end Component |
| 1967 | CreditSupportAgreementDesc | CrdSuprtDesc | Added EP161 | ||
| 1968 | CreditSupportAgreementDate | CrdSuprtDt | Added EP161 | ||
| 1969 | CreditSupportAgreementID | CrdSuprtID | Added EP161 | ||
| 1970 | GoverningLaw | Law | Added EP161 | ||
| 1513 | DocumentationText | DcmntnTxt | Added EP169 | ||
| 1525 | EncodedDocumentationTextLen | EncDcmntnTxtLen | Must be set if EncodedDocumentationText(1527) field is specified and must immediately precede it. | Added EP169 | |
| 1527 | EncodedDocumentationText | EncDcmntnTxt | Encoded (non-ASCII characters) representation of the DocumentationText(1513) field in the encoded format specified via the MessageEncoding(347) field. | Added EP169 | |
| 788 | TerminationType | TrmTyp | For Repos the timing or method for terminating the agreement. | Added FIX.4.4 | |
| 916 | StartDate | StartDt | Settlement date of the beginning of the deal | Added FIX.4.4 | |
| 917 | EndDate | EndDt | Repayment / repurchase date | Added FIX.4.4 | |
| 919 | DeliveryType | DlvryTyp | Delivery or custody arrangement for the underlying securities | Added FIX.4.4 | |
| 898 | MarginRatio | MgnRatio | Percentage of cash value that underlying security collateral must meet. | Added FIX.4.4 |
| end Component |
| 669 | LastParPx | LastParPx | Added EP-1 | ||
| 1056 | CalculatedCcyLastQty | CalcCcyLastQty | Added EP-1 | ||
| 1071 | LastSwapPoints | LastSwapPnts | Added EP-1 | ||
| 2762 | PriceMarkup | PxMrkup | Dealer's markup of market price to LastPx(31). | Added EP240 |
| Component(-) | AveragePriceDetail | AvgPxDetl | Added EP240 |
| 2763 | AveragePriceType | Typ | Added EP240 | ||
| 2764 | AveragePriceStartTime | StartTm | Required if AveragePriceType(2763)=2 (Percent of volume average price) or 0 (Time weighted average price). | Added EP240 | |
| 2765 | AveragePriceEndTime | EndTm | Required if AveragePriceType(2763)=2 (Percent of volume average price) or 0 (Time weighted average price). | Added EP240 |
| end Component |
| 15 | Currency | Ccy | Primary currency of the specified currency pair. Used to qualify LastQty(32) and GrossTradeAmt(381). | Added EP-1 Updated EP271 | |
| 2897 | CurrencyCodeSource | CcySrc | Added EP273 | ||
| 120 | SettlCurrency | SettlCcy | Contra currency of the deal. Used to qualify CalculatedCcyLastQty(1056). | Added EP-1 Updated EP141 | |
| 2899 | SettlCurrencyCodeSource | SettlCcySrc | Added EP273 | ||
| 194 | LastSpotRate | LastSpotRt | Added EP-1 | ||
| 195 | LastForwardPoints | LastFwdPnts | Added EP-1 | ||
| 30 | LastMkt | LastMkt | Added EP-1 | ||
| 75 | TradeDate | TrdDt | Added EP-1 | ||
| 715 | ClearingBusinessDate | BizDt | Added EP-1 | ||
| 6 | AvgPx | AvgPx | Added EP-1 | ||
| 1731 | AvgPxGroupID | AvgPxGrpID | Added EP141 | ||
| 819 | AvgPxIndicator | AvgPxInd | Added EP-1 | ||
| 442 | MultiLegReportingType | MLegRptTyp | Added EP-1 | ||
| 824 | TradeLegRefID | TrdLegRefID | Added EP-1 | ||
| 60 | TransactTime | TxnTm | Time this message was issued by matching system, trading system or counterparty. | Added FIX.4.4 Updated EP141 | |
| 63 | SettlType | SettlTyp | Added EP-1 |
| Component(-) | UndInstrmtGrp | Undly | Added EP-1 |
| Repeating Group 711 | NoUnderlyings | Number of underlyings | Added FIX.4.4 |
| Component(-) | UnderlyingInstrument | Undly | Required if NoUnderlyings(711) > 0. | Added FIX.4.4 Updated EP192 |
| 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 |
|