FIX Latest As of EP269 Introduction

FINANCIAL INFORMATION EXCHANGE (FIX)
FIX APPLICATION LAYER
Introduction
FIX Latest
As of EP269, August 2021
FIX Global Technical Committee
© Copyright, 2011-2021, FIX Protocol, Limited

FIX APPLICATION LAYER – FIX LATEST AS OF EP269 August 2021
Table of Contents
1 Preface ..........................................................................................................................................................22
2 About FIX Protocol Limited .............................................................................................................................23
3 Introduction ...................................................................................................................................................24
4 Organization of specification ..........................................................................................................................26
4.1 Message and Component Definitions .................................................................................................................. 27
4.2 Extension Pack Management ............................................................................................................................... 27
4.2.1 List of Extension Packs ........................................................................................................................... 27
5 FIX Protocol datatypes....................................................................................................................................38
5.1 Datatype definitions and value spaces ................................................................................................................ 38
5.2 UTC and leap seconds .......................................................................................................................................... 41
6 Global Components ........................................................................................................................................42
6.1 Introduction ......................................................................................................................................................... 42
6.2 Global Components for Securities ....................................................................................................................... 42
6.2.1 Additional contract terms ...................................................................................................................... 47
6.2.1.1 AdditionalTermBondRefGrp ................................................................................................. 47
6.2.1.2 AdditionalTermGrp ............................................................................................................... 48
6.2.2 Assets ..................................................................................................................................................... 48
6.2.2.1 AssetAttributeGrp ................................................................................................................. 48
6.2.2.2 SecondaryAssetGrp ............................................................................................................... 48
6.2.3 Cash Settlement Terms .......................................................................................................................... 48
6.2.3.1 Overview ............................................................................................................................... 48
6.2.3.2 CashSettlTermGrp ................................................................................................................. 48
6.2.3.3 CashSettlDate ........................................................................................................................ 49
6.2.3.4 CashSettlDateBusinessCenterGrp ......................................................................................... 49
6.2.3.5 CashSettlDealerGrp ............................................................................................................... 49
6.2.4 Complex Events ...................................................................................................................................... 49
6.2.4.1 Overview ............................................................................................................................... 49
6.2.4.2 ComplexEvents...................................................................................................................... 50
6.2.4.3 ComplexEventAveragingObservationGrp ............................................................................. 50
6.2.4.4 ComplexEventCreditEventGrp .............................................................................................. 50
6.2.4.5 ComplexEventCreditEventQualifierGrp ................................................................................ 50
6.2.4.6 ComplexEventCreditEventSourceGrp ................................................................................... 50
6.2.4.7 ComplexEventDateBusinessCenterGrp ................................................................................ 50
6.2.4.8 ComplexEventDates .............................................................................................................. 51
6.2.4.9 ComplexEventPeriodDateGrp ............................................................................................... 51
6.2.4.10 ComplexEventPeriodGrp ...................................................................................................... 51
6.2.4.11 ComplexEventRateSourceGrp............................................................................................... 51
6.2.4.12 ComplexEventRelativeDate .................................................................................................. 51
6.2.4.13 ComplexEventScheduleGrp .................................................................................................. 51
6.2.4.14 ComplexEventTimes ............................................................................................................. 52
6.2.5 Date adjustments ................................................................................................................................... 52
6.2.5.1 BusinessCenterGrp................................................................................................................ 53
6.2.5.2 DateAdjustment .................................................................................................................... 53
6.2.6 Events ..................................................................................................................................................... 54
6.2.6.1 EvntGrp ................................................................................................................................. 54
6.2.6.2 ExtraordinaryEventGrp ......................................................................................................... 54
6.2.7 InstrmtGrp ............................................................................................................................................. 54
6.2.8 Instrument ............................................................................................................................................. 55
6.2.9 Instrument Extensions ........................................................................................................................... 55
6.2.9.1 InstrumentExtension............................................................................................................. 55
© Copyright, 2011-2021, FIX Protocol, Limited Page 2 of 350

6.2.9.2 AttrbGrp ................................................................................................................................ 55

6.2.9.3 FloatingRateIndex ................................................................................................................. 55
6.2.9.4 IndexRollMonthGrp .............................................................................................................. 56
6.2.9.5 ReferenceDataDateGrp......................................................................................................... 56
6.2.10 Instrument Identifier ............................................................................................................................. 56
6.2.10.1 RelatedInstrumentGrp .......................................................................................................... 56
6.2.10.2 SecAltIDGrp ........................................................................................................................... 56
6.2.10.3 SecurityXML .......................................................................................................................... 56
6.2.11 Instrument Parties ................................................................................................................................. 57
6.2.11.1 InstrumentParties ................................................................................................................. 57
6.2.11.2 InstrumentPtysSubGrp ......................................................................................................... 57
6.2.12 Market Disruptions ................................................................................................................................ 57
6.2.12.1 MarketDisruption.................................................................................................................. 57
6.2.12.2 MarketDisruptionEventGrp .................................................................................................. 57
6.2.12.3 MarketDisruptionFallbackGrp .............................................................................................. 57
6.2.12.4 MarketDisruptionFallbackReferencePriceGrp ...................................................................... 57
6.2.13 Option Exercise Provisions..................................................................................................................... 58
6.2.13.1 Overview ............................................................................................................................... 58
6.2.13.2 OptionExercise ...................................................................................................................... 58
6.2.13.3 OptionExerciseBusinessCenterGrp ....................................................................................... 58
6.2.13.4 OptionExerciseDateGrp ........................................................................................................ 58
6.2.13.5 OptionExerciseDates ............................................................................................................. 58
6.2.13.6 OptionExerciseExpiration...................................................................................................... 59
6.2.13.7 OptionExerciseExpirationDateGrp ........................................................................................ 59
6.2.13.8 OptionExerciseExpirationDateBusinessCenterGrp ............................................................... 59
6.2.13.9 OptionExerciseMakeWholeProvision ................................................................................... 59
6.2.13.10 SettlMethodElectionDate ..................................................................................................... 59
6.2.13.11 SettlMethodElectionDateBusinessCenterGrp ...................................................................... 59
6.2.14 Physical Settlement Terms..................................................................................................................... 60
6.2.14.1 PhysicalSettlDeliverableObligationGrp ................................................................................. 60
6.2.14.2 PhysicalSettlTermGrp ........................................................................................................... 60
6.2.15 Pricing Dates and Times ......................................................................................................................... 60
6.2.15.1 PricingDateBusinessCenterGrp ............................................................................................. 60
6.2.15.2 PricingDateTime .................................................................................................................... 60
6.2.16 Protection Terms ................................................................................................................................... 61
6.2.16.1 ProtectionTermGrp ............................................................................................................... 61
6.2.16.2 ProtectionTermEventGrp ...................................................................................................... 61
6.2.16.3 ProtectionTermEventNewsSourceGrp.................................................................................. 61
6.2.16.4 ProtectionTermEventQualifierGrp........................................................................................ 61
6.2.16.5 ProtectionTermObligationGrp .............................................................................................. 61
6.2.17 Provisions ............................................................................................................................................... 61
6.2.17.1 Overview ............................................................................................................................... 62
6.2.17.2 ProvisionGrp ......................................................................................................................... 62
6.2.17.3 ProvisionCashSettlPaymentDateBusinessCenterGrp ........................................................... 62
6.2.17.4 ProvisionCashSettlPaymentDates ......................................................................................... 62
6.2.17.5 ProvisionCashSettlPaymentFixedDateGrp............................................................................ 62
6.2.17.6 ProvisionCashSettlQuoteSource ........................................................................................... 63
6.2.17.7 ProvisionCashSettlValueDateBusinessCenterGrp ................................................................ 63
6.2.17.8 ProvisionCashSettlValueDates .............................................................................................. 63
6.2.17.9 ProvisionDateBusinessCenterGrp ......................................................................................... 63
6.2.17.10 ProvisionOptionExerciseBusinessCenterGrp ........................................................................ 63
6.2.17.11 ProvisionOptionExerciseDates .............................................................................................. 63
6.2.17.12 ProvisionOptionExerciseFixedDateGrp ................................................................................. 64
6.2.17.13 ProvisionOptionExpirationDate ............................................................................................ 64
6.2.17.14 ProvisionOptionExpirationDateBusinessCenterGrp ............................................................. 64
6.2.17.15 ProvisionOptionRelevantUnderlyingDate............................................................................. 64
6.2.17.16 ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp.............................................. 64
6.2.17.17 ProvisionParties .................................................................................................................... 65

6.2.17.18 ProvisionPtysSubGrp ............................................................................................................. 65

6.2.18 Streams .................................................................................................................................................. 65
6.2.18.1 Overview ............................................................................................................................... 65
6.2.18.2 StreamGrp ............................................................................................................................. 66
6.2.18.3 DeliveryScheduleGrp ............................................................................................................ 66
6.2.18.4 DeliveryScheduleSettlDayGrp ............................................................................................... 66
6.2.18.5 DeliveryScheduleSettlTimeGrp ............................................................................................. 67
6.2.18.6 DeliveryStream ..................................................................................................................... 67
6.2.18.7 DividendAccrualFloatingRate................................................................................................ 67
6.2.18.8 DividendAccrualPaymentDate .............................................................................................. 67
6.2.18.9 DividendAccrualPaymentDateBusinessCenterGrp ............................................................... 67
6.2.18.10 DividendConditions ............................................................................................................... 68
6.2.18.11 DividendFXTriggerDate ......................................................................................................... 68
6.2.18.12 DividendFXTriggerDateBusinessCenterGrp .......................................................................... 68
6.2.18.13 DividendPeriodBusinessCenterGrp....................................................................................... 68
6.2.18.14 DividendPeriodGrp ............................................................................................................... 68
6.2.18.15 PaymentScheduleGrp ........................................................................................................... 69
6.2.18.16 PaymentStream .................................................................................................................... 69
6.2.18.17 PaymentStreamCompoundingDateGrp ................................................................................ 69
6.2.18.18 PaymentStreamCompoundingDates .................................................................................... 69
6.2.18.19 PaymentStreamCompoundingDatesBusinessCenterGrp ..................................................... 70
6.2.18.20 PaymentStreamCompoundingEndDate ................................................................................ 70
6.2.18.21 PaymentStreamCompoundingFloatingRate ......................................................................... 70
6.2.18.22 PaymentStreamCompoundingStartDate .............................................................................. 70
6.2.18.23 PaymentStreamFinalPricePaymentDate .............................................................................. 70
6.2.18.24 PaymentStreamFixingDateBusinessCenterGrp .................................................................... 70
6.2.18.25 PaymentStreamFixingDateGrp ............................................................................................. 70
6.2.18.26 PaymentStreamFloatingRate ................................................................................................ 71
6.2.18.27 PaymentStreamFormula ....................................................................................................... 71
6.2.18.28 PaymentStreamFormulaImage ............................................................................................. 71
6.2.18.29 PaymentStreamFormulaMathGrp ........................................................................................ 71
6.2.18.30 PaymentStreamInitialFixingDateBusinessCenterGrp ........................................................... 71
6.2.18.31 PaymentStreamNonDeliverableFixingDateGrp .................................................................... 72
6.2.18.32 PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp.......................................... 72
6.2.18.33 PaymentStreamNonDeliverableSettlRateSource ................................................................. 72
6.2.18.34 PaymentStreamNonDeliverableSettlTerms .......................................................................... 72
6.2.18.35 PaymentStreamPaymentDateBusinessCenterGrp ............................................................... 72
6.2.18.36 PaymentStreamPaymentDateGrp ........................................................................................ 73
6.2.18.37 PaymentStreamPaymentDates ............................................................................................. 73
6.2.18.38 PaymentStreamPricingBusinessCenterGrp .......................................................................... 73
6.2.18.39 PaymentStreamPricingDateGrp ............................................................................................ 73
6.2.18.40 PaymentStreamPricingDayGrp ............................................................................................. 73
6.2.18.41 PaymentStreamResetDateBusinessCenterGrp ..................................................................... 73
6.2.18.42 PaymentStreamResetDates .................................................................................................. 74
6.2.18.43 PaymentStubEndDate ........................................................................................................... 74
6.2.18.44 PaymentStubEndDateBusinessCenterGrp ............................................................................ 74
6.2.18.45 PaymentStubGrp ................................................................................................................... 74
6.2.18.46 PaymentStubStartDate ......................................................................................................... 75
6.2.18.47 PaymentStubStartDateBusinessCenterGrp .......................................................................... 75
6.2.18.48 ReturnRateDateGrp .............................................................................................................. 75
6.2.18.49 ReturnRateFXConversionGrp ................................................................................................ 75
6.2.18.50 ReturnRateGrp ...................................................................................................................... 75
6.2.18.51 ReturnRateInformationSourceGrp ....................................................................................... 76
6.2.18.52 ReturnRatePriceGrp .............................................................................................................. 76
6.2.18.53 ReturnRateValuationDateBusinessCenterGrp ...................................................................... 76
6.2.18.54 ReturnRateValuationDateGrp ............................................................................................... 76
6.2.18.55 SettlRateDisruptionFallbackGrp ........................................................................................... 76
6.2.18.56 SettlRateFallbackRateSource ................................................................................................ 76

6.2.18.57 StreamAssetAttributeGrp ..................................................................................................... 76

6.2.18.58 StreamCalculationPeriodDates ............................................................................................. 77
6.2.18.59 StreamCommodity ................................................................................................................ 77
6.2.18.60 StreamCommodityAltIDGrp .................................................................................................. 77
6.2.18.61 StreamCommodityDataSourceGrp ....................................................................................... 77
6.2.18.62 StreamCommoditySettlBusinessCenterGrp ......................................................................... 77
6.2.18.63 StreamCommoditySettlDayGrp ............................................................................................ 78
6.2.18.64 StreamCommoditySettlPeriodGrp ........................................................................................ 78
6.2.18.65 StreamCommoditySettlTimeGrp .......................................................................................... 78
6.2.18.66 StreamEffectiveBusinessCenterGrp ...................................................................................... 78
6.2.18.67 StreamEffectiveDate ............................................................................................................. 78
6.2.18.68 StreamTerminationDate ....................................................................................................... 79
6.2.18.69 StreamTerminationDateBusinessCenterGrp ........................................................................ 79
6.3 Global Components for Leg Securities ................................................................................................................. 79
6.3.1 InstrmtLegGrp ........................................................................................................................................ 79
6.3.2 InstrumentLeg ........................................................................................................................................ 79
6.3.3 LegOrdGrp .............................................................................................................................................. 80
6.3.4 LegPreAllocGrp ...................................................................................................................................... 80
6.4 Global Components for Underlying Securities..................................................................................................... 80
6.4.1 UnderlyingDividendPaymentGrp ........................................................................................................... 80
6.4.2 UnderlyingDividendPayout .................................................................................................................... 80
6.4.3 UnderlyingInstrument............................................................................................................................ 80
6.4.4 UnderlyingRateSpreadSchedule ............................................................................................................ 81
6.4.5 UnderlyingRateSpreadStepGrp .............................................................................................................. 81
6.4.6 UndInstrmtGrp ....................................................................................................................................... 81
6.5 Global Components for Parties ............................................................................................................................ 81
6.5.1 Parties Identification .............................................................................................................................. 83
6.5.1.1 Parties ................................................................................................................................... 83
6.5.1.2 PtysSubGrp............................................................................................................................ 83
6.5.1.3 TargetParties ......................................................................................................................... 84
6.5.1.4 TargetPtysSubGrp ................................................................................................................. 84
6.5.2 Parties Reference Data .......................................................................................................................... 84
6.5.2.1 PartyDetailGrp ...................................................................................................................... 84
6.5.2.2 PartyDetailAltIDGrp .............................................................................................................. 84
6.5.2.3 PartyDetailAltSubGrp ............................................................................................................ 85
6.5.2.4 PartyDetailSubGrp ................................................................................................................ 85
6.5.2.5 PartyRelationshipGrp ............................................................................................................ 85
6.5.2.6 RelatedPartyDetailGrp .......................................................................................................... 85
6.5.2.7 RelatedPartyDetailAltIDGrp .................................................................................................. 85
6.5.2.8 RelatedPartyDetailAltSubGrp ............................................................................................... 86
6.5.2.9 RelatedPartyDetailSubGrp .................................................................................................... 86
6.6 Global Components for Orders and Quotes ........................................................................................................ 86
6.6.1 DisplayInstruction .................................................................................................................................. 86
6.6.2 MatchingInstructions ............................................................................................................................. 86
6.6.3 OrderAttributeGrp ................................................................................................................................. 86
6.6.4 OrderQtyData ........................................................................................................................................ 86
6.6.5 RelatedOrderGrp ................................................................................................................................... 86
6.6.6 TrdgSesGrp............................................................................................................................................. 86
6.6.7 ValueChecksGrp ..................................................................................................................................... 86
6.7 Global Components for Trades ............................................................................................................................ 86
6.7.1 RegulatoryTradeIDGrp ........................................................................................................................... 86
6.7.2 RelatedTradeGrp .................................................................................................................................... 87
6.7.3 TradePriceConditionGrp ........................................................................................................................ 87
6.7.4 TrdRegPublicationGrp ............................................................................................................................ 87
6.7.5 TrdRegTimestamps ................................................................................................................................ 87

6.8 Global Components for Commissions and Fees .................................................................................................. 87

6.8.1 CommissionData .................................................................................................................................... 87
6.8.2 CommissionDataGrp .............................................................................................................................. 87
6.8.3 ContAmtGrp ........................................................................................................................................... 88
6.8.4 MiscFeesGrp .......................................................................................................................................... 88
6.8.5 MiscFeesSubGrp .................................................................................................................................... 88
6.9 Global Components for Financing........................................................................................................................ 88
6.9.1 FinancingContractualDefinitionGrp ....................................................................................................... 88
6.9.2 FinancingContractualMatrixGrp ............................................................................................................ 88
6.9.3 FinancingDetails ..................................................................................................................................... 89
6.9.4 FinancingTermSupplementGrp .............................................................................................................. 89
6.10 Global Components for Payments ....................................................................................................................... 89
6.10.1 PaymentBusinessCenterGrp .................................................................................................................. 89
6.10.2 PaymentGrp ........................................................................................................................................... 89
6.10.3 PaymentSettlGrp.................................................................................................................................... 90
6.10.4 PaymentSettlParties .............................................................................................................................. 90
6.10.5 PaymentSettlPtysSubGrp ....................................................................................................................... 90
6.11 Global Components for Stipulations .................................................................................................................... 90
6.11.1 Stipulations ............................................................................................................................................ 90
6.12 Global Components for Header and Trailer ......................................................................................................... 90
6.12.1 HopGrp ................................................................................................................................................... 90
6.12.2 StandardHeader ..................................................................................................................................... 91
6.12.3 StandardTrailer ...................................................................................................................................... 91
6.13 Miscellaneous Global Components ..................................................................................................................... 91
6.13.1 ApplicationSequenceControl ................................................................................................................. 91
6.13.2 AttachmentGrp ...................................................................................................................................... 91
6.13.3 AttachmentKeywordGrp ........................................................................................................................ 91
6.13.4 LimitAmts ............................................................................................................................................... 91
6.13.5 PriceQualifierGrp ................................................................................................................................... 92
6.13.6 RateSource ............................................................................................................................................. 92
6.13.7 RelativeValueGrp ................................................................................................................................... 92
6.13.8 SpreadOrBenchmarkCurveData ............................................................................................................. 92
6.13.9 ThrottleResponse ................................................................................................................................... 92
6.13.10 YieldData ................................................................................................................................................ 92
7 User defined fields .........................................................................................................................................93
8 Appendix: Global Components ........................................................................................................................94
8.1 AdditionalTermBondRefGrp ................................................................................................................................ 94
8.2 AdditionalTermGrp .............................................................................................................................................. 95
8.3 ApplicationSequenceControl ............................................................................................................................... 95
8.4 AssetAttributeGrp ................................................................................................................................................ 96
8.5 AttachmentGrp .................................................................................................................................................... 96
8.6 AttachmentKeywordGrp ...................................................................................................................................... 96
8.7 AttrbGrp ............................................................................................................................................................... 96
8.8 BusinessCenterGrp............................................................................................................................................... 97
8.9 CashSettlDate ....................................................................................................................................................... 97
8.10 CashSettlDateBusinessCenterGrp ........................................................................................................................ 97
8.11 CashSettlDealerGrp .............................................................................................................................................. 97
8.12 CashSettlTermGrp ................................................................................................................................................ 97

8.13 CommissionData .................................................................................................................................................. 98

8.14 CommissionDataGrp ............................................................................................................................................ 98
8.15 ComplexEventAveragingObservationGrp ............................................................................................................ 99
8.16 ComplexEventCreditEventGrp ............................................................................................................................. 99
8.17 ComplexEventCreditEventQualifierGrp ............................................................................................................. 100
8.18 ComplexEventCreditEventSourceGrp ................................................................................................................ 100
8.19 ComplexEventDateBusinessCenterGrp .............................................................................................................. 100
8.20 ComplexEventDates ........................................................................................................................................... 100
8.21 ComplexEventPeriodDateGrp ............................................................................................................................ 101
8.22 ComplexEventPeriodGrp .................................................................................................................................... 101
8.23 ComplexEventRateSourceGrp ............................................................................................................................ 101
8.24 ComplexEventRelativeDate................................................................................................................................ 101
8.25 ComplexEventScheduleGrp................................................................................................................................ 102
8.26 ComplexEventTimes ........................................................................................................................................... 102
8.27 ComplexEvents ................................................................................................................................................... 102
8.28 ContAmtGrp ....................................................................................................................................................... 104
8.29 DateAdjustment ................................................................................................................................................. 104
8.30 DeliveryScheduleGrp .......................................................................................................................................... 104
8.31 DeliveryScheduleSettlDayGrp ............................................................................................................................ 105
8.32 DeliveryScheduleSettlTimeGrp .......................................................................................................................... 105
8.33 DeliveryStream ................................................................................................................................................... 105
8.34 DeliveryStreamCommoditySourceGrp ............................................................................................................... 106
8.35 DeliveryStreamCycleGrp .................................................................................................................................... 106
8.36 DisplayInstruction .............................................................................................................................................. 107
8.37 DividendAccrualFloatingRate ............................................................................................................................. 107
8.38 DividendAccrualPaymentDate ........................................................................................................................... 108
8.39 DividendAccrualPaymentDateBusinessCenterGrp ............................................................................................ 108
8.40 DividendConditions ............................................................................................................................................ 108
8.41 DividendFXTriggerDate ...................................................................................................................................... 109
8.42 DividendFXTriggerDateBusinessCenterGrp ....................................................................................................... 110
8.43 DividendPeriodBusinessCenterGrp .................................................................................................................... 110
8.44 DividendPeriodGrp ............................................................................................................................................. 110
8.45 EvntGrp .............................................................................................................................................................. 111
8.46 ExtraordinaryEventGrp ...................................................................................................................................... 112
8.47 FinancingContractualDefinitionGrp ................................................................................................................... 112
8.48 FinancingContractualMatrixGrp ........................................................................................................................ 112
8.49 FinancingDetails ................................................................................................................................................. 112
8.50 FinancingTermSupplementGrp .......................................................................................................................... 113
8.51 FloatingRateIndex .............................................................................................................................................. 113

8.52 HopGrp ............................................................................................................................................................... 114

8.53 IndexRollMonthGrp............................................................................................................................................ 114
8.54 InstrmtGrp .......................................................................................................................................................... 114
8.55 InstrmtLegGrp .................................................................................................................................................... 114
8.56 Instrument.......................................................................................................................................................... 114
8.57 InstrumentExtension .......................................................................................................................................... 121
8.58 InstrumentLeg .................................................................................................................................................... 122
8.59 InstrumentParties .............................................................................................................................................. 128
8.60 InstrumentPtysSubGrp ....................................................................................................................................... 128
8.61 LegAdditionalTermBondRefGrp ......................................................................................................................... 128
8.62 LegAdditionalTermGrp ....................................................................................................................................... 129
8.63 LegAssetAttributeGrp ........................................................................................................................................ 130
8.64 LegBusinessCenterGrp ....................................................................................................................................... 130
8.65 LegCashSettlDate ............................................................................................................................................... 130
8.66 LegCashSettlDateBusinessCenterGrp ................................................................................................................ 131
8.67 LegCashSettlDealerGrp ...................................................................................................................................... 131
8.68 LegCashSettlTermGrp ........................................................................................................................................ 131
8.69 LegComplexEventAveragingObservationGrp ..................................................................................................... 132
8.70 LegComplexEventCreditEventGrp ...................................................................................................................... 132
8.71 LegComplexEventCreditEventQualifierGrp........................................................................................................ 132
8.72 LegComplexEventCreditEventSourceGrp........................................................................................................... 133
8.73 LegComplexEventDateBusinessCenterGrp ........................................................................................................ 133
8.74 LegComplexEventDates ..................................................................................................................................... 133
8.75 LegComplexEventPeriodDateGrp ...................................................................................................................... 133
8.76 LegComplexEventPeriodGrp .............................................................................................................................. 133
8.77 LegComplexEventRateSourceGrp ...................................................................................................................... 134
8.78 LegComplexEventRelativeDate .......................................................................................................................... 134
8.79 LegComplexEventScheduleGrp .......................................................................................................................... 134
8.80 LegComplexEventTimes ..................................................................................................................................... 135
8.81 LegComplexEvents ............................................................................................................................................. 135
8.82 LegDateAdjustment ........................................................................................................................................... 137
8.83 LegDeliveryScheduleGrp .................................................................................................................................... 137
8.84 LegDeliveryScheduleSettlDayGrp ...................................................................................................................... 137
8.85 LegDeliveryScheduleSettlTimeGrp..................................................................................................................... 138
8.86 LegDeliveryStream ............................................................................................................................................. 138
8.87 LegDeliveryStreamCommoditySourceGrp ......................................................................................................... 139
8.88 LegDeliveryStreamCycleGrp............................................................................................................................... 139
8.89 LegDividendAccrualFloatingRate ....................................................................................................................... 139
8.90 LegDividendAccrualPaymentDate...................................................................................................................... 140

8.91 LegDividendAccrualPaymentDateBusinessCenterGrp....................................................................................... 141

8.92 LegDividendConditions ...................................................................................................................................... 141
8.93 LegDividendFXTriggerDate ................................................................................................................................. 142
8.94 LegDividendFXTriggerDateBusinessCenterGrp .................................................................................................. 142
8.95 LegDividendPeriodBusinessCenterGrp .............................................................................................................. 143
8.96 LegDividendPeriodGrp ....................................................................................................................................... 143
8.97 LegEvntGrp ......................................................................................................................................................... 144
8.98 LegExtraordinaryEventGrp ................................................................................................................................. 144
8.99 LegFinancingContractualDefinitionsGrp ............................................................................................................ 145
8.100 LegFinancingContractualMatrixGrp ................................................................................................................ 145
8.101 LegFinancingDetails ......................................................................................................................................... 145
8.102 LegFinancingTermSupplementGrp.................................................................................................................. 146
8.103 LegInstrumentParties ...................................................................................................................................... 146
8.104 LegInstrumentPtysSubGrp .............................................................................................................................. 146
8.105 LegMarketDisruption ...................................................................................................................................... 147
8.106 LegMarketDisruptionEventGrp ....................................................................................................................... 147
8.107 LegMarketDisruptionFallbackGrp ................................................................................................................... 147
8.108 LegMarketDisruptionFallbackReferencePriceGrp ........................................................................................... 147
8.109 LegOptionExercise ........................................................................................................................................... 148
8.110 LegOptionExerciseBusinessCenterGrp ............................................................................................................ 149
8.111 LegOptionExerciseDateGrp ............................................................................................................................. 149
8.112 LegOptionExerciseDates.................................................................................................................................. 149
8.113 LegOptionExerciseExpiration .......................................................................................................................... 150
8.114 LegOptionExerciseExpirationDateBusinessCenterGrp .................................................................................... 151
8.115 LegOptionExerciseExpirationDateGrp ............................................................................................................. 151
8.116 LegOptionExerciseMakeWholeProvision ........................................................................................................ 152
8.117 LegOrdGrp ....................................................................................................................................................... 152
8.118 LegPaymentScheduleFixingDateBusinessCenterGrp ...................................................................................... 153
8.119 LegPaymentScheduleFixingDayGrp................................................................................................................. 153
8.120 LegPaymentScheduleGrp ................................................................................................................................ 153
8.121 LegPaymentScheduleInterimExchangeDateBusinessCenterGrp .................................................................... 156
8.122 LegPaymentScheduleRateSourceGrp.............................................................................................................. 156
8.123 LegPaymentStream ......................................................................................................................................... 156
8.124 LegPaymentStreamCompoundingDateGrp ..................................................................................................... 158
8.125 LegPaymentStreamCompoundingDates ......................................................................................................... 158
8.126 LegPaymentStreamCompoundingDatesBusinessCenterGrp .......................................................................... 159
8.127 LegPaymentStreamCompoundingEndDate .................................................................................................... 159
8.128 LegPaymentStreamCompoundingFloatingRate .............................................................................................. 160
8.129 LegPaymentStreamCompoundingStartDate ................................................................................................... 161

8.130 LegPaymentStreamFinalPricePaymentDate ................................................................................................... 161

8.131 LegPaymentStreamFixedRate ......................................................................................................................... 162
8.132 LegPaymentStreamFixingDateBusinessCenterGrp ......................................................................................... 162
8.133 LegPaymentStreamFixingDateGrp .................................................................................................................. 162
8.134 LegPaymentStreamFloatingRate ..................................................................................................................... 162
8.135 LegPaymentStreamFormula ............................................................................................................................ 166
8.136 LegPaymentStreamFormulaImage .................................................................................................................. 166
8.137 LegPaymentStreamFormulaMathGrp ............................................................................................................. 166
8.138 LegPaymentStreamInitialFixingDateBusinessCenterGrp ................................................................................ 166
8.139 LegPaymentStreamNonDeliverableFixingDateGrp ......................................................................................... 167
8.140 LegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp .............................................................. 167
8.141 LegPaymentStreamNonDeliverableSettlRateSource ...................................................................................... 167
8.142 LegPaymentStreamNonDeliverableSettlTerms .............................................................................................. 167
8.143 LegPaymentStreamPaymentDateBusinessCenterGrp .................................................................................... 168
8.144 LegPaymentStreamPaymentDateGrp ............................................................................................................. 168
8.145 LegPaymentStreamPaymentDates.................................................................................................................. 168
8.146 LegPaymentStreamPricingBusinessCenterGrp ............................................................................................... 169
8.147 LegPaymentStreamPricingDateGrp................................................................................................................. 170
8.148 LegPaymentStreamPricingDayGrp .................................................................................................................. 170
8.149 LegPaymentStreamResetDateBusinessCenterGrp ......................................................................................... 170
8.150 LegPaymentStreamResetDates ....................................................................................................................... 170
8.151 LegPaymentStubEndDate ................................................................................................................................ 172
8.152 LegPaymentStubEndDateBusinessCenterGrp ................................................................................................. 173
8.153 LegPaymentStubGrp ....................................................................................................................................... 173
8.154 LegPaymentStubStartDate .............................................................................................................................. 174
8.155 LegPaymentStubStartDateBusinessCenterGrp ............................................................................................... 175
8.156 LegPhysicalSettlDeliverableObligationGrp ...................................................................................................... 175
8.157 LegPhysicalSettlTermGrp ................................................................................................................................ 175
8.158 LegPreAllocGrp ................................................................................................................................................ 175
8.159 LegPricingDateBusinessCenterGrp .................................................................................................................. 176
8.160 LegPricingDateTime......................................................................................................................................... 176
8.161 LegProtectionTermEventGrp .......................................................................................................................... 176
8.162 LegProtectionTermEventNewsSourceGrp ...................................................................................................... 177
8.163 LegProtectionTermEventQualifierGrp ............................................................................................................ 177
8.164 LegProtectionTermGrp .................................................................................................................................... 177
8.165 LegProtectionTermObligationGrp ................................................................................................................... 177
8.166 LegProvisionCashSettlPaymentDateBusinessCenterGrp ................................................................................ 178
8.167 LegProvisionCashSettlPaymentDates ............................................................................................................. 178
8.168 LegProvisionCashSettlPaymentFixedDateGrp ................................................................................................ 178

8.169 LegProvisionCashSettlQuoteSource ................................................................................................................ 179

8.170 LegProvisionCashSettlValueDateBusinessCenterGrp ..................................................................................... 179
8.171 LegProvisionCashSettlValueDates ................................................................................................................... 179
8.172 LegProvisionDateBusinessCenterGrp .............................................................................................................. 180
8.173 LegProvisionGrp .............................................................................................................................................. 180
8.174 LegProvisionOptionExerciseBusinessCenterGrp ............................................................................................. 181
8.175 LegProvisionOptionExerciseDates................................................................................................................... 182
8.176 LegProvisionOptionExerciseFixedDateGrp...................................................................................................... 183
8.177 LegProvisionOptionExpirationDate ................................................................................................................. 183
8.178 LegProvisionOptionExpirationDateBusinessCenterGrp .................................................................................. 184
8.179 LegProvisionOptionRelevantUnderlyingDate ................................................................................................. 184
8.180 LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp .................................................................. 185
8.181 LegProvisionParties ......................................................................................................................................... 185
8.182 LegProvisionPtysSubGrp ................................................................................................................................. 185
8.183 LegReturnRateDateGrp ................................................................................................................................... 185
8.184 LegReturnRateFXConversionGrp ..................................................................................................................... 187
8.185 LegReturnRateGrp ........................................................................................................................................... 187
8.186 LegReturnRateInformationSourceGrp ............................................................................................................ 188
8.187 LegReturnRatePriceGrp ................................................................................................................................... 188
8.188 LegReturnRateValuationDateBusinessCenterGrp........................................................................................... 189
8.189 LegReturnRateValuationDateGrp ................................................................................................................... 189
8.190 LegSecAltIDGrp ................................................................................................................................................ 189
8.191 LegSecondaryAssetGrp.................................................................................................................................... 189
8.192 LegSecurityXML ............................................................................................................................................... 189
8.193 LegSettlMethodElectionDate .......................................................................................................................... 190
8.194 LegSettlMethodElectionDateBusinessCenterGrp ........................................................................................... 190
8.195 LegSettlRateDisruptionFallbackGrp ................................................................................................................ 190
8.196 LegSettlRateFallbackRateSource ..................................................................................................................... 191
8.197 LegStipulations ................................................................................................................................................ 191
8.198 LegStreamAssetAttributeGrp .......................................................................................................................... 191
8.199 LegStreamCalculationPeriodBusinessCenterGrp ............................................................................................ 191
8.200 LegStreamCalculationPeriodDateGrp ............................................................................................................. 191
8.201 LegStreamCalculationPeriodDates .................................................................................................................. 192
8.202 LegStreamCommodity ..................................................................................................................................... 193
8.203 LegStreamCommodityAltIDGrp ....................................................................................................................... 195
8.204 LegStreamCommodityDataSourceGrp ............................................................................................................ 195
8.205 LegStreamCommoditySettlBusinessCenterGrp .............................................................................................. 195
8.206 LegStreamCommoditySettlDayGrp ................................................................................................................. 195
8.207 LegStreamCommoditySettlPeriodGrp ............................................................................................................. 195

8.208 LegStreamCommoditySettlTimeGrp ............................................................................................................... 196

8.209 LegStreamEffectiveDate .................................................................................................................................. 196
8.210 LegStreamEffectiveDateBusinessCenterGrp ................................................................................................... 197
8.211 LegStreamFirstPeriodStartDateBusinessCenterGrp........................................................................................ 197
8.212 LegStreamGrp .................................................................................................................................................. 197
8.213 LegStreamTerminationDate ............................................................................................................................ 199
8.214 LegStreamTerminationDateBusinessCenterGrp ............................................................................................. 199
8.215 LimitAmts ........................................................................................................................................................ 199
8.216 MarketDisruption ............................................................................................................................................ 200
8.217 MarketDisruptionEventGrp ............................................................................................................................. 200
8.218 MarketDisruptionFallbackGrp ......................................................................................................................... 200
8.219 MarketDisruptionFallbackReferencePriceGrp ................................................................................................ 201
8.220 MatchingInstructions ...................................................................................................................................... 201
8.221 MiscFeesGrp .................................................................................................................................................... 201
8.222 MiscFeesSubGrp .............................................................................................................................................. 202
8.223 NestedParties .................................................................................................................................................. 202
8.224 NestedParties2 ................................................................................................................................................ 202
8.225 NestedParties3 ................................................................................................................................................ 203
8.226 NstdPtys2SubGrp ............................................................................................................................................ 203
8.227 NstdPtys3SubGrp ............................................................................................................................................ 203
8.228 NstdPtysSubGrp .............................................................................................................................................. 204
8.229 OptionExercise ................................................................................................................................................ 204
8.230 OptionExerciseBusinessCenterGrp ................................................................................................................. 204
8.231 OptionExerciseDateGrp ................................................................................................................................... 204
8.232 OptionExerciseDates ....................................................................................................................................... 205
8.233 OptionExerciseExpiration ................................................................................................................................ 206
8.234 OptionExerciseExpirationDateBusinessCenterGrp ......................................................................................... 207
8.235 OptionExerciseExpirationDateGrp .................................................................................................................. 207
8.236 OptionExerciseMakeWholeProvision.............................................................................................................. 207
8.237 OrderAttributeGrp .......................................................................................................................................... 207
8.238 OrderQtyData .................................................................................................................................................. 207
8.239 Parties .............................................................................................................................................................. 208
8.240 PartyDetailAltIDGrp ......................................................................................................................................... 208
8.241 PartyDetailAltSubGrp ...................................................................................................................................... 208
8.242 PartyDetailGrp ................................................................................................................................................. 208
8.243 PartyDetailSubGrp ........................................................................................................................................... 209
8.244 PartyRelationshipGrp ...................................................................................................................................... 209
8.245 PaymentBusinessCenterGrp ........................................................................................................................... 209
8.246 PaymentGrp .................................................................................................................................................... 209

8.247 PaymentScheduleFixingDateBusinessCenterGrp ............................................................................................ 211

8.248 PaymentScheduleFixingDayGrp ...................................................................................................................... 212
8.249 PaymentScheduleGrp ...................................................................................................................................... 212
8.250 PaymentScheduleInterimExchangeDateBusinessCenterGrp .......................................................................... 214
8.251 PaymentScheduleRateSourceGrp ................................................................................................................... 215
8.252 PaymentSettlGrp ............................................................................................................................................. 215
8.253 PaymentSettlParties ........................................................................................................................................ 215
8.254 PaymentSettlPtysSubGrp ................................................................................................................................ 215
8.255 PaymentStream ............................................................................................................................................... 216
8.256 PaymentStreamCompoundingDateGrp .......................................................................................................... 217
8.257 PaymentStreamCompoundingDates ............................................................................................................... 217
8.258 PaymentStreamCompoundingDatesBusinessCenterGrp ................................................................................ 218
8.259 PaymentStreamCompoundingEndDate .......................................................................................................... 219
8.260 PaymentStreamCompoundingFloatingRate ................................................................................................... 219
8.261 PaymentStreamCompoundingStartDate ........................................................................................................ 220
8.262 PaymentStreamFinalPricePaymentDate ......................................................................................................... 220
8.263 PaymentStreamFixedRate ............................................................................................................................... 221
8.264 PaymentStreamFixingDateBusinessCenterGrp ............................................................................................... 221
8.265 PaymentStreamFixingDateGrp ........................................................................................................................ 221
8.266 PaymentStreamFloatingRate .......................................................................................................................... 222
8.267 PaymentStreamFormula ................................................................................................................................. 225
8.268 PaymentStreamFormulaImage ....................................................................................................................... 225
8.269 PaymentStreamFormulaMathGrp .................................................................................................................. 225
8.270 PaymentStreamInitialFixingDateBusinessCenterGrp...................................................................................... 226
8.271 PaymentStreamNonDeliverableFixingDateGrp .............................................................................................. 226
8.272 PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp .................................................................... 226
8.273 PaymentStreamNonDeliverableSettlRateSource............................................................................................ 226
8.274 PaymentStreamNonDeliverableSettlTerms .................................................................................................... 226
8.275 PaymentStreamPaymentDateBusinessCenterGrp .......................................................................................... 227
8.276 PaymentStreamPaymentDateGrp ................................................................................................................... 227
8.277 PaymentStreamPaymentDates ....................................................................................................................... 228
8.278 PaymentStreamPricingBusinessCenterGrp ..................................................................................................... 229
8.279 PaymentStreamPricingDateGrp ...................................................................................................................... 229
8.280 PaymentStreamPricingDayGrp........................................................................................................................ 229
8.281 PaymentStreamResetDateBusinessCenterGrp ............................................................................................... 229
8.282 PaymentStreamResetDates ............................................................................................................................ 229
8.283 PaymentStubEndDate ..................................................................................................................................... 231
8.284 PaymentStubEndDateBusinessCenterGrp ...................................................................................................... 232
8.285 PaymentStubGrp ............................................................................................................................................. 232

8.286 PaymentStubStartDate.................................................................................................................................... 233

8.287 PaymentStubStartDateBusinessCenterGrp..................................................................................................... 233
8.288 PhysicalSettlDeliverableObligationGrp ........................................................................................................... 234
8.289 PhysicalSettlTermGrp ...................................................................................................................................... 234
8.290 PriceQualifierGrp ............................................................................................................................................. 234
8.291 PricingDateBusinessCenterGrp ....................................................................................................................... 234
8.292 PricingDateTime .............................................................................................................................................. 234
8.293 ProtectionTermEventGrp ................................................................................................................................ 235
8.294 ProtectionTermEventNewsSourceGrp ............................................................................................................ 235
8.295 ProtectionTermEventQualifierGrp .................................................................................................................. 235
8.296 ProtectionTermGrp ......................................................................................................................................... 235
8.297 ProtectionTermObligationGrp ........................................................................................................................ 236
8.298 ProvisionCashSettlPaymentDateBusinessCenterGrp ...................................................................................... 236
8.299 ProvisionCashSettlPaymentDates ................................................................................................................... 236
8.300 ProvisionCashSettlPaymentFixedDateGrp ...................................................................................................... 237
8.301 ProvisionCashSettlQuoteSource ..................................................................................................................... 237
8.302 ProvisionCashSettlValueDateBusinessCenterGrp ........................................................................................... 237
8.303 ProvisionCashSettlValueDates ........................................................................................................................ 238
8.304 ProvisionDateBusinessCenterGrp ................................................................................................................... 238
8.305 ProvisionGrp .................................................................................................................................................... 238
8.306 ProvisionOptionExerciseBusinessCenterGrp .................................................................................................. 240
8.307 ProvisionOptionExerciseDates ........................................................................................................................ 240
8.308 ProvisionOptionExerciseFixedDateGrp ........................................................................................................... 241
8.309 ProvisionOptionExpirationDate ...................................................................................................................... 241
8.310 ProvisionOptionExpirationDateBusinessCenterGrp........................................................................................ 242
8.311 ProvisionOptionRelevantUnderlyingDate ....................................................................................................... 242
8.312 ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp ........................................................................ 243
8.313 ProvisionParties ............................................................................................................................................... 243
8.314 ProvisionPtysSubGrp ....................................................................................................................................... 243
8.315 PtysSubGrp ...................................................................................................................................................... 243
8.316 RateSource ...................................................................................................................................................... 244
8.317 ReferenceDataDateGrp ................................................................................................................................... 244
8.318 RegulatoryTradeIDGrp .................................................................................................................................... 244
8.319 RelatedInstrumentGrp .................................................................................................................................... 244
8.320 RelatedOrderGrp ............................................................................................................................................. 245
8.321 RelatedPartyDetailAltIDGrp ............................................................................................................................ 245
8.322 RelatedPartyDetailAltSubGrp .......................................................................................................................... 246
8.323 RelatedPartyDetailGrp .................................................................................................................................... 246
8.324 RelatedPartyDetailSubGrp .............................................................................................................................. 246

8.325 RelatedTradeGrp ............................................................................................................................................. 246

8.326 RelativeValueGrp............................................................................................................................................. 247
8.327 ReturnRateDateGrp ......................................................................................................................................... 247
8.328 ReturnRateFXConversionGrp .......................................................................................................................... 248
8.329 ReturnRateGrp ................................................................................................................................................ 248
8.330 ReturnRateInformationSourceGrp .................................................................................................................. 249
8.331 ReturnRatePriceGrp ........................................................................................................................................ 250
8.332 ReturnRateValuationDateBusinessCenterGrp ................................................................................................ 250
8.333 ReturnRateValuationDateGrp ......................................................................................................................... 250
8.334 RootParties ...................................................................................................................................................... 250
8.335 RootSubParties ................................................................................................................................................ 251
8.336 SecAltIDGrp ..................................................................................................................................................... 251
8.337 SecondaryAssetGrp ......................................................................................................................................... 251
8.338 SecurityXML..................................................................................................................................................... 251
8.339 SettlMethodElectionDate ................................................................................................................................ 252
8.340 SettlMethodElectionDateBusinessCenterGrp ................................................................................................. 252
8.341 SettlRateDisruptionFallbackGrp ...................................................................................................................... 252
8.342 SettlRateFallbackRateSource .......................................................................................................................... 253
8.343 SpreadOrBenchmarkCurveData ...................................................................................................................... 253
8.344 StandardHeader .............................................................................................................................................. 253
8.345 StandardTrailer ................................................................................................................................................ 255
8.346 Stipulations ...................................................................................................................................................... 255
8.347 StreamAssetAttributeGrp................................................................................................................................ 255
8.348 StreamCalculationPeriodBusinessCenterGrp.................................................................................................. 255
8.349 StreamCalculationPeriodDateGrp ................................................................................................................... 255
8.350 StreamCalculationPeriodDates ....................................................................................................................... 256
8.351 StreamCommodity .......................................................................................................................................... 257
8.352 StreamCommodityAltIDGrp ............................................................................................................................ 258
8.353 StreamCommodityDataSourceGrp ................................................................................................................. 259
8.354 StreamCommoditySettlBusinessCenterGrp .................................................................................................... 259
8.355 StreamCommoditySettlDayGrp ....................................................................................................................... 259
8.356 StreamCommoditySettlPeriodGrp .................................................................................................................. 259
8.357 StreamCommoditySettlTimeGrp ..................................................................................................................... 260
8.358 StreamEffectiveBusinessCenterGrp ................................................................................................................ 260
8.359 StreamEffectiveDate ....................................................................................................................................... 260
8.360 StreamFirstPeriodStartDateBusinessCenterGrp ............................................................................................. 261
8.361 StreamGrp ....................................................................................................................................................... 261
8.362 StreamTerminationDate.................................................................................................................................. 262
8.363 StreamTerminationDateBusinessCenterGrp................................................................................................... 263

8.364 TargetParties ................................................................................................................................................... 263

8.365 TargetPtysSubGrp............................................................................................................................................ 263
8.366 ThrottleResponse ............................................................................................................................................ 264
8.367 TradePriceConditionGrp.................................................................................................................................. 264
8.368 TrdRegPublicationGrp ..................................................................................................................................... 264
8.369 TrdRegTimestamps.......................................................................................................................................... 264
8.370 TrdgSesGrp ...................................................................................................................................................... 265
8.371 UndInstrmtGrp ................................................................................................................................................ 265
8.372 UndSecAltIDGrp............................................................................................................................................... 265
8.373 UnderlyingAdditionalTermBondRefGrp .......................................................................................................... 265
8.374 UnderlyingAdditionalTermGrp ........................................................................................................................ 266
8.375 UnderlyingAssetAttributeGrp ......................................................................................................................... 267
8.376 UnderlyingBusinessCenterGrp ........................................................................................................................ 267
8.377 UnderlyingCashSettlDate ................................................................................................................................ 267
8.378 UnderlyingCashSettlDateBusinessCenterGrp ................................................................................................. 268
8.379 UnderlyingCashSettlDealerGrp ....................................................................................................................... 268
8.380 UnderlyingCashSettlTermGrp ......................................................................................................................... 268
8.381 UnderlyingComplexEventAveragingObservationGrp...................................................................................... 269
8.382 UnderlyingComplexEventCreditEventGrp ....................................................................................................... 269
8.383 UnderlyingComplexEventCreditEventQualifierGrp......................................................................................... 270
8.384 UnderlyingComplexEventCreditEventSourceGrp ........................................................................................... 270
8.385 UnderlyingComplexEventDateBusinessCenterGrp ......................................................................................... 270
8.386 UnderlyingComplexEventDates ...................................................................................................................... 270
8.387 UnderlyingComplexEventPeriodDateGrp ....................................................................................................... 270
8.388 UnderlyingComplexEventPeriodGrp ............................................................................................................... 271
8.389 UnderlyingComplexEventRateSourceGrp ....................................................................................................... 271
8.390 UnderlyingComplexEventRelativeDate ........................................................................................................... 271
8.391 UnderlyingComplexEventScheduleGrp ........................................................................................................... 272
8.392 UnderlyingComplexEventTimes ...................................................................................................................... 273
8.393 UnderlyingComplexEvents .............................................................................................................................. 273
8.394 UnderlyingDateAdjustment ............................................................................................................................ 275
8.395 UnderlyingDeliveryScheduleGrp ..................................................................................................................... 275
8.396 UnderlyingDeliveryScheduleSettlDayGrp ....................................................................................................... 275
8.397 UnderlyingDeliveryScheduleSettlTimeGrp...................................................................................................... 276
8.398 UnderlyingDeliveryStream .............................................................................................................................. 276
8.399 UnderlyingDeliveryStreamCommoditySourceGrp .......................................................................................... 277
8.400 UnderlyingDeliveryStreamCycleGrp................................................................................................................ 277
8.401 UnderlyingDividendAccrualFloatingRate ........................................................................................................ 278
8.402 UnderlyingDividendAccrualPaymentDate....................................................................................................... 279

8.403 UnderlyingDividendAccrualPaymentDateBusinessCenterGrp........................................................................ 279

8.404 UnderlyingDividendConditions ....................................................................................................................... 279
8.405 UnderlyingDividendFXTriggerDate.................................................................................................................. 280
8.406 UnderlyingDividendFXTriggerDateBusinessCenterGrp ................................................................................... 281
8.407 UnderlyingDividendPaymentGrp .................................................................................................................... 281
8.408 UnderlyingDividendPayout ............................................................................................................................. 281
8.409 UnderlyingDividendPeriodBusinessCenterGrp ............................................................................................... 281
8.410 UnderlyingDividendPeriodGrp ........................................................................................................................ 282
8.411 UnderlyingEvntGrp .......................................................................................................................................... 283
8.412 UnderlyingExtraordinaryEventGrp .................................................................................................................. 284
8.413 UnderlyingInstrument ..................................................................................................................................... 284
8.414 UnderlyingMarketDisruption .......................................................................................................................... 291
8.415 UnderlyingMarketDisruptionEventGrp ........................................................................................................... 291
8.416 UnderlyingMarketDisruptionFallbackGrp ....................................................................................................... 292
8.417 UnderlyingMarketDisruptionFallbackReferencePriceGrp .............................................................................. 292
8.418 UnderlyingOptionExercise............................................................................................................................... 293
8.419 UnderlyingOptionExerciseBusinessCenterGrp ................................................................................................ 293
8.420 UnderlyingOptionExerciseDateGrp ................................................................................................................. 294
8.421 UnderlyingOptionExerciseDates ..................................................................................................................... 294
8.422 UnderlyingOptionExerciseExpiration .............................................................................................................. 295
8.423 UnderlyingOptionExerciseExpirationDateBusinessCenterGrp ....................................................................... 296
8.424 UnderlyingOptionExerciseExpirationDateGrp ................................................................................................ 296
8.425 UnderlyingOptionExerciseMakeWholeProvision ............................................................................................ 297
8.426 UnderlyingPaymentScheduleFixingDateBusinessCenterGrp .......................................................................... 297
8.427 UnderlyingPaymentScheduleFixingDayGrp .................................................................................................... 297
8.428 UnderlyingPaymentScheduleGrp .................................................................................................................... 297
8.429 UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp ........................................................ 300
8.430 UnderlyingPaymentScheduleRateSourceGrp ................................................................................................. 300
8.431 UnderlyingPaymentStream ............................................................................................................................. 301
8.432 UnderlyingPaymentStreamCompoundingDateGrp ........................................................................................ 302
8.433 UnderlyingPaymentStreamCompoundingDates ............................................................................................. 303
8.434 UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp .............................................................. 304
8.435 UnderlyingPaymentStreamCompoundingEndDate ........................................................................................ 304
8.436 UnderlyingPaymentStreamCompoundingFloatingRate .................................................................................. 305
8.437 UnderlyingPaymentStreamCompoundingStartDate....................................................................................... 306
8.438 UnderlyingPaymentStreamFinalPricePaymentDate ....................................................................................... 306
8.439 UnderlyingPaymentStreamFixedRate ............................................................................................................. 306
8.440 UnderlyingPaymentStreamFixingDateBusinessCenterGrp ............................................................................. 307
8.441 UnderlyingPaymentStreamFixingDateGrp ...................................................................................................... 307

8.442 UnderlyingPaymentStreamFloatingRate......................................................................................................... 307

8.443 UnderlyingPaymentStreamFormula ............................................................................................................... 311
8.444 UnderlyingPaymentStreamFormulaImage...................................................................................................... 311
8.445 UnderlyingPaymentStreamFormulaMathGrp ................................................................................................. 312
8.446 UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp .................................................................... 312
8.447 UnderlyingPaymentStreamNonDeliverableFixingDateGrp ............................................................................. 312
8.448 UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp .................................................. 312
8.449 UnderlyingPaymentStreamNonDeliverableSettlRateSource .......................................................................... 313
8.450 UnderlyingPaymentStreamNonDeliverableSettlTerms .................................................................................. 313
8.451 UnderlyingPaymentStreamPaymentDateBusinessCenterGrp ........................................................................ 314
8.452 UnderlyingPaymentStreamPaymentDateGrp ................................................................................................. 314
8.453 UnderlyingPaymentStreamPaymentDates ..................................................................................................... 314
8.454 UnderlyingPaymentStreamPricingBusinessCenterGrp ................................................................................... 315
8.455 UnderlyingPaymentStreamPricingDateGrp .................................................................................................... 316
8.456 UnderlyingPaymentStreamPricingDayGrp ...................................................................................................... 316
8.457 UnderlyingPaymentStreamResetDateBusinessCenterGrp ............................................................................. 316
8.458 UnderlyingPaymentStreamResetDates ........................................................................................................... 316
8.459 UnderlyingPaymentStubEndDate ................................................................................................................... 318
8.460 UnderlyingPaymentStubEndDateBusinessCenterGrp .................................................................................... 319
8.461 UnderlyingPaymentStubGrp ........................................................................................................................... 319
8.462 UnderlyingPaymentStubStartDate .................................................................................................................. 320
8.463 UnderlyingPaymentStubStartDateBusinessCenterGrp ................................................................................... 321
8.464 UnderlyingPhysicalSettlDeliverableObligationGrp ......................................................................................... 321
8.465 UnderlyingPhysicalSettlTermGrp .................................................................................................................... 322
8.466 UnderlyingPricingDateBusinessCenterGrp ..................................................................................................... 322
8.467 UnderlyingPricingDateTime ............................................................................................................................ 322
8.468 UnderlyingProtectionTermEventGrp .............................................................................................................. 322
8.469 UnderlyingProtectionTermEventNewsSourceGrp .......................................................................................... 323
8.470 UnderlyingProtectionTermEventQualifierGrp ................................................................................................ 323
8.471 UnderlyingProtectionTermGrp ....................................................................................................................... 323
8.472 UnderlyingProtectionTermObligationGrp ....................................................................................................... 324
8.473 UnderlyingProvisionCashSettlPaymentDateBusinessCenterGrp .................................................................... 324
8.474 UnderlyingProvisionCashSettlPaymentDates ................................................................................................. 324
8.475 UnderlyingProvisionCashSettlPaymentFixedDateGrp .................................................................................... 325
8.476 UnderlyingProvisionCashSettlQuoteSource.................................................................................................... 325
8.477 UnderlyingProvisionCashSettlValueDateBusinessCenterGrp ......................................................................... 326
8.478 UnderlyingProvisionCashSettlValueDates ...................................................................................................... 326
8.479 UnderlyingProvisionDateBusinessCenterGrp ................................................................................................. 326
8.480 UnderlyingProvisionGrp .................................................................................................................................. 327

8.481 UnderlyingProvisionOptionExerciseBusinessCenterGrp ................................................................................. 328

8.482 UnderlyingProvisionOptionExerciseDates ...................................................................................................... 329
8.483 UnderlyingProvisionOptionExerciseFixedDateGrp ......................................................................................... 330
8.484 UnderlyingProvisionOptionExpirationDate ..................................................................................................... 330
8.485 UnderlyingProvisionOptionExpirationDateBusinessCenterGrp ...................................................................... 331
8.486 UnderlyingProvisionOptionRelevantUnderlyingDate ..................................................................................... 331
8.487 UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp ...................................................... 332
8.488 UnderlyingProvisionParties ............................................................................................................................. 332
8.489 UnderlyingProvisionPtysSubGrp ..................................................................................................................... 332
8.490 UnderlyingRateSpreadSchedule...................................................................................................................... 333
8.491 UnderlyingRateSpreadStepGrp ....................................................................................................................... 333
8.492 UnderlyingReturnRateDateGrp ....................................................................................................................... 333
8.493 UnderlyingReturnRateFXConversionGrp ........................................................................................................ 334
8.494 UnderlyingReturnRateGrp............................................................................................................................... 335
8.495 UnderlyingReturnRateInformationSourceGrp ................................................................................................ 336
8.496 UnderlyingReturnRatePriceGrp ...................................................................................................................... 336
8.497 UnderlyingReturnRateValuationDateBusinessCenterGrp .............................................................................. 337
8.498 UnderlyingReturnRateValuationDateGrp ....................................................................................................... 337
8.499 UnderlyingSecondaryAssetGrp ....................................................................................................................... 337
8.500 UnderlyingSecurityXML ................................................................................................................................... 337
8.501 UnderlyingSettlMethodElectionDate .............................................................................................................. 338
8.502 UnderlyingSettlMethodElectionDateBusinessCenterGrp ............................................................................... 338
8.503 UnderlyingSettlRateDisruptionFallbackGrp .................................................................................................... 338
8.504 UnderlyingSettlRateFallbackRateSource......................................................................................................... 339
8.505 UnderlyingStipulations .................................................................................................................................... 339
8.506 UnderlyingStreamAssetAttributeGrp .............................................................................................................. 339
8.507 UnderlyingStreamCalculationPeriodBusinessCenterGrp ................................................................................ 339
8.508 UnderlyingStreamCalculationPeriodDateGrp ................................................................................................. 340
8.509 UnderlyingStreamCalculationPeriodDates ..................................................................................................... 340
8.510 UnderlyingStreamCommodity ........................................................................................................................ 341
8.511 UnderlyingStreamCommodityAltIDGrp .......................................................................................................... 343
8.512 UnderlyingStreamCommodityDataSourceGrp ................................................................................................ 343
8.513 UnderlyingStreamCommoditySettlBusinessCenterGrp .................................................................................. 344
8.514 UnderlyingStreamCommoditySettlDayGrp ..................................................................................................... 344
8.515 UnderlyingStreamCommoditySettlPeriodGrp ................................................................................................ 344
8.516 UnderlyingStreamCommoditySettlTimeGrp ................................................................................................... 345
8.517 UnderlyingStreamEffectiveDate...................................................................................................................... 345
8.518 UnderlyingStreamEffectiveDateBusinessCenterGrp ....................................................................................... 346
8.519 UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp ........................................................................... 346

8.520 UnderlyingStreamGrp ..................................................................................................................................... 346

8.521 UnderlyingStreamTerminationDate ................................................................................................................ 348
8.522 UnderlyingStreamTerminationDateBusinessCenterGrp ................................................................................. 348
8.523 UndlyInstrumentParties .................................................................................................................................. 349
8.524 UndlyInstrumentPtysSubGrp .......................................................................................................................... 349
8.525 ValueChecksGrp .............................................................................................................................................. 349
8.526 YieldData ......................................................................................................................................................... 349

DISCLAIMER
THE INFORMATION CONTAINED HEREIN AND THE FINANCIAL INFORMATION EXCHANGE PROTOCOL (COLLECTIVELY,
THE “FIX PROTOCOL”) ARE PROVIDED “AS IS” AND NO PERSON OR ENTITY ASSOCIATED WITH THE FIX PROTOCOL
MAKES ANY REPRESENTATION OR WARRANTY, EXPRESS OR IMPLIED, AS TO THE FIX PROTOCOL (OR THE RESULTS TO
BE OBTAINED BY THE USE THEREOF) OR ANY OTHER MATTER AND EACH SUCH PERSON AND ENTITY SPECIFICALLY
DISCLAIMS ANY WARRANTY OF ORIGINALITY, ACCURACY, COMPLETENESS, MERCHANTABILITY OR FITNESS FOR A
PARTICULAR PURPOSE. SUCH PERSONS AND ENTITIES DO NOT WARRANT THAT THE FIX PROTOCOL WILL CONFORM
TO ANY DESCRIPTION THEREOF OR BE FREE OF ERRORS. THE ENTIRE RISK OF ANY USE OF THE FIX PROTOCOL IS
ASSUMED BY THE USER.
NO PERSON OR ENTITY ASSOCIATED WITH THE FIX PROTOCOL SHALL HAVE ANY LIABILITY FOR DAMAGES OF ANY KIND
ARISING IN ANY MANNER OUT OF OR IN CONNECTION WITH ANY USER'S USE OF (OR ANY INABILITY TO USE) THE FIX
PROTOCOL, WHETHER DIRECT, INDIRECT, INCIDENTAL, SPECIAL OR CONSEQUENTIAL (INCLUDING, WITHOUT
LIMITATION, LOSS OF DATA, LOSS OF USE, CLAIMS OF THIRD PARTIES OR LOST PROFITS OR REVENUES OR OTHER
ECONOMIC LOSS), WHETHER IN TORT (INCLUDING NEGLIGENCE AND STRICT LIABILITY), CONTRACT OR OTHERWISE,
WHETHER OR NOT ANY SUCH PERSON OR ENTITY HAS BEEN ADVISED OF, OR OTHERWISE MIGHT HAVE ANTICIPATED
THE POSSIBILITY OF, SUCH DAMAGES.
No proprietary or ownership interest of any kind is granted with respect to the FIX Protocol (or any rights therein),
except as expressly set out in FIX Protocol Limited’s Copyright and Acceptable Use Policy.
© Copyright 2003-2021 FIX Protocol Limited, all rights reserved
FIX Application Layer Specifications by FIX Protocol Ltd. are licensed under a Creative Commons Attribution-
NoDerivatives 4.0 International License. Based on a work at https://github.com/FIXTradingCommunity/.

1 Preface
The Financial Information eXchange (FIX®) Protocol effort was initiated in 1992 by a group of institutions and brokers
interested in streamlining their trading processes. These firms felt that they, and the industry as a whole, could
benefit from efficiencies derived through the electronic communication of indications, orders and executions. The
result is FIX, an open message standard controlled by no single entity, that can be structured to match the business
requirements of each firm. The benefits are:
• From the business flow perspective, FIX provides institutions, brokers, and other market participants a
means of reducing the clutter of unnecessary telephone calls and scraps of paper, and facilitates targeting
high quality information to specific individuals.
• For technologists, FIX provides an open standard that leverages the development effort so that they can
efficiently create links with a wide range of counterparties.
• For vendors, FIX provides ready access to the industry, with the incumbent reduction in marketing effort
and increase in potential client base.
Openness has been the key to FIX’s success. For that reason, while encouraging vendors to participate with the
standard, FIX has remained vendor neutral. Similarly, FIX avoids over-standardization. It does not demand a single
type of carrier (e.g., it will work with leased lines, frame relay, Internet, etc.), nor a single security protocol. It leaves
many of these decisions to the individual firms that are using it. We do expect that, over time, the rules of
engagement in these non-standardized areas will converge as technologies mature.
FIX is now used by a variety of firms and vendors. It has clearly emerged as the inter-firm messaging protocol of
choice. FIX has grown from its original buy-side to sell-side equity trading roots. It is now used by markets (exchanges,
“ECNs”, etc) and other market participants. In addition to equities, FIX currently supports four other products:
Collective Investment Vehicles (CIVs), Derivatives, Fixed Income, and Foreign Exchange. The process for modifications
to the specification is very open with input and feedback encouraged from the community. Those interested in
providing input to the protocol are encouraged use the FIX website Discussion section or contact the FIX Global
Technical Committee (GTC) Chairpersons). The FIX website is the main source of information, discussion, and
notification of FIX-related events.
We look forward to your participation.

2 About FIX Protocol Limited

FIX Protocol Limited (FPL) oversees and manages the development of the FIX Protocol specification and encourages its
use throughout the industry. FPL is open to due paying members representing business and technology professionals
interested in guiding the growth and adoption of the FIX Protocol that work for: Buy-Side Firms, Sell-Side Firms,
Exchanges, ECNs/ATSs, Utilities, Vendors, and Other Associations. For more information about membership please
visit https://www.fixtrading.org.
FIX Trading Community™ is a brand of FIX Protocol Ltd, a non-profit UK registered entity, originally created to own,
maintain and develop the FIX Protocol messaging language.
FIX® is embedded into the fabric of the financial trading community, used by thousands of firms every day to
complete millions of transactions in a cost-efficient and effective manner.
FIX has been created and continues to be developed through collaborative industry efforts with the intention that it
remains as a non-proprietary, free and open protocol. Maintaining this position is of utmost importance, as the cost to
the industry of a fee based alternative would prove incredibly expensive.
To ensure this status is protected, FIX Protocol Ltd is managed under a special “Purpose Trust” which owns the assets
and enables the organisation to concentrate on promoting protocol adoption without undue risk or exposure. An
effort that is further supported by legal protection afforded through the fees paid by member firms.
FIX Protocol Limited is represented by the following high-level organization:
• Global Steering Committee comprised of the FPL Global Committee Chairs
• Global Technical Committee comprised of Product/Region Committee Representatives
• Global Product Committees (Fixed Income & Currencies, Listed Products & Exchanges)
• Global Buy-Side Committee
• Global Member Services Committee
• Regional Committees (Americas, Asia Pacific, EMEA, Japan)
For a current list of FPL Member firms, visit https://www.fixtrading.org/member-firms/.
For a current list of active FPL Working Groups, visit https://www.fixtrading.org/working-groups/.
Links to Product and Regional Committees’ web pages are at https://www.fixtrading.org/committees/.

3 Introduction
The Financial Information Exchange (FIX®) Protocol is a message standard developed to facilitate the electronic
exchange of information related to securities transactions. It is intended for use between trading partners wishing to
automate communications.
The message protocol, as defined, will support a variety of business functions. FIX was originally defined for use in
supporting US domestic equity trading with message traffic flowing directly between principals. As the protocol
evolved, a number of fields were added to support cross-border trading, derivatives, fixed income, and other
products. Similarly, the protocol was expanded to allow third parties to participate in the delivery of messages
between trading partners. As subsequent versions of FIX are released, it is expected that functionality will continue to
expand.
The FIX Family of Standards addresses the different needs of the application, encoding and session level. Whilst there
is basically a single standard called FIX Latest for the application level defining business related data content, FIX
offers a number of choices for the encoding of messages as well as for the session level, i.e. the technical interaction
between counterparties to deliver data. There is a second standard for the application level called FIXatdl which is an
XML based standard to specify the user interface components for algorithmic trading.
Specifications for the encoding (a.k.a. “syntax”) and the session level are called Technical Standards and have their
own name and version together with their own documentation. FIX also supports industry standards such as Google
Protocol Buffers (GPB) for encoding and Advanced Message Queuing Protocol (AMQP) for the session protocol. This
document is only about FIX Latest, i.e. the application level.
The following table shows a comprehensive list of the FIX Family of Standards followed by a diagram of the FIX
Technical Standard Stack:
Table 1 — FIX Family of Standards
Standard Acronym Layer Description

FIX Latest FIXLatest Application The most current version of FIX that supports multiple asset
classes and a wide range of trading life cycle business
processes. It includes all FIX Extension Packs.
FIX Algorithmic Trading FIXatdl Application XML based standard to specify the user interface components
Definition Language for algorithmic trading.
FIX tag=value tagvalue Encoding Original FIX encoding and the most widely used one. A simple
ASCII string format.
FIX Markup Language FIXML Encoding XML encoding used within FIX. FIXML is widely adopted for
derivatives post trade clearing and settlement globally. FIXML
is also used for reporting.
FIX Adapted for FAST Encoding Protocol designed to reduce bandwidth use and latency for
STreaming market data dissemination.
Simple Binary SBE Encoding High performance binary encoding in use within the industry
Encoding for market data dissemination as well as for transactional
workflows.
Encoding FIX using GPB Encoding FIX encoding using industry standard protocol GPB. Often
Google Protocol used within companies as part of internal messaging.
Buffers
Encoding FIX using JSON Encoding FIX encoding using industry standard protocol JSON. Intended
Javascript Object for both internal processing and the use of FIX application
Notation messages within web based applications and APIs.
Encoding FIX using ASN.1 Encoding FIX encoding using industry standard protocol ASN.1. ISO
Abstract Syntax standard encoding system that includes multiple encodings
Notation itself (BER, OER, PER, XER).

Standard Acronym Layer Description

FIX Session Protocol FIX.4.2 Session FIX session protocol with FIX.4.2 session profile for application
version FIX 4.2.
FIX Session Protocol FIX4 Session FIX session protocol with FIX4 session profile for application
version FIX 4.4.
FIX Session Protocol FIXT Session FIX session protocol with FIXT session profile for multiple
(a.k.a. “FIX Transport”) application versions. Application version independent session
protocol introduced with FIX 5.0.
FIX Session Protocol LFIXT Session FIX session protocol with FIXT session profile for single
(a.k.a. “Lightweight application version. It is a restriction of the FIXT session
FIXT”) profile.
FIX Performance FIXP Session High performance session protocol for point-to-point and
Session Protocol multicast that supports multiple modes of operation
(recoverable, unsequenced, idempotent).
FIX Simple Open SOFH Session Simple and primitive message framing header that
Framing Header communicates two pieces of information, the length of a
message and the encoding type of that message.
FIX-over-TLS FIXS Session Standard to secure FIX sessions using the industry standard
Transport Layer Security (TLS) protocol.
Figure 1 — FIX Technical Standard Stack

4 Organization of specification
The FIX Latest Specification is organized into multiple areas (a.k.a. “sections”), with each area covering specific
categories followed by an appendix with detailed component and message layouts. The titles for areas other than the
introduction are directly linked to the appropriate websites as part of the FIX Online Specification.
• Introduction to FIX
– About FIX Protocol limited
– Introduction
– Organization of specification
– FIX Protocol datatypes
– Global components
– User defined fields
– Appendix: Global components
• FIX Application Messages for Pre-trade
– CATEGORY: INDICATION
– CATEGORY: EVENT COMMUNICATION
– CATEGORY: QUOTATION / NEGOTIATION
– CATEGORY: MARKET DATA
– CATEGORY: MARKET STRUCTURE REFERENCE DATA
– CATEGORY: SECURITIES REFERENCE DATA
– CATEGORY: PARTIES REFERENCE DATA
– CATEGORY: PARTIES ACTION
– APPENDIX: COMPONENTS AND MESSAGES
• FIX Application Messages for Orders and Executions (Trade)
– CATEGORY: SINGLE/GENERAL ORDER HANDLING
– CATEGORY: ORDER MASS HANDLING
– CATEGORY: CROSS ORDERS
– CATEGORY: MULTILEG ORDERS (SWAPS, OPTION STRATEGIES, ETC)
– CATEGORY: LIST/PROGRAM/BASKET TRADING
• FIX Application Messages for Post-trade
– CATEGORY: ALLOCATION AND READY-TO-BOOK
– CATEGORY: CONFIRMATION
– CATEGORY: SETTLEMENT INSTRUCTIONS
– CATEGORY: TRADE CAPTURE (“STREETSIDE”) REPORTING
– CATEGORY: REGISTRATION INSTRUCTIONS
– CATEGORY: POSITIONS MAINTENANCE
– CATEGORY: COLLATERAL MANAGEMENT
– CATEGORY: MARGIN REQUIREMENT MANAGEMENT
– CATEGORY: ACCOUNT REPORTING
– CATEGORY: TRADE MANAGEMENT
– CATEGORY: PAY MANAGEMENT
• FIX Application Messages for Infrastructure

– CATEGORY: BUSINESS MESSAGE REJECTS

– CATEGORY: NETWORK STATUS COMMUNICATION
– CATEGORY: USER MANAGEMENT
– CATEGORY: APPLICATION SEQUENCING
4.1 Message and Component Definitions

All areas contain definitions of FIX components and application messages. Components are sets of related data fields
grouped together and are referenced by the component name in messages that they are used in. FIX components are
organized as follows:
• Global Components – are components commonly used by many messages defined across all areas of the
FIX specification. These are the most commonly used components. Their definitions are found here.
• Common Components – are section-specific components, i.e. these are components commonly used only
by the FIX messages found in that area or section (e.g. pre-trade, trade, post-trade sections). Their
definitions are found at the end of the appendix of the area-specific documentation.
• Specific Components – are message category specific components, i.e. these are components that are used
only by the FIX messages in a specific message category in a given area (e.g. Securities Reference Data
message category). Their definitions are found in the appendix of the area-specific documentation in their
respective message category.
• Messages are described as part of the category description. Additionally, the detailed message layouts are
found in the appendix of the area-specific documentation in their respective message category.
• Messages are comprised of required, optional and conditionally required (fields which are required based
on the presence or value of other fields) fields. Systems should be designed to operate when only the
required and conditionally required fields are present.
• Messages and components may have nested fields and components as part of repeating groups. The tag
number (name) of a nested field (component) is prefixed with an arrow “→”.
4.2 Extension Pack Management

Extension Packs are the building blocks of FIX Latest and represent specific functional proposals that have been
presented to and approved by the GTC. Extension Packs are applied to the repository in a cumulative manner, i.e. the
latest Extension Pack always includes all previous Extension Packs. Extension Packs management will be conducted as
follows:
1. Extension Packs will be assigned a unique, sequential number at the point they are approved by the GTC.
2. Extension Packs are applied to the most recent version of the repository and may be inclusive of prior
Extension Packs.
3. At the point an Extension Pack has been applied, the updated repository, schema, and message tables will
be publicly available.
4. When implementing a specific Extension Pack, ApplExtID(1156) may be used to specify the Extension Pack
identifier, i.e. its number.
5. Users of an Extension Pack do not need to implement it in its entirety and do not need to implement other
Extension Packs present in the repository. Rules of engagement need to be bilaterally agreed on to define
the supported subset of FIX Latest.
4.2.1 List of Extension Packs

The following list contains all extension packs published after the release of FIX Version 5.0 Service Pack 2. The “size”
information is intended to give an orientation as to the impact of an EP. This is primarily driven by the amount of new
messages, fields and values but may also be due to business relevance.

Table 2 — FIX Extension Packs released since FIX 5.0 SP2
EP Title Size Enhancement Summary

EP098 FillsGrp Yield Extension XS Yield information for partial fills conveyed with the FillsGrp
component.
EP099 Matching Instructions S New component to convey one or more instructions to allow or
deny matching based on tags and values.
EP100 FX Spot and Forward Swaps M Additional types of contingency orders, triggering instructions,
Matching price types for FX, duration of order exposure.
New component to convey various types of limit amounts,
e.g. credit limits.
EP101 Canadian Market Regulation M Additional types of cross orders, order categories, execution
Feed instructions, restatement reasons, account types, regulatory
timestamps, instrument attributes, trade types.
EP102 Margin Requirements L New messages to convey margin requirements and related
inquiries.
EP103 Large Options Positions M New repeating group RelatedInstrumentGrp to convey one or
Reporting more securities related to the main instrument of the message,
e.g. a hedging instrument.
Support for covered short quantities, additional position types,
additional party roles, party address information, (foreign) tax ID
as new source for party identifiers.
EP104 IIROC Market Regulation Feed M Support for market maker participation in a security, identification
of opening trades, unsolicited order cancellations due to a trade
price violation or due to a cross imbalance.
EP105 Parties Reference Data XXL New messages and components to support the request for and
the distribution of reference data for parties, accounts and risk
limits. Addition of qualifiers for party roles to add more
granularities to selected roles.
Inline component reference enhancement for the FIXML Technical
Standard.
EP106 Market Data Extensions L New messages to support mass status information for securities,
specifically options. Additional market data entry types for market
order quantities (bid and offer).
EP107 OTC Trading and Clearing M Set of extensions to support OTC trading and clearing with a focus
Extensions on the processes used in trade submission, clearing and valuation
of OTC and off-exchange trades. New repeating group
SecurityClassificationGrp to support classification of products.
EP108 New PartyIDSource values for XXS Australian Company Number and Australian Registered Body
Australia Number.
EP109 Contingent Price XXS Risk adjusted price used to calculate variation margin on a
position.
EP110 Long Holdings XXS Long holdings as additional type of position transaction
EP111 Submission of SLEDS XS Alternate price for clearing if it differs from execution price.
EP112 Market Center Transparency XXS Additional party roles for (related) reporting market centers and
away markets.


EP113 Trading System identification XS Support for identification of FIX engine and application system
during logon.
Note: This extension only applies to the FIX Session Layer.
EP114 Security Definition and XS Reasons for the rejection of security definitions, new unit of
TradeSubType measure for Climate Reserve Tonnes, new trade sub-type for
auctions.
EP115 Order Handling Extensions XS Addition of exchange destination information to execution
notifications and cancel requests/rejects. Initial display quantity of
reserve orders.
EP116 Message Throttle Parameters L Support for throttle mechanisms that provide a method of
slowing down messages, rejecting messages or disconnecting
sessions above a certain rate of messages.
EP117 Account Summary Reporting M Report with margin, settlement, collateral and pay/collect data for
each clearing firm level account type.
EP118 Clearing House Allocation L Automation of Average Pricing mechanisms, support for clearing
Workflows give-ups and reversals under different allocation models (1:1, 1:n)
and process models (2-party, 3-party, 4-party).
EP119 Instrument Definition and S Support for uniform security definitions and price specifications of
Trade Prices for CDS Credit Default Swaps (CDS), in particular for the OTC clearing
process.
EP120 SEC Short Sale Restrictions XXS Instrument attribute to indicate restrictions applicable to short
selling of a security.
EP121 SEC Short Sale Exemption XS Ability to convey information regarding the reason for an
Reason Code exemption to short selling.
EP122 Unit of Measure S Generalization of units of measure for currencies and a few
additional units, e.g. index points.
EP123 Short Sale Minimum Price XS Support for Short Sale Minimum Price (SSMP), including pegging
of orders to SSMP.
EP124 Logon XS Message recovery, e.g. detection of mismatching sequence
numbers at logon.
Note: This extension only applies to the FIX Session Layer.
EP125 Order and Quote Handling S Mapping of orders and quotes to market data entries. Bid/offer
quote identifiers.
EP126 Tradeable Quotes M Total bid and offer sizes (quote entry versus quote modification
model). Initially tradeable quotes. Quote status “traded (and
removed)”.
EP127 Specific Lot Allocation S Ability to transmit instructions identifying specific-lots for trade
allocations.
EP128 Risk limits XL Risk limit definitions, utilization monitoring and granular risk limit
actions.
EP129 Entitlements XL New messages and components to support the request for and
the distribution of entitlement reference data for parties.
EP130 Pre-Trade XS Additional reference data information for trading sessions of
exchanges. Standard identification of test and dummy
instruments, e.g. for business continuity testing.


EP131 Order Handling L Multiple extensions in the area of single leg, multileg and cross
order handling to cover the requirements of equity options
trading in the US.
EP132 US Tri-Party Repo Task Force M Message flows for staged orders and voiced trades; post-
allocation messaging with clearing agent and investor. Support for
event periods and variance of traded quantity.
EP133 FIA Execution Source Code XS FIA execution source codes as additional order handling
instructions. Support in allocation messages.
EP134 Trade XS Price and notional value checks. Generic reject text in order/quote
messages.
EP135 OATS for NMS Stocks S Support for the expansion of OATS Rules to all NMS stocks (SR-
FINRA-2010-044).
EP136 Post-Trade XS Support for regulatory reporting in Hong Kong, e.g. one party
reporting.
EP137 Environment and Electrical XS Units of measure for environmental offsets and credits as well as
Units of Measure for various electrical units beyond just MWh. Delivery times as
additional events.
EP138 Securities Reference Data S New securities reference data used to define or describe
derivatives, e.g. notice dates, tick rules in spreads, negative
settlement / strike price indicator.
EP139 Originating Market XXS Inverse of an away market.
EP140 Large Trader Reporting for L Support for CFTC rules for large trader reporting of physical
Commodities Swaps commodity swaps and swaptions (76 FR 43851).
EP141 Trade Reporting XL Support for various business processes supported by CCPs in
Europe and US, for example trade splitting, trade netting, trade
price conditions. Harmonization of trade reporting capabilities
across execution, allocation, trade capture and position reports.
EP142 Related Trades and Positions L Standard general mechanism for trades to identify related trades
or related positions and positions to identify related trades.
EP143 Quote Acknowledgements M New message QuoteAck(35=CW) as response to a quote
submission or cancellation.
EP144 Quote extensions S Identifiers for bid and offer side. Support for price and notional
value checks.
EP145 Instrument XML Definitions XS New components to convey an XML definition of an instrument
leg or underlying instrument.
EP146 Parties Reference Data XL New messages to support transactions on parties reference data,
Transactions including entitlements.
EP147 Large Trader Reporting for XXS Separate unit of measure fields for settlement prices.
Commodities Swaps II
EP148 Position Maintenance Report XXS Source of request for the dissemination of
PositionMaintenanceReport(35=AM) messages.
EP149 Order Reject Reason XXS Additional order reject reason related to risk management
thresholds.


EP150 Trade Match Report L New message TradeMatchReport(35=DC) for the submission of
complex match events from an exchange to a clearing house in a
single message.
EP151 Position Quantity Types XXS Additional position quantity types related to exercises and
assignments.
EP152 Energy Units of Measure XXS Additional units of measure (metric volume, heat energy) for
energy trading.
EP153 Position Maintenance Report XXS Change PosMaintStatus(722) and PositionQty component from
required to optional.
EP154 Weight Units of Measure XXS Additional units of measure (gross tons, kilograms).
EP155 Customer Gross Margin XXS Additional party roles for new account types (margin, collateral
Reporting asset) and party sub ID types for PartyRole(452) = 24 (Customer
Account) and 38 (Position Account).
EP156 Legal Entity Identifier ISO XXS Additional PartyIDSource(447) for LEI codes.
17442
EP157 LSOC Reporting XS Support for the Legally Segregated Operationally Commingled
(LSOC) Model (haircut indicator and guarantee fund for customer
accounts).
EP158 Security ID Source XXS Bloomberg Open Symbology (BBGID) as additional source for
security identifiers.
EP159 Multi-Dealer Quote S Support for timer concepts in fixed income trading of cash bonds.
Contribution and Negotiation Support of multi-dealer quote environments.
EP160 Security List S Support for Risk Based Haircut (RBH) methodology to compute
capital charges.
EP161 CFTC Part 43 & 45 Reporting – XXL Support for Dodd-Frank Act’s 17 CFR Part 43 & 45 to report all
Credits and Rates swap transactions to Swap Data Repositories (SDRs) and SDRs to
disseminate real-time information on swap transactions to the
public.
EP162 CFTC Part 39 Reporting M Enhancements to the AccountSummaryReport(35=CQ) and
position management messages to meet CFTC Part 39 end of day
reporting requirements.
EP163 Market Model Typology M Support for the MMT standard developed by exchanges, MTF’s,
Coverage market data vendors and trade reporting venues as a means of
standardizing post-trade data reporting.
EP164 Short Selling XS Enhancements in the context of amendments approved by the
Canadian securities regulators to the Universal Market Integrity
Rules (UMIR) regarding short sales.
EP165 CDS Trade Netting, and Credit XS Support for swap terminations as well as credit and succession
& Succession events.
EP166 Stop Order Types XXS Support for SEC rule SR-FINRA-2012-026 relating to the handling
of stop and stop limit orders.
EP167 AttachmentGrp S Support for attachment of files in some binary format (PDFs,
TIFFs, Microsoft Word, etc.) to FIX message, e.g. a
TradeCaptureReport(35=AE) message to report bespoke deals.


EP168 Spread Based Trading XS Support for negotiation methods and workups in fixed income
Negotiation trading.
EP169 CFTC Part 43 & 45 Reporting – XXL Support for Dodd-Frank Act’s 17 CFR Part 43 & 45 to report all
Commodity Swaps swap transactions to Swap Data Repositories (SDRs) and SDRs to
public.
EP170 Equity Post-trade Allocations XS Additional reasons to reject allocations and confirmations; gross
trade amount at the allocation level; mixed order capacity in
confirmations.
EP171 Pre-Trade Credit Limit Check XL Support for pre-trade clearing certainty for cleared swap
transactions through all combinations of trade parties (FIA/ISDA
Joint Working Group).
EP172 Post-Trade Credit Limit Check XS Support for credit limit checks that occur post-trade.
EP173 Parties Reference Data M Enhancement of entitlements activities between the banks
(Dealers) and D2C (Dealer to Customers) execution venues.
EP174 Benchmark Price Types XXS Support for interest rate price type and market data requests for
benchmark data.
EP175 Mid-Market Mark & Unique S Enhancement to provide counterparties with pre-trade mid-
Swap Identifier market marks in the context of swaps transactions that are not
cleared through a clearing house.
Addition of the RegulatoryTradeIDGrp component to the
ExecutionReport(35=8) message.
EP176 Regulatory Transaction Type XS Support for the regulatory mandate or rule that a transaction
and Block Trade complies with.
EP177 CFTC Part 43 & 45 Gap – XS Minor enhancements to distinguish notional off-facility swaps and
Addendum block swap trades executed on-facility and to add more clearing
requirement exceptions.
EP178 Batch Header XS Enhancement of the FIXML batch header to distinguish snapshot
files from files with incremental updates.
Note: This extension only applies to the FIXML encoding.
EP179 European Trade Reporting L Support for European Market Infrastructure Regulation (EMIR),
requiring clearing houses, dealers and trade participants to report
all derivative transactions to Trade Repositories (TRs).
Addition of party role qualifier concept.
EP180 SEF Credit Limits S Support for credit hubs, auto acceptance and limit amount
transparency.
EP181 Regulatory Trade Identifiers XS Support for trades that must be assigned to more than one
identifier.
EP182 Prime Broker Credit S Additional filter criteria for programmatical management of
Administration trading activity.
EP183 Parties Reference Data S Support for deferred entitlement and more granular entitlement
definitions. Support for attachments in the Email(35=C) message,
e.g. to convey disclaimers.
EP184 Quote Model Type & Quote M Additional quote model (quote modification, i.e. new quote does
Qualifier not replace existing one), e.g. to support reserve quotes.


EP185 German HFT Act S Support of regulatory requirements from German High Frequency
Trading Act.
EP186 Flagging of Automated OTC XS Support of MMT Automated Trade Indicator.
Trades
EP187 CFTC Part 43 & 45 Reporting – XL Support for Dodd-Frank Act’s 17 CFR Part 43 & 45 to report all
Foreign Exchange swap transactions to Swap Data Repositories (SDRs) and SDRs to
public.
EP188 Application Layer L Optimizations for the application layer to support high
performance interfaces.
Addition of a generic identifier (OrderRequestID(2422))for order
handling messages.
EP189 Transfers L Transfer of customers’ positions from a defaulting clearing firm to
the appropriate target clearing firm.
EP190 Market Data M Various minor enhancements of the market data messages.
EP191 Market Data Statistics XL Standardization of value added market data, especially historical
data.
EP192 Regulatory Trade Reporting L Enhancements related to collateral deposit management,
reporting of collateral information, clearing and reporting of
packaged swaps, linkage of identifiers and credit approval status
of post-clearing allocation.
EP193 Regulatory Trade Reporting S Enhancements related to collateral management, regulatory
Phase 2 reporting to trade repositories, allocation of bunched FX trades.
EP194 Pre-Trade Indication XS Support for relative valuation metrics and indication of a bid/ask
pricing spread to a specified benchmark in the context of cash
bond trading.
EP195 Reference Data L Various extensions to the standard FIX reference data messages
for parties, entitlements, risk limits, securities and market
structures.
EP196 Equity Post-Trade – Part 2 S Enhancement of the clearing submission workflow and additional
granularity for fees.
EP197 Collateral Management XS Support for multi-party collateral pledge.
EP198 Indicative Execution XS Support for executions that arise from a match against orders or
quotes requiring a confirmation, also referred to as conditional
orders.
EP199 Position Identifier M Support for a unique position identifier and additional position
transaction types.
EP200 Day Count Convention XXS Harmonization of the FIX naming and description of day count
Description methods with the ISDA 2006 definitions.
EP201 Trade Capture and Market M Support for voice-brokered trades and multilateral compression in
Data trade reporting. Support for option strategies in market data
distribution.
EP202 Bloomberg SecurityIDSource XXS Change source name Bloomberg Open Symbology (BBGID) to
OMG Financial Instrument Global Identifier (FIGI) security
identifier.


EP203 CFTC PositionReport XS Enhance the ability to identify the payer and receiver of swap
payment streams and bullet payments.
EP204 CommissionDataGrp M Support for multiple instances of commission with different types
Component in a single message.
EP205 FINRA Retail Order XXS Additional values for CustOrderCapacity(582) related to the tick
Identification size pilot program.
EP206 Timestamp Datatypes M Increase timestamp resolution to support ESMA requirements for
MiFID II. Note: This extension only applies to the tagvalue and
FIXML encodings. Binary encodings natively support explicit
precision information (time units).
EP207 Price Types XXS Specific price type for spreads in addition to existing generic type
for any spread-based pricing method.
EP208 CFTC Parts 43 & 45 Reporting XXL Support for Dodd-Frank Act’s 17 CFR Parts 43 & 45 to report all
– Equities Swaps swap transactions to Swap Data Repositories (SDRs) and SDRs to
public.
EP209 MSRB and FINRA TRACE XS Enhancements for trade reporting to cover exemptions and trade
Reporting price adjustments.
EP210 Trade at Intermarket Sweep XXS Execution instruction to trade the order at a reference price,
Order (TAISO) Price e.g. intermarket sweep order price.
EP211 Trade Capture XS Support for trade compression and self-match prevention
EP212 Trade Handling Instruction XXS Support for a trade reporting by a single but third-party relative to
the trade.
EP213 Party Role Qualifier XXS Support for a change of party or account associated with a
business entity.
EP214 Party Risk Limits XS Support for unsolicited publication of risk limit reports, risk limit
status and additional risk limit types.
EP215 Equity Post Trade – Part 3 XS Introduction of a trade confirmation identifier and ability to affirm
confirmation messages.
EP216 Market Model Typology v3 M Support for version 3 of the MMT standard (post-trade
Support transparency).
EP217 Trade Capture S Support for the reporting of complex account structures and
Trade at Settlement (TAS) / Trade at Marker (TAM) spread prices.
EP218 Self Match Prevention S Extend self-match prevention to order handling messages (trade
area).
EP219 Market Maker Qualifier XXS Support distinction of single versus multiple market makers for a
given security.
EP220 Security Identifier Source XXS Support for Fidessa Instrument Mnemonic (FIM) as source for
security identifiers.
EP221 OrderQtyData component XXS Revisions to the presence attribute to remove inconsistencies.
presence
EP222 MiFID II and MiFIR Extensions L Support for MiFID II and MiFIR.
Part 1


EP223 Order Handling L Various order handling extensions, including support for cross
trade requests.
EP224 Security Definition XS Explicit representation of eligibility for contrary instructions and
in-the-money conditions for options.
EP225 IOI Messaging to Support S Common taxonomy for defining IOIs in terms of their price,
AFME/IA Framework underlying liquidity and, for client natural IOIs, their temporal
availability.
EP226 Quote Negotiation XS Additional quote qualifiers and use of PaymentGrp component in
execution reports to support OTC derivatives.
EP227 Trade Reporting S Support for side-specific collateral of trades, new trade types and
handling instructions.
EP228 MiFID II and MiFIR Extensions M Support for MiFID II and MiFIR.
Part 2
Part 3
EP230 Price Qualifiers M Information on the composition of quote prices in the fixed
income trading process.
EP231 MIFID II RTS 27 L Enhancement of value added market data for MiFID II.
EP232 ESMA RTS 22 Transaction S Support for additional personal data, order transmitters, and full
Reporting instrument names.
EP233 MiFID II Equity Post Trade XS Additional commission (sub)types to support payment for
Commission Unbundling research (CSA and RPA).
EP234 Allocations of Multileg XS Identification of the leg of a multileg order or trade.
Order/Trade
EP235 ESMA RTS 2 and RTS 23 L Support for reporting of securities reference data under MiFID II.
Reference Data
EP236 MiFID II RTS 28 M Enhancement of value added market data for MiFID II.
Part 4
EP238 ESMA RTS 2 Segmentation M Support for liquidity assessment, LIS and SSTI thresholds required
Criteria and Extensions to by ESMA.
Option Type and Swap
Subtype
EP239 Allocation Instruction Alert S Support for group allocations and concept of Notional Value
Request Average Price (NVAP).
EP240 Average Pricing and Markup S Enhancements to support trade submission and give-up by clients
of a Central Counterparty (CCP) clearing house.
EP241 Average Pricing S Enhancements to assist trade give-up by clients of a Central
Counterparty (CCP) clearing house.
EP242 UMTF Symbology XXS Support new security identifier scheme UMTF (Uniform
Multilateral Trading Facility).
EP243 Unit of Measure and Trade XXS Support heat rates for energy commodity trades and Trade At
Sub Type Cash Open (TACO) trading.


EP244 India NSE PAN ID XXS Support India permanent account number (PAN) as additional
source for party identifiers.
EP245 Automatic Claim Handling XS Enhance allocation handling instructions for clearing firms to
cover give-up to oneself.
EP246 Confirmation M Support third-party facility providing the confirmation matching
function between the dealer and the investment manager.
EP247 FX Trade Aggregation M Support for trade aggregation, e.g. for FX trading between buy-
side institutions and sell-side FX banks
EP248 FDID (Firm Designated XXS Unique identifier for each trading account required by US SEC
Identifier) Rule 613 (CAT NMS Plan)
EP249 Post Post-trade Confirmation XL Support for for reconciliation and agreement of cash movement
Payments activities between an Investment Manager and its Broker.
EP250 Share Trading Obligation XXS Support for differences in UK share trading obligations due to
Brexit.
EP251 Recording consent to facilitate XXS Explicit consent for client facilitation activities required by the
trades Hong Kong SFC (Securities and Futures Commission).
EP252 Liquidity Indicator XXS Additional liquidity indicators for neutrality and for orders
requiring a confirmation.
EP253 CAT/FIX Mapping Phase 2A M Support for data reporting required by the CAT (Consolidated
Audit Trail) NMS Plan.
EP254 EU SFTR Reporting XL Support for EU Securities Financing Transactions (SFT) Reporting
(SFTR regulations).
EP255 STO Exemption XXS Support for exemptions from share trading obligations on the
order level.
EP256 IIROC Client Identification S Support for IIROC Rules Notice 19-0071 – Amendments Respecting
Client Identifiers.
EP257 Targeted Trade XS Support to target or block firms from trade advertisements.
Advertisements
EP258 Bilateral Repo Trade and Post- S Support for trade and post-trade workflows for bilateral repo
Trade transactions.
EP259 Related Orders M Support for order aggregation on execution reports.
EP260 Application Version for FIX XS Application version identifier for FIX Latest.
Latest
EP261 RegulatoryReportType XS Additional support for CAT (Consolidated Audit Trail) event types.
Extension
EP262 APAC Master SPSA XXS Additional sources for parties to support segregated accounts in
the APAC region.
EP263 Regulatory Timestamps for XS Support for repeating group of timestamps in quote messages.
Quotes
EP264 CAT/FIX Mapping Phase 2 – S Additional support for data reporting required by CAT
Update (Consolidated Audit Trail).
EP265 Previous Quote Identifier XS Support for related quotes in the Quote(35=S) message.


EP266 Extension for Unique Product S Support for the UPI standard (ISO-4914).
Identifier
EP267 Market Data Extensions S Additional market data entry types, e.g. to support TWAP and
financing rates.
EP268 Market Model Typology v3.5 M Support for version 3.5 of the MMT standard (post-trade
Support transparency).
EP269 Trade Compression Extension XS Support distinction between bilateral and multilateral
compression.

5 FIX Protocol datatypes

FIX supports a number of different ASCII and binary encodings. This section only describes the definitions and value
spaces of datatypes. They are shared among all FIX message encodings. The value space of a datatype is defined using
the vocabulary of ISO/IEC 11404:2007 Information technology – General-Purpose Datatypes (GPD). The mapping of
datatypes to a wire format, i.e. their lexical space (a.k.a. “syntax”), depends on the chosen encoding and is defined in
the encoding’s respective Technical Standard specification. See the Introduction for a list of FIX encodings.
Note that some of the binary encodings (e.g. SBE) allow the usage of a more efficient value space as long as its values
are a subset of the given datatype. For example, String fields may be limited to whole numbers in case of entity
identifiers by using an int datatype instead. An int field, however, must never be changed to a String field as this
would allow additional values not covered by the value space of the datatype int.
5.1 Datatype definitions and value spaces

Table 3 — Datatype definition and value spaces
Datatype Definition Value space

(ISO/IEC 11404:2007)
int Integer number. integer
TagNum A field’s tag number. ordinal
SeqNum A message sequence number. ordinal
NumInGroup The number of entries in a repeating group. size
DayOfMonth Day number within a month (values 1 to 31) integer range 1..31
float All float fields must accommodate up to fifteen real
significant digits. The number of decimal places used
should be a factor of business/market needs and
mutual agreement between counterparties.
Qty Either a whole number (no decimal places) of Scaled
“shares” (securities denominated in whole units) or a
decimal value containing decimal places for non-share radix=10
quantity asset classes (securities denominated in
fractional units).
Price A price. Note the number of decimal places may vary. Scaled
For certain asset classes prices may be negative
values. For example, prices for options strategies can radix=10
be negative under certain market conditions.
PriceOffset A price offset, which can be mathematically added to Scaled
a Price. Note the number of decimal places may vary
and some fields such as LastForwardPoints may be radix=10
negative.
Amt Typically representing a Price times a Qty. Scaled
radix=10
Percentage A percentage (e.g. 0.05 represents 5% and 0.9525 real
represents 95.25%). Note the number of decimal
places may vary.


(ISO/IEC 11404:2007)
char A single character. All char fields are case sensitive character
(i.e. m != M).
repertoire=8859-1 (Latin-1)1
Boolean Boolean. boolean
String Text. All String fields are case sensitive (i.e., characterstring
“morstatt” != “Morstatt”).
MultipleCharValue3 Set of character codes. set element=character
MultipleStringValue 5 Set of string codes. set element=character string
Country External code set ISO 3166-1:2013 Codes for the array element=character
representation of names of countries and their index-lowerbound=1
subdivisions - Part 1: Country codes. index-upperbound=2
Currency External code set ISO 4217:2015 Codes for the array element=character
representation of currencies and funds. index-lowerbound=1
index-upperbound=3
Exchange External code set ISO 10383:2012 Securities and array element=character
related financial instruments - Codes for exchanges index-lowerbound=1
and market identification (MIC). index-upperbound=4
MonthYear Month and year of instrument maturity or expiration. characterstring
UTCTimestamp UTC date/time. time
time-unit=millisecond or up to
picosecond by bilateral agreement
UTCTimeOnly UTC time of day. time
UTCDateOnly UTC date. time
time-unit=day
LocalMktDate Local date. time
time-unit=day
1 By counterparty agreement, a different single-byte character set may be used.

3 The use of datatype MultipleCharValue is no longer permitted for enhancements or additions to the FIX Protocol. New message designs should use
repeating groups for multiple values instead.

5 The use of datatype MultipleStringValue is no longer permitted for enhancements or additions to the FIX Protocol. New message designs should
use repeating groups for multiple values instead.



(ISO/IEC 11404:2007)
TZTimeOnly Time of day with timezone time
TZTimestamp Date/time with timezone. time
Length7 Length of a data field in octets. size
data8 Opaque data or variable-length string. A union of two datatypes:
octetstring and characterstring
repertoire=(value encoded using

the encoding specified in the
MessageEncoding(347) field)
Tenor Time duration composed of a time unit (day, week, characterstring
month, year) and a quantity in that time unit.
Dx = tenor expression for “days”,
e.g. “D5”, where “x” is any integer
>0
Mx = tenor expression for

“months”, e.g. “M3”, where “x” is
any integer > 0
Wx = tenor expression for

“weeks”, e.g. “W13”, where “x” is
any integer > 0
Yx = tenor expression for “years”,

e.g. “Y1”, where “x” is any integer
>0
Reserved100Plus Values 100 and above are reserved for bilaterally integer range
agreed upon user defined enumerations. minInclusive=100
XMLData XML document. characterstring
repertoire=(value of XML encoding

declaration)
7 Note that the number of octets in the encoding may be different than the number of characters, such as in the case of multiby te character sets.
8 Datatype data is a union of opaque data and character data in a different encoding. It is recommended that the latter case be distinguished by
naming such a field as EncodedXXX, e.g. EncodedSecurityDesc(351).


(ISO/IEC 11404:2007)
Language External code set ISO 639-1:2002 Codes for the array element=character
representation of names of languages - Part 1: Alpha- index-lowerbound=1
2 code. index-upperbound=2
LocalMktTime Time local to a market center. time
time-unit=second
5.2 UTC and leap seconds

Note that UTC includes corrections for leap seconds, which are inserted to account for slowing of the rotation of the
earth. Leap second insertion is declared by the International Earth Rotation Service (IERS) and has, since 1972, only
occurred on the night of December 31 or June 30. The IERS considers March 31 and September 30 as secondary dates
for leap second insertion but has never utilized these dates. During a leap second insertion, a UTCTimestamp field in
tagvalue encoding may read “19981231-23:59:59”, “19981231-23:59:60”, “19990101-00:00:00” (see
https://tycho.usno.navy.mil/leapsec.html).

6 Global Components
6.1 Introduction
Global components are components that are used in two or more business areas, e.g. pre-trade and trade. With the
objective of re-using components rather than creating new ones, existing components may become global due to a
new FIX Extension Pack. This section not only shows the global components but also those that are currently common
only within a single business area and conceptually identical to a global component.
The following sections are grouped by entities, e.g. instruments, parties, etc. The descriptions for the components are
provided by component names’ alphabetical order within their group. In addition to the descriptive text, a given
component is visualized with a diagram whenever it has one or more nested components. Only the first level of
nesting is shown and “…” indicates more deeply nested components. The descriptions of the nested components of
the first (or previous) level then contain a diagram with the next level of components nested within it.
6.2 Global Components for Securities

Some of the global components for an instrument (Instrument), its legs (InstrumentLeg), and its underlying instrument
(UnderlyingInstrument) are conceptually identical. The descriptions for these conceptually identical global
components are only provided once at the instrument level unless it is a component that is only present at the leg or
underlying instrument level. The following table lists such global components whereby the links for all components go
to the description of the instrument level component. Additional links at the end of the description go to the
component layout.
Table 4 — Global Components for Securities
Instrument Component Instrument Leg Component Underlying Instrument Component

AdditionalTermBondRefGrp LegAdditionalTermBondRefGrp UnderlyingAdditionalTermBondRefGrp
AdditionalTermGrp LegAdditionalTermGrp UnderlyingAdditionalTermGrp
AssetAttributeGrp LegAssetAttributeGrp UnderlyingAssetAttributeGrp
BusinessCenterGrp LegBusinessCenterGrp UnderlyingBusinessCenterGrp
CashSettlDate LegCashSettlDate UnderlyingCashSettlDate
CashSettlDateBusinessCenterGrp LegCashSettlDateBusinessCenterGr UnderlyingCashSettlDateBusinessCente
p rGrp
CashSettlDealerGrp LegCashSettlDealerGrp UnderlyingCashSettlDealerGrp
CashSettlTermGrp LegCashSettlTermGrp UnderlyingCashSettlTermGrp
ComplexEventAveragingObservat LegComplexEventAveragingObserv UnderlyingComplexEventAveragingObs
ionGrp ationGrp ervationGrp
ComplexEventCreditEventGrp LegComplexEventCreditEventGrp UnderlyingComplexEventCreditEventGr
p
ComplexEventCreditEventQualifi LegComplexEventCreditEventQualif UnderlyingComplexEventCreditEventQ
erGrp ierGrp ualifierGrp
ComplexEventCreditEventSource LegComplexEventCreditEventSourc UnderlyingComplexEventCreditEventSo
Grp eGrp urceGrp
ComplexEventDateBusinessCente LegComplexEventDateBusinessCen UnderlyingComplexEventDateBusiness
rGrp terGrp CenterGrp
ComplexEventDates LegComplexEventDates UnderlyingComplexEventDates
ComplexEventPeriodDateGrp LegComplexEventPeriodDateGrp UnderlyingComplexEventPeriodDateGr
p


ComplexEventPeriodGrp LegComplexEventPeriodGrp UnderlyingComplexEventPeriodGrp
ComplexEventRateSourceGrp LegComplexEventRateSourceGrp UnderlyingComplexEventRateSourceGr
p
ComplexEventRelativeDate LegComplexEventRelativeDate UnderlyingComplexEventRelativeDate
ComplexEvents LegComplexEvents UnderlyingComplexEvents
ComplexEventScheduleGrp LegComplexEventScheduleGrp UnderlyingComplexEventScheduleGrp
ComplexEventTimes LegComplexEventTimes UnderlyingComplexEventTimes
DateAdjustment LegDateAdjustment UnderlyingDateAdjustment
DeliveryScheduleGrp LegDeliveryScheduleGrp UnderlyingDeliveryScheduleGrp
DeliveryScheduleSettlDayGrp LegDeliveryScheduleSettlDayGrp UnderlyingDeliveryScheduleSettlDayGr
p
DeliveryScheduleSettlTimeGrp LegDeliveryScheduleSettlTimeGrp UnderlyingDeliveryScheduleSettlTimeG
rp
DeliveryStream LegDeliveryStream UnderlyingDeliveryStream
DividendAccrualFloatingRate LegDividendAccrualFloatingRate UnderlyingDividendAccrualFloatingRat
e
DividendAccrualPaymentDate LegDividendAccrualPaymentDate UnderlyingDividendAccrualPaymentDat
e
DividendAccrualPaymentDateBus LegDividendAccrualPaymentDateB UnderlyingDividendAccrualPaymentDat
inessCenterGrp usinessCenterGrp eBusinessCenterGrp
DividendConditions LegDividendConditions UnderlyingDividendConditions
DividendFXTriggerDate LegDividendFXTriggerDate UnderlyingDividendFXTriggerDate
DividendFXTriggerDateBusinessC LegDividendFXTriggerDateBusiness UnderlyingDividendFXTriggerDateBusin
enterGrp CenterGrp essCenterGrp
N/A N/A UnderlyingDividendPaymentGrp
N/A N/A UnderlyingDividendPayout
DividendPeriodBusinessCenterGr LegDividendPeriodBusinessCenter UnderlyingDividendPeriodBusinessCent
p Grp erGrp
DividendPeriodGrp LegDividendPeriodGrp UnderlyingDividendPeriodGrp
EvntGrp LegEvntGrp UnderlyingEvntGrp
ExtraordinaryEventGrp LegExtraordinaryEventGrp UnderlyingExtraordinaryEventGrp
InstrumentParties LegInstrumentParties UndlyInstrumentParties
InstrumentPtysSubGrp LegInstrumentPtysSubGrp UndlyInstrumentPtysSubGrp
MarketDisruption LegMarketDisruption UnderlyingMarketDisruption
MarketDisruptionEventGrp LegMarketDisruptionEventGrp UnderlyingMarketDisruptionEventGrp
MarketDisruptionFallbackGrp LegMarketDisruptionFallbackGrp UnderlyingMarketDisruptionFallbackGr
p
MarketDisruptionFallbackRefere LegMarketDisruptionFallbackRefer UnderlyingMarketDisruptionFallbackRe
ncePriceGrp encePriceGrp ferencePriceGrp


OptionExercise LegOptionExercise UnderlyingOptionExercise
OptionExerciseBusinessCenterGr LegOptionExerciseBusinessCenterG UnderlyingOptionExerciseBusinessCent
p rp erGrp
OptionExerciseDates LegOptionExerciseDates UnderlyingOptionExerciseDates
OptionExerciseExpiration LegOptionExerciseExpiration UnderlyingOptionExerciseExpiration
OptionExerciseExpirationDateGrp LegOptionExerciseExpirationDateG UnderlyingOptionExerciseExpirationDat
rp eGrp
OptionExerciseExpirationDateBus LegOptionExerciseExpirationDateB UnderlyingOptionExerciseExpirationDat
OptionExerciseMakeWholeProvis LegOptionExerciseMakeWholeProv UnderlyingOptionExerciseMakeWholeP
ion ision rovision.
PaymentScheduleGrp LegPaymentScheduleGrp UnderlyingPaymentScheduleGrp
PaymentStream LegPaymentStream UnderlyingPaymentStream
PaymentStreamCompoundingDat LegPaymentStreamCompoundingD UnderlyingPaymentStreamCompoundi
eGrp ateGrp ngDateGrp
es ates ngDates
esBusinessCenterGrp atesBusinessCenterGrp ngDatesBusinessCenterGrp
PaymentStreamCompoundingEn LegPaymentStreamCompoundingE UnderlyingPaymentStreamCompoundi
dDate ndDate ngEndDate
PaymentStreamCompoundingFlo LegPaymentStreamCompoundingFl UnderlyingPaymentStreamCompoundi
atingRate oatingRate ngFloatingRate
PaymentStreamCompoundingSta LegPaymentStreamCompoundingSt UnderlyingPaymentStreamCompoundi
rtDate artDate ngStartDate
PaymentStreamFinalPricePayme LegPaymentStreamFinalPricePaym UnderlyingPaymentStreamFinalPricePa
ntDate entDate ymentDate
PaymentStreamFixingDateBusine LegPaymentStreamFixingDateBusin UnderlyingPaymentStreamFixingDateB
ssCenterGrp essCenterGrp usinessCenterGrp
PaymentStreamFixingDateGrp LegPaymentStreamFixingDateGrp UnderlyingPaymentStreamFixingDateG
rp
PaymentStreamFloatingRate LegPaymentStreamFloatingRate UnderlyingPaymentStreamFloatingRate
PaymentStreamFormula LegPaymentStreamFormula UnderlyingPaymentStreamFormula
PaymentStreamFormulaImage LegPaymentStreamFormulaImage UnderlyingPaymentStreamFormulaIma
ge
PaymentStreamFormulaMathGrp LegPaymentStreamFormulaMathGr UnderlyingPaymentStreamFormulaMat
p hGrp
PaymentStreamInitialFixingDateB LegPaymentStreamInitialFixingDat UnderlyingPaymentStreamInitialFixing
usinessCenterGrp eBusinessCenterGrp DateBusinessCenterGrp
PaymentStreamNonDeliverableFi LegPaymentStreamNonDeliverable UnderlyingPaymentStreamNonDelivera
xingDateGrp FixingDateGrp bleFixingDateGrp


xingDatesBusinessCenterGrp FixingDatesBusinessCenterGrp bleFixingDatesBusinessCenterGrp
PaymentStreamNonDeliverableS LegPaymentStreamNonDeliverable UnderlyingPaymentStreamNonDelivera
ettlRateSource SettlRateSource bleSettlRateSource
PaymentStreamNonDeliverableS LegPaymentStreamNonDeliverable UnderlyingPaymentStreamNonDelivera
ettlTerms SettlTerms bleSettlTerms
PaymentStreamPaymentDateBus LegPaymentStreamPaymentDateB UnderlyingPaymentStreamPaymentDat
PaymentStreamPaymentDateGrp LegPaymentStreamPaymentDateGr UnderlyingPaymentStreamPaymentDat
p eGrp
PaymentStreamPaymentDates LegPaymentStreamPaymentDates UnderlyingPaymentStreamPaymentDat
es
PaymentStreamPricingBusinessC LegPaymentStreamPricingBusiness UnderlyingPaymentStreamPricingBusin
PaymentStreamPricingDateGrp LegPaymentStreamPricingDateGrp UnderlyingPaymentStreamPricingDate
Grp
PaymentStreamPricingDayGrp LegPaymentStreamPricingDayGrp UnderlyingPaymentStreamPricingDayG
rp
PaymentStreamResetDateBusine LegPaymentStreamResetDateBusin UnderlyingPaymentStreamResetDateB
PaymentStreamResetDates LegPaymentStreamResetDates UnderlyingPaymentStreamResetDates
PaymentStubEndDate LegPaymentStubEndDate UnderlyingPaymentStubEndDate
PaymentStubEndDateBusinessCe LegPaymentStubEndDateBusinessC UnderlyingPaymentStubEndDateBusine
nterGrp enterGrp ssCenterGrp
PaymentStubGrp LegPaymentStubGrp UnderlyingPaymentStubGrp
PaymentStubStartDate LegPaymentStubStartDate UnderlyingPaymentStubStartDate
PaymentStubStartDateBusinessC LegPaymentStubStartDateBusiness UnderlyingPaymentStubStartDateBusin
PhysicalSettlDeliverableObligatio LegPhysicalSettlDeliverableObligati UnderlyingPhysicalSettlDeliverableObli
nGrp onGrp gationGrp
PhysicalSettlTermGrp LegPhysicalSettlTermGrp UnderlyingPhysicalSettlTermGrp
PricingDateBusinessCenterGrp LegPricingDateBusinessCenterGrp UnderlyingPricingDateBusinessCenterG
rp
PricingDateTime LegPricingDateTime UnderlyingPricingDateTime
ProtectionTermGrp LegProtectionTermGrp UnderlyingProtectionTermGrp
ProtectionTermEventGrp LegProtectionTermEventGrp UnderlyingProtectionTermEventGrp
ProtectionTermEventNewsSourc LegProtectionTermEventNewsSour UnderlyingProtectionTermEventNewsS
eGrp ceGrp ourceGrp
ProtectionTermEventQualifierGr LegProtectionTermEventQualifierG UnderlyingProtectionTermEventQualifi
p rp erGrp
ProtectionTermObligationGrp LegProtectionTermObligationGrp UnderlyingProtectionTermObligationGr
p


ProvisionGrp LegProvisionGrp UnderlyingProvisionGrp
ProvisionCashSettlPaymentDateB LegProvisionCashSettlPaymentDate UnderlyingProvisionCashSettlPayment
usinessCenterGrp BusinessCenterGrp DateBusinessCenterGrp
ProvisionCashSettlPaymentDates LegProvisionCashSettlPaymentDate UnderlyingProvisionCashSettlPayment
s Dates
ProvisionCashSettlPaymentFixed LegProvisionCashSettlPaymentFixe UnderlyingProvisionCashSettlPaymentF
DateGrp dDateGrp ixedDateGrp
ProvisionCashSettlQuoteSource LegProvisionCashSettlQuoteSource UnderlyingProvisionCashSettlQuoteSou
rce
ProvisionCashSettlValueDateBusi LegProvisionCashSettlValueDateBu UnderlyingProvisionCashSettlValueDat
nessCenterGrp sinessCenterGrp eBusinessCenterGrp
ProvisionCashSettlValueDates LegProvisionCashSettlValueDates UnderlyingProvisionCashSettlValueDat
es
ProvisionDateBusinessCenterGrp LegProvisionDateBusinessCenterGr UnderlyingProvisionDateBusinessCente
p rGrp
ProvisionOptionExerciseBusiness LegProvisionOptionExerciseBusines UnderlyingProvisionOptionExerciseBusi
CenterGrp sCenterGrp nessCenterGrp
ProvisionOptionExerciseDates LegProvisionOptionExerciseDates UnderlyingProvisionOptionExerciseDat
es
ProvisionOptionExerciseFixedDat LegProvisionOptionExerciseFixedD UnderlyingProvisionOptionExerciseFixe
eGrp ateGrp dDateGrp
ProvisionOptionExpirationDate LegProvisionOptionExpirationDate UnderlyingProvisionOptionExpirationD
ate
ProvisionOptionExpirationDateBu LegProvisionOptionExpirationDate UnderlyingProvisionOptionExpirationD
sinessCenterGrp BusinessCenterGrp ateBusinessCenterGrp
ProvisionOptionRelevantUnderlyi LegProvisionOptionRelevantUnderl UnderlyingProvisionOptionRelevantUn
ngDate yingDate derlyingDate
ngDateBusinessCenterGrp yingDateBusinessCenterGrp derlyingDateBusinessCenterGrp
ProvisionParties LegProvisionParties UnderlyingProvisionParties
ProvisionPtysSubGrp LegProvisionPtysSubGrp UnderlyingProvisionPtysSubGrp
N/A N/A UnderlyingRateSpreadSchedule
N/A N/A UnderlyingRateSpreadStepGrp
ReturnRateDateGrp LegReturnRateDateGrp UnderlyingReturnRateDateGrp
ReturnRateFXConversionGrp LegReturnRateFXConversionGrp UnderlyingReturnRateFXConversionGrp
ReturnRateGrp LegReturnRateGrp UnderlyingReturnRateGrp
ReturnRateInformationSourceGr LegReturnRateInformationSourceG UnderlyingReturnRateInformationSour
p rp ceGrp
ReturnRatePriceGrp LegReturnRatePriceGrp UnderlyingReturnRatePriceGrp
ReturnRateValuationDateBusines LegReturnRateValuationDateBusin UnderlyingReturnRateValuationDateBu
sCenterGrp essCenterGrp sinessCenterGrp


ReturnRateValuationDateGrp LegReturnRateValuationDateGrp UnderlyingReturnRateValuationDateGr
p
SecAltIDGrp LegSecAltIDGrp UndSecAltIDGrp
SecondaryAssetGrp LegSecondaryAssetGrp UnderlyingSecondaryAssetGrp
SecurityXML LegSecurityXML UnderlyingSecurityXML
SettlMethodElectionDate LegSettlMethodElectionDate UnderlyingSettlMethodElectionDate
SettlMethodElectionDateBusines LegSettlMethodElectionDateBusine UnderlyingSettlMethodElectionDateBu
sCenterGrp ssCenterGrp sinessCenterGrp
SettlRateDisruptionFallbackGrp LegSettlRateDisruptionFallbackGrp UnderlyingSettlRateDisruptionFallback
Grp
SettlRateFallbackRateSource LegSettlRateFallbackRateSource UnderlyingSettlRateFallbackRateSource
StreamAssetAttributeGrp LegStreamAssetAttributeGrp UnderlyingStreamAssetAttributeGrp
StreamCalculationPeriodDates LegStreamCalculationPeriodDates UnderlyingStreamCalculationPeriodDat
es
StreamCommodity LegStreamCommodity UnderlyingStreamCommodity
StreamCommodityAltIDGrp LegStreamCommodityAltIDGrp UnderlyingStreamCommodityAltIDGrp
StreamCommodityDataSourceGr LegStreamCommodityDataSourceG UnderlyingStreamCommodityDataSour
p rp ceGrp
StreamCommoditySettlBusinessC LegStreamCommoditySettlBusiness UnderlyingStreamCommoditySettlBusi
enterGrp CenterGrp nessCenterGrp
StreamCommoditySettlDayGrp LegStreamCommoditySettlDayGrp UnderlyingStreamCommoditySettlDayG
rp
StreamCommoditySettlPeriodGrp LegStreamCommoditySettlPeriodG UnderlyingStreamCommoditySettlPerio
rp dGrp
StreamCommoditySettlTimeGrp LegStreamCommoditySettlTimeGrp UnderlyingStreamCommoditySettlTime
Grp
StreamEffectiveBusinessCenterGr LegStreamEffectiveDateBusinessCe UnderlyingStreamEffectiveDateBusines
p nterGrp sCenterGrp
StreamEffectiveDate LegStreamEffectiveDate UnderlyingStreamEffectiveDate
StreamGrp LegStreamGrp UnderlyingStreamGrp
StreamTerminationDate LegStreamTerminationDate UnderlyingStreamTerminationDate
StreamTerminationDateBusiness LegStreamTerminationDateBusines UnderlyingStreamTerminationDateBusi
6.2.1 Additional contract terms
6.2.1.1 AdditionalTermBondRefGrp
This component is a repeating group that is part of the AdditionalTermGrp component and used to identify an
underlying reference bond for a swap. The component layouts are available here: AdditionalTermBondRefGrp,
LegAdditionalTermBondRefGrp, UnderlyingAdditionalTermBondRefGrp.

6.2.1.2 AdditionalTermGrp
This component is a repeating group that is part of the Instrument component and used to report additional contract
terms. The component layouts are available here: AdditionalTermGrp, LegAdditionalTermGrp,
UnderlyingAdditionalTermGrp.
6.2.2 Assets
6.2.2.1 AssetAttributeGrp
This component is a repeating group that is part of the Instrument component and is used to detail attributes of the
instrument asset. The component layouts are available here: AssetAttributeGrp, LegAssetAttributeGrp,
UnderlyingAssetAttributeGrp.
6.2.2.2 SecondaryAssetGrp
This component is a repeating group that is part of the Instrument component. It is used to specify secondary assets
of a multi-asset swap. The component layouts are available here: SecondaryAssetGrp, LegSecondaryAssetGrp,
UnderlyingSecondaryAssetGrp.
6.2.3 Cash Settlement Terms

This section describes global components related to cash settlement terms of an instrument. The components are
listed in alphabetical order with the exception of the main (root) component.
6.2.3.1 Overview
6.2.3.2 CashSettlTermGrp
This component is a repeating group that is part of the Instrument component. It is used to report cash settlement
terms referenced from underlying instruments.
Usage of CashSettlTermGrp must either include a known CashSettlAmount(40034) or provide the cash settlement
term parameters needed to derive the cash settlement amount. CashSettlTermXID(40039) is provided for cross-
referencing from an instance of the UnderlyingInstrument component through the UnderlyingSettlTermXIDRef(41315)
field.
The component layouts are available here: CashSettlTermGrp, LegCashSettlTermGrp, UnderlyingCashSettlTermGrp.

6.2.3.3 CashSettlDate
This component is part of the CashSettlTermGrp component. It is used to report the cash settlement date defined in
the settlement provision. The component layouts are available here: CashSettlDate, LegCashSettlDate,
UnderlyingCashSettlDate.
6.2.3.4 CashSettlDateBusinessCenterGrp
This component is a repeating group that is part of the CashSettlDate component and conceptually identical to the
BusinessCenterGrp component. It is used to specify the set of business centers whose calendars drive the date
adjustment. Used only to override the business centers defined in the DateAdjustment component within the
Instrument component. The component layouts are available here: CashSettlDateBusinessCenterGrp,
LegCashSettlDateBusinessCenterGrp, UnderlyingCashSettlDateBusinessCenterGrp.
6.2.3.5 CashSettlDealerGrp
This component is a repeating group that is part of the CashSettlTermGrp component. It is used to specify the dealers
from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation.
The component layouts are available here: CashSettlDealerGrp, LegCashSettlDealerGrp,
UnderlyingCashSettlDealerGrp.
6.2.4 Complex Events

This section describes global components related to complex events of an instrument. The components are listed in
alphabetical order with the exception of the main (root) component.
6.2.4.1 Overview

6.2.4.2 ComplexEvents
This component is a repeating group that is part of the Instrument component. It allows specifying an unlimited
number and types of advanced events, such as observation and pricing over the lifetime of an option, futures,
commodities or equity swap contract. Use the EvntGrp to specify more straightforward events. The component
layouts are available here: ComplexEvents, LegComplexEvents, UnderlyingComplexEvents.
6.2.4.3 ComplexEventAveragingObservationGrp
This component is a repeating group that is part of the ComplexEventPeriodGrp component. It is used for specifying
the weight of each of the dated observations. The component layouts are available here:
ComplexEventAveragingObservationGrp, LegComplexEventAveragingObservationGrp,
UnderlyingComplexEventAveragingObservationGrp.
6.2.4.4 ComplexEventCreditEventGrp
This component is a repeating group that is part of the ComplexEvents component. It is used to report applicable
option credit events. The component layouts are available here: ComplexEventCreditEventGrp,
LegComplexEventCreditEventGrp, UnderlyingComplexEventCreditEventGrp.
6.2.4.5 ComplexEventCreditEventQualifierGrp
This component is a repeating group that is part of the ComplexEventCreditEventGrp component. It is used to specify
qualifying attributes to an event. The component layouts are available here: ComplexEventCreditEventQualifierGrp,
LegComplexEventCreditEventQualifierGrp, UnderlyingComplexEventCreditEventQualifierGrp.
6.2.4.6 ComplexEventCreditEventSourceGrp
This component is a repeating group that is part of the ComplexEvents component. It is used to specify the particular
newspapers or electronic news services that may publish relevant information used in the determination of whether
or not a credit event has occurred. The component layouts are available here: ComplexEventCreditEventSourceGrp,
LegComplexEventCreditEventSourceGrp, UnderlyingComplexEventCreditEventSourceGrp.
6.2.4.7 ComplexEventDateBusinessCenterGrp
This component is a repeating group that is part of the ComplexEventRelativeDate component and conceptually
identical to the BusinessCenterGrp component. It is used to specify the set of business centers whose calendars drive
date adjustment. Used only to override the business centers defined in the DateAdjustment component in the
Instrument component. The component layouts are available here: ComplexEventDateBusinessCenterGrp,
LegComplexEventDateBusinessCenterGrp, UnderlyingComplexEventDateBusinessCenterGrp.

6.2.4.8 ComplexEventDates
This component is a repeating group that is part of the ComplexEvents component. It is used to constrain a complex
event to a specific date range or time range. If specified the event is only effective on or within the specified dates and
times. The component layouts are available here: ComplexEventDates, LegComplexEventDates,
UnderlyingComplexEventDates.
6.2.4.9 ComplexEventPeriodDateGrp
This component is a repeating group that is part of the ComplexEventPeriodGrp component. It is used for specifying
fixed period dates and times for complex or exotic options, such as an Asian or Strike Schedule option or trigger dates
for a Barrier or Knock option. The component layouts are available here: ComplexEventPeriodDateGrp,
LegComplexEventPeriodDateGrp, UnderlyingComplexEventPeriodDateGrp.
6.2.4.10 ComplexEventPeriodGrp
This component is a repeating group that is part of the ComplexEvents component. It is used for specifying the periods
or schedules for Asian, Barrier, Knock or Strike Schedule option features. The component layouts are available here:
ComplexEventPeriodGrp, LegComplexEventPeriodGrp, UnderlyingComplexEventPeriodGrp.
6.2.4.11 ComplexEventRateSourceGrp
This component is a repeating group that is part of the ComplexEvents component. It is used for specifying primary
and secondary rate sources. The component layouts are available here: ComplexEventRateSourceGrp,
LegComplexEventRateSourceGrp, UnderlyingComplexEventRateSourceGrp.
6.2.4.12 ComplexEventRelativeDate
This component is part of the ComplexEvents component. It is used for specifying the event date and time for an FX or
Calendar Spread option or the payout date for a Barrier or Knock option. The component layouts are available here:
ComplexEventRelativeDate, LegComplexEventRelativeDate, UnderlyingComplexEventRelativeDate.
6.2.4.13 ComplexEventScheduleGrp
This component is a repeating group that is part of the ComplexEventPeriodGrp component. It is used for specifying a
periodic schedule for an Asian, Barrier or Strike Schedule option feature. The component layouts are available here:
ComplexEventScheduleGrp, LegComplexEventScheduleGrp, UnderlyingComplexEventScheduleGrp.

6.2.4.14 ComplexEventTimes
This component is a repeating group that is part of the ComplexEventDates component. It is used to further qualify
any dates placed on the event and is used to specify time ranges for which a complex event is effective. It is always
provided within the context of start and end dates. The time range is assumed to be in effect for the entirety of the
date or date range specified. The component layouts are available here: ComplexEventTimes,
LegComplexEventTimes, UnderlyingComplexEventTimes.
6.2.5 Date adjustments

The following table links directly to the layout of all related components available to specify the set of business
centers whose calendars drive the date adjustment. They may be used to override the information from
BusinessCenterGrp defined in this section.
Table 5 — Business Center Components

CashSettlDateBusinessCenterGrp LegCashSettlDateBusinessCenterGr UnderlyingCashSettlDateBusinessCente
p rGrp
ComplexEventDateBusinessCente LegComplexEventDateBusinessCen UnderlyingComplexEventDateBusiness
rGrp terGrp CenterGrp
DividendAccrualPaymentDateBus LegDividendAccrualPaymentDateB UnderlyingDividendAccrualPaymentDat
DividendFXTriggerDateBusinessC LegDividendFXTriggerDateBusiness UnderlyingDividendFXTriggerDateBusin
DividendPeriodBusinessCenterGr LegDividendPeriodBusinessCenter UnderlyingDividendPeriodBusinessCent
p Grp erGrp
OptionExerciseBusinessCenterGr LegOptionExerciseBusinessCenterG UnderlyingOptionExerciseBusinessCent
p rp erGrp
OptionExerciseExpirationDateBus LegOptionExerciseExpirationDateB UnderlyingOptionExerciseExpirationDat
PaymentBusinessCenterGrp N/A N/A
esBusinessCenterGrp atesBusinessCenterGrp ngDatesBusinessCenterGrp
PaymentStreamFixingDateBusine LegPaymentStreamFixingDateBusin UnderlyingPaymentStreamFixingDateB
PaymentStreamInitialFixingDateB LegPaymentStreamInitialFixingDat UnderlyingPaymentStreamInitialFixing
usinessCenterGrp eBusinessCenterGrp DateBusinessCenterGrp
xingDatesBusinessCenterGrp FixingDatesBusinessCenterGrp bleFixingDatesBusinessCenterGrp
PaymentStreamPaymentDateBus LegPaymentStreamPaymentDateB UnderlyingPaymentStreamPaymentDat
PaymentStreamPricingBusinessC LegPaymentStreamPricingBusiness UnderlyingPaymentStreamPricingBusin
PaymentStreamResetDateBusine LegPaymentStreamResetDateBusin UnderlyingPaymentStreamResetDateB
PaymentStubEndDateBusinessCe LegPaymentStubEndDateBusinessC UnderlyingPaymentStubEndDateBusine
nterGrp enterGrp ssCenterGrp


PaymentStubStartDateBusinessC LegPaymentStubStartDateBusiness UnderlyingPaymentStubStartDateBusin
PricingDateBusinessCenterGrp LegPricingDateBusinessCenterGrp UnderlyingPricingDateBusinessCenterG
rp
ProvisionCashSettlPaymentDateB LegProvisionCashSettlPaymentDate UnderlyingProvisionCashSettlPayment
usinessCenterGrp BusinessCenterGrp DateBusinessCenterGrp
ProvisionCashSettlValueDateBusi LegProvisionCashSettlValueDateBu UnderlyingProvisionCashSettlValueDat
nessCenterGrp sinessCenterGrp eBusinessCenterGrp
ProvisionDateBusinessCenterGrp LegProvisionDateBusinessCenterGr UnderlyingProvisionDateBusinessCente
p rGrp
ProvisionOptionExerciseBusiness LegProvisionOptionExerciseBusines UnderlyingProvisionOptionExerciseBusi
ProvisionOptionExpirationDateBu LegProvisionOptionExpirationDate UnderlyingProvisionOptionExpirationD
sinessCenterGrp BusinessCenterGrp ateBusinessCenterGrp
ngDateBusinessCenterGrp yingDateBusinessCenterGrp derlyingDateBusinessCenterGrp
ReturnRateValuationDateBusines LegReturnRateValuationDateBusin UnderlyingReturnRateValuationDateBu
sCenterGrp essCenterGrp sinessCenterGrp
SettlMethodElectionDateBusines LegSettlMethodElectionDateBusine UnderlyingSettlMethodElectionDateBu
sCenterGrp ssCenterGrp sinessCenterGrp
StreamCommoditySettlBusinessC LegStreamCommoditySettlBusiness UnderlyingStreamCommoditySettlBusi
enterGrp CenterGrp nessCenterGrp
StreamEffectiveBusinessCenterGr LegStreamEffectiveDateBusinessCe UnderlyingStreamEffectiveDateBusines
p nterGrp sCenterGrp
StreamTerminationDateBusiness LegStreamTerminationDateBusines UnderlyingStreamTerminationDateBusi
6.2.5.1 BusinessCenterGrp
This component is a repeating group that is part of the DateAdjustment component. It is the primary component used
to specify the set of business centers whose calendars drive the date adjustment. The business centers defined here
apply to all adjustable dates in the instrument unless specifically overridden in the respective specified components
elsewhere. The component layouts are available here: BusinessCenterGrp, LegBusinessCenterGrp,
UnderlyingBusinessCenterGrp.
6.2.5.2 DateAdjustment
This component is part of the Instrument component. It is the primary component used to specify date adjustment
parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument, unless
specifically overridden in the respective specified components elsewhere. The component layouts are available here:
DateAdjustment, LegDateAdjustment, UnderlyingDateAdjustment.

6.2.6 Events
6.2.6.1 EvntGrp
This component is a repeating group that is part of the Instrument component and used to specify straightforward
events associated with the instrument. Examples include put and call dates for bonds and options; first exercise date
for options; inventory and delivery dates for commodities; start, end and roll dates for swaps. Use the ComplexEvents
component for more advanced dates and events such as option, futures, commodities and equity swap observation
and pricing events.
The EvntGrp component contains three different methods to express a “time” associated with the event using the
EventDate(866) and EventTime(1145) pair of fields or the EventTimeUnit(1827) and EventTimePeriod(1826) pair of
fields or EventMonthYear(2340). When this component is used one of these three time expression methods must be
specified.
The EventDate(866), and optional EventTime(1145), may be used to specify an exact date and optional time for the
event. The EventTimeUnit(1827) and EventTimePeriod(1826) may be used to express a time period associated with
the event, e.g. 3-month, 4-years, 2-weeks. The EventMonthYear(2340), and optional EventTime(1145), may be used to
express the event as a month of year, with optional day of month or week of month.
The component layouts are available here: EvntGrp, LegEvntGrp, UnderlyingEvntGrp.
6.2.6.2 ExtraordinaryEventGrp
This component is a repeating group that is part of the Instrument component. It is used to report extraordinary and
disruptive events applicable to the reference entity that affects the contract. The component layouts are available
here: ExtraordinaryEventGrp, LegExtraordinaryEventGrp, UnderlyingExtraordinaryEventGrp.
6.2.7 InstrmtGrp
This component is a repeating group that allows one or more securities to be conveyed. The component layout is
available here.

6.2.8 Instrument
This component is used as part of many messages as well as repeating groups and contains all the fields commonly
used to describe a security or instrument. Typically, the data elements in this component block are considered the
static data of a security, data that may be commonly found in a security master database. The Instrument component
may be used to describe any asset type supported by FIX. The component layout is available here.
6.2.9 Instrument Extensions
6.2.9.1 InstrumentExtension
This component identifies additional security attributes that are more commonly found for fixed income securities.
The component layout is available here.
6.2.9.2 AttrbGrp
This component is a repeating group that is part of InstrumentExtension component and contains additional attributes
of a security related to fixed income. The component layout is available here.
6.2.9.3 FloatingRateIndex
This component is part of the InstrumentExtension component and may be used to identify the rate index for a
floating rate coupon.
In the context of MiFID II RTS 23 Annex I Table 3 reference data, this is used as statement of the attributes of the
index/benchmark of a floating rate security. The component layout is available here.

6.2.9.4 IndexRollMonthGrp
This component is a repeating group that is part of the InstrumentExtension component and may be used to specify
multiple roll months in a given year for an index.
In the context of MiFID II RTS 2 Annex IV Table 2 reference data, this is used to specify all months when the roll is
expected as established by the CDS index provider for a given year - repeated for each month in the roll. The
component layout is available here.
6.2.9.5 ReferenceDataDateGrp
This component is a repeating group that is part of the InstrumentExtension component and may be used to carry the
different dates (and timestamps) related to the reference data entry.
In the context of MiFID II RTS 23 Annex I Table 3 reference data, this is used as statement of the attributes of the
index/benchmark of a floating rate security. The component layout is available here.
6.2.10 Instrument Identifier
6.2.10.1 RelatedInstrumentGrp
This component is a repeating group that is at the same hierarchical level as the Instrument component, describing
relationships and linkages between the security, leg security and underlying security entries. If all instances of the
UnderlyingInstrument component in the message are true underliers of the Instrument component, then the
RelatedInstrumentGrp component is not needed. If any instance of the UnderlyingInstrument component has a
different relationship, e.g. underlier of an instance of the InstrumentLeg component, stream, equity equivalent or
nearest exchange-traded contract or if there are multiple instances of the InstrumentLeg component, then an entry
for every relationship should be included in this component. When the RelatedInstrumentGrp component appears
within a repeating group, each entry only applies to the Instrument component at the same hierarchical level.
In messages such as Email(35=C) and News(35=B), where the Instrument and the InstrumentLeg component are
within their repeating groups, the RelatedInstrumentGrp component may be used to link legs and underliers to their
appropriate base security.
For simple relationships such as identifying a “hedges for” security, the entry simply defines the symbol or identifier of
an externally known security. For relationships within strategies and swaps, the entry refers up through one of the
“related to” fields to the security, leg security, underlying security, stream or dividend period with which the related
security has correlation. It then points down through RelatedSecurityID(1650) or RelatedSymbol(1649) to an
UnderlyingInstrument instance in the current message defining the related security. The nature of the relationship is
given in RelatedInstrumentType(1648).
6.2.10.2 SecAltIDGrp
This component is a repeating group that is part of the Instrument component. It is used to provide alternate
identifiers for a given security. The component layouts are available here: SecAltIDGrp, LegSecAltIDGrp,
UndSecAltIDGrp.
6.2.10.3 SecurityXML
This component is used to provide a definition in an XML format for the instrument. The component layouts are
available here: SecurityXML, LegSecurityXML, UnderlyingSecurityXML.

6.2.11 Instrument Parties
6.2.11.1 InstrumentParties
This component is a repeating group that is conceptually identical to the Parties component. It is used to identify the
party(-ies) that are part of the instrument’s reference data (e.g. the issuer) within the context of the instrument
component it appears in. It is not permitted to use this component to contain transactional information (i.e. parties in
the transaction). Only a specified subset of party roles will be supported within the InstrumentParties component.
The component layouts are available here: InstrumentParties, LegInstrumentParties, UndlyInstrumentParties.
6.2.11.2 InstrumentPtysSubGrp
This component is a repeating group that is part of the InstrumentParties component and conceptually identical to the
PtysSubGrp component. It is used to provide additional or supplemental information related to the instance of the
party identifier it is attached to. The component layouts are available here: InstrumentPtysSubGrp,
LegInstrumentPtysSubGrp, UndlyInstrumentPtysSubGrp.
6.2.12 Market Disruptions
6.2.12.1 MarketDisruption
This component is part of the Instrument component and used to specify the market disruption provisions of the
swap. The component layouts are available here: MarketDisruption, LegMarketDisruption,
UnderlyingMarketDisruption.
6.2.12.2 MarketDisruptionEventGrp
This component is a repeating group that is part of the MarketDisruption component and used to specify the market
disruption events. The component layouts are available here: MarketDisruptionEventGrp,
LegMarketDisruptionEventGrp, UnderlyingMarketDisruptionEventGrp.
6.2.12.3 MarketDisruptionFallbackGrp
This component is a repeating group that is part of the MarketDisruption component and used to specify the market
disruption fallback provisions. The component layouts are available here: MarketDisruptionFallbackGrp,
LegMarketDisruptionFallbackGrp, UnderlyingMarketDisruptionFallbackGrp.
6.2.12.4 MarketDisruptionFallbackReferencePriceGrp
This component is a repeating group that is part of the MarketDisruption component and used to specify fallback
reference price and underlying security provisions. The component layouts are available here:
MarketDisruptionFallbackReferencePriceGrp, LegMarketDisruptionFallbackReferencePriceGrp,
UnderlyingMarketDisruptionFallbackReferencePriceGrp.

6.2.13 Option Exercise Provisions

This section describes global components related to option exercise provisions of an instrument. The components are
listed in alphabetical order with the exception of the main (root) component.
6.2.13.1 Overview
6.2.13.2 OptionExercise
This component is part of the Instrument component and used to specify option exercise provisions. Its purpose is to
identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The
embedded OptionExerciseExpiration component is used to terminate the opportunity for exercise. The component
layouts are available here: OptionExercise, LegOptionExercise, UnderlyingOptionExercise.
6.2.13.3 OptionExerciseBusinessCenterGrp
This component is a repeating group that is part of the OptionExerciseDates component. It is used to specify the set of
business centers whose calendars drive date adjustment. Used only to override the business centers defined in the
DateAdjustment component in the Instrument component. The component layouts are available here:
OptionExerciseBusinessCenterGrp, LegOptionExerciseBusinessCenterGrp,
UnderlyingOptionExerciseBusinessCenterGrp.
6.2.13.4 OptionExerciseDateGrp
This component is a repeating group that is part of the OptionExerciseDates component. It is used to specify fixed
dates for exercise. The component layouts are available here: OptionExerciseDateGrp, LegOptionExerciseDateGrp,
UnderlyingOptionExerciseDateGrp.
6.2.13.5 OptionExerciseDates

This component is part of the OptionExercise component. It is used to specify option exercise dates. The component
layouts are available here: OptionExerciseDates, LegOptionExerciseDates, UnderlyingOptionExerciseDates.
6.2.13.6 OptionExerciseExpiration
This component is part of the OptionExercise component. It is used to specify option exercise expiration dates and
times. The purpose of OptionExerciseDates is to identify the scheduled opportunities for exercise. The
OptionExerciseExpiration component identifies the end of the schedule. The component layouts are available here:
OptionExerciseExpiration, LegOptionExerciseExpiration, UnderlyingOptionExerciseExpiration.
6.2.13.7 OptionExerciseExpirationDateGrp
This component is a repeating group that is part of the OptionExerciseExpiration component. It is used to specify fixed
dates for expiration. The component layouts are available here: OptionExerciseExpirationDateGrp,
LegOptionExerciseExpirationDateGrp, UnderlyingOptionExerciseExpirationDateGrp.
6.2.13.8 OptionExerciseExpirationDateBusinessCenterGrp
This component is a repeating group that is part of the OptionExerciseExpiration component. It is used to specify the
set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in
the DateAdjustment component in the Instrument component. The component layouts are available here:
OptionExerciseExpirationDateBusinessCenterGrp, LegOptionExerciseExpirationDateBusinessCenterGrp,
UnderlyingOptionExerciseExpirationDateBusinessCenterGrp.
6.2.13.9 OptionExerciseMakeWholeProvision
This component is part of the OptionExercise component. It is used to specify the set of rules of maintaining balance
when an option is exercised. A “make whole” provision seeks to penalize the option buyer, i.e. make the seller
“whole”, if the buyer exercises the option prior to the make whole date, e.g. the early call date of a convertible bond.
The component layouts are available here: OptionExerciseMakeWholeProvision,
LegOptionExerciseMakeWholeProvision, UnderlyingOptionExerciseMakeWholeProvision.
6.2.13.10 SettlMethodElectionDate
This component is part of the OptionExercise component. It is used to report the settlement method election date.
The component layouts are available here: SettlMethodElectionDate, LegSettlMethodElectionDate,
UnderlyingSettlMethodElectionDate.
6.2.13.11 SettlMethodElectionDateBusinessCenterGrp
This component is a repeating group that is part of the SettlMethodElectionDate component. It is used to specify the
set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined

in the DateAdjustment component in the Instrument component. The component layouts are available here:
SettlMethodElectionDateBusinessCenterGrp, LegSettlMethodElectionDateBusinessCenterGrp,
UnderlyingSettlMethodElectionDateBusinessCenterGrp.
6.2.14 Physical Settlement Terms
6.2.14.1 PhysicalSettlDeliverableObligationGrp
This component is a repeating group that is part of the PhysicalSettlTermGrp component. It is used to report CDS
physical settlement delivery obligations. The component layouts are available here:
PhysicalSettlDeliverableObligationGrp, LegPhysicalSettlDeliverableObligationGrp,
UnderlyingPhysicalSettlDeliverableObligationGrp.
6.2.14.2 PhysicalSettlTermGrp
This component is a repeating group that is part of the Instrument component. It is used to report physical settlement
terms referenced from underlying instruments.
PhysicalSettlTermXID(40208) is provided for cross-referencing from an instance of the UnderlyingInstrument
component through the UnderlyingSettlTermXIDRef(41315) field. The component layouts are available here:
PhysicalSettlTermGrp, LegPhysicalSettlTermGrp, UnderlyingPhysicalSettlTermGrp.
6.2.15 Pricing Dates and Times
6.2.15.1 PricingDateBusinessCenterGrp
This component is a repeating group that is part of the PricingDateTime component. It is used to specify the set of
business centers whose calendars drive date adjustment. Used only to override the business centers defined in the
DateAdjustment component in the Instrument component. The component layouts are available here:
PricingDateBusinessCenterGrp, LegPricingDateBusinessCenterGrp, UnderlyingPricingDateBusinessCenterGrp.
6.2.15.2 PricingDateTime
This component is part of the Instrument component. It is used to specify an adjusted or unadjusted pricing or fixing
date and optionally the time, e.g. for a commodity or FX forward trade. The component layouts are available here:
PricingDateTime, LegPricingDateTime, UnderlyingPricingDateTime.

6.2.16 Protection Terms
6.2.16.1 ProtectionTermGrp
This component is a repeating group that is part of the Instrument component. It is used to report protection term
details referenced from underlying instruments.
ProtectionTermXID(40190) is provided for cross-referencing from an instance of the UnderlyingInstrument component
through the UnderlyingProtectionXIDRef(41314) field. The component layouts are available here: ProtectionTermGrp,
LegProtectionTermGrp, UnderlyingProtectionTermGrp.
6.2.16.2 ProtectionTermEventGrp
This component is a repeating group that is part of the ProtectionTermGrp component. It is used to report applicable
credit events for a Credit Default Swap (CDS). The component layouts are available here: ProtectionTermEventGrp,
LegProtectionTermEventGrp, UnderlyingProtectionTermEventGrp.
6.2.16.3 ProtectionTermEventNewsSourceGrp
This component is a repeating group that is part of the ProtectionTermGrp component. It is used to specify the
particular newspapers or electronic news services and sources that may publish relevant information used in the
determination of whether or not a credit event has occurred. The component layouts are available here:
ProtectionTermEventNewsSourceGrp, LegProtectionTermEventNewsSourceGrp,
UnderlyingProtectionTermEventNewsSourceGrp.
6.2.16.4 ProtectionTermEventQualifierGrp
This component is a repeating group that is part of the ProtectionTermEventGrp component. It is used to specify
qualifying attributes to the event. The component layouts are available here: ProtectionTermEventQualifierGrp,
LegProtectionTermEventQualifierGrp, UnderlyingProtectionTermEventQualifierGrp.
6.2.16.5 ProtectionTermObligationGrp
This component is a repeating group that is part of the ProtectionTermGrp component. It is used to report applicable
CDS obligations. The component layouts are available here: ProtectionTermObligationGrp,
LegProtectionTermObligationGrp, UnderlyingProtectionTermObligationGrp.
6.2.17 Provisions
This section describes global components related to additional terms, provisions and conditions associated with an
instrument. The components are listed in alphabetical order with the exception of the main (root) component.

6.2.17.1 Overview
6.2.17.2 ProvisionGrp
This component is a repeating group that is part of the Instrument component. It is used to detail additional terms,
provisions and conditions associated with the instrument. A swap may have one or more provisions defined. The
component layouts are available here: ProvisionGrp, LegProvisionGrp, UnderlyingProvisionGrp.
6.2.17.3 ProvisionCashSettlPaymentDateBusinessCenterGrp
This component is a repeating group that is part of the ProvisionCashSettlPaymentDates component. It is used to
specify the set of business centers whose calendars drive the date adjustment. Used only to override the business
centers defined in the DateAdjustment component within the Instrument component. The component layouts are
available here: ProvisionCashSettlPaymentDateBusinessCenterGrp,
LegProvisionCashSettlPaymentDateBusinessCenterGrp,
UnderlyingProvisionCashSettlPaymentDateBusinessCenterGrp.
6.2.17.4 ProvisionCashSettlPaymentDates
This component is part of the ProvisionGrp component. It is used to report the cash settlement payment dates
associated with the provision type. The component layouts are available here: ProvisionCashSettlPaymentDates,
LegProvisionCashSettlPaymentDates, UnderlyingProvisionCashSettlPaymentDates.
6.2.17.5 ProvisionCashSettlPaymentFixedDateGrp
This component is a repeating group that is part of the ProvisionCashSettlPaymentDates component. It is used to
report fixed cash settlement payment dates associated with the provision.
For the purpose of optimization, the ProvisionCashSettlPaymentDateType(40173) field may optionally be omitted
after the first instance provided the instance(s) which immediately follow is(are) of the same date type. When the
next instance requires a different date type from the prior instance, the ProvisionCashSettlPaymentDateType(40173)

is required to specify the date type. The component layouts are available here:
ProvisionCashSettlPaymentFixedDateGrp, LegProvisionCashSettlPaymentFixedDateGrp,
UnderlyingProvisionCashSettlPaymentFixedDateGrp.
6.2.17.6 ProvisionCashSettlQuoteSource
This component is part of the ProvisionGrp component. It is used to specify the reference source for currency or rate
quote for cash settlement purposes. The component layouts are available here: ProvisionCashSettlQuoteSource,
LegProvisionCashSettlQuoteSource, UnderlyingProvisionCashSettlQuoteSource.
6.2.17.7 ProvisionCashSettlValueDateBusinessCenterGrp
This component is a repeating group that is part of the ProvisionCashSettlValueDates component. It is used to specify
the set of business centers whose calendars drive the date adjustment. Used only to override the business centers
defined in the DateAdjustment component within the Instrument component. The component layouts are available
here: ProvisionCashSettlValueDateBusinessCenterGrp, LegProvisionCashSettlValueDateBusinessCenterGrp,
UnderlyingProvisionCashSettlValueDateBusinessCenterGrp.
6.2.17.8 ProvisionCashSettlValueDates
This component is part of the ProvisionGrp component. It is used to report the cash settlement value date and time
associated with the provision. The component layouts are available here: ProvisionCashSettlValueDates,
LegProvisionCashSettlValueDates, UnderlyingProvisionCashSettlValueDates.
6.2.17.9 ProvisionDateBusinessCenterGrp
This component is a repeating group that is part of the ProvisionGrp component. It is used to specify the set of
business centers whose calendars drive the date adjustment. Used only to override the business centers defined in
the DateAdjustment component within the Instrument component. The component layouts are available here:
ProvisionDateBusinessCenterGrp, LegProvisionDateBusinessCenterGrp, UnderlyingProvisionDateBusinessCenterGrp.
6.2.17.10 ProvisionOptionExerciseBusinessCenterGrp
This component is a repeating group that is part of the ProvisionOptionExerciseDates component. It is used to specify
here: ProvisionOptionExerciseBusinessCenterGrp, LegProvisionOptionExerciseBusinessCenterGrp,
UnderlyingProvisionOptionExerciseBusinessCenterGrp.
6.2.17.11 ProvisionOptionExerciseDates

This component is part of the ProvisionGrp component. It is used to report the option exercise dates and times
defined in the provision. The component layouts are available here: ProvisionOptionExerciseDates,
LegProvisionOptionExerciseDates, UnderlyingProvisionOptionExerciseDates.
6.2.17.12 ProvisionOptionExerciseFixedDateGrp
This component is a repeating group that is part of the ProvisionOptionExerciseDates component. It is used to report
an array of unadjusted or adjusted fixed exercise dates.
For the purpose of optimization, the ProvisionOptionExerciseFixedDateType(40144) field may optionally be omitted
after the first instance provided the instance(s) which immediately follow is(are) of the same date type. When the
next instance requires a different date type from the prior instance, the
ProvisionOptionExerciseFixedDateType(40144) is required to specify the date type. The component layouts are
available here: ProvisionOptionExerciseFixedDateGrp, LegProvisionOptionExerciseFixedDateGrp,
UnderlyingProvisionOptionExerciseFixedDateGrp.
6.2.17.13 ProvisionOptionExpirationDate
This component is part of the ProvisionGrp component. It is used to report the option expiration date and times
associated with the provision. The component layouts are available here: ProvisionOptionExpirationDate,
LegProvisionOptionExpirationDate, UnderlyingProvisionOptionExpirationDate.
6.2.17.14 ProvisionOptionExpirationDateBusinessCenterGrp
This component is a repeating group that is part of the ProvisionOptionExpirationDate component. It is used to specify
here: ProvisionOptionExpirationDateBusinessCenterGrp, LegProvisionOptionExpirationDateBusinessCenterGrp,
UnderlyingProvisionOptionExpirationDateBusinessCenterGrp.
6.2.17.15 ProvisionOptionRelevantUnderlyingDate
This component is part of the ProvisionGrp component. It is used to report the option relevant underlying date
associated with the provision. The component layouts are available here: ProvisionOptionRelevantUnderlyingDate,
LegProvisionOptionRelevantUnderlyingDate, UnderlyingProvisionOptionRelevantUnderlyingDate.
6.2.17.16 ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp
This component is a repeating group that is part of the ProvisionOptionExpirationDate component. It is used to specify

here: ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp,
LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp,
UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp.
6.2.17.17 ProvisionParties
This component is a repeating group that is part of the ProvisionGrp component and conceptually identical to the
Parties component. It is used to report the parties identified in the contract provision. The component layouts are
available here: ProvisionParties, LegProvisionParties, UnderlyingProvisionParties.
6.2.17.18 ProvisionPtysSubGrp
This component is a repeating group that is part of the ProvisionParties component and conceptually identical to the
PtysSubGrp component. It is used to provide additional or supplemental information related to the instance of the
party identifier it is attached to. The component layouts are available here: ProvisionPtysSubGrp,
LegProvisionPtysSubGrp, UnderlyingProvisionPtysSubGrp.
6.2.18 Streams
This section describes global components related to swap streams of an instrument. The components are listed in
alphabetical order with the exception of the main (root) component.
6.2.18.1 Overview

6.2.18.2 StreamGrp
This component is a repeating group that is part of the Instrument component. It is used to detail the swap streams
associated with the instrument.
A swap will ordinarily have one or two streams. Each one may contain a StreamDesc(40051) with a descriptive string
such as “Float” or “Fixed”. However, the choice of description should have no effect on the stream’s purpose.
StreamPaySide(40052) and StreamReceiveSide(40053) may be used to link the appropriate swap parties to their role
in the stream. In pre-trade messages the side value (e.g. Side(54) field) of the request or order should be set to the
same side value indicating the aggressor’s desired role. On fills and post-trade messages the executing firm takes the
opposite side and indicates its role by setting StreamPaySide(40052) and StreamReceiveSide(40053) to the opposite
side of the aggressor’s role.
The component layouts are available here: StreamGrp, LegStreamGrp, UnderlyingStreamGrp.
6.2.18.3 DeliveryScheduleGrp
This component is a repeating group that is part of the StreamGrp component. It is used to detail step schedules
associated with a delivery stream.
Holiday schedule is standard for the country and time zone and need not be specified. The component layouts are
available here: DeliveryScheduleGrp, LegDeliveryScheduleGrp, UnderlyingDeliveryScheduleGrp.
6.2.18.4 DeliveryScheduleSettlDayGrp
This component is a repeating group that is part of the DeliveryScheduleGrp component. It is used to detail
commodity delivery days. The component layouts are available here: DeliveryScheduleSettlDayGrp,
LegDeliveryScheduleSettlDayGrp, UnderlyingDeliveryScheduleSettlDayGrp.

6.2.18.5 DeliveryScheduleSettlTimeGrp
This component is a repeating group that is part of the DeliveryScheduleSettlDayGrp component. It is used to detail
commodity delivery time periods. The component layouts are available here: DeliveryScheduleSettlTimeGrp,
LegDeliveryScheduleSettlTimeGrp, UnderlyingDeliveryScheduleSettlTimeGrp.
6.2.18.6 DeliveryStream
This component is part of the StreamGrp component. It is used to optionally specify the attributes of a physical
delivery stream in a swap. The component layouts are available here: DeliveryStream, LegDeliveryStream,
UnderlyingDeliveryStream.
6.2.18.7 DividendAccrualFloatingRate
This component is part of the DividendConditions component. It is used to define the dividend accrual floating rate
attributes of dividend payment conditions. The component layouts are available here: DividendAccrualFloatingRate,
LegDividendAccrualFloatingRate, UnderlyingDividendAccrualFloatingRate.
6.2.18.8 DividendAccrualPaymentDate
This component is part of the DividendConditions component. It is used to report the dividend accrual payment date.
The component layouts are available here: DividendAccrualPaymentDate, LegDividendAccrualPaymentDate,
UnderlyingDividendAccrualPaymentDate.
6.2.18.9 DividendAccrualPaymentDateBusinessCenterGrp
This component is a repeating group that is part of the DividendAccrualPaymentDate component. It is used to specify
here: DividendAccrualPaymentDateBusinessCenterGrp, LegDividendAccrualPaymentDateBusinessCenterGrp,
UnderlyingDividendAccrualPaymentDateBusinessCenterGrp.

6.2.18.10 DividendConditions
This component is part of the PaymentStreamFloatingRate component. It is used to specify the conditions’ valuations
and dates governing the payment of dividends. The component layouts are available here: DividendConditions,
LegDividendConditions, UnderlyingDividendConditions.
6.2.18.11 DividendFXTriggerDate
This component is part of the DividendConditions component. It is used to report the dividend date when a foreign
exchange trade is triggered. The component layouts are available here: DividendFXTriggerDate,
LegDividendFXTriggerDate, UnderlyingDividendFXTriggerDate.
6.2.18.12 DividendFXTriggerDateBusinessCenterGrp
This component is a repeating group that is part of the DividendFXTriggerDate component. It is used to specify the set
of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in
DividendFXTriggerDateBusinessCenterGrp, LegDividendFXTriggerDateBusinessCenterGrp,
UnderlyingDividendFXTriggerDateBusinessCenterGrp.
6.2.18.13 DividendPeriodBusinessCenterGrp
This component is a repeating group that is part of the DividendPeriodGrp component. It is used to specify the set of
DividendPeriodBusinessCenterGrp, LegDividendPeriodBusinessCenterGrp,
UnderlyingDividendPeriodBusinessCenterGrp.
6.2.18.14 DividendPeriodGrp

This component is a repeating group that is part of the DividendConditions component. It is used to specify the
valuation and payment dates of the dividend leg of a dividend swap. The component layouts are available here:
DividendPeriodGrp, LegDividendPeriodGrp, UnderlyingDividendPeriodGrp.
6.2.18.15 PaymentScheduleGrp
This component is a repeating group that is part of the StreamGrp component. It is used to specify notional and rate
steps of the payment stream.
The Fixing Lag Interval (PaymentScheduleFixingLagPeriod(41176) and PaymentScheduleFixingLagUnit(41177)) and the
First Observation Offset Duration (PaymentScheduleFixingFirstObservationOffsetPeriod(41178) and
PaymentScheduleFixingFirstObservationOffsetUnit(41179)) are used together. If the First Observation Offset Duration
is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset
Duration is not specified, the observation starts immediately preceding each calculation.
The component layouts are available here: PaymentScheduleGrp, LegPaymentScheduleGrp,
UnderlyingPaymentScheduleGrp.
6.2.18.16 PaymentStream
This component is part of the StreamGrp component. It is used to detail the attributes of a payment stream in a swap.
The component layouts are available here: PaymentStream, LegPaymentStream, UnderlyingPaymentStream.
6.2.18.17 PaymentStreamCompoundingDateGrp
This component is a repeating group that is part of the PaymentStreamCompoundingDates component. It is used to
specify predetermined compounding dates. The component layouts are available here:
PaymentStreamCompoundingDateGrp, LegPaymentStreamCompoundingDateGrp,
UnderlyingPaymentStreamCompoundingDateGrp.
6.2.18.18 PaymentStreamCompoundingDates

This component is part of the PaymentStream component. It is used to specify the compounding dates associated
with the stream - either specific, relative or periodic dates. The component layouts are available here:
PaymentStreamCompoundingDates, LegPaymentStreamCompoundingDates,
UnderlyingPaymentStreamCompoundingDates.
6.2.18.19 PaymentStreamCompoundingDatesBusinessCenterGrp
This component is a repeating group that is part of the PaymentStreamCompoundingDates component. It is used to
specify the set of business centers whose calendars drive the date adjustment. Used only to override the business
centers defined in the DateAdjustment component within the Instrument component. The component layouts are
available here: PaymentStreamCompoundingDatesBusinessCenterGrp,
LegPaymentStreamCompoundingDatesBusinessCenterGrp,
UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp.
6.2.18.20 PaymentStreamCompoundingEndDate
This component is part of the PaymentStreamCompoundingDates component. It is used to specify the end date for
compounding. The component layouts are available here: PaymentStreamCompoundingEndDate,
LegPaymentStreamCompoundingEndDate, UnderlyingPaymentStreamCompoundingEndDate.
6.2.18.21 PaymentStreamCompoundingFloatingRate
This component is part of the PaymentStream component. It is used to report the parameters for determining the
compounding floating rate of the stream. The component layouts are available here:
PaymentStreamCompoundingFloatingRate, LegPaymentStreamCompoundingFloatingRate,
UnderlyingPaymentStreamCompoundingFloatingRate.
6.2.18.22 PaymentStreamCompoundingStartDate
This component is part of the PaymentStreamCompoundingDates component. It is used to specify the start date for
compounding. The component layouts are available here: PaymentStreamCompoundingStartDate,
LegPaymentStreamCompoundingStartDate, UnderlyingPaymentStreamCompoundingStartDate.
6.2.18.23 PaymentStreamFinalPricePaymentDate
This component is part of the PaymentStreamPaymentDates component. It is used to specify the final price payment
date, e.g. for an equity return swap. The component layouts are available here:
PaymentStreamFinalPricePaymentDate, LegPaymentStreamFinalPricePaymentDate,
UnderlyingPaymentStreamFinalPricePaymentDate.
6.2.18.24 PaymentStreamFixingDateBusinessCenterGrp
This component is a repeating group that is part of the PaymentStreamResetDates component. It is used to specify
here: PaymentStreamFixingDateBusinessCenterGrp, LegPaymentStreamFixingDateBusinessCenterGrp,
UnderlyingPaymentStreamFixingDateBusinessCenterGrp.
6.2.18.25 PaymentStreamFixingDateGrp
predetermined fixing dates. The component layouts are available here: PaymentStreamFixingDateGrp,
LegPaymentStreamFixingDateGrp, UnderlyingPaymentStreamFixingDateGrp.

6.2.18.26 PaymentStreamFloatingRate
This component is part of the PaymentStream component. It is used to report the floating rate attributes of the
stream.
If the floating rate index or the rate calculation goes negative for a calculation period and
PaymentStreamNegativeRateTreatment(40807)=1 (Negative interest rate method), then the Receiver pays the Payer
the absolute floating rate, i.e. the Receiver pays the cash flow amount to the Payer.
The Calculation Lag Interval (PaymentStreamCalculationLagPeriod(41209) and
PaymentStreamCalculationLagUnit(41210)) and the First Observation Offset Duration
(PaymentStreamFirstObservationOffsetPeriod(41211) and PaymentStreamFirstObservationOffsetUnit(41212)) are
used together. When the First Observation Offset Duration is specified, the Fixing Lag Interval prior to each calculation
starts with the observation. When the First Observation Offset Duration is not specified, the observation starts
immediately before each calculation.
The component layouts are available here: PaymentStreamFloatingRate, LegPaymentStreamFloatingRate,
UnderlyingPaymentStreamFloatingRate.
6.2.18.27 PaymentStreamFormula
This component is part of the PaymentStreamFloatingRate component. It is used to report the parameters for
determining the floating rate of the stream, e.g. for equity swaps. The component layouts are available here:
PaymentStreamFormula, LegPaymentStreamFormula, UnderlyingPaymentStreamFormula.
6.2.18.28 PaymentStreamFormulaImage
This component is part of the PaymentStreamFormula component. It is used to include a base64Binary-encoded
image clip of the formula. The component layouts are available here: PaymentStreamFormulaImage,
LegPaymentStreamFormulaImage, UnderlyingPaymentStreamFormulaImage.
6.2.18.29 PaymentStreamFormulaMathGrp
This component is a repeating group that is part of the PaymentStreamFormula component. It is used to specify the
set of formulas, sub-formulas and descriptions from which the rate is derived. The component layouts are available
here: PaymentStreamFormulaMathGrp, LegPaymentStreamFormulaMathGrp,
UnderlyingPaymentStreamFormulaMathGrp.
6.2.18.30 PaymentStreamInitialFixingDateBusinessCenterGrp

here: PaymentStreamInitialFixingDateBusinessCenterGrp, LegPaymentStreamInitialFixingDateBusinessCenterGrp,
UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp.
6.2.18.31 PaymentStreamNonDeliverableFixingDateGrp
This component is a repeating group that is part of the PaymentStreamNonDeliverableSettlTerms component. It is
used to specify predetermined fixing dates.
For the purpose of optimization, the NonDeliverableFixingDateType(40827) field may optionally be omitted after the
first instance provided the instance(s) which immediately follow is of the same date type. When the next instance
requires a different date type from the prior instance, the NonDeliverableFixingDateType(40827) is required to specify
the date type.
The component layouts are available here: PaymentStreamNonDeliverableFixingDateGrp,
LegPaymentStreamNonDeliverableFixingDateGrp, UnderlyingPaymentStreamNonDeliverableFixingDateGrp.
6.2.18.32 PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp
used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the
business centers defined in the DateAdjustment component within the Instrument component. The component
layouts are available here: PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp,
LegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp,
UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp.
6.2.18.33 PaymentStreamNonDeliverableSettlRateSource
This component is part of the PaymentStreamNonDeliverableSettlTerms component. It is used to specify the rate
source if the payment currency is non-deliverable. The component layouts are available here:
PaymentStreamNonDeliverableSettlRateSource, LegPaymentStreamNonDeliverableSettlRateSource,
UnderlyingPaymentStreamNonDeliverableSettlRateSource.
6.2.18.34 PaymentStreamNonDeliverableSettlTerms
This component is part of the PaymentStream component. It is used to specify the non-deliverable currency
settlement terms of the payment stream. The component layouts are available here:
PaymentStreamNonDeliverableSettlTerms, LegPaymentStreamNonDeliverableSettlTerms,
UnderlyingPaymentStreamNonDeliverableSettlTerms.
6.2.18.35 PaymentStreamPaymentDateBusinessCenterGrp
This component is a repeating group that is part of the PaymentStreamPaymentDates component. It is used to specify
here: PaymentStreamPaymentDateBusinessCenterGrp, LegPaymentStreamPaymentDateBusinessCenterGrp,
UnderlyingPaymentStreamPaymentDateBusinessCenterGrp.

6.2.18.36 PaymentStreamPaymentDateGrp
This component is a repeating group that is part of the PaymentStreamPaymentDates component. It is used to detail
fixed dates for swap stream payments. The component layouts are available here: PaymentStreamPaymentDateGrp,
LegPaymentStreamPaymentDateGrp, UnderlyingPaymentStreamPaymentDateGrp.
6.2.18.37 PaymentStreamPaymentDates
This component is part of the PaymentStream component. It is used to specify the payment dates of the stream.
For equity return swaps this component is used to specify the interim price payment dates and the
PaymentStreamFinalPricePaymentDate component is used to specify the final price payment date.
The component layouts are available here: PaymentStreamPaymentDates, LegPaymentStreamPaymentDates,
UnderlyingPaymentStreamPaymentDates.
6.2.18.38 PaymentStreamPricingBusinessCenterGrp
This component is a repeating group that is part of the PaymentStreamFloatingRate component. It is used to specify
here: PaymentStreamPricingBusinessCenterGrp, LegPaymentStreamPricingBusinessCenterGrp,
UnderlyingPaymentStreamPricingBusinessCenterGrp.
6.2.18.39 PaymentStreamPricingDateGrp
This component is a repeating group that is part of the PaymentStreamFloatingRate component. It is used to detail
fixed pricing dates. The component layouts are available here: PaymentStreamPricingDateGrp,
LegPaymentStreamPricingDateGrp, UnderlyingPaymentStreamPricingDateGrp.
6.2.18.40 PaymentStreamPricingDayGrp
This component is a repeating group that is part of the PaymentStreamFloatingRate component. It is used to detail
periodic pricing days.
If the fixing days are not specified, then every day of the week will be a fixing day.
The component layouts are available here: PaymentStreamPricingDayGrp, LegPaymentStreamPricingDayGrp,
UnderlyingPaymentStreamPricingDayGrp.
6.2.18.41 PaymentStreamResetDateBusinessCenterGrp
here: PaymentStreamResetDateBusinessCenterGrp, LegPaymentStreamResetDateBusinessCenterGrp,
UnderlyingPaymentStreamResetDateBusinessCenterGrp.

6.2.18.42 PaymentStreamResetDates
This component is part of the PaymentStream component. It is used to specify the floating rate reset dates of the
stream. The component layouts are available here: PaymentStreamResetDates, LegPaymentStreamResetDates,
UnderlyingPaymentStreamResetDates.
6.2.18.43 PaymentStubEndDate
This component is part of the PaymentStubGrp component. It is used to specify the end date of the payment stub.
The component layouts are available here: PaymentStubEndDate, LegPaymentStubEndDate,
UnderlyingPaymentStubEndDate.
6.2.18.44 PaymentStubEndDateBusinessCenterGrp
This component is a repeating group that is part of the PaymentStubEndDate component. It is used to specify the set
PaymentStubEndDateBusinessCenterGrp, LegPaymentStubEndDateBusinessCenterGrp,
UnderlyingPaymentStubEndDateBusinessCenterGrp.
6.2.18.45 PaymentStubGrp
This component is a repeating group that is part of the StreamGrp component. It is used to specify front (initial) and
back (final) stubs of the payment stream. The component layouts are available here: PaymentStubGrp,
LegPaymentStubGrp, UnderlyingPaymentStubGrp.

6.2.18.46 PaymentStubStartDate
This component is part of the PaymentStubGrp component. It is used to specify the start date of the payment stub.
The component layouts are available here: PaymentStubStartDate, LegPaymentStubStartDate,
UnderlyingPaymentStubStartDate.
6.2.18.47 PaymentStubStartDateBusinessCenterGrp
This component is a repeating group that is part of the PaymentStubStartDate component. It is used to specify the set
PaymentStubStartDateBusinessCenterGrp, LegPaymentStubStartDateBusinessCenterGrp,
UnderlyingPaymentStubStartDateBusinessCenterGrp.
6.2.18.48 ReturnRateDateGrp
This component is a repeating group that is part of the ReturnRateGrp component. It is used to specify the equity and
dividend valuation dates for an equity return swap payment stream. The component layouts are available here:
ReturnRateDateGrp, LegReturnRateDateGrp, UnderlyingReturnRateDateGrp.
6.2.18.49 ReturnRateFXConversionGrp
This component is a repeating group that is part of the ReturnRateGrp component. It is used to specify the FX
conversion rates for an equity return swap payment stream. The component layouts are available here:
ReturnRateFXConversionGrp, LegReturnRateFXConversionGrp, UnderlyingReturnRateFXConversionGrp.
6.2.18.50 ReturnRateGrp
This component is a repeating group that is part of the PaymentStreamFloatingRate component. It is used to specify
the multiple return rates for an equity return swap payment stream. The component layouts are available here:
ReturnRateGrp, LegReturnRateGrp, UnderlyingReturnRateGrp.

6.2.18.51 ReturnRateInformationSourceGrp
This component is a repeating group that is part of the ReturnRateGrp component. It is used to specify the
information sources for equity prices and FX rates for an equity return swap payment stream. The component layouts
are available here: ReturnRateInformationSourceGrp, LegReturnRateInformationSourceGrp,
UnderlyingReturnRateInformationSourceGrp.
6.2.18.52 ReturnRatePriceGrp
This component is a repeating group that is part of the ReturnRateGrp component. It is used to specify the return rate
prices for an equity return swap payment stream. The component layouts are available here: ReturnRatePriceGrp,
LegReturnRatePriceGrp, UnderlyingReturnRatePriceGrp.
6.2.18.53 ReturnRateValuationDateBusinessCenterGrp
This component is a repeating group that is part of the ReturnRateDateGrp component. It is used to specify the set of
ReturnRateValuationDateBusinessCenterGrp, LegReturnRateValuationDateBusinessCenterGrp,
UnderlyingReturnRateValuationDateBusinessCenterGrp.
6.2.18.54 ReturnRateValuationDateGrp
This component is a repeating group that is part of the ReturnRateDateGrp component. It is used to specify the fixed
valuation dates for an equity return swap payment stream. The component layouts are available here:
ReturnRateValuationDateGrp, LegReturnRateValuationDateGrp, UnderlyingReturnRateValuationDateGrp.
6.2.18.55 SettlRateDisruptionFallbackGrp

used to specify the method, prioritized by the order it is listed, to get a replacement rate for a disrupted settlement
rate option for a non-deliverable settlement currency. The component layouts are available here:
SettlRateDisruptionFallbackGrp, LegSettlRateDisruptionFallbackGrp, UnderlyingSettlRateDisruptionFallbackGrp.
6.2.18.56 SettlRateFallbackRateSource
This component is part of the SettlRateDisruptionFallbackGrp component. It is used to specify the rate source in the
event of rate disruption fallback. The component layouts are available here: SettlRateFallbackRateSource,
LegSettlRateFallbackRateSource, UnderlyingSettlRateFallbackRateSource.
6.2.18.57 StreamAssetAttributeGrp
This component is a repeating group that is part of the StreamCommodity component. It is used to detail commodity
attributes, quality standards and reject limits. The component layouts are available here: StreamAssetAttributeGrp,
LegStreamAssetAttributeGrp, UnderlyingStreamAssetAttributeGrp.

6.2.18.58 StreamCalculationPeriodDates
This component is part of the StreamGrp component. It is used to specify the calculation period dates of the stream.
The component layouts are available here: StreamCalculationPeriodDates, LegStreamCalculationPeriodDates,
UnderlyingStreamCalculationPeriodDates.
6.2.18.59 StreamCommodity
This component is part of the StreamGrp component. It is used to identify and describe the underlying commodity.
The component layouts are available here: StreamCommodity, LegStreamCommodity, UnderlyingStreamCommodity.
6.2.18.60 StreamCommodityAltIDGrp
This component is a repeating group that is part of the StreamCommodity component. It is used to specify alternate
identifiers. The component layouts are available here: StreamCommodityAltIDGrp, LegStreamCommodityAltIDGrp,
UnderlyingStreamCommodityAltIDGrp.
6.2.18.61 StreamCommodityDataSourceGrp
This component is a repeating group that is part of the StreamCommodity component. It is used to specify sources of
data, e.g. weather stations. The order of entry determines priority – first is the main source, second is fallback, third is
second fallback. The component layouts are available here: StreamCommodityDataSourceGrp,
LegStreamCommodityDataSourceGrp, UnderlyingStreamCommodityDataSourceGrp.
6.2.18.62 StreamCommoditySettlBusinessCenterGrp
This component is a repeating group that is part of the StreamCommodity component. It is used to specify the set of
StreamCommoditySettlBusinessCenterGrp, LegStreamCommoditySettlBusinessCenterGrp,
UnderlyingStreamCommoditySettlBusinessCenterGrp.

6.2.18.63 StreamCommoditySettlDayGrp
This component is a repeating group that is part of the StreamCommoditySettlPeriodGrp component. It is used to
define the settlement days associated with the commodity contract. The component layouts are available here:
StreamCommoditySettlDayGrp, LegStreamCommoditySettlDayGrp, UnderlyingStreamCommoditySettlDayGrp.
6.2.18.64 StreamCommoditySettlPeriodGrp
This component is a repeating group that is part of the StreamCommodity component. It is used to define the
settlement period details associated with the commodity contract. The component layouts are available here:
StreamCommoditySettlPeriodGrp, LegStreamCommoditySettlPeriodGrp, UnderlyingStreamCommoditySettlPeriodGrp.
6.2.18.65 StreamCommoditySettlTimeGrp
This component is a repeating group that is part of the StreamCommoditySettlDayGrp component. It is used to define
the settlement time periods associated with the commodity contract. The component layouts are available here:
StreamCommoditySettlTimeGrp, LegStreamCommoditySettlTimeGrp, UnderlyingStreamCommoditySettlTimeGrp.
6.2.18.66 StreamEffectiveBusinessCenterGrp
This component is a repeating group that is part of the StreamEffectiveDate component. It is used to specify the set of
StreamEffectiveBusinessCenterGrp, LegStreamEffectiveDateBusinessCenterGrp,
UnderlyingStreamEffectiveDateBusinessCenterGrp.
6.2.18.67 StreamEffectiveDate
This component is part of the StreamGrp component. It is used to specify the effective date of the stream. The
component layouts are available here: StreamEffectiveDate, LegStreamEffectiveDate, UnderlyingStreamEffectiveDate.

6.2.18.68 StreamTerminationDate
This component is part of the StreamGrp component. It is used to specify the termination date of the stream. The
component layouts are available here: StreamTerminationDate, LegStreamTerminationDate,
UnderlyingStreamTerminationDate.
6.2.18.69 StreamTerminationDateBusinessCenterGrp
This component is a repeating group that is part of the StreamTerminationDate component. It is used to specify the
set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined
in the DateAdjustment component within the Instrument component. The component layouts are available here:
StreamTerminationDateBusinessCenterGrp, LegStreamTerminationDateBusinessCenterGrp,
UnderlyingStreamTerminationDateBusinessCenterGrp.
6.3 Global Components for Leg Securities

This section only contains global components for the instrument leg level that are not already included as part of the
description of the Instrument component because they are conceptually identical to a global component on the
instrument level.
6.3.1 InstrmtLegGrp
This component is a repeating group used to convey the legs of a multileg security. The component layout is available
here.
6.3.2 InstrumentLeg
This component, like the Instrument component, contains all the fields commonly used to describe a security or
instrument. In the case of the InstrumentLeg component it describes a security used in multileg-oriented messages.

6.3.3 LegOrdGrp
This component is a repeating group that is used on a multileg order or risk limit check and contains the full definition
of the individual legs of a multi-legged instrument. This includes pre-allocation information as well as stipulations for
each leg. The component layout is available here.
6.3.4 LegPreAllocGrp
This common component is a repeating group and conceptually identical to the PreAllocGrp component. It is used on
a multileg order to convey the allocation information prior to an execution at each instrument leg level. The
6.4 Global Components for Underlying Securities

This section only contains global components for the underlying instrument level that are not already included in the
description of the Instrument component because they are conceptually identical to a global component on the
instrument level.
6.4.1 UnderlyingDividendPaymentGrp
This component is a repeating group that is part of the UnderlyingDividendPayout. It is used to specify the anticipated
dividend or coupon payment dates and amounts of an equity or bond underlier. The component layout is available
here.
6.4.2 UnderlyingDividendPayout
This component is part of the UnderlyingInstrument component. It is used to specify the dividend or coupon payout
parameters of an equity or bond underlier. The component layout is available here.
6.4.3 UnderlyingInstrument

This component, like the Instrument component, contains all the fields commonly used to describe a security or
instrument. The UnderlyingInstrument component describes an instrument which underlies the primary instrument
identified in the Instrument component. For example, it may be used to convey the underlying instrument of an
option, or the collateral of a repurchase agreement or security loan.
The UnderlyingStipulations component is nested inside the UnderlyingInstrument component. This is not the case for
the Instrument and InstrumentLeg components where the stipulations are defined outside. The component layout is
available here.
6.4.4 UnderlyingRateSpreadSchedule
This component is part of the UnderlyingInstrument component. It is used to specify the rate spread schedule for a
basket underlier. The component layout is available here.
6.4.5 UnderlyingRateSpreadStepGrp
This component is a repeating group that is part of the UnderlyingRateSpreadSchedule component. It is used to
specify the step dates and amounts of a basket spread schedule. The component layout is available here.
6.4.6 UndInstrmtGrp
This component is a repeating group used to convey one or more underlying securities. The component layout is
available here.
6.5 Global Components for Parties

This section describes the global components for parties. Some of these are only used as part of a single component
and described in the respective section of the related business entity. The following table provides references to all
parties components, including those that are only used in a single business area where they are also described.
Table 6 — Parties components of business entities
Business Entity Parties Component

Instrument DerivativeInstrumentParties 9
Instrument DerivativeInstrumentPartySubIDsGrp10
9 Not a global component, shown here for completeness only.



Instrument InstrumentParties
Instrument InstrumentPtysSubGrp
Instrument LegInstrumentParties
Instrument LegInstrumentPtysSubGrp
Instrument LegProvisionParties
Instrument LegProvisionPtysSubGrp
Instrument ProvisionParties
Instrument ProvisionPtysSubGrp
Instrument UnderlyingProvisionParties
Instrument UnderlyingProvisionPtysSubGrp
Instrument UndlyInstrumentParties
Instrument UndlyInstrumentPtysSubGrp
Parties NestedParties
Parties NestedParties2
Parties NstdPtysSubGrp
Parties NstdPtys2SubGrp
Parties NstdPtys3SubGrp
Parties NstdPtys4SubGrp 12
Parties Parties
Parties PartyDetailGrp
Parties PartyDetailAltIDGrp
Parties PartyDetailAltSubGrp
Parties PartyRelationshipGrp
Parties PtysSubGrp
Parties RelatedPartyDetailGrp
Parties RelatedPartyDetailAltIDGrp
Parties RelatedPartyDetailAltSubGrp
Parties RelatedPartyDetailSubGrp
Parties RootParties
Parties RootSubParties
Parties TargetParties



Parties TargetPtysSubGrp
Payments PaymentSettlParties
Payments PaymentSettlPtysSubGrp
Settlement SettlParties13
Settlement SettlPtysSubGrp 14
6.5.1 Parties Identification
6.5.1.1 Parties
This component is a repeating group used to identify and convey information on the entities both central and
peripheral to the financial transaction represented by the FIX message containing the Parties component. The Parties
component allows many different types of entities to be expressed through use of the PartyRole(452) field and
identifies the source scheme of the PartyID(448) through the PartyIDSource(447).
There are a number of conceptually identical components with different names due to the uniqueness constraints of
the tagvalue encoding. NestedParties4 is one of those components. It is not a global component but a local
component in the single/general order handling category of the trade area.
The component layouts are available here: Parties, NestedParties, NestedParties2, NestedParties3, RootParties3.
6.5.1.2 PtysSubGrp
This component is a repeating group that is part of the repeating group Parties. It is used to provide additional or
supplemental information related to the instance of the identified party it is attached to.
There are a number of conceptually identical components with different names due to the uniqueness constraints of
the tagvalue encoding. NstdPtys4SubGrp is one of those components. It is not a global component but a local
component in the single/general order handling category of the trade area.
The component layouts are available here: PtysSubGrp, NstdPtysSubGrp, NstdPtys2SubGrp, NstdPtys3SubGrp,
RootSubParties.


6.5.1.3 TargetParties
This component is a repeating group that is conceptually identical to the Parties component. It provides information
about one or more party(-ies) within the context of where this component appears in. It may be used to represent a
list of parties subject to the action of the message this component appears in. The component layout is available
here.
6.5.1.4 TargetPtysSubGrp
This component is a repeating group that is part of the repeating group TargetParties and conceptually identical to the
PtysSubGrp. It is used to provide additional or supplemental information related to the instance of the identified party
it is attached to. The component layout is available here.
6.5.2 Parties Reference Data
6.5.2.1 PartyDetailGrp
This component is a repeating group used to convey details for a party, including related parties and alternative party
identifiers. It provides more information about a party compared to the Parties component and is primarily used to
provide reference data. The component layout is available here.
6.5.2.2 PartyDetailAltIDGrp
This component is a repeating group that is part of the repeating group PartyDetailGrp. It is used to provide
alternative identifiers for a party for the instance of the identified party it is attached to. The component layout is
available here.

6.5.2.3 PartyDetailAltSubGrp
This component is a repeating group that is part of the repeating group PartyDetailAltIDGrp. It is used to provide
additional or supplemental information related to the instance of the identified party it is attached to. The
6.5.2.4 PartyDetailSubGrp
This component is a repeating group that is part of the repeating group PartyDetailGrp. It is used to provide additional
or supplemental information related to the instance of the identified party it is attached to. The component layout is
available here.
6.5.2.5 PartyRelationshipGrp
This component is a repeating group that is part of the repeating group RelatedPartyDetailGrp. It is used to convey
different types of relationships between two parties. Relationships between parties can be inferred or explicitly
specified.
Party relationships can either be inferred based on PartyDetailRole(1693) or made explicit. For example, if
PartyDetailRole(1693) = 1 (Executing Firm) and RelatedPartyDetailRole(1565) = 24 (Customer Account), it can be
inferred that the executing firm trades for the customer account. This relationship can also be made explicit by using
the PartyRelationshipGrp component and specifying PartyRelationship(1515) = 3 (Trades for).
Relationships between parties are modeled as a web or mesh. PartyRelationship(1515) = 0 (Is also) indicates that an
entity of a specific party role is also an entity of different party role, e.g. an Executing Firm with one ID is also a
Clearing Firm with another ID. With the exception of “Is also,” PartyRelationship(1515) is specified as a list of
reciprocal relationships. This enables a relationship to be conveyed regardless of which party is specified in
PartyDetailID(1691) and which is specified in RelatedPartyDetailID(1563).
6.5.2.6 RelatedPartyDetailGrp
This component is a repeating group that is part of the repeating group PartyDetailGrp. It is used to convey details for
parties related to the instance of the identified party it is attached to. It contains the PartyRelationshipGrp component
to define a relationship between the parties. The component layout is available here.
6.5.2.7 RelatedPartyDetailAltIDGrp
This component is a repeating group that is part of the repeating group RelatedPartyDetailGrp. It is used to provide
alternative identifiers for a party for the instance of the identified party it is attached to. The component layout is
available here.

6.5.2.8 RelatedPartyDetailAltSubGrp
This component is a repeating group that is part of the repeating group RelatedPartyDetailAltIDGrp. It is used to
provide additional or supplemental information related to the instance of the identified party it is attached to. The
6.5.2.9 RelatedPartyDetailSubGrp
This component is a repeating group that is part of the repeating group RelatedPartyDetailGrp. It is used to provide
additional or supplemental information related to the instance of the identified party it is attached to. The
6.6 Global Components for Orders and Quotes

6.6.1 DisplayInstruction
This component is used to convey instructions on how a reserved order is to be handled in terms of when and how
much of the order quantity is to be displayed to the market. The component layout is available here.
6.6.2 MatchingInstructions
This component is a repeating group that may be used to allow or prevent an order from matching based on the value
of one or more tags. The component layout is available here.
6.6.3 OrderAttributeGrp
This component is a repeating group that provides additional attributes about an order. Attributes included in this
component are primarily “indicators” that may be associated with regulatory requirements and are typically not part
of normal trading activities. The component layout is available here.
6.6.4 OrderQtyData
This component contains the fields commonly used for indicating the amount or quantity of an order. Note that when
this component is marked as “required” in a message, either one of these three fields must be used to identify the
order amount: OrderQty(38), CashOrderQty(152) or OrderPercent(516) (in the case of CIV). The component layout is
available here.
6.6.5 RelatedOrderGrp
This component is a repeating group that may be used to identify orders that are related to the order identified
outside of this component for a business purpose. For example, the bundling of multiple orders into a single order.
This component should not be used in lieu of explicit FIX fields that denote specific semantic relationships, but rather
should be used when no such fields exist. The component layout is available here.
6.6.6 TrdgSesGrp
This component is a repeating group that is used to convey trading sessions, optionally limited to specific trading
phases within a trading session. The component layout is available here.
6.6.7 ValueChecksGrp
This component is a repeating group that may be used by the message submitter to provide a list of value types to be
checked by the counterparty or message recipient. The component layout is available here.
6.7 Global Components for Trades

6.7.1 RegulatoryTradeIDGrp
This component is a repeating group that is used to report the source, value and relationship of multiple identifiers for
the same trade or position. This component may be used to meet regulatory trade reporting requirements where

identifiers such as the Unique Swaps Identifier (USI) in the US or the Unique Trade Identifier (UTI) in Europe and
Canada are required to be reported, showing the chaining of these identifiers as needed.
SideRegulatoryTradeIDGrp is a conceptually identical component. It is not a global component but a common
component of the post-trade area.
6.7.2 RelatedTradeGrp
This component is a repeating group that may be used to identify trades that are related to each other for a business
purpose, such as netting of forwards. This component should not be used in lieu of explicit FIX fields that denote
specific semantic relationships, but rather should be used when no such fields exist. The component layout is
available here.
6.7.3 TradePriceConditionGrp
This component is a repeating group that is used to convey price conditions associated with a trade that impact trade
price. The component layout is available here.
6.7.4 TrdRegPublicationGrp
This component is a repeating group that is used to express trade publication reasons that are required by regulatory
agencies. Reasons may include deferrals, exemptions, waivers, etc.
Under the MiFID II regulation, this is used for indicating the reduction of pre- (“waivers”) or post-trade transparency.
In cases where a trade has been made outside an open order book venue or publication of trade data has been
deferred, pertinent reason indicators are set in the TrdRegPublicationReason(2670) to further qualify the
TrdRegPublicationType(2669).
6.7.5 TrdRegTimestamps
This component is a repeating group that is used to express timestamps for an order or trade that is required by
regulatory agencies. These timestamps are used to identify the timeframes for when an order or trade is received on
the floor, received and executed by the broker, etc. The component layout is available here.
6.8 Global Components for Commissions and Fees

6.8.1 CommissionData
This component is used to carry commission information such as the type of commission and the rate. Use the
CommissionDataGrp component as an alternative if multiple commissions or enhanced attributes are needed.
This component may be used to provide aggregated commission data of a given CommType(13) whereas the
repeating group CommissionDataGrp may be used to include the detail splits provided the commission is of the same
commission basis type. For example, CommissionData may contain CommType(13) of 3 (Absolute) and a
Commission(12) value of “15”. CommissionDataGrp may be used to show how this Commission(12) value of “15” is
split up as long as the CommissionBasis(2642) is also 3 (Absolute) for each of the instances added together. This
method of aggregated commission data may also be applied to this component to provide a total when the instances
of the detail splits in CommissionDataGrp component contain leg level information (indicated by the use of
CommissionLegRefID(2649) in CommissionDataGrp component). It is only possible to aggregate values for a single
commission basis type.
6.8.2 CommissionDataGrp
This component is a repeating group that is used to carry commission information such as the type of commission and
the rate. It provides an alternative to the CommissionData component if multiple commissions or enhanced attributes
are needed.

The CommissionLegRefID(2649) field is used to reference the LegID(1788) within the InstrumentLeg component,
allowing for specifying instrument leg specific commission values when a multilegged security is fully expressed in the
same message. This component is not intended for non-leg instances of the CommissionDataGrp component to
represent aggregated values of the leg instances within the component when both leg and non-leg instances are
included.
AllocCommissionDataGrp is a conceptually identical component. It is not a global component but a common
component of the post-trade area.
6.8.3 ContAmtGrp
This component is a repeating group used to convey one or more financial amounts (e.g. commissions or charges) or
percentages related to a contract. The component layout is available here.
6.8.4 MiscFeesGrp
This component is a repeating group that is used to provide details of trade and transaction fees other than
commissions, e.g. regulatory, exchange, taxes, levies, markup, trade reporting, etc.
MiscFeesGrp should be used to convey fees related to the transaction (e.g. taxes, transaction based fees, etc.) and
should not be used to specify payments based on the price or terms of the contract (e.g. upfront fee, premium
amount, security lending fee, contract-based rebates, related fee resets, payment frequency, etc.). For contractual
payments use the PaymentGrp component instead.
6.8.5 MiscFeesSubGrp
This component is a repeating group that is part of the MiscFeesGrp and used to provide further details for the
instance of MiscFeeType(139) and MiscFeeAmt(137) it is attached to. The component layout is available here.
6.9 Global Components for Financing

6.9.1 FinancingContractualDefinitionGrp
This component is a repeating group that is part of the FinancingDetails component and is used to report the
definitions published by ISDA that define the terms of a derivative trade.
LegFinancingContractualDefinitionGrp is a conceptually identical global component.
6.9.2 FinancingContractualMatrixGrp
This component is a repeating group that is part of the FinancingDetails component and is used to report the ISDA
Physical Settlement Matrix Transaction Type.
LegFinancingContractualMatrixGrp is a conceptually identical global component.

6.9.3 FinancingDetails
This component is optionally used for financial transactions where legal contracts, master agreements or master
confirmations are to be referenced. This component identifies the legal agreement under which the deal was made
and other unique characteristics of the transaction. For example, the AgreementDesc(913) field refers to base
standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993
Securities Loan – Amended 1998.
LegFinancingDetails is a conceptually identical global component.
6.9.4 FinancingTermSupplementGrp
This component is a repeating group that is part of the FinancingDetails component and is used to report contractual
term supplements of derivative trades.
LegFinancingTermSupplementGrp is a conceptually identical global component.
6.10 Global Components for Payments

6.10.1 PaymentBusinessCenterGrp
This component is a repeating group that is part of the PaymentGrp component and is used to specify the set of
the BusinessCenterGrp component of the DateAdjustment component in the Instrument component. The component
layout is available here.
6.10.2 PaymentGrp
This component is a repeating group that is used to report additional payments or bullet payments associated with
the transaction’s contractual terms.
This component is positioned outside the Instrument component as it is used to specify payments based on the price
and terms of the contract, e.g. upfront fee, premium amount, security lending fee and contract-based rebates.
When PaymentFrequencyUnit(43103) and PaymentFrequencyPeriod(43102) are specified, the payments are deemed
to be periodic for the specified PaymentType(40213).

6.10.3 PaymentSettlGrp
This component is a repeating group that is part of the PaymentGrp component and is used to report payment
settlement as a single or split payment. The component layout is available here.
6.10.4 PaymentSettlParties
This component is a repeating group that is conceptually identical to the Parties component. It is used to report
payment settlement routing. The component layout is available here.
6.10.5 PaymentSettlPtysSubGrp
This component is a repeating group that is part of the repeating group PaymentSettlParties and conceptually
identical to the PtysSubGrp. It is used to provide additional or supplemental information related to the instance of the
identified party it is attached to. The component layout is available here.
6.11 Global Components for Stipulations

6.11.1 Stipulations
This component is a repeating group used in fixed income to provide additional information on a given security. The
additional information is usually not considered static data information.
LegStipulations and UnderlyingStipulations are conceptually identical global components.
6.12 Global Components for Header and Trailer

The global components StandardHeader and StandardTrailer are only partially relevant for the application layer. They
are mainly linked to the FIX session layer and the tagvalue encoding of messages. A subset of the fields in the
StandardHeader component and the CheckSum(10) field in the StandardTrailer component are required for the
parsing of tagvalue encoded messages. Other encodings such as FIXML or Simple Binary Encoding (SBE) may use fields
in the StandardHeader component, for example to convey the application layer version and extension in use.
6.12.1 HopGrp
This component is a repeating group that is part of the StandardHeader component and used to capture one or more
third parties a message passes through to reach its final destination. It is applicable when messages are

communicated/re-distributed via third parties that function as service bureaus or “hubs”. The component layout is
available here.
6.12.2 StandardHeader
This component is the standard FIX message header required for tagvalue encoding and optional for other encodings.
It is not intended to contain business level information. The component layout is available here.
6.12.3 StandardTrailer
This component is the standard FIX message trailer and only required for tagvalue encoding to convey the checksum
of a message. The component layout is available here.
6.13 Miscellaneous Global Components

6.13.1 ApplicationSequenceControl
This component is used for application sequencing and recovery. FIX application messages that carry this component
will be able to use application level sequencing. The component layout is available here.
6.13.2 AttachmentGrp
This component is a repeating group that provides the ability to attach other media type documents to a FIX message
for transmission. The media type can be any of the media types (previously referred to as MIME types) that are listed
by IANA (www.iana.org) [RFC2046]. It is intended to be used to attach documents in other formats, such as PDF, TIFF,
and Microsoft Word, for example, to a FIX message.
When this component is used within a business message, such as the TradeCaptureReport(35=AE) message, the
attachment should supplement the data already contained in the business message. It is not intended to replace the
content of the business message. The standard (required) fields within the business message shall be populated, even
if they duplicate data expressed within the attachment(s). The component layout is available here.
6.13.3 AttachmentKeywordGrp
This component is a repeating group that provides a place to associate keywords with an attachment document to
support the current approach of tagging to support metadata. The component layout is available here.
6.13.4 LimitAmts
This component is a repeating group that may be used to convey various types of limit amounts, e.g. credit limits. The

6.13.5 PriceQualifierGrp
This component is a repeating group that clarifies the composition of the price when standard market practice for the
security calls for a price that is atypical when traded in other markets, or when a price can be expressed in more than
one way. The component layout is available here.
6.13.6 RateSource
This component is a repeating group used to identify the sources of rate information, e.g. for the currency exchange
rate of an FX transaction. The component layout is available here.
6.13.7 RelativeValueGrp
This component is a repeating group that is used to convey relative valuation metrics or analytics for a given
instrument.
Relative valuation metrics or analytics are commonly provided by the trading party providing pricing as part of fixed
income cash bonds or OTC derivatives indication or quoting activities.
6.13.8 SpreadOrBenchmarkCurveData
This component is primarily used for fixed income to convey spread to a benchmark security or curve. The
6.13.9 ThrottleResponse
This component is used to convey information about the throttle status on response messages,
e.g. ExecutionReport(35=8), QuoteStatusReport(35=AI), etc. The component layout is available here.
6.13.10 YieldData
This component conveys yield information for a given fixed income security. The component layout is available here.

7 User defined fields

In order to provide maximum flexibility for its users, the FIX Protocol accommodates User Defined Fields (UDFs). These
fields are intended to be implemented between consenting trading partners and should be used with caution to avoid
conflicts, which will arise as multiple parties begin implementation of the protocol. It is suggested that if trading
partners find that particular UDFs would add value to the wider community, they should be submitted as a Gap
Analysis (see here for a template and process guideline) to the FIX Global Technical Committee to be standardized in
an Extension Pack.
The tag numbers 5000 to 9999 have been reserved for UDFs, which are used as part of inter-firm communication.
These tags can be registered/reserved via the FIX website. At this time, the available tag numbers in the user defined
range of 5000 to 9999 have all been allocated. In December 2009 the FIX GTC Governance Board approved the use of
tag numbers in the 20000 to 39999 range for use as user defined tags to be used bilaterally between parties. These
tags do not need to be registered.
The GTC’s policy with regards to UDFs is for the community, where possible, to use tags, components or repeating
groups from the latest Extension Pack in their legacy FIX implementation when these meet the requirements, as
opposed to customised extensions through user defined fields, components, or repeating groups.
UDFs in the range 8000-8499 are reserved for the FIX Global Technical Committee for the support of regulatory
requirements in supported legacy versions of FIX. UDFs in the range 8500-8999 are currently reserved for work-in-
progress in China.
The tag numbers greater than or equal to 10000 and less than 20000 have been reserved for internal use (within a
single firm) and do not need to be registered/reserved via the FIX website. The tag numbers in the 40000 to 49999
range are reserved for the FIX Global Technical Committee and have been used for standard fields related to the
definition of OTC derivative instruments. The tag numbers of 50000 and above are reserved by the FIX Global
Technical Committee and should not be used in FIX implementations.

8 Appendix: Global Components

Many of the FIX application messages are composed of common “building blocks” or sets of data fields. For instance,
almost every FIX application message has the set of symbology-related fields used to define the “Instrument”:
Symbol(55), SymbolSfx(65), SecurityIDSource(22), SecurityID(48) … ExchangeLookAlike(2603). Rather than replicate a
common group of fields, the FIX specification specifies components which are simply referenced by component name
within each application message which uses them. Thus when reviewing a specific message definition, the appropriate
group of fields should be expanded and used whenever a component is identified.
Note that some components may be part of repeating groups thus if the component is denoted as part of a repeating
group, then the entire group of fields representing the component are to be specified at the component’s repeating
group “level” in the message definition and follow repeating group rules, e.g. concerning field order in case of
tagvalue syntax.
The components identified within this section are referred to as “Global Components”. They are “Common
Components” that are used across the two or more of the main business areas (pre-trade, trade, post-trade,
infrastructure) and not just across the categories of a single business area.
8.1 AdditionalTermBondRefGrp
Tag Name Req' Description
d
40000 NoAdditionalTermBondRefs N –
→4000 AdditionalTermBondSecurityID N Required if NoAdditionalTermBondRefs(40000) >
1 0.
→4000 AdditionalTermBondSecurityIDSource N Conditionally required when
2 AdditionalTermBondSecurityID(40001) is
specified.
→4000 AdditionalTermBondDesc N –
3
→4000 EncodedAdditionalTermBondDescLen N Must be set if
4 EncodedAdditionalTermBondDesc(40005) field is
specified and must immediately precede it.
→4000 EncodedAdditionalTermBondDesc N Encoded (non-ASCII characters) representation
5 of the AdditionalTermBondDesc(40003) field in
the encoded format specified via the
MessageEncoding(347) field.
→4000 AdditionalTermBondCurrency N –
6
→4000 AdditionalTermBondIssuer N –
7
→4000 EncodedAdditionalTermBondIssuerLen N Must be set if
8 EncodedAdditionalTermBondIssuer(40009) field
is specified and must immediately precede it.
→4000 EncodedAdditionalTermBondIssuer N Encoded (non-ASCII characters) representation
9 of the AdditionalTermBondIssuer(40007) field in
→4001 AdditionalTermBondSeniority N –
0


d
→4001 AdditionalTermBondCouponType N –
1
→4001 AdditionalTermBondCouponRate N –
2
→4001 AdditionalTermBondMaturityDate N –
3
→4001 AdditionalTermBondParValue N –
4
→4001 AdditionalTermBondCurrentTotalIssuedAm N –
5 ount
→4001 AdditionalTermBondCouponFrequencyPeri N Conditionally required when
6 od AdditionalTermBondCouponFrequencyUnit(4001
7) is specified.
→4001 AdditionalTermBondCouponFrequencyUnit N Conditionally required when
7 AdditionalTermBondCouponFrequencyPeriod(40
016) is specified.
→4001 AdditionalTermBondDayCount N –
8
8.2 AdditionalTermGrp
Tag Name Req'd Description
40019 NoAdditionalTerms N –
→40020 AdditionalTermConditionPrecedentBondIndicator N Required if
NoAdditionalTerms(40019) > 0.
→40021 AdditionalTermDiscrepancyClauseIndicator N –
→Component AdditionalTermBondRefGrp N –
8.3 ApplicationSequenceControl
1180 ApplID N Identifies the application with which a message is associated. Used only if
application sequencing is in effect.
1181 ApplSeqNum N Application sequence number assigned to the message by the application
generating the message. Used only if application sequencing is in effect.
Conditionally required if ApplID has been specified.
1350 ApplLastSeqNum N The previous sequence number in the application sequence stream. Permits
an application to publish messages with sequence gaps where it cannot be
avoided. Used only if application sequencing is in effect. Conditionally
required if ApplID has been specified
1352 ApplResendFlag N Used to indicate that a message is being sent in response to an Application
Message Request. Used only if application sequencing is in effect. It is possible
for both ApplResendFlag and PossDupFlag to be set on the same message if


the Sender's cache size is greater than zero and the message is being resent
due to a session level resend request.
8.4 AssetAttributeGrp
2304 NoAssetAttributes N –
→2305 AssetAttributeType N Required if NoAssetAttributes(2304) > 0.
→2306 AssetAttributeValue N –
→2307 AssetAttributeLimit N –
8.5 AttachmentGrp
2104 NoAttachments N –
→2105 AttachmentName N Required if NoAttachments(2104) > 0.
→2106 AttachmentMediaType N Required if EncodedAttachment(2112) is present.
→2107 AttachmentClassification N –
→2108 AttachmentExternalURL N Either AttachmentExternalURL(2108) or
EncodedAttachment(2112) must be specified if
NoAttachments(2104) > 0.
→2109 AttachmentEncodingType N Required if EncodedAttachment(2112) is present.
→2110 UnencodedAttachmentLen N –
→2111 EncodedAttachmentLen N Must be set if EncodedAttachment(2112) is specified and
must immediately precede it.
→2112 EncodedAttachment N Either AttachmentExternalURL(2108) or
EncodedAttachment(2112) must be specified if
NoAttachments(2104) > 0.
→Component AttachmentKeywordGrp N –
8.6 AttachmentKeywordGrp
2113 NoAttachmentKeywords N –
→2114 AttachmentKeyword N Required if NoAttachmentKeywords(2113) > 0.
8.7 AttrbGrp
870 NoInstrAttrib N –
→871 InstrAttribType N –
→872 InstrAttribValue N –

8.8 BusinessCenterGrp
40278 NoBusinessCenters N –
→40471 BusinessCenter N Required if NoBusinessCenters(40278) > 0.
8.9 CashSettlDate
42207 CashSettlDateUnadjusted N –
42208 CashSettlDateBusinessDayConvention N 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.
Component CashSettlDateBusinessCenterGrp N When specified, this overrides the business
centers defined in the DateAdjustment
specified values would be specific to this instance
of the cash settlement provision.
42209 CashSettlDateRelativeTo N –
42210 CashSettlDateOffsetPeriod N Conditionally required when
CashSettlDateOffsetUnit(42211) is specified.
42211 CashSettlDateOffsetUnit N Conditionally required when
CashSettlDateOffsetPeriod(42210) is specified.
42212 CashSettlDateOffsetDayType N –
42213 CashSettlDateAdjusted N –
8.10 CashSettlDateBusinessCenterGrp
42214 NoCashSettlDateBusinessCenters N –
→42215 CashSettlDateBusinessCenter N Required if NoCashSettlDateBusinessCenters(42214) > 0.
8.11 CashSettlDealerGrp
40277 NoCashSettlDealers N –
→40032 CashSettlDealer N Required if NoCashSettlDealers(40277) > 0.
8.12 CashSettlTermGrp
40022 NoCashSettlTerms N –


→40023 CashSettlCurrency N Required if
NoCashSettlTerms(40022) > 0.
→40024 CashSettlValuationFirstBusinessDayOffset N –
→40916 CashSettlValuationSubsequentBusinessDaysOffset N –
→40917 CashSettlNumOfValuationDates N –
→40025 CashSettlValuationTime N –
→40026 CashSettlBusinessCenter N –
→40027 CashSettlQuoteMethod N –
→40028 CashSettlQuoteAmount N –
→40029 CashSettlQuoteCurrency N –
→40030 CashSettlMinimumQuoteAmount N –
→40031 CashSettlMinimumQuoteCurrency N –
→Component CashSettlDealerGrp N –
→42216 CashSettlPriceSource N –
→42217 CashSettlPriceDefault N –
→40033 CashSettlBusinessDays N –
→40034 CashSettlAmount N –
→Component CashSettlDate N –
→40035 CashSettlRecoveryFactor N –
→40036 CashSettlFixedTermIndicator N –
→40037 CashSettlAccruedInterestIndicator N –
→40038 CashSettlValuationMethod N –
→40039 CashSettlTermXID N –
8.13 CommissionData
12 Commission N –
13 CommType N –
479 CommCurrency N –
1233 CommRate N –
1238 CommUnitOfMeasure N –
497 FundRenewWaiv N –
8.14 CommissionDataGrp
2639 NoCommissions N –


→2640 CommissionAmount N Required if NoCommissions(2639) > 0.
If the commission is based on a percentage of trade
quantity or a factor of “unit of measure”,
CommissionRate(2646) and
CommissionUnitOfMeasure(2644) may also be specified
as appropriate.
→2641 CommissionAmountType N Required if NoCommissions(2639) > 0.
→2725 CommissionAmountSubType N –
→2642 CommissionBasis N Required if NoCommissions(2639) > 0.
→2643 CommissionCurrency N –
→2644 CommissionUnitOfMeasure N –
→2645 CommissionUnitOfMeasureCurrency N –
→2646 CommissionRate N –
→2647 CommissionSharedIndicator N –
→2648 CommissionAmountShared N If specified, CommissionSharedIndicator(2647) must be
set to “Y”.
→2649 CommissionLegRefID N This field may be used for multi-leg trades sent as a
single message to indicate that the entry applies only to
a specific leg.
→2650 CommissionDesc N –
→2651 EncodedCommissionDescLen N Must be set if EncodedCommissionDesc(2652) is
→2652 EncodedCommissionDesc N Encoded (non-ASCII characters) representation of the
CommissionDesc(2650) field in the encoded format
specified via the MessageEncoding(347) field.
8.15 ComplexEventAveragingObservationGrp
d
40994 NoComplexEventAveragingObservations N –
→4099 ComplexEventAveragingObservationNumbe N Required if
5 r NoComplexEventAveragingObservations(40994
) > 0.
→4099 ComplexEventAveragingWeight N –
6
8.16 ComplexEventCreditEventGrp
40997 NoComplexEventCreditEvents N –
→40998 ComplexEventCreditEventType N Required if
NoComplexEventCreditEvents(40996) > 0.


→40999 ComplexEventCreditEventValue N –
→41000 ComplexEventCreditEventCurrency N –
→41001 ComplexEventCreditEventPeriod N Conditionally required when
ComplexEventCreditEventUnit(41002) is
specified.
→41002 ComplexEventCreditEventUnit N Conditionally required when
ComplexEventCreditEventPeriod(41001) is
specified.
→41003 ComplexEventCreditEventDayType N –
→41004 ComplexEventCreditEventRateSource N –
→Component ComplexEventCreditEventQualifierGrp N –
8.17 ComplexEventCreditEventQualifierGrp
41005 NoComplexEventCreditEventQualifiers N –
→41006 ComplexEventCreditEventQualifier N Required if
NoComplexEventCreditEventQualifiers(41005) > 0.
8.18 ComplexEventCreditEventSourceGrp
41029 NoComplexEventCreditEventSources N –
→41030 ComplexEventCreditEventSource N Required if
NoComplexEventCreditEventSources(41029) > 0.
8.19 ComplexEventDateBusinessCenterGrp
41018 NoComplexEventDateBusinessCenters N –
→41019 ComplexEventDateBusinessCenter N Required if
NoComplexEventDateBuisinessCenters(41018) > 0.
8.20 ComplexEventDates
1491 NoComplexEventDates N –
→1492 ComplexEventStartDate N Required if NoComplexEventDates(1491) > 0.
→1493 ComplexEventEndDate N Required if NoComplexEventDates(1491) > 0.
→Component ComplexEventTimes N –

8.21 ComplexEventPeriodDateGrp
41007 NoComplexEventPeriodDateTimes N –
→41008 ComplexEventPeriodDate N Required if NoComplexEventPeriodDateTimes(41007) >
0.
→41009 ComplexEventPeriodTime N –
8.22 ComplexEventPeriodGrp
41010 NoComplexEventPeriods N –
→41011 ComplexEventPeriodType N Required if NoComplexEventPeriods(41010)
> 0.
→41012 ComplexEventBusinessCenter N –
→Component ComplexEventScheduleGrp N –
→Component ComplexEventPeriodDateGrp N –
→Component ComplexEventAveragingObservationGrp N –
8.23 ComplexEventRateSourceGrp
41013 NoComplexEventRateSources N –
→41014 ComplexEventRateSource N Required if NoComplexEventRateSources(41013) > 0.
→41015 ComplexEventRateSourceType N Required if NoComplexEventRateSources(41013) > 0.
→41016 ComplexEventReferencePage N Conditionally required when
ComplexEventRateSource(41014) = 99 (Other).
→41017 ComplexEventReferencePageHeading N –
8.24 ComplexEventRelativeDate
41020 ComplexEventDateUnadjusted N –
41021 ComplexEventDateRelativeTo N –
41022 ComplexEventDateOffsetPeriod N Conditionally required when
ComplexEventDateOffsetUnit(41023) is
specified.
41023 ComplexEventDateOffsetUnit N Conditionally required when
ComplexEventDateOffsetPeriod(41022) is
specified.
41024 ComplexEventDateOffsetDayType N –
41025 ComplexEventDateBusinessDayConvention N 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.
Component ComplexEventDateBusinessCenterGrp N When specified, this overrides the business
component in Instrument. The specified
values would be specific to this instance of
the instrument provisions.
41026 ComplexEventDateAdjusted N –
41027 ComplexEventFixingTime N –
41028 ComplexEventFixingTimeBusinessCenter N –
8.25 ComplexEventScheduleGrp
41031 NoComplexEventSchedules N –
→41032 ComplexEventScheduleStartDate N Required if NoComplexEventSchedules(41031) > 0.
→41033 ComplexEventScheduleEndDate N –
→41034 ComplexEventScheduleFrequencyPeriod N Conditionally required when
ComplexEventScheduleFrequencyUnit(41035) is
specified.
→41035 ComplexEventScheduleFrequencyUnit N Conditionally required when
ComplexEventScheduleFrequencPeriod(41034) is
specified.
→41036 ComplexEventScheduleRollConvention N When specified, this overrides the date roll
component in Instrument. The specified values
would be specific to this instance of the schedule.
8.26 ComplexEventTimes
1494 NoComplexEventTimes N –
→1495 ComplexEventStartTime N Required if NoComplexEventTimes(1494) > 0.
→1496 ComplexEventEndTime N Required if NoComplexEventTimes(1494) > 0.
8.27 ComplexEvents
1483 NoComplexEvents N –
→1484 ComplexEventType N Required if NoComplexEvents(1483) > 0.
→2117 ComplexOptPayoutPaySide N –
→2118 ComplexOptPayoutReceiveSide N –
→2119 ComplexOptPayoutUnderlier N –


→1485 ComplexOptPayoutAmount N –
→2120 ComplexOptPayoutPercentage N –
→2121 ComplexOptPayoutTime N –
→2122 ComplexOptPayoutCurrency N –
→1486 ComplexEventPrice N –
→2123 ComplexEventPricePercentage N –
→1487 ComplexEventPriceBoundaryMethod N –
→1488 ComplexEventPriceBoundaryPrecision N –
→1489 ComplexEventPriceTimeType N –
→1490 ComplexEventCondition N 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.
→Component ComplexEventDates N –
→2124 ComplexEventCurrencyOne N –
→2125 ComplexEventCurrencyTwo N –
→2126 ComplexEventQuoteBasis N –
→2127 ComplexEventFixedFXRate N –
→2407 ComplexEventSpotRate N –
→2408 ComplexEventForwardPoints N –
→2128 ComplexEventDeterminationMethod N –
→2129 ComplexEventCalculationAgent N –
→2130 ComplexEventStrikePrice N –
→2131 ComplexEventStrikeFactor N –
→2132 ComplexEventStrikeNumberOfOptions N –
→Component ComplexEventRateSourceGrp N –
→Component ComplexEventRelativeDate N –
→Component ComplexEventPeriodGrp N –
→2133 ComplexEventCreditEventsXIDRef N –
→2134 ComplexEventCreditEventNotifyingParty N –
→2135 ComplexEventCreditEventBusinessCenter N –
→2136 ComplexEventCreditEventStandardSources N –
→2137 ComplexEventCreditEventMinimumSources N –


→Component ComplexEventCreditEventSourceGrp N –
→Component ComplexEventCreditEventGrp N –
→2597 ComplexEventFuturesPriceValuation N –
→2598 ComplexEventOptionsPriceValuation N –
→2599 ComplexEventPVFinalPriceElectionFallback N –
→2138 ComplexEventXID N –
→2139 ComplexEventXIDRef N –
8.28 ContAmtGrp
518 NoContAmts N –
→519 ContAmtType N Must be first field in the repeating group.
→520 ContAmtValue N –
→521 ContAmtCurr N –
8.29 DateAdjustment
40921 BusinessDayConvention N –
Component BusinessCenterGrp N –
40922 DateRollConvention N –
8.30 DeliveryScheduleGrp
d
41037 NoDeliverySchedules N –
→41038 DeliveryScheduleType N Required if
NoDeliverySchedules(41037) > 0.
→41039 DeliveryScheduleXID N –
→41040 DeliveryScheduleNotional N –
→41041 DeliveryScheduleNotionalUnitOfMeasure N –
→41042 DeliveryScheduleNotionalCommodityFrequenc N –
y
→41043 DeliveryScheduleNegativeTolerance N –
→41044 DeliverySchedulePositiveTolerance N –
→41045 DeliveryScheduleToleranceUnitOfMeasure N –
→41046 DeliveryScheduleToleranceType N Conditionally required when
DeliveryScheduleNegativeTolerance(41


d
043) or
DeliverySchedulePositiveTolerance(410
44) is specified.
→41047 DeliveryScheduleSettlCountry N –
→41048 DeliveryScheduleSettlTimeZone N –
→41049 DeliveryScheduleSettlFlowType N –
→41050 DeliveryScheduleSettlHolidaysProcessingInstru N –
ction
→Compone DeliveryScheduleSettlDayGrp N –
nt
8.31 DeliveryScheduleSettlDayGrp
41051 NoDeliveryScheduleSettlDays N –
→41052 DeliveryScheduleSettlDay N Required if NoDeliveryScheduleSettlDays(41051) > 0.
→41053 DeliveryScheduleSettlTotalHours N –
→Component DeliveryScheduleSettlTimeGrp N –
8.32 DeliveryScheduleSettlTimeGrp
41054 NoDeliveryScheduleSettlTimes N –
→41055 DeliveryScheduleSettlStart N Required if NoDeliveryScheduleSettlTimes(41054) > 0.
→41056 DeliveryScheduleSettlEnd N Required if NoDeliveryScheduleSettlTimes(41054) > 0.
→41057 DeliveryScheduleSettlTimeType N May be defaulted to market convention or bilaterally
agreed if not specified.
8.33 DeliveryStream
41058 DeliveryStreamType N –
Component DeliveryStreamCommoditySourceGrp N –
41059 DeliveryStreamPipeline N –
41060 DeliveryStreamEntryPoint N –
41061 DeliveryStreamWithdrawalPoint N –
41062 DeliveryStreamDeliveryPoint N –
42192 DeliveryStreamDeliveryPointSource N –
42193 DeliveryStreamDeliveryPointDesc N –
41063 DeliveryStreamDeliveryRestriction N –


41064 DeliveryStreamDeliveryContingency N –
41065 DeliveryStreamDeliveryContingentPartySide N –
41066 DeliveryStreamDeliverAtSourceIndicator N –
41067 DeliveryStreamRiskApportionment N –
41218 DeliveryStreamRiskApportionmentSource N –
Component DeliveryStreamCycleGrp N –
41068 DeliveryStreamTitleTransferLocation N –
41069 DeliveryStreamTitleTransferCondition N –
41070 DeliveryStreamImporterOfRecord N –
41071 DeliveryStreamNegativeTolerance N –
41072 DeliveryStreamPositiveTolerance N –
41073 DeliveryStreamToleranceUnitOfMeasure N –
41074 DeliveryStreamToleranceType N –
41075 DeliveryStreamToleranceOptionSide N –
41076 DeliveryStreamTotalPositiveTolerance N –
41077 DeliveryStreamTotalNegativeTolerance N –
41078 DeliveryStreamNotionalConversionFactor N –
41079 DeliveryStreamTransportEquipment N –
41080 DeliveryStreamElectingPartySide N –
43094 DeliveryStreamRouteOrCharter N –
8.34 DeliveryStreamCommoditySourceGrp
41085 NoDeliveryStreamCommoditySources N –
→41086 DeliveryStreamCommoditySource N Required if
NoDeliveryStreamCommoditySources(41085) > 0.
8.35 DeliveryStreamCycleGrp
41081 NoDeliveryStreamCycles N –
→41082 DeliveryStreamCycleDesc N Required if NoDeliveryStreamCycles(41081) > 0.
→41083 EncodedDeliveryStreamCycleDescLen N Must be set if
EncodedDeliveryStreamCycleDesc(41084) field is
→41084 EncodedDeliveryStreamCycleDesc N Encoded (non-ASCII characters) representation of the
DeliveryStreamCycleDesc(41082) field in the encoded
format specified via the MessageEncoding(347) field.

8.36 DisplayInstruction
1138 DisplayQty N –
1082 SecondaryDisplayQty N –
1608 InitialDisplayQty N Only to be used in the ExecutionReport
2828 CurrentDisplayPrice N –
1083 DisplayWhen N –
1084 DisplayMethod N –
1085 DisplayLowQty N Required when DisplayMethod = 3
1086 DisplayHighQty N Required when DisplayMethod = 3
1087 DisplayMinIncr N Can be used to specify larger increments than the standard increment
provided by the market. Optionally used when DisplayMethod = 3
1088 RefreshQty N Required when DisplayMethod = 2
8.37 DividendAccrualFloatingRate
42218 DividendFloatingRateIndex N –
42219 DividendFloatingRateIndexCurvePeriod N Conditionally required when
DividendFloatingRateIndexCurveUnit(42220) is
specified.
42220 DividendFloatingRateIndexCurveUnit N Conditionally required when
DividendFloatingRateIndexCurvePeriod(42219) is
specified.
42221 DividendFloatingRateMultiplier N –
42222 DividendFloatingRateSpread N –
42223 DividendFloatingRateSpreadPositionType N –
42224 DividendFloatingRateTreatment N –
42225 DividendCapRate N –
42226 DividendCapRateBuySide N –
42227 DividendCapRateSellSide N –
42228 DividendFloorRate N –
42229 DividendFloorRateBuySide N –
42230 DividendFloorRateSellSide N –
42231 DividendInitialRate N –
42232 DividendFinalRateRoundingDirection N –
42233 DividendFinalRatePrecision N –
42234 DividendAveragingMethod N –
42235 DividendNegativeRateTreatment N –

8.38 DividendAccrualPaymentDate
d
42238 DividendAccrualPaymentDateRelativeTo N –
42239 DividendAccrualPaymentDateOffsetPeriod N Conditionally required when
DividendAccrualPaymentDateOffsetUnit(4
2240) is specified.
42240 DividendAccrualPaymentDateOffsetUnit N Conditionally required when
DividendAccrualPaymentDateOffsetPeriod(
42239) is specified.
42241 DividendAccrualPaymentDateOffsetDayType N –
42242 DividendAccrualPaymentDateUnadjusted N –
42243 DividendAccrualPaymeentDateBusinessDayCon N When specified, this overrides the business
vention day convention defined in the
The value would be specific to this instance
of DividendAccrualPaymentDate.
Compone DividendAccrualPaymentDateBusinessCenter N When specified, this overrides the business
nt Grp centers defined in the DateAdjustment
component in Instrument. The values
would be specific to this instance of
DividendAccrualPaymentDate.
42244 DividendAccrualPaymentDateAdjusted N –
8.39 DividendAccrualPaymentDateBusinessCenterGrp
d
42236 NoDividendAccrualPaymentDateBusinessC N –
enters
→4223 DividendAccrualPaymentDateBusinessCent N Required if
7 er NoDividendAccrualPaymentDateBusinessCenters(
42236) > 0.
8.40 DividendConditions
42245 DividendReinvestmentIndicator N –
42246 DividendEntitlementEvent N –
42247 DividendAmountType N –
42248 DividendUnderlierRefID N –
Component DividendPeriodGrp N –
42249 ExtraordinaryDividendPartySide N –
42250 ExtraordinaryDividendAmountType N –


42251 ExtraordinaryDividendCurrency N –
42252 ExtraordinaryDividendDeterminationMethod N –
Component DividendFXTriggerDate N –
Component DividendAccrualFloatingRate N –
42253 DividendAccrualFixedRate N –
Component DividendAccrualPaymentDate N –
42254 DividendCompoundingMethod N –
42255 DividendNumOfIndexUnits N –
42256 DividendCashPercentage N –
42257 DividendCashEquivalentPercentage N –
42258 NonCashDividendTreatment N –
42259 DividendComposition N –
42260 SpecialDividendsIndicator N –
42261 MaterialDividendsIndicator N –
42262 OptionsExchangeDividendsIndicator N –
42263 AdditionalDividendsIndicator N –
42264 AllDividendsIndicator N –
8.41 DividendFXTriggerDate
d
42265 DividendFXTriggerDateRelativeTo N –
42266 DividendFXTriggerDateOffsetPeriod N Conditionally required when
DividendFXTriggerDateOffsetUnit(42267)
is specified.
42267 DividendFXTriggerDateOffsetUnit N Conditionally required when
DividendFXTriggerDateOffsetPeriod(42266
) is specified.
42268 DividendFXTriggerDateOffsetDayType N –
42269 DividendFXTriggerDateUnadjusted N –
42270 DividendFXTriggerDateBusinessDayConventio N When specified, this overrides the
n business day convention defined in the
DateAdjustment component in
Instrument. The value would be specific to
this instance of DividendFXTriggerDate.
Componen DividendFXTriggerDateBusinessCenterGrp N When specified, this overrides the
t business centers defined in the
Instrument. The values would be specific
to this instance of DividendFXTriggerDate.


d
42271 DividendFXTriggerDateAdjusted N –
8.42 DividendFXTriggerDateBusinessCenterGrp
42272 NoDividendFXTriggerDateBusinessCenter N –
s
→4227 DividendFXTriggerDateBusinessCenter N Required if
3 NoDividendFXTriggerDateBusinessCenters(42272
) > 0.
8.43 DividendPeriodBusinessCenterGrp
42294 NoDividendPeriodBusinessCenters N –
→42295 DividendPeriodBusinessCenter N Required if NoDividendPeriodBusinessCenters(42294) >
0.
8.44 DividendPeriodGrp
d
42274 NoDividendPeriods N –
→42275 DividendPeriodSequence N Required if NoDividendPeriods(42274) > 0.
→42276 DividendPeriodStartDateUnadjusted N –
→42277 DividendPeriodEndDateUnadjusted N –
→42278 DividendPeriodUnderlierRefID N When specified, this overrides
DividendUnderlierRefID(42248). The specified
value would be specific to this dividend period
instance.
→42279 DividendPeriodStrikePrice N –
→42280 DividendPeriodBusinessDayConvention N When specified, this overrides the business
dividend period instance.
→Compone DividendPeriodBusinessCenterGrp N When specified, this overrides the business
nt centers defined in the DateAdjustment
values would be specific to this dividend
period instance.
→42281 DividendPeriodValuationDateUnadjusted N –
→42282 DividendPeriodValuationDateRelativeTo N –


d
→42283 DividendPeriodValuationDateOffsetPerio N Conditionally required when
d DividendPeriodValuationDateOffsetUnit(4228
4) is specified.
→42284 DividendPeriodValuationDateOffsetUnit N Conditionally required when
DividendPeriodValuationDateOffsetPeriod(42
283) is specified.
→42285 DividendPeriodValuationDateOffsetDayT N –
ype
→42286 DividendPeriodValuationDateAdjusted N –
→42287 DividendPeriodPaymentDateUnadjusted N –
→42288 DividendPeriodPaymentDateRelativeTo N –
→42289 DividendPeriodPaymentDateOffsetPerio N Conditionally required when
d DividendPeriodPaymentDateOffsetUnit(42290
) is specified.
→42290 DividendPeriodPaymentDateOffsetUnit N Conditionally required when
DividendPeriodPaymentDateOffsetPeriod(422
89) is specified.
→42291 DividendPeriodPaymentDateOffsetDayTy N –
pe
→42292 DividendPeriodPaymentDateAdjusted N –
→42293 DividendPeriodXID N –
8.45 EvntGrp
864 NoEvents N –
→865 EventType N Required if NoEvents(864) > 0.
→866 EventDate N Conditionally required when EventTime(1145) is specified.
→1145 EventTime N –
→1827 EventTimeUnit N Conditionally required when EventTimePeriod(1826) is specified.
→1826 EventTimePeriod N Conditionally required when EventTimeUnit(1827) is specified.
→2340 EventMonthYear N –
→867 EventPx N –
→868 EventText N –
→1578 EncodedEventTextLen N Must be set if EncodedEventText(1579) field is specified and must
immediately precede it.
→1579 EncodedEventText N Encoded (non-ASCII characters) representation of the EventText(868)
field in the encoded format specified via the MessageEncoding(347)
field.

8.46 ExtraordinaryEventGrp
42296 NoExtraordinaryEvents N –
→42297 ExtraordinaryEventType N Required if NoExtraordinaryEvents(42296) > 0.
→42298 ExtraordinaryEventValue N Required if NoExtraordinaryEvents(42296) > 0.
8.47 FinancingContractualDefinitionGrp
40040 NoContractualDefinitions N –
→40041 ContractualDefinition N Required if NoContractualDefinitions(40040) > 0.
8.48 FinancingContractualMatrixGrp
40042 NoContractualMatrices N –
→40043 ContractualMatrixSource N Required if NoContractualMatrices(40042) > 0.
→40044 ContractualMatrixDate N –
→40045 ContractualMatrixTerm N –
8.49 FinancingDetails
913 AgreementDesc N The full name of the base standard agreement,
annexes and amendments in place between the
principals and applicable to this deal
914 AgreementID N A common reference to the applicable standing
agreement between the principals
1961 AgreementVersion N –
915 AgreementDate N A reference to the date the underlying agreement
was executed.
918 AgreementCurrency N Currency of the underlying agreement.
1962 MasterConfirmationDesc N –
1963 MasterConfirmationDate N –
1964 MasterConfirmationAnnexDesc N –
1965 MasterConfirmationAnnexDate N –
1966 BrokerConfirmationDesc N –
Component FinancingContractualDefinitionGrp N –
Component FinancingTermSupplementGrp N –
Component FinancingContractualMatrixGrp N –
1967 CreditSupportAgreementDesc N –


1968 CreditSupportAgreementDate N –
1969 CreditSupportAgreementID N –
1970 GoverningLaw N –
1513 DocumentationText N –
1525 EncodedDocumentationTextLen N Must be set if EncodedDocumentationText(1527)
field is specified and must immediately precede it.
1527 EncodedDocumentationText N Encoded (non-ASCII characters) representation of
the DocumentationText(1513) field in the encoded
format specified via the MessageEncoding(347)
field.
788 TerminationType N For Repos the timing or method for terminating the
agreement.
916 StartDate N Settlement date of the beginning of the deal
917 EndDate N Repayment / repurchase date
919 DeliveryType N Delivery or custody arrangement for the underlying
securities
898 MarginRatio N Percentage of cash value that underlying security
collateral must meet.
8.50 FinancingTermSupplementGrp
40046 NoFinancingTermSupplements N –
→40047 FinancingTermSupplementDesc N Required if NoFinancingTermSupplements(40046) > 0.
→40048 FinancingTermSupplementDate N –
8.51 FloatingRateIndex
2731 FloatingRateIndexID N Conditionally required when FloatingRateIndexIDSource(2732) is
specified.
2732 FloatingRateIndexIDSource N Conditionally required when FloatingRateIndexID(2731) is
specified.
2730 FloatingRateIndexCurveUnit N Conditionally required when
FloatingRateIndexCurvePeriod(2728) is specified.
2728 FloatingRateIndexCurvePeriod N Conditionally required when FloatingRateIndexCurveUnit(2730)
is specified.
2729 FloatingRateIndexCurveSpread N –

8.52 HopGrp
627 NoHops N –
→628 HopCompID N –
→629 HopSendingTime N –
→630 HopRefID N –
8.53 IndexRollMonthGrp
2734 NoIndexRollMonths N –
→2733 IndexRollMonth N Required if NoIndexRollMonths(2734) > 0.
8.54 InstrmtGrp
146 NoRelatedSym N –
→Component Instrument N Insert here the set of “Instrument” (symbology) fields defined
in “Common Components of Application Messages”
→Component InstrumentExtension N –
→Component FinancingDetails N –
→Component RelatedInstrumentGrp N –
8.55 InstrmtLegGrp
555 NoLegs N –
→Component InstrumentLeg N Required if NoLegs(555) > 0.
→Component LegFinancingDetails N –
8.56 Instrument
55 Symbol N Common, “human understood” representation
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.
65 SymbolSfx N Used in Fixed Income with a value of “WI” to
indicate “When Issued” for a security to be
reissued under an old CUSIP or ISIN or with a
value of “CD” to indicate a EUCP with lump-
sum interest rather than discount price.


48 SecurityID N Takes precedence in identifying security to
counterparty over SecurityAltID block.
Requires SecurityIDSource if specified.
22 SecurityIDSource N Conditionally required when SecurityID(48) is
specified.
Component SecAltIDGrp N Number of alternate Security Identifiers
460 Product N Indicates the type of product the security is
associated with (high-level category)
1227 ProductComplex N Identifies an entire suite of products for a given
market. In Futures this may be “interest rates”,
“agricultural”, “equity indexes”, etc
1151 SecurityGroup N An exchange specific name assigned to a group
of related securities which may be
concurrently affected by market events and
actions.
461 CFICode N 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.
2891 UPICode N –
167 SecurityType N 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.)
762 SecuritySubType N Sub-type qualification/identification of the
SecurityType (e.g. for SecurityType=“MLEG”). If
specified, SecurityType is required.
200 MaturityMonthYear N 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.
541 MaturityDate N 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
and/or this field.
When using MaturityMonthYear, it is
recommended that markets and sell sides
report the MaturityDate on all outbound
messages as a means of data enrichment.


For NDFs this represents the fixing date of the
contract.
1079 MaturityTime N For NDFs this represents the fixing time of the
contract. It is optional to specify the fixing
time.
966 SettleOnOpenFlag N Indicator to determine if Instrument is Settle
on Open.
1049 InstrmtAssignmentMethod N –
965 SecurityStatus N Gives the current state of the instrument
224 CouponPaymentDate N Date interest is to be paid. Used in identifying
Corporate Bond issues.
1449 RestructuringType N –
1450 Seniority N –
1451 NotionalPercentageOutstanding N –
1452 OriginalNotionalPercentageOutstanding N –
1457 AttachmentPoint N –
1458 DetachmentPoint N –
1739 ObligationType N –
2210 AssetGroup N –
1938 AssetClass N Required if AssetSubClass(1939) is specified.
1939 AssetSubClass N Required if AssetType(1940) is specified.
1940 AssetType N Required if AssetSubType(2735) is specified.
2735 AssetSubType N –
Component SecondaryAssetGrp N –
Component AssetAttributeGrp N –
1941 SwapClass N –
1575 SwapSubClass N –
1942 NthToDefault N Conditionally required when
MthToDefault(1943) is specified.
1943 MthToDefault N –
1944 SettledEntityMatrixSource N –
1945 SettledEntityMatrixPublicationDate N –
1946 CouponType N –
1947 TotalIssuedAmount N –
1948 CouponFrequencyPeriod N Conditionally required when
CouponFrequencyUnit(1949) is specified.
1949 CouponFrequencyUnit N Conditionally required when
CouponFrequencyPeriod(1948) is specified.
1950 CouponDayCount N –


2879 CouponOtherDayCount N –
1951 ConvertibleBondEquityID N –
1952 ConvertibleBondEquityIDSource N Conditionally required when
ConvertibleBondEquityID(1951) is specified.
1953 ContractPriceRefMonth N –
1954 LienSeniority N –
1955 LoanFacility N –
1956 ReferenceEntityType N –
1957 IndexSeries N –
1958 IndexAnnexVersion N –
1959 IndexAnnexDate N –
1960 IndexAnnexSource N –
1577 SettlRateIndex N –
1580 SettlRateIndexLocation N –
1581 OptionExpirationDesc N –
1678 EncodedOptionExpirationDescLen N Must be set if
EncodedOptionExpirationDesc(1697) field is
1697 EncodedOptionExpirationDesc N Encoded (non-ASCII characters) representation
of the OptionExpirationDesc(1581) field in the
encoded format specified via the
225 IssueDate N Date instrument was issued. For Fixed Income
IOIs for new issues, specifies the issue date.
228 Factor N 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
255 CreditRating N –
543 InstrRegistry N 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.
470 CountryOfIssue N 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.
471 StateOrProvinceOfIssue N A two-character state or province abbreviation.
472 LocaleOfIssue N The three-character IATA code for a locale
(e.g. airport code for Municipal Bonds).
202 StrikePrice N Used for derivatives, such as options and
covered warrants
2578 OrigStrikePrice N –
2577 StrikePricePrecision N –
947 StrikeCurrency N Used for derivatives
967 StrikeMultiplier N Used for derivatives. Multiplier applied to the
strike price for the purpose of calculating the
settlement value.
968 StrikeValue N Used for derivatives. The number of
shares/units for the financial instrument
involved in the option trade.
1698 StrikeUnitOfMeasure N –
1866 StrikeIndex N –
2600 StrikeIndexCurvePoint N –
2001 StrikeIndexSpread N –
2601 StrikeIndexQuote N –
1478 StrikePriceDeterminationMethod N –
1479 StrikePriceBoundaryMethod N When specified, PutOrCall(201),
StrikePrice(202), and
StrikePriceBoundaryPrecision(1480) must also
be specified.
1480 StrikePriceBoundaryPrecision N –
1481 UnderlyingPriceDeterminationMethod N –
206 OptAttribute N 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.
231 ContractMultiplier N For Fixed Income, Convertible Bonds,
Derivatives, etc. Note: If used, quantities
should be expressed in the “nominal”
(e.g. contracts vs. shares) amount.
1435 ContractMultiplierUnit N –
2353 TradingUnitPeriodMultiplier N –
1439 FlowScheduleType N –


969 MinPriceIncrement N Minimum price increment for the instrument.
Could also be used to represent tick value.
1146 MinPriceIncrementAmount N Minimum price increment amount associated
with the MinPriceIncrement [969]. For listed
derivatives, the value can be calculated by
multiplying MinPriceIncrement by
ContractValueFactor [231]
996 UnitOfMeasure N 0
1147 UnitOfMeasureQty N –
1716 UnitOfMeasureCurrency N –
1191 PriceUnitOfMeasure N –
1192 PriceUnitOfMeasureQty N –
1717 PriceUnitOfMeasureCurrency N –
1193 SettlMethod N Conditionally required if
SettlSubMethod(2579) is specified.
2579 SettlSubMethod N –
1194 ExerciseStyle N Type of exercise of a derivatives security
1482 OptPayoutType N –
1195 OptPayoutAmount N Conditionally required if OptPayoutType(1482)
= 3 (Binary).
2753 ReturnTrigger N –
1196 PriceQuoteMethod N Method for price quotation
1197 ValuationMethod N Indicates type of valuation method used.
2002 ValuationSource N –
2140 ValuationReferenceModel N –
1524 PriceQuoteCurrency N –
1198 ListMethod N Indicates whether the instruments are pre-
listed only or can also be defined via user
request
1199 CapPrice N Used to express the ceiling price of a capped
call
1200 FloorPrice N Used to express the floor price of a capped put
201 PutOrCall N Used to express option right
2681 InTheMoneyCondition N Used to express in-the-moneyness behavior in
general terms for the option without the use of
StrikePrice(202) and PutOrCall(201).
2685 ContraryInstructionEligibilityIndicator N –
1244 FlexibleIndicator N Used to indicate if a security has been defined
as flexible according to “non-standard” means.
Analog to CFICode Standard/Non-standard
indicator


1242 FlexProductEligibilityIndicator N Used to indicate if a product or group of
product supports the creation of flexible
securities
2575 BlockTradeEligibilityIndicator N –
2574 LowExercisePriceOptionIndicator N –
997 TimeUnit N Used to indicate a time unit for the contract
(e.g., days, weeks, months, etc.)
223 CouponRate N For Fixed Income.
207 SecurityExchange N Can be used to identify the security.
970 PositionLimit N Position Limit for the instrument.
971 NTPositionLimit N Near-term Position Limit for the instrument.
106 Issuer N –
348 EncodedIssuerLen N Must be set if EncodedIssuer(349) field is
349 EncodedIssuer N Encoded (non-ASCII characters) representation
of the Issuer(106) field in the encoded format
2737 FinancialInstrumentShortName N –
2714 FinancialInstrumentFullName N –
2715 EncodedFinancialInstrumentFullNameLen N Must be set if
EncodedFinancialInstrumentFullName(2716)
field is specified and must immediately
precede it.
2716 EncodedFinancialInstrumentFullName N Encoded (non-ASCII characters) representation
of the FinancialInstrumentFullName(2714) field
in the encoded format specified via the
107 SecurityDesc N –
350 EncodedSecurityDescLen N Must be set if EncodedSecurityDesc(351) field
351 EncodedSecurityDesc N Encoded (non-ASCII characters) representation
of the SecurityDesc(107) field in the encoded
field.
Component SecurityXML N Embedded XML document describing the
instrument.
691 Pool N Identifies MBS / ABS pool
667 ContractSettlMonth N Must be present for MBS/TBA
875 CPProgram N The program under which a commercial paper
is issued
876 CPRegType N The registration type of a commercial paper
issuance


Component EvntGrp N Number of repeating EventType group entries.
873 DatedDate N If different from IssueDate
874 InterestAccrualDate N If different from IssueDate and DatedDate
Component InstrumentParties N Used to identify the parties related to a specific
instrument.
1687 ShortSaleRestriction N –
Component ComplexEvents N –
1787 RefTickTableID N Spread table code referred by the security or
symbol.
2141 StrategyType N –
2142 CommonPricingIndicator N –
2143 SettlDisruptionProvision N –
2752 DeliveryRouteOrCharter N –
2144 InstrumentRoundingDirection N –
2145 InstrumentRoundingPrecision N –
2576 InstrumentPricePrecision N –
Component DateAdjustment N –
Component PricingDateTime N –
Component MarketDisruption N –
Component OptionExercise N –
Component StreamGrp N –
Component ProvisionGrp N –
Component AdditionalTermGrp N –
Component ProtectionTermGrp N –
Component CashSettlTermGrp N –
Component PhysicalSettlTermGrp N –
Component ExtraordinaryEventGrp N –
2602 ExtraordinaryEventAdjustmentMethod N –
2603 ExchangeLookAlike N –
8.57 InstrumentExtension
668 DeliveryForm N Identifies the form of delivery.
869 PctAtRisk N Percent at risk due to lowest possible call.
Component AttrbGrp N Number of repeating InstrAttrib group entries.
2736 CommodityFinalPriceType N –


Component IndexRollMonthGrp N –
2738 NextIndexRollDate N –
Component FloatingRateIndex N –
Component ReferenceDataDateGrp N –
8.58 InstrumentLeg
d
600 LegSymbol N –
601 LegSymbolSfx N –
602 LegSecurityID N –
603 LegSecurityIDSource N –
Componen LegSecAltIDGrp N –
t
1788 LegID N Used for unique identification of the leg that
can subsequently be used whenever a simple
leg identification is sufficient. It can also serve
as input value for LegRefID(654) whenever
only a simple leg reference is allowed or
needed.
607 LegProduct N –
1594 LegSecurityGroup N –
608 LegCFICode N –
2893 LegUPICode N –
609 LegSecurityType N –
764 LegSecuritySubType N –
610 LegMaturityMonthYear N –
611 LegMaturityDate N –
1212 LegMaturityTime N –
2146 LegSettleOnOpenFlag N –
2147 LegInstrmtAssignmentMethod N –
2148 LegSecurityStatus N –
248 LegCouponPaymentDate N –
2149 LegRestructuringType N –
2150 LegSeniority N –
2151 LegNotionalPercentageOutstanding N –
2152 LegOriginalNotionalPercentageOutstandin N –
g


d
2153 LegAttachmentPoint N –
2154 LegDetachmentPoint N –
2155 LegObligationType N –
2348 LegAssetGroup N –
2067 LegAssetClass N Required if LegAssetSubClass(2068) is
specified.
2068 LegAssetSubClass N Required if LegAssetType(2069) is specified.
2069 LegAssetType N Required if LegAssetSubType(2739) is
specified.
2739 LegAssetSubType N –
Componen LegSecondaryAssetGrp N –
t
Componen LegAssetAttributeGrp N –
t
2070 LegSwapClass N –
2156 LegSwapSubClass N –
2157 LegNthToDefault N Conditionally required when
LegMthToDefault(2158) is specified.
2158 LegMthToDefault N –
2159 LegSettledEntityMatrixSource N –
2160 LegSettledEntityMatrixPublicationDate N –
2161 LegCouponType N –
2162 LegTotalIssuedAmount N –
2163 LegCouponFrequencyPeriod N Conditionally required when
LegCouponFreqUnit(2164) is specified.
2164 LegCouponFrequencyUnit N Conditionally required when
LegCouponFreqPeriod(2163) is specified.
2165 LegCouponDayCount N –
2880 LegCouponOtherDayCount N –
2166 LegConvertibleBondEquityID N –
2167 LegConvertibleBondEquityIDSource N Conditionally required when
LegConvertibleBondEquityID(2166) is
specified.
2168 LegContractPriceRefMonth N –
2169 LegLienSeniority N –
2170 LegLoanFacility N –
2171 LegReferenceEntityType N –
2172 LegIndexSeries N –


d
2173 LegIndexAnnexVersion N –
2174 LegIndexAnnexDate N –
2175 LegIndexAnnexSource N –
2176 LegSettlRateIndex N –
2177 LegSettlRateIndexLocation N –
2178 LegOptionExpirationDesc N –
2179 EncodedLegOptionExpirationDescLen N Must be set if
EncodedLegOptionExpirationDesc(2180) field
2180 EncodedLegOptionExpirationDesc N Encoded (non-ASCII characters)
representation of the
LegOptionExpirationDesc(2178) field in the
249 LegIssueDate N –
253 LegFactor N –
257 LegCreditRating N –
599 LegInstrRegistry N –
596 LegCountryOfIssue N –
597 LegStateOrProvinceOfIssue N –
598 LegLocaleOfIssue N –
612 LegStrikePrice N –
942 LegStrikeCurrency N –
2181 LegStrikeMultiplier N –
2182 LegStrikeValue N –
2183 LegStrikeUnitOfMeasure N –
2184 LegStrikeIndex N –
2604 LegStrikeIndexCurvePoint N –
2185 LegStrikeIndexSpread N –
2605 LegStrikeIndexQuote N –
2186 LegStrikePriceDeterminationMethod N –
2187 LegStrikePriceBoundaryMethod N When specified, LegPutOrCall(1358),
LegStrikePrice(612), and
LegStrikePriceBoundaryPrecision(2188) must
also be specified.
2188 LegStrikePriceBoundaryPrecision N –
2189 LegUnderlyingPriceDeterminationMethod N –
613 LegOptAttribute N –


d
614 LegContractMultiplier N –
1436 LegContractMultiplierUnit N –
2354 LegTradingUnitPeriodMultiplier N –
1440 LegFlowScheduleType N –
2190 LegMinPriceIncrement N –
2191 LegMinPriceIncrementAmount N –
999 LegUnitOfMeasure N –
1224 LegUnitOfMeasureQty N –
1720 LegUnitOfMeasureCurrency N –
1421 LegPriceUnitOfMeasure N –
1422 LegPriceUnitOfMeasureQty N –
1721 LegPriceUnitOfMeasureCurrency N –
2192 LegSettlMethod N –
1001 LegTimeUnit N Used to indicate a time unit for the contract
(e.g., days, weeks, months, etc.)
1420 LegExerciseStyle N –
2193 LegOptPayoutType N –
2194 LegOptPayoutAmount N Conditionally required if
LegOptPayoutTyp(2193) = 3 (Binary).
2755 LegReturnTrigger N –
2195 LegPriceQuoteMethod N –
2196 LegValuationMethod N –
2197 LegValuationSource N –
2198 LegValuationReferenceModel N –
1528 LegPriceQuoteCurrency N –
2199 LegListMethod N –
2200 LegCapPrice N –
2201 LegFloorPrice N –
2202 LegFlexibleIndicator N –
2203 LegFlexProductEligibilityIndicator N –
615 LegCouponRate N –
616 LegSecurityExchange N –
2205 LegPositionLimit N –
2206 LegNTPositionLimit N –
617 LegIssuer N –


d
618 EncodedLegIssuerLen N Must be set if EncodedLegIssuer(618) field is
619 EncodedLegIssuer N Encoded (non-ASCII characters)
representation of the LegIssuer(617) field in
2740 LegFinancialInstrumentShortName N –
2717 LegFinancialInstrumentFullName N –
2718 EncodedLegFinancialInstrumentFullNameL N Must be set if
en EncodedLegFinancialInstrumentFullName(271
9) field is specified and must immediately
precede it.
2719 EncodedLegFinancialInstrumentFullName N Encoded (non-ASCII characters)
LegFinancialInstrumentFullName(2717) field
620 LegSecurityDesc N –
621 EncodedLegSecurityDescLen N Must be set if LegEncodedSecurityDesc(622)
precede it.
622 EncodedLegSecurityDesc N Encoded (non-ASCII characters)
representation of the LegSecurityDesc(620)
field in the encoded format specified via the
Componen LegSecurityXML N Embedded XML document describing the leg
t instrument.
2207 LegCPProgram N –
2208 LegCPRegType N –
623 LegRatioQty N Specific to the <InstrumentLeg> (not in
<Instrument>)
624 LegSide N Specific to the <InstrumentLeg> (not in
<Instrument>)
556 LegCurrency N Specific to the <InstrumentLeg> (not in
<Instrument>)
740 LegPool N Identifies MBS / ABS pool
739 LegDatedDate N –
955 LegContractSettlMonth N –
956 LegInterestAccrualDate N –
1358 LegPutOrCall N Used to express option right
2682 LegInTheMoneyCondition N Used to express in-the-moneyness behavior
in general terms for the option without the


d
use of LegStrikePrice(612) and
LegPutOrCall(1358).
2686 LegContraryInstructionEligibilityIndicator N –
1017 LegOptionRatio N LegOptionRatio is provided on covering leg to
create a delta neutral spread. In Listed
Derivatives, the delta of the leg is multiplied
by LegOptionRatio and OrderQty to
determine the covering quantity.
566 LegPrice N Used to specify an anchor price for a leg as
part of the definition or creation of the
strategy - not used for execution price.
Componen LegEvntGrp N –
t
Componen LegInstrumentParties N –
t
2209 LegShortSaleRestriction N –
Componen LegComplexEvents N –
t
2211 LegStrategyType N –
2212 LegCommonPricingIndicator N –
2213 LegSettlDisruptionProvision N –
2754 LegDeliveryRouteOrCharter N –
2214 LegInstrumentRoundingDirection N –
2215 LegInstrumentRoundingPrecision N –
Componen LegDateAdjustment N –
t
Componen LegPricingDateTime N –
t
Componen LegMarketDisruption N –
t
Componen LegOptionExercise N –
t
Componen LegStreamGrp N –
t
Componen LegProvisionGrp N –
t
Componen LegAdditionalTermGrp N –
t
Componen LegProtectionTermGrp N –
t
Componen LegCashSettlTermGrp N –
t


d
Componen LegPhysicalSettlTermGrp N –
t
Componen LegExtraordinaryEventGrp N –
t
2606 LegExtraordinaryEventAdjustmentMethod N –
2607 LegExchangeLookAlike N –
8.59 InstrumentParties
1018 NoInstrumentParties N –
→1019 InstrumentPartyID N Required if NoInstrumentParties(1018) > 0.
Identification of the party.
→1050 InstrumentPartyIDSource N Required if NoInstrumentParties(1018) > 0.
Used to identify classification source.
→1051 InstrumentPartyRole N Required if NoInstrumentParties(1018) > 0.
Identifies the type of InstrumentPartyID(1019).
→2378 InstrumentPartyRoleQualifier N –
→Component InstrumentPtysSubGrp N Repeating group of party sub-identifiers.
8.60 InstrumentPtysSubGrp
1052 NoInstrumentPartySubIDs N –
→1053 InstrumentPartySubID N –
→1054 InstrumentPartySubIDType N –
8.61 LegAdditionalTermBondRefGrp
d
41316 NoLegAdditionalTermBondRefs N –
→4131 LegAdditionalTermBondSecurityID N Required if
7 NoLegAdditionalTermBondRefs(41316) > 0.
→4131 LegAdditionalTermBondSecurityIDSource N Conditionally required when
8 LegAdditionalTermBondSecurityID(41317) is
specified.
→4131 LegAdditionalTermBondDesc N –
9
→4132 EncodedLegAdditionalTermBondDescLen N Must be set if
0 EncodedLegAdditionalTermBondDesc(41321)


d
field is specified and must immediately precede
it.
→4132 EncodedLegAdditionalTermBondDesc N Encoded (non-ASCII characters) representation
1 of the LegAdditionalTermBondDesc(41319) field
→4132 LegAdditionalTermBondCurrency N –
2
→4132 LegAdditionalTermBondIssuer N –
3
→4132 EncodedLegAdditionalTermBondIssuerLen N Must be set if
4 EncodedLegAdditionalTermBondIssuer(41325)
it.
→4132 EncodedLegAdditionalTermBondIssuer N Encoded (non-ASCII characters) representation
5 of the LegAdditionalTermBondIssuer(41323)
→4132 LegAdditionalTermBondSeniority N –
6
→4132 LegAdditionalTermBondCouponType N –
7
→4132 LegAdditionalTermBondCouponRate N –
8
→4132 LegAdditionalTermBondMaturityDate N –
9
→4133 LegAdditionalTermBondParValue N –
0
→4133 LegAdditionalTermBondCurrentTotalIssued N –
1 Amount
→4133 LegAdditionalTermBondCouponFrequencyP N Conditionally required when
2 eriod LegAdditionalTermBondCouponFrequencyUnit(4
1333) is specified.
→4133 LegAdditionalTermBondCouponFrequencyU N Conditionally required when
3 nit LegAdditionalTermBondCouponFrequencyPeriod
(41332) is specified.
→4133 LegAdditionalTermBondDayCount N –
4
8.62 LegAdditionalTermGrp
41335 NoLegAdditionalTerms N –


→41336 LegAdditionalTermConditionPrecedentBondIndicator N Required if
NoLegAdditionalTerms(41335) >
0.
→41337 LegAdditionalTermDiscrepancyClauseIndicator N –
→Component LegAdditionalTermBondRefGrp N –
8.63 LegAssetAttributeGrp
2308 NoLegAssetAttributes N –
→2309 LegAssetAttributeType N Required if NoLegAssetAttributes(2308) > 0.
→2310 LegAssetAttributeValue N –
→2311 LegAssetAttributeLimit N –
8.64 LegBusinessCenterGrp
40923 NoLegBusinessCenters N –
→40924 LegBusinessCenter N Required if NoLegBusinessCenters(40923) > 0.
8.65 LegCashSettlDate
42299 LegCashSettlDateUnadjusted N –
42300 LegCashSettlDateBusinessDayConvention N When specified, this overrides the business
day convention defined in the DateAdjustment
specified value would be specific to this
instance of the cash settlement provision.
Component LegCashSettlDateBusinessCenterGrp N When specified, this overrides the business
specified values would be specific to this
instance of the cash settlement provision.
42301 LegCashSettlDateRelativeTo N –
42302 LegCashSettlDateOffsetPeriod N Conditionally required when
LegCashSettlDateOffsetUnit(42303) is
specified.
42303 LegCashSettlDateOffsetUnit N Conditionally required when
LegCashSettlDateOffsetPeriod(42302) is
specified.
42304 LegCashSettlDateOffsetDayType N –
42305 LegCashSettlDateAdjusted N –

8.66 LegCashSettlDateBusinessCenterGrp
42306 NoLegCashSettlDateBusinessCenters N –
→42307 LegCashSettlDateBusinessCenter N Required if
NoLegCashSettlDateBusinessCenters(42306) > 0.
8.67 LegCashSettlDealerGrp
41342 NoLegCashSettlDealers N –
→41343 LegCashSettlDealer N Required if NoLegCashSettlDealers(41342) > 0.
8.68 LegCashSettlTermGrp
41344 NoLegCashSettlTerms N –
→41345 LegCashSettlCurrency N Required if
NoLegCashSettlTerms(41344) >
0.
→41346 LegCasSettlValuationFirstBusinessDayOffset N –
→41347 LegCashSettlValuationSubsequentBusinessDaysOffset N –
→41348 LegCashSettlNumOfValuationDates N –
→41349 LegCashSettlValuationTime N –
→41350 LegCashSettlBusinessCenter N –
→41351 LegCashSettlQuoteMethod N –
→41352 LegCashSettlQuoteAmount N –
→41353 LegCashSettlQuoteCurrency N –
→41354 LegCashSettlMinimumQuoteAmount N –
→41355 LegCashSettlMinimumQuoteCurrency N –
→Component LegCashSettlDealerGrp N –
→42308 LegCashSettlPriceSource N –
→42309 LegCashSettlPriceDefault N –
→41356 LegCashSettlBusinessDays N –
→41357 LegCashSettlAmount N –
→Component LegCashSettlDate N –
→41358 LegCashSettlRecoveryFactor N –
→41359 LegCashSettlFixedTermIndicator N –
→41360 LegCashSettlAccruedInterestIndicator N –
→41361 LegCashSettlValuationMethod N –


→41362 LegCashSettlTermXID N –
8.69 LegComplexEventAveragingObservationGrp
d
41363 NoLegComplexEventAveragingObservations N –
→4136 LegComplexEventAveragingObservationNum N Required if
4 ber NoLegComplexEventAveragingObservations(41
363) > 0.
→4136 LegComplexEventAveragingWeight N –
5
8.70 LegComplexEventCreditEventGrp
d
41366 NoLegComplexEventCreditEvents N –
→41367 LegComplexEventCreditEventType N Required if
NoLegComplexEventCreditEvents(41366) >
0.
→41368 LegComplexEventCreditEventValue N –
→41369 LegComplexEventCreditEventCurrency N –
→41370 LegComplexEventCreditEventPeriod N Conditionally required when
LegComplexEventCreditEventUnit(41371) is
specified.
→41371 LegComplexEventCreditEventUnit N Conditionally required when
LegComplexEventCreditEventPeriod(41370
) is specified.
→41372 LegComplexEventCreditEventDayType N –
→41373 LegComplexEventCreditEventRateSource N –
→Componen LegComplexEventCreditEventQualifierGr N –
t p
8.71 LegComplexEventCreditEventQualifierGrp
41374 NoLegComplexEventCreditEventQualifiers N –
→41375 LegComplexEventCreditEventQualifier N Required if
NoLegComplexEventCreditEventQualifiers(41374)
> 0.

8.72 LegComplexEventCreditEventSourceGrp
41398 NoLegComplexEventCreditEventSources N –
→41399 LegComplexEventCreditEventSource N Required if
NoLegComplexEventCreditEventSources(41398) >
0.
8.73 LegComplexEventDateBusinessCenterGrp
41387 NoLegComplexEventDateBusinessCenters N –
→41388 LegComplexEventDateBusinessCenter N Required if
NoLegComplexEventDateBusinessCenters(41387)
> 0.
8.74 LegComplexEventDates
2250 NoLegComplexEventDates N –
→2251 LegComplexEventStartDate N Required if NoLegComplexEventDates(2250) > 0.
→2252 LegComplexEventEndDate N Required if NoLegComplexEventDates(2250) > 0.
→Component LegComplexEventTimes N –
8.75 LegComplexEventPeriodDateGrp
41376 NoLegComplexEventPeriodDateTimes N –
→41377 LegComplexEventPeriodDate N Required if
NoLegComplexEventPeriodDateTimes(41376) > 0.
→41378 LegComplexEventPeriodTime N –
8.76 LegComplexEventPeriodGrp
41379 NoLegComplexEventPeriods N –
→41380 LegComplexEventPeriodType N Required if
NoLegComplexEventPeriods(41379) > 0.
→41381 LegComplexEventBusinessCenter N –
→Component LegComplexEventScheduleGrp N –
→Component LegComplexEventPeriodDateGrp N –
→Component LegComplexEventAveragingObservationGrp N –

8.77 LegComplexEventRateSourceGrp
41382 NoLegComplexEventRateSources N –
→41383 LegComplexEventRateSource N Required if
NoLegComplexEventRateSources(41382) > 0.
→41384 LegComplexEventRateSourceType N Required if
NoLegComplexEventRateSources(41382) > 0.
→41385 LegComplexEventReferencePage N Conditionally required when
LegComplexEventRateSource(41383) = 99 (Other).
→41386 LegComplexEvenReferencePageHeading N –
8.78 LegComplexEventRelativeDate
d
41389 LegComplexEventDateUnadjusted N –
41390 LegComplexEventDateRelativeTo N –
41391 LegComplexEventDateOffsetPeriod N Conditionally required when
LegComplexEventDateOffsetUnit(41392)
is specified.
41392 LegComplexEventDateOffsetUnit N Conditionally required when
LegComplexEventDateOffsetPeriod(41391
) is specified.
41393 LegComplexEventDateOffsetDayType N –
41394 LegComplexEventDateBusinessDayConventio N When specified, this overrides the
LegDateAdjustment component in
InstrumentLeg. The specified value would
be specific to complex event dates.
Componen LegComplexEventDateBusinessCenterGrp N When specified, this overrides the
InstrumentLeg. The specified values
would be specific to complex event dates.
41395 LegComplexEventDateAdjusted N –
41396 LegComplexEventFixingTime N –
41397 LegComplexEventFixingTimeBusinessCenter N –
8.79 LegComplexEventScheduleGrp
d
41400 NoLegComplexEventSchedules N –
→4140 LegComplexEventScheduleStartDate N Required if NoLegComplexEventScedules(41400)
1 > 0.


d
→4140 LegComplexEventScheduleEndDate N –
2
→4140 LegComplexEventScheduleFrequencyPeri N Conditionally required when
3 od LegComplexEventScheduleFrequencyUnit(41404)
is specified.
→4140 LegComplexEventScheduleFrequencyUnit N Conditionally required when
4 LegComplexEventScheduleFrequencyPeriod(4140
3) is specified.
→4140 LegComplexEventScheduleRollConvention N When specified, this overrides the date roll
5 convention defined in the LegDateAdjustment
component in InstrumentLeg. The specified
values would be specific to this instance of the
option expiration dates and times.
8.80 LegComplexEventTimes
2253 NoLegComplexEventTimes N –
→2204 LegComplexEventStartTime N Required if NoLegComplexEventTimes(2253) > 0.
→2247 LegComplexEventEndTime N Required if NoLegComplexEventTimes(2253) > 0.
8.81 LegComplexEvents
2218 NoLegComplexEvents N –
→2219 LegComplexEventType N Required if
NoLegComplexEvents(2218)) > 0.
→2220 LegComplexOptPayoutPaySide N –
→2221 LegComplexOptPayoutReceiveSide N –
→2222 LegComplexOptPayoutUnderlier N –
→2223 LegComplexOptPayoutAmount N –
→2224 LegComplexOptPayoutPercentage N –
→2225 LegComplexOptPayoutTime N –
→2226 LegComplexOptPayoutCurrency N –
→2227 LegComplexEventPrice N –
→2228 LegComplexEventPricePercentage N –
→2229 LegComplexEventPriceBoundaryMethod N –
→2230 LegComplexEventPriceBoundaryPrecision N –
→2231 LegComplexEventPriceTimeType N –
→2232 LegComplexEventCondition N Conditionally required when there are
more than one LegComplexEvents


occurrences. A chain of
LegComplexEvents must be linked
together through use of the
LegComplexEventCondition(2232) in
which the relationship between any
two events is described. For any two
LegComplexEvents the first occurrence
will specify the
LegComplexEventCondition(2232)
which links it with the second event.
→Component LegComplexEventDates N –
→2233 LegComplexEventCurrencyOne N –
→2234 LegComplexEventCurrencyTwo N –
→2235 LegComplexEventQuoteBasis N –
→2236 LegComplexEventFixedFXRate N –
→2409 LegComplexEventSpotRate N –
→2410 LegComplexEventForwardPoints N –
→2237 LegComplexEventDeterminationMethod N –
→2238 LegComplexEventCalculationAgent N –
→2239 LegComplexEventStrikePrice N –
→2240 LegComplexEventStrikeFactor N –
→2241 LegComplexEventStrikeNumberOfOptions N –
→Component LegComplexEventRateSourceGrp N –
→Component LegComplexEventRelativeDate N –
→Component LegComplexEventPeriodGrp N –
→2242 LegComplexEventCreditEventsXIDRef N –
→2243 LegComplexEventCreditEventNotifyingParty N –
→2244 LegComplexEventCreditEventBusinessCenter N –
→2245 LegComplexEventCreditEventStandardSources N –
→2246 LegComplexEventCreditEventMinimumSources N –
→Component LegComplexEventCreditEventSourceGrp N –
→Component LegComplexEventCreditEventGrp N –
→2608 LegComplexEventFuturesPriceValuation N –
→2609 LegComplexEventOptionsPriceValuation N –
→2610 LegComplexEventPVFinalPriceElectionFallback N –
→2248 LegComplexEventXID N –
→2249 LegComplexEventXIDRef N –

8.82 LegDateAdjustment
40925 LegBusinessDayConvention N –
Component LegBusinessCenterGrp N –
40926 LegDateRollConvention N –
8.83 LegDeliveryScheduleGrp
d
41408 NoLegDeliverySchedules N –
→41409 LegDeliveryScheduleType N Required if
NoLegDeliverySchedules(41408) > 0.
→41410 LegDeliveryScheduleXID N –
→41411 LegDeliveryScheduleNotional N –
→41412 LegDeliveryScheduleNotionalUnitOfMeasure N –
→41413 LegDeliveryScheduleNotionalCommodityFreque N –
ncy
→41414 LegDeliveryScheduleNegativeTolerance N –
→41415 LegDeliverySchedulePositiveTolerance N –
→41416 LegDeliveryScheduleToleranceUnitOfMeasure N –
→41417 LegDeliveryScheduleToleranceType N Conditionally required when
LegDeliveryScheduleNegativeTolerance(
41414) or
LegDeliverySchedulePositiveTolerance(4
1415) is specified.
→41418 LegDeliveryScheduleSettlCountry N –
→41419 LegDeliveryScheduleSettlTimeZone N –
→41420 LegDeliveryScheduleSettlFlowType N –
→41421 LegDeliveryScheduleSettlHolidaysProcessingIns N –
truction
→Compone LegDeliveryScheduleSettlDayGrp N –
nt
8.84 LegDeliveryScheduleSettlDayGrp
41422 NoLegDeliveryScheduleSettlDays N –
→41423 LegDeliveryScheduleSettlDay N Required if
NoLegDeliveryScheduleSettlDays(41422) > 0.
→41424 LegDeliveryScheduleSettlTotalHours N –
→Component LegDeliveryScheduleSettlTimeGrp N –

8.85 LegDeliveryScheduleSettlTimeGrp
41425 NoLegDeliveryScheduleSettlTimes N –
→41426 LegDeliveryScheduleSettlStart N Required if NoLegDeliveryScheduleSettlTimes(41425) >
0.
→41427 LegDeliveryScheduleSettlEnd N Required if NoLegDeliveryScheduleSettlTimes(41425) >
0.
→41428 LegDeliveryScheduleSettlTimeType N May be defaulted to market convention or bilaterally
8.86 LegDeliveryStream
41429 LegDeliveryStreamType N –
Component LegDeliveryStreamCommoditySourceGrp N –
41430 LegDeliveryStreamPipeline N –
41431 LegDeliveryStreamEntryPoint N –
41432 LegDeliveryStreamWithdrawalPoint N –
41433 LegDeliveryStreamDeliveryPoint N –
42194 LegDeliveryStreamDeliveryPointSource N –
42195 LegDeliveryStreamDeliveryPointDesc N –
41434 LegDeliveryStreamDeliveryRestriction N –
41435 LegDeliveryStreamDeliveryContingency N –
41436 LegDeliveryStreamDeliveryContingentPartySide N –
41437 LegDeliveryStreamDeliverAtSourceIndicator N –
41438 LegDeliveryStreamRiskApportionment N –
41219 LegDeliveryStreamRiskApportionmentSource N –
Component LegDeliveryStreamCycleGrp N –
41439 LegDeliveryStreamTitleTransferLocation N –
41440 LegDeliveryStreamTitleTransferCondition N –
41441 LegDeliveryStreamImporterOfRecord N –
41442 LegDeliveryStreamNegativeTolerance N –
41443 LegDeliveryStreamPositiveTolerance N –
41444 LegDeliveryStreamToleranceUnitOfMeasure N –
41445 LegDeliveryStreamToleranceType N –
41446 LegDeliveryStreamToleranceOptionSide N –
41447 LegDeliveryStreamTotalPositiveTolerance N –
41448 LegDeliveryStreamTotalNegativeTolerance N –
41449 LegDeliveryStreamNotionalConversionFactor N –


41450 LegDeliveryStreamTransportEquipment N –
41451 LegDeliveryStreamElectingPartySide N –
43095 LegDeliveryStreamRouteOrCharter N –
8.87 LegDeliveryStreamCommoditySourceGrp
41460 NoLegDeliveryStreamCommoditySources N –
→41461 LegDeliveryStreamCommoditySource N Required if
NoLegDeliveryStreamCommoditySources(41460) >
0.
8.88 LegDeliveryStreamCycleGrp
41456 NoLegDeliveryStreamCycles N –
→41457 LegDeliveryStreamCycleDesc N Required if NoLegDeliveryStreamCycles(41456) >
0.
→41458 EncodedLegDeliveryStreamCycleDescLen N Must be set if
EncodedLegDeliveryStreamCycleDesc(41459) field
→41459 EncodedLegDeliveryStreamCycleDesc N Encoded (non-ASCII characters) representation of
the LegDeliveryStreamCycleDesc(41457) field in
8.89 LegDividendAccrualFloatingRate
d
4231 LegDividendFloatingRateIndex N –
2
4231 LegDividendFloatingRateIndexCurvePeriod N Conditionally required when
3 LegDividendFloatingRateIndexCurveUnit(42314)
is specified.
4231 LegDividendFloatingRateIndexCurveUnit N Conditionally required when
4 LegDividendFloatingRateIndexCurvePeriod(42313
) is specified.
4231 LegDividendFloatingRateMultiplier N –
5
4231 LegDividendFloatingRateSpread N –
6
4231 LegDividendFloatingRateSpreadPositionTyp N –
7 e


d
4231 LegDividendFloatingRateTreatment N –
8
4231 LegDividendCapRate N –
9
4232 LegDividendCapRateBuySide N –
0
4232 LegDividendCapRateSellSide N –
1
4232 LegDividendFloorRate N –
2
4232 LegDividendFloorRateBuySide N –
3
4232 LegDividendFloorRateSellSide N –
4
4232 LegDividendInitialRate N –
5
4232 LegDividendFinalRateRoundingDirection N –
6
4232 LegDividendFinalRatePrecision N –
7
4232 LegDividendAveragingMethod N –
8
4232 LegDividendNegativeRateTreatment N –
9
8.90 LegDividendAccrualPaymentDate
d
42330 LegDividendAccrualPaymentDateRelativeTo N –
42331 LegDividendAccrualPaymentDateOffsetPeriod N Conditionally required when
LegDividendAccrualPaymentDateOffsetUnit
42332 LegDividendAccrualPaymentDateOffsetUnit N Conditionally required when
LegDividendAccrualPaymentDateOffsetPeri
od(42331) is specified.
42333 LegDividendAccrualPaymentDateOffsetDayTyp N –
e
42334 LegDividendAccrualPaymentDateUnadjusted N –
42335 LegDividendAccrualPaymentDateBusinessDayC N When specified, this overrides the business
onvention day convention defined in the
InstrumentLeg. The value would be specific


d
to this instance of
LegDividendAccrualPaymentDate.
Compone LegDividendAccrualPaymentDateBusinessCen N When specified, this overrides the business
nt terGrp centers defined in the LegDateAdjustment
component in InstrumentLeg. The values
LegDividendAccrualPaymentDate.
42336 LegDividendAccrualPaymentDateAdjusted N –
8.91 LegDividendAccrualPaymentDateBusinessCenterGrp
d
42310 NoLegDividendAccrualPaymentDateBusines N –
sCenters
→423 LegDividendAccrualPaymentDateBusinessC N Required if
11 enter NoLegDividendAccrualPaymentDateBusinessCent
ers(42310) > 0.
8.92 LegDividendConditions
42337 LegDividendReinvestmentIndicator N –
42338 LegDividendEntitlementEvent N –
42339 LegDividendAmountType N –
42340 LegDividendUnderlierRefID N –
Component LegDividendPeriodGrp N –
42341 LegExtraordinaryDividendPartySide N –
42342 LegExtraordinaryDividendAmountType N –
42343 LegExtraordinaryDividendCurrency N –
42344 LegExtraordinaryDividendDeterminationMethod N –
Component LegDividendFXTriggerDate N –
Component LegDividendAccrualFloatingRate N –
42345 LegDividendAccrualFixedRate N –
Component LegDividendAccrualPaymentDate N –
42346 LegDividendCompoundingMethod N –
42347 LegDividendNumOfIndexUnits N –
42348 LegDividendCashPercentage N –
42349 LegDividendCashEquivalentPercentage N –
42350 LegNonCashDividendTreatment N –


42351 LegDividendComposition N –
42352 LegSpecialDividendsIndicator N –
42353 LegMaterialDividendsIndicator N –
42354 LegOptionsExchangeDividendsIndicator N –
42355 LegAdditionalDividendsIndicator N –
42356 LegAllDividendsIndicator N –
8.93 LegDividendFXTriggerDate
d
42357 LegDividendFXTriggerDateRelativeTo N –
42358 LegDividendFXTriggerDateOffsetPeriod N Conditionally required when
LegDividendFXTriggerDateOffsetUnit(4235
9) is specified.
42359 LegDividendFXTriggerDateOffsetUnit N Conditionally required when
LegDividendFXTriggerDateOffsetPeriod(42
358) is specified.
42360 LegDividendFXTriggerDateOffsetDayType N –
42361 LegDividendFXTriggerDateUnadjusted N –
42362 LegDividendFXTriggerDateBusinessDayConven N When specified, this overrides the business
tion day convention defined in the
InstrumentLeg. The value would be specific
to this instance of
LegDividendFXTriggerDate.
Compone LegDividendFXTriggerDateBusinessCenterGrp N When specified, this overrides the business
nt centers defined in the LegDateAdjustment
component in InstrumentLeg. The values
LegDividendFXTriggerDate.
42363 LegDividendFXTriggerDateAdjusted N –
8.94 LegDividendFXTriggerDateBusinessCenterGrp
d
42364 NoLegDividendFXTriggerDateBusinessCent N –
ers
→4236 LegDividendFXTriggerDateBusinessCenter N Required if
5 NoLegDividendFXTriggerDateBusinessCenters(42
364) > 0.

8.95 LegDividendPeriodBusinessCenterGrp
42386 NoLegDividendPeriodBusinessCenters N –
→42387 LegDividendPeriodBusinessCenter N Required if
NoLegDividendPeriodBusinessCenters(42386) > 0.
8.96 LegDividendPeriodGrp
d
42366 NoLegDividendPeriods N –
→42367 LegDividendPeriodSequence N Required if NoLegDividendPeriods(42366) > 0.
→42368 LegDividendPeriodStartDateUnadjusted N –
→42369 LegDividendPeriodEndDateUnadjusted N –
→42370 LegDividendPeriodUnderlierRefID N When specified, this overrides
LegDividendUnderlierRefID(42340). The
→42371 LegDividendPeriodStrikePrice N –
→42372 LegDividendPeriodBusinessDayConventio N When specified, this overrides the business
n day convention defined in the
InstrumentLeg. The specified value would be
specific to this dividend period instance.
→Compone LegDividendPeriodBusinessCenterGrp N When specified, this overrides the business
values would be specific to this dividend
period instance.
→42373 LegDividendPeriodValuationDateUnadjus N –
ted
→42374 LegDividendPeriodValuationDateRelative N –
To
→42375 LegDividendPeriodValuationDateOffsetPe N Conditionally required when
riod LegDividendPeriodValuationDateOffsetUnit(42
376) is specified.
→42376 LegDividendPeriodValuationDateOffsetU N Conditionally required when
nit LegDividendPeriodValuationDateOffsetPeriod(
→42377 LegDividendPeriodValuationDateOffsetD N –
ayType
→42378 LegDividendPeriodValuationDateAdjuste N –
d
→42379 LegDividendPeriodPaymentDateUnadjust N –
ed


d
→42380 LegDividendPeriodPaymentDateRelativeT N –
o
→42381 LegDividendPeriodPaymentDateOffsetPer N Conditionally required when
iod LegDividendPeriodPaymentDateOffsetUnit(42
382) is specified.
→42382 LegDividendPeriodPaymentDateOffsetUn N Conditionally required when
it LegDividendPeriodPaymentDateOffsetPeriod(
→42383 LegDividendPeriodPaymentDateOffsetDa N –
yType
→42384 LegDividendPeriodPaymentDateAdjusted N –
→42385 LegDividendPeriodXID N –
8.97 LegEvntGrp
2059 NoLegEvents N –
→2060 LegEventType N Required if NoLegEvents(2059) > 0.
→2061 LegEventDate N Conditionally required when LegEventTime(2062) is specified.
→2062 LegEventTime N –
→2063 LegEventTimeUnit N Conditionally required when LegEventTimePeriod(2064) is
specified.
→2064 LegEventTimePeriod N Conditionally required when LegEventTimeUnit(2063) is specified.
→2341 LegEventMonthYear N –
→2065 LegEventPx N –
→2066 LegEventText N –
→2074 EncodedLegEventTextLen N Must be set if EncodedLegEventText(2075) field is specified and
→2075 EncodedLegEventText N Encoded (non-ASCII characters) representation of the
LegEventText(2066) field in the encoded format specified via the
8.98 LegExtraordinaryEventGrp
42388 NoLegExtraordinaryEvents N –
→42389 LegExtraordinaryEventType N Required if NoLegExtraordinaryEvents(42388) > 0.
→42390 LegExtraordinaryEventValue N Required if NoLegExtraordinaryEvents(42388) > 0.

8.99 LegFinancingContractualDefinitionsGrp
42198 NoLegContractualDefinitions N –
→42199 LegContractualDefinition N Required if NoLegContractualDefinitions(42198) > 0.
8.100 LegFinancingContractualMatrixGrp
42203 NoLegContractualMatrices N –
→42204 LegContractualMatrixSource N Required if NoLegContractualMatrices(42203) > 0.
→42205 LegContractualMatrixDate N –
→42206 LegContractualMatrixTerm N –
8.101 LegFinancingDetails
2497 LegAgreementDesc N –
2498 LegAgreementID N –
2499 LegAgreementVersion N –
2496 LegAgreementDate N –
2495 LegAgreementCurrency N –
2511 LegMasterConfirmationDesc N –
2510 LegMasterConfirmationDate N –
2512 LegMasterConfirmationAnnexDesc N –
2509 LegMasterConfirmationAnnexDate N –
2500 LegBrokerConfirmationDesc N –
Component LegFinancingContractualDefinitionsGrp N –
Component LegFinancingTermSupplementGrp N –
Component LegFinancingContractualMatrixGrp N –
2502 LegCreditSupportAgreementDesc N –
2501 LegCreditSupportAgreementDate N –
2503 LegCreditSupportAgreementID N –
2507 LegGoverningLaw N –
2505 LegDocumentationText N –
2494 EncodedLegDocumentationTextLen N Must be set if
EncodedLegDocumentationText(2493) field is
2493 EncodedLegDocumentationText N Encoded (non-ASCII characters) representation
of the LegDocumentationText(2505) field in the


2514 LegTerminationType N –
2513 LegStartDate N –
2506 LegEndDate N –
2504 LegDeliveryType N –
2508 LegMarginRatio N –
8.102 LegFinancingTermSupplementGrp
42200 NoLegFinancingTermSupplements N –
→42201 LegFinancingTermSupplementDesc N Required if NoLegFinancingTermSupplements(42200) >
0.
→42202 LegFinancingTermSupplementDate N –
8.103 LegInstrumentParties
2254 NoLegInstrumentParties N –
→2255 LegInstrumentPartyID N Used to identify the source of PartyID. Required if
LegInstrumentPartyIDSource(2256) is specified.
Required if NoLegInstrumentParties(2254) > 0.
→2256 LegInstrumentPartyIDSource N Used to identify class source of
LegInstrumentPartyID(2255) value (e.g. BIC).
Required if LegInstrumentPartyID(2255) is specified.
Required if NoLegInstrumentParties(2254) > 0.
→2257 LegInstrumentPartyRole N Identifies the type of LegInstrumentPartyID(2255)
(e.g. Executing Broker). Required if
NoLegInstrumentParties(2254) > 0.
→2379 LegInstrumentPartyRoleQualifier N –
→Component LegInstrumentPtysSubGrp N Repeating group of party sub-identifiers.
8.104 LegInstrumentPtysSubGrp
2258 NoLegInstrumentPartySubIDs N –
→2259 LegInstrumentPartySubID N Required if NoLegInstrumentPartySubIDs(2258) > 0.
→2260 LegInstrumentPartySubIDType N –

8.105 LegMarketDisruption
d
41462 LegMarketDisruptionProvision N –
Compone LegMarketDisruptionEventGrp N –
nt
41463 LegMarketDisruptionFallbackProvision N –
Compone LegMarketDisruptionFallbackGrp N –
nt
Compone LegMarketDisruptionFallbackReferencePr N –
nt iceGrp
41464 LegMarketDisruptionMaximumDays N –
41465 LegMarketDisruptionMaterialityPercentag N If specified, the disruption event should be
e specified in LegMarketDisruptionEventGrp.
41466 LegMarketDisruptionMinimumFuturesCon N Applicable only when
tracts LegMarketDisruptionEvent(41468)='DeMinimisT
rading'.
8.106 LegMarketDisruptionEventGrp
41467 NoLegMarketDisruptionEvents N –
→41468 LegMarketDisruptionEvent N Required if NoLegMarketDisruptionEvents(41467) > 0.
→40223 LegMarketDisruptionValue N –
8.107 LegMarketDisruptionFallbackGrp
41469 NoLegMarketDisruptionFallbacks N –
→41470 LegMarketDisruptionFallbackType N Required if NoLegMarketDisruptionFallbacks(41469) > 0.
The sequence of entries specifies the order in which the
fallback provisions should be applied.
→40990 LegMarketDisruptionFallbackValue N –
8.108 LegMarketDisruptionFallbackReferencePriceGrp
Tag Name Req Description
'd
4147 NoLegMarketDisruptionFallbackReferencePric N –
1 es
→414 LegMarketDisruptionFallbackUnderlierType N Required if
72 NoLegMarketDisruptionFallbackReferencePrices(
41471) > 0.


'd
→414 LegMarketDisruptionFallbackUnderlierSecurit N Conditionally required when
73 yID LegMarketDisruptionFallbackUnderlyerSecurityID
Source(41474) is specified.
→414 LegMarketDisruptionFallbackUnderlierSecurit N Conditionally required when
74 yIDSource LegMarketDisruptionFallbackUnderlierSecurityID
→414 LegMarketDisruptionFallbackUnderlierSecurit N –
75 yDesc
→414 EncodedLegMarketDisruptionFallbackUnderli N Must be set if
76 erSecurityDescLen EncodedLegMarketDisruptionFallbackUnderlierS
ecurityDesc(41477) field is specified and must
→414 EncodedLegMarketDisruptionFallbackUnderli N Encoded (non-ASCII characters) representation
77 erSecurityDesc of the
LegMarketDisruptionFallbackUnderlierSecurityD
esc(41475) field in the encoded format specified
via the MessageEncoding(347) field.
→414 LegMarketDisruptionFallbackOpenUnits N –
78
→414 LegMarketDisruptionFallbackBasketCurrency N –
79
→414 LegMarketDisruptionFallbackBasketDivisor N –
80
8.109 LegOptionExercise
41481 LegExerciseDesc N –
41482 EncodedLegExerciseDescLen N Must be set if EncodedLegExerciseDesc (41483)
it.
41483 EncodedLegExerciseDesc N Encoded (non-ASCII characters) representation
of the LegExerciseDesc(41481) field in the
41484 LegAutomaticExerciseIndicator N –
41485 LegAutomaticExerciseThresholdRate N –
41486 LegExerciseConfirmationMethod N –
41487 LegManualNoticeBusinessCenter N –
41488 LegFallbackExerciseIndicator N –
41489 LegLimitRightToConfirmIndicator N –
41490 LegExerciseSplitTicketIndicator N –
42391 LegSettlMethodElectingPartySide N –


Component LegSettlMethodElectionDate N –
Component LegOptionExerciseDates N –
Component LegOptionExerciseExpiration N –
Component LegOptionExerciseMakeWholeProvision N –
8.110 LegOptionExerciseBusinessCenterGrp
41491 NoLegOptionExerciseBusinessCenters N –
→41492 LegOptionExerciseBusinessCenter N Required if
NoLegOptionExerciseBusinessCenters(41491) > 0.
8.111 LegOptionExerciseDateGrp
41512 NoLegOptionExerciseDates N –
→41513 LegOptionExerciseDate N Required if NoLegOptionExerciseDates(41512) > 0.
→41514 LegOptionExerciseDateType N When specified it applies not only to the current date but to all
subsequent dates in the group until overridden with a new
type.
8.112 LegOptionExerciseDates
d
41493 LegOptionExerciseBusinessDayConvention N When specified, this overrides the business
specific to this instance of option exercise
dates.
Componen LegOptionExerciseBusinessCenterGrp N –
t
Componen LegOptionExerciseDateGrp N –
t
41494 LegOptionExerciseEarliestDateOffsetDayTy N –
pe
41495 LegOptionExerciseEarliestDateOffsetPerio N Conditionally required when
d LegOptionExerciseEarliestDateUnit(41496) is
specified.
41496 LegOptionExerciseEarliestDateOffsetUnit N Conditionally required when
LegOptionExerciseEarliestDatePeriod(41495)
is specified.


d
41497 LegOptionExerciseFrequencyPeriod N Conditionally required when
LegOptionExerciseFrequencyUnit(41498) is
specified.
41498 LegOptionExerciseFrequencyUnit N Conditionally required when
LegOptionExerciseFequencyPeriod(41497) is
specified.
41499 LegOptionExerciseStartDateUnadjusted N –
41500 LegOptionExerciseStartDateRelativeTo N –
41501 LegOptionExerciseStartDateOffsetPeriod N Conditionally required when
LegOptionExerciseStartDateOffsetUnit(41502
) is specified.
41502 LegOptionExerciseStartDateOffsetUnit N Conditionally required when
LegOptionExerciseStartDateOffsetPeriod(415
01) is specified.
41503 LegOptionExerciseStartDateOffsetDayType N –
41504 LegOptionExerciseStartDateAdjusted N –
41505 LegOptionExerciseSkip N –
41506 LegOptionExerciseNominationDeadline N –
41507 LegOptionExerciseFirstDateUnadjusted N –
41508 LegOptionExerciseLastDateUnadjusted N –
41509 LegOptionExerciseEarliestTime N –
41510 LegOptionExerciseLatestTime N –
41511 LegOptionExerciseTimeBusinessCenter N –
8.113 LegOptionExerciseExpiration
d
41517 LegOptionExerciseExpirationDateBusinessDayC N When specified, this overrides the business
InstrumentLeg. The specified values would
be specific to the option exercise expiration
date.
Compone LegOptionExerciseExpirationDateBusinessCen N When specified, this overrides the business
nt terGrp centers defined in the LegDateAdjustment
values would be specific to the option
exercise expiration date.
Compone LegOptionExerciseExpirationDateGrp N –
nt
41518 LegOptionExerciseExpirationDateRelativeTo N –


d
41519 LegOptionExerciseExpirationDateOffsetPeriod N Conditionally required when
LegOptionExerciseExpirationDateOffsetUnit
41520 LegOptionExerciseExpirationDateOffsetUnit N Conditionally required when
LegOptionExerciseExpirationDateOffsetPeri
41521 LegOptionExerciseExpirationFrequencyPeriod N Conditionally required when
LegOptionExerciseExpirationFrequencyUnit(
41522 LegOptionExerciseExpirationFrequencyUnit N Conditionally required when
LegOptionExerciseExpirationFrequencyPerio
d(41521) is specified.
41523 LegOptionExerciseExpirationRollConvention N When specified, this overrides the date roll
convention defined in the
be specific to this instance of the option
expiration date.
41524 LegOptionExerciseExpirationDateOffsetDayTyp N –
e
41525 LegOptionExerciseExpirationTime N –
41526 LegOptionExerciseExpirationTimeBusinessCent N –
er
8.114 LegOptionExerciseExpirationDateBusinessCenterGrp
d
41515 NoLegOptionExerciseExpirationDateBusines N –
sCenters
→415 LegOptionExerciseExpirationDateBusinessC N Required if
16 enter NoLegOptionExerciseExpirationDateBusinessCent
ers(41515) > 0.
8.115 LegOptionExerciseExpirationDateGrp
41527 NoLegOptionExerciseExpirationDates N –
→41528 LegOptionExerciseExpirationDate N Required if
NoLegOptionExerciseExpirationDates(41527) > 0.
→41529 LegOptionExerciseExpirationDateType N When specified it applies not only to the current date
but to all subsequent dates in the group until
overridden with a new type.

8.116 LegOptionExerciseMakeWholeProvision
42392 LegMakeWholeDate N –
42393 LegMakeWholeAmount N –
42394 LegMakeWholeBenchmarkCurveName N –
42395 LegMakeWholeBenchmarkCurvePoint N –
42396 LegMakeWholeRecallSpread N –
42397 LegMakeWholeBenchmarkQuote N –
42398 LegMakeWholeInterpolationMethod N –
8.117 LegOrdGrp
555 NoLegs N –
→Component InstrumentLeg N Required if NoLegs(555) > 0.
→685 LegOrderQty N Quantity ordered for this leg as provided during order
entry.
→690 LegSwapType N Instead of LegOrderQty(685) requests that the sellside
calculate LegOrderQty(685) based on opposite Leg.
→Component LegStipulations N –
→1366 LegAllocID N –
→Component LegPreAllocGrp N –
→2680 LegAccount N –
→1817 LegClearingAccountType N Provide if different from the value specified for the
overall multileg security in ClearingAccountType(1816)
in the Instrument component.
→564 LegPositionEffect N Provide if different from the value specified for the
overall multileg security in PositionEffect(77) in the
Instrument component.
→565 LegCoveredOrUncovered N Provide if different from the value specified for the
overall multileg security in CoveredOrUncovered(203)
in the Instrument component
→Component NestedParties N –
→587 LegSettlType N –
→588 LegSettlDate N –
→675 LegSettlCurrency N –
→1379 LegVolatility N –
→1381 LegDividendYield N –
→1383 LegCurrencyRatio N –
→1384 LegExecInst N –


→1689 LegShortSaleExemptionReason N Available for optional use when LegSide(624) = 6 (Sell
short exempt) in InstrumentLeg component.
8.118 LegPaymentScheduleFixingDateBusinessCenterGrp
d
40927 NoLegPaymentScheduleFixingDateBusiness N –
Centers
→4040 LegPaymentScheduleFixingDateBusinessCe N Required if
0 nter NoLegPaymentScheduleFixingDateBusinessCenter
s(40927) > 0.
8.119 LegPaymentScheduleFixingDayGrp
41530 NoLegPaymentScheduleFixingDays N –
→41531 LegPaymentScheduleFixingDayOfWeek N Required if
NoLegPaymentScheduleFixingDays(41530) > 0.
→41532 LegPaymentScheduleFixingDayNumber N –
8.120 LegPaymentScheduleGrp
'd
40374 NoLegPaymentSchedules N –
→40375 LegPaymentScheduleType N Required if NoLegPaymentSchedules(40374) >
0.
→41533 LegPaymentScheduleXID N –
→41534 LegPaymentScheduleXIDRef N –
→40376 LegPaymentScheduleStubType N –
→40377 LegPaymentScheduleStartDateUnadjusted N –
→40378 LegPaymentScheduleEndDateUnadjusted N –
→40379 LegPaymentSchedulePaySide N –
→40380 LegPaymentScheduleReceiveSide N –
→40381 LegPaymentScheduleNotional N –
→40382 LegPaymentScheduleCurrency N –
→40383 LegPaymentScheduleRate N –
→40384 LegPaymentScheduleRateMultiplier N –
→40385 LegPaymentScheduleRateSpread N –
→41535 LegPaymentScheduleRateCurrency N –


'd
→41536 LegPaymentScheduleRateUnitOfMeasure N –
→41537 LegPaymentScheduleRateConversionFactor N –
→41538 LegPaymentScheduleRateSpreadType N –
→40386 LegPaymentScheduleRateSpreadPositionType N –
→40387 LegPaymentScheduleRateTreatment N –
→40388 LegPaymentScheduleFixedAmount N –
→40389 LegPaymentScheduleFixedCurrency N –
→41539 LegPaymentScheduleSettlPeriodPrice N –
→41540 LegPaymentScheduleSettlPeriodPriceCurrenc N –
y
→41541 LegPaymentScheduleSettlPeriodPriceUnitOf N –
Measure
→41542 LegPaymentScheduleStepUnitOfMeasure N –
→40390 LegPaymentScheduleStepFrequencyPeriod N Conditionally required when
LegPaymentScheduleStepFrequencyUnit(4039
1) is specified.
→40391 LegPaymentScheduleStepFrequencyUnit N Conditionally required when
LegPaymentScheduleStepFrequencyPeriod(40
390) is specified.
→40392 LegPaymentScheduleStepOffsetValue N –
→40393 LegPaymentScheduleStepRate N –
→40394 LegPaymentScheduleStepOffsetRate N –
→40395 LegPaymentScheduleStepRelativeTo N –
→Compo LegPaymentScheduleRateSourceGrp N –
nent
→40396 LegPaymentScheduleFixingDateUnadjusted N –
→40397 LegPaymentScheduleWeight N –
→40398 LegPaymentScheduleFixingDateRelativeTo N –
→40399 LegPaymentScheduleFixingDateBusinessDayC N When specified, this overrides the business
specific to this instance of the leg payment
schedule.
→Compo LegPaymentScheduleFixingDateBusinessCen N When specified, this overrides the business
nent terGrp centers defined in the LegDateAdjustment
leg payment schedule.


'd
→40401 LegPaymentScheduleFixingDateOffsetPeriod N Conditionally required when
LegPaymentScheduleFixingDatesOffsetUnit(40
402) is specified.
→40402 LegPaymentScheduleFixingDateOffsetUnit N Conditionally required when
LegPaymentScheduleFixingDatesOffsetPeriod(
→40403 LegPaymentScheduleFixingDateOffsetDayTyp N –
e
→41543 LegPaymentScheduleFixingDayDistribution N –
→41544 LegPaymentScheduleFixingDayCount N –
→40404 LegPaymentScheduleFixingDateAdjusted N –
→Compo LegPaymentScheduleFixingDayGrp N –
nent
→41545 LegPaymentScheduleFixingLagPeriod N Conditionally required when
LegPaymentScheduleFixingLagUnit(41546) is
specified.
→41546 LegPaymentScheduleFixingLagUnit N Conditionally required when
LegPaymentScheduleFixingLagPeriod(41545)
is specified.
→41547 LegPaymentScheduleFixingFirstObservationD N Conditionally required when
ateOffsetPeriod LegPaymentScheduleFixingFirstObservationDa
teOffsetUnit(41548) is specified.
→41548 LegPaymentScheduleFixingFirstObservationD N Conditionally required when
ateOffsetUnit LegPaymentScheduleFixingFirstObservationDa
teOffsetPeriod(41547) is specified.
→40405 LegPaymentScheduleFixingTime N –
→40406 LegPaymentScheduleFixingTimeBusinessCent N –
er
→40407 LegPaymentScheduleInterimExchangePayme N –
ntDateRelativeTo
→40408 LegPaymentScheduleInterimExchangeDatesB N When specified, this overrides the business
usinessDayConvention day convention defined in the
specific to this instance of the leg payment
schedule.
→Compo LegPaymentScheduleInterimExchangeDateB N When specified, this overrides the business
nent usinessCenterGrp centers defined in the LegDateAdjustment
leg payment schedule.
→40410 LegPaymentScheduleInterimExchangeDatesO N Conditionally required when
ffsetPeriod LegPaymentScheduleInterimExchangeDatesOf
fsetUnit(40411) is specified.


'd
→40411 LegPaymentScheduleInterimExchangeDatesO N Conditionally required when
ffsetUnit LegPaymentScheduleInterimExchangeDatesOf
fsetPeriod(40410) is specified.
→40412 LegPaymentScheduleInterimExchangeDatesO N –
ffsetDayType
→40413 LegPaymentScheduleInterimExchangeDateAd N –
justed
8.121 LegPaymentScheduleInterimExchangeDateBusinessCenterGrp
'd
4092 NoLegPaymentScheduleInterimExchangeDat N –
8 eBusinessCenters
→404 LegPaymentScheduleInterimExchangeDates N Required if
09 BusinessCenter NoLegPaymentScheduleInterimExchangeDateBusi
nessCenters(40928) > 0.
8.122 LegPaymentScheduleRateSourceGrp
40414 NoLegPaymentScheduleRateSources N –
→40415 LegPaymentScheduleRateSource N Required if
NoLegPaymentScheduleRateSources(40414) > 0.
→40416 LegPaymentScheduleRateSourceType N Required if
NoLegPaymentScheduleRateSources(40414) > 0.
→40417 LegPaymentScheduleReferencePage N Conditionally required when
LegPaymentScheduleRateSource(40415) = 99 (Other).
8.123 LegPaymentStream
d
40279 LegPaymentStreamType N –
40280 LegPaymentStreamMarketRate N –
40281 LegPaymentStreamDelayIndicator N –
42399 LegPaymentStreamCashSettlIndicator N –
40282 LegPaymentStreamSettlCurrency N –
40283 LegPaymentStreamDayCount N –
43108 LegPaymentStreamOtherDayCount N May be used to specify a count method not
listed in
LegPaymentStreamDayCount(40283).
40284 LegPaymentStreamAccrualDays N –


d
40285 LegPaymentStreamDiscountType N –
40286 LegPaymentStreamDiscountRate N –
40287 LegPaymentStreamDiscountRateDayCount N –
40288 LegPaymentStreamCompoundingMethod N –
42400 LegPaymentStreamCompoundingXIDRef N Mutually exclusive with
LegPaymentStreamCompoundingFixedRate(
42404) or the
LegPaymentStreamCompoundingFloatingRa
te component.
42401 LegPaymentStreamCompoundingSpread N –
42402 LegPaymentStreamInterpolationMethod N –
42403 LegPaymentStreamInterpolationPeriod N –
40289 LegPaymentStreamInitialPrincipalExchangeInd N –
icator
40290 LegPaymentStreamInterimPrincipalExchangeI N –
ndicator
40291 LegPaymentStreamFinalPrincipalExchangeIndi N –
cator
41549 LegPaymentStreamFlatRateIndicator N –
41550 LegPaymentStreamFlatRateAmount N –
41551 LegPaymentStreamFlatRateCurrency N –
41552 LegStreamMaximumPaymentAmount N –
41553 LegStreamMaximumPaymentCurrency N –
41554 LegStreamMaximumTransactionAmount N –
41555 LegStreamMaximumTransactionCurrency N –
Compone LegPaymentStreamPaymentDates N –
nt
Compone LegPaymentStreamResetDates N –
nt
Compone LegPaymentStreamFixedRate N –
nt
Compone LegPaymentStreamFloatingRate N –
nt
42404 LegPaymentStreamCompoundingFixedRate N Mutually exclusive with
LegPaymentStreamCompoundingXIDRef(42
400) or the
LegPaymentStreamCompoundingFloatingRa
te component.
Compone LegPaymentStreamCompoundingFloatingRat N Mutually exclusive with
nt e LegPaymentStreamCompoundingFixedRate(
42404) or the


d
LegPaymentStreamCompoundingXIDRef(42
400).
Compone LegPaymentStreamCompoundingDates N –
nt
Compone LegPaymentStreamNonDeliverableSettlTerm N –
nt s
8.124 LegPaymentStreamCompoundingDateGrp
d
42405 NoLegPaymentStreamCompoundingDates N –
→4240 LegPaymentStreamCompoundingDate N Required if
6 NoLegPaymentStreamCompoundingDates(42405
) > 0.
→4240 LegPaymentStreamCompoundingDateTyp N When specified it applies not only to the current
7 e date instance but to all subsequent date
instances in the group until overridden when a
new type is specified.
8.125 LegPaymentStreamCompoundingDates
'd
42408 LegPaymentStreamCompoundingDatesBusines N When specified, this overrides the business
sDayConvention day convention defined in the
specific to payment stream compounding
dates.
Compon LegPaymentStreamCompoundingDatesBusine N When specified, this overrides the business
ent ssCenterGrp centers defined in the LegDateAdjustment
values would be specific to payment stream
compounding dates.
Compon LegPaymentStreamCompoundingDateGrp N –
ent
42409 LegPaymentStreamCompoundingDatesRelative N –
To
42410 LegPaymentStreamCompoundingDatesOffsetP N Conditionally required when
eriod LegPaymentStreamCompoundingDatesOffse
tUnit(42411) is specified.
42411 LegPaymentStreamCompoundingDatesOffsetU N Conditionally required when
nit LegPaymentStreamCompoundingDatesOffse
tPeriod(42410) is specified.


'd
42412 LegPaymentStreamCompoundingDatesOffsetD N –
ayType
42413 LegPaymentStreamCompoundingPeriodSkip N –
Compon LegPaymentStreamCompoundingStartDate N –
ent
Compon LegPaymentStreamCompoundingEndDate N –
ent
42414 LegPaymentStreamCompoundingFrequencyPer N Conditionally required when
iod LegPayamentStreamCompoundingFrequenc
yUnit(42415) is specified.
42415 LegPaymentStreamCompoundingFrequencyUni N Conditionally required when
t LegPayamentStreamCompoundingFrequenc
yPeriod(42414) is specified.
42416 LegPaymentStreamCompoundingRollConventio N When specified, this overrides the date roll
n convention defined in the
specific to this instance of payment stream
compounding dates.
42417 LegPaymentStreamBoundsFirstDateUnadjusted N –
42418 LegPaymentStreamBoundsLastDateUnadjusted N –
8.126 LegPaymentStreamCompoundingDatesBusinessCenterGrp
'd
42419 NoLegPaymentStreamCompoundingDatesB N –
usinessCenters
→424 LegPaymentStreamCompoundingDatesBusin N Required if
20 essCenter NoLegPaymentStreamCompoundingDatesBusines
sCenters(42419) > 0.
8.127 LegPaymentStreamCompoundingEndDate
d
4242 LegPaymentStreamCompoundingEndDateUn N –
1 adjusted
4242 LegPaymentStreamCompoundingEndDateRel N –
2 ativeTo
4242 LegPaymentStreamCompoundingEndDateOff N Conditionally required when
3 setPeriod LegPaymentStreamCompoundingEndDateOffsetU
nit(42424) is specified.


d
4242 LegPaymentStreamCompoundingEndDateOff N Conditionally required when
4 setUnit LegPaymentStreamCompoundingEndDateOffsetP
eriod(42423) is specified.
4242 LegPaymentStreamCompoundingEndDateOff N –
5 setDayType
4242 LegPaymentStreamCompoundingEndDateAdj N –
6 usted
8.128 LegPaymentStreamCompoundingFloatingRate
d
424 LegPaymentStreamCompoundingRateIndex N –
27
424 LegPaymentStreamCompoundingRateIndexCur N Conditionally required if
28 vePeriod LegPaymentStreamCompoundingRateIndexCurv
eUnit(42429) is specified.
424 LegPaymentStreamCompoundingRateIndexCur N Conditionally required if
29 veUnit LegPaymentStreamCompoundingRateIndexCurv
ePeriod(42428) is specified.
424 LegPaymentStreamCompoundingRateMultiplie N –
30 r
424 LegPaymentStreamCompoundingRateSpread N –
31
424 LegPaymentStreamCompoundingRateSpreadPo N –
32 sitionType
424 LegPaymentStreamCompoundingRateTreatme N –
33 nt
424 LegPaymentStreamCompoundingCapRate N –
34
424 LegPaymentStreamCompoundingCapRateBuySi N –
35 de
424 LegPaymentStreamCompoundingCapRateSellSi N –
36 de
424 LegPaymentStreamCompoundingFloorRate N –
37
424 LegPaymentStreamCompoundingFloorRateBuy N –
38 Side
424 LegPaymentStreamCompoundingFloorRateSell N –
39 Side
424 LegPaymentStreamCompoundingInitialRate N –
40
424 LegPaymentStreamCompoundingFinalRateRou N –
41 ndingDirection


d
424 LegPaymentStreamCompoundingFinalRatePrec N –
42 ision
424 LegPaymentStreamCompoundingAveragingMet N –
43 hod
424 LegPaymentStreamCompoundingNegativeRate N –
44 Treatment
8.129 LegPaymentStreamCompoundingStartDate
d
424 LegPaymentStreamCompoundingStartDateUn N –
45 adjusted
424 LegPaymentStreamCompoundingStartDateRe N –
46 lativeTo
424 LegPaymentStreamCompoundingStartDateOf N Conditionally required when
47 fsetPeriod LegPaymentStreamCompoundingStartDateOffset
Unit(42448) is specified.
424 LegPaymentStreamCompoundingStartDateOf N Conditionally required when
48 fsetUnit LegPaymentStreamCompoundingStartDateOffsetP
424 LegPaymentStreamCompoundingStartDateOf N –
49 fsetDayType
424 LegPaymentStreamCompoundingStartDateAd N –
50 justed
8.130 LegPaymentStreamFinalPricePaymentDate
d
4245 LegPaymentStreamFinalPricePaymentDateUn N –
3 adjusted
4245 LegPaymentStreamFinalPricePaymentDateRel N –
4 ativeTo
4245 LegPaymentStreamFinalPricePaymentDateOff N Conditionally required when
5 setPeriod LegPaymentStreamFinalPricePaymentDateOffsetU
4245 LegPaymentStreamFinalPricePaymentDateOff N Conditionally required when
6 setUnit LegPaymentStreamFinalPricePaymentDateOffsetP
4245 LegPaymentStreamFinalPricePaymentDateOff N –
7 setDayType
4245 LegPaymentStreamFinalPricePaymentDateAdj N –
8 usted

8.131 LegPaymentStreamFixedRate
40326 LegPaymentStreamRate N Mutually exclusive with
LegPaymentStreamFixedAmount(40327).
40327 LegPaymentStreamFixedAmount N Mutually exclusive with
LegPaymentStreamRate(40326).
40328 LegPaymentStreamRateOrAmountCurrency N –
41556 LegPaymentStreamFixedAmountUnitOfMeasure N –
41557 LegPaymentStreamTotalFixedAmount N –
40329 LegPaymentStreamFutureValueNotional N –
40330 LegPaymentStreamFutureValueDateAdjusted N –
41558 LegPaymentStreamWorldScaleRate N –
41559 LegPaymentStreamContractPrice N –
41560 LegPaymentStreamContractPriceCurrency N –
8.132 LegPaymentStreamFixingDateBusinessCenterGrp
d
40933 NoLegPaymentStreamFixingDateBusinessC N –
enters
→4031 LegPaymentStreamFixingDateBusinessCent N Required if
8 er NoLegPaymentStreamFixingDateBusinessCenters(
40933) > 0.
8.133 LegPaymentStreamFixingDateGrp
42459 NoLegPaymentStreamFixingDates N –
→42460 LegPaymentStreamFixingDate N Required if NoLegPaymentStreamFixingDates(42459) >
0.
→42461 LegPaymentStreamFixingDateType N 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.
8.134 LegPaymentStreamFloatingRate
d
40331 LegPaymentStreamRateIndex N –
40332 LegPaymentStreamRateIndexSource N –
43088 LegPaymentStreamRateIndexID N Conditionally required when
LegPaymentStreamRateIndexIDSource(43089
) is specified.


d
43089 LegPaymentStreamRateIndexIDSource N Conditionally required when
LegPaymentStreamRateIndexID(43088) is
specified.
40333 LegPaymentStreamRateIndexCurveUnit N Conditionally required when
LegPaymentStreamRateIndexCurvePeriod(40
334) is specified.
40334 LegPaymentStreamRateIndexCurvePeriod N Conditionally required when
LegPaymentStreamRateIndexCurveUnit(4033
3) is specified.
41563 LegPaymentStreamRateIndex2CurveUnit N Conditionally required when
LegPaymentStreamRateIndexCurvePeriod2(4
1564) is specified.
41564 LegPaymentStreamRateIndex2CurvePeriod N Conditionally required when
LegPaymentStreamRateIndexCurveUnit2(415
63) is specified.
41565 LegPaymentStreamRateIndexLocation N –
41566 LegPaymentStreamRateIndexLevel N –
41567 LegPaymentStreamRateIndexUnitOfMeasure N –
41568 LegPaymentStreamSettlLevel N –
41569 LegPaymentStreamReferenceLevel N –
41570 LegPaymentStreamReferenceLevelUnitOfMe N –
asure
41571 LegPaymentStreamReferenceLevelEqualsZer N –
oIndicator
40335 LegPaymentStreamRateMultiplier N –
40336 LegPaymentStreamRateSpread N –
41572 LegPaymentStreamRateSpreadCurrency N –
41573 LegPaymentStreamRateSpreadUnitOfMeasur N –
e
41574 LegPaymentStreamRateConversionFactor N –
41575 LegPaymentStreamRateSpreadType N –
40337 LegPaymentStreamRateSpreadPositionType N –
40338 LegPaymentStreamRateTreatment N –
40339 LegPaymentStreamCapRate N –
40340 LegPaymentStreamCapRateBuySide N –
40341 LegPaymentStreamCapRateSellSide N –
40342 LegPaymentStreamFloorRate N –
40343 LegPaymentStreamFloorRateBuySide N –
40344 LegPaymentStreamFloorRateSellSide N –
40345 LegPaymentStreamInitialRate N –


d
41576 LegPaymentStreamLastResetRate N –
41577 LegPaymentStreamFinalRate N –
40346 LegPaymentStreamFinalRateRoundingDirecti N –
on
40347 LegPaymentStreamFinalRatePrecision N –
40348 LegPaymentStreamAveragingMethod N –
40349 LegPaymentStreamNegativeRateTreatment N –
41578 LegPaymentStreamCalculationLagPeriod N Conditionally required when
LegPaymentStreamCalculationLagUnit(41579)
is specified.
41579 LegPaymentStreamCalculationLagUnit N Conditionally required when
LegPaymentStreamCalculationLagPeriod(4157
8) is specified.
42462 LegPaymentStreamFirstObservationDateUna N –
djusted
42463 LegPaymentStreamFirstObservationDateRela N –
tiveTo
42464 LegPaymentStreamFirstObservationDateOffs N –
etDayType
41580 LegPaymentStreamFirstObservationDateOffs N Conditionally required when
etPeriod LegPaymentStreamFirstObservationOffsetUni
t(41581) is specified.
41581 LegPaymentStreamFirstObservationDateOffs N Conditionally required when
etUnit LegPaymentStreamFirstObservationOffsetPeri
42465 LegPaymentStreamFirstObservationDateAdju N –
sted
41582 LegPaymentStreamPricingDayType N –
41583 LegPaymentStreamPricingDayDistribution N –
41584 LegPaymentStreamPricingDayCount N –
41585 LegPaymentStreamPricingBusinessCalendar N –
41586 LegPaymentStreamPricingBusinessDayConve N When specified, this overrides the business
ntion day convention defined in the
InstrumentLeg. The specified values would be
specific to the payment stream pricing date.
Compone LegPaymentStreamPricingBusinessCenterGr N When specified, this overrides the business
nt p centers defined in the LegDateAdjustment
values would be specific to the the payment
stream pricing date.
Compone LegPaymentStreamPricingDayGrp N –
nt


d
Compone LegPaymentStreamPricingDateGrp N –
nt
40350 LegPaymentStreamInflationLagPeriod N Conditionally required when
LegPaymentStreamInflationLagUnit(40351) is
specified.
40351 LegPaymentStreamInflationLagUnit N Conditionally required when
LegPaymentStreamInflationLagPeriod(40350)
is specified.
40352 LegPaymentStreamInflationLagDayType N –
40353 LegPaymentStreamInflationInterpolationMet N –
hod
40354 LegPaymentStreamInflationIndexSource N –
40355 LegPaymentStreamInflationPublicationSourc N –
e
40356 LegPaymentStreamInflationInitialIndexLevel N –
40357 LegPaymentStreamInflationFallbackBondApp N –
licable
40358 LegPaymentStreamFRADiscounting N –
42466 LegPaymentStreamUnderlierRefID N –
Compone LegPaymentStreamFormula N –
nt
Compone LegDividendConditions N –
nt
42467 LegReturnRateNotionalReset N –
Compone LegReturnRateGrp N –
nt
42468 LegPaymentStreamLinkInitialLevel N –
42469 LegPaymentStreamLinkClosingLevelIndicator N –
42470 LegPaymentStreamLinkExpiringLevelIndicato N –
r
42471 LegPaymentStreamLinkEstimatedTradingDay N –
s
42472 LegPaymentStreamLinkStrikePrice N –
42473 LegPaymentStreamLinkStrikePriceType N –
42474 LegPaymentStreamLinkMaximumBoundary N –
42475 LegPaymentStreamLinkMinimumBoundary N –
42476 LegPaymentStreamLinkNumberOfDataSeries N –
42477 LegPaymentStreamVarianceUnadjustedCap N –
42478 LegPaymentStreamRealizedVarianceMethod N –
42479 LegPaymentStreamDaysAdjustmentIndicator N –


d
42480 LegPaymentStreamNearestExchangeContract N –
RefID
42481 LegPaymentStreamVegaNotionalAmount N –
8.135 LegPaymentStreamFormula
42482 LegPaymentStreamFormulaCurrency N –
42483 LegPaymentStreamFormulaCurrencyDeterminationMethod N –
42484 LegPaymentStreamFormulaReferenceAmount N –
Component LegPaymentStreamFormulaMathGrp N –
Component LegPaymentStreamFormulaImage N –
8.136 LegPaymentStreamFormulaImage
42451 LegPaymentStreamFormulaImageLength N Conditionally required when
LegPaymentStreamFormulaImage(42452) is
specified.
42452 LegPaymentStreamFormulaImage N Conditionally required when
LegPaymentStreamFormulaImageLength(42451) is
specified.
8.137 LegPaymentStreamFormulaMathGrp
42485 NoLegPaymentStreamFormulas N –
→43110 LegPaymentStreamFormulaLength N Required if NoLegPaymentStreamFormulas(42485) > 0.
→42486 LegPaymentStreamFormula N Required if NoLegPaymentStreamFormulas(42485) > 0.
→42487 LegPaymentStreamFormulaDesc N –
8.138 LegPaymentStreamInitialFixingDateBusinessCenterGrp
d
40932 NoLegPaymentStreamInitialFixingDateBusin N –
essCenters
→403 LegPaymentStreamInitialFixingDateBusiness N Required if
11 Center NoLegPaymentStreamInitialFixingDateBusinessCe
nters(40932) > 0.

8.139 LegPaymentStreamNonDeliverableFixingDateGrp
40367 NoLegNonDeliverableFixingDates N –
→40368 LegNonDeliverableFixingDate N Required if NoLegNonDeliverableFixingDates(40367) > 0.
→40369 LegNonDeliverableFixingDateType N When specified it applies not only to the current date but
to all subsequent dates in the group until overridden with
a new type.
8.140 LegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp
'd
4092 NoLegPaymentStreamNonDeliverableFixingD N –
9 ateBusinessCenters
→40 LegPaymentStreamNonDeliverableFixingDat N Required if
361 esBusinessCenter NoLegPaymentStreamNonDeliverableFixingDatesB
usinessCenters(40929) > 0.
8.141 LegPaymentStreamNonDeliverableSettlRateSource
d
4008 LegPaymentStreamNonDeliverableSettlRateS N –
7 ource
4022 LegPaymentStreamNonDeliverableSettlRefere N Conditionally required when
8 ncePage LegPaymentStreamNonDeliverableSettlRateSourc
e(40087) = 3 (ISDA Settlement Rate Option) or 99
(Other).
8.142 LegPaymentStreamNonDeliverableSettlTerms
'd
40359 LegPaymentStreamNonDeliverableRefCurrency N –
40360 LegPaymentStreamNonDeliverableFixingDatesB N When specified, this overrides the business
specific to this instance of the non-
deliverable currency's fixing date.
Compo LegPaymentStreamNonDeliverableFixingDates N When specified, this overrides the business
nent BusinessCenterGrp centers defined in the LegDateAdjustment
the non-deliverable currency's fixing date.
40362 LegPaymentStreamNonDeliverableFixingDatesR N –
elativeTo


'd
40363 LegPaymentStreamNonDeliverableFixingDatesO N Conditionally required when
ffsetPeriod LegPaymentStreamNonDeliverableFixingDat
eOffsetUnit(40364) is specified.
40364 LegPaymentStreamNonDeliverableFixingDatesO N Conditionally required when
ffsetUnit LegPaymentStreamNonDeliverableFixingDat
eOffsetPeriod(40363) is specified.
40365 LegPaymentStreamNonDeliverableFixingDatesO N –
ffsetDayType
Compo LegPaymentStreamNonDeliverableSettlRateSo N –
nent urce
Compo LegPaymentStreamNonDeliverableFixingDateG N –
nent rp
Compo LegSettlRateDisruptionFallbackGrp N –
nent
8.143 LegPaymentStreamPaymentDateBusinessCenterGrp
d
40930 NoLegPaymentStreamPaymentDateBusines N –
sCenters
→402 LegPaymentStreamPaymentDateBusinessC N Requirend if
93 enter NoLegPaymentStreamPaymentDateBusinessCent
ers(40930) > 0.
8.144 LegPaymentStreamPaymentDateGrp
41589 NoLegPaymentStreamPaymentDates N –
→41590 LegPaymentStreamPaymentDate N Required if
NoLegPaymentStreamPaymentDates(41589) > 0.
→41591 LegPaymentStreamPaymentDateType N When specified it applies not only to the current date
8.145 LegPaymentStreamPaymentDates
d
40292 LegPaymentStreamPaymentDateBusinessDayCo N When specified, this overrides the
nvention business day convention defined in the
be specific to this instance of the leg
payment stream.


d
Compon LegPaymentStreamPaymentDateBusinessCente N When specified, this overrides the
ent rGrp business centers defined in the
payment stream.
Compon LegPaymentStreamPaymentDateGrp N –
ent
40294 LegPaymentStreamPaymentFrequencyPeriod N Conditionally required when
LegPaymentStreamPaymentFrequencyUni
40295 LegPaymentStreamPaymentFrequencyUnit N Conditionally required when
LegPaymentStreamFrequencyPeriod(4029
4) is specified.
40296 LegPaymentStreamPaymentRollConvention N When specified, this overrides the date
roll convention defined in the
be specific to this instance of the stream
payment dates.
40297 LegPaymentStreamFirstPaymentDateUnadjusted N –
40298 LegPaymentStreamLastRegularPaymentDateUna N –
djusted
40299 LegPaymentStreamPaymentDateRelativeTo N –
40300 LegPaymentStreamPaymentDateOffsetPeriod N Conditionally required when
LegPaymentStreamPaymentDateOffsetUni
40301 LegPaymentStreamPaymentDateOffsetUnit N Conditionally required when
LegPaymentStreamPaymentDateOffsetPer
iod(40300) is specified.
40302 LegPaymentStreamPaymentDateOffsetDayType N –
41592 LegPaymentStreamMasterAgreementPaymentD N –
atesIndicator
Compon LegPaymentStreamFinalPricePaymentDate N –
ent
8.146 LegPaymentStreamPricingBusinessCenterGrp
d
41561 NoLegPaymentStreamPricingBusinessCent N –
ers
→4156 LegPaymentStreamPricingBusinessCenter N Required if
2 NoLegPaymentStreamPricingBusinessCentrers(41
561) > 0.

8.147 LegPaymentStreamPricingDateGrp
41593 NoLegPaymentStreamPricingDates N –
→41594 LegPaymentStreamPricingDate N Required if NoPaymentStreamPricingDates(41593) > 0.
→41595 LegPaymentStreamPricingDateType N When specified it applies not only to the current date
8.148 LegPaymentStreamPricingDayGrp
41596 NoLegPaymentStreamPricingDays N –
→41597 LegPaymentStreamPricingDayOfWeek N Required if NoLegPaymentStreamPricingDays(41596)
> 0.
→41598 LegPaymentStreamPricingDayNumber N –
8.149 LegPaymentStreamResetDateBusinessCenterGrp
d
40931 NoLegPaymentStreamResetDateBusinessC N –
enters
→4030 LegPaymentStreamResetDateBusinessCent N Required if
5 er NoLegPaymentStreamResetDateBusinessCenters(
40931) > 0.
8.150 LegPaymentStreamResetDates
d
40303 LegPaymentStreamResetDateRelativeTo N –
40304 LegPaymentStreamResetDateBusinessDayConv N When specified, this overrides the business
ention day convention defined in the
payment stream reset dates.
Compon LegPaymentStreamResetDateBusinessCenter N When specified, this overrides the business
ent Grp centers defined in the LegDateAdjustment
the leg payment stream reset dates.
40306 LegPaymentStreamResetFrequencyPeriod N Conditionally required when
LegPaymentStreamResetFrequencyUnit(403
07) is specified.


d
40307 LegPaymentStreamResetFrequencyUnit N Conditionally required when
LegPaymentStreamResetFrequencyPeriod(4
0306) is specified.
40308 LegPaymentStreamResetWeeklyRollConventio N When specified, this overrides the date roll
n convention defined in the
payment dates.
40309 LegPaymentStreamInitialFixingDateRelativeTo N –
40310 LegPaymentStreamInitialFixingDateBusinessDa N When specified, this overrides the business
yConvention day convention defined in the
Compon LegPaymentStreamInitialFixingDateBusinessC N When specified, this overrides the business
ent enterGrp centers defined in the LegDateAdjustment
40312 LegPaymentStreamInitialFixingDateOffsetPerio N Conditionally required when
d LegPaymentStreamInitialFixingDateOffsetUn
it(40313) is specified.
40313 LegPaymentStreamInitialFixingDateOffsetUnit N Conditionally required when
LegPaymentStreamInitialFixingDateOffsetPe
riod(40312) is specified.
40314 LegPaymentStreamInitialFixingDateOffsetDayT N –
ype
40315 LegPaymentStreamInitialFixingDateAdjusted N –
40316 LegPaymentStreamFixingDateRelativeTo N –
40317 LegPaymentStreamFixingDateBusinessDayConv N When specified, this overrides the business
Compon LegPaymentStreamFixingDateBusinessCenter N When specified, this overrides the business
40319 LegPaymentStreamFixingDateOffsetPeriod N Conditionally required when
LegPaymentStreamFixingDateOffsetUnit(40
320) is specified.


d
40320 LegPaymentStreamFixingDateOffsetUnit N Conditionally required when
LegPaymentStreamFixingDateOffsetPeriod(4
0319) is specified.
40321 LegPaymentStreamFixingDateOffsetDayType N –
40322 LegPaymentStreamFixingDateAdjusted N –
40323 LegPaymentStreamRateCutoffDateOffsetPerio N Conditionally required when
d LegPaymentStreamRateCutoffDateOffsetUni
40324 LegPaymentStreamRateCutoffDateOffsetUnit N Conditionally required when
LegPaymentStreamRateCutoffDateOffsetPer
40325 LegPaymentStreamRateCutoffDateOffsetDayTy N –
pe
Compon LegPaymentStreamFixingDateGrp N –
ent
8.151 LegPaymentStubEndDate
d
42488 LegPaymentStubEndDateUnadjusted N –
42489 LegPaymentStubEndDateBusinessDayConvent N When specified, this overrides the
ion business day convention defined in the
be specific to this payment stub instance.
Componen LegPaymentStubEndDateBusinessCenterGrp N When specified, this overrides the
42490 LegPaymentStubEndDateRelativeTo N –
42491 LegPaymentStubEndDateOffsetPeriod N Conditionally required when
LegPaymentStubEndDateOffsetUnit(42492
) is specified.
42492 LegPaymentStubEndDateOffsetUnit N Conditionally required when
LegPaymentStubEndDateOffsetPeriod(424
91) is specified.
42493 LegPaymentStubEndDateOffsetDayType N –
42494 LegPaymentStubEndDateAdjusted N –

8.152 LegPaymentStubEndDateBusinessCenterGrp
d
42495 NoLegPaymentStubEndDateBusinessCent N –
ers
→4249 LegPaymentStubEndDateBusinessCenter N Required if
6 NoLegPaymentStubEndDateBusinessCenters(424
95) > 0.
8.153 LegPaymentStubGrp
d
40418 NoLegPaymentStubs N –
→40419 LegPaymentStubType N Required if NoLegPaymentStubs(40418)
> 0.
→40420 LegPaymentStubLength N –
→Componen LegPaymentStubStartDate N –
t
→Componen LegPaymentStubEndDate N –
t
→40421 LegPaymentStubRate N –
→40422 LegPaymentStubFixedAmount N –
→40423 LegPaymentStubFixedCurrency N –
→40424 LegPaymentStubIndex N –
→40425 LegPaymentStubIndexSource N –
→40426 LegPaymentStubIndexCurvePeriod N Conditionally required when
LegPaymentStubIndexCurveUnit(40427)
is specified.
→40427 LegPaymentStubIndexCurveUnit N Copnditionally required when
LegPaymentStubIndexCurvePeriod(4042
6) is specified.
→40428 LegPaymentStubIndexRateMultiplier N –
→40429 LegPaymentStubIndexRateSpread N –
→40430 LegPaymentStubIndexRateSpreadPositionTyp N –
e
→40431 LegPaymentStubIndexRateTreatment N –
→40432 LegPaymentStubIndexCapRate N –
→40433 LegPaymentStubIndexCapRateBuySide N –
→40434 LegPaymentStubIndexCapRateSellSide N –
→40435 LegPaymentStubIndexFloorRate N –
→40436 LegPaymentStubIndexFloorRateBuySide N –


d
→40437 LegPaymentStubIndexFloorRateSellSide N –
→40438 LegPaymentStubIndex2 N –
→40439 LegPaymentStubIndex2Source N –
→40440 LegPaymentStubIndex2CurvePeriod N Conditionally required when
LegPaymentStubIndex2CurveUnit(40441)
is specified.
→40441 LegPaymentStubIndex2CurveUnit N Conditionally required when
LegPaymentStubIndex2CurvePeriod(404
40) is specified.
→40442 LegPaymentStubIndex2RateMultiplier N –
→40443 LegPaymentStubIndex2RateSpread N –
→40444 LegPaymentStubIndex2RateSpreadPositionTy N –
pe
→40445 LegPaymentStubIndex2RateTreatment N –
→40446 LegPaymentStubIndex2CapRate N –
→40447 LegPaymentStubIndex2FloorRate N –
8.154 LegPaymentStubStartDate
d
42497 LegPaymentStubStartDateUnadjusted N –
42498 LegPaymentStubStartDateBusinessDayConven N When specified, this overrides the business
Compone LegPaymentStubStartDateBusinessCenterGrp N When specified, this overrides the business
component in InstrumentLeg. The
specified values would be specific to this
payment stub instance.
42499 LegPaymentStubStartDateRelativeTo N –
42500 LegPaymentStubStartDateOffsetPeriod N Conditionally required when
LegPaymentStubStartDateOffsetUnit(4250
1) is specified.
42501 LegPaymentStubStartDateOffsetUnit N Conditionally required when
LegPaymentStubStartDateOffsetPeriod(42
500) is specified.
42502 LegPaymentStubStartDateOffsetDayType N –
42503 LegPaymentStubStartDateAdjusted N –

8.155 LegPaymentStubStartDateBusinessCenterGrp
d
42504 NoLegPaymentStubStartDateBusinessCent N –
ers
→4250 LegPaymentStubStartDateBusinessCenter N Required if
5 NoLegPaymentStubStartDateBusinessCenters(425
04) > 0.
8.156 LegPhysicalSettlDeliverableObligationGrp
d
41604 NoLegPhysicalSettlDeliverableObligations N –
→4160 LegPhysicalSettlDeliverableObligationType N Required if
5 NoLegPhysicalSettlDeliverableObligations(41604
) > 0.
→4160 LegPhysicalSettlDeliverableObligationValu N –
6 e
8.157 LegPhysicalSettlTermGrp
41599 NoLegPhysicalSettlTerms N –
→Component LegPhysicalSettlDeliverableObligationGrp N Required if
NoLegPhysicalSettlTerms(41599) > 0.
→41601 LegPhysicalSettlCurency N –
→41602 LegPhysicalSettlBusinessDays N –
→41603 LegPhysicalSettlMaximumBusinessDays N –
→41600 LegPhysicalSettlTermXID N –
8.158 LegPreAllocGrp
670 NoLegAllocs N –
→671 LegAllocAccount N –
→672 LegIndividualAllocID N –
→Component NestedParties2 N –
→673 LegAllocQty N –
→674 LegAllocAcctIDSource N –
→1367 LegAllocSettlCurrency N –
→1756 LegCustodialLotID N Only used for specific lot trades.


→1757 LegVersusPurchaseDate N Only used for specific lot trades. If this field is used, either
LegVersusPurchasePrice(1758) or LegCurrentCostBasis(1759)
should be specified.
→1758 LegVersusPurchasePrice N Only used for specific lot trades. If this field is used,
LegVersusPurchaseDate(1757) should be specified.
→1759 LegCurrentCostBasis N Only used for specific lot trades. If this field is used,
LegVersusPurchaseDate(1757) should be specified
8.159 LegPricingDateBusinessCenterGrp
41607 NoLegPricingDateBusinessCenters N –
→41608 LegPricingDateBusinessCenter N Required if NoLegPricingDateBusinessCenters(41607) > 0.
8.160 LegPricingDateTime
41609 LegPricingDateUnadjusted N –
41610 LegPricingDateBusinessDayConvention N When specified, this overrides the business day
convention defined in the LegDateAdjustment
component in InstrumentLeg. The specified value
would be specific to the pricing dates.
Component LegPricingDateBusinessCenterGrp N When specified, this overrides the business
centers defined in the LegDateAdjustment
values would be specific to the pricing dates.
41611 LegPricingDateAdjusted N –
41612 LegPricingTime N –
41613 LegPricingTimeBusinessCenter N –
8.161 LegProtectionTermEventGrp
41625 NoLegProtectionTermEvents N –
→41626 LegProtectionTermEventType N Required if NoLegProtectionTermEvents(41625)
> 0.
→41627 LegProtectionTermEventValue N –
→41628 LegProtectionTermEventCurrency N –
→41629 LegProtectionTermEventPeriod N Conditionally required when
LegProtectionTermEventUnit(41630).
→41630 LegProtectionTermEventUnit N Conditionally required when
LegProtectionTermEventPeriod(41629).
→41631 LegProtectionTermEventDayType N –


→41632 LegProtectionTermEventRateSource N –
→Component LegProtectionTermEventQualifierGrp N –
8.162 LegProtectionTermEventNewsSourceGrp
41614 NoLegProtectionTermEventNewsSources N –
→41615 LegProtectionTermEventNewsSource N Required if
NoLegProtectionTermEventNewsSources(41614) >
0.
8.163 LegProtectionTermEventQualifierGrp
41633 NoLegProtectionTermEventQualifiers N –
→41634 LegProtectionTermEventQualifier N Required if
NoLegProtectionTermEventQualifiers(41633) > 0.
8.164 LegProtectionTermGrp
41616 NoLegProtectionTerms N –
→41618 LegProtectionTermNotional N Required if NoLegProtectionTerms(41616)
> 0.
→41619 LegProtectionTermCurrency N –
→41620 LegProtectionTermSellerNotifies N –
→41621 LegProtectionTermBuyerNotifies N –
→41622 LegProtectionTermEventBusinessCenter N –
→41623 LegProtectionTermStandardSources N –
→41624 LegProtectionTermEventMinimumSources N –
→Component LegProtectionTermEventNewsSourceGrp N –
→Component LegProtectionTermEventGrp N –
→Component LegProtectionTermObligationGrp N –
→41617 LegProtectionTermXID N –
8.165 LegProtectionTermObligationGrp
41635 NoLegProtectionTermObligations N –
→41636 LegProtectionTermObligationType N Required if NoLegProtectionTermObligations(41635) > 0.
→41637 LegProtectionTermObligationValue N –

8.166 LegProvisionCashSettlPaymentDateBusinessCenterGrp
d
40934 NoLegProvisionCashSettlPaymentDateBusin N –
essCenters
→405 LegProvisionCashSettlPaymentDateBusiness N Required if
17 Center NoLegProvisionCashSettlPaymentDateBusinessCe
nters(40934) > 0.
8.167 LegProvisionCashSettlPaymentDates
d
40516 LegProvisionCashSettlPaymentDateBusinessDa N When specified, this overrides the business
provision cash settlement payment dates.
Compon LegProvisionCashSettlPaymentDateBusinessC N When specified, this overrides the business
ent enterGrp centers defined in the LegDateAdjustment
the leg provision cash settlement payment
dates.
40518 LegProvisionCashSettlPaymentDateRelativeTo N –
40519 LegProvisionCashSettlPaymentDateOffsetPerio N Conditionally required when
d LegProvisionCashSettlPaymentDateOffsetUn
40520 LegProvisionCashSettlPaymentDateOffsetUnit N Conditionally required when
LegProvisionCashSettlPaymentDateOffsetPe
40521 LegProvisionCashSettlPaymentDateOffsetDayT N –
ype
40522 LegProvisionCashSettlPaymentDateRangeFirst N –
40523 LegProvisionCashSettlPaymentDateRangeLast N –
Compon LegProvisionCashSettlPaymentFixedDateGrp N –
ent
8.168 LegProvisionCashSettlPaymentFixedDateGrp
40473 NoLegProvisionCashSettlPaymentDates N –
→40474 LegProvisionCashSettlPaymentDate N Required if NoLegProvisionCashSettlPaymentDates
(40473) > 0.


→40475 LegProvisionCashSettlPaymentDateType N When specified it applies not only to the current
date but to all subsequent dates in the group until
8.169 LegProvisionCashSettlQuoteSource
40470 LegProvisionCashSettlQuoteSource N –
41407 LegProvisionCashSettlQuoteReferencePage N –
8.170 LegProvisionCashSettlValueDateBusinessCenterGrp
d
40935 NoLegProvisionCashSettlValueDateBusines N –
sCenters
→405 LegProvisionCashSettlValueDateBusinessCe N Required if
27 nter NoLegProvisionCashSettlValueDateBusinessCente
rs(40935) > 0.
8.171 LegProvisionCashSettlValueDates
d
40524 LegProvisionCashSettlValueTime N –
40525 LegProvisionCashSettlValueTimeBusinessCente N –
r
40526 LegProvisionCashSettlValueDateBusinessDayC N When specified, this overrides the business
provision cash settlement value date.
Compone LegProvisionCashSettlValueDateBusinessCent N When specified, this overrides the business
nt erGrp centers defined in the LegDateAdjustment
the leg provision cash settlement value
date.
40528 LegProvisionCashSettlValueDateRelativeTo N –
40529 LegProvisionCashSettlValueDateOffsetPeriod N Conditionally required when
LegProvisionCashSettlValueDateOffsetUnit(
40530 LegProvisionCashSettlValueDateOffsetUnit N Conditionally required when
LegProvisionCashSettlValueDateOffsetPerio


d
40531 LegProvisionCashSettlValueDateOffsetDayType N –
40532 LegProvisionCashSettlValueDateAdjusted N –
8.172 LegProvisionDateBusinessCenterGrp
40939 NoLegProvisionDateBusinessCenters N –
→40452 LegProvisionDateBusinessCenter N Required if
NoLegProvisionDateBusinessCenters(40939) > 0.
8.173 LegProvisionGrp
40448 NoLegProvisions N –
→40449 LegProvisionType N Required if NoLegProvisions(40448) >
0.
→40450 LegProvisionDateUnadjusted N –
→40451 LegProvisionDateBusinessDayConvention N When specified, this overrides the
business day convention defined in the
InstrumentLeg. The specified value
would be specific to this instance of the
instrument's leg provision.
→Component LegProvisionDateBusinessCenterGrp N When specified, this overrides the
business centers defined in the
instrument's leg provision.
→40453 LegProvisionDateAdjusted N –
→40454 LegProvisionDateTenorPeriod N Conditionally required when
LegProvisionDateTenorUnit(40455) is
specified.
→40455 LegProvisionDateTenorUnit N Conditionally required when
LegProvisionDateTenorPeriod(40454) is
specified.
→42506 LegProvisionBreakFeeElection N –
→42507 LegProvisionBreakFeeRate N –
→40456 LegProvisionCalculationAgent N –
→40457 LegProvisionOptionSinglePartyBuyerSide N –
→40458 LegProvisionOptionSinglePartySellerSide N –
→Component LegProvisionCashSettlValueDates N –


→Component LegProvisionOptionExerciseDates N –
→Component LegProvisionOptionExpirationDate N –
→Component LegProvisionOptionRelevantUnderlyingDate N –
→40459 LegProvisionOptionExerciseStyle N –
→40460 LegProvisionOptionExerciseMultipleNotional N –
→40461 LegProvisionOptionExerciseMinimumNotional N –
→40462 LegProvisionOptionExerciseMaximumNotional N –
→40463 LegProvisionOptionMinimumNumber N –
→40464 LegProvisionOptionMaximumNumber N –
→40465 LegProvisionOptionExerciseConfirmation N –
→Component LegProvisionCashSettlPaymentDates N –
→40466 LegProvisionCashSettlMethod N –
→40467 LegProvisionCashSettlCurrency N –
→40468 LegProvisionCashSettlCurrency2 N –
→40469 LegProvisionCashSettlQuoteType N –
→Component LegProvisionCashSettlQuoteSource N –
→40472 LegProvisionText N –
→40980 EncodedLegProvisionTextLen N Must be set if
EncodedLegProvisionText(40981) field
is specified and must immediately
precede it.
→40981 EncodedLegProvisionText N Encoded (non-ASCII characters)
LegProvisionText(40472) field in the
→Component LegProvisionParties N –
8.174 LegProvisionOptionExerciseBusinessCenterGrp
d
40936 NoLegProvisionOptionExerciseBusinessCen N –
ters
→4047 LegProvisionOptionExerciseBusinessCenter N Required if
7 NoLegProvisionOptionExerciseBusinessCenters(40
936) > 0.

8.175 LegProvisionOptionExerciseDates
d
40476 LegProvisionOptionExerciseBusinessDayConv N When specified, this overrides the business
specific to this instance of the leg provision
option exercise dates.
Compon LegProvisionOptionExerciseBusinessCenter N When specified, this overrides the business
leg provision option exercise dates.
Compon LegProvisionOptionExerciseFixedDateGrp N –
ent
40478 LegProvisionOptionExerciseEarliestDateOffse N Conditionally required when
tPeriod LegProvisionOptionExerciseEarliestDateUnit(4
0479) is specified.
40479 LegProvisionOptionExerciseEarliestDateOffse N Conditionally required when
tUnit LegProvisionOptionExerciseEarliestDatePeriod
40480 LegProvisionOptionExerciseFrequencyPeriod N Conditionally required when
LegProvisionOptionExerciseFrequencyUnit(40
481) is specified.
40481 LegProvisionOptionExerciseFrequencyUnit N Conditionally required when
LegProvisionOptionExerciseFrequencyPeriod(4
0480) is specified.
40482 LegProvisionOptionExerciseStartDateUnadju N –
sted
40483 LegProvisionOptionExerciseStartDateRelativ N –
eTo
40484 LegProvisionOptionExerciseStartDateOffsetP N Conditionally required when
eriod LegProvisionOptionExerciseStartDateOffsetUn
40485 LegProvisionOptionExerciseStartDateOffsetU N Conditionally required when
nit LegProvisionOptionExerciseStartDateOffsetPe
40486 LegProvisionOptionExerciseStartDateOffsetD N –
ayType
40487 LegProvisionOptionExerciseStartDateAdjuste N –
d
40488 LegProvisionOptionExercisePeriodSkip N –
40489 LegProvisionOptionExerciseBoundsFirstDate N –
Unadjusted
40490 LegProvisionOptionExerciseBoundsLastDate N –
Unadjusted


d
40491 LegProvisionOptionExerciseEarliestTime N –
40492 LegProvisionOptionExerciseEarliestTimeBusi N –
nessCenter
40493 LegProvisionOptionExerciseLatestTime N –
40494 LegProvisionOptionExerciseLatestTimeBusin N –
essCenter
8.176 LegProvisionOptionExerciseFixedDateGrp
40495 NoLegProvisionOptionExerciseFixedDates N –
→40496 LegProvisionOptionExerciseFixedDate N Required if
NoLegProvisionOptionExerciseFixedDates(40495)
> 0.
→40497 LegProvisionOptionExerciseFixedDateType N When specified it applies not only to the current
date but to all subsequent dates in the group
until overridden with a new type.
8.177 LegProvisionOptionExpirationDate
d
40498 LegProvisionOptionExpirationDateUnadjusted N –
40499 LegProvisionOptionExpirationDateBusinessDay N When specified, this overrides the business
Convention day convention defined in the
provision option expiration date.
Compon LegProvisionOptionExpirationDateBusinessCe N When specified, this overrides the business
ent nterGrp centers defined in the LegDateAdjustment
the leg provision option expiration date.
40501 LegProvisionOptionExpirationDateRelativeTo N –
40502 LegProvisionOptionExpirationDateOffsetPeriod N Conditionally required when
LegProvisionOptionExpirationDateOffsetUni
40503 LegProvisionOptionExpirationDateOffsetUnit N Conditionally required when
LegProvisionOptionExpirationDateOffsetPeri
40504 LegProvisionOptionExpirationDateOffsetDayTy N –
pe
40505 LegProvisionOptionExpirationDateAdjusted N –


d
40506 LegProvisionOptionExpirationTime N –
40507 LegProvisionOptionExpirationTimeBusinessCen N –
ter
8.178 LegProvisionOptionExpirationDateBusinessCenterGrp
d
40937 NoLegProvisionOptionExpirationDateBusine N –
ssCenters
→405 LegProvisionOptionExpirationDateBusiness N Required if
00 Center NoLegProvisionOptionExpirationDateBusinessCen
ters(40937) > 0.
8.179 LegProvisionOptionRelevantUnderlyingDate
'd
40508 LegProvisionOptionRelevantUnderlyingDateUna N –
djusted
40509 LegProvisionOptionRelevantUnderlyingDateBus N When specified, this overrides the business
inessDayConvention day convention defined in the
specific to this instance of the leg provision
option relevant underlying date.
Compo LegProvisionOptionRelevantUnderlyingDateBu N When specified, this overrides the business
nent sinessCenterGrp centers defined in the LegDateAdjustment
the leg provision option relevant underlying
date.
40511 LegProvisionOptionRelevantUnderlyingDateRel N –
ativeTo
40512 LegProvisionOptionRelevantUnderlyingDateOffs N Conditionally required when
etPeriod LegProvisionOptionRelevantUnderlyingDate
OffsetUnit(40513) is specified.
40513 LegProvisionOptionRelevantUnderlyingDateOffs N Conditionally required when
etUnit LegProvisionOptionRelevantUnderlyingDate
OffsetPeriod(40512) is specified.
40514 LegProvisionOptionRelevantUnderlyingDateOffs N –
etDayType
40515 LegProvisionOptionRelevantUnderlyingDateAdj N –
usted

8.180 LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp
'd
4093 NoLegProvisionOptionRelevantUnderlyingDa N –
8 teBusinessCenters
→405 LegProvisionOptionRelevantUnderlyingDate N Required if
10 BusinessCenter NoLegProvisionOptionRelevantUnderlyingDateBus
inessCenters(40938) > 0.
8.181 LegProvisionParties
40533 NoLegProvisionPartyIDs N –
→40534 LegProvisionPartyID N Required if NoLegProvisionPartyIDs(40533) > 0.
→40535 LegProvisionPartyIDSource N Required if NoLegProvisionPartyIDs(40533) > 0.
→40536 LegProvisionPartyRole N Required if NoLegProvisionPartyIDs(40533) > 0.
→2380 LegProvisionPartyRoleQualifier N –
→Component LegProvisionPtysSubGrp N –
8.182 LegProvisionPtysSubGrp
40537 NoLegProvisionPartySubIDs N –
→40538 LegProvisionPartySubID N Required if NoLegProvisionPartySubIDs(40537) > 0.
→40539 LegProvisionPartySubIDType N Required if NoLegProvisionPartySubIDs(40537) > 0.
8.183 LegReturnRateDateGrp
d
42508 NoLegReturnRateDates N –
→42509 LegReturnRateDateMode N Required if NoLegReturnRateDates(42508) >
0.
→Compon LegReturnRateValuationDateGrp N –
ent
→42510 LegReturnRateValuationDateRelativeTo N –
→42511 LegReturnRateValuationDateOffsetPeriod N Conditionally required when
LegReturnRateValuationDateOffsetUnit(4251
2) is specified.
→42512 LegReturnRateValuationDateOffsetUnit N Conditionally required when
LegReturnRateValuationDateOffsetPeriod(42
511) is specified.
→42513 LegReturnRateValuationDateOffsetDayType N –


d
→42514 LegReturnRateValuationStartDateUnadjuste N –
d
→42515 LegReturnRateValuationStartDateRelativeT N –
o
→42516 LegReturnRateValuationStartDateOffsetPeri N Conditionally required when
od LegReturnRateValuationStartDateOffsetUnit(
→42517 LegReturnRateValuationStartDateOffsetUni N Conditionally required when
t LegReturnRateValuationStartDateOffsetPerio
→42518 LegReturnRateValuationStartDateOffsetDay N –
Type
→42519 LegReturnRateValuationStartDateAdjusted N –
→42520 LegReturnRateValuationEndDateUnadjuste N –
d
→42521 LegReturnRateValuationEndDateRelativeTo N –
→42522 LegReturnRateValuationEndDateOffsetPeri N Conditionally required when
od LegReturnRateValuationEndDateOffsetUnit(4
2523) is specified.
→42523 LegReturnRateValuationEndDateOffsetUnit N Conditionally required when
LegReturnRateValuationEndDateOffsetPerio
→42524 LegReturnRateValuationEndDateOffsetDayT N –
ype
→42525 LegReturnRateValuationEndDateAdjusted N –
→42526 LegReturnRateValuationFrequencyPeriod N Conditionally required when
LegReturnRateValuationFrequencyUnit(4252
7) is specified.
→42527 LegReturnRateValuationFrequencyUnit N Conditionally required when
LegReturnRateValuationFrequencyPeriod(42
526) is specified.
→42528 LegReturnRateValuationFrequencyRollConv N When specified, this overrides the date roll
ention convention defined in the
be specific to this instance of return rate
valuation dates.
→42529 LegReturnRateValuationDateBusinessDayCo N When specified, this overrides the business
nvention day convention defined in the
specific to payment stream return rate
valuation dates.
→Compon LegReturnRateValuationDateBusinessCent N When specified, this overrides the business
ent erGrp day convention defined in the


d
be specific to payment stream return rate
valuation dates.
8.184 LegReturnRateFXConversionGrp
42530 NoLegReturnRateFXConversions N –
→42531 LegReturnRateFXCurrencySymbol N Required if NoLegReturnRateFXConversions(42530) > 0.
→42532 LegReturnRateFXRate N Required if NoLegReturnRateFXConversions(42530) > 0.
→42533 LegReturnRateFXRateCalc N –
8.185 LegReturnRateGrp
d
42534 NoLegReturnRates N –
→42535 LegReturnRatePriceSequence N Required if NoLegReturnRates(42534) > 0.
→42536 LegReturnRateCommissionBasis N –
→42537 LegReturnRateCommissionAmount N –
→42538 LegReturnRateCommissionCurrency N If not specified, this is defaulted to the
reporting currency.
→42539 LegReturnRateTotalCommissionPerTrade N –
→42540 LegReturnRateDeterminationMethod N –
→Componen LegReturnRatePriceGrp N –
t
→Componen LegReturnRateFXConversionGrp N –
t
→42541 LegReturnRateAmountRelativeTo N –
→42542 LegReturnRateQuoteMeasureType N –
→42543 LegReturnRateQuoteUnits N –
→42544 LegReturnRateQuoteMethod N –
→42545 LegReturnRateQuoteCurrency N –
→42546 LegReturnRateQuoteCurrencyType N –
→42547 LegReturnRateQuoteTimeType N Mutually exclusive with
LegReturnRateQuoteTime(42548).
→42548 LegReturnRateQuoteTime N Mutually exclusive with
LegReturnRateQuoteTimeType(42547).
→42549 LegReturnRateQuoteDate N –


d
→42550 LegReturnRateQuoteExpirationTime N –
→42551 LegReturnRateQuoteBusinessCenter N –
→42552 LegReturnRateQuoteExchange N –
→Componen LegReturnRateInformationSourceGrp N –
t
→42553 LegReturnRateQuotePricingModel N –
→42554 LegReturnRateCashFlowType N –
→Componen LegReturnRateDateGrp N –
t
→42555 LegReturnRateValuationTimeType N Mutually exclusive with
LegReturnRateValuationTime(42556).
→42556 LegReturnRateValuationTime N Mutually exclusive with
LegReturnRateValuationTimeType(42555)
.
→42557 LegReturnRateValuationTimeBusinessCente N –
r
→42558 LegReturnRateValuationPriceOption N –
→42559 LegReturnRateFinalPriceFallback N –
8.186 LegReturnRateInformationSourceGrp
42560 NoLegReturnRateInformationSources N –
→42561 LegReturnRateInformationSource N Required if
NoLegReturnRateInformationSources(42560) > 0.
→42562 LegReturnRateReferencePage N –
→42563 LegReturnRateReferencePageHeading N –
8.187 LegReturnRatePriceGrp
42564 NoLegReturnRatePrices N –
→42565 LegReturnRatePriceBasis N Required if NoLegReturnRatePrices(42564) > 0.
→42566 LegReturnRatePrice N –
→42567 LegReturnRatePriceCurrency N –
→42568 LegReturnRatePriceType N –

8.188 LegReturnRateValuationDateBusinessCenterGrp
d
42569 NoLegReturnRateValuationDateBusinessCe N –
nters
→4257 LegReturnRateValuationDateBusinessCent N Required if
0 er NoLegReturnRateValuationDateBusinessCenters(
42569) > 0.
8.189 LegReturnRateValuationDateGrp
42571 NoLegReturnRateValuationDates N –
→42572 LegReturnRateValuationDate N Required if NoLegReturnRateValuationDates(42571) > 0.
→42573 LegReturnRateValuationDateType N 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.
8.190 LegSecAltIDGrp
604 NoLegSecurityAltID N –
→605 LegSecurityAltID N –
→606 LegSecurityAltIDSource N –
8.191 LegSecondaryAssetGrp
2076 NoLegSecondaryAssetClasses N –
→2077 LegSecondaryAssetClass N Required if NoLegSecondaryAssetClasses(2076) > 0.
→2078 LegSecondaryAssetSubClass N Required if LegSecondaryAssetType(2079) is specified.
→2079 LegSecondaryAssetType N Required if LegSecondaryAssetSubType(2743) is specified.
→2743 LegSecondaryAssetSubType N –
8.192 LegSecurityXML
1871 LegSecurityXMLLen N Must be provided if LegSecurityXML(1872) field is specified and must
1872 LegSecurityXML N –
1873 LegSecurityXMLSchema N –

8.193 LegSettlMethodElectionDate
d
42574 LegSettlMethodElectionDateUnadjusted N –
42575 LegSettlMethodElectionDateBusinessDayConv N When specified, this overrides the business
be specific to LegOptionExercise.
Compone LegSettlMethodElectionDateBusinessCenterG N When specified, this overrides the business
nt rp centers defined in the LegDateAdjustment
values would be specific to
LegOptionExercise.
42576 LegSettlMethodElectionDateRelativeTo N –
42577 LegSettlMethodElectionDateOffsetPeriod N Conditionally required when
LegSettlMethodElectionDateOffsetUnit(425
78) is specified.
42578 LegSettlMethodElectionDateOffsetUnit N Conditionally required when
LegSettlMethodElectionDateOffsetPeriod(4
2577) is specified.
42579 LegSettlMethodElectionDateOffsetDayType N –
42580 LegSettlMethodElectionDateAdjusted N –
8.194 LegSettlMethodElectionDateBusinessCenterGrp
d
42581 NoLegSettlMethodElectionDateBusinessCe N –
nters
→4258 LegSettlMethodElectionDateBusinessCent N Required if
2 er NoLegSettlMethodElectionDateBusinessCenters(4
2581) > 0.
8.195 LegSettlRateDisruptionFallbackGrp
40902 NoLegSettlRateFallbacks N –
→40903 LegSettlRatePostponementMaximumDays N Required if
NoLegSettlRateFallbacks(40902) > 0.
→Component LegSettlRateFallbackRateSource N –
→40905 LegSettlRatePostponementSurvey N –
→40906 LegSettlRatePostponementCalculationAgent N –

8.196 LegSettlRateFallbackRateSource
40366 LegSettlRateFallbackRateSource N –
40370 LegSettlRateFallbackReferencePage N Conditionally required when
LegSettlRateFallbackRateSource(40366) = 3 (ISDA
Settlement Rate Option) or 99 (Other).
8.197 LegStipulations
683 NoLegStipulations N –
→688 LegStipulationType N Required if NoLegStipulations >0
→689 LegStipulationValue N –
8.198 LegStreamAssetAttributeGrp
41452 NoLegStreamAssetAttributes N –
→41453 LegStreamAssetAttributeType N Required if NoLegStreamAssetAttributes(41452) > 0.
→41454 LegStreamAssetAttributeValue N –
→41455 LegStreamAssetAttributeLimit N –
8.199 LegStreamCalculationPeriodBusinessCenterGrp
d
40940 NoLegStreamCalculationPeriodBusinessCe N –
nters
→4026 LegStreamCalculationPeriodBusinessCente N Required if
6 r NoLegStreamCalculationPeriodBusinessCenters(4
0940) > 0.
8.200 LegStreamCalculationPeriodDateGrp
41638 NoLegStreamCalculationPeriodDates N –
→41639 LegStreamCalculationPeriodDate N Required if
NoLegStreamCalculationPeriodDates(41638) > 0.
→41640 LegStreamCalculationPeriodDateType N –

8.201 LegStreamCalculationPeriodDates
d
41641 LegStreamCalculationPeriodDatesXID N –
41642 LegStreamCalculationPeriodDatesXIDRef N –
40265 LegStreamCalculationPeriodBusinessDayConvent N When specified, this overrides the
leg stream calculation period dates.
Compone LegStreamCalculationPeriodBusinessCenterGrp N When specified, this overrides the
nt business centers defined in the
Compone LegStreamCalculationPeriodDateGrp N –
nt
40267 LegStreamFirstPeriodStartDateUnadjusted N –
40268 LegStreamFirstPeriodStartDateBusinessDayConv N When specified, this overrides the
ention business day convention defined in the
Compone LegStreamFirstPeriodStartDateBusinessCenterG N When specified, this overrides the
nt rp business centers defined in the
40270 LegStreamFirstPeriodStartDateAdjusted N –
40271 LegStreamFirstRegularPeriodStartDateUnadjuste N –
d
40272 LegStreamFirstCompoundingPeriodEndDateUna N –
djusted
40273 LegStreamLastRegularPeriodEndDateUnadjusted N –
40274 LegStreamCalculationFrequencyPeriod N Conditionally required when
LegStreamCalculationFrequencyUnit(402
75) is specified.
40275 LegStreamCalculationFrequencyUnit N Conditionally required when
LegStreamCalculationFrequencyPeriod(4
0274) is specified.
40276 LegStreamCalculationRollConvention N When specified, this overrides the date


d
stream calculation period dates.
41643 LegStreamCalculationBalanceOfFirstPeriod N –
41644 LegStreamCalculationCorrectionPeriod N Conditionally required when
LegStreamCalculationCorrectionUnit(416
45) is specified.
41645 LegStreamCalculationCorrectionUnit N Conditionally required when
LegStreamCalculationCorrectionPeriod(4
1644) is specified.
8.202 LegStreamCommodity
d
41648 LegStreamCommodityBase N –
41649 LegStreamCommodityType N –
41650 LegStreamCommoditySecurityID N Conditionally required when
LegStreamCommoditySecurityIDSource(416
51) is specified.
41651 LegStreamCommoditySecurityIDSource N Conditionally required when
LegStreamCommoditySecurityID(41650) is
specified.
Compone LegStreamCommodityAltIDGrp N –
nt
41652 LegStreamCommodityDesc N –
41653 EncodedLegStreamCommodityDescLen N Must be set if
EncodedLegStreamCommodityDesc(41654)
precede it.
41654 EncodedLegStreamCommodityDesc N Encoded (non-ASCII characters)
LegStreamCommodityDesc(41652) field in
42588 LegStreamCommodityDeliveryPricingRegion N 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).
Compone LegStreamAssetAttributeGrp N –
nt
41655 LegStreamCommodityUnitOfMeasure N –
41656 LegStreamCommodityCurrency N –


d
41657 LegStreamCommodityExchange N –
41658 LegStreamCommodityRateSource N –
41659 LegStreamCommodityRateReferencePage N –
41660 LegStreamCommodityRateReferencePageHead N –
ing
41661 LegStreamDataProvider N –
Compone LegStreamCommodityDataSourceGrp N –
nt
41662 LegStreamCommodityPricingType N –
41663 LegStreamCommodityNearbySettlDayPeriod N Conditionally required when
LegStreamCommodityNearbySettlDayUnit(4
1664) is specified.
41664 LegStreamCommodityNearbySettlDayUnit N Conditionally required when
LegStreamCommodityNearbySettlDayPerio
41665 LegStreamCommoditySettlDateUnadjusted N –
41666 LegStreamCommoditySettlDateBusinessDayCo N When specified, this overrides the business
be specific to the settlement date.
Compone LegStreamCommoditySettlBusinessCenterGrp N When specified, this overrides the business
values would be specific to the settlement
date.
41667 LegStreamCommoditySettlDateAdjusted N –
41668 LegStreamCommoditySettlMonth N –
41669 LegStreamCommoditySettlDateRollPeriod N Conditionally required when
LegStreamCommoditySettlDateRollUnit(416
70) is specified.
41670 LegStreamCommoditySettlDateRollUnit N Conditionally required when
LegStreamCommoditySettlDateRollPeriod(4
1669) is specified.
41671 LegStreamCommoditySettlDayType N –
Compone LegStreamCommoditySettlPeriodGrp N –
nt
41672 LegStreamCommodityXID N –
41673 LegStreamCommodityXIDRef N –

8.203 LegStreamCommodityAltIDGrp
41674 NoLegStreamCommodityAltIDs N –
→41675 LegStreamCommodityAltID N Required if NoLegStreamCommodityAltIDs(41674) > 0.
→41676 LegStreamCommodityAltIDSource N Required if NoLegStreamCommodityAltIDs(41674) > 0.
8.204 LegStreamCommodityDataSourceGrp
41677 NoLegStreamCommodityDataSources N –
→41678 LegStreamCommodityDataSourceID N Required if
NoLegStreamCommodityDataSources(41677) > 0.
→41679 LegStreamCommodityDataSourceIDType N Required if
NoLegStreamCommodityDataSources(41677) > 0.
8.205 LegStreamCommoditySettlBusinessCenterGrp
d
41646 NoLegStreamCommoditySettlBusinessC N –
enters
→4164 LegStreamCommoditySettlBusinessCent N Required if
7 er NoLegStreamCommoditySettlementBusinessCenters
(41646) > 0.
8.206 LegStreamCommoditySettlDayGrp
d
41680 NoLegStreamCommoditySettlDays N –
→41681 LegStreamCommoditySettlDay N Required if
NoLegStreamCommoditySettlementDays(41680
) > 0.
→41682 LegStreamCommoditySettlTotalHour N –
s
→Componen LegStreamCommoditySettlTimeGrp N –
t
8.207 LegStreamCommoditySettlPeriodGrp
d
41686 NoLegStreamCommoditySettlPeriods N –


d
→41687 LegStreamCommoditySettlCountry N Required if
NoLegStreamCommoditySettlPeriods(41686)
> 0.
→41688 LegStreamCommoditySettlTimeZone N –
→41689 LegStreamCommoditySettlFlowType N –
→41690 LegStreamCommoditySettlPeriodNotional N –
→41691 LegStreamCommoditySettlPeriodNotionalUn N –
itOfMeasure
→41692 LegStreamCommoditySettlPeriodFrequencyP N Conditionally required when
eriod LegStreamCommoditySettlPeriodFrequencyU
→41693 LegStreamCommoditySettlPeriodFrequency N Conditionally required when
Unit LegStreamCommoditySettlPeriodFrequencyP
→41694 LegStreamCommoditySettlPeriodPrice N –
→41695 LegStreamCommoditySettlPeriodPriceUnitOf N –
Measure
→41696 LegStreamCommoditySettlPeriodPriceCurre N –
ncy
→41697 LegStreamCommoditySettlHolidaysProcessin N –
gInstruction
→Compon LegStreamCommoditySettlDayGrp N –
ent
→41698 LegStreamCommoditySettlPeriodXID N –
→41699 LegStreamCommoditySettlPeriodXIDRef N –
8.208 LegStreamCommoditySettlTimeGrp
41683 NoLegStreamCommoditySettlTimes N –
→41684 LegStreamCommoditySettlStart N Required if NoLegStreamCommoditySettlTimes(41683)
> 0.
→41685 LegStreamCommoditySettlEnd N Required if NoLegStreamCommoditySettlTimes(41683)
> 0.
→41935 LegStreamCommoditySettlTimeType N May be defaulted to market convention or bilaterally
8.209 LegStreamEffectiveDate
d
40249 LegStreamEffectiveDateUnadjusted N –


d
40250 LegStreamEffectiveDateBusinessDayConve N When specified, this overrides the business day
ntion convention defined in the LegDateAdjustment
value would be specific to this instance of the
leg stream effective date.
Compone LegStreamEffectiveDateBusinessCenterGr N When specified, this overrides the business
leg stream stream effective date.
40252 LegStreamEffectiveDateRelativeTo N –
40253 LegStreamEffectiveDateOffsetPeriod N Conditionally required when
LegPaymentStreamEffectiveDateOffsetUnit(40
254) is specified.
40254 LegStreamEffectiveDateOffsetUnit N Conditionally required when
LegPaymentStreamEffectiveDateOffsetPeriod(4
0253) is specified.
40255 LegStreamEffectiveDateOffsetDayType N –
40256 LegStreamEffectiveDateAdjusted N –
8.210 LegStreamEffectiveDateBusinessCenterGrp
d
40942 NoLegStreamEffectiveDateBusinessCenter N –
s
→4025 LegStreamEffectiveDateBusinessCenter N Required if
1 NoLegStreamEffectiveDateBusinessCenters(4094
2) > 0.
8.211 LegStreamFirstPeriodStartDateBusinessCenterGrp
d
40941 NoLegStreamFirstPeriodStartDateBusiness N –
Centers
→4026 LegStreamFirstPeriodStartDateBusinessCen N Required if
9 ter NoLegStreamFirstPeriodStartDateBusinessCenters
(40941) > 0.
8.212 LegStreamGrp
40241 NoLegStreams N –
→40242 LegStreamType N Required if NoLegStreams(40241) > 0.


→41700 LegStreamXID N –
→40243 LegStreamDesc N –
→42583 LegStreamVersion N –
→42584 LegStreamVersionEffectiveDate N –
→40244 LegStreamPaySide N –
→40245 LegStreamReceiveSide N –
→41702 LegStreamNotionalXIDRef N –
→40246 LegStreamNotional N –
→40247 LegStreamCurrency N –
→42585 LegStreamNotionalDeterminationMethod N –
→42586 LegStreamNotionalAdjustments N –
→41703 LegStreamNotionalFrequencyPeriod N Conditionally required when
LegStreamNotionalFrequencyUnit(41704) is
specified.
→41704 LegStreamNotionalFrequencyUnit N Conditionally required when
LegStreamNotionalFrequencyPeriod(41703)
is specified.
→41705 LegStreamNotionalCommodityFrequency N –
→41706 LegStreamNotionalUnitOfMeasure N –
→41707 LegStreamTotalNotional N –
→41708 LegStreamTotalNotionalUnitOfMeasure N –
→Component LegStreamCommodity N –
→Component LegStreamEffectiveDate N –
→Component LegStreamTerminationDate N –
→Component LegStreamCalculationPeriodDates N –
→Component LegPaymentStream N –
→Component LegPaymentScheduleGrp N –
→Component LegPaymentStubGrp N –
→Component LegDeliveryStream N –
→Component LegDeliveryScheduleGrp N –
→40248 LegStreamText N –
→40978 EncodedLegStreamTextLen N Must be set if
EncodedLegStreamText(40979) field is
→40979 EncodedLegStreamText N Encoded (non-ASCII characters)
LegStreamText(40248) field in the encoded
format specified via the

8.213 LegStreamTerminationDate
d
40257 LegStreamTerminationDateUnadjusted N –
40258 LegStreamTerminationDateBusinessDayConve N When specified, this overrides the business
ntion day convention defined in the
stream termination date.
Compone LegStreamTerminationDateBusinessCenterGr N When specified, this overrides the business
the leg stream termination date.
40260 LegStreamTerminationDateRelativeTo N –
40261 LegStreamTerminationDateOffsetPeriod N Conditionally required when
LegStreamTerminationDateOffsetUnit(402
62) is specified.
40262 LegStreamTerminationDateOffsetUnit N Conditionally required when
LegStreamTerminationDateOffsetPeriod(4
0261) is specified.
40263 LegStreamTerminationDateOffsetDayType N –
40264 LegStreamTerminationDateAdjusted N –
8.214 LegStreamTerminationDateBusinessCenterGrp
d
40943 NoLegStreamTerminationDateBusinessCen N –
ters
→4025 LegStreamTerminationDateBusinessCenter N Required if
9 NoLegStreamTerminationDateBusinessCenters(40
943) > 0.
8.215 LimitAmts
1630 NoLimitAmts N –
→1631 LimitAmtType N Required when NoLimitAmts > 0
→1632 LastLimitAmt N Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or
LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0.
→1633 LimitAmtRemaining N Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or
→2394 LimitUtilizationAmt N Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or


→2395 LimitAmt N –
→1634 LimitAmtCurrency N –
→2396 LimitRole N –
8.216 MarketDisruption
d
41087 MarketDisruptionProvision N –
Compone MarketDisruptionEventGrp N –
nt
41088 MarketDisruptionFallbackProvision N –
Compone MarketDisruptionFallbackGrp N –
nt
Compone MarketDisruptionFallbackReferencePric N –
nt eGrp
41089 MarketDisruptionMaximumDays N –
41090 MarketDisruptionMaterialityPercentage N If specified, the disruption event should be
specified in MarketDisruptionEventGrp.
41091 MarketDisruptionMinimumFuturesContra N Applicable only when
cts MarketDisruptionEvent(41093)='DeMinimisTra
ding'.
8.217 MarketDisruptionEventGrp
41092 NoMarketDisruptionEvents N –
→41093 MarketDisruptionEvent N Required if NoMarketDisruptionEvents(41092) > 0.
→40991 MarketDisruptionValue N –
8.218 MarketDisruptionFallbackGrp
41094 NoMarketDisruptionFallbacks N –
→41095 MarketDisruptionFallbackType N Required if NoMarketDisruptionFallbacks(41094) > 0.
The sequence of entries specifies the order in which the
fallback provisions should be applied.
→40992 MarketDisruptionFallbackValue N –

8.219 MarketDisruptionFallbackReferencePriceGrp
'd
41096 NoMarketDisruptionFallbackReferencePrices N –
→410 MarketDisruptionFallbackUnderlierType N Required if
97 NoMarketDisruptionFallbackReferencePrices(410
96) > 0.
→410 MarketDisruptionFallbackUnderlierSecurityID N Conditionally required when
98 MarketDisruptionFallbackUnderlyerSecurityIDSo
urce(41099) is specified.
→410 MarketDisruptionFallbackUnderlierSecurityID N Conditionally required when
99 Source MarketDisruptionFallbackUnderlierSecurityID(41
098) is specified.
→411 MarketDisruptionFallbackUnderlierSecurityDe N –
00 sc
→411 EncodedMarketDisruptionFallbackUnderlierS N Must be set if
01 ecurityDescLen EncodedMarketDisruptionFallbackUnderlierSecu
rityDesc(41102) field is specified and must
immediately precede it
→411 EncodedMarketDisruptionFallbackUnderlierS N Encoded (non-ASCII characters) representation
02 ecurityDesc of the
MarketDisruptionFallbackUnderlierSecurityDesc(
41100) field in the encoded format specified via
the MessageEncoding(347) field.
→411 MarketDisruptionFallbackOpenUnits N –
03
→411 MarketDisruptionFallbackBasketCurrency N –
04
→411 MarketDisruptionFallbackBasketDivisor N –
05
8.220 MatchingInstructions
1624 NoMatchInst N –
→1625 MatchInst N Required if NoMatchInst > 0.
→1673 MatchInstMarketID N –
→1626 MatchAttribTagID N Required if NoMatchInst > 0.
→1627 MatchAttribValue N Required if NoMatchInst > 0.
8.221 MiscFeesGrp
136 NoMiscFees N –
→137 MiscFeeAmt N Required if NoMiscFees(136) > 0.


→138 MiscFeeCurr N –
→139 MiscFeeType N Required if NoMiscFees(136) > 0.
→2712 MiscFeeQualifier N –
→Component MiscFeesSubGrp N –
→891 MiscFeeBasis N –
→2216 MiscFeeRate N –
→2217 MiscFeeAmountDue N –
→2713 MiscFeeDesc N –
8.222 MiscFeesSubGrp
2633 NoMiscFeeSubTypes N –
→2634 MiscFeeSubType N Required if NoMiscFeeSubTypes(2633) > 0.
→2635 MiscFeeSubTypeAmt N –
→2636 MiscFeeSubTypeDesc N –
→2637 EncodedMiscFeeSubTypeDescLen N Must be set if EncodedMiscFeeSubTypeDesc(2638) field is
→2638 EncodedMiscFeeSubTypeDesc N Encoded (non-ASCII characters) representation of the
MiscFeeSubTypeDesc(2636) field in the encoded format
8.223 NestedParties
539 NoNestedPartyIDs N –
→524 NestedPartyID N Used to identify source of NestedPartyID. Required if
NestedPartyIDSource is specified. Required if
NoNestedPartyIDs > 0.
→525 NestedPartyIDSource N Used to identify class source of NestedPartyID value
(e.g. BIC). Required if NestedPartyID is specified. Required if
NoNestedPartyIDs > 0.
→538 NestedPartyRole N Identifies the type of NestedPartyID (e.g. Executing Broker).
Required if NoNestedPartyIDs > 0.
→2384 NestedPartyRoleQualifier N –
→Component NstdPtysSubGrp N Repeating group of NestedParty sub-identifiers.
8.224 NestedParties2
756 NoNested2PartyIDs N –


→757 Nested2PartyID N Used to identify source of Nested2PartyID. Required if
Nested2PartyIDSource is specified. Required if
NoNested2PartyIDs > 0.
→758 Nested2PartyIDSource N Used to identify class source of Nested2PartyID value
(e.g. BIC). Required if Nested2PartyID is specified. Required
if NoNested2PartyIDs > 0.
→759 Nested2PartyRole N Identifies the type of Nested2PartyID (e.g. Executing
Broker). Required if NoNested2PartyIDs > 0.
→2381 Nested2PartyRoleQualifier N –
→Component NstdPtys2SubGrp N Repeating group of Nested2Party sub-identifiers.
8.225 NestedParties3
948 NoNested3PartyIDs N –
→949 Nested3PartyID N Used to identify source of Nested3PartyID. Required if
Nested3PartyIDSource is specified. Required if
NoNested3PartyIDs > 0.
→950 Nested3PartyIDSource N Used to identify class source of Nested3PartyID value
(e.g. BIC). Required if Nested3PartyID is specified. Required
if NoNested3PartyIDs > 0.
→951 Nested3PartyRole N Identifies the type of Nested3PartyID (e.g. Executing
Broker). Required if NoNested3PartyIDs > 0.
→2382 Nested3PartyRoleQualifier N –
→Component NstdPtys3SubGrp N Repeating group of Nested3Party sub-identifiers.
8.226 NstdPtys2SubGrp
806 NoNested2PartySubIDs N –
→760 Nested2PartySubID N –
→807 Nested2PartySubIDType N –
8.227 NstdPtys3SubGrp
952 NoNested3PartySubIDs N –
→953 Nested3PartySubID N –
→954 Nested3PartySubIDType N –

8.228 NstdPtysSubGrp
804 NoNestedPartySubIDs N –
→545 NestedPartySubID N –
→805 NestedPartySubIDType N –
8.229 OptionExercise
41106 ExerciseDesc N –
41107 EncodedExerciseDescLen N Must be set if EncodedExerciseDesc(41108) field is
41108 EncodedExerciseDesc N Encoded (non-ASCII characters) representation of
the ExerciseDesc(41106) field in the encoded
field.
41109 AutomaticExerciseIndicator N –
41110 AutomaticExerciseThresholdRate N –
41111 ExerciseConfirmationMethod N –
41112 ManualNoticeBusinessCenter N –
41113 FallbackExerciseIndicator N –
41114 LimitedRightToConfirmIndicator N –
41115 ExerciseSplitTicketIndicator N –
42590 SettlMethodElectingPartySide N –
Component SettlMethodElectionDate N –
Component OptionExerciseDates N –
Component OptionExerciseExpiration N –
Component OptionExerciseMakeWholeProvision N –
8.230 OptionExerciseBusinessCenterGrp
41116 NoOptionExerciseBusinessCenters N –
→41117 OptionExerciseBusinessCenter N Required if NoOptionExerciseBusinessCenters(41116) > 0.
8.231 OptionExerciseDateGrp
41137 NoOptionExerciseDates N –
→41138 OptionExerciseDate N Required if NoOptionExerciseDates(41137) > 0.


→41139 OptionExerciseDateType N When specified it applies not only to the current date but to all
subsequent dates in the group until overridden with a new type.
8.232 OptionExerciseDates
41118 OptionExerciseBusinessDayConvention N When specified, this overrides the business
instance of option exercise dates.
Component OptionExerciseBusinessCenterGrp N When specified, this overrides the business
Component OptionExerciseDateGrp N –
41119 OptionExerciseEarliestDateOffsetDayType N –
41120 OptionExerciseEarliestDateOffsetPeriod N Conditionally required when
OptionExerciseEarliestDateUnit(41121) is
specified.
41121 OptionExerciseEarliestDateOffsetUnit N Conditionally required when
OptionExerciseEarliestDatePeriod(41120) is
specified.
41122 OptionExerciseFrequencyPeriod N Conditionally required when
OptionExerciseFrequencyUnit(41123) is
specified.
41123 OptionExerciseFrequencyUnit N Conditionally required when
OptionExerciseFrequencyPeriod(41122) is
specified.
41124 OptionExerciseStartDateUnadjusted N –
41125 OptionExerciseStartDateRelativeTo N –
41126 OptionExerciseStartDateOffsetPeriod N Conditionally required when
OptionExerciseStartDateOffsetUnit(41127) is
specified.
41127 OptionExerciseStartDateOffsetUnit N Conditionally required when
OptionExerciseStartDateOffsetPeriod(41126)
is specified.
41128 OptionExerciseStartDateOffsetDayType N –
41129 OptionExerciseStartDateAdjusted N –
41130 OptionExerciseSkip N –
41131 OptionExerciseNominationDeadline N –
41132 OptionExerciseFirstDateUnadjusted N –
41133 OptionExerciseLastDateUnadjusted N –


41134 OptionExerciseEarliestTime N –
41135 OptionExerciseLatestTime N –
41136 OptionExerciseTimeBusinessCenter N –
8.233 OptionExerciseExpiration
d
41142 OptionExerciseExpirationDateBusinessDayCon N When specified, this overrides the business
instance of option exercise expiration
dates.
Compone OptionExerciseExpirationDateBusinessCenter N When specified, this overrides the business
option exercise expiration dates.
Compone OptionExerciseExpirationDateGrp N –
nt
41143 OptionExerciseExpirationDateRelativeTo N –
41144 OptionExerciseExpirationDateOffsetPeriod N Conditionally required when
OptionExerciseExpirationDateOffsetUnit(41
145) is specified.
41145 OptionExerciseExpirationDateOffsetUnit N Conditionally required when
OptionExerciseExpirationDateOffsetPeriod(
41146 OptionExerciseExpirationFrequencyPeriod N Conditionally required when
OptionExerciseExpirationFrequencyUnit(41
147) is specified.
41147 OptionExerciseExpirationFrequencyUnit N Conditionally required when
OptionExerciseExpirationFrequencyPeriod(
41148 OptionExerciseExpirationRollConvention N When specified, this overrides the date roll
the option expiration dates and times.
41149 OptionExerciseExpirationDateOffsetDayType N –
41150 OptionExerciseExpirationTime N –
41151 OptionExerciseExpirationTimeBusinessCenter N –

8.234 OptionExerciseExpirationDateBusinessCenterGrp
d
41140 NoOptionExerciseExpirationDateBusinessC N –
enters
→4114 OptionExerciseExpirationDateBusinessCent N Required if
1 er NoOptionExerciseExpirationDateBusinessCenters(
41140) > 0.
8.235 OptionExerciseExpirationDateGrp
41152 NoOptionExerciseExpirationDates N –
→41153 OptionExerciseExpirationDate N Required if NoOptionExpirationDates(41152) > 0.
→41154 OptionExerciseExpirationDateType N When specified it applies not only to the current date
but to all subsequent dates in the group until overridden
with a new type.
8.236 OptionExerciseMakeWholeProvision
42591 MakeWholeDate N –
42592 MakeWholeAmount N –
42593 MakeWholeBenchmarkCurveName N –
42594 MakeWholeBenchmarkCurvePoint N –
42595 MakeWholeRecallSpread N –
42596 MakeWholeBenchmarkQuote N –
42597 MakeWholeInterpolationMethod N –
8.237 OrderAttributeGrp
2593 NoOrderAttributes N –
→2594 OrderAttributeType N Required if NoOrderAttributes(2593) > 0.
→2595 OrderAttributeValue N Required if NoOrderAttributes(2593) > 0.
8.238 OrderQtyData
38 OrderQty N One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required.
Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or
OrderPercent should be specified.
152 CashOrderQty N One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required.
Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or


OrderPercent should be specified. Specifies the approximate “monetary
quantity” for the order. Broker is responsible for converting and calculating
OrderQty in tradeable units (e.g. shares) for subsequent messages.
516 OrderPercent N For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only)
OrderPercent is required. Note that unless otherwise specified, only one of
CashOrderQty, OrderQty, or OrderPercent should be specified.
468 RoundingDirection N For CIV - Optional
469 RoundingModulus N For CIV - Optional
8.239 Parties
453 NoPartyIDs N –
→448 PartyID N Required if NoPartyIDs(453) > 0.
Identification of the party.
→447 PartyIDSource N Required if NoPartyIDs(453) > 0.
Used to identify classification source.
→452 PartyRole N Required if NoPartyIDs(453) > 0.
Identifies the type of PartyID(448).
→2376 PartyRoleQualifier N –
→Component PtysSubGrp N Repeating group of Party sub-identifiers.
8.240 PartyDetailAltIDGrp
1516 NoPartyDetailAltID N –
→1517 PartyDetailAltID N Required when NoPartyDetailAltID > 0.
→1518 PartyDetailAltIDSource N Required when NoPartyDetailAltID > 0.
→Component PartyDetailAltSubGrp N –
8.241 PartyDetailAltSubGrp
1519 NoPartyDetailAltSubIDs N –
→1520 PartyDetailAltSubID N Required when NoPartyDetailAltSubIDs > 0.
→1521 PartyDetailAltSubIDType N Required when NoPartyDetailAltSubIDs > 0.
8.242 PartyDetailGrp
1671 NoPartyDetails N –


→1691 PartyDetailID N The identification of the party. Required when
NoPartyDetails(1671) > 0.
→1692 PartyDetailIDSource N Used to identify source of PartyID value (e.g. BIC). Required
when NoPartyDetails(1671) > 0.
→1693 PartyDetailRole N Identifies the type of PartyID (e.g. Executing Broker).
Required when NoPartyDetails(1671) > 0.
→1674 PartyDetailRoleQualifier N –
→Component PartyDetailSubGrp N –
→Component PartyDetailAltIDGrp N Optionally used to specify alternate IDs to identify the party
specified.
→Component RelatedPartyDetailGrp N May not be specified in PartyDetailsListUpdateReport(35=CK)
if ListUpdateAction(1324) = D(Delete)
→1672 PartyDetailStatus N –
8.243 PartyDetailSubGrp
1694 NoPartyDetailSubIDs N –
→1695 PartyDetailSubID N Required when NoPartyDetailSubIDs > 0.
→1696 PartyDetailSubIDType N Required when NoPartyDetailSubIDs > 0.
8.244 PartyRelationshipGrp
1514 NoPartyRelationships N –
→1515 PartyRelationship N Identifies the type of party relationship requested. Required if
NoPartyRelationships > 0.
8.245 PaymentBusinessCenterGrp
40944 NoPaymentBusinessCenters N –
→40221 PaymentBusinessCenter N Required if NoPaymentBusinessCenters(40944) > 0.
8.246 PaymentGrp
d
40212 NoPayments N –
→40213 PaymentType N Required if NoPayments(40212) > 0.
→40993 PaymentSubType N –
→40214 PaymentPaySide N –


d
→40215 PaymentReceiveSide N –
→43087 PaymentDesc N –
→40216 PaymentCurrency N –
→40217 PaymentAmount N Either PaymentAmount(40217),
PaymentFixedRate(43097) or
PaymentRFloatingRateIndex(43098) must be
specified.
→42598 PaymentAmountRelativeTo N –
→42599 PaymentAmountDeterminationMetho N –
d
→43097 PaymentFixedRate N Either PaymentAmount(40217),
PaymentFloatingRateIndex(43098) must be
specified.
→43098 PaymentFloatingRateIndex N Either PaymentAmount(40217),
PaymentFloatingRateIndex(43098) must be
specified.
→43100 PaymentFloatingRateIndexCurveUnit N Conditionally required when
PaymentFloatingRateIndexCurvePeriod(43099
) is specified.
→43099 PaymentFloatingRateIndexCurvePeriod N Conditionally required when
PaymentFloatingRateIndexCurveUnit(43100) is
specified.
→43101 PaymentFloatingRateSpread N Conditionally required when
PaymentFloatingRateIndex(43098) is specified
and the spread to the index is not “zero”.
When the spread to the index is “zero” this
may be omitted.
→43105 PaymentRateResetFrequencyUnit N Conditionally required when
PaymentRateResetFrequencyPeriod(43104) is
specified.
→43104 PaymentRateResetFrequencyPeriod N Conditionally required when
PaymentRateResetFrequencyUnit(43105) is
specified.
→43103 PaymentFrequencyUnit N Conditionally required when
PaymentFrequencyPeriod(43102) is specified.
→43102 PaymentFrequencyPeriod N Conditionally required when
PaymentFrequencyUnitPeriod(43103) is
specified.
→40218 PaymentPrice N –
→40919 PaymentPriceType N –
→41155 PaymentUnitOfMeasure N –
→40219 PaymentDateUnadjusted N –


d
→40220 PaymentBusinessDayConvention N When specified, this overrides the business
instance of the payment information.
→Componen PaymentBusinessCenterGrp N When specified, this overrides the business
t centers defined in the DateAdjustment
payment information.
→41156 PaymentDateRelativeTo N –
→41157 PaymentDateOffsetPeriod N Conditionally required when
PaymentDateOffsetUnit(41158) is specified.
→41158 PaymentDateOffsetUnit N Conditionally required when
PaymentDateOffsetPeriod(41157) is specified.
→41159 PaymentDateOffsetDayType N –
→40222 PaymentDateAdjusted N –
→41160 PaymentForwardStartType N –
→40224 PaymentDiscountFactor N –
→40225 PaymentPresentValueAmount N –
→40226 PaymentPresentValueCurrency N –
→40227 PaymentSettlStyle N –
→492 PaymentMethod N –
→Componen PaymentSettlGrp N –
t
→41304 PaymentLegRefID N Used to link a payment back to its parent
InstrumentLeg by using the same value as the
parent’s LegID(1788).
→40229 PaymentText N –
→40984 EncodedPaymentTextLen N Must be set if EncodedPaymentText(40985)
precede it.
→40985 EncodedPaymentText N Encoded (non-ASCII characters)
representation of the PaymentText(40229)
8.247 PaymentScheduleFixingDateBusinessCenterGrp
d
40977 NoPaymentScheduleFixingDateBusinessCe N –
nters


d
→4085 PaymentScheduleFixingDateBusinessCente N Required if
4 r NoPaymentScheduleFixingDateBusinessCenters(4
0944) > 0.
8.248 PaymentScheduleFixingDayGrp
41161 NoPaymentScheduleFixingDays N –
→41162 PaymentScheduleFixingDayOfWeek N Required if NoPaymentScheduleFixingDays(41161) > 0.
→41163 PaymentScheduleFixingDayNumber N –
8.249 PaymentScheduleGrp
'd
40828 NoPaymentSchedules N –
→40829 PaymentScheduleType N Required if NoPaymentSchedules(40828) > 0.
→41164 PaymentScheduleXID N –
→41165 PaymentScheduleXIDRef N –
→40830 PaymentScheduleStubType N –
→40831 PaymentScheduleStartDateUnadjusted N –
→40832 PaymentScheduleEndDateUnadjusted N –
→40833 PaymentSchedulePaySide N –
→40834 PaymentScheduleReceiveSide N –
→40835 PaymentScheduleNotional N –
→40836 PaymentScheduleCurrency N –
→40837 PaymentScheduleRate N –
→40838 PaymentScheduleRateMultiplier N –
→40839 PaymentScheduleRateSpread N –
→41166 PaymentScheduleRateCurrency N –
→41167 PaymentScheduleRateUnitOfMeasure N –
→41168 PaymentScheduleRateConversionFactor N –
→41169 PaymentScheduleRateSpreadType N –
→40840 PaymentScheduleRateSpreadPositionType N –
→40841 PaymentScheduleRateTreatment N –
→40842 PaymentScheduleFixedAmount N –
→40843 PaymentScheduleFixedCurrency N –
→41170 PaymentScheduleSettlPeriodPrice N –


'd
→41171 PaymentScheduleSettlPeriodPriceCurrency N –
→41172 PaymentScheduleSettlPeriodPriceUnitOfMea N –
sure
→41173 PaymentScheduleStepUnitOfMeasure N –
→40844 PaymentScheduleStepFrequencyPeriod N Conditionally required when
PaymentScheduleStepFrequencyUnit(40845)
is specified.
→40845 PaymentScheduleStepFrequencyUnit N Conditionally required when
PaymentScheduleStepFrequencyPeriod(40844
) is specified.
→40846 PaymentScheduleStepOffsetValue N –
→40847 PaymentScheduleStepRate N –
→40848 PaymentScheduleStepOffsetRate N –
→40849 PaymentScheduleStepRelativeTo N –
→Compo PaymentScheduleRateSourceGrp N –
nent
→40850 PaymentScheduleFixingDateUnadjusted N –
→40851 PaymentScheduleWeight N –
→40852 PaymentScheduleFixingDateRelativeTo N –
→40853 PaymentScheduleFixingDateBusinessDayCon N When specified, this overrides the business
instance of the payment schedule.
→Compo PaymentScheduleFixingDateBusinessCenter N When specified, this overrides the business
nent Grp centers defined in the DateAdjustment
the payment schedule.
→40855 PaymentScheduleFixingDateOffsetPeriod N Conditionally required when
PaymentScheduleFixingDateOffsetUnit(40856
) is specified.
→40856 PaymentScheduleFixingDateOffsetUnit N Conditionally required when
PaymentScheduleFixingDateOffsetPeriod(408
55) is specified.
→40857 PaymentScheduleFixingDateOffsetDayType N –
→41174 PaymentScheduleFixingDayDistribution N –
→41175 PaymentScheduleFixingDayCount N –
→40858 PaymentScheduleFixingDateAdjusted N –
→Compo PaymentScheduleFixingDayGrp N –
nent


'd
→41176 PaymentScheduleFixingLagPeriod N Conditionally required when
PaymentScheduleFixingLagUnit(41177) is
specified.
→41177 PaymentScheduleFixingLagUnit N Conditionally required when
PaymentScheduleFixingLagPeriod(41176) is
specified.
→41178 PaymentScheduleFixingFirstObservationDate N Conditionally required when
OffsetPeriod PaymentScheduleFixingFirstObservationDate
→41179 PaymentScheduleFixingFirstObservationDate N Conditionally required when
OffsetUnit PaymentScheduleFixingFirstObservationDate
→40859 PaymentScheduleFixingTime N –
→40860 PaymentScheduleFixingTimeBusinessCenter N –
→40861 PaymentScheduleInterimExchangePaymentD N –
ateRelativeTo
→40862 PaymentScheduleInterimExchangeDatesBusi N When specified, this overrides the business
nessDayConvention day convention defined in the
instance of the payment schedule.
→Compo PaymentScheduleInterimExchangeDateBusi N When specified, this overrides the business
nent nessCenterGrp centers defined in the DateAdjustment
the payment schedule.
→40864 PaymentScheduleInterimExchangeDatesOffs N Conditionally required when
etPeriod PaymentScheduleInterimExchangeDatesOffse
→40865 PaymentScheduleInterimExchangeDatesOffs N Conditionally required when
etUnit PaymentScheduleInterimExchangeDatesOffse
→40866 PaymentScheduleInterimExchangeDatesOffs N –
etDayType
→40867 PaymentScheduleInterimExchangeDateAdjus N –
ted
8.250 PaymentScheduleInterimExchangeDateBusinessCenterGrp
'd
40945 NoPaymentScheduleInterimExchangeDateB N –
usinessCenters


'd
→408 PaymentScheduleInterimExchangeDatesBusi N Required if
63 nessCenter NoPaymentScheduleInterimExchangeDateBusines
8.251 PaymentScheduleRateSourceGrp
40868 NoPaymentScheduleRateSources N –
→40869 PaymentScheduleRateSource N Required if NoPaymentScheduleRateSources(40868) > 0.
→40870 PaymentScheduleRateSourceType N Required if NoPaymentScheduleRateSources(40868) > 0.
→40871 PaymentScheduleReferencePage N Conditionally required when
PaymentScheduleRateSource(40869) = 99 (Other)
8.252 PaymentSettlGrp
40230 NoPaymentSettls N –
→40231 PaymentSettlAmount N Required if NoPaymentSettls(40230) > 0.
→40232 PaymentSettlCurrency N –
→Component PaymentSettlParties N –
8.253 PaymentSettlParties
40233 NoPaymentSettlPartyIDs N –
→40234 PaymentSettlPartyID N Required if NoPaymentSettlPartyIDs(40233) > 0.
→40235 PaymentSettlPartyIDSource N Required if NoPaymentSettlPartyIDs(40233) > 0.
→40236 PaymentSettlPartyRole N Required if NoPaymentSettlPartyIDs(40233) > 0.
→40237 PaymentSettlPartyRoleQualifier N –
→Component PaymentSettlPtysSubGrp N –
8.254 PaymentSettlPtysSubGrp
40238 NoPaymentSettlPartySubIDs N –
→40239 PaymentSettlPartySubID N Required if NoPaymentSettlPartySubIDs(40238) > 0.
→40240 PaymentSettlPartySubIDType N Required if NoPaymentSettlPartySubIDs(40238) > 0.

8.255 PaymentStream
d
40738 PaymentStreamType N –
40739 PaymentStreamMarketRate N –
40740 PaymentStreamDelayIndicator N –
42600 PaymentStreamCashSettlIndicator N –
40741 PaymentStreamSettlCurrency N –
40742 PaymentStreamDayCount N –
43106 PaymentStreamOtherDayCount N May be used to specify a count method not
listed in PaymentStreamDayCount(40742).
40743 PaymentStreamAccrualDays N –
40744 PaymentStreamDiscountType N –
40745 PaymentStreamDiscountRate N –
40746 PaymentStreamDiscountRateDayCount N –
40747 PaymentStreamCompoundingMethod N –
42601 PaymentStreamCompoundingXIDRef N Mutually exclusive with
PaymentStreamCompoundingFixedRate(42
605) or the
PaymentStreamCompoundingFloatingRate
component.
42602 PaymentStreamCompoundingSpread N –
42603 PaymentStreamInterpolationMethod N –
42604 PaymentStreamInterpolationPeriod N –
40748 PaymentStreamInitialPrincipalExchangeIndica N –
tor
40749 PaymentStreamInterimPrincipalExchangeIndi N –
cator
40750 PaymentStreamFinalPrincipalExchangeIndicat N –
or
41180 PaymentStreamFlatRateIndicator N –
41181 PaymentStreamFlatRateAmount N –
41182 PaymentStreamFlatRateCurrency N –
41183 PaymentStreamMaximumPaymentAmount N –
41184 PaymentStreamMaximumPaymentCurrency N –
41185 PaymentStreamMaximumTransactionAmount N –
41186 PaymentStreamMaximumTransactionCurrenc N –
y
Compone PaymentStreamPaymentDates N –
nt


d
Compone PaymentStreamResetDates N –
nt
Compone PaymentStreamFixedRate N –
nt
Compone PaymentStreamFloatingRate N –
nt
42605 PaymentStreamCompoundingFixedRate N Mutually exclusive with
PaymentStreamCompoundingXIDRef(4260
1) or the
PaymentStreamCompoundingFloatingRate
component.
Compone PaymentStreamCompoundingFloatingRate N Mutually exclusive with
nt PaymentStreamCompoundingFixedRate(42
605) or the
PaymentStreamCompoundingXIDRef(4260
1).
Compone PaymentStreamCompoundingDates N –
nt
Compone PaymentStreamNonDeliverableSettlTerms N –
nt
8.256 PaymentStreamCompoundingDateGrp
42606 NoPaymentStreamCompoundingDates N –
→42607 PaymentStreamCompoundingDate N Required if
NoPaymentStreamCompoundingDates(42606) > 0.
→42608 PaymentStreamCompoundingDateType N 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.
8.257 PaymentStreamCompoundingDates
d
42609 PaymentStreamCompoundingDatesBusinessDa N When specified, this overrides the business
The specified value would be specific to
payment stream compounding dates.
Compon PaymentStreamCompoundingDatesBusinessC N When specified, this overrides the business
ent enterGrp centers defined in the DateAdjustment
values would be specific to payment stream
compounding dates.


d
Compon PaymentStreamCompoundingDateGrp N –
ent
42610 PaymentStreamCompoundingDatesRelativeTo N –
42611 PaymentStreamCompoundingDatesOffsetPerio N Conditionally required when
d PaymentStreamCompoundingDatesOffsetU
42612 PaymentStreamCompoundingDatesOffsetUnit N Conditionally required when
PaymentCompoundingDatesOffsetPeriod(42
611) is specified.
42613 PaymentStreamCompoundingDatesOffsetDayT N –
ype
42614 PaymentStreamCompoundingPeriodSkip N –
Compon PaymentStreamCompoundingStartDate N –
ent
Compon PaymentStreamCompoundingEndDate N –
ent
42615 PaymentStreamCompoundingFrequencyPeriod N Conditionally required when
PayamentStreamCompoundingFrequencyU
42616 PaymentStreamCompoundingFrequencyUnit N Conditionally required when
PayamentStreamCompoundingFrequencyPe
42617 PaymentStreamCompoundingRollConvention N When specified, this overrides the date roll
value would be specific to this instance of
the payment stream compounding dates.
42618 PaymentStreamBoundsFirstDateUnadjusted N –
42619 PaymentStreamBoundsLastDateUnadjusted N –
8.258 PaymentStreamCompoundingDatesBusinessCenterGrp
d
42620 NoPaymentStreamCompoundingDatesBusin N –
essCenters
→426 PaymentStreamCompoundingDatesBusines N Required if
21 sCenter NoPaymentStreamCompoundingDatesBusinessCe
nters(42620) > 0.

8.259 PaymentStreamCompoundingEndDate
d
4262 PaymentStreamCompoundingEndDateUnadj N –
2 usted
4262 PaymentStreamCompoundingEndDateRelativ N –
3 eTo
4262 PaymentStreamCompoundingEndDateOffset N Conditionally required when
4 Period PaymentStreamCompoundingEndDateOffsetUnit(
4262 PaymentStreamCompoundingEndDateOffset N Conditionally required when
5 Unit PaymentStreamCompoundingEndDateOffsetPerio
4262 PaymentStreamCompoundingEndDateOffset N –
6 DayType
4262 PaymentStreamCompoundingEndDateAdjust N –
7 ed
8.260 PaymentStreamCompoundingFloatingRate
d
4262 PaymentStreamCompoundingRateIndex N –
8
4262 PaymentStreamCompoundingRateIndexCurveP N Conditionally required if
9 eriod PaymentStreamCompoundingRateIndexCurveUn
4263 PaymentStreamCompoundingRateIndexCurve N Conditionally required if
0 Unit PaymentStreamCompoundingRateIndexCurvePe
4263 PaymentStreamCompoundingRateMultiplier N –
1
4263 PaymentStreamCompoundingRateSpread N –
2
4263 PaymentStreamCompoundingRateSpreadPositi N –
3 onType
4263 PaymentStreamCompoundingRateTreatment N –
4
4263 PaymentStreamCompoundingCapRate N –
5
4263 PaymentStreamCompoundingCapRateBuySide N –
6
4263 PaymentStreamCompoundingCapRateSellSide N –
7
4263 PaymentStreamCompoundingFloorRate N –
8


d
4263 PaymentStreamCompoundingFloorRateBuySid N –
9 e
4264 PaymentStreamCompoundingFloorRateSellSid N –
0 e
4264 PaymentStreamCompoundingInitialRate N –
1
4264 PaymentStreamCompoundingFinalRateRoundi N –
2 ngDirection
4264 PaymentStreamCompoundingFinalRatePrecisio N –
3 n
4264 PaymentStreamCompoundingAveragingMetho N –
4 d
4264 PaymentStreamCompoundingNegativeRateTre N –
5 atment
8.261 PaymentStreamCompoundingStartDate
d
4264 PaymentStreamCompoundingStartDateUnadj N –
6 usted
4264 PaymentStreamCompoundingStartDateRelati N –
7 veTo
4264 PaymentStreamCompoundingStartDateOffse N Conditionally required when
8 tPeriod PaymentStreamCompoundingStartDateOffsetUnit
4264 PaymentStreamCompoundingStartDateOffse N Conditionally required when
9 tUnit PaymentStreamCompoundingStartDateOffsetPeri
4265 PaymentStreamCompoundingStartDateOffse N –
0 tDayType
4265 PaymentStreamCompoundingStartDateAdjus N –
1 ted
8.262 PaymentStreamFinalPricePaymentDate
d
4265 PaymentStreamFinalPricePaymentDateUnadj N –
4 usted
4265 PaymentStreamFinalPricePaymentDateRelati N –
5 veTo


d
4265 PaymentStreamFinalPricePaymentDateOffset N Conditionally required when
6 fPeriod PaymentStreamFinalPricePaymentDateOffsetUnit
4265 PaymentStreamFinalPricePaymentDateOffset N Conditionally required when
7 Unit PaymentStreamFinalPricePaymentDateOffsetPeri
4265 PaymentStreamFinalPricePaymentDateOffset N –
8 DayType
4265 PaymentStreamFinalPricePaymentDateAdjus N –
9 ted
8.263 PaymentStreamFixedRate
40784 PaymentStreamRate N Mutually exclusive with
PaymentStreamFixedAmount(40785).
40785 PaymentStreamFixedAmount N Mutually exclusive with
PaymentStreamRate(40784).
40786 PaymentStreamRateOrAmountCurrency N –
41187 PaymentStreamFixedAmountUnitOfMeasure N –
41188 PaymentStreamTotalFixedAmount N –
40787 PaymentStreamFutureValueNotional N –
40788 PaymentStreamFutureValueDateAdjusted N –
41189 PaymentStreamWorldScaleRate N –
41190 PaymentStreamContractPrice N –
41191 PaymentStreamContractPriceCurrency N –
8.264 PaymentStreamFixingDateBusinessCenterGrp
d
40950 NoPaymentStreamFixingDateBusinessCent N –
ers
→4077 PaymentStreamFixingDateBusinessCenter N Required if
6 NoPaymentStreamFixingDateBusinessCenters(40
950) > 0.
8.265 PaymentStreamFixingDateGrp
42660 NoPaymentStreamFixingDates N –
→42661 PaymentStreamFixingDate N Required if NoPaymentStreamFixingDates(42660) > 0.


→42662 PaymentStreamFixingDateType N When specified it applies not only to the current date
8.266 PaymentStreamFloatingRate
d
40789 PaymentStreamRateIndex N –
40790 PaymentStreamRateIndexSource N –
43090 PaymentStreamRateIndexID N Conditionally required when
PaymentStreamRateIndexIDSource(43091) is
specified.
43091 PaymentStreamRateIndexIDSource N Conditionally required when
PaymentStreamRateIndexID(43090) is
specified.
40791 PaymentStreamRateIndexCurveUnit N Conditionally required when
PaymentStreamRateIndexCurvePeriod(40792
) is specified.
40792 PaymentStreamRateIndexCurvePeriod N Conditionally required when
PaymentStreamRateIndexCurveUnit(40791)
is specified.
41194 PaymentStreamRateIndex2CurvePeriod N Conditionally required when
PaymentStreamRateIndexCurveUnit2(41195)
is specified.
41195 PaymentStreamRateIndex2CurveUnit N Conditionally required when
PaymentStreamRateIndexCurvePeriod2(4119
4) is specified.
41196 PaymentStreamRateIndexLocation N –
41197 PaymentStreamRateIndexLevel N –
41198 PaymentStreamRateIndexUnitOfMeasure N –
41199 PaymentStreamSettlLevel N –
41200 PaymentStreamReferenceLevel N –
41201 PaymentStreamReferenceLevelUnitOfMeasu N –
re
41202 PaymentStreamReferenceLevelEqualsZeroIn N –
dicator
40793 PaymentStreamRateMultiplier N –
40794 PaymentStreamRateSpread N –
41203 PaymentStreamRateSpreadCurrency N –
41204 PaymentStreamRateSpreadUnitOfMeasure N –
41205 PaymentStreamRateConversionFactor N –
41206 PaymentStreamRateSpreadType N –


d
40795 PaymentStreamRateSpreadPositionType N –
40796 PaymentStreamRateTreatment N –
40797 PaymentStreamCapRate N –
40798 PaymentStreamCapRateBuySide N –
40799 PaymentStreamCapRateSellSide N –
40800 PaymentStreamFloorRate N –
40801 PaymentStreamFloorRateBuySide N –
40802 PaymentStreamFloorRateSellSide N –
40803 PaymentStreamInitialRate N –
41207 PaymentStreamLastResetRate N –
41208 PaymentStreamFinalRate N –
40804 PaymentStreamFinalRateRoundingDirection N –
40805 PaymentStreamFinalRatePrecision N –
40806 PaymentStreamAveragingMethod N –
40807 PaymentStreamNegativeRateTreatment N –
41209 PaymentStreamCalculationLagPeriod N Conditionally required when
PaymentStreamCalculationLagUnit(41210) is
specified.
41210 PaymentStreamCalculationLagUnit N Conditionally required when
PaymentStreamCalculationLagPeriod(41209)
is specified.
42663 PaymentStreamFirstObservationDateUnadju N –
sted
42664 PaymentStreamFirstObservationDateRelativ N –
eTo
42665 PaymentStreamFirstObservationDateOffsetD N –
ayType
41211 PaymentStreamFirstObservationDateOffsetP N Conditionally required when
eriod PaymentStreamFirstObservationOffsetUnit(4
1212) is specified.
41212 PaymentStreamFirstObservationDateOffsetU N Conditionally required when
nit PaymentStreamFirstObservationOffsetPeriod
42666 PaymentStreamFirstObservationDateAdjuste N –
d
41213 PaymentStreamPricingDayType N –
41214 PaymentStreamPricingDayDistribution N –
41215 PaymentStreamPricingDayCount N –
41216 PaymentStreamPricingBusinessCalendar N –


d
41217 PaymentStreamPricingBusinessDayConventi N When specified, this overrides the business
on day convention defined in the
instance of pricing dates.
Compone PaymentStreamPricingBusinessCenterGrp N When specified, this overrides the business
pricing dates.
Compone PaymentStreamPricingDayGrp N –
nt
Compone PaymentStreamPricingDateGrp N –
nt
40808 PaymentStreamInflationLagPeriod N Conditionally required when
PaymentStreamInflationLagUnit(40809) is
specified.
40809 PaymentStreamInflationLagUnit N Conditionally required when
PaymentStreamInflationLagPeriod(40808) is
specified.
40810 PaymentStreamInflationLagDayType N –
40811 PaymentStreamInflationInterpolationMetho N –
d
40812 PaymentStreamInflationIndexSource N –
40813 PaymentStreamInflationPublicationSource N –
40814 PaymentStreamInflationInitialIndexLevel N –
40815 PaymentStreamInflationFallbackBondApplica N –
ble
40816 PaymentStreamFRADiscounting N –
42667 PaymentStreamUnderlierRefID N –
Compone PaymentStreamFormula N –
nt
Compone DividendConditions N –
nt
42668 ReturnRateNotionalReset N –
Compone ReturnRateGrp N –
nt
42669 PaymentStreamLinkInitialLevel N –
42670 PaymentStreamLinkClosingLevelIndicator N –
42671 PaymentStreamLinkExpiringLevelIndicator N –
42672 PaymentStreamLinkEstimatedTradingDays N –
42673 PaymentStreamLinkStrikePrice N –


d
42674 PaymentStreamLinkStrikePriceType N –
42675 PaymentStreamLinkMaximumBoundary N –
42676 PaymentStreamLinkMinimumBoundary N –
42677 PaymentStreamLinkNumberOfDataSeries N –
42678 PaymentStreamVarianceUnadjustedCap N –
42679 PaymentStreamRealizedVarianceMethod N –
42680 PaymentStreamDaysAdjustmentIndicator N –
42681 PaymentStreamNearestExchangeContractRe N –
fID
42682 PaymentStreamVegaNotionalAmount N –
8.267 PaymentStreamFormula
42686 PaymentStreamFormulaCurrency N –
42687 PaymentStreamFormulaCurrencyDeterminationMethod N –
42688 PaymentStreamFormulaReferenceAmount N –
Component PaymentStreamFormulaMathGrp N –
Component PaymentStreamFormulaImage N –
8.268 PaymentStreamFormulaImage
42652 PaymentStreamFormulaImageLength N Conditionally required when
PaymentStreamFormulaImage(42653) is specified.
42653 PaymentStreamFormulaImage N Conditionally required when
PaymentStreamFormulaImageLength(42652) is
specified.
8.269 PaymentStreamFormulaMathGrp
42683 NoPaymentStreamFormulas N –
→43109 PaymentStreamFormulaLength N Required if NoPaymentStreamFormulas(42683) > 0.
→42684 PaymentStreamFormula N Required if NoPaymentStreamFormulas(42683) > 0.
→42685 PaymentStreamFormulaDesc N –

8.270 PaymentStreamInitialFixingDateBusinessCenterGrp
d
40949 NoPaymentStreamInitialFixingDateBusiness N –
Centers
→4076 PaymentStreamInitialFixingDateBusinessCe N Required if
9 nter NoPaymentStreamInitialFixindDateBusinessCente
rs(40949) > 0.
8.271 PaymentStreamNonDeliverableFixingDateGrp
40825 NoNonDeliverableFixingDates N –
→40826 NonDeliverableFixingDate N Required if NoNonDeliverableFixingDates(40825) > 0.
→40827 NonDeliverableFixingDateType N When specified it applies not only to the current date but to
all subsequent dates in the group until overridden with a
new type.
8.272 PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp
'd
4094 NoPaymentStreamNonDeliverableFixingDate N –
6 sBusinessCenters
→408 PaymentStreamNonDeliverableFixingDatesB N Required if
19 usinessCenter NoPaymentStreamNonDeliverableFixingDatesBusi
8.273 PaymentStreamNonDeliverableSettlRateSource
d
4037 PaymentStreamNonDeliverableSettlRateSour N –
1 ce
4037 PaymentStreamNonDeliverableSettlReferenc N Conditionally required when
2 ePage PaymentStreamNonDeliverableSettlRateSource(4
0371) = 3 (ISDA Settlement Rate Option) or 99
(Other).
8.274 PaymentStreamNonDeliverableSettlTerms
'd
40817 PaymentStreamNonDeliverableRefCurrency N –
40818 PaymentStreamNonDeliverableFixingDatesBusi N When specified, this overrides the business


'd
instance of the payment stream's non-
deliverable fixing dates.
Compon PaymentStreamNonDeliverableFixingDatesBus N When specified, this overrides the business
ent inessCenterGrp centers defined in the DateAdjustment
the payment stream's non-deliverable fixing
dates.
40820 PaymentStreamNonDeliverableFixingDatesRela N –
tiveTo
40821 PaymentStreamNonDeliverableFixingDatesOffs N Conditionally required when
etPeriod PaymentStreamNonDeliverableFixingDatesOf
40822 PaymentStreamNonDeliverableFixingDatesOffs N Conditionally required when
etUnit PaymentStreamNonDeliverableFixingDatesOf
40823 PaymentStreamNonDeliverableFixingDatesOffs N –
etDayType
Compon PaymentStreamNonDeliverableSettlRateSourc N –
ent e
Compon PaymentStreamNonDeliverableFixingDateGrp N –
ent
Compon SettlRateDisruptionFallbackGrp N –
ent
8.275 PaymentStreamPaymentDateBusinessCenterGrp
d
40947 NoPaymentStreamPaymentDateBusinessC N –
enters
→4075 PaymentStreamPaymentDateBusinessCent N Required if
2 er NoPaymentStreamPaymentDateBusinessCenters(
40947) > 0.
8.276 PaymentStreamPaymentDateGrp
41220 NoPaymentStreamPaymentDates N –
→41221 PaymentStreamPaymentDate N Required if NoPaymentStreamPaymentDates(41220) > 0.
→41222 PaymentStreamPaymentDateType N When specified it applies not only to the current date but
to all subsequent dates in the group until overridden
with a new type.

8.277 PaymentStreamPaymentDates
d
40751 PaymentStreamPaymentDateBusinessDayConve N When specified, this overrides the
ntion business day convention defined in the
Instrument. The specified value would be
specific to this instance of the payment
stream's payment dates.
Compone PaymentStreamPaymentDateBusinessCenterGr N When specified, this overrides the
nt p business centers defined in the
Instrument. The specified values would be
specific to this instance of the payment
stream's payment dates.
Compone PaymentStreamPaymentDateGrp N –
nt
40753 PaymentStreamPaymentFrequencyPeriod N Conditionally required when
PaymentStreamPaymentFrequencyUnit(4
0754) is specified.
40754 PaymentStreamPaymentFrequencyUnit N Conditionally required when
PaymentStreamPaymentFrequencyPeriod
40755 PaymentStreamPaymentRollConvention N When specified, this overrides the date
specific to this instance of the stream
payment dates
40756 PaymentStreamFirstPaymentDateUnadjusted N –
40757 PaymentStreamLastRegularPaymentDateUnadju N –
sted
40758 PaymentStreamPaymentDateRelativeTo N –
40759 PaymentStreamPaymentDateOffsetPeriod N Conditionally required when
PaymentStreamPaymentDateOffsetUnit(4
0760) is specified.
40760 PaymentStreamPaymentDateOffsetUnit N Conditionally required when
PaymentStreamPaymentDateOffsetPerio
40920 PaymentStreamPaymentDateOffsetDayType N –
41223 PaymentStreamMasterAgreementPaymentDates N –
Indicator
Compone PaymentStreamFinalPricePaymentDate N –
nt

8.278 PaymentStreamPricingBusinessCenterGrp
41192 NoPaymentStreamPricingBusinessCenters N –
→41193 PaymentStreamPricingBusinessCenter N Required if
NoPaymentStreamPricingBusinessCenters(41192)
> 0.
8.279 PaymentStreamPricingDateGrp
41224 NoPaymentStreamPricingDates N –
→41225 PaymentStreamPricingDate N Required if NoPaymentStreamPricingDates(41224) > 0.
→41226 PaymentStreamPricingDateType N When specified it applies not only to the current date but
to all subsequent dates in the group until overridden with a
new type.
8.280 PaymentStreamPricingDayGrp
41227 NoPaymentStreamPricingDays N –
→41228 PaymentStreamPricingDayOfWeek N Required if NoPaymentStreamPricingDays(41227) > 0.
→41229 PaymentStreamPricingDayNumber N –
8.281 PaymentStreamResetDateBusinessCenterGrp
d
40948 NoPaymentStreamResetDateBusinessCent N –
ers
→4076 PaymentStreamResetDateBusinessCenter N Required if
3 NoPaymentStreamResetDateBusinessCenters(409
48) > 0.
8.282 PaymentStreamResetDates
d
40761 PaymentStreamResetDateRelativeTo N –
40762 PaymentStreamResetDateBusinessDayConvent N When specified, this overrides the business
ion day convention defined in the
instance of the payment stream's reset
dates.


d
Compone PaymentStreamResetDateBusinessCenterGrp N When specified, this overrides the business
the payment stream's reset dates.
40764 PaymentStreamResetFrequencyPeriod N Conditionally required when
PaymentStreamResetFrequencyUnit(40765)
is specified.
40765 PaymentStreamResetFrequencyUnit N Conditionally required when
PaymentStreamResetFrequencyPeriod(407
64) is specified.
40766 PaymentStreamResetWeeklyRollConvention N When specified, this overrides the date roll
the stream floating rate reset dates.
40767 PaymentStreamInitialFixingDateRelativeTo N –
40768 PaymentStreamInitialFixingDateBusinessDayC N When specified, this overrides the business
dates.
Compone PaymentStreamInitialFixingDateBusinessCent N When specified, this overrides the business
nt erGrp centers defined in the DateAdjustment
40770 PaymentStreamInitialFixingDateOffsetPeriod N Conditionally required when
PaymentStreamInitialFixingDateOffsetUnit(
40771 PaymentStreamInitialFixingDateOffsetUnit N Conditionally required when
PaymentStreamInitialFixingDateOffsetPerio
40772 PaymentStreamInitialFixingDateOffsetDayType N –
40773 PaymentStreamInitialFixingDateAdjusted N –
40774 PaymentStreamFixingDateRelativeTo N –
40775 PaymentStreamFixingDateBusinessDayConven N When specified, this overrides the business
dates.
Compone PaymentStreamFixingDateBusinessCenterGrp N When specified, this overrides the business


d
40777 PaymentStreamFixingDateOffsetPeriod N Conditionally required when
PaymentStreamFixingDateOffsetUnit(40778
) is specified.
40778 PaymentStreamFixingDateOffsetUnit N Conditionally required when
PaymentStreamFixingDateOffsetPeriod(407
77) is specified.
40779 PaymentStreamFixingDateOffsetDayType N –
40780 PaymentStreamFixingDateAdjusted N –
40781 PaymentStreamRateCutoffDateOffsetPeriod N Conditionally required when
PaymentStreamRateCutoffDateOffsetUnit(4
0782) is specified.
40782 PaymentStreamRateCutoffDateOffsetUnit N Conditionally required when
PaymentStreamRateCutoffDateOffsetPerio
40783 PaymentStreamRateCutoffDateOffsetDayType N –
Compone PaymentStreamFixingDateGrp N –
nt
8.283 PaymentStubEndDate
42689 PaymentStubEndDateUnadjusted N –
42690 PaymentStubEndDateBusinessDayConvention N When specified, this overrides the
specific to this payment stub instance.
Component PaymentStubEndDateBusinessCenterGrp N When specified, this overrides the
42691 PaymentStubEndDateRelativeTo N –
42692 PaymentStubEndDateOffsetPeriod N Conditionally required when
PaymentStubEndDateOffsetUnit(42693) is
specified.
42693 PaymentStubEndDateOffsetUnit N Conditionally required when
PaymentStubEndDateOffsetPeriod(42692)
is specified.
42694 PaymentStubEndDateOffsetDayType N –
42695 PaymentStubEndDateAdjusted N –

8.284 PaymentStubEndDateBusinessCenterGrp
42696 NoPaymentStubEndDateBusinessCenters N –
→42697 PaymentStubEndDateBusinessCenter N Required if
NoPaymentStubEndDateBusinessCenters(42696) >
0.
8.285 PaymentStubGrp
40872 NoPaymentStubs N –
→40873 PaymentStubType N Required if NoPaymentStubs(40872) > 0.
→40874 PaymentStubLength N –
→Component PaymentStubStartDate N –
→Component PaymentStubEndDate N –
→40875 PaymentStubRate N –
→40876 PaymentStubFixedAmount N –
→40877 PaymentStubFixedCurrency N –
→40878 PaymentStubIndex N –
→40879 PaymentStubIndexSource N –
→40880 PaymentStubIndexCurvePeriod N Conditionally required when
PaymentStubIndexCurveUnit(40881) is
specified.
→40881 PaymentStubIndexCurveUnit N Conditionally required when
PaymentStubIndexCurvePeriod(40880) is
specified.
→40882 PaymentStubIndexRateMultiplier N –
→40883 PaymentStubIndexRateSpread N –
→40884 PaymentStubIndexRateSpreadPositionType N –
→40885 PaymentStubIndexRateTreatment N –
→40886 PaymentStubIndexCapRate N –
→40887 PaymentStubIndexCapRateBuySide N –
→40888 PaymentStubIndexCapRateSellSide N –
→40889 PaymentStubIndexFloorRate N –
→40890 PaymentStubIndexFloorRateBuySide N –
→40891 PaymentStubIndexFloorRateSellSide N –
→40892 PaymentStubIndex2 N –
→40893 PaymentStubIndex2Source N –


→40894 PaymentStubIndex2CurvePeriod N Conditionally required when
PaymentStubIndex2CurveUnit(40895) is
specified.
→40895 PaymentStubIndex2CurveUnit N Conditionally required when
PaymentStubIndex2CurvePeriod(40894)
is specified.
→40896 PaymentStubIndex2RateMultiplier N –
→40897 PaymentStubIndex2RateSpread N –
→40898 PaymentStubIndex2RateSpreadPositionType N –
→40899 PaymentStubIndex2RateTreatment N –
→40900 PaymentStubIndex2CapRate N –
→40901 PaymentStubIndex2FloorRate N –
8.286 PaymentStubStartDate
d
42698 PaymentStubStartDateUnadjusted N –
42699 PaymentStubStartDateBusinessDayConventio N When specified, this overrides the
Componen PaymentStubStartDateBusinessCenterGrp N When specified, this overrides the
42700 PaymentStubStartDateRelativeTo N –
42701 PaymentStubStartDateOffsetPeriod N Conditionally required when
PaymentStubStartDateOffsetUnit(42702)
is specified.
42702 PaymentStubStartDateOffsetUnit N Conditionally required when
PaymentStubStartDateOffsetPeriod(42701
) is specified.
42703 PaymentStubStartDateOffsetDayType N –
42704 PaymentStubStartDateAdjusted N –
8.287 PaymentStubStartDateBusinessCenterGrp
42705 NoPaymentStubStartDateBusinessCenters N –


→42706 PaymentStubStartDateBusinessCenter N Required if
NoPaymentStubStartDateBusinessCenters(42705)
> 0.
8.288 PhysicalSettlDeliverableObligationGrp
40209 NoPhysicalSettlDeliverableObligations N –
→40210 PhysicalSettlDeliverableObligationType N Required if NoPhysicalSettlDeliverableObligations
(40209) > 0.
→40211 PhysicalSettlDeliverableObligationValue N –
8.289 PhysicalSettlTermGrp
40204 NoPhysicalSettlTerms N –
→Component PhysicalSettlDeliverableObligationGrp N Required if NoPhysicalSettlTerms(40204) > 0.
→40205 PhysicalSettlCurrency N –
→40206 PhysicalSettlBusinessDays N –
→40207 PhysicalSettlMaximumBusinessDays N –
→40208 PhysicalSettlTermXID N –
8.290 PriceQualifierGrp
2709 NoPriceQualifiers N –
→2710 PriceQualifier N Required if NoPriceQualifiers(2709) > 0.
8.291 PricingDateBusinessCenterGrp
41230 NoPricingDateBusinessCenters N –
→41231 PricingDateBusinessCenter N Required if NoPricingDateBusinessCenters(41230) > 0.
8.292 PricingDateTime
41232 PricingDateUnadjusted N –
41233 PricingDateBusinessDayConvention N When specified, this overrides the business day
component in Instrument. The specified value would
be specific to this instance of pricing dates.


Component PricingDateBusinessCenterGrp N 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.
41234 PricingDateAdjusted N –
41235 PricingTime N –
41236 PricingTimeBusinessCenter N –
8.293 ProtectionTermEventGrp
40191 NoProtectionTermEvents N –
→40192 ProtectionTermEventType N Required if NoProtectionTermEvents(40191) > 0.
→40193 ProtectionTermEventValue N –
→40194 ProtectionTermEventCurrency N –
→40195 ProtectionTermEventPeriod N Conditionally required when
ProtectionTermEventUnit(40196) is specified.
→40196 ProtectionTermEventUnit N Conditionally required when
ProtectionTermEventPeriod(40195) is specified.
→40197 ProtectionTermEventDayType N –
→40198 ProtectionTermEventRateSource N –
→Component ProtectionTermEventQualifierGrp N –
8.294 ProtectionTermEventNewsSourceGrp
40951 NoProtectionTermEventNewsSources N –
→40189 ProtectionTermEventNewsSource N Required if
NoProtectionTermEventNewsSources(40951) > 0.
8.295 ProtectionTermEventQualifierGrp
40199 NoProtectionTermEventQualifiers N –
→40200 ProtectionTermEventQualifier N Required if NoProtectionTermEventQualifiers(40199) > 0.
8.296 ProtectionTermGrp
40181 NoProtectionTerms N –
→40182 ProtectionTermNotional N Required if NoProtectionTerms(40181) > 0.


→40183 ProtectionTermCurrency N –
→40184 ProtectionTermSellerNotifies N –
→40185 ProtectionTermBuyerNotifies N –
→40186 ProtectionTermEventBusinessCenter N –
→40187 ProtectionTermStandardSources N –
→40188 ProtectionTermEventMinimumSources N –
→Component ProtectionTermEventNewsSourceGrp N –
→Component ProtectionTermEventGrp N –
→Component ProtectionTermObligationGrp N –
→40190 ProtectionTermXID N –
8.297 ProtectionTermObligationGrp
40201 NoProtectionTermObligations N –
→40202 ProtectionTermObligationType N Required if NoProtectionTermObligations(40201) > 0.
→40203 ProtectionTermObligationValue N –
8.298 ProvisionCashSettlPaymentDateBusinessCenterGrp
d
40952 NoProvisionCashSettlPaymentDateBusiness N –
Centers
→4016 ProvisionCashSettlPaymentDateBusinessCe N Required if
4 nter NoProvisionCashSettlPaymentDateBusinessCenter
s(40952) > 0.
8.299 ProvisionCashSettlPaymentDates
d
40163 ProvisionCashSettlPaymentDateBusinessDayC N When specified, this overrides the business
instance of the provisional cash settlement
payment dates.
Compone ProvisionCashSettlPaymentDateBusinessCent N When specified, this overrides the business
nt erGrp centers defined in the DateAdjustment
the provisional cash settlement payment
dates.


d
40165 ProvisionCashSettlPaymentDateRelativeTo N –
40166 ProvisionCashSettlPaymentDateOffsetPeriod N Conditionally required when
ProvisionCashSettlPaymentDateOffsetUnit(
40167 ProvisionCashSettlPaymentDateOffsetUnit N Conditionally required when
ProvisionCashSettlPaymentDateOffsetPerio
40168 ProvisionCashSettlPaymentDateOffsetDayType N –
40169 ProvisionCashSettlPaymentDateRangeFirst N –
40170 ProvisionCashSettlPaymentDateRangeLast N –
Compone ProvisionCashSettlPaymentFixedDateGrp N –
nt
8.300 ProvisionCashSettlPaymentFixedDateGrp
40171 NoProvisionCashSettlPaymentDates N –
→40172 ProvisionCashSettlPaymentDate N Required if NoProvisionCashSettlPaymentDates
(40171) > 0.
→40173 ProvisionCashSettlPaymentDateType N When specified it applies not only to the current date
8.301 ProvisionCashSettlQuoteSource
40112 ProvisionCashSettlQuoteSource N –
41406 ProvisionCashSettlQuoteReferencePage N –
8.302 ProvisionCashSettlValueDateBusinessCenterGrp
d
40953 NoProvisionCashSettlValueDateBusinessCe N –
nters
→4011 ProvisionCashSettlValueDateBusinessCente N Required if
7 r NoProvisionCashSettlValueDatBusinessCenters(4
0953) > 0.

8.303 ProvisionCashSettlValueDates
d
40114 ProvisionCashSettlValueTime N –
40115 ProvisionCashSettlValueTimeBusinessCenter N –
40116 ProvisionCashSettlValueDateBusinessDayConv N When specified, this overrides the business
this instance of the provisional cash
settlement value date.
Compone ProvisionCashSettlValueDateBusinessCenter N When specified, this overrides the business
the provisional cash settlement value date.
40118 ProvisionCashSettlValueDateRelativeTo N –
40119 ProvisionCashSettlValueDateOffsetPeriod N Conditionally required when
ProvisionCashSettlValueDateOffsetUnit(40
120) is specified.
40120 ProvisionCashSettlValueDateOffsetUnit N Conditionally required when
ProvisionCashSettlValueDateOffsetPeriod(4
0119) is specified.
40121 ProvisionCashSettlValueDateOffsetDayType N –
40122 ProvisionCashSettlValueDateAdjusted N –
8.304 ProvisionDateBusinessCenterGrp
40957 NoProvisionDateBusinessCenters N –
→40094 ProvisionDateBusinessCenter N Required if NoProvisionDateBusinessCenters(40957) > 0.
8.305 ProvisionGrp
40090 NoProvisions N –
→40091 ProvisionType N Required if NoProvisions(40090) > 0.
→40092 ProvisionDateUnadjusted N –
→40093 ProvisionDateBusinessDayConvention N When specified, this overrides the business
this instance of the instrument provisions.
→Component ProvisionDateBusinessCenterGrp N When specified, this overrides the business


the instrument provisions.
→40095 ProvisionDateAdjusted N –
→40096 ProvisionDateTenorPeriod N Conditionally required when
ProvisionDateTenorUnit(40097) is
specified.
→40097 ProvisionDateTenorUnit N Conditionally required when
ProvisionDateTenorPeriod(40096) is
specified.
→42707 ProvisionBreakFeeElection N –
→42708 ProvisionBreakFeeRate N –
→40098 ProvisionCalculationAgent N –
→40099 ProvisionOptionSinglePartyBuyerSide N –
→40100 ProvisionOptionSinglePartySellerSide N –
→Component ProvisionCashSettlValueDates N –
→Component ProvisionOptionExerciseDates N –
→Component ProvisionOptionExpirationDate N –
→Component ProvisionOptionRelevantUnderlyingDate N –
→40101 ProvisionOptionExerciseStyle N –
→40102 ProvisionOptionExerciseMultipleNotional N –
→40103 ProvisionOptionExerciseMinimumNotional N –
→40104 ProvisionOptionExerciseMaximumNotional N –
→40105 ProvisionOptionMinimumNumber N –
→40106 ProvisionOptionMaximumNumber N –
→40107 ProvisionOptionExerciseConfirmation N –
→Component ProvisionCashSettlPaymentDates N –
→40108 ProvisionCashSettlMethod N –
→40109 ProvisionCashSettlCurrency N –
→40110 ProvisionCashSettlCurrency2 N –
→40111 ProvisionCashSettlQuoteType N –
→Component ProvisionCashSettlQuoteSource N –
→40113 ProvisionText N –
→40986 EncodedProvisionTextLen N Must be set if
EncodedProvisionText(40987) field is
→40987 EncodedProvisionText N Encoded (non-ASCII characters)
representation of the ProvisionText(40113)
field in the encoded format specified via
the MessageEncoding(347) field.


→Component ProvisionParties N –
8.306 ProvisionOptionExerciseBusinessCenterGrp
d
40954 NoProvisionOptionExerciseBusinessCente N –
rs
→4012 ProvisionOptionExerciseBusinessCenter N Required if
4 NoProvisionOptionExerciseBusinessCenters(4095
4) > 0.
8.307 ProvisionOptionExerciseDates
d
40123 ProvisionOptionExerciseBusinessDayConven N When specified, this overrides the business
instance of the provisional option exercise
dates.
Compone ProvisionOptionExerciseBusinessCenterGrp N When specified, this overrides the business
the provisional option exercise dates.
Compone ProvisionOptionExerciseFixedDateGrp N –
nt
40125 ProvisionOptionExerciseEarliestDateOffsetP N Conditionally required when
eriod ProvisionOptionExerciseEarliestDateUnit(401
26) is specified.
40126 ProvisionOptionExerciseEarliestDateOffsetU N Conditionally required when
nit ProvisionOptionExerciseEasrliestDatePeriod(4
0125) is specified.
40127 ProvisionOptionExerciseFrequencyPeriod N Conditionally required when
ProvisionOptionExerciseFrequencyUnit(40128
) is specified.
40128 ProvisionOptionExerciseFrequencyUnit N Conditionally required when
ProvisionOptionExerciseFrequencyPeriod(401
27) is specified.
40129 ProvisionOptionExerciseStartDateUnadjuste N –
d
40130 ProvisionOptionExerciseStartDateRelativeTo N –
40131 ProvisionOptionExerciseStartDateOffsetPeri N Conditionally required when
od ProvisionOptionExerciseStartDateOffsetUnit(4
0132) is specified.


d
40132 ProvisionOptionExerciseStartDateOffsetUnit N Conditionally required when
ProvisionOptionExerciseStartDateOffsetPerio
40133 ProvisionOptionExerciseStartDateOffsetDay N –
Type
40134 ProvisionOptionExerciseStartDateAdjusted N –
40135 ProvisionOptionExercisePeriodSkip N –
40136 ProvisionOptionExerciseBoundsFirstDateUn N –
adjusted
40137 ProvisionOptionExerciseBoundsLastDateUna N –
djusted
40138 ProvisionOptionExerciseEarliestTime N –
40139 ProvisionOptionExerciseEarliestTimeBusines N –
sCenter
40140 ProvisionOptionExerciseLatestTime N –
40141 ProvisionOptionExerciseLatestTimeBusiness N –
Center
8.308 ProvisionOptionExerciseFixedDateGrp
40142 NoProvisionOptionExerciseFixedDates N –
→40143 ProvisionOptionExerciseFixedDate N Required if NoProvisionOptionExerciseFixedDates
(40142) > 0.
→40144 ProvisionOptionExerciseFixedDateType N When specified it applies not only to the current
8.309 ProvisionOptionExpirationDate
d
40145 ProvisionOptionExpirationDateUnadjusted N –
40146 ProvisionOptionExpirationDateBusinessDayCo N When specified, this overrides the business
instance of the provisional option
expiration date.
Compone ProvisionOptionExpirationDateBusinessCente N When specified, this overrides the business
nt rGrp centers defined in the DateAdjustment
the provisional option expiration date.


d
40148 ProvisionOptionExpirationDateRelativeTo N –
40149 ProvisionOptionExpirationDateOffsetPeriod N Conditionally required when
ProvisionOptionExpirationDateOffsetUnit(4
0150) is specified.
40150 ProvisionOptionExpirationDateOffsetUnit N Conditionally required when
ProvisionOptionExpirationDateOffsetPeriod
40151 ProvisionOptionExpirationDateOffsetDayType N –
40152 ProvisionOptionExpirationDateAdjusted N –
40153 ProvisionOptionExpirationTime N –
40154 ProvisionOptionExpirationTimeBusinessCenter N –
8.310 ProvisionOptionExpirationDateBusinessCenterGrp
d
40955 NoProvisionOptionExpirationDateBusiness N –
Centers
→4014 ProvisionOptionExpirationDateBusinessCen N Required if
7 ter NoProvisionOptionExpirationDateBusinessCenters
(40955) > 0.
8.311 ProvisionOptionRelevantUnderlyingDate
'd
40155 ProvisionOptionRelevantUnderlyingDateUnadju N –
sted
40156 ProvisionOptionRelevantUnderlyingDateBusine N When specified, this overrides the business
ssDayConvention day convention defined in the
instance of the provisional option relevant
underlying date.
Compon ProvisionOptionRelevantUnderlyingDateBusin N When specified, this overrides the business
ent essCenterGrp centers defined in the DateAdjustment
the provisional option relevent underlying
date.
40158 ProvisionOptionRelevantUnderlyingDateRelativ N –
eTo
40159 ProvisionOptionRelevantUnderlyingDateOffset N Conditionally required when
Period ProvisionOptionRelevantUnderlyingDateOffs
etUnit(40160) is specified.


'd
40160 ProvisionOptionRelevantUnderlyingDateOffset N Conditionally required when
Unit ProvisionOptionRelevantUnderlyingDateOffs
etPeriod(40159) is specified.
40161 ProvisionOptionRelevantUnderlyingDateOffset N –
DayType
40162 ProvisionOptionRelevantUnderlyingDateAdjust N –
ed
8.312 ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp
'd
40956 NoProvisionOptionRelevantUnderlyingDateB N –
usinessCenters
→401 ProvisionOptionRelevantUnderlyingDateBusi N Required if
57 nessCenter NoProvisionOptionRelevantUnderlyingDateBusine
ssCenters(40956) > 0.
8.313 ProvisionParties
40174 NoProvisionPartyIDs N –
→40175 ProvisionPartyID N Required if NoProvisionPartyIDs(40174) > 0.
→40176 ProvisionPartyIDSource N Required if NoProvisionPartyIDs(40174) > 0.
→40177 ProvisionPartyRole N Required if NoProvisionPartyIDs(40174) > 0.
→2385 ProvisionPartyRoleQualifier N –
→Component ProvisionPtysSubGrp N –
8.314 ProvisionPtysSubGrp
40178 NoProvisionPartySubIDs N –
→40179 ProvisionPartySubID N Required if NoProvisionPartySubIDs(40178) > 0.
→40180 ProvisionPartySubIDType N Required if NoProvisionPartySubIDs(40178) > 0.
8.315 PtysSubGrp
802 NoPartySubIDs N –
→523 PartySubID N –
→803 PartySubIDType N –

8.316 RateSource
1445 NoRateSources N –
→1446 RateSource N Required if NoRateSource(1445) > 0
→1447 RateSourceType N Required if NoRateSources(1445) > 0
→1448 ReferencePage N May be used when RateSource(1446)=99 (Other)
→2412 RateSourceReferemcePageHeading N –
→2796 FXBenchmarkRateFix N –
8.317 ReferenceDataDateGrp
2746 NoReferenceDataDates N –
→2747 ReferenceDataDate N Required if NoReferenceDataDates(2746) > 0.
→2748 ReferenceDataDateType N –
8.318 RegulatoryTradeIDGrp
1907 NoRegulatoryTradeIDs N –
→1903 RegulatoryTradeID N Required if NoRegulatoryTradeIDs(1907) > 0.
→1905 RegulatoryTradeIDSource N –
→1904 RegulatoryTradeIDEvent N –
→1906 RegulatoryTradeIDType N –
→2411 RegulatoryLegRefID N This field may be is used for multi-leg trades sent as a single
message to indicate that the entry applies only to a specific leg.
→2397 RegulatoryTradeIDScope N –
8.319 RelatedInstrumentGrp
1647 NoRelatedInstruments N –
→1648 RelatedInstrumentType N Conditionally required when NoRelatedInstruments > 0
→1649 RelatedSymbol N Either RelatedSymbol(1649) or RelatedSecurityID(1650) must
be specified.
For RelatedInstrumentType(1648)=1 (“hedges for”
instrument) this would be the instrument being used to
offset the option Instrument.
If one of the “related to” fields is specified, this is the
UnderlyingSymbol(311) of an underlying instrument defining
the related security in the current message.
→1650 RelatedSecurityID N Either RelatedSymbol(1649) or RelatedSecurityID(1650) must
be specified.


If one of the “related to” fields is specified, this is the
UnderlyingSecurityID(309) of an underlying instrument
defining the related security in the current message.
→1651 RelatedSecurityIDSource N Conditionally required when RelatedSecurityID(1650) is
specified.
→1652 RelatedSecurityType N May be omitted if RelatedSecurityID(1650) or
RelatedSymbol(1649) refers to an underlying instrument in
the current message.
→1653 RelatedMaturityMonthYear N May be omitted if RelatedSecurityID(1650) or
RelatedSymbol(1649) refers to an underlying instrument in
the current message.
→2413 RelatedToSecurityID N Mutually exclusive with RelatedToStreamXIDRef(2415) and
RelatedToDividendPeriodXIDRef(2417). If correlation is with
the security in Instrument component then all “related to”
fields may be omitted.
→2414 RelatedToSecurityIDSource N Conditionally required when RelatedToSecurityID(2413) is
specified.
→2415 RelatedToStreamXIDRef N Mutually exclusive with RelatedToSecurityID(2413) and
RelatedToDividendPeriodXIDRef(2417). If correlation is with
the security in Instrument component then all “related to”
fields may be omitted.
→2417 RelatedToDividendPeriodXIDRef N Mutually exclusive with RelatedToSecurityID(2413) and
RelatedToStreamXIDRef(2415). If correlation is with the
security in Instrument component then all “related to” fields
may be omitted.
8.320 RelatedOrderGrp
73 NoOrders N –
→2887 RelatedOrderID N Required if NoOrders(73) > 0.
→2888 RelatedOrderIDSource N The same value must be used for all orders having the same
OrderRelationship(2890) value.
→2836 RelatedOrderTime N –
→2889 RelatedOrderQty N –
→2890 OrderRelationship N May be used to explicitly express the type of relationship or to
provide orders having different relationships.
→2835 OrderOriginationFirmID N May be used when aggregating orders that were originally submitted
by different firms, e.g. due to a merger or acquisition.
8.321 RelatedPartyDetailAltIDGrp
1569 NoRelatedPartyDetailAltID N –
→1570 RelatedPartyDetailAltID N Required when NoRelatedPartyDetailAltID > 0.


→1571 RelatedPartyDetailAltIDSource N Required when NoRelatedPartyDetailAltID > 0.
→Component RelatedPartyDetailAltSubGrp N –
8.322 RelatedPartyDetailAltSubGrp
1572 NoRelatedPartyDetailAltSubIDs N –
→1573 RelatedPartyDetailAltSubID N Required when NoRelatedPartyDetailAltSubIDs > 0.
→1574 RelatedPartyDetailAltSubIDType N Required when NoRelatedPartyDetailAltSubIDs > 0.
8.323 RelatedPartyDetailGrp
1562 NoRelatedPartyDetailID N –
→1563 RelatedPartyDetailID N Required if NoRelatedPartyDetails > 0.
→1564 RelatedPartyDetailIDSource N Required if NoRelatedPartyDetails > 0.
→1565 RelatedPartyDetailRole N Required if NoRelatedPartyDetails > 0.
→1675 RelatedPartyDetailRoleQualifier N –
→Component RelatedPartyDetailSubGrp N –
→Component RelatedPartyDetailAltIDGrp N –
→Component PartyRelationshipGrp N –
8.324 RelatedPartyDetailSubGrp
1566 NoRelatedPartyDetailSubIDs N –
→1567 RelatedPartyDetailSubID N Required when NoRelatedPartyDetailSubIDs > 0.
→1568 RelatedPartyDetailSubIDType N Required when NoRelatedPartyDetailSubIDs > 0.
8.325 RelatedTradeGrp
1855 NoRelatedTrades N –
→1856 RelatedTradeID N Required if NoRelatedTrades(1855) > 0.
→1857 RelatedTradeIDSource N –
→2103 RelatedRegulatoryTradeIDSource N Optionally used for
RelatedTradeIDSource(1857)=6(Regulatory trade ID) when
RelatedTradeID(1856) is not unique across multiple
reporting entities.
→1858 RelatedTradeDate N Optionally used to help identify the trade when
RelatedTradeID(1856) is not unique across multiple days.


→1859 RelatedTradeMarketID N Optionally used to help identify the trade when
RelatedTradeID(1856) is not unique across multiple
markets.
→1860 RelatedTradeQuantity N –
8.326 RelativeValueGrp
2529 NoRelativeValues N –
→2530 RelativeValueType N Required if NoRelativeValues(2529) > 0.
→2531 RelativeValue N Required if NoRelativeValues(2529) > 0.
→2532 RelativeValueSide N –
8.327 ReturnRateDateGrp
d
42709 NoReturnRateDates N –
→42710 ReturnRateDateMode N Required if NoReturnRateDates(42709) > 0.
→Compone ReturnRateValuationDateGrp N –
nt
→42711 ReturnRateValuationDateRelativeTo N –
→42712 ReturnRateValuationDateOffsetPeriod N Conditionally required when
ReturnRateValuationDateOffsetUnit(42713)
is specified.
→42713 ReturnRateValuationDateOffsetUnit N Conditionally required when
ReturnRateValuationDateOffsetPeriod(4271
2) is specified.
→42714 ReturnRateValuationDateOffsetDayType N –
→42715 ReturnRateValuationStartDateUnadjusted N –
→42716 ReturnRateValuationStartDateRelativeTo N –
→42717 ReturnRateValuationStartDateOffsetPeriod N Conditionally required when
ReturnRateValuationStartDateOffsetUnit(42
718) is specified.
→42718 ReturnRateValuationStartDateOffsetUnit N Conditionally required when
ReturnRateValuationStartDateOffsetPeriod(
→42719 ReturnRateValuationStartDateOffsetDayTy N –
pe
→42720 ReturnRateValuationStartDateAdjusted N –
→42721 ReturnRateValuationEndDateUnadjusted N –
→42722 ReturnRateValuationEndDateRelativeTo N –


d
→42723 ReturnRateValuationEndDateOffsetPeriod N Conditionally required when
ReturnRateValuationEndDateOffsetUnit(427
24) is specified.
→42724 ReturnRateValuationEndDateOffsetUnit N Conditionally required when
ReturnRateValuationEndDateOffsetPeriod(4
2723) is specified.
→42725 ReturnRateValuationEndDateOffsetDayTyp N –
e
→42726 ReturnRateValuationEndDateAdjusted N –
→42727 ReturnRateValuationFrequencyPeriod N Conditionally required when
ReturnRateValuationFrequencyUnit(42728)
is specified.
→42728 ReturnRateValuationFrequencyUnit N Conditionally required when
ReturnRateValuationFrequencyPeriod(4272
7) is specified.
→42729 ReturnRateValuationFrequencyRollConvent N When specified, this overrides the date roll
ion convention defined in the DateAdjustment
the payment stream return rate valuation
dates.
→42730 ReturnRateValuationDateBusinessDayConv N When specified, this overrides the business
payment stream return rate valuation dates.
→Compone ReturnRateValuationDateBusinessCenterG N When specified, this overrides the business
nt rp day convention defined in the
The specified values would be specific to
payment stream return rate valuation dates.
8.328 ReturnRateFXConversionGrp
42731 NoReturnRateFXConversions N –
→42732 ReturnRateFXCurrencySymbol N Required if NoReturnRateFXConversions(42731) > 0.
→42733 ReturnRateFXRate N Required if NoReturnRateFXConversions(42731) > 0.
→42734 ReturnRateFXRateCalc N –
8.329 ReturnRateGrp
42735 NoReturnRates N –
→42736 ReturnRatePriceSequence N Required if NoReturnRates(42735) > 0.


→42737 ReturnRateCommissionBasis N –
→42738 ReturnRateCommissionAmount N –
→42739 ReturnRateCommissionCurrency N If not specified, this is defaulted to the
reporting currency.
→42740 ReturnRateTotalCommissionPerTrade N –
→42741 ReturnRateDeterminationMethod N –
→Component ReturnRatePriceGrp N –
→Component ReturnRateFXConversionGrp N –
→42742 ReturnRateAmountRelativeTo N –
→42743 ReturnRateQuoteMeasureType N –
→42744 ReturnRateQuoteUnits N –
→42745 ReturnRateQuoteMethod N –
→42746 ReturnRateQuoteCurrency N –
→42747 ReturnRateQuoteCurrencyType N –
→42748 ReturnRateQuoteTimeType N Mutually exclusive with
ReturnRateQuoteTime(42749).
→42749 ReturnRateQuoteTime N Mutually exclusive with
ReturnRateQuoteTimeType(42748).
→42750 ReturnRateQuoteDate N –
→42751 ReturnRateQuoteExpirationTime N –
→42752 ReturnRateQuoteBusinessCenter N –
→42753 ReturnRateQuoteExchange N –
→Component ReturnRateInformationSourceGrp N –
→42754 ReturnRateQuotePricingModel N –
→42755 ReturnRateCashFlowType N –
→Component ReturnRateDateGrp N –
→42756 ReturnRateValuationTimeType N Mutually exclusive with
ReturnRateValuationTime(42757).
→42757 ReturnRateValuationTime N Mutually exclusive with
ReturnRateValuationTimeType(42756).
→42758 ReturnRateValuationTimeBusinessCenter N –
→42759 ReturnRateValuationPriceOption N –
→42760 ReturnRateFinalPriceFallback N –
8.330 ReturnRateInformationSourceGrp
42761 NoReturnRateInformationSources N –


→42762 ReturnRateInformationSource N Required if NoReturnRateInformationSources(42761) >
0.
→42763 ReturnRateReferencePage N –
→42764 ReturnRateReferencePageHeading N –
8.331 ReturnRatePriceGrp
42765 NoReturnRatePrices N –
→42766 ReturnRatePriceBasis N Required if NoReturnRatePrices(42765) > 0.
→42767 ReturnRatePrice N –
→42768 ReturnRatePriceCurrency N –
→42769 ReturnRatePriceType N –
8.332 ReturnRateValuationDateBusinessCenterGrp
d
42770 NoReturnRateValuationDateBusinessCent N –
ers
→4277 ReturnRateValuationDateBusinessCenter N Required if
1 NoReturnRateValuationDateBusinessCenters(427
70) > 0.
8.333 ReturnRateValuationDateGrp
42772 NoReturnRateValuationDates N –
→42773 ReturnRateValuationDate N Required if NoReturnRateValuationDates(42772) > 0.
→42774 ReturnRateValuationDateType N When specified it applies not only to the current date
8.334 RootParties
1116 NoRootPartyIDs N –
→1117 RootPartyID N Used to identify source of RootPartyID. Required if
RootPartyIDSource is specified. Required if NoRootPartyIDs >
0.
→1118 RootPartyIDSource N Used to identify class source of RootPartyID value (e.g. BIC).
Required if RootPartyID is specified. Required if
NoRootPartyIDs > 0.


→1119 RootPartyRole N Identifies the type of RootPartyID (e.g. Executing Broker).
Required if NoRootPartyIDs > 0.
→2388 RootPartyRoleQualifier N –
→Component RootSubParties N Repeating group of RootParty sub-identifiers.
8.335 RootSubParties
1120 NoRootPartySubIDs N –
→1121 RootPartySubID N Sub-identifier (e.g. Clearing Acct for PartyID=Clearing Firm) if applicable.
Required if
NoRootPartySubIDs > 0.
→1122 RootPartySubIDType N Type of Sub-identifier. Required if NoRootPartySubIDs > 0.
8.336 SecAltIDGrp
454 NoSecurityAltID N –
→455 SecurityAltID N –
→456 SecurityAltIDSource N –
8.337 SecondaryAssetGrp
1976 NoSecondaryAssetClasses N –
→1977 SecondaryAssetClass N Required if NoSecondaryAssetClasses(1976) > 0.
→1978 SecondaryAssetSubClass N Required if SecondaryAssetType(1979) is specified.
→1979 SecondaryAssetType N Required if SecondaryAssetSubType(2741) is specified.
→2741 SecondaryAssetSubType N –
8.338 SecurityXML
1184 SecurityXMLLen N Must be provided if SecurityXML(1185) field is specified and must
1185 SecurityXML N –
1186 SecurityXMLSchema N –

8.339 SettlMethodElectionDate
d
42777 SettlMethodElectionDateUnadjusted N –
42778 SettlMethodElectionDateBusinessDayConvent N When specified, this overrides the
specific to OptionExercise.
Componen SettlMethodElectionDateBusinessCenterGrp N When specified, this overrides the
specific to OptionExercise.
42779 SettlMethodElectionDateRelativeTo N –
42780 SettlMethodElectionDateOffsetPeriod N Conditionally required when
SettlMethodElectionDateOffsetUnit(42781
) is specified.
42781 SettlMethodElectionDateOffsetUnit N Conditionally required when
SettlMethodElectionDateOffsetPeriod(427
80) is specified.
42782 SettlMethodElectionDateOffsetDayType N –
42783 SettlMethodElectionDateAdjusted N –
8.340 SettlMethodElectionDateBusinessCenterGrp
d
42775 NoSettlMethodElectionDateBusinessCent N –
ers
→4277 SettlMethodElectionDateBusinessCenter N Required if
6 NoSettlMethodElectionDateBusinessCenters(427
75) > 0.
8.341 SettlRateDisruptionFallbackGrp
40085 NoSettlRateFallbacks N –
→40086 SettlRatePostponementMaximumDays N Required if NoSettlRateFallbacks(40085) > 0.
→Component SettlRateFallbackRateSource N –
→40088 SettlRatePostponementSurvey N –
→40089 SettlRatePostponementCalculationAgent N –

8.342 SettlRateFallbackRateSource
40373 SettlRateFallbackRateSource N –
40655 SettlRateFallbackReferencePage N Conditionally required when
SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement
Rate Option) or 99 (Other).
8.343 SpreadOrBenchmarkCurveData
218 Spread N For Fixed Income
220 BenchmarkCurveCurrency N –
221 BenchmarkCurveName N –
222 BenchmarkCurvePoint N –
662 BenchmarkPrice N –
663 BenchmarkPriceType N Must be present if BenchmarkPrice is used.
699 BenchmarkSecurityID N The identifier of the benchmark security, e.g. Treasury against
Corporate bond.
761 BenchmarkSecurityIDSource N Source of BenchmarkSecurityID. If not specified, then ID Source is
understood to be the same as that in the Instrument block.
8.344 StandardHeader
8 BeginString Y FIXT.1.1 (Always unencrypted, must be first field in message)
9 BodyLength Y (Always unencrypted, must be second field in message)
35 MsgType Y (Always unencrypted, must be third field in message)
1128 ApplVerID N Indicates application version using a service pack identifier.
The ApplVerID applies to a specific message occurrence.
1156 ApplExtID N –
1129 CstmApplVerID N Used to support bilaterally agreed custom functionality
49 SenderCompID Y (Always unencrypted)
56 TargetCompID Y (Always unencrypted)
115 OnBehalfOfCompID N Trading partner company ID used when sending messages via
a third party (Can be embedded within encrypted data
section.)
128 DeliverToCompID N Trading partner company ID used when sending messages via
a third party (Can be embedded within encrypted data
section.)
34 MsgSeqNum Y (Can be embedded within encrypted data section.)
50 SenderSubID N (Can be embedded within encrypted data section.)


142 SenderLocationID N Sender's LocationID (i.e. geographic location and/or desk)
(Can be embedded within encrypted data section.)
57 TargetSubID N “ADMIN” reserved for administrative messages not intended
for a specific user. (Can be embedded within encrypted data
section.)
143 TargetLocationID N Trading partner LocationID (i.e. geographic location and/or
desk) (Can be embedded within encrypted data section.)
116 OnBehalfOfSubID N Trading partner SubID used when delivering messages via a
third party. (Can be embedded within encrypted data
section.)
144 OnBehalfOfLocationID N 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.)
129 DeliverToSubID N Trading partner SubID used when delivering messages via a
third party. (Can be embedded within encrypted data
section.)
145 DeliverToLocationID N Trading partner LocationID (i.e. geographic location and/or
desk) used when delivering messages via a third party. (Can
43 PossDupFlag N 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.)
97 PossResend N Required when message may be duplicate of another
message sent under a different sequence number. (Can be
embedded within encrypted data section.)
52 SendingTime Y (Can be embedded within encrypted data section.)
122 OrigSendingTime N Required for message resent as a result of a ResendRequest.
If data is not available set to same value as SendingTime (Can
212 XmlDataLen N Required when specifying XmlData to identify the length of a
XmlData message block. (Can be embedded within encrypted
data section.)
213 XmlData N 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
347 MessageEncoding N Type of message encoding (non-ASCII characters) used in a
message's “Encoded” fields. Required if any “Encoding” fields
are used.
369 LastMsgSeqNumProcessed N 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.
Component HopGrp N Number of repeating groups of historical “hop” information.
Only applicable if OnBehalfOfCompID is used, however, its


use is optional. Note that some market regulations or
counterparties may require tracking of message hops.
8.345 StandardTrailer
10 CheckSum Y (Always unencrypted, always last field in message)
8.346 Stipulations
232 NoStipulations N –
→233 StipulationType N Required if NoStipulations >0
→234 StipulationValue N –
8.347 StreamAssetAttributeGrp
41237 NoStreamAssetAttributes N –
→41238 StreamAssetAttributeType N Required if NoStreamAssetAttributes(41237) > 0.
→41239 StreamAssetAttributeValue N –
→41240 StreamAssetAttributeLimit N –
8.348 StreamCalculationPeriodBusinessCenterGrp
d
40958 NoStreamCalculationPeriodBusinessCente N –
rs
→4007 StreamCalculationPeriodBusinessCenter N Required if
4 NoStreamCalculationPeriodBusinessCenters(4095
8) > 0.
8.349 StreamCalculationPeriodDateGrp
41241 NoStreamCalculationPeriodDates N –
→41242 StreamCalculationPeriodDate N Required if NoStreamCalculationPeriodDates(41241) > 0.
→41243 StreamCalculationPeriodDateType N When specified it applies not only to the current date but
to all subsequent dates in the group until overridden with
a new type.

8.350 StreamCalculationPeriodDates
d
41244 StreamCalculationPeriodDatesXID N –
41245 StreamCalculationPeriodDatesXIDRef N –
40073 StreamCalculationPeriodBusinessDayConvention N When specified, this overrides the
Instrument. The specified value would
be specific to this instance of the
calculation period dates of the stream.
Componen StreamCalculationPeriodBusinessCenterGrp N When specified, this overrides the
Instrument. The specified values would
Componen StreamCalculationPeriodDateGrp N –
t
40075 StreamFirstPeriodStartDateUnadjusted N –
40076 StreamFirstPeriodStartDateBusinessDayConventi N When specified, this overrides the
on business day convention defined in the
Instrument. The specified value would
Componen StreamFirstPeriodStartDateBusinessCenterGrp N When specified, this overrides the
40078 StreamFirstPeriodStartDateAdjusted N –
40079 StreamFirstRegularPeriodStartDateUnadjusted N –
40080 StreamFirstCompoundingPeriodEndDateUnadjus N –
ted
40081 StreamLastRegularPeriodEndDateUnadjusted N –
40082 StreamCalculationFrequencyPeriod N Conditionally required when
StreamCalculationFrequencyUnit(40083
) is specified.
40083 StreamCalculationFrequencyUnit N Conditionally required when
StreamCalculationFrequencyPeriod(400
82) is specified.
40084 StreamCalculationRollConvention N When specified, this overrides the date


d
calculation dates.
41246 StreamCalculationBalanceOfFirstPeriod N –
41247 StreamCalculationCorrectionPeriod N Conditionally required when
StreamCalculationCorrectionUnit(41248
) is specified.
41248 StreamCalculationCorrectionUnit N Conditionally required when
StreamCalculationCorrectionPeriod(412
47) is specified.
8.351 StreamCommodity
d
41251 StreamCommodityBase N –
41252 StreamCommodityType N –
41253 StreamCommoditySecurityID N Conditionally required when
StreamCommoditySecurityIDSource(41254)
is specified.
41254 StreamCommoditySecurityIDSource N Conditionally required when
StreamCommoditySecurityID(41253) is
specified.
Compone StreamCommodityAltIDGrp N –
nt
41255 StreamCommodityDesc N –
41256 EncodedStreamCommodityDescLen N Must be set if
EncodedCommodityDesc(41257) field is
41257 EncodedStreamCommodityDesc N Encoded (non-ASCII characters)
StreamCommodityDesc(41255) field in the
42587 StreamCommodityDeliveryPricingRegion N May be used to specify the delivery or
pricing region of a non-standard
commodity swap contract (e.g. when
Compone StreamAssetAttributeGrp N –
nt
41258 StreamCommodityUnitOfMeasure N –
41259 StreamCommodityCurrency N –
41260 StreamCommodityExchange N –


d
41261 StreamCommodityRateSource N –
41262 StreamCommodityRateReferencePage N –
41263 StreamCommodityRateReferencePageHeading N –
41264 StreamDataProvider N –
Compone StreamCommodityDataSourceGrp N –
nt
41265 StreamCommodityPricingType N –
41266 StreamCommodityNearbySettlDayPeriod N Conditionally required when
StreamCommodityNearbySettlDayUnit(412
67) is specified.
41267 StreamCommodityNearbySettlDayUnit N Conditionally required when
StreamCommodityNearbySettlDayPeriod(4
1266) is specified.
41268 StreamCommoditySettlDateUnadjusted N –
41269 StreamCommoditySettlDateBusinessDayConv N When specified, this overrides the business
this instance of settlement dates.
Compone StreamCommoditySettlBusinessCenterGrp N When specified, this overrides the business
settlement dates.
41270 StreamCommoditySettlDateAdjusted N –
41271 StreamCommoditySettlMonth N –
41272 StreamCommoditySettlDateRollPeriod N Conditionally required when
StreamCommoditySettlDateRollUnit(41273
) is specified.
41273 StreamCommoditySettlDateRollUnit N Conditionally required when
StreamCommoditySettlDateRollPeriod(412
72) is specified.
41274 StreamCommoditySettlDayType N –
Compone StreamCommoditySettlPeriodGrp N –
nt
41275 StreamCommodityXID N –
41276 StreamCommodityXIDRef N –
8.352 StreamCommodityAltIDGrp
41277 NoStreamCommodityAltIDs N –


→41278 StreamCommodityAltID N Required if NoStreamCommodityAltIDs(41277) > 0.
→41279 StreamCommodityAltIDSource N Required if NoStreamCommodityAltIDs(41277) > 0.
8.353 StreamCommodityDataSourceGrp
41280 NoStreamCommodityDataSources N –
→41281 StreamCommodityDataSourceID N Required if NoStreamCommodityDataSources(41280)
> 0.
→41282 StreamCommodityDataSourceIDType N Required if NoStreamCommodityDataSources(41280)
> 0.
8.354 StreamCommoditySettlBusinessCenterGrp
d
41249 NoStreamCommoditySettlBusinessCenter N –
s
→4125 StreamCommoditySettlBusinessCenter N Required if
0 NoStreamCommoditySettlBusinessCenters(41249
) > 0.
8.355 StreamCommoditySettlDayGrp
41283 NoStreamCommoditySettlDays N –
→41284 StreamCommoditySettlDay N Required if NoStreamCommoditySettlDays(41283)
> 0.
→41285 StreamCommoditySettlTotalHours N –
→Component StreamCommoditySettlTimeGrp N –
8.356 StreamCommoditySettlPeriodGrp
d
41289 NoStreamCommoditySettlPeriods N –
→41290 StreamCommoditySettlCountry N Required if
NoStreamCommoditySettlPeriods(41289)
> 0.
→41291 StreamCommoditySettlTimeZone N –
→41292 StreamCommoditySettlFlowType N –
→41293 StreamCommoditySettlPeriodNotional N –


d
→41294 StreamCommoditySettlPeriodNotionalUnitOf N –
Measure
→41295 StreamCommoditySettlPeriodFrequencyPeriod N Conditionally required when
StreamCommoditySettlFrequencyUnit(41
296) is specified.
→41296 StreamCommoditySettlPeriodFrequencyUnit N Conditionally required when
StreamCommoditySettlFrequencyPeriod(
→41297 StreamCommoditySettlPeriodPrice N –
→41298 StreamCommoditySettlPeriodPriceUnitOfMeas N –
ure
→41299 StreamCommoditySettlPeriodPriceCurrency N –
→41300 StreamCommoditySettlHolidaysProcessingInst N –
ruction
→Compone StreamCommoditySettlDayGrp N –
nt
→41301 StreamCommoditySettlPeriodXID N –
→41302 StreamCommoditySettlPeriodXIDRef N –
8.357 StreamCommoditySettlTimeGrp
41286 NoStreamCommoditySettlTimes N –
→41287 StreamCommoditySettlStart N Required if NoStreamCommoditySettlTimes(41286) > 0.
→41288 StreamCommoditySettlEnd N Required if NoStreamCommoditySettlTimes(41286) > 0.
→41588 StreamCommoditySettlTimeType N May be defaulted to market convention or bilaterally
8.358 StreamEffectiveBusinessCenterGrp
40960 NoStreamEffectiveBusinessCenters N –
→40909 StreamEffectiveDateBusinessCenter N Required if NoStreamEffectiveBusinessCenters(40960) >
0.
8.359 StreamEffectiveDate
40907 StreamEffectiveDateUnadjusted N –
40908 StreamEffectiveDateBusinessDayConvention N When specified, this overrides the business


instance of the effective date of the stream.
Component StreamEffectiveBusinessCenterGrp N When specified, this overrides the business
the effective date of the stream.
40910 StreamEffectiveDateRelativeTo N –
40911 StreamEffectiveDateOffsetPeriod N Conditionally required when
StreamEffectiveDateOffsetUnit(40912) is
specified.
40912 StreamEffectiveDateOffsetUnit N Conditionally required when
StreamEffectiveDateOffsetPeriod(40911) is
specified.
40913 StreamEffectiveDateOffsetDayType N –
40914 StreamEffectiveDateAdjusted N –
8.360 StreamFirstPeriodStartDateBusinessCenterGrp
d
40959 NoStreamFirstPeriodStartDateBusinessCen N –
ters
→4007 StreamFirstPeriodStartDateBusinessCenter N Required if
7 NoStreamFirstPeriodStartDateBusinessCenters(40
959) > 0.
8.361 StreamGrp
40049 NoStreams N –
→40050 StreamType N Required if NoStreams(40049) > 0.
→41303 StreamXID N –
→40051 StreamDesc N –
→42784 StreamVersion N –
→42785 StreamVersionEffectiveDate N –
→40052 StreamPaySide N –
→40053 StreamReceiveSide N –
→41305 StreamNotionalXIDRef N –
→40054 StreamNotional N –
→40055 StreamCurrency N –
→42786 StreamNotionalDeterminationMethod N –


→42787 StreamNotionalAdjustments N –
→41306 StreamNotionalFrequencyPeriod N Conditionally required when
StreamNotionalFrequencyUnit(41307) is
specified.
→41307 StreamNotionalFrequencyUnit N Conditionally required when
StreamNotionalFrequencyPeriod(41306) is
specified.
→41308 StreamNotionalCommodityFrequency N –
→41309 StreamNotionalUnitOfMeasure N –
→41310 StreamTotalNotional N –
→41311 StreamTotalNotionalUnitOfMeasure N –
→Component StreamCommodity N –
→Component StreamEffectiveDate N –
→Component StreamTerminationDate N –
→Component StreamCalculationPeriodDates N –
→Component PaymentStream N –
→Component PaymentScheduleGrp N –
→Component PaymentStubGrp N –
→Component DeliveryStream N –
→Component DeliveryScheduleGrp N –
→40056 StreamText N –
→40982 EncodedStreamTextLen N Must be set if EncodedStreamText(40983) field
→40983 EncodedStreamText N Encoded (non-ASCII characters) representation
of the StreamText(40056) field in the encoded
field.
8.362 StreamTerminationDate
d
40065 StreamTerminationDateUnadjusted N –
40066 StreamTerminationDateBusinessDayConventi N When specified, this overrides the
specific to this instance of the termination
date of the stream.
Componen StreamTerminationDateBusinessCenterGrp N When specified, this overrides the


d
specific to this instance of the termination
date of the stream.
40068 StreamTerminationDateRelativeTo N –
40069 StreamTerminationDateOffsetPeriod N Conditionally required when
StreamTerminationDateOffsetUnit(40070)
is specified.
40070 StreamTerminationDateOffsetUnit N Conditionally required when
StreamTerminationDateOffsetPeriod(4006
9) is specified.
40071 StreamTerminationDateOffsetDayType N –
40072 StreamTerminationDateAdjusted N –
8.363 StreamTerminationDateBusinessCenterGrp
d
40961 NoStreamTerminationDateBusinessCente N –
rs
→4006 StreamTerminationDateBusinessCenter N Required if
7 NoStreamTerminationDateBusinessCenters(4096
1) > 0.
8.364 TargetParties
1461 NoTargetPartyIDs N –
→1462 TargetPartyID N Required if NoTargetPartyIDs(1461) > 0.
Used to identify the party targeted for the action specified in
the message.
→1463 TargetPartyIDSource N Used to identify source of target party identifier.
→1464 TargetPartyRole N Used to identify the role of source party identifier.
→1818 TargetPartyRoleQualifier N Used to further qualify the role of the target party role.
→Component TargetPtysSubGrp N Repeating group of target party sub-identifiers.
8.365 TargetPtysSubGrp
2433 NoTargetPartySubIDs N –
→2434 TargetPartySubID N Required when NoTargetPartySubIDs(2433) > 0.
→2435 TargetPartySubIDType N Required when NoTargetPartySubIDs(2433) > 0.

8.366 ThrottleResponse
1685 ThrottleInst N –
1609 ThrottleStatus N –
1686 ThrottleCountIndicator N –
8.367 TradePriceConditionGrp
1838 NoTradePriceConditions N –
→1839 TradePriceCondition N Required if NoTradePriceConditions(1838) > 0.
8.368 TrdRegPublicationGrp
2668 NoTrdRegPublications N –
→2669 TrdRegPublicationType N Required if NoTrdRegPublications(2668) > 0.
→2670 TrdRegPublicationReason N –
8.369 TrdRegTimestamps
768 NoTrdRegTimestamps N –
→769 TrdRegTimestamp N Required if NoTrdRegTimestamps(768) > 0.
→770 TrdRegTimestampType N Required if NoTrdRegTimestamps(768) > 0.
→771 TrdRegTimestampOrigin N –
→2839 TrdRegTimestampManualIndicator N –
→1033 DeskType N –
→1034 DeskTypeSource N –
→1035 DeskOrderHandlingInst N –
→1727 InformationBarrierID N –
→2831 NBBOEntryType N May be used with TrdRegTimestampType(770)=34
(Reference time for NBBO).
→2832 NBBOPrice N May be used with TrdRegTimestampType(770)=34
→2833 NBBOQty N May be used with TrdRegTimestampType(770)=34
→2834 NBBOSource N May be used with TrdRegTimestampType(770)=34

8.370 TrdgSesGrp
386 NoTradingSessions N –
→336 TradingSessionID N Required if NoTradingSessions is > 0.
→625 TradingSessionSubID N –
8.371 UndInstrmtGrp
711 NoUnderlyings N –
→Component UnderlyingInstrument N Required if NoUnderlyings(711) > 0.
8.372 UndSecAltIDGrp
457 NoUnderlyingSecurityAltID N –
→458 UnderlyingSecurityAltID N –
→459 UnderlyingSecurityAltIDSource N –
8.373 UnderlyingAdditionalTermBondRefGrp
d
41340 NoUnderlyingAdditionalTermBondRefs N –
→413 UnderlyingAdditionalTermBondSecurityID N Required if
41 NoUnderlyingAdditionalTermBondRefs(41340) >
0.
→417 UnderlyingAdditionalTermBondSecurityIDSo N Conditionally required when
01 urce UnderlyingAdditionalTermBondSecurityID(41341)
is specified.
→417 UnderlyingAdditionalTermBondDesc N –
09
→417 EncodedUnderlyingAdditionalTermBondDesc N Must be set if
10 Len EncodedUnderlyingAdditionalTermBondDesc(417
precede it.
→417 EncodedUnderlyingAdditionalTermBondDesc N Encoded (non-ASCII characters) representation of
11 the UnderlyingAdditionalTermBondDesc(41709)
→417 UnderlyingAdditionalTermBondCurrency N –
12
→420 UnderlyingAdditionalTermBondIssuer N –
17


d
→420 EncodedUnderlyingAdditionalTermBondIssue N Must be set if
25 rLen EncodedUnderlyingAdditionalTermBondIssuer(42
precede it.
→420 EncodedUnderlyingAdditionalTermBondIssue N Encoded (non-ASCII characters) representation of
26 r the UnderlyingAdditionalTermBondIssuer(42017)
→420 UnderlyingAdditionalTermBondSeniority N –
27
→420 UnderlyingAdditionalTermBondCouponType N –
28
→420 UnderlyingAdditionalTermBondCouponRate N –
29
→420 UnderlyingAdditionalTermBondMaturityDate N –
30
→420 UnderlyingAdditionalTermBondParValue N –
31
→420 UnderlyingAdditionalTermBondCurrentTotalI N –
32 ssuedAmount
→420 UnderlyingAdditionalTermBondCouponFrequ N Conditionally required when
33 encyPeriod UnderlyingAdditionalTermBondCouponFrequenc
→420 UnderlyingAdditionalTermBondCouponFrequ N Conditionally required when
34 encyUnit UnderlyingAdditionalTermBondCouponFrequenc
→420 UnderlyingAdditionalTermBondDayCount N –
35
8.374 UnderlyingAdditionalTermGrp
d
42036 NoUnderlyingAdditionalTerms N –
→42037 UnderlyingAdditionalTermConditionPrecedentBondIn N Required if
dicator NoUnderlyingAdditionalTerms(42
036) > 0.
→42038 UnderlyingAdditionalTermDiscrepancyClauseIndicator N –
→Compone UnderlyingAdditionalTermBondRefGrp N –
nt

8.375 UnderlyingAssetAttributeGrp
2312 NoUnderlyingAssetAttributes N –
→2313 UnderlyingAssetAttributeType N Required if NoUnderlyingAssetAttributes(2312) > 0.
→2314 UnderlyingAssetAttributeValue N –
→2315 UnderlyingAssetAttributeLimit N –
8.376 UnderlyingBusinessCenterGrp
40962 NoUnderlyingBusinessCenters N –
→40963 UnderlyingBusinessCenter N Required if NoUnderlyingBusinessCenters(40962) > 0.
8.377 UnderlyingCashSettlDate
d
42790 UnderlyingCashSettlDateUnadjusted N –
42791 UnderlyingCashSettlDateBusinessDayConventi N When specified, this overrides the
DateAdjustment component in the
Instrument component. The specified
value would be specific to this instance of
the cash settlement provision.
Componen UnderlyingCashSettlDateBusinessCenterGrp N When specified, this overrides the
DateAdjustment component in the
Instrument component. The specified
the cash settlement provision.
42792 UnderlyingCashSettlDateRelativeTo N –
42793 UnderlyingCashSettlDateOffsetPeriod N Conditionally required when
UnderlyingCashSettlDateOffsetUnit(42794
) is specified.
42794 UnderlyingCashSettlDateOffsetUnit N Conditionally required when
UnderlyingCashSettlDateOffsetPeriod(427
93) is specified.
42795 UnderlyingCashSettlDateOffsetDayType N –
42796 UnderlyingCashSettlDateAdjusted N –

8.378 UnderlyingCashSettlDateBusinessCenterGrp
d
42788 NoUnderlyingCashSettlDateBusinessCente N –
rs
→4278 UnderlyingCashSettlDateBusinessCenter N Required if
9 NoUnderlyingCashSettlDateBusinessCenters(4278
8) > 0.
8.379 UnderlyingCashSettlDealerGrp
42039 NoUnderlyingCashSettlDealers N –
→42040 UnderlyingCashSettlDealer N Required if NoUnderlyingCashSettlDealers(42039) > 0.
8.380 UnderlyingCashSettlTermGrp
d
42041 NoUnderlyingCashSettlTerms N –
→42042 UnderlyingCashSettlCurrency N Required if
NoUnderlyingCashSettlTerms(42
041) > 0.
→42043 UnderlyingCashSettlValuationFirstBusinessDayOffset N –
→42044 UnderlyingCashSettlValuationSubsequentBusinessDay N –
sOffset
→42045 UnderlyingCashSettlNumOfValuationDates N –
→42046 UnderlyingCashSettlValuationTime N –
→42047 UnderlyingCashSettlBusinessCenter N –
→42048 UnderlyingCashSettlQuoteMethod N –
→42049 UnderlyingCashSettlQuoteAmount N –
→42050 UnderlyingCashSettlQuoteCurrency N –
→42051 UnderlyingCashSettlMinimumQuoteAmount N –
→42052 UnderlyingCashSettlMinimumQuoteCurrency N –
→Compone UnderlyingCashSettlDealerGrp N –
nt
→42797 UnderlyingCashSettlPriceSource N –
→42798 UnderlyingCashSettlPriceDefault N –
→42053 UnderlyingCashSettlBusinessDays N –
→42054 UnderlyingCashSettlAmount N –
→Compone UnderlyingCashSettlDate N –
nt


d
→42055 UnderlyingCashSettlRecoveryFactor N –
→42056 UnderlyingCashSettlFixedTermIndicator N –
→42057 UnderlyingCashSettlAccruedInterestIndicator N –
→42058 UnderlyingCashSettlValuationMethod N –
→42059 UnderlyingCashSettlTermXID N –
8.381 UnderlyingComplexEventAveragingObservationGrp
d
41713 NoUnderlyingComplexEventAveragingObserv N –
ations
→417 UnderlyingComplexEventAveragingObservati N Required if
14 onNumber NoUnderlyingComplexEventAveragingObservati
ons(41713) > 0.
→417 UnderlyingComplexEventAveragingWeight N –
15
8.382 UnderlyingComplexEventCreditEventGrp
d
41716 NoUnderlyingComplexEventCreditEvents N –
→41717 UnderlyingComplexEventCreditEventType N Required if
NoUnderlyingComplexEventCreditEvents(41
716) > 0.
→41718 UnderlyingComplexEventCreditEventValue N –
→41719 UnderlyingComplexEventCreditEventCurren N –
cy
→41720 UnderlyingComplexEventCreditEventPeriod N Conditionally required when
UnderlyingComplexEventCreditEventUnit(41
721) is specified.
→41721 UnderlyingComplexEventCreditEventUnit N Conditionally required when
UnderlyingComplexEventCreditEventPeriod(
→41722 UnderlyingComplexEventCreditEventDayTy N –
pe
→41723 UnderlyingComplexEventCreditEventRateSo N –
urce
→Compone UnderlyingComplexEventCreditEventQualif N –
nt ierGrp

8.383 UnderlyingComplexEventCreditEventQualifierGrp
d
41724 NoUnderlyingComplexEventCreditEventQu N –
alifiers
→4172 UnderlyingComplexEventCreditEventQualif N Required if
5 ier NoUnderlyingComplexEventCreditEventQualifiers
(41724) > 0.
8.384 UnderlyingComplexEventCreditEventSourceGrp
d
41748 NoUnderlyingComplexEventCreditEventSou N –
rces
→4174 UnderlyingComplexEventCreditEventSource N Required if
9 NoUnderlyingCreditEventCreditEventSources(41
748) > 0.
8.385 UnderlyingComplexEventDateBusinessCenterGrp
d
41737 NoUnderlyingComplexEventDateBusinessC N –
enters
→4173 UnderlyingComplexEventDateBusinessCent N Required if
8 er NoUnderlyingComplexEventDateBusinessCenters(
41737) > 0.
8.386 UnderlyingComplexEventDates
2053 NoUnderlyingComplexEventDates N –
→2054 UnderlyingComplexEventStartDate N Required if
NoUnderlyingComplexEventDates(2054) > 0.
→2055 UnderlyingComplexEventEndDate N Required if
NoUnderlyingComplexEventDates(2054) > 0.
→Component UnderlyingComplexEventTimes N –
8.387 UnderlyingComplexEventPeriodDateGrp
d
41726 NoUnderlyingComplexEventPeriodDateTi N –
mes


d
→4172 UnderlyingComplexEventPeriodDate N Required if
7 NoUnderlyingComplexEventPeriodDateTimes(417
26) > 0.
→4172 UnderlyingComplexEventPeriodTime N –
8
8.388 UnderlyingComplexEventPeriodGrp
d
41729 NoUnderlyingComplexEventPeriods N –
→41730 UnderlyingComplexEventPeriodType N Required if
NoUnderlyingComplexEventPeriods(41
729) > 0.
→41731 UnderlyingComplexEventBusinessCenter N –
→Compone UnderlyingComplexEventScheduleGrp N –
nt
→Compone UnderlyingComplexEventPeriodDateGrp N –
nt
→Compone UnderlyingComplexEventAveragingObservatio N –
nt nGrp
8.389 UnderlyingComplexEventRateSourceGrp
d
41732 NoUnderlyingComplexEventRateSources N –
→4173 UnderlyingComplexEventRateSource N Required if
3 NoUnderlyingComplexEventRateSources(417
32) > 0.
→4173 UnderlyingComplexEventRateSourceType N Required if
4 NoUnderlyingComplexEventRateSources(417
32) > 0.
→4173 UnderlyingComplexEventReferencePage N Conditionally required when
5 ComplexEventRateSource(41014) = 99
(Other).
→4173 UnderlyingComplexEventReferencePageHeadi N –
6 ng
8.390 UnderlyingComplexEventRelativeDate
d
41739 UnderlyingComplexEventDateUnadjusted N –


d
41740 UnderlyingComplexEventDateRelativeTo N –
41741 UnderlyingComplexEventDateOffsetPeriod N Conditionally required when
UnderlyingComplexEventDateOffsetUnit(41
742) is specified.
41742 UnderlyingComplexEventDateOffsetUnit N Conditionally required when
UnderlyingComplexEventDateOffsetPeriod(
41743 UnderlyingComplexEventDateOffsetDayType N –
41744 UnderlyingComplexEventDateBusinessDayCon N When specified, this overrides the business
UnderlyingDateAdjustment component in
UnderlyingInstrument. The specified value
would be specific to the underlying
complex event dates.
Compone UnderlyingComplexEventDateBusinessCenter N When specified, this overrides the business
nt Grp centers defined in the
UnderlyingInstrument. The specified values
41745 UnderlyingComplexEventDateAdjusted N –
41746 UnderlyingComplexEventFixingTime N –
41747 UnderlyingComplexEventFixingTimeBusinessC N –
enter
8.391 UnderlyingComplexEventScheduleGrp
d
41750 NoUnderlyingComplexEventSchedules N –
→4175 UnderlyingComplexEventScheduleStartDat N Required if
1 e NoUnderlyingComplexEventSchedules(41750) > 0.
→4175 UnderlyingComplexEventScheduleEndDate N –
2
→4175 UnderlyingComplexEventScheduleFrequenc N Conditionally required when
3 yPeriod UnderlyingComplexEventScheduleFrequencyUnit(
→4175 UnderlyingComplexEventScheduleFrequenc N Conditionally required when
4 yUnit UnderlyingComplexEventScheduleFrequencyPerio
→4175 UnderlyingComplexEventScheduleRollConv N When specified, this overrides the date roll
5 ention convention defined in the
UnderlyingInstrument. The specified values would


d
be specific to this instance of the option schedule
dates.
8.392 UnderlyingComplexEventTimes
2056 NoUnderlyingComplexEventTimes N –
→2057 UnderlyingComplexEventStartTime N Required if NoUnderlyingComplexEventTimes(2056) > 0.
→2058 UnderlyingComplexEventEndTime N Required if NoUnderlyingComplexEventTimes(2056) > 0.
8.393 UnderlyingComplexEvents
d
2045 NoUnderlyingComplexEvents N –
→2046 UnderlyingComplexEventType N Required if
NoUnderlyingComplexEvents(2045) >
0.
→2261 UnderlyingComplexOptPayoutPaySide N –
→2262 UnderlyingComplexOptPayoutReceiveSide N –
→2263 UnderlyingComplexOptPayoutUnderlier N –
→2047 UnderlyingComplexOptPayoutAmount N –
→2264 UnderlyingComplexOptPayoutPercentage N –
→2265 UnderlyingComplexOptPayoutTime N –
→2266 UnderlyingComplexOptPayoutCurrency N –
→2048 UnderlyingComplexEventPrice N –
→2267 UnderlyingComplexEventPricePercentage N –
→2049 UnderlyingComplexEventPriceBoundaryMethod N –
→2050 UnderlyingComplexEventPriceBoundaryPrecision N –
→2051 UnderlyingComplexEventPriceTimeType N –
→2052 UnderlyingComplexEventCondition N Conditionally required when there
are more than one
UnderlyingComplexEvent
occurrences. A chain of events must
be linked together through use of the
UnderlyingComplexEventCondition(2
052) in which the relationship
between any two events is described.
For any two occurances of events the
first occurrence will specify the
UnderlyingComplexEventCondition(2
052) which links it with the second
event.


d
→Compone UnderlyingComplexEventDates N –
nt
→2268 UnderlyingComplexEventCurrencyOne N –
→2269 UnderlyingComplexEventCurrencyTwo N –
→2270 UnderlyingComplexEventQuoteBasis N –
→2271 UnderlyingComplexEventFixedFXRate N –
→2419 UnderlyingComplexEventSpotRate N –
→2420 UnderlyingComplexEventForwardPoints N –
→2272 UnderlyingComplexEventDeterminationMethod N –
→2273 UnderlyingComplexEventCalculationAgent N –
→2274 UnderlyingComplexEventStrikePrice N –
→2275 UnderlyingComplexEventStrikeFactor N –
→2276 UnderlyingComplexEventStrikeNumberOfOptions N –
→Compone UnderlyingComplexEventRateSourceGrp N –
nt
→Compone UnderlyingComplexEventRelativeDate N –
nt
→Compone UnderlyingComplexEventPeriodGrp N –
nt
→2277 UnderlyingComplexEventCreditEventsXIDRef N –
→2278 UnderlyingComplexEventCreditEventNotifyingPar N –
ty
→2279 UnderlyingComplexEventCreditEventBusinessCen N –
ter
→2280 UnderlyingComplexEventCreditEventStandardSou N –
rces
→2281 UnderlyingComplexEventCreditEventMinimumSo N –
urces
→Compone UnderlyingComplexEventCreditEventSourceGrp N –
nt
→Compone UnderlyingComplexEventCreditEventGrp N –
nt
→2611 UnderlyingComplexEventFuturesPriceValuation N –
→2612 UnderlyingComplexEventOptionsPriceValuation N –
→2613 UnderlyingComplexEventPVFinalPriceElectionFall N –
back
→2282 UnderlyingComplexEventXID N –
→2283 UnderlyingComplexEventXIDRef N –

8.394 UnderlyingDateAdjustment
40964 UnderlyingBusinessDayConvention N –
Component UnderlyingBusinessCenterGrp N –
40965 UnderlyingDateRollConvention N –
8.395 UnderlyingDeliveryScheduleGrp
'd
41756 NoUnderlyingDeliverySchedules N –
→41757 UnderlyingDeliveryScheduleType N Required if
NoUnderlyingDeliverySchedules(41756) >
0.
→41758 UnderlyingDeliveryScheduleXID N –
→41759 UnderlyingDeliveryScheduleNotional N –
→41760 UnderlyingDeliveryScheduleNotionalUnitOfMea N –
sure
→41761 UnderlyingDeliveryScheduleNotionalCommodity N –
Frequency
→41762 UnderlyingDeliveryScheduleNegativeTolerance N –
→41763 UnderlyingDeliverySchedulePositiveTolerance N –
→41764 UnderlyingDeliveryScheduleToleranceUnitOfMe N –
asure
→41765 UnderlyingDeliveryScheduleToleranceType N Conditionally required when
UnderlyingDeliveryScheduleNegativeToler
ance(41762) or
UnderlyingDeliverySchedulePositiveToler
ance(41763) is specified.
→41766 UnderlyingDeliveryScheduleSettlCountry N –
→41767 UnderlyingDeliveryScheduleSettlTimeZone N –
→41768 UnderlyingDeliveryScheduleSettlFlowType N –
→41769 UnderlyingDeliveryScheduleSettlHolidaysProces N –
singInstruction
→Compon UnderlyingDeliveryScheduleSettlDayGrp N –
ent
8.396 UnderlyingDeliveryScheduleSettlDayGrp
d
41770 NoUnderlyingDeliveryScheduleSettlDays N –


d
→41771 UnderlyingDeliveryScheduleSettlDay N Required if
NoUnderlyingDeliveryScheduleSettlDays(417
70) > 0.
→41772 UnderlyingDeliveryScheduleSettlTotalHo N –
urs
→Componen UnderlyingDeliveryScheduleSettlTimeGr N –
t p
8.397 UnderlyingDeliveryScheduleSettlTimeGrp
41773 NoUnderlyingDeliveryScheduleSettlTimes N –
→41774 UnderlyingDeliveryScheduleSettlStart N Required if
NoUnderlyingDeliveryScheduleSettlTimes(41773)
> 0.
→41775 UnderlyingDeliveryScheduleSettlEnd N Required if
NoUnderlyingDeliveryScheduleSettlTimes(41773)
> 0.
→41776 UnderlyingDeliveryScheduleSettlTimeType N May be defaulted to market convention or
bilaterally agreed if not specified.
8.398 UnderlyingDeliveryStream
41777 UnderlyingDeliveryStreamType N –
Component UnderlyingDeliveryStreamCommoditySourceGrp N –
41778 UnderlyingDeliveryStreamPipeline N –
41779 UnderlyingDeliveryStreamEntryPoint N –
41780 UnderlyingDeliveryStreamWithdrawalPoint N –
41781 UnderlyingDeliveryStreamDeliveryPoint N –
42196 UnderlyingDeliveryStreamDeliveryPointSource N –
42197 UnderlyingDeliveryStreamDeliveryPointDesc N –
41782 UnderlyingDeliveryStreamDeliveryRestriction N –
41783 UnderlyingDeliveryStreamDeliveryContingency N –
41784 UnderlyingDeliveryStreamDeliveryContingentPartySide N –
41785 UnderlyingDeliveryStreamDeliverAtSourceIndicator N –
41786 UnderlyingDeliveryStreamRiskApportionment N –
41587 UnderlyingDeliveryStreamRiskApportionmentSource N –
Component UnderlyingDeliveryStreamCycleGrp N –
41787 UnderlyingDeliveryStreamTitleTransferLocation N –


41788 UnderlyingDeliveryStreamTitleTransferCondition N –
41789 UnderlyingDeliveryStreamImporterOfRecord N –
41790 UnderlyingDeliveryStreamNegativeTolerance N –
41791 UnderlyingDeliveryStreamPositiveTolerance N –
41792 UnderlyingDeliveryStreamToleranceUnitOfMeasure N –
41793 UnderlyingDeliveryStreamToleranceType N –
41794 UnderlyingDeliveryStreamToleranceOptionSide N –
41795 UnderlyingDeliveryStreamTotalPositiveTolerance N –
41796 UnderlyingDeliveryStreamTotalNegativeTolerance N –
41797 UnderlyingDeliveryStreamNotionalConversionFactor N –
41798 UnderlyingDeliveryStreamTransportEquipment N –
41799 UnderlyingDeliveryStreamElectingPartySide N –
43096 UnderlyingDeliveryStreamRouteOrCharter N –
8.399 UnderlyingDeliveryStreamCommoditySourceGrp
d
41808 NoUnderlyingDeliveryStreamCommoditySo N –
urces
→4180 UnderlyingDeliveryStreamCommoditySour N Required if
9 ce NoUnderlyingDeliveryStreamCommoditySources(
41808) > 0.
8.400 UnderlyingDeliveryStreamCycleGrp
d
41804 NoUnderlyingDeliveryStreamCycles N –
→4180 UnderlyingDeliveryStreamCycleDesc N Required if
5 NoUnderlyingDeliveryStreamCycles(41804) > 0.
→4180 EncodedUnderlyingDeliveryStreamCycleDes N Must be set if
6 cLen EncodedUnderlyingDeliveryStreamCycleDesc(41
precede it.
→4180 EncodedUnderlyingDeliveryStreamCycleDes N Encoded (non-ASCII characters) representation
7 c of the
UnderlyingDeliverySreamCycleDesc(41805) field

8.401 UnderlyingDividendAccrualFloatingRate
d
4280 UnderlyingDividendFloatingRateIndex N –
1
4280 UnderlyingDividendFloatingRateIndexCurveP N Conditionally required when
2 eriod UnderlyingDividendFloatingRateIndexCurveUnit(4
2803) is specified.
4280 UnderlyingDividendFloatingRateIndexCurveU N Conditionally required when
3 nit UnderlyingDividendFloatingRateIndexCurvePeriod
4280 UnderlyingDividendFloatingRateMultiplier N –
4
4280 UnderlyingDividendFloatingRateSpread N –
5
4280 UnderlyingDividendFloatingRateSpreadPositi N –
6 onType
4280 UnderlyingDividendFloatingRateTreatment N –
7
4280 UnderlyingDividendCapRate N –
8
4280 UnderlyingDividendCapRateBuySide N –
9
4281 UnderlyingDividendCapRateSellSide N –
0
4281 UnderlyingDividendFloorRate N –
1
4281 UnderlyingDividendFloorRateBuySide N –
2
4281 UnderlyingDividendFloorRateSellSide N –
3
4281 UnderlyingDividendInitialRate N –
4
4281 UnderlyingDividendFinalRateRoundingDirecti N –
5 on
4281 UnderlyingDividendFinalRatePrecision N –
6
4281 UnderlyingDividendAveragingMethod N –
7
4281 UnderlyingDividendNegativeRateTreatment N –
8

8.402 UnderlyingDividendAccrualPaymentDate
'd
42819 UnderlyingDividendAccrualPaymentDateRelativ N –
eTo
42820 UnderlyingDividendAccrualPaymentDateOffset N Conditionally required when
Period UnderlyingDividendAccrualPaymentDateOffs
42821 UnderlyingDividendAccrualPaymentDateOffset N Conditionally required when
Unit UnderlyingDividendAccrualPaymentDateOffs
42822 UnderlyingDividendAccrualPaymentDateOffset N –
DayType
42823 UnderlyingDividendAccrualPaymentDateUnadj N –
usted
42824 UnderlyingDividendAccrualPaymentDateBusine N When specified, this overrides the business
UnderlyingInstrument. The value would be
specific to this instance of
Compon UnderlyingDividendAccrualPaymentDateBusin N When specified, this overrides the business
ent essCenterGrp centers defined in the
UnderlyingInstrument. The values would be
42825 UnderlyingDividendAccrualPaymentDateAdjust N –
ed
8.403 UnderlyingDividendAccrualPaymentDateBusinessCenterGrp
'd
42799 NoUnderlyingDividendAccrualPaymentDate N –
BusinessCenters
→428 UnderlyingDividendAccrualPaymentDateBus N Required if
00 inessCenter NoUnderlyingDividendAccrualPaymentDateBusine
8.404 UnderlyingDividendConditions
42826 UnderlyingDividendReinvestmentIndicator N –
42827 UnderlyingDividendEntitlementEvent N –
42828 UnderlyingDividendAmountType N –


42829 UnderlyingDividendUnderlierRefID N –
Component UnderlyingDividendPeriodGrp N –
42830 UnderlyingExtraordinaryDividendPartySide N –
42831 UnderlyingExtraordinaryDividendAmountType N –
42832 UnderlyingExtraordinaryDividendCurrency N –
42833 UnderlyingExtraordinaryDividendDeterminationMethod N –
Component UnderlyingDividendFXTriggerDate N –
Component UnderlyingDividendAccrualFloatingRate N –
42834 UnderlyingDividendAccrualFixedRate N –
Component UnderlyingDividendAccrualPaymentDate N –
42835 UnderlyingDividendCompoundingMethod N –
42836 UnderlyingDividendNumOfIndexUnits N –
42837 UnderlyingDividendCashPercentage N –
42838 UnderlyingDividendCashEquivalentPercentage N –
42839 UnderlyingNonCashDividendTreatment N –
42840 UnderlyingDividendComposition N –
42841 UnderlyingSpecialDividendsIndicator N –
42842 UnderlyingMaterialDividendsIndicator N –
42843 UnderlyingOptionsExchangeDividendsIndicator N –
42844 UnderlyingAdditionalDividendsIndicator N –
42845 UnderlyingAllDividendsIndicator N –
8.405 UnderlyingDividendFXTriggerDate
d
42846 UnderlyingDividendFXTriggerDateRelativeTo N –
42847 UnderlyingDividendFXTriggerDateOffsetPeriod N Conditionally required when
UnderlyingDividendFXTriggerDateOffsetUnit
42848 UnderlyingDividendFXTriggerDateOffsetUnit N Conditionally required when
UnderlyingDividendFXTriggerDateOffsetPeri
42849 UnderlyingDividendFXTriggerDateOffsetDayTy N –
pe
42850 UnderlyingDividendFXTriggerDateUnadjusted N –
42851 UnderlyingDividendFXTriggerDateBusinessDay N When specified, this overrides the business
UnderlyingInstrument. The value would be


d
UnderlyingDividendFXTriggerDate.
Compon UnderlyingDividendFXTriggerDateBusinessCe N When specified, this overrides the business
ent nterGrp centers defined in the
UnderlyingInstrument. The values would be
UnderlyingDividendFXTriggerDate.
42852 UnderlyingDividendFXTriggerDateAdjusted N –
8.406 UnderlyingDividendFXTriggerDateBusinessCenterGrp
d
42853 NoUnderlyingDividendFXTriggerDateBusine N –
ssCenters
→428 UnderlyingDividendFXTriggerDateBusinessC N Required if
54 enter NoUnderlyingDividendFXTriggerDateBusinessCent
ers(42853) > 0.
8.407 UnderlyingDividendPaymentGrp
42855 NoUnderlyingDividendPayments N –
→42856 UnderlyingDividendPaymentDate N Required if NoUnderlyingDividendPayments (42855) >
0.
→42857 UnderlyingDividendPaymentAmount N Required if NoUnderlyingDividendPayments (42855) >
0.
→42858 UnderlyingDividendPaymentCurrency N –
→42859 UnderlyingDividendAccruedInterest N –
8.408 UnderlyingDividendPayout
42860 UnderlyingDividendPayoutRatio N –
42861 UnderlyingDividendPayoutConditions N –
Component UnderlyingDividendPaymentGrp N –
8.409 UnderlyingDividendPeriodBusinessCenterGrp
d
42882 NoUnderlyingDividendPeriodBusinessCent N –
ers


d
→4288 UnderlyingDividendPeriodBusinessCenter N Required if
3 NoUnderlyingDividendPeriodBusinessCenters(428
82) > 0.
8.410 UnderlyingDividendPeriodGrp
d
42862 NoUnderlyingDividendPeriods N –
→42863 UnderlyingDividendPeriodSequence N Required if
NoUnderlyingDividendPeriods(42862) > 0.
→42864 UnderlyingDividendPeriodStartDateUnadju N –
sted
→42865 UnderlyingDividendPeriodEndDateUnadjus N –
ted
→42866 UnderlyingDividendPeriodUnderlierRefID N When specified, this overrides
UnderlyingDividendUnderlierRefID(42829). The
→42867 UnderlyingDividendPeriodStrikePrice N –
→42868 UnderlyingDividendPeriodBusinessDayCon N When specified, this overrides the business day
vention convention defined in the
would be specific to this dividend period
instance.
→Compon UnderlyingDividendPeriodBusinessCenter N When specified, this overrides the business
ent Grp centers defined in the
would be specific to this dividend period
instance.
→42869 UnderlyingDividendPeriodValuationDateU N –
nadjusted
→42870 UnderlyingDividendPeriodValuationDateR N –
elativeTo
→42871 UnderlyingDividendPeriodValuationDateOf N Conditionally required when
fsetPeriod UnderlyingDividendPeriodValuationDateOffset
→42872 UnderlyingDividendPeriodValuationDateOf N Conditionally required when
fsetUnit UnderlyingDividendPeriodValuationDateOffset
Period(42871) is specified.
→42873 UnderlyingDividendPeriodValuationDateOf N –
fsetDayType


d
→42874 UnderlyingDividendPeriodValuationDateA N –
djusted
→42875 UnderlyingDividendPeriodPaymentDateUn N –
adjusted
→42876 UnderlyingDividendPeriodPaymentDateRel N –
ativeTo
→42877 UnderlyingDividendPeriodPaymentDateOff N Conditionally required when
setPeriod UnderlyingDividendPeriodPaymentDateOffset
→42878 UnderlyingDividendPeriodPaymentDateOff N Conditionally required when
setUnit UnderlyingDividendPeriodPaymentDateOffsetP
→42879 UnderlyingDividendPeriodPaymentDateOff N –
setDayType
→42880 UnderlyingDividendPeriodPaymentDateAd N –
justed
→42881 UnderlyingDividendPeriodXID N –
8.411 UnderlyingEvntGrp
1981 NoUnderlyingEvents N –
→1982 UnderlyingEventType N Required if NoUnderlyingEvents(1982) > 0.
→1983 UnderlyingEventDate N Conditionally required when UnderlyingEventTime(1984) is
specified.
→1984 UnderlyingEventTime N –
→1985 UnderlyingEventTimeUnit N Conditionally required when
UnderlyingEventTimePeriod(1986) is specified.
→1986 UnderlyingEventTimePeriod N Conditionally required when
UnderlyingEventTimeUnit(1985) is specified.
→2342 UnderlyingEventMonthYear N –
→1987 UnderlyingEventPx N –
→2071 UnderlyingEventText N –
→2072 EncodedUnderlyingEventTextLen N Must be set if EncodedUnderlyingEventText(2073) field is
→2073 EncodedUnderlyingEventText N Encoded (non-ASCII characters) representation of the
UnderlyingEventText(2071) field in the encoded format

8.412 UnderlyingExtraordinaryEventGrp
42884 NoUnderlyingExtraordinaryEvents N –
→42885 UnderlyingExtraordinaryEventType N Required if NoUnderlyingExtraordinaryEvents(42884) >
0.
→42886 UnderlyingExtraordinaryEventValue N Required if NoUnderlyingExtraordinaryEvents(42884) >
0.
8.413 UnderlyingInstrument
311 UnderlyingSymbol N –
312 UnderlyingSymbolSfx N –
309 UnderlyingSecurityID N –
305 UnderlyingSecurityIDSource N –
Component UndSecAltIDGrp N –
2874 UnderlyingID N 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 referenc
is allowed or needed.
462 UnderlyingProduct N –
Component UnderlyingSecurityXML N Embedded XML document describing the underlyin
instrument.
463 UnderlyingCFICode N –
2894 UnderlyingUPICode N –
310 UnderlyingSecurityType N –
763 UnderlyingSecuritySubType N –
313 UnderlyingMaturityMonthYear N –
542 UnderlyingMaturityDate N –
1213 UnderlyingMaturityTime N –
1837 UnderlyingContractPriceRefMonth N –
241 UnderlyingCouponPaymentDate N –
1453 UnderlyingRestructuringType N –
1454 UnderlyingSeniority N –
2614 UnderlyingNotional N –
2615 UnderlyingNotionalCurrency N –
2616 UnderlyingNotionalDeterminationMethod N –
2617 UnderlyingNotionalAdjustments N –
2619 UnderlyingNotionalXIDRef N –


1455 UnderlyingNotionalPercentageOutstanding N –
1456 UnderlyingOriginalNotionalPercentageOutstanding N –
1459 UnderlyingAttachmentPoint N –
1460 UnderlyingDetachmentPoint N –
242 UnderlyingIssueDate N –
246 UnderlyingFactor N –
256 UnderlyingCreditRating N –
595 UnderlyingInstrRegistry N –
592 UnderlyingCountryOfIssue N –
593 UnderlyingStateOrProvinceOfIssue N –
594 UnderlyingLocaleOfIssue N –
316 UnderlyingStrikePrice N –
941 UnderlyingStrikeCurrency N –
317 UnderlyingOptAttribute N –
436 UnderlyingContractMultiplier N –
1437 UnderlyingContractMultiplierUnit N –
2363 UnderlyingTradingUnitPeriodMultiplier N –
1441 UnderlyingFlowScheduleType N –
998 UnderlyingUnitOfMeasure N –
1423 UnderlyingUnitOfMeasureQty N –
1718 UnderlyingUnitOfMeasureCurrency N –
1424 UnderlyingPriceUnitOfMeasure N –
1425 UnderlyingPriceUnitOfMeasureQty N –
1719 UnderlyingPriceUnitOfMeasureCurrency N –
1000 UnderlyingTimeUnit N Used to indicate a time unit for the contract (e.g., d
weeks, months, etc.)
1419 UnderlyingExerciseStyle N –
1526 UnderlyingPriceQuoteCurrency N –
435 UnderlyingCouponRate N –
308 UnderlyingSecurityExchange N –
306 UnderlyingIssuer N –
362 EncodedUnderlyingIssuerLen N Must be set if UnderlyingEncodedIssuer(363) field is
363 EncodedUnderlyingIssuer N Encoded (non-ASCII characters) representation of th
UnderlyingIssuer(363) field in the encoded format
2742 UnderlyingFinancialInstrumentShortName N –


2720 UnderlyingFinancialInstrumentFullName N –
2721 EncodedUnderlyingFinancialInstrumentFullNameLen N Must be set if
EncodedUnderlyingFinancialInstrumentFullName(27
2722 EncodedUnderlyingFinancialInstrumentFullName N Encoded (non-ASCII characters) representation of th
UnderlyingFinancialInstrumentFullName(2720) field
2723 UnderlyingIndexCurveUnit N Requires UnderlyingSecurityID(305) to identify the
index. Requires UnderlyingIndexCurvePeriod(2724).
2724 UnderlyingIndexCurvePeriod N Requires UnderlyingSecurityID(305) to identify the
index. Requires UnderlyingIndexCurveUnit(2723).
307 UnderlyingSecurityDesc N –
364 EncodedUnderlyingSecurityDescLen N Must be set if UnderlyingEncodedSecurityDesc(307)
365 EncodedUnderlyingSecurityDesc N Encoded (non-ASCII characters) representation of th
UnderlyingSecurityDesc(307) field in the encoded
format specified via the MessageEncoding(347) field
877 UnderlyingCPProgram N –
878 UnderlyingCPRegType N –
972 UnderlyingAllocationPercent N Specific to the < UnderlyingInstrument > Percent of
Strike Price that this underlying represents. Necessa
for derivatives that deliver into more than one
underlying instrument.
318 UnderlyingCurrency N Specific to the <UnderlyingInstrument> (not in
<Instrument>)
879 UnderlyingQty N Specific to the <UnderlyingInstrument> (not in
<Instrument>)
Unit amount of the underlying security (par, shares,
currency, etc.)
975 UnderlyingSettlementType N Specific to the < UnderlyingInstrument > Indicates
order settlement period for the underlying deliverab
component.
973 UnderlyingCashAmount N Specific to the < UnderlyingInstrument > Cash amou
associated with the underlying component. Necessa
for derivatives that deliver into more than one
underlying instrument and one of the underlying's i
fixed cash value.
974 UnderlyingCashType N Specific to the < UnderlyingInstrument > Used for
derivatives that deliver into cash underlying. Indicat
that the cash is either fixed or difference value
(difference between strike and current underlying
price)
810 UnderlyingPx N Specific to the <UnderlyingInstrument> (not in
<Instrument>)


In a financing deal clean price (percent-of-par or pe
unit) of the underlying security or basket.
882 UnderlyingDirtyPrice N Specific to the <UnderlyingInstrument> (not in
<Instrument>)
In a financing deal price (percent-of-par or per unit)
the underlying security or basket. “Dirty” means it
includes accrued interest
883 UnderlyingEndPrice N Specific to the <UnderlyingInstrument> (not in
<Instrument>)
In a financing deal price (percent-of-par or per unit)
the underlying security or basket at the end of the
agreement.
884 UnderlyingStartValue N Specific to the <UnderlyingInstrument> (not in
<Instrument>)
Currency value attributed to this collateral at the sta
of the agreement
885 UnderlyingCurrentValue N Specific to the <UnderlyingInstrument> (not in
<Instrument>)
Currency value currently attributed to this collatera
886 UnderlyingEndValue N Specific to the <UnderlyingInstrument> (not in
<Instrument>)
Currency value attributed to this collateral at the en
of the agreement
2885 UnderlyingAccruedInterestAmt N –
2886 UnderlyingNumDaysInterest N –
Component UnderlyingStipulations N Specific to the <UnderlyingInstrument> (not in
<Instrument>)
Insert here the contents of the
<UnderlyingStipulations> Component Block
1044 UnderlyingAdjustedQuantity N Specific to the <UnderlyingInstrument> (not in
<Instrument>). For listed derivatives margin
management, this is the number of shares adjusted
upcoming corporate action. Used only for securities
which are optionable and are between ex-date and
settlement date (4 days).
1045 UnderlyingFXRate N Specific to the <UnderlyingInstrument> (not in
<Instrument>). Foreign exchange rate used to comp
UnderlyingCurrentValue (885) (or market value) fro
UnderlyingCurrency (318) to Currency (15).
1046 UnderlyingFXRateCalc N Specific to the <UnderlyingInstrument> (not in
<Instrument>). Specified whether UnderlyingFxRate
(1045) should be multiplied or divided to derive
UnderlyingCurrentValue (885).
1038 UnderlyingCapValue N –
Component UndlyInstrumentParties N –
1039 UnderlyingSettlMethod N –
315 UnderlyingPutOrCall N Used to express option right


2683 UnderlyingInTheMoneyCondition N Used to express in-the-moneyness behavior in gene
terms for the option without the use of
UnderlyingStrikePrice(316) and
UnderlyingPutOrCall(315).
2687 UnderlyingContraryInstructionEligibilityIndicator N –
1988 UnderlyingConstituentWeight N –
1989 UnderlyingCouponType N –
1990 UnderlyingTotalIssuedAmount N –
1991 UnderlyingCouponFrequencyPeriod N Conditionally required when
UnderlyingCouponFrequencyUnit(1992) is specified
1992 UnderlyingCouponFrequencyUnit N Conditionally required when
UnderlyingCouponFrequencyPeriod(1991) is specifie
1993 UnderlyingCouponDayCount N –
2881 UnderlyingCouponOtherDayCount N –
1994 UnderlyingObligationID N –
1995 UnderlyingObligationIDSource N Conditionally required when
UnderlyingObligationID(1994) is specified.
1996 UnderlyingEquityID N –
1997 UnderlyingEquityIDSource N Conditionally required when UnderlyingEquityID(19
is specified.
2620 UnderlyingFutureID N –
2621 UnderlyingFutureIDSource N Required if UnderlyingFutureID(2620) is specified.
Component UnderlyingEvntGrp N –
1998 UnderlyingLienSeniority N –
1999 UnderlyingLoanFacility N –
2000 UnderlyingReferenceEntityType N –
2003 UnderlyingIndexSeries N –
2004 UnderlyingIndexAnnexVersion N –
2005 UnderlyingIndexAnnexDate N –
2006 UnderlyingIndexAnnexSource N –
2284 UnderlyingSettlRateIndex N –
2285 UnderlyingSettlRateIndexLocation N –
2286 UnderlyingOptionExpirationDesc N –
2287 EncodedUnderlyingOptionExpirationDescLen N Must be set if
EncodedUnderlyingOptionExpirationDesc(2288) fiel
2288 EncodedUnderlyingOptionExpirationDesc N Encoded (non-ASCII characters) representation of th
UnderlyingOptionExpirationDesc(2286) field in the


2007 UnderlyingProductComplex N –
2008 UnderlyingSecurityGroup N –
2009 UnderlyingSettleOnOpenFlag N –
2010 UnderlyingAssignmentMethod N –
2011 UnderlyingSecurityStatus N –
2012 UnderlyingObligationType N –
2491 UnderlyingAssetGroup N –
2013 UnderlyingAssetClass N Required if UnderlyingAssetSubClass(2014) is specif
2014 UnderlyingAssetSubClass N Required if UnderlyingAssetType(2015) is specified.
2015 UnderlyingAssetType N Required if UnderlyingAssetSubType(2744) is specif
2744 UnderlyingAssetSubType N –
Component UnderlyingSecondaryAssetGrp N –
Component UnderlyingAssetAttributeGrp N –
2016 UnderlyingSwapClass N –
2289 UnderlyingSwapSubClass N –
2017 UnderlyingNthToDefault N Conditionally required when
UnderlyingMthToDefault(2018) is specified.
2018 UnderlyingMthToDefault N –
2019 UnderlyingSettledEntityMatrixSource N –
2020 UnderlyingSettledEntityMatrixPublicationDate N –
2021 UnderlyingStrikeMultiplier N –
2022 UnderlyingStrikeValue N –
2290 UnderlyingStrikeUnitOfMeasure N –
2622 UnderlyingStrikeIndexCurvePoint N –
2291 UnderlyingStrikeIndex N –
2623 UnderlyingStrikeIndexQuote N –
2292 UnderlyingStrikeIndexSpread N –
2023 UnderlyingStrikePriceDeterminationMethod N –
2024 UnderlyingStrikePriceBoundaryMethod N When specified, UnderlyingPutOrCall(315),
UnderlyingStrikePrice(316), and
UnderlyingStrikePriceBoundaryPrecision(2025) mus
also be specified.
2025 UnderlyingStrikePriceBoundaryPrecision N –
2026 UnderlyingMinPriceIncrement N –
2027 UnderlyingMinPriceIncrementAmount N –
2028 UnderlyingOptPayoutType N –


2029 UnderlyingOptPayoutAmount N Conditionally required if
UnderlyingOptPayoutType(2028) = 3 (Binary).
2757 UnderlyingReturnTrigger N –
2030 UnderlyingPriceQuoteMethod N –
2031 UnderlyingValuationMethod N –
2293 UnderlyingValuationSource N –
2294 UnderlyingValuationReferenceModel N –
2032 UnderlyingListMethod N –
2033 UnderlyingCapPrice N –
2034 UnderlyingFloorPrice N –
2035 UnderlyingFlexibleIndicator N –
2036 UnderlyingFlexProductEligibilityIndicator N –
2037 UnderlyingPositionLimit N –
2038 UnderlyingNTPositionLimit N –
2039 UnderlyingPool N –
2040 UnderlyingContractSettlMonth N –
2041 UnderlyingDatedDate N –
2042 UnderlyingInterestAccrualDate N –
2043 UnderlyingShortSaleRestriction N –
2044 UnderlyingRefTickTableID N –
41314 UnderlyingProtectionTermXIDRef N –
41315 UnderlyingSettlTermXIDRef N –
Component UnderlyingComplexEvents N –
2295 UnderlyingStrategyType N –
2296 UnderlyingCommonPricingIndicator N –
2297 UnderlyingSettlDisruptionProvision N –
2756 UnderlyingDeliveryRouteOrCharter N –
2298 UnderlyingInstrumentRoundingDirection N –
2299 UnderlyingInstrumentRoundingPrecision N –
Component UnderlyingDateAdjustment N –
Component UnderlyingPricingDateTime N –
Component UnderlyingMarketDisruption N –
Component UnderlyingOptionExercise N –
Component UnderlyingStreamGrp N –
Component UnderlyingProvisionGrp N –
Component UnderlyingAdditionalTermGrp N –


Component UnderlyingProtectionTermGrp N –
Component UnderlyingCashSettlTermGrp N –
Component UnderlyingPhysicalSettlTermGrp N –
Component UnderlyingRateSpreadSchedule N –
Component UnderlyingDividendPayout N –
Component UnderlyingExtraordinaryEventGrp N –
2624 UnderlyingExtraordinaryEventAdjustmentMethod N –
2625 UnderlyingExchangeLookAlike N –
2626 UnderlyingAverageVolumeLimitationPercentage N –
2627 UnderlyingAverageVolumeLimitationPeriodDays N –
2628 UnderlyingDepositoryReceiptIndicator N –
2629 UnderlyingOpenUnits N –
2630 UnderlyingBasketDivisor N –
2631 UnderlyingInstrumentXID N –
8.414 UnderlyingMarketDisruption
'd
41859 UnderlyingMarketDisruptionProvision N –
Compon UnderlyingMarketDisruptionEventGrp N –
ent
41860 UnderlyingMarketDisruptionFallbackProvisi N –
on
Compon UnderlyingMarketDisruptionFallbackGrp N –
ent
Compon UnderlyingMarketDisruptionFallbackRefer N –
ent encePriceGrp
41861 UnderlyingMarketDisruptionMaximumDays N –
41862 UnderlyingMarketDisruptionMaterialityPer N If specified, the disruption event should be
centage specified in
UnderlyingMarketDisruptionEventGrp.
41863 UnderlyingMarketDisruptionMinimumFutu N Applicable only when
resContracts UnderlyingMarketDisruptionEvent(41865)='DeM
inimisTrading'.
8.415 UnderlyingMarketDisruptionEventGrp
41864 NoUnderlyingMarketDisruptionEvents N –


→41865 UnderlyingMarketDisruptionEvent N Required if
NoUnderlyingMarketDisruptionEvents(41864) > 0.
→41338 UnderlyingMarketDisruptionValue N –
8.416 UnderlyingMarketDisruptionFallbackGrp
41866 NoUnderlyingMarketDisruptionFallbacks N –
→41867 UnderlyingMarketDisruptionFallbackType N Required if
NoUnderlyingMarketDisruptionFallbacks(41866)
> 0.
The sequence of entries specifies the order in
which the fallback provisions should be applied.
→41339 UnderlyingMarketDisruptionFallbackValue N –
8.417 UnderlyingMarketDisruptionFallbackReferencePriceGrp
Tag Name Re Description
q'd
4186 NoUnderlyingMarketDisruptionFallbackRefere N –
8 ncePrices
→41 UnderlyingMarketDisruptionFallbackUnderlier N Required if
869 Type NoUnderlyingMarketDisruptionFallbackReferenc
ePrices (41868) > 0.
→41 UnderlyingMarketDisruptionFallbackUnderlier N Conditionally required whem
870 SecurityID UnderlyingMarketDisruptionFallbackUnderlierSec
urityIDSource(41871) is specified.
→41 UnderlyingMarketDisruptionFallbackUnderlier N Conditionally required whem
871 SecurityIDSource UnderlyingMarketDisruptionFallbackUnderlierSec
urityID(41870) is specified.
→41 UnderlyingMarketDisruptionFallbackUnderlier N –
872 SecurityDesc
→41 EncodedUnderlyingMarketDisruptionFallbackU N Must be set if
873 nderlierSecurityDescLen EncodedUnderlyingMarketDisruptionFallbackUnd
erlierSecurityDesc(41874) field is specified and
→41 EncodedUnderlyingMarketDisruptionFallbackU N Encoded (non-ASCII characters) representation of
874 nderlierSecurityDesc the
UnderlyingMarketDisruptionFallbackUnderlierSec
urityDesc(41872) field in the encoded format
→41 UnderlyingMarketDisruptionFallbackOpenUnit N –
875 s
→41 UnderlyingMarketDisruptionFallbackBasketCur N –
876 rency


q'd
→41 UnderlyingMarketDisruptionFallbackBasketDiv N –
877 isor
8.418 UnderlyingOptionExercise
d
41810 UnderlyingExerciseDesc N –
41811 EncodedUnderlyingExerciseDescLen N Must be set if
EncodedUnderlyingExerciseDesc(41812
) field is specified and must
41812 EncodedUnderlyingExerciseDesc N Encoded (non-ASCII characters)
UnderlyingExerciseDesc(41810) field in
41813 UnderlyingAutomaticExerciseIndicator N –
41814 UnderlyingAutomaticExerciseThresholdRate N –
41815 UnderlyingExerciseConfirmationMethod N –
41816 UnderlyingManualNoticeBusinessCenter N –
41817 UnderlyingFallbackExerciseIndicator N –
41818 UnderlyingLimitedRightToConfirmIndicator N –
41819 UnderlyingExerciseSplitTicketIndicator N –
42887 UnderlyingSettlMethodElectingPartySide N –
Componen UnderlyingSettlMethodElectionDate N –
t
Componen UnderlyingOptionExerciseDates N –
t
Componen UnderlyingOptionExerciseExpiration N –
t
Componen UnderlyingOptionExerciseMakeWholeProvisio N –
t n
8.419 UnderlyingOptionExerciseBusinessCenterGrp
d
41820 NoUnderlyingOptionExerciseBusinessCent N –
ers
→4182 UnderlyingOptionExerciseBusinessCenter N Required if
1 NoUnderlyingOptionExerciseBusinessCenters(418
20) > 0.

8.420 UnderlyingOptionExerciseDateGrp
41841 NoUnderlyingOptionExerciseDates N –
→41842 UnderlyingOptionExerciseDate N Required if NoUnderlyingOptionExerciseDates(41841) >
0.
→41843 UnderlyingOptionExerciseDateType N When specified it applies not only to the current date
8.421 UnderlyingOptionExerciseDates
d
41822 UnderlyingOptionExerciseBusinessDayConv N When specified, this overrides the business
would be specific to the underlying exercise
dates.
Compone UnderlyingOptionExerciseBusinessCenterG N When specified, this overrides the business
nt rp centers defined in the
would be specific to the underlying option
exercise dates.
Compone UnderlyingOptionExerciseDateGrp N –
nt
41823 UnderlyingOptionExerciseEarliestDateOffset N –
DayType
41824 UnderlyingOptionExerciseEarliestDateOffset N Conditionally required when
Period UnderlyingOptionExerciseEarliestDateUnit(418
25) is specified.
41825 UnderlyingOptionExerciseEarliestDateOffset N Conditionally required when
Unit UnderlyingOptionExerciseEarliestDatePeriod(4
1824) is specified.
41826 UnderlyingOptionExerciseFrequencyPeriod N Conditinally required when
UnderlyingOptionExerciseFrequencyUnit(4182
7) is specified.
41827 UnderlyingOptionExerciseFrequencyUnit N Conditinally required when
UnderlyingOptionExerciseFrequencyPeriod(41
826) is specified.
41828 UnderlyingOptionExerciseStartDateUnadjus N –
ted
41829 UnderlyingOptionExerciseStartDateRelative N –
To


d
41830 UnderlyingOptionExerciseStartDateOffsetPe N Conditionally required when
riod UnderlyingOptionExerciseStartDateOffsetUnit(
41831 UnderlyingOptionExerciseStartDateOffsetU N Conditionally required when
nit UnderlyingOptionExerciseStartDateOffsetPerio
41832 UnderlyingOptionExerciseStartDateOffsetDa N –
yType
41833 UnderlyingOptionExerciseStartDateAdjuste N –
d
41834 UnderlyingOptionExerciseSkip N –
41835 UnderlyingOptionExerciseNominationDeadli N –
ne
41836 UnderlyingOptionExerciseFirstDateUnadjust N –
ed
41837 UnderlyingOptionExerciseLastDateUnadjust N –
ed
41838 UnderlyingOptionExerciseEarliestTime N –
41839 UnderlyingOptionExerciseLatestTime N –
41840 UnderlyingOptionExerciseTimeBusinessCent N –
er
8.422 UnderlyingOptionExerciseExpiration
'd
41846 UnderlyingOptionExerciseExpirationDateBusine N When specified, this overrides the business
would be specific to the underlying exercise
expiration dates.
Compon UnderlyingOptionExerciseExpirationDateBusin N When specified, this overrides the business
ent essCenterGrp centers defined in the
would be specific to the underlying option
exercise expiration dates.
Compon UnderlyingOptionExerciseExpirationDateGrp N –
ent
41847 UnderlyingOptionExerciseExpirationDateRelativ N –
eTo
41848 UnderlyingOptionExerciseExpirationDateOffset N Conditionally required when
Period UnderlyingOptionExerciseExpirationDateOffs


'd
41849 UnderlyingOptionExerciseExpirationDateOffset N Conditionally required when
Unit UnderlyingOptionExerciseExpirationDateOffs
41850 UnderlyingOptionExerciseExpirationFrequencyP N Conditionally required when
eriod UnderlyingOptionExerciseExpirationFrequen
cyUnit(41851) is specified.
41851 UnderlyingOptionExerciseExpirationFrequency N Conditionally required when
Unit UnderlyingOptionExerciseExpirationFrequen
cyPeriod(41850) is specified.
41852 UnderlyingOptionExerciseExpirationRollConven N When specified, this overrides the date roll
tion convention defined in the
41853 UnderlyingOptionExerciseExpirationDateOffset N –
DayType
41854 UnderlyingOptionExerciseExpirationTime N –
41855 UnderlyingOptionExerciseExpirationTimeBusine N –
ssCenter
8.423 UnderlyingOptionExerciseExpirationDateBusinessCenterGrp
'd
41844 NoUnderlyingOptionExerciseExpirationDate N –
BusinessCenters
→418 UnderlyingOptionExerciseExpirationDateBus N Required if
45 inessCenter NoUnderlyingOptionExerciseExpirationDateBusine
8.424 UnderlyingOptionExerciseExpirationDateGrp
41856 NoUnderlyingOptionExerciseExpirationDates N –
→41857 UnderlyingOptionExerciseExpirationDate N Required if
NoUnderlyingOptionExpirationDates(41856) >
0.
→41858 UnderlyingOptionExerciseExpirationDateType N When specified it applies not only to the
current date but to all subsequent dates in
the group until overridden with a new type.

8.425 UnderlyingOptionExerciseMakeWholeProvision
42888 UnderlyingMakeWholeDate N –
42889 UnderlyingMakeWholeAmount N –
42890 UnderlyingMakeWholeBenchmarkCurveName N –
42891 UnderlyingMakeWholeBenchmarkCurvePoint N –
42892 UnderlyingMakeWholeRecallSpread N –
42893 UnderlyingMakeWholeBenchmarkQuote N –
42894 UnderlyingMakeWholeInterpolationMethod N –
8.426 UnderlyingPaymentScheduleFixingDateBusinessCenterGrp
'd
40966 NoUnderlyingPaymentScheduleFixingDateB N –
usinessCenters
→406 UnderlyingPaymentScheduleFixingDateBusi N Required if
90 nessCenter NoUnderlyingPaymentScheduleFixingDateBusines
8.427 UnderlyingPaymentScheduleFixingDayGrp
d
41878 NoUnderlyingPaymentScheduleFixingDays N –
→4187 UnderlyingPaymentScheduleFixingDayOfWe N Required if
9 ek NoUnderlyingPaymentScheduleFixingDays(418
78) > 0.
→4188 UnderlyingPaymentScheduleFixingDayNumb N –
0 er
8.428 UnderlyingPaymentScheduleGrp
q'd
40664 NoUnderlyingPaymentSchedules N –
→40665 UnderlyingPaymentScheduleType N Required if
NoUnderlyingPaymentScheules(40664) > 0.
→41881 UnderlyingPaymentScheduleXID N –
→41882 UnderlyingPaymentScheduleXIDRef N –
→40666 UnderlyingPaymentScheduleStubType N –
→40667 UnderlyingPaymentScheduleStartDateUnadjus N –
ted


q'd
→40668 UnderlyingPaymentScheduleEndDateUnadjust N –
ed
→40669 UnderlyingPaymentSchedulePaySide N –
→40670 UnderlyingPaymentScheduleReceiveSide N –
→40671 UnderlyingPaymentScheduleNotional N –
→40672 UnderlyingPaymentScheduleCurrency N –
→40673 UnderlyingPaymentScheduleRate N –
→40674 UnderlyingPaymentScheduleRateMultiplier N –
→40675 UnderlyingPaymentScheduleRateSpread N –
→41883 UnderlyingPaymentScheduleRateCurrency N –
→41884 UnderlyingPaymentScheduleRateUnitOfMeas N –
ure
→41885 UnderlyingPaymentScheduleRateConversionF N –
actor
→41886 UnderlyingPaymentScheduleRateSpreadType N –
→40676 UnderlyingPaymentScheduleRateSpreadPositi N –
onType
→40677 UnderlyingPaymentScheduleRateTreatment N –
→40678 UnderlyingPaymentScheduleFixedAmount N –
→40679 UnderlyingPaymentScheduleFixedCurrency N –
→41887 UnderlyingPaymentScheduleSettlPeriodPrice N –
→41888 UnderlyingPaymentScheduleSettlPeriodPriceC N –
urrency
→41889 UnderlyingPaymentScheduleSettlPeriodPriceU N –
nitOfMeasure
→41890 UnderlyingPaymentScheduleStepUnitOfMeas N –
ure
→40680 UnderlyingPaymentScheduleStepFrequencyPe N Conditionally required when
riod UnderlyingPaymentScheduleStepFrequeencyU
→40681 UnderlyingPaymentScheduleStepFrequencyU N Conditionally required when
nit UnderlyingPaymentScheduleStepFrequeencyP
→40682 UnderlyingPaymentScheduleStepOffsetValue N –
→40683 UnderlyingPaymentScheduleStepRate N –
→40684 UnderlyingPaymentScheduleStepOffsetRate N –
→40685 UnderlyingPaymentScheduleStepRelativeTo N –
→Comp UnderlyingPaymentScheduleRateSourceGrp N –
onent


q'd
→40686 UnderlyingPaymentScheduleFixingDateUnadju N –
sted
→40687 UnderlyingPaymentScheduleWeight N –
→40688 UnderlyingPaymentScheduleFixingDateRelativ N –
eTo
→40689 UnderlyingPaymentScheduleFixingDateBusine N When specified, this overrides the business
ssDayCnvtn day convention defined in the
underlying instrument's payment schedule.
→Comp UnderlyingPaymentScheduleFixingDateBusin N When specified, this overrides the business
onent essCenterGrp centers defined in the
→40691 UnderlyingPaymentScheduleFixingDateOffset N Conditionally required when
Period UnderlyingPaymentScheduleFixingDateOffsetU
→40692 UnderlyingPaymentScheduleFixingDateOffset N Conditionally required when
Unit UnderlyingPaymentScheduleFixingDateOffsetP
→40693 UnderlyingPaymentScheduleFixingDateOffset N –
DayType
→41891 UnderlyingPaymentScheduleFixingDayDistribu N –
tion
→41892 UnderlyingPaymentScheduleFixingDayCount N –
→40694 UnderlyingPaymentScheduleFixingDateAdjust N –
ed
→Comp UnderlyingPaymentScheduleFixingDayGrp N –
onent
→41893 UnderlyingPaymentScheduleFixingLagPeriod N Conditionally required when
UnderlyingPaymentScheduleFixingLagUnit(418
94) is specified.
→41894 UnderlyingPaymentScheduleFixingLagUnit N Conditionally required when
UnderlyingPaymentScheduleFixingLagPeriod(4
1893) is specified.
→41895 UnderlyingPaymentScheduleFixingFirstObserv N Conditionally required when
ationDateOffsetPeriod UnderlyingPaymentScheduleFixingFirstObserva
tionDateOffsetUnit(41896) is specified.
→41896 UnderlyingPaymentScheduleFixingFirstObserv N Conditionally required when
ationDateOffsetUnit UnderlyingPaymentScheduleFixingFirstObserva
tionDateOffsetPeriod(41895) is specified.
→40695 UnderlyingPaymentScheduleFixingTime N –


q'd
→40696 UnderlyingPaymentScheduleFixingTimeBusine N –
ssCenter
→40697 UnderlyingPaymentScheduleInterimExchange N –
PaymentDateRelativeTo
→40698 UnderlyingPaymentScheduleInterimExchange N When specified, this overrides the business
DatesBusinessDayConvention day convention defined in the
→Comp UnderlyingPaymentScheduleInterimExchang N When specified, this overrides the business
onent eDateBusinessCenterGrp centers defined in the
→40700 UnderlyingPaymentScheduleInterimExchange N Conditionally required when
DatesOffsetPeriod UnderlyingPaymentScheduleInterimExchangeD
atesOffsetUnit(40701) is specified.
→40701 UnderlyingPaymentScheduleInterimExchange N Conditionally required when
DatesOffsetUnit UnderlyingPaymentScheduleInterimExchangeD
atesOffsetPeriod(40700) is specified.
DatesOffsetDayType
DateAdjusted
8.429 UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp
q'd
4096 NoUnderlyingPaymentScheduleInterimExcha N –
7 ngeDateBusinessCenters
→40 UnderlyingPaymentScheduleInterimExchange N Required if
699 DatesBusinessCenter NoUnderlyingPaymentScheduleInterimExchangeD
ateBusinessCenters(40967) > 0.
8.430 UnderlyingPaymentScheduleRateSourceGrp
d
40704 NoUnderlyingPaymentScheduleRateSources N –
→4070 UnderlyingPaymentScheduleRateSource N Required if
5 NoUnderlyingPaymentScheduleRates(40704) >
0.


d
→4070 UnderlyingPaymentScheduleRateSourceTyp N Required if
6 e NoUnderlyingPaymentScheduleRates(40704) >
0.
→4070 UnderlyingPaymentScheduleReferencePage N Conditionally required when
7 UnderlyingPaymentScheduleRateSource(40705
) = 99 (Other).
8.431 UnderlyingPaymentStream
'd
40568 UnderlyingPaymentStreamType N –
40569 UnderlyingPaymentStreamMarketRate N –
40570 UnderlyingPaymentStreamDelayIndicator N –
42895 UnderlyingPaymentStreamCashSettlIndicator N –
40571 UnderlyingPaymentStreamSettlCurrency N –
40572 UnderlyingPaymentStreamDayCount N –
43107 UnderlyingPaymentStreamOtherDayCount N May be used to specify a count method not
listed in
UnderlyingPaymentStreamDayCount(40572).
40573 UnderlyingPaymentStreamAccrualDays N –
40574 UnderlyingPaymentStreamDiscountType N –
40575 UnderlyingPaymentStreamDiscountRate N –
40576 UnderlyingPaymentStreamDiscountRateDayCo N –
unt
40577 UnderlyingPaymentStreamCompoundingMeth N –
od
42896 UnderlyingPaymentStreamCompoundingXIDRe N Mutually exclusive with
f UnderlyingPaymentStreamCompoundingFixe
dRate(42900) or the
UnderlyingPaymentStreamCompoundingFloa
tingRate component.
42897 UnderlyingPaymentStreamCompoundingSprea N –
d
42898 UnderlyingPaymentStreamInterpolationMetho N –
d
42899 UnderlyingPaymentStreamInterpolationPeriod N –
40578 UnderlyingPaymentStreamInitialPrincipalExcha N –
ngeIndicator
40579 UnderlyingPaymentStreamInterimPrincipalExc N –
hangeIndicator


'd
40580 UnderlyingPaymentStreamFinalPrincipalExcha N –
ngeIndicator
41897 UnderlyingPaymentStreamFlatRateIndicator N –
41898 UnderlyingPaymentStreamFlatRateAmount N –
41899 UnderlyingPaymentStreamFlatRateCurrency N –
41900 UnderlyingPaymentStreamMaximumPayment N –
Amount
41901 UnderlyingPaymentStreamMaximumPaymentC N –
urrency
41902 UnderlyingPaymentStreamMaximumTransacti N –
onAmount
41903 UnderlyingPaymentStreamMaximumTransacti N –
onCurrency
Compon UnderlyingPaymentStreamPaymentDates N –
ent
Compon UnderlyingPaymentStreamResetDates N –
ent
Compon UnderlyingPaymentStreamFixedRate N –
ent
Compon UnderlyingPaymentStreamFloatingRate N –
ent
42900 UnderlyingPaymentStreamCompoundingFixed N Mutually exclusive with
Rate UnderlyingPaymentStreamCompoundingXID
Ref(42896) or the
UnderlyingPaymentStreamCompoundingFloa
tingRate component.
Compon UnderlyingPaymentStreamCompoundingFloat N Mutually exclusive with
ent ingRate UnderlyingPaymentStreamCompoundingFixe
dRate(42900) or the
UnderlyingPaymentStreamCompoundingXID
Ref(42896).
Compon UnderlyingPaymentStreamCompoundingDate N –
ent s
Compon UnderlyingPaymentStreamNonDeliverableSet N –
ent tlTerms
8.432 UnderlyingPaymentStreamCompoundingDateGrp
d
42901 NoUnderlyingPaymentStreamCompounding N –
Dates


d
→4290 UnderlyingPaymentStreamCompoundingDa N Required if
2 te NoUnderlyingPaymentStreamCompoundingDates
(42901) > 0.
→4290 UnderlyingPaymentStreamCompoundingDa N When specified it applies not only to the current
3 teType date instance but to all subsequent date
8.433 UnderlyingPaymentStreamCompoundingDates
'd
42904 UnderlyingPaymentStreamCompoundingDatesB N When specified, this overrides the business
would be specific to payment stream
compounding dates.
Compo UnderlyingPaymentStreamCompoundingDates N When specified, this overrides the business
nent BusinessCenterGrp centers defined in the
would be specific to payment stream
compounding dates.
Compo UnderlyingPaymentStreamCompoundingDate N –
nent Grp
42905 UnderlyingPaymentStreamCompoundingDatesR N –
elativeTo
42906 UnderlyingPaymentStreamCompoundingDates N Conditionally required when
OffsetPeriod UnderlyingPaymentStreamCompoundingDate
sOffsetUnit(42907) is specified.
42907 UnderlyingPaymentStreamCompoundingDates N Conditionally required when
OffsetUnit UnderlyingPaymentStreamCompoundingDate
sOffsetPeriod(42906) is specified.
42908 UnderlyingPaymentStreamCompoundingDates N –
OffsetDayType
42909 UnderlyingPaymentStreamCompoundingPeriod N –
Skip
Compo UnderlyingPaymentStreamCompoundingStart N –
nent Date
Compo UnderlyingPaymentStreamCompoundingEndD N –
nent ate
42910 UnderlyingPaymentStreamCompoundingFreque N Conditionally required when
ncyPeriod UnderlyingPaymentStreamCompoundingFreq
uencyUnit(42911) is specified.


'd
42911 UnderlyingPaymentStreamCompoundingFreque N Conditionally required when
ncyUnit UnderlyingPaymentStreamCompoundingFreq
uencyPeriod(42910) is specified.
42912 UnderlyingPaymentStreamCompoundingRollCo N When specified, this overrides the date roll
nvention convention defined in the
payment stream dates.
42913 UnderlyingPaymentStreamBoundsFirstDateUna N –
djusted
42914 UnderlyingPaymentStreamBoundsLastDateUna N –
djusted
8.434 UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp
'd
4291 NoUnderlyingPaymentStreamCompoundingD N –
5 atesBusinessCenters
→42 UnderlyingPaymentStreamCompoundingDat N Required if
916 esBusinessCenter NoUnderlyingPaymentStreamCompoundingDates
BusinessCenters(42915) > 0.
8.435 UnderlyingPaymentStreamCompoundingEndDate
'd
429 UnderlyingPaymentStreamCompoundingEndD N –
17 ateUnadjusted
18 ateRelativeTo
429 UnderlyingPaymentStreamCompoundingEndD N Conditionally required when
19 ateOffsetPeriod UnderlyingPaymentStreamCompoundingEndDate
429 UnderlyingPaymentStreamCompoundingEndD N Conditionally required when
20 ateOffsetUnit UnderlyingPaymentStreamCompoundingEndDate
21 ateOffsetDayType
22 ateAdjusted

8.436 UnderlyingPaymentStreamCompoundingFloatingRate
'd
429 UnderlyingPaymentStreamCompoundingRateIn N –
23 dex
429 UnderlyingPaymentStreamCompoundingRateIn N Conditionally required if
24 dexCurvePeriod UnderlyingPaymentStreamCompoundingRateInd
exCurveUnit(42925) is specified.
429 UnderlyingPaymentStreamCompoundingRateIn N Conditionally required if
25 dexCurveUnit UnderlyingPaymentStreamCompoundingRateInd
exCurvePeriod(42924) is specified.
429 UnderlyingPaymentStreamCompoundingRateM N –
26 ultiplier
429 UnderlyingPaymentStreamCompoundingRateSp N –
27 read
429 UnderlyingPaymentStreamCompoundingRateSp N –
28 readPositionType
429 UnderlyingPaymentStreamCompoundingRateTr N –
29 eatment
429 UnderlyingPaymentStreamCompoundingCapRat N –
30 e
31 eBuySide
32 eSellSide
429 UnderlyingPaymentStreamCompoundingFloorR N –
33 ate
34 ateBuySide
35 ateSellSide
429 UnderlyingPaymentStreamCompoundingInitialR N –
36 ate
429 UnderlyingPaymentStreamCompoundingFinalR N –
37 ateRoundingDirection
429 UnderlyingPaymentStreamCompoundingFinalR N –
38 atePrecision
429 UnderlyingPaymentStreamCompoundingAverag N –
39 ingMethod
429 UnderlyingPaymentStreamCompoundingNegati N –
40 veRateTreatment

8.437 UnderlyingPaymentStreamCompoundingStartDate
'd
429 UnderlyingPaymentStreamCompoundingStart N –
41 DateUnadjusted
42 DateRelativeTo
429 UnderlyingPaymentStreamCompoundingStart N Conditionally required when
43 DateOffsetPeriod UnderlyingPaymentStreamCompoundingStartDate
429 UnderlyingPaymentStreamCompoundingStart N Conditionally required when
44 DateOffsetUnit UnderlyingPaymentStreamCompoundingStartDate
45 DateOffsetDayType
46 DateAdjusted
8.438 UnderlyingPaymentStreamFinalPricePaymentDate
'd
429 UnderlyingPaymentStreamFinalPricePayment N –
49 DateUnadjusted
50 DateRelativeTo
429 UnderlyingPaymentStreamFinalPricePayment N Conditionally required when
51 DateOffsetPeriod UnderlyingPaymentStreamFinalPricePaymentDate
429 UnderlyingPaymentStreamFinalPricePayment N Conditionally required when
52 DateOffsetUnit UnderlyingPaymentStreamFinalPricePaymentDate
53 DateOffsetDayType
54 DateAdjusted
8.439 UnderlyingPaymentStreamFixedRate
d
4061 UnderlyingPaymentStreamRate N Mutually exclusive with
5 UnderlyingPaymentStreamFixedAmount(40
616).
4061 UnderlyingPaymentStreamFixedAmount N Mutually exclusive with
6 UnderlyingPaymentStreamRate(40615).


d
4061 UnderlyingPaymentStreamRateOrAmountCurrenc N –
7 y
4190 UnderlyingPaymentStreamFixedAmountUnitOfMe N –
4 asure
4190 UnderlyingPaymentStreamTotalFixedAmount N –
5
4061 UnderlyingPaymentStreamFutureValueNotional N –
8
4061 UnderlyingPaymentStreamFutureValueDateAdjust N –
9 ed
4190 UnderlyingPaymentStreamWorldScaleRate N –
6
4190 UnderlyingPaymentStreamContractPrice N –
7
4190 UnderlyingPaymentStreamContractPriceCurrency N –
8
8.440 UnderlyingPaymentStreamFixingDateBusinessCenterGrp
d
40972 NoUnderlyingPaymentStreamFixingDateBus N –
inessCenters
→406 UnderlyingPaymentStreamFixingDateBusine N Required if
07 ssCenter NoUnderlyingPaymentStreamFixingDateBusinessC
enters(40972) > 0.
8.441 UnderlyingPaymentStreamFixingDateGrp
42955 NoUnderlyingPaymentStreamFixingDates N –
→42956 UnderlyingPaymentStreamFixingDate N Required if
NoUnderlyingPaymentStreamFixingDates(42955)
> 0.
→42957 UnderlyingPaymentStreamFixingDateType N When specified it applies not only to the current
date instance but to all subsequent date
8.442 UnderlyingPaymentStreamFloatingRate
'd
40620 UnderlyingPaymentStreamRateIndex N –


'd
40621 UnderlyingPaymentStreamRateIndexSource N –
43092 UnderlyingPaymentStreamRateIndexID N Conditionally required when
UnderlyingPaymentStreamRateIndexIDSource(
43093 UnderlyingPaymentStreamRateIndexIDSource N Conditionally required when
UnderlyingPaymentStreamRateIndexID(43092)
is specified.
40622 UnderlyingPaymentStreamRateIndexCurveUni N Conditionally required when
t UnderlyingPaymentStreamRateIndexCurvePeri
40623 UnderlyingPaymentStreamRateIndexCurvePer N Conditionally required when
iod UnderlyingPaymentStreamRateIndexCurveUni
41911 UnderlyingPaymentStreamRateIndex2CurveU N Conditionally required when
nit UnderlyingPaymentStreamRateIndexCurvePeri
od2(41912) is specified.
41912 UnderlyingPaymentStreamRateIndex2CurveP N Conditionally required when
eriod UnderlyingPaymentStreamRateIndexCurveUni
t2(41911) is specified.
41913 UnderlyingPaymentStreamRateIndexLocation N –
41914 UnderlyingPaymentStreamRateIndexLevel N –
41915 UnderlyingPaymentStreamRateIndexUnitOfM N –
easure
41916 UnderlyingPaymentStreamSettlLevel N –
41917 UnderlyingPaymentStreamReferenceLevel N –
41918 UnderlyingPaymentStreamReferenceLevelUni N –
tOfMeasure
41919 UnderlyingPaymentStreamReferenceLevelEqu N –
alsZeroIndicator
40624 UnderlyingPaymentStreamRateMultiplier N –
40625 UnderlyingPaymentStreamRateSpread N –
41920 UnderlyingPaymentStreamRateSpreadCurren N –
cy
41921 UnderlyingPaymentStreamRateSpreadUnitOf N –
Measure
41922 UnderlyingPaymentStreamRateConversionFac N –
tor
41923 UnderlyingPaymentStreamRateSpreadType N –
40626 UnderlyingPaymentStreamRateSpreadPositio N –
nType
40627 UnderlyingPaymentStreamRateTreatment N –
40628 UnderlyingPaymentStreamCapRate N –


'd
40629 UnderlyingPaymentStreamCapRateBuySide N –
40630 UnderlyingPaymentStreamCapRateSellSide N –
40631 UnderlyingPaymentStreamFloorRate N –
40632 UnderlyingPaymentStreamFloorRateBuySide N –
40633 UnderlyingPaymentStreamFloorRateSellSide N –
40634 UnderlyingPaymentStreamInitialRate N –
41924 UnderlyingPaymentStreamLastResetRate N –
41925 UnderlyingPaymentStreamFinalRate N –
40635 UnderlyingPaymentStreamFinalRateRounding N –
Direction
40636 UnderlyingPaymentStreamFinalRatePrecision N –
40637 UnderlyingPaymentStreamAveragingMethod N –
40638 UnderlyingPaymentStreamNegativeRateTreat N –
ment
41926 UnderlyingPaymentStreamCalculationLagPeri N Conditionally required when
od UnderlyingPaymentStreamCalculationLagUnit(
41927 UnderlyingPaymentStreamCalculationLagUnit N Conditionally required when
UnderlyingPaymentStreamCalculationLagPerio
42958 UnderlyingPaymentStreamFirstObservationDa N –
teUnadjusted
teRelativeTo
teOffsetDayType
41928 UnderlyingPaymentStreamFirstObservationDa N Conditionally required when
teOffsetPeriod UnderlyingPaymentStreamFirstObservationOff
setUnit(41929) is specified.
41929 UnderlyingPaymentStreamFirstObservationDa N Conditionally required when
teOffsetUnit UnderlyingPaymentStreamFirstObservationOff
setPeriod(41928) is specified.
teAdjusted
41930 UnderlyingPaymentStreamPricingDayType N –
41931 UnderlyingPaymentStreamPricingDayDistribut N –
ion
41932 UnderlyingPaymentStreamPricingDayCount N –
41933 UnderlyingPaymentStreamPricingBusinessCal N –
endar


'd
41934 UnderlyingPaymentStreamPricingBusinessDay N When specified, this overrides the business
would be specific to this instance of pricing
dates.
Compon UnderlyingPaymentStreamPricingBusinessCe N –
ent nterGrp
Compon UnderlyingPaymentStreamPricingDayGrp N –
ent
Compon UnderlyingPaymentStreamPricingDateGrp N –
ent
40639 UnderlyingPaymentStreamInflationLagPeriod N Conditionally required when
UnderlyingPaymentStreamInflationLagUnit(40
640) is specified.
40640 UnderlyingPaymentStreamInflationLagUnit N Conditionally required when
UnderlyingPaymentStreamInflationLagPeriod(
40641 UnderlyingPaymentStreamInflationLagDayTyp N –
e
40642 UnderlyingPaymentStreamInflationInterpolati N –
onMethod
40643 UnderlyingPaymentStreamInflationIndexSour N –
ce
40644 UnderlyingPaymentStreamInflationPublicatio N –
nSource
40645 UnderlyingPaymentStreamInflationInitialInde N –
xLevel
40646 UnderlyingPaymentStreamInflationFallbackBo N –
ndApplicable
40647 UnderlyingPaymentStreamFRADiscounting N –
42962 UnderlyingPaymentStreamUnderlierRefID N –
Compon UnderlyingPaymentStreamFormula N –
ent
Compon UnderlyingDividendConditions N –
ent
42963 UnderlyingReturnRateNotionalReset N –
Compon UnderlyingReturnRateGrp N –
ent
42964 UnderlyingPaymentStreamLinkInitialLevel N –
42965 UnderlyingPaymentStreamLinkClosingLevelIn N –
dicator


'd
42966 UnderlyingPaymentStreamLinkExpiringLevelIn N –
dicator
42967 UnderlyingPaymentStreamLinkEstimatedTradi N –
ngDays
42968 UnderlyingPaymentStreamLinkStrikePrice N –
42969 UnderlyingPaymentStreamLinkStrikePriceTyp N –
e
42970 UnderlyingPaymentStreamLinkMaximumBou N –
ndary
42971 UnderlyingPaymentStreamLinkMinimumBoun N –
dary
42972 UnderlyingPaymentStreamLinkNumberOfData N –
Series
42973 UnderlyingPaymentStreamVarianceUnadjuste N –
dCap
42974 UnderlyingPaymentStreamRealizedVarianceM N –
ethod
42975 UnderlyingPaymentStreamDaysAdjustmentIn N –
dicator
42976 UnderlyingPaymentStreamNearestExchangeC N –
ontractRefID
42977 UnderlyingPaymentStreamVegaNotionalAmo N –
unt
8.443 UnderlyingPaymentStreamFormula
42978 UnderlyingPaymentStreamFormulaCurrency N –
42979 UnderlyingPaymentStreamFormulaCurrencyDeterminationMethod N –
42980 UnderlyingPaymentStreamFormulaReferenceAmount N –
Component UnderlyingPaymentStreamFormulaMathGrp N –
Component UnderlyingPaymentStreamFormulaImage N –
8.444 UnderlyingPaymentStreamFormulaImage
d
4294 UnderlyingPaymentStreamFormulaImageLe N Conditionally required when
7 ngth UnderlyingPaymentStreamFormulaImage(42948)
is specified.


d
4294 UnderlyingPaymentStreamFormulaImage N Conditionally required when
8 UnderlyingPaymentStreamFormulaImageLength(4
2947) is specified.
8.445 UnderlyingPaymentStreamFormulaMathGrp
42981 NoUnderlyingPaymentStreamFormulas N –
→43111 UnderlyingPaymentStreamFormulaLength N Required if
NoUnderlyingPaymentStreamFormulas(42981) >
0
→42982 UnderlyingPaymentStreamFormula N Required if
NoUnderlyingPaymentStreamFormulas(42981) >
0.
→42983 UnderlyingPaymentStreamFormulaDesc N –
8.446 UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp
'd
4097 NoUnderlyingPaymentStreamInitialFixingDat N –
1 eBusinessCenters
→406 UnderlyingPaymentStreamInitialFixingDateB N Required if
00 usinessCenter NoUnderlyingPaymentStreamInitialFixingDateBusi
8.447 UnderlyingPaymentStreamNonDeliverableFixingDateGrp
40656 NoUnderlyingNonDeliverableFixingDates N –
→40657 UnderlyingNonDeliverableFixingDate N Required if
NoUnderlyingNonDeliverableFixingDates(40656)
> 0.
→40658 UnderlyingNonDeliverableFixingDateType N When specified it applies not only to the current
8.448 UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp
q'd
4096 NoUnderlyingPaymentStreamNonDeliverable N –
8 FixingDatesBusinessCenters


q'd
→40 UnderlyingPaymentStreamNonDeliverableFixi N Required if
650 ngDatesBusinessCenter NoUnderlyingPaymentStreamNonDeliverableFixin
gDatesBusinessCenters(40968) > 0.
8.449 UnderlyingPaymentStreamNonDeliverableSettlRateSource
'd
406 UnderlyingPaymentStreamNonDeliverableSett N –
61 lRateSource
408 UnderlyingPaymentStreamNonDeliverableSett N Conditionally required when
24 lReferencePage UnderlyingPaymentStreamNonDeliverableSettlRa
teSource(40661) = 3 (ISDA Settlement Rate
Option) or 99 (Other).
8.450 UnderlyingPaymentStreamNonDeliverableSettlTerms
q'd
40648 UnderlyingPaymentStreamNonDeliverableRefCu N –
rrency
40649 UnderlyingPaymentStreamNonDeliverableFixing N When specified, this overrides the business
DatesBusinessDayConvention day convention defined in the
underlying instrument's non-deliverable
settlement terms.
Compo UnderlyingPaymentStreamNonDeliverableFixin N When specified, this overrides the business
nent gDatesBusinessCenterGrp centers defined in the
underlying instrument's non-deliverable
settlement terms.
40651 UnderlyingPaymentStreamNonDeliverableFixing N –
DatesRelativeTo
40652 UnderlyingPaymentStreamNonDeliverableFixing N Conditionally required when
DatesOffsetPeriod UnderlyingPaymentStreamNonDeliverableFixi
ngDatesOffsetUnit(40653) is specified.
40653 UnderlyingPaymentStreamNonDeliverableFixing N Conditionally required when
DatesOffsetUnit UnderlyingPaymentStreamNonDeliverableFixi
ngDatesOffsetPeriod(40652) is specified.
40654 UnderlyingPaymentStreamNonDeliverableFixing N –
DatesOffsetDayType
Compo UnderlyingPaymentStreamNonDeliverableSettl N –
nent RateSource


q'd
Compo UnderlyingPaymentStreamNonDeliverableFixin N –
nent gDateGrp
Compo UnderlyingSettlRateDisruptionFallbackGrp N –
nent
8.451 UnderlyingPaymentStreamPaymentDateBusinessCenterGrp
'd
40969 NoUnderlyingPaymentStreamPaymentDateB N –
usinessCenters
→405 UnderlyingPaymentStreamPaymentDateBusi N Required if
82 nessCenter NoUnderlyingPaymentStreamPaymentDateBusine
8.452 UnderlyingPaymentStreamPaymentDateGrp
d
41937 NoUnderlyingPaymentStreamPaymentDat N –
es
→4193 UnderlyingPaymentStreamPaymentDate N Required if
8 NoUnderlyingPaymentStreamPaymentDates(419
37) > 0.
→4193 UnderlyingPaymentStreamPaymentDateTy N When specified it applies not only to the current
9 pe date but to all subsequent dates in the group
8.453 UnderlyingPaymentStreamPaymentDates
'd
40581 UnderlyingPaymentStreamPaymentDateBusiness N When specified, this overrides the business
DayConvention day convention defined in the
underlying instrument's payment stream's
payment dates.
Compon UnderlyingPaymentStreamPaymentDateBusines N When specified, this overrides the business
ent sCenterGrp centers defined in the
payment dates.


'd
Compon UnderlyingPaymentStreamPaymentDateGrp N –
ent
40583 UnderlyingPaymentStreamPaymentFrequencyPer N Conditionally required when
iod UnderlyingPaymentStreamPaymentFreque
ncyUnit(40584) is specified.
40584 UnderlyingPaymentStreamPaymentFrequencyUn N Conditionally required when
it UnderlyingPaymentStreamPaymentFreque
ncyPeriod(40583) is specified.
40585 UnderlyingPaymentStreamPaymentRollConventi N When specified, this overrides the date roll
on convention defined in the
stream payment dates.
40586 UnderlyingPaymentStreamFirstPaymentDateUna N –
djusted
40587 UnderlyingPaymentStreamLastRegularPaymentD N –
ateUnadjusted
40588 UnderlyingPaymentStreamPaymentDateRelative N –
To
40589 UnderlyingPaymentStreamPaymentDateOffsetPe N Conditionally required when
riod UnderlyingPaymentStreamPaymentOffsetU
40590 UnderlyingPaymentStreamPaymentDateOffsetUn N Conditionally required when
it UnderlyingPaymentStreamPaymentOffsetP
40591 UnderlyingPaymentStreamPaymentDateOffsetDa N –
yType
41940 UnderlyingPaymentStreamMasterAgreementPay N –
mentDatesIndicator
Compon UnderlyingPaymentStreamFinalPricePaymentDa N –
ent te
8.454 UnderlyingPaymentStreamPricingBusinessCenterGrp
d
41909 NoUnderlyingPaymentStreamPricingBusine N –
ssCenters
→419 UnderlyingPaymentStreamPricingBusinessC N Required if
10 enter NoUnderlyingPaymentStreamPricingBusinessCent
ers(41909) > 0.

8.455 UnderlyingPaymentStreamPricingDateGrp
d
41941 NoUnderlyingPaymentStreamPricingDates N –
→4194 UnderlyingPaymentStreamPricingDate N Required if
2 NoUnderlyingPaymentStreamPricingDates(41941
) > 0.
→4194 UnderlyingPaymentStreamPricingDateTyp N When specified it applies not only to the current
3 e date but to all subsequent dates in the group
8.456 UnderlyingPaymentStreamPricingDayGrp
d
41944 NoUnderlyingPaymentStreamPricingDays N –
→4194 UnderlyingPaymentStreamPricingDayOfWee N Required if
5 k NoUnderlyingPaymentStreamPricingDays(4194
4) > 0.
→4194 UnderlyingPaymentStreamPricingDayNumb N –
6 er
8.457 UnderlyingPaymentStreamResetDateBusinessCenterGrp
d
40970 NoUnderlyingPaymentStreamResetDateBusi N –
nessCenters
→405 UnderlyingPaymentStreamResetDateBusine N Required if
94 ssCenter NoUnderlyingPaymentStreamResetDateBusinessC
enters(40970) > 0.
8.458 UnderlyingPaymentStreamResetDates
'd
40592 UnderlyingPaymentStreamResetDateRelativeTo N –
40593 UnderlyingPaymentStreamResetDateBusinessD N When specified, this overrides the business
ayConvention day convention defined in the
reset dates.
Compon UnderlyingPaymentStreamResetDateBusiness N When specified, this overrides the business
ent CenterGrp centers defined in the


'd
reset dates.
40595 UnderlyingPaymentStreamResetFrequencyPeri N Conditionally required when
od UnderlyingPaymentStreamResetFrequencyU
40596 UnderlyingPaymentStreamResetFrequencyUnit N Conditionally required when
UnderlyingPaymentStreamResetFrequencyP
40597 UnderlyingPaymentStreamResetWeeklyRollCon N When specified, this overrides the date roll
vention convention defined in the
would be specific to this instance of the reset
dates.
40598 UnderlyingPaymentStreamInitialFixingDateRela N –
tiveTo
40599 UnderlyingPaymentStreamInitialFixingDateBusi N When specified, this overrides the business
reset dates.
Compon UnderlyingPaymentStreamInitialFixingDateBus N When specified, this overrides the business
ent inessCenterGrp centers defined in the
reset dates.
40601 UnderlyingPaymentStreamInitialFixingDateOffs N Conditionally required when
etPeriod UnderlyingPaymentStreamInitialFixingDateOf
40602 UnderlyingPaymentStreamInitialFixingDateOffs N Conditionally required when
etUnit UnderlyingPaymentStreamInitialFixingDateOf
40603 UnderlyingPaymentStreamInitialFixingDateOffs N –
etDayType
40604 UnderlyingPaymentStreamInitialFixingDateAdju N –
sted
40605 UnderlyingPaymentStreamFixingDateRelativeTo N –
40606 UnderlyingPaymentStreamFixingDateBusinessD N When specified, this overrides the business


'd
reset dates.
Compon UnderlyingPaymentStreamFixingDateBusiness N When specified, this overrides the business
reset dates.
40608 UnderlyingPaymentStreamFixingDateOffsetPeri N Conditionally required when
od UnderlyingPaymentStreamFixingDateOffsetU
40609 UnderlyingPaymentStreamFixingDateOffsetUnit N Conditionally required when
UnderlyingPaymentStreamFixingDateOffsetP
40610 UnderlyingPaymentStreamFixingDateOffsetDay N –
Type
40611 UnderlyingPaymentStreamFixingDateAdjusted N –
40612 UnderlyingPaymentStreamRateCutoffDateOffse N Conditionally required when
tPeriod UnderlyingPaymentStreamRateCutoffDateOf
40613 UnderlyingPaymentStreamRateCutoffDateOffse N Conditionally required when
tUnit UnderlyingPaymentStreamRateCutoffDateOf
40614 UnderlyingPaymentStreamRateCutoffDateOffse N –
tDayType
Compon UnderlyingPaymentStreamFixingDateGrp N –
ent
8.459 UnderlyingPaymentStubEndDate
d
42984 UnderlyingPaymentStubEndDateUnadjusted N –
42985 UnderlyingPaymentStubEndDateBusinessDayC N When specified, this overrides the business
would be specific to this payment stub
instance.
Compone UnderlyingPaymentStubEndDateBusinessCent N When specified, this overrides the business
nt erGrp centers defined in the
instance.


d
42986 UnderlyingPaymentStubEndDateRelativeTo N –
42987 UnderlyingPaymentStubEndDateOffsetPeriod N Conditionally required when
UnderlyingPaymentStubEndDateOffsetUnit(
42988 UnderlyingPaymentStubEndDateOffsetUnit N Conditionally required when
UnderlyingPaymentStubEndDateOffsetPerio
42989 UnderlyingPaymentStubEndDateOffsetDayTyp N –
e
42990 UnderlyingPaymentStubEndDateAdjusted N –
8.460 UnderlyingPaymentStubEndDateBusinessCenterGrp
d
42991 NoUnderlyingPaymentStubEndDateBusines N –
sCenters
→429 UnderlyingPaymentStubEndDateBusinessC N Required if
92 enter NoUnderlyingPaymentStubEndDateBusinessCente
rs(42991) > 0.
8.461 UnderlyingPaymentStubGrp
d
40708 NoUnderlyingPaymentStubs N –
→40709 UnderlyingPaymentStubType N Required if
NoUnderlyingPaymentStubs(40708) > 0.
→40710 UnderlyingPaymentStubLength N –
→Compon UnderlyingPaymentStubStartDate N –
ent
→Compon UnderlyingPaymentStubEndDate N –
ent
→40711 UnderlyingPaymentStubRate N –
→40712 UnderlyingPaymentStubFixedAmount N –
→40713 UnderlyingPaymentStubFixedCurrency N –
→40714 UnderlyingPaymentStubIndex N –
→40715 UnderlyingPaymentStubIndexSource N –
→40716 UnderlyingPaymentStubIndexCurvePeriod N Conditionally required when
UnderlyingPaymentStubIndexCurveUnit(4
0717) is specified.


d
→40717 UnderlyingPaymentStubIndexCurveUnit N Conditionally required when
UnderlyingPaymentStubIndexCurvePeriod(
→40718 UnderlyingPaymentStubIndexRateMultiplier N –
→40719 UnderlyingPaymentStubIndexRateSpread N –
→40720 UnderlyingPaymentStubIndexRateSpreadPosit N –
ionType
→40721 UnderlyingPaymentStubIndexRateTreatment N –
→40722 UnderlyingPaymentStubIndexCapRate N –
→40723 UnderlyingPaymentStubIndexCapRateBuySide N –
→40724 UnderlyingPaymentStubIndexCapRateSellSide N –
→40725 UnderlyingPaymentStubIndexFloorRate N –
→40726 UnderlyingPaymentStubIndexFloorRateBuySid N –
e
→40727 UnderlyingPaymentStubIndexFloorRateSellSid N –
e
→40728 UnderlyingPaymentStubIndex2 N –
→40729 UnderlyingPaymentStubIndex2Source N –
→40730 UnderlyingPaymentStubIndex2CurvePeriod N Conditionally required when
UnderlyingPaymentStubIndex2CurveUnit(
→40731 UnderlyingPaymentStubIndex2CurveUnit N Conditionally required when
UnderlyingPaymentStubIndex2CurvePerio
→40732 UnderlyingPaymentStubIndex2RateMultiplier N –
→40733 UnderlyingPaymentStubIndex2RateSpread N –
→40734 UnderlyingPaymentStubIndex2RateSpreadPos N –
itionType
→40735 UnderlyingPaymentStubIndex2RateTreatment N –
→40736 UnderlyingPaymentStubIndex2CapRate N –
→40737 UnderlyingPaymentStubIndex2FloorRate N –
8.462 UnderlyingPaymentStubStartDate
d
42993 UnderlyingPaymentStubStartDateUnadjusted N –
42994 UnderlyingPaymentStubStartDateBusinessDay N When specified, this overrides the business


d
instance.
Compone UnderlyingPaymentStubStartDateBusinessCe N When specified, this overrides the business
nt nterGrp centers defined in the
instance.
42995 UnderlyingPaymentStubStartDateRelativeTo N –
42996 UnderlyingPaymentStubStartDateOffsetPeriod N Conditionally required when
UnderlyingPaymentStubStartDateOffsetUnit
42997 UnderlyingPaymentStubStartDateOffsetUnit N Conditionally required when
UnderlyingPaymentStubStartDateOffsetPeri
42998 UnderlyingPaymentStubStartDateOffsetDayTy N –
pe
42999 UnderlyingPaymentStubStartDateAdjusted N –
8.463 UnderlyingPaymentStubStartDateBusinessCenterGrp
d
43000 NoUnderlyingPaymentStubStartDateBusine N –
ssCenters
→430 UnderlyingPaymentStubStartDateBusinessC N Required if
01 enter NoUnderlyingPaymentStubStartDateBusinessCent
ers(43000) > 0.
8.464 UnderlyingPhysicalSettlDeliverableObligationGrp
d
42065 NoUnderlyingPhysicalSettlDeliverableObliga N –
tions
→4206 UnderlyingPhysicalSettlDeliverableObligatio N Required if
6 nType NoUnderlyingPhysicalSettlDeliverableObligations
(42065) > 0.
→4206 UnderlyingPhysicalSettlDeliverableObligatio N –
7 nValue

8.465 UnderlyingPhysicalSettlTermGrp
d
42060 NoUnderlyingPhysicalSettlTerms N –
→Componen UnderlyingPhysicalSettlDeliverableObligationG N Required if
t rp NoUnderlyingPhysicalSettlTerms(4206
0) > 0.
→42061 UnderlyingPhysicalSettlCurrency N –
→42062 UnderlyingPhysicalSettlBusinessDays N –
→42063 UnderlyingPhysicalSettlMaximumBusinessDays N –
→42064 UnderlyingPhysicalSettlTermXID N –
8.466 UnderlyingPricingDateBusinessCenterGrp
41947 NoUnderlyingPricingDateBusinessCenters N –
→41948 UnderlyingPricingDateBusinessCenter N Required if
NoUnderlyingPricingDateBusinessCenters(41947)
> 0.
8.467 UnderlyingPricingDateTime
41949 UnderlyingPricingDateUnadjusted N –
41950 UnderlyingPricingDateBusinessDayConvention N When specified, this overrides the
UnderlyingInstrument. The specified
value would be specific to the underlying
Component UnderlyingPricingDateBusinessCenterGrp N When specified, this overrides the
values would be specific to the underlying
41951 UnderlyingPricingDateAdjusted N –
41952 UnderlyingPricingTime N –
41953 UnderlyingPricingTimeBusinessCenter N –
8.468 UnderlyingProtectionTermEventGrp
d
42077 NoUnderlyingProtectionTermEvents N –


d
→42078 UnderlyingProtectionTermEventType N Required if
NoUnderlyingProtectionTermEvents
(42078) > 0.
→42079 UnderlyingProtectionTermEventValue N –
→42080 UnderlyingProtectionTermEventCurrency N –
→42081 UnderlyingProtectionTermEventPeriod N Conditionally required when
UnderlyingProtectionTermEventUnit(42082
) is specified.
→42082 UnderlyingProtectionTermEventUnit N Conditionally required when
UnderlyingProtectionTermEventPeriod(420
81) is specified.
→42083 UnderlyingProtectionTermEventDayType N –
→42084 UnderlyingProtectionTermEventRateSourc N –
e
→Componen UnderlyingProtectionTermEventQualifier N –
t Grp
8.469 UnderlyingProtectionTermEventNewsSourceGrp
d
42090 NoUnderlyingProtectionTermEventNewsSo N –
urces
→4209 UnderlyingProtectionTermEventNewsSour N Required if
1 ce NoUnderlyingProtectionTermEventNewsSources(
42090) > 0.
8.470 UnderlyingProtectionTermEventQualifierGrp
d
42085 NoUnderlyingProtectionTermEventQualifi N –
ers
→4208 UnderlyingProtectionTermEventQualifier N Required if
6 NoUnderlyingProtectionTermEventQualifiers(420
85) > 0.
8.471 UnderlyingProtectionTermGrp
d
42068 NoUnderlyingProtectionTerms N –


d
→42069 UnderlyingProtectionTermNotional N Required if
NoUnderlyingProtectionTerms(42068
) > 0.
→42070 UnderlyingProtectionTermCurrency N –
→42071 UnderlyingProtectionTermSellerNotifies N –
→42072 UnderlyingProtectionTermBuyerNotifies N –
→42073 UnderlyingProtectionTermEventBusinessCenter N –
→42074 UnderlyingProtectionTermStandardSources N –
→42075 UnderlyingProtectionTermEventMinimumSource N –
s
→Componen UnderlyingProtectionTermEventNewsSourceGr N –
t p
→Componen UnderlyingProtectionTermEventGrp N –
t
→Componen UnderlyingProtectionTermObligationGrp N –
t
→42076 UnderlyingProtectionTermXID N –
8.472 UnderlyingProtectionTermObligationGrp
42087 NoUnderlyingProtectionTermObligations N –
→42088 UnderlyingProtectionTermObligationType N Required if
NoUnderlyingProtectionTermObligations(42087)
> 0.
→42089 UnderlyingProtectionTermObligationValue N –
8.473 UnderlyingProvisionCashSettlPaymentDateBusinessCenterGrp
'd
4218 NoUnderlyingProvisionCashSettlPaymentDat N –
0 eBusinessCenters
→421 UnderlyingProvisionCashSettlPaymentDateB N Required if
81 usinessCenter NoUnderlyingProvisionCashSettlPaymentDateBusi
8.474 UnderlyingProvisionCashSettlPaymentDates
'd
42092 UnderlyingProvisionCashSettlPaymentDateBusi N When specified, this overrides the busienss


'd
provisional cash settlement payment date.
Compon UnderlyingProvisionCashSettlPaymentDateBus N When specified, this overrides the business
ent inessCenterGrp centers defined in the
provisional cash settlement payment date.
42093 UnderlyingProvisionCashSettlPaymentDateRela N –
tiveTo
42094 UnderlyingProvisionCashSettlPaymentDateOffs N Conditionally required when
etPeriod UnderlyingProvisionCashSettlPaymentDateOf
42095 UnderlyingProvisionCashSettlPaymentDateOffs N Conditionally required when
etUnit UnderlyingProvisionCashSettlPaymentDateOf
42096 UnderlyingProvisionCashSettlPaymentDateOffs N –
etDayType
42097 UnderlyingProvisionCashSettlPaymentDateRan N –
geFirst
42098 UnderlyingProvisionCashSettlPaymentDateRan N –
geLast
Compon UnderlyingProvisionCashSettlPaymentFixedDa N –
ent teGrp
8.475 UnderlyingProvisionCashSettlPaymentFixedDateGrp
d
42099 NoUnderlyingProvisionCashSettlPaymentDate N –
s
→4210 UnderlyingProvisionCashSettlPaymentDate N Required if
0 NoUnderlyingProvisionCashSettlPaymentDat
es (42099) > 0.
→4210 UnderlyingProvisionCashSettlPaymentDateTy N When specified it applies not only to the
1 pe current date but to all subsequent dates in
the group until overridden with a new type.
8.476 UnderlyingProvisionCashSettlQuoteSource
42102 UnderlyingProvisionCashSettlQuoteSource N –
42103 UnderlyingProvisionCashSettlQuoteReferencePage N –

8.477 UnderlyingProvisionCashSettlValueDateBusinessCenterGrp
'd
42182 NoUnderlyingProvisionCashSettlValueDateB N –
usinessCenters
→421 UnderlyingProvisionCashSettlValueDateBusi N Required if
83 nessCenter NoUnderlyingProvisionCashSettlValueDateBusines
8.478 UnderlyingProvisionCashSettlValueDates
'd
42104 UnderlyingProvisionCashSettlValueTime N –
42105 UnderlyingProvisionCashSettlValueTimeBusines N –
sCenter
42106 UnderlyingProvisionCashSettlValueDateBusines N When specified, this overrides the busienss
provisional cash settlement value date.
Compon UnderlyingProvisionCashSettlValueDateBusine N When specified, this overrides the business
ent ssCenterGrp centers defined in the
provisional cash settlement value date.
42107 UnderlyingProvisionCashSettlValueDateRelativ N –
eTo
42108 UnderlyingProvisionCashSettlValueDateOffsetP N Conditionally required when
eriod UnderlyingProvisionCashSettlValueDateOffs
42109 UnderlyingProvisionCashSettlValueDateOffsetU N Conditionally required when
nit UnderlyingProvisionCashSettlValueDateOffs
42110 UnderlyingProvisionCashSettlValueDateOffsetD N –
ayType
42111 UnderlyingProvisionCashSettlValueDateAdjuste N –
d
8.479 UnderlyingProvisionDateBusinessCenterGrp
d
42190 NoUnderlyingProvisionDateBusinessCente N –
rs


d
→4219 UnderlyingProvisionDateBusinessCenter N Required if
1 NoUnderlyingProvisionDateBusinessCenters(4219
0) > 0.
8.480 UnderlyingProvisionGrp
d
42149 NoUnderlyingProvisions N –
→42150 UnderlyingProvisionType N Required if
NoUnderlyingProvisions(42149) > 0.
→42151 UnderlyingProvisionDateUnadjusted N –
→42152 UnderlyingProvisionDateBusinessDayConventio N When specified, this overrides the
n busienss day convention defined in the
UnderlyingDateAdjustment component
in UnderlyingInstrument. The specified
value would be specific to this instance
of the instrument provisions.
→Compone UnderlyingProvisionDateBusinessCenterGrp N When specified, this overrides the
nt business centers defined in the
UnderlyingDateAdjustment component
in UnderlyingInstrument. The specified
values would be specific to this instance
of the instrument provisions.
→42153 UnderlyingProvisionDateAdjusted N –
→42154 UnderlyingProvisionDateTenorPeriod N Conditionally required when
UnderlyingProvisionDateTenorUnit(421
55) is specified.
→42155 UnderlyingProvisionDateTenorUnit N Conditionally required when
UnderlyingProvisionDateTenorPeriod(4
2154) is specified.
→43002 UnderlyingProvisionBreakFeeElection N –
→43003 UnderlyingProvisionBreakFeeRate N –
→42156 UnderlyingProvisionCalculationAgent N –
→42157 UnderlyingProvisionOptionSinglePartyBuyerSid N –
e
→42158 UnderlyingProvisionOptionSinglePartySellerSide N –
→Compone UnderlyingProvisionCashSettlValueDates N –
nt
→Compone UnderlyingProvisionOptionExerciseDates N –
nt
→Compone UnderlyingProvisionOptionExpirationDate N –
nt


d
→Compone UnderlyingProvisionOptionRelevantUnderlying N –
nt Date
→42159 UnderlyingProvisionOptionExerciseStyle N –
→42160 UnderlyingProvisionOptionExerciseMultipleNoti N –
onal
→42161 UnderlyingProvisionOptionExerciseMinimumNo N –
tional
→42162 UnderlyingProvisionOptionExerciseMaximumN N –
otional
→42163 UnderlyingProvisionOptionMinimumNumber N –
→42164 UnderlyingProvisionOptionMaximumNumber N –
→42165 UnderlyingProvisionOptionExerciseConfirmatio N –
n
→Compone UnderlyingProvisionCashSettlPaymentDates N –
nt
→42166 UnderlyingProvisionCashSettlMethod N –
→42167 UnderlyingProvisionCashSettlCurrency N –
→42168 UnderlyingProvisionCashSettlCurrency2 N –
→42169 UnderlyingProvisionCashSettlQuoteType N –
→Compone UnderlyingProvisionCashSettlQuoteSource N –
nt
→42170 UnderlyingProvisionText N –
→42171 EncodedUnderlyingProvisionTextLen N Must be set if
EncodedProvisionText(40987) field is
specified and must immediately
precede it.
→42172 EncodedUnderlyingProvisionText N Encoded (non-ASCII characters)
UnderlyingProvisionText(42170) field in
→Compone UnderlyingProvisionParties N –
nt
8.481 UnderlyingProvisionOptionExerciseBusinessCenterGrp
d
42184 NoUnderlyingProvisionOptionExerciseBusin N –
essCenters
→421 UnderlyingProvisionOptionExerciseBusiness N Required if
85 Center NoUnderlyingProvisionOptionExerciseBusinessCe
nters(42184) > 0.

8.482 UnderlyingProvisionOptionExerciseDates
'd
42115 UnderlyingProvisionOptionExerciseBusinessD N When specified, this overrides the busienss
provisional option exercise date.
Compon UnderlyingProvisionOptionExerciseBusiness N When specified, this overrides the business
provisional option exercise date.
Compon UnderlyingProvisionOptionExerciseFixedDat N –
ent eGrp
42116 UnderlyingProvisionOptionExerciseEarliestDa N Conditionally required when
teOffsetPeriod UnderlyingProvisionOptionExerciseEarliestDate
42117 UnderlyingProvisionOptionExerciseEarliestDa N Conditionally required when
teOffsetUnit UnderlyingProvisionOptionExerciseEasrliestDat
ePeriod(42116) is specified.
42118 UnderlyingProvisionOptionExerciseFrequency N Conditionally required when
Period UnderlyingProvisionOptionExerciseFrequencyU
42119 UnderlyingProvisionOptionExerciseFrequency N Conditionally required when
Unit UnderlyingProvisionOptionExerciseFrequencyP
42120 UnderlyingProvisionOptionExerciseStartDate N –
Unadjusted
RelativeTo
42122 UnderlyingProvisionOptionExerciseStartDate N Conditionally required when
OffsetPeriod UnderlyingProvisionOptionExerciseStartDateOf
42123 UnderlyingProvisionOptionExerciseStartDate N Conditionally required when
OffsetUnit UnderlyingProvisionOptionExerciseStartDateOf
OffsetDayType
Adjusted
42126 UnderlyingProvisionOptionExercisePeriodSkip N –
42127 UnderlyingProvisionOptionExerciseBoundsFir N –
stDateUnadjusted


'd
42128 UnderlyingProvisionOptionExerciseBoundsLas N –
tDateUnadjusted
42129 UnderlyingProvisionOptionExerciseEarliestTi N –
me
42130 UnderlyingProvisionOptionExerciseEarliestTi N –
meBusinessCenter
42131 UnderlyingProvisionOptionExerciseLatestTim N –
e
42132 UnderlyingProvisionOptionExerciseLatestTim N –
eBusinessCenter
8.483 UnderlyingProvisionOptionExerciseFixedDateGrp
d
42112 NoUnderlyingProvisionOptionExerciseFixed N –
Dates
→4211 UnderlyingProvisionOptionExerciseFixedDa N Required if
3 te NoUnderlyingProvisionOptionExerciseFixedDates(
42112) > 0.
→4211 UnderlyingProvisionOptionExerciseFixedDa N When specified it applies not only to the current
4 teType date but to all subsequent dates in the group
8.484 UnderlyingProvisionOptionExpirationDate
'd
42133 UnderlyingProvisionOptionExpirationDateUnadj N –
usted
42134 UnderlyingProvisionOptionExpirationDateBusin N When specified, this overrides the busienss
essDayConvention day convention defined in the
provisional option expiration date.
Compon UnderlyingProvisionOptionExpirationDateBusi N When specified, this overrides the business
ent nessCenterGrp centers defined in the
provisional option expiration date.
42135 UnderlyingProvisionOptionExpirationDateRelati N –
veTo


'd
42136 UnderlyingProvisionOptionExpirationDateOffse N Conditionally required when
tPeriod UnderlyingProvisionOptionExpirationDateOff
setUnit(42137) is specified.
42137 UnderlyingProvisionOptionExpirationDateOffse N Conditionally required when
tUnit UnderlyingProvisionOptionExpirationDateOff
setPeriod(42136) is specified.
42138 UnderlyingProvisionOptionExpirationDateOffse N –
tDayType
42139 UnderlyingProvisionOptionExpirationDateAdjus N –
ted
42140 UnderlyingProvisionOptionExpirationTime N –
42141 UnderlyingProvisionOptionExpirationTimeBusin N –
essCenter
8.485 UnderlyingProvisionOptionExpirationDateBusinessCenterGrp
'd
42186 NoUnderlyingProvisionOptionExpirationDate N –
BusinessCenters
→421 UnderlyingProvisionOptionExpirationDateBu N Required if
87 sinessCenter NoUnderlyingProvisionOptionExpirationDateBusin
essCenters(42186) > 0.
8.486 UnderlyingProvisionOptionRelevantUnderlyingDate
q'd
42142 UnderlyingProvisionOptionRelevantUnderlyingD N –
ateUnadjusted
42143 UnderlyingProvisionOptionRelevantUnderlyingD N When specified, this overrides the business
ateBusinessDayConvention day convention defined in the
provisional option relevant underlying date.
Compo UnderlyingProvisionOptionRelevantUnderlying N When specified, this overrides the business
nent DateBusinessCenterGrp centers defined in the
provisional option relevent underlying date.
ateRelativeTo


q'd
42145 UnderlyingProvisionOptionRelevantUnderlyingD N Conditionally required when
ateOffsetPeriod UnderlyingProvisionOptionRelevantUnderlyin
gDateOffsetUnit(42146) is specified.
42146 UnderlyingProvisionOptionRelevantUnderlyingD N Conditionally required when
ateOffsetUnit UnderlyingProvisionOptionRelevantUnderlyin
gDateOffsetPeriod(42145) is specified.
ateOffsetDayType
ateAdjusted
8.487 UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp
q'd
4218 NoUnderlyingProvisionOptionRelevantUnderl N –
8 yingDateBusinessCenters
→42 UnderlyingProvisionOptionRelevantUnderlyin N Required if
189 gDateBusinessCenter NoUnderlyingProvisionOptionRelevantUnderlying
DateBusinessCenters(42188) > 0.
8.488 UnderlyingProvisionParties
42173 NoUnderlyingProvisionPartyIDs N –
→42174 UnderlyingProvisionPartyID N Required if
NoUnderlyingProvisionPartyIDs(42173) > 0.
→42175 UnderlyingProvisionPartyIDSource N Required if
→42176 UnderlyingProvisionPartyRole N Required if
→40918 UnderlyingProvisionPartyRoleQualifier N –
→Component UnderlyingProvisionPtysSubGrp N –
8.489 UnderlyingProvisionPtysSubGrp
42177 NoUnderlyingProvisionPartySubIDs N –
→42178 UnderlyingProvisionPartySubID N Required if NoUnderlyingProvisionPartySubIDs(42177)
> 0.
→42179 UnderlyingProvisionPartySubIDType N Required if NoUnderlyingProvisionPartySubIDs(42177)
> 0.

8.490 UnderlyingRateSpreadSchedule
43004 UnderlyingRateSpreadInitialValue N –
Component UnderlyingRateSpreadStepGrp N –
8.491 UnderlyingRateSpreadStepGrp
43005 NoUnderlyingRateSpreadSteps N –
→43006 UnderlyingRateSpreadStepDate N Required if NoUnderlyingRateSpreadSteps(43005) > 0.
→43007 UnderlyingRateSpreadStepValue N Required if NoUnderlyingRateSpreadSteps(43005) > 0.
8.492 UnderlyingReturnRateDateGrp
'd
43008 NoUnderlyingReturnRateDates N –
→43009 UnderlyingReturnRateDateMode N Required if
NoUnderlyingReturnRateDates(43008) > 0.
→Compo UnderlyingReturnRateValuationDateGrp N –
nent
→43010 UnderlyingReturnRateValuationDateRelative N –
To
→43011 UnderlyingReturnRateValuationDateOffsetP N Conditionally required when
eriod UnderlyingReturnRateValuationDateOffsetUn
→43012 UnderlyingReturnRateValuationDateOffsetU N Conditionally required when
nit UnderlyingReturnRateValuationDateOffsetPer
→43013 UnderlyingReturnRateValuationDateOffsetD N –
ayType
→43014 UnderlyingReturnRateValuationStartDateUn N –
adjusted
→43015 UnderlyingReturnRateValuationStartDateRel N –
ativeTo
→43016 UnderlyingReturnRateValuationStartDateOff N Conditionally required when
setPeriod UnderlyingReturnRateValuationStartDateOffs
→43017 UnderlyingReturnRateValuationStartDateOff N Conditionally required when
setUnit UnderlyingReturnRateValuationStartDateOffs
→43018 UnderlyingReturnRateValuationStartDateOff N –
setDayType


'd
→43019 UnderlyingReturnRateValuationStartDateAdj N –
usted
→43020 UnderlyingReturnRateValuationEndDateUna N –
djusted
→43021 UnderlyingReturnRateValuationEndDateRela N –
tiveTo
→43022 UnderlyingReturnRateValuationEndDateOffs N Conditionally required when
etPeriod UnderlyingReturnRateValuationEndDateOffse
→43023 UnderlyingReturnRateValuationEndDateOffs N Conditionally required when
etUnit UnderlyingReturnRateValuationEndDateOffse
→43024 UnderlyingReturnRateValuationEndDateOffs N –
etDayType
→43025 UnderlyingReturnRateValuationEndDateAdju N –
sted
→43026 UnderlyingReturnRateValuationFrequencyPe N Conditionally required when
riod UnderlyingReturnRateValuationFrequencyUni
→43027 UnderlyingReturnRateValuationFrequencyU N Conditionally required when
nit UnderlyingReturnRateValuationFrequencyPer
→43028 UnderlyingReturnRateValuationFrequencyRo N When specified, this overrides the date roll
llConvention convention defined in the
return rate dates.
→43029 UnderlyingReturnRateValuationDateBusines N When specified, this overrides the business
would be specific to payment stream return
rate valuation dates.
→Compo UnderlyingReturnRateValuationDateBusine N When specified, this overrides the business
nent ssCenterGrp day convention defined in the
would be specific to payment stream return
rate valuation dates.
8.493 UnderlyingReturnRateFXConversionGrp
43030 NoUnderlyingReturnRateFXConversions N –


→43031 UnderlyingReturnRateFXCurrencySymbol N Required if
NoUnderlyingReturnRateFXConversions(43030) >
0.
→43032 UnderlyingReturnRateFXRate N Required if
NoUnderlyingReturnRateFXConversions(43030) >
0.
→43033 UnderlyingReturnRateFXRateCalc N –
8.494 UnderlyingReturnRateGrp
d
43034 NoUnderlyingReturnRates N –
→43035 UnderlyingReturnRatePriceSequence N Required if
NoUnderlyingReturnRates(43034) > 0.
→43036 UnderlyingReturnRateCommissionBasis N –
→43037 UnderlyingReturnRateCommissionAmount N –
→43038 UnderlyingReturnRateCommissionCurrency N If not specified, this is defaulted to the
reporting currency.
→43039 UnderlyingReturnRateTotalCommissionPerTr N –
ade
→43040 UnderlyingReturnRateDeterminationMethod N –
→Compone UnderlyingReturnRatePriceGrp N –
nt
→Compone UnderlyingReturnRateFXConversionGrp N –
nt
→43041 UnderlyingReturnRateAmountRelativeTo N –
→43042 UnderlyingReturnRateQuoteMeasureType N –
→43043 UnderlyingReturnRateQuoteUnits N –
→43044 UnderlyingReturnRateQuoteMethod N –
→43045 UnderlyingReturnRateQuoteCurrency N –
→43046 UnderlyingReturnRateQuoteCurrencyType N –
→43047 UnderlyingReturnRateQuoteTimeType N Mutually exclusive with
UnderlyingReturnRateQuoteTime(43048).
→43048 UnderlyingReturnRateQuoteTime N Mutually exclusive with
UnderlyingReturnRateQuoteTimeType(430
47).
→43049 UnderlyingReturnRateQuoteDate N –
→43050 UnderlyingReturnRateQuoteExpirationTime N –
→43051 UnderlyingReturnRateQuoteBusinessCenter N –
→43052 UnderlyingReturnRateQuoteExchange N –


d
→Compone UnderlyingReturnRateInformationSourceGr N –
nt p
→43053 UnderlyingReturnRateQuotePricingModel N –
→43054 UnderlyingReturnRateCashFlowType N –
→Compone UnderlyingReturnRateDateGrp N –
nt
→43055 UnderlyingReturnRateValuationTimeType N Mutually exclusive with
UnderlyingReturnRateValuationTime(4305
6)
→43056 UnderlyingReturnRateValuationTime N Mutually exclusive with
UnderlyingReturnRateValuationTimeType(
43055).
→43057 UnderlyingReturnRateValuationTimeBusines N –
sCenter
→43058 UnderlyingReturnRateValuationPriceOption N –
→43059 UnderlyingReturnRateFinalPriceFallback N –
8.495 UnderlyingReturnRateInformationSourceGrp
d
43060 NoUnderlyingReturnRateInformationSourc N –
es
→4306 UnderlyingReturnRateInformationSource N Required if
1 NoUnderlyingReturnRateInformationSources(430
60) > 0.
→4306 UnderlyingReturnRateReferencePage N –
2
→4306 UnderlyingReturnRateReferencePageHead N –
3 ing
8.496 UnderlyingReturnRatePriceGrp
43064 NoUnderlyingReturnRatePrices N –
→43065 UnderlyingReturnRatePriceBasis N Required if NoUnderlyingReturnRatePrices(43064) > 0.
→43066 UnderlyingReturnRatePrice N –
→43067 UnderlyingReturnRatePriceCurrency N –
→43068 UnderlyingReturnRatePriceType N –

8.497 UnderlyingReturnRateValuationDateBusinessCenterGrp
d
43069 NoUnderlyingReturnRateValuationDateBusi N –
nessCenters
→430 UnderlyingReturnRateValuationDateBusines N Required if
70 sCenter NoUnderlyingReturnRateValuationDateBusinessC
enters(43069) > 0.
8.498 UnderlyingReturnRateValuationDateGrp
43071 NoUnderlyingReturnRateValuationDates N –
→43072 UnderlyingReturnRateValuationDate N Required if
NoUnderlyingReturnRateValuationDates(43071) >
0.
→43073 UnderlyingReturnRateValuationDateType N 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.
8.499 UnderlyingSecondaryAssetGrp
2080 NoUnderlyingSecondaryAssetClasses N –
→2081 UnderlyingSecondaryAssetClass N Required if NoUnderlyingSecondaryAssetClasses(2080)
> 0.
→2082 UnderlyingSecondaryAssetSubClass N Required if UnderlyingSecondaryAssetType(2083) is
specified.
→2083 UnderlyingSecondaryAssetType N Required if UnderlyingSecondaryAssetSubType(2745) is
specified.
→2745 UnderlyingSecondaryAssetSubType N –
8.500 UnderlyingSecurityXML
1874 UnderlyingSecurityXMLLen N Must be provided if UnderlyingSecurityXML(1875) field is
1875 UnderlyingSecurityXML N –
1876 UnderlyingSecurityXMLSchema N –

8.501 UnderlyingSettlMethodElectionDate
d
43076 UnderlyingSettlMethodElectionDateUnadjuste N –
d
43077 UnderlyingSettlMethodElectionDateBusinessD N When specified, this overrides the business
would be specific to
UnderlyingOptionExercise.
Compon UnderlyingSettlMethodElectionDateBusinessC N When specified, this overrides the business
ent enterGrp centers defined in the
would be specific to
UnderlyingOptionExercise.
43078 UnderlyingSettlMethodElectionDateRelativeTo N –
43079 UnderlyingSettlMethodElectionDateOffsetPeri N Conditionally required when
od UnderlyingSettlMethodElectionDateOffsetU
43080 UnderlyingSettlMethodElectionDateOffsetUnit N Conditionally required when
UnderlyingSettlMethodElectionDateOffsetP
43081 UnderlyingSettlMethodElectionDateOffsetDayT N –
ype
43082 UnderlyingSettlMethodElectionDateAdjusted N –
8.502 UnderlyingSettlMethodElectionDateBusinessCenterGrp
d
43074 NoUnderlyingSettlMethodElectionDateBusi N –
nessCenters
→430 UnderlyingSettlMethodElectionDateBusines N Required if
75 sCenter NoUnderlyingSettlMethodElectionDateBusinessCe
nters(43074) > 0.
8.503 UnderlyingSettlRateDisruptionFallbackGrp
d
40659 NoUnderlyingSettlRateFallbacks N –
→40660 UnderlyingSettlRatePostponementMaximumDay N Required if
s NoUnderlyingSettlRateFallbacks(4065
9) > 0.


d
→Componen UnderlyingSettlRateFallbackRateSource N –
t
→40662 UnderlyingSettlRatePostponementSurvey N –
→40663 UnderlyingSettlRatePostponementCalculationAg N –
ent
8.504 UnderlyingSettlRateFallbackRateSource
40904 UnderlyingSettlRateFallbackRateSource N –
40915 UnderlyingSettlRateFallbackReferencePage N Conditionally required when
UnderlyingSettlRateFallbackRateSource(40904) = 3
(ISDA Settlement Rate Option) or 99 (Other).
8.505 UnderlyingStipulations
887 NoUnderlyingStips N –
→888 UnderlyingStipType N Required if NoUnderlyingStips >0
→889 UnderlyingStipValue N –
8.506 UnderlyingStreamAssetAttributeGrp
41800 NoUnderlyingStreamAssetAttributes N –
→41801 UnderlyingStreamAssetAttributeType N Required if
NoUnderlyingStreamAssetAttributes(41800) > 0.
→41802 UnderlyingStreamAssetAttributeValue N –
→41803 UnderlyingStreamAssetAttributeLimit N –
8.507 UnderlyingStreamCalculationPeriodBusinessCenterGrp
d
40973 NoUnderlyingStreamCalculationPeriodBusin N –
essCenters
→405 UnderlyingStreamCalculationPeriodBusines N Required if
57 sCenter NoUnderlyingStreamCalculationPeriodBusinessCe
nters(40973) > 0.

8.508 UnderlyingStreamCalculationPeriodDateGrp
d
41954 NoUnderlyingStreamCalculationPeriodDat N –
es
→4195 UnderlyingStreamCalculationPeriodDate N Required if
5 NoUnderlyingStreamCalculationPeriodDates(419
54) > 0.
→4195 UnderlyingStreamCalculationPeriodDateTy N When specified it applies not only to the current
6 pe date but to all subsequent dates in the group
8.509 UnderlyingStreamCalculationPeriodDates
d
41957 UnderlyingStreamCalculationPeriodDatesXID N –
41958 UnderlyingStreamCalculationPeriodDatesXIDRef N –
40556 UnderlyingStreamCalculationPeriodBusinessDayC N When specified, this overrides the
onvention business day convention defined in the
underlying instrument's calculation period
dates.
Compon UnderlyingStreamCalculationPeriodBusinessCen N When specified, this overrides the
ent terGrp business centers defined in the
of the underlying instrument's calculation
period dates.
Compon UnderlyingStreamCalculationPeriodDateGrp N –
ent
40558 UnderlyingStreamFirstPeriodStartDateUnadjuste N –
d
40559 UnderlyingStreamFirstPeriodStartDateBusinessD N When specified, this overrides the
ayConvention business day convention defined in the
underlying instrument's calculation period
dates.
Compon UnderlyingStreamFirstPeriodStartDateBusinessC N When specified, this overrides the
ent enterGrp business centers defined in the


d
of the underlying instrument's calculation
period dates.
40561 UnderlyingStreamFirstPeriodStartDateAdjusted N –
40562 UnderlyingStreamFirstRegularPeriodStartDateUn N –
adjusted
40563 UnderlyingStreamFirstCompoundingPeriodEndDa N –
teUnadjusted
40564 UnderlyingStreamLastRegularPeriodEndDateUna N –
djusted
40565 UnderlyingStreamCalculationFrequencyPeriod N Conditionally required when
UnderyingStreamCalculationFrequencyUni
40566 UnderlyingStreamCalculationFrequencyUnit N Conditionally required when
UnderlyingStreamCalculationFrequencyPe
40567 UnderlyingStreamCalculationRollConvention N When specified, this overrides the date
of the stream payment dates.
41959 UnderlyingStreamCalculationBalanceOfFirstPerio N –
d
41960 UnderlyingStreamCalculationCorrectionPeriod N Conditionally required when
UnderlyingStreamCalculationCorrectionU
41961 UnderlyingStreamCalculationCorrectionUnit N Conditionally required when
UnderlyingStreamCalculationCorrectionPe
8.510 UnderlyingStreamCommodity
'd
41964 UnderlyingStreamCommodityBase N –
41965 UnderlyingStreamCommodityType N –
41966 UnderlyingStreamCommoditySecurityID N Conditionally required when
UnderlyingStreamCommoditySecurityIDSour
ce(41967) is specified.
41967 UnderlyingStreamCommoditySecurityIDSource N Conditionally required when
UnderlyingStreamCommoditySecurityID(419
66) is specified.
Compon UnderlyingStreamCommodityAltIDGrp N –
ent


'd
41968 UnderlyingStreamCommodityDesc N –
41969 EncodedUnderlyingStreamCommodityDescLen N Must be set if
EncodedUnderlyingStreamCommodityDesc(4
1970) field is specified and must
41970 EncodedUnderlyingStreamCommodityDesc N Encoded (non-ASCII characters)
UnderlyingStreamCommodityDesc(41968)
42589 UnderlyingStreamCommodityDeliveryPricingRe N May be used to specify the delivery or
gion pricing region of a non-standard commodity
swap contract (e.g. when
Compon UnderlyingStreamAssetAttributeGrp N –
ent
41971 UnderlyingStreamCommodityUnitOfMeasure N –
41972 UnderlyingStreamCommodityCurrency N –
41973 UnderlyingStreamCommodityExchange N –
41974 UnderlyingStreamCommodityRateSource N –
41975 UnderlyingStreamCommodityRateReferencePa N –
ge
41976 UnderlyingStreamCommodityRateReferencePa N –
geHeading
41977 UnderlyingStreamDataProvider N –
Compon UnderlyingStreamCommodityDataSourceGrp N –
ent
41978 UnderlyingStreamCommodityPricingType N –
41979 UnderlyingStreamCommodityNearbySettlDayP N Conditionally required when
eriod UnderlyingStreamCommodityNearbySettlDa
41980 UnderlyingStreamCommodityNearbySettlDayU N Conditionally required when
nit UnderlyingStreamCommodityNearbySettlDa
41981 UnderlyingStreamCommoditySettlDateUnadjus N –
ted
41982 UnderlyingStreamCommoditySettlDateBusiness N When specified, this overrides the business
DayConvention day convention defined in the
settlement dates.


'd
Compon UnderlyingStreamCommoditySettlBusinessCe N When specified, this overrides the business
ent nterGrp centers defined in the
would be specific to the settlement dates.
41983 UnderlyingStreamCommoditySettlDateAdjuste N –
d
41984 UnderlyingStreamCommoditySettlMonth N –
41985 UnderlyingStreamCommoditySettlDateRollPeri N Conditionally required when
od UnderlyingStreamCommoditySettlDateRollU
41986 UnderlyingStreamCommoditySettlDateRollUnit N Conditionally required when
UnderlyingStreamCommoditySettlDateRollP
41987 UnderlyingStreamCommoditySettlDayType N –
Compon UnderlyingStreamCommoditySettlPeriodGrp N –
ent
41988 UnderlyingStreamCommodityXID N –
41989 UnderlyingStreamCommodityXIDRef N –
8.511 UnderlyingStreamCommodityAltIDGrp
41990 NoUnderlyingStreamCommodityAltIDs N –
→41991 UnderlyingStreamCommodityAltID N Required if
NoUnderlyingStreamCommodityAltIDs(41990) > 0.
→41992 UnderlyingStreamCommodityAltIDSource N Required if
NoUnderlyingStreamCommodityAltIDs(41990) > 0.
8.512 UnderlyingStreamCommodityDataSourceGrp
d
41993 NoUnderlyingStreamCommodityDataSource N –
s
→4199 UnderlyingStreamCommodityDataSourceID N Required if
4 NoUnderlyingStreamCommodityDataSources(41
993) > 0.
→4199 UnderlyingStreamCommodityDataSourceID N Required if
5 Type NoUnderlyingStreamCommodityDataSources(41
993) > 0.

8.513 UnderlyingStreamCommoditySettlBusinessCenterGrp
d
41962 NoUnderlyingStreamCommoditySettlBusine N –
ssCenters
→419 UnderlyingStreamCommoditySettlBusiness N Required if
63 Center NoUnderlyingStreamCommoditySettlBusinessCent
ers(41962) > 0.
8.514 UnderlyingStreamCommoditySettlDayGrp
d
41996 NoUnderlyingStreamCommoditySettlDay N –
s
→41997 UnderlyingStreamCommoditySettlDay N Required if
NoUnderlyingStreamCommoditySettlDays(41
996) > 0.
→41998 UnderlyingStreamCommoditySettlTotalH N –
ours
→Compone UnderlyingStreamCommoditySettlTimeG N –
nt rp
8.515 UnderlyingStreamCommoditySettlPeriodGrp
'd
42002 NoUnderlyingStreamCommoditySettlPeriods N –
→42003 UnderlyingStreamCommoditySettlCountry N Required if
NoUnderlyingStreamCommoditySettlPeriods(
42002) > 0.
→42004 UnderlyingStreamCommoditySettlTimeZone N –
→42005 UnderlyingStreamCommoditySettlFlowType N –
→42006 UnderlyingStreamCommoditySettlPeriodNoti N –
onal
→42007 UnderlyingStreamCommoditySettlPeriodNoti N –
onalUnitOfMeasure
→42008 UnderlyingStreamCommoditySettlPeriodFreq N Conditionally required when
uencyPeriod UnderlyingStreamCommoditySettlPeriodFreq
uencyUnit(42009) is specified.
→42009 UnderlyingStreamCommoditySettlPeriodFreq N Conditionally required when
uencyUnit UnderlyingStreamCommoditySettlPeriodFreq
uencyPeriod(42008) is specified.
→42010 UnderlyingStreamCommoditySettlPeriodPrice N –


'd
UnitOfMeasure
Currency
→42013 UnderlyingStreamCommoditySettlHolidaysPr N –
ocessingInstruction
→Compo UnderlyingStreamCommoditySettlDayGrp N –
nent
→42014 UnderlyingStreamCommoditySettlPeriodXID N –
→42015 UnderlyingStreamCommoditySettlPeriodXIDR N –
ef
8.516 UnderlyingStreamCommoditySettlTimeGrp
d
41999 NoUnderlyingStreamCommoditySettlTime N –
s
→4200 UnderlyingStreamCommoditySettlStart N Required if
0 NoUnderlyingStreamCommoditySettlTimes(4199
9) > 0.
→4200 UnderlyingStreamCommoditySettlEnd N Required if
1 NoUnderlyingStreamCommoditySettlTimes(4199
9) > 0.
→4193 UnderlyingStreamCommoditySettlTimeTyp N May be defaulted to market convention or
6 e bilaterally agreed if not specified.
8.517 UnderlyingStreamEffectiveDate
d
40057 UnderlyingStreamEffectiveDateUnadjusted N –
40058 UnderlyingStreamEffectiveDateBusinessDayCo N When specified, this overrides the business
underlying instrument's stream effective
dates.
Compone UnderlyingStreamEffectiveDateBusinessCente N When specified, this overrides the business
nt rGrp centers defined in the
underlying instrument's stream effective
dates.


d
40060 UnderlyingStreamEffectiveDateRelativeTo N –
40061 UnderlyingStreamEffectiveDateOffsetPeriod N Conditionally required when
UnderlyingStreamEffectiveDateOffsetUnit(4
0062) is specified.
40062 UnderlyingStreamEffectiveDateOffsetUnit N Conditionally required when
UnderlyingStreamEffectiveDateOffsetPerio
40063 UnderlyingStreamEffectiveDateOffsetDayType N –
40064 UnderlyingStreamEffectiveDateAdjusted N –
8.518 UnderlyingStreamEffectiveDateBusinessCenterGrp
d
40975 NoUnderlyingStreamEffectiveDateBusiness N –
Centers
→4005 UnderlyingStreamEffectiveDateBusinessCe N Required if
9 nter NoUnderlyingStreamEffectiveDateBusinessCenter
s(40975) > 0.
8.519 UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp
d
40974 NoUnderlyingStreamFirstPeriodStartDateBu N –
sinessCenters
→405 UnderlyingStreamFirstPeriodStartDateBusin N Required if
60 essCenter NoUnderlyginstreamFirstPeriodStartDateBusiness
Centers(40974) > 0.
8.520 UnderlyingStreamGrp
d
40540 NoUnderlyingStreams N –
→40541 UnderlyingStreamType N Required if NoUnderlyingStreams(40540) >
0.
→42016 UnderlyingStreamXID N –
→40542 UnderlyingStreamDesc N –
→43083 UnderlyingStreamVersion N –
→43084 UnderlyingStreamVersionEffectiveDate N –
→40543 UnderlyingStreamPaySide N –
→40544 UnderlyingStreamReceiveSide N –


d
→42018 UnderlyingStreamNotionalXIDRef N –
→40545 UnderlyingStreamNotional N –
→40546 UnderlyingStreamCurrency N –
→43085 UnderlyingStreamNotionalDetermination N –
Method
→43086 UnderlyingStreamNotionalAdjustments N –
→42019 UnderlyingStreamNotionalFrequencyPerio N Conditionally required when
d UnderlyingStreamNotionalFrequencyUnit(42
020) is specified.
→42020 UnderlyingStreamNotionalFrequencyUnit N Conditionally required when
UnderlyingStreamNotionalFrequencyPeriod(
→42021 UnderlyingStreamNotionalCommodityFreq N –
uency
→42022 UnderlyingStreamNotionalUnitOfMeasure N –
→42023 UnderlyingStreamTotalNotional N –
→42024 UnderlyingStreamTotalNotionalUnitOfMea N –
sure
→Compone UnderlyingStreamCommodity N –
nt
→Compone UnderlyingStreamEffectiveDate N –
nt
→Compone UnderlyingStreamTerminationDate N –
nt
→Compone UnderlyingStreamCalculationPeriodDates N –
nt
→Compone UnderlyingPaymentStream N –
nt
→Compone UnderlyingPaymentScheduleGrp N –
nt
→Compone UnderlyingPaymentStubGrp N –
nt
→Compone UnderlyingDeliveryStream N –
nt
→Compone UnderlyingDeliveryScheduleGrp N –
nt
→40547 UnderlyingStreamText N –
→40988 EncodedUnderlyingStreamTextLen N Must be set if
EncodedUnderlyingStreamText(40989) field
→40989 EncodedUnderlyingStreamText N Encoded (non-ASCII characters)


d
UnderlyingStreamText(40547) field in the
8.521 UnderlyingStreamTerminationDate
d
40548 UnderlyingStreamTerminationDateUnadjusted N –
40549 UnderlyingStreamTerminationDateBusinessDa N When specified, this overrides the business
underlying instrument's termination date of
the stream.
Compon UnderlyingStreamTerminationDateBusinessC N When specified, this overrides the business
ent enterGrp centers defined in the
underlying instrument's termination date of
the stream.
40551 UnderlyingStreamTerminationDateRelativeTo N –
40552 UnderlyingStreamTerminationDateOffsetPerio N Conditionally required when
d UnderlyingStreamTerminationDateOffsetUni
40553 UnderlyingStreamTerminationDateOffsetUnit N Conditionally required when
UnderlyingPaymentTerminationDateOffsetP
40554 UnderlyingStreamTerminationDateOffsetDayT N –
ype
40555 UnderlyingStreamTerminationDateAdjusted N –
8.522 UnderlyingStreamTerminationDateBusinessCenterGrp
d
40976 NoUnderlyingStreamTerminationDateBusin N –
essCenters
→405 UnderlyingStreamTerminationDateBusiness N Required if
50 Center NoUnderlyingStreamTerminationDateBusinessCen
ters(40976) > 0.

8.523 UndlyInstrumentParties
1058 NoUndlyInstrumentParties N –
→1059 UnderlyingInstrumentPartyID N Used to identify the source of PartyID.
Required if
UnderlyingInstrumentPartyIDSource(1060) is
specified. Required if
NoUndlyInstrumentParties(1058) > 0.
→1060 UnderlyingInstrumentPartyIDSource N Used to identify class source of
UnderlyingInstrumentPartyID(1059) value
(e.g. BIC). Required if
UnderlyingInstrumentPartyID(1059) is
specified. Required if
→1061 UnderlyingInstrumentPartyRole N Identifies the type of
UnderlyingInstrumentPartyID(1059)
(e.g. Executing Broker). Required if
→2391 UnderlyingInstrumentPartyRoleQualifier N –
→Component UndlyInstrumentPtysSubGrp N Repeating group of party sub-identifiers.
8.524 UndlyInstrumentPtysSubGrp
1062 NoUndlyInstrumentPartySubIDs N –
→1063 UnderlyingInstrumentPartySubID N –
→1064 UnderlyingInstrumentPartySubIDType N –
8.525 ValueChecksGrp
1868 NoValueChecks N –
→1869 ValueCheckType N Required if NoValueChecks(1868) > 0.
→1870 ValueCheckAction N Required if NoValueChecks(1868) > 0.
8.526 YieldData
235 YieldType N –
236 Yield N –
701 YieldCalcDate N –
696 YieldRedemptionDate N –
697 YieldRedemptionPrice N –
698 YieldRedemptionPriceType N –


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FINANCIAL INFORMATION EXCHANGE (FIX)

FIX APPLICATION LAYER

FIX Global Technical Committee

© Copyright, 2011-2021, FIX Protocol, Limited

© Copyright, 2011-2021, FIX Protocol, Limited Page 2 of 350

6.2.9.2 AttrbGrp ................................................................................................................................ 55

© Copyright, 2011-2021, FIX Protocol, Limited Page 3 of 350

6.2.17.18 ProvisionPtysSubGrp ............................................................................................................. 65

© Copyright, 2011-2021, FIX Protocol, Limited Page 4 of 350

6.2.18.57 StreamAssetAttributeGrp ..................................................................................................... 76

© Copyright, 2011-2021, FIX Protocol, Limited Page 5 of 350

6.8 Global Components for Commissions and Fees .................................................................................................. 87

© Copyright, 2011-2021, FIX Protocol, Limited Page 6 of 350

8.13 CommissionData .................................................................................................................................................. 98

© Copyright, 2011-2021, FIX Protocol, Limited Page 7 of 350

8.52 HopGrp ............................................................................................................................................................... 114

© Copyright, 2011-2021, FIX Protocol, Limited Page 8 of 350

8.91 LegDividendAccrualPaymentDateBusinessCenterGrp....................................................................................... 141

© Copyright, 2011-2021, FIX Protocol, Limited Page 9 of 350

8.130 LegPaymentStreamFinalPricePaymentDate ................................................................................................... 161

© Copyright, 2011-2021, FIX Protocol, Limited Page 10 of 350

8.169 LegProvisionCashSettlQuoteSource ................................................................................................................ 179

© Copyright, 2011-2021, FIX Protocol, Limited Page 11 of 350

8.208 LegStreamCommoditySettlTimeGrp ............................................................................................................... 196

© Copyright, 2011-2021, FIX Protocol, Limited Page 12 of 350

8.247 PaymentScheduleFixingDateBusinessCenterGrp ............................................................................................ 211

© Copyright, 2011-2021, FIX Protocol, Limited Page 13 of 350

8.286 PaymentStubStartDate.................................................................................................................................... 233

© Copyright, 2011-2021, FIX Protocol, Limited Page 14 of 350

8.325 RelatedTradeGrp ............................................................................................................................................. 246

© Copyright, 2011-2021, FIX Protocol, Limited Page 15 of 350

8.364 TargetParties ................................................................................................................................................... 263

© Copyright, 2011-2021, FIX Protocol, Limited Page 16 of 350

8.403 UnderlyingDividendAccrualPaymentDateBusinessCenterGrp........................................................................ 279

© Copyright, 2011-2021, FIX Protocol, Limited Page 17 of 350

8.442 UnderlyingPaymentStreamFloatingRate......................................................................................................... 307

© Copyright, 2011-2021, FIX Protocol, Limited Page 18 of 350

8.481 UnderlyingProvisionOptionExerciseBusinessCenterGrp ................................................................................. 328

© Copyright, 2011-2021, FIX Protocol, Limited Page 19 of 350

8.520 UnderlyingStreamGrp ..................................................................................................................................... 346

© Copyright, 2011-2021, FIX Protocol, Limited Page 20 of 350

© Copyright, 2011-2021, FIX Protocol, Limited Page 21 of 350

© Copyright, 2011-2021, FIX Protocol, Limited Page 22 of 350

2 About FIX Protocol Limited

© Copyright, 2011-2021, FIX Protocol, Limited Page 23 of 350

Standard Acronym Layer Description

© Copyright, 2011-2021, FIX Protocol, Limited Page 24 of 350

Standard Acronym Layer Description

Figure 1 — FIX Technical Standard Stack

© Copyright, 2011-2021, FIX Protocol, Limited Page 25 of 350

© Copyright, 2011-2021, FIX Protocol, Limited Page 26 of 350

– CATEGORY: BUSINESS MESSAGE REJECTS

4.1 Message and Component Definitions

4.2 Extension Pack Management

4.2.1 List of Extension Packs

© Copyright, 2011-2021, FIX Protocol, Limited Page 27 of 350

Table 2 — FIX Extension Packs released since FIX 5.0 SP2

EP Title Size Enhancement Summary

© Copyright, 2011-2021, FIX Protocol, Limited Page 28 of 350