FIX.4.4 Component

UnderlyingInstrument

<Undly>

The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.


Added  FIX.4.3

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Field or ComponentField NameFIXML nameReq'dCommentsDepr.
311UnderlyingSymbol@Sym  
312UnderlyingSymbolSfx@Sfx  
309UnderlyingSecurityID@ID  
305UnderlyingSecurityIDSource@Src  
ComponentUndSecAltIDGrpUndAID  
462UnderlyingProduct@Prod  
463UnderlyingCFICode@CFI  
310UnderlyingSecurityType@Typ  
763UnderlyingSecuritySubType@SubTyp  
313UnderlyingMaturityMonthYear@MMY  
542UnderlyingMaturityDate@Mat  
315UnderlyingPutOrCall  
241UnderlyingCouponPaymentDate@CpnPmt  
242UnderlyingIssueDate@Issued  
243UnderlyingRepoCollateralSecurityType@RepoCollSecTyp 

(Deprecated, not applicable/used for Repos)

 
244UnderlyingRepurchaseTerm@RepoTrm 

(Deprecated, not applicable/used for Repos)

 
245UnderlyingRepurchaseRate@RepoRt 

(Deprecated, not applicable/used for Repos)

 
246UnderlyingFactor@Fctr  
256UnderlyingCreditRating@CrdRtg  
595UnderlyingInstrRegistry@Rgstry  
592UnderlyingCountryOfIssue@Ctry  
593UnderlyingStateOrProvinceOfIssue@StOrProvnc  
594UnderlyingLocaleOfIssue@Lcl  
247UnderlyingRedemptionDate@Redeem 

(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

 
316UnderlyingStrikePrice@StrkPx  
941UnderlyingStrikeCurrency@StrkCcy  
317UnderlyingOptAttribute@OptA  
436UnderlyingContractMultiplier@Mult  
435UnderlyingCouponRate@CpnRt  
308UnderlyingSecurityExchange@Exch  
306UnderlyingIssuer@Issr  
362EncodedUnderlyingIssuerLen@EncUndIssrLen  
363EncodedUnderlyingIssuer@EncUndIssr  
307UnderlyingSecurityDesc@Desc  
364EncodedUnderlyingSecurityDescLen@EncUndSecDescLen  
365EncodedUnderlyingSecurityDesc@EncUndSecDesc  
877UnderlyingCPProgram@CPPgm  
878UnderlyingCPRegType@CPRegTyp  
318UnderlyingCurrency@Ccy 

Specific to the <UnderlyingInstrument> (not in <Instrument>)

 
879UnderlyingQty@Qty 

Specific to the <UnderlyingInstrument> (not in <Instrument>)

Unit amount of the underlying security (par, shares, currency, etc.)

 
810UnderlyingPx@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.

 
882UnderlyingDirtyPrice@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. "Dirty" means it includes accrued interest

 
883UnderlyingEndPrice@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.

 
884UnderlyingStartValue@StartVal 

Specific to the <UnderlyingInstrument> (not in <Instrument>)

Currency value attributed to this collateral at the start of the agreement

 
885UnderlyingCurrentValue@CurVal 

Specific to the <UnderlyingInstrument> (not in <Instrument>)

Currency value currently attributed to this collateral

 
886UnderlyingEndValue@EndVal 

Specific to the <UnderlyingInstrument> (not in <Instrument>)

Currency value attributed to this collateral at the end of the agreement

 
ComponentUnderlyingStipulationsStip 

Specific to the <UnderlyingInstrument> (not in <Instrument>)

Insert here the contents of the <UnderlyingStipulations> Component Block

 

Used in messages:
[DerivativeSecurityList] [DerivativeSecurityListRequest] [OrderMassCancelReport] [OrderMassCancelRequest] [OrderMassStatusRequest]

Used in components:
[PosUndInstrmtGrp] [QuotSetAckGrp] [QuotSetGrp] [UndInstrmtCollGrp] [UndInstrmtGrp] [UndInstrmtStrkPxGrp]