FIX.5.0SP2 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@SecTyp  
763UnderlyingSecuritySubType@SubTyp  
313UnderlyingMaturityMonthYear@MMY  
542UnderlyingMaturityDate@Mat  
1213UnderlyingMaturityTime@MatTm  
241UnderlyingCouponPaymentDate@CpnPmt  
1453UnderlyingRestructuringType@RestrctTyp  
1454UnderlyingSeniority@Snrty  
1455UnderlyingNotionalPercentageOutstanding@NotlPctOut  
1456UnderlyingOriginalNotionalPercentageOutstanding@OrigNotlPctOut  
1459UnderlyingAttachmentPoint@AttchPnt  
1460UnderlyingDetachmentPoint@DetchPnt  
242UnderlyingIssueDate@Issued  
243UnderlyingRepoCollateralSecurityType@RepoCollSecTyp  Depr  FIX.4.4
244UnderlyingRepurchaseTerm@RepoTrm  Depr  FIX.4.4
245UnderlyingRepurchaseRate@RepoRt  Depr  FIX.4.4
246UnderlyingFactor@Fctr  
256UnderlyingCreditRating@CrdRtg  
595UnderlyingInstrRegistry@Rgstry  
592UnderlyingCountryOfIssue@Ctry  
593UnderlyingStateOrProvinceOfIssue@StOrProvnc  
594UnderlyingLocaleOfIssue@Lcl  
247UnderlyingRedemptionDate@Redeem  Depr  FIX.4.4
316UnderlyingStrikePrice@StrkPx  
941UnderlyingStrikeCurrency@StrkCcy  
317UnderlyingOptAttribute@OptA  
436UnderlyingContractMultiplier@Mult  
1437UnderlyingContractMultiplierUnit@MultTyp  
1441UnderlyingFlowScheduleType@FlowSchedTyp  
998UnderlyingUnitOfMeasure@UOM  
1423UnderlyingUnitOfMeasureQty@UOMQty  
1424UnderlyingPriceUnitOfMeasure@PxUOM  
1425UnderlyingPriceUnitOfMeasureQty@PxUOMQty  
1000UnderlyingTimeUnit@TmUnit 

Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

 
1419UnderlyingExerciseStyle@ExerStyle  
435UnderlyingCouponRate@CpnRt  
308UnderlyingSecurityExchange@Exch  
306UnderlyingIssuer@Issr  
362EncodedUnderlyingIssuerLen@EncUndIssrLen  
363EncodedUnderlyingIssuer@EncUndIssr  
307UnderlyingSecurityDesc@Desc  
364EncodedUnderlyingSecurityDescLen@EncUndSecDescLen  
365EncodedUnderlyingSecurityDesc@EncUndSecDesc  
877UnderlyingCPProgram@CPPgm  
878UnderlyingCPRegType@CPRegTyp  
972UnderlyingAllocationPercent@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.

 
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.)

 
975UnderlyingSettlementType@SettlTyp 

Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.

 
973UnderlyingCashAmount@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.

 
974UnderlyingCashType@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)

 
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

 
1044UnderlyingAdjustedQuantity@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).

 
1045UnderlyingFXRate@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).

 
1046UnderlyingFXRateCalc@FxRateCalc 

Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).

 
1038UnderlyingCapValue@CapValu  
ComponentUndlyInstrumentPartiesPty  
1039UnderlyingSettlMethod@SetMeth  
315UnderlyingPutOrCall@PutCall 

Used to express option right

 
Used in messages:
[DerivativeSecurityList] [DerivativeSecurityListRequest] [DerivativeSecurityListUpdateReport] [OrderMassActionReport] [OrderMassActionRequest] [OrderMassCancelReport] [OrderMassCancelRequest] [OrderMassStatusRequest]
Used in components:
[PosUndInstrmtGrp] [QuotSetAckGrp] [QuotSetGrp] [UndInstrmtCollGrp] [UndInstrmtGrp]