AdditionalTermBondRefGrp

Tag	Name	Req’d	Description
40000	NoAdditionalTermBondRefs	N
→40001	AdditionalTermBondSecurityID	N	Required if NoAdditionalTermBondRefs(40000) > 0.
→40002	AdditionalTermBondSecurityIDSource	N	Conditionally required when AdditionalTermBondSecurityID(40001) is specified.
→40003	AdditionalTermBondDesc	N
→40004	EncodedAdditionalTermBondDescLen	N	Must be set if EncodedAdditionalTermBondDesc(40005) field is specified and must immediately precede it.
→40005	EncodedAdditionalTermBondDesc	N	Encoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding(347) field.
→40006	AdditionalTermBondCurrency	N
→40007	AdditionalTermBondIssuer	N
→40008	EncodedAdditionalTermBondIssuerLen	N	Must be set if EncodedAdditionalTermBondIssuer(40009) field is specified and must immediately precede it.
→40009	EncodedAdditionalTermBondIssuer	N	Encoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding(347) field.
→40010	AdditionalTermBondSeniority	N
→40011	AdditionalTermBondCouponType	N
→40012	AdditionalTermBondCouponRate	N
→40013	AdditionalTermBondMaturityDate	N
→40014	AdditionalTermBondParValue	N
→40015	AdditionalTermBondCurrentTotalIssuedAmount	N
→40016	AdditionalTermBondCouponFrequencyPeriod	N	Conditionally required when AdditionalTermBondCouponFrequencyUnit(40017) is specified.
→40017	AdditionalTermBondCouponFrequencyUnit	N	Conditionally required when AdditionalTermBondCouponFrequencyPeriod(40016) is specified.
→40018	AdditionalTermBondDayCount	N

AdditionalTermGrp

Tag	Name	Req’d	Description
40019	NoAdditionalTerms	N
→40020	AdditionalTermConditionPrecedentBondIndicator	N	Required if NoAdditionalTerms(40019) > 0.
→40021	AdditionalTermDiscrepancyClauseIndicator	N
→Component	AdditionalTermBondRefGrp	N

ApplicationSequenceControl

Tag	Name	Req’d	Description
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.

AssetAttributeGrp

Tag	Name	Req’d	Description
2304	NoAssetAttributes	N
→2305	AssetAttributeType	N	Required if NoAssetAttributes(2304) > 0.
→2306	AssetAttributeValue	N
→2307	AssetAttributeLimit	N

AttachmentGrp

Tag	Name	Req’d	Description
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

AttachmentKeywordGrp

Tag	Name	Req’d	Description
2113	NoAttachmentKeywords	N
→2114	AttachmentKeyword	N	Required if NoAttachmentKeywords(2113) > 0.

AttrbGrp

Tag	Name	Req’d	Description
870	NoInstrAttrib	N
→871	InstrAttribType	N
→872	InstrAttribValue	N

BusinessCenterGrp

Tag	Name	Req’d	Description
40278	NoBusinessCenters	N
→40471	BusinessCenter	N	Required if NoBusinessCenters(40278) > 0.

CashSettlDate

Tag	Name	Req’d	Description
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 component in the Instrument component. The 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

CashSettlDateBusinessCenterGrp

Tag	Name	Req’d	Description
42214	NoCashSettlDateBusinessCenters	N
→42215	CashSettlDateBusinessCenter	N	Required if NoCashSettlDateBusinessCenters(42214) > 0.

CashSettlDealerGrp

Tag	Name	Req’d	Description
40277	NoCashSettlDealers	N
→40032	CashSettlDealer	N	Required if NoCashSettlDealers(40277) > 0.

CashSettlTermGrp

Tag	Name	Req’d	Description
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

CommissionData

Tag	Name	Req’d	Description
12	Commission	N
13	CommType	N
479	CommCurrency	N
2922	CommCurrencyCodeSource	N
1233	CommRate	N
1238	CommUnitOfMeasure	N
497	FundRenewWaiv	N

CommissionDataGrp

Tag	Name	Req’d	Description
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
→2923	CommissionCurrencyCodeSource	N
→2644	CommissionUnitOfMeasure	N
→2645	CommissionUnitOfMeasureCurrency	N
→2924	CommissionUnitOfMeasureCurrencyCodeSource	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 specified and must immediately precede it.
→2652	EncodedCommissionDesc	N	Encoded (non-ASCII characters) representation of the CommissionDesc(2650) field in the encoded format specified via the MessageEncoding(347) field.

ComplexEventAveragingObservationGrp

Tag	Name	Req’d	Description
40994	NoComplexEventAveragingObservations	N
→40995	ComplexEventAveragingObservationNumber	N	Required if NoComplexEventAveragingObservations(40994) > 0.
→40996	ComplexEventAveragingWeight	N

ComplexEventCreditEventGrp

Tag	Name	Req’d	Description
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

ComplexEventCreditEventQualifierGrp

Tag	Name	Req’d	Description
41005	NoComplexEventCreditEventQualifiers	N
→41006	ComplexEventCreditEventQualifier	N	Required if NoComplexEventCreditEventQualifiers(41005) > 0.

ComplexEventCreditEventSourceGrp

Tag	Name	Req’d	Description
41029	NoComplexEventCreditEventSources	N
→41030	ComplexEventCreditEventSource	N	Required if NoComplexEventCreditEventSources(41029) > 0.

ComplexEventDateBusinessCenterGrp

Tag	Name	Req’d	Description
41018	NoComplexEventDateBusinessCenters	N
→41019	ComplexEventDateBusinessCenter	N	Required if NoComplexEventDateBuisinessCenters(41018) > 0.

ComplexEventDates

Tag	Name	Req’d	Description
1491	NoComplexEventDates	N
→1492	ComplexEventStartDate	N	Required if NoComplexEventDates(1491) > 0.
→1493	ComplexEventEndDate	N	Required if NoComplexEventDates(1491) > 0.
→Component	ComplexEventTimes	N

ComplexEventPeriodDateGrp

Tag	Name	Req’d	Description
41007	NoComplexEventPeriodDateTimes	N
→41008	ComplexEventPeriodDate	N	Required if NoComplexEventPeriodDateTimes(41007) > 0.
→41009	ComplexEventPeriodTime	N

ComplexEventPeriodGrp

Tag	Name	Req’d	Description
41010	NoComplexEventPeriods	N
→41011	ComplexEventPeriodType	N	Required if NoComplexEventPeriods(41010) > 0.
→41012	ComplexEventBusinessCenter	N
→Component	ComplexEventScheduleGrp	N
→Component	ComplexEventPeriodDateGrp	N
→Component	ComplexEventAveragingObservationGrp	N

ComplexEventRateSourceGrp

Tag	Name	Req’d	Description
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

ComplexEventRelativeDate

Tag	Name	Req’d	Description
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 centers defined in the DateAdjustment 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

ComplexEventScheduleGrp

Tag	Name	Req’d	Description
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 convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the schedule.

ComplexEventTimes

Tag	Name	Req’d	Description
1494	NoComplexEventTimes	N
→1495	ComplexEventStartTime	N	Required if NoComplexEventTimes(1494) > 0.
→1496	ComplexEventEndTime	N	Required if NoComplexEventTimes(1494) > 0.

ComplexEvents

Tag	Name	Req’d	Description
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
→2941	ComplexOptPayoutCurrencyCodeSource	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
→2942	ComplexEventCurrencyOneCodeSource	N
→2125	ComplexEventCurrencyTwo	N
→2943	ComplexEventCurrencyTwoCodeSource	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

ContAmtGrp

Tag	Name	Req’d	Description
518	NoContAmts	N
→519	ContAmtType	N	Must be first field in the repeating group.
→520	ContAmtValue	N
→521	ContAmtCurr	N

DateAdjustment

Tag	Name	Req’d	Description
40921	BusinessDayConvention	N
Component	BusinessCenterGrp	N
40922	DateRollConvention	N

DeliveryScheduleGrp

Tag	Name	Req’d	Description
41037	NoDeliverySchedules	N
→41038	DeliveryScheduleType	N	Required if NoDeliverySchedules(41037) > 0.
→41039	DeliveryScheduleXID	N
→41040	DeliveryScheduleNotional	N
→41041	DeliveryScheduleNotionalUnitOfMeasure	N
→41042	DeliveryScheduleNotionalCommodityFrequency	N
→41043	DeliveryScheduleNegativeTolerance	N
→41044	DeliverySchedulePositiveTolerance	N
→41045	DeliveryScheduleToleranceUnitOfMeasure	N
→41046	DeliveryScheduleToleranceType	N	Conditionally required when DeliveryScheduleNegativeTolerance(41043) or DeliverySchedulePositiveTolerance(41044) is specified.
→41047	DeliveryScheduleSettlCountry	N
→41048	DeliveryScheduleSettlTimeZone	N
→41049	DeliveryScheduleSettlFlowType	N
→41050	DeliveryScheduleSettlHolidaysProcessingInstruction	N
→Component	DeliveryScheduleSettlDayGrp	N

DeliveryScheduleSettlDayGrp

Tag	Name	Req’d	Description
41051	NoDeliveryScheduleSettlDays	N
→41052	DeliveryScheduleSettlDay	N	Required if NoDeliveryScheduleSettlDays(41051) > 0.
→41053	DeliveryScheduleSettlTotalHours	N
→Component	DeliveryScheduleSettlTimeGrp	N

DeliveryScheduleSettlTimeGrp

Tag	Name	Req’d	Description
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.

DeliveryStream

Tag	Name	Req’d	Description
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

DeliveryStreamCommoditySourceGrp

Tag	Name	Req’d	Description
41085	NoDeliveryStreamCommoditySources	N
→41086	DeliveryStreamCommoditySource	N	Required if NoDeliveryStreamCommoditySources(41085) > 0.

DeliveryStreamCycleGrp

Tag	Name	Req’d	Description
41081	NoDeliveryStreamCycles	N
→41082	DeliveryStreamCycleDesc	N	Required if NoDeliveryStreamCycles(41081) > 0.
→41083	EncodedDeliveryStreamCycleDescLen	N	Must be set if EncodedDeliveryStreamCycleDesc(41084) field is specified and must immediately precede it.
→41084	EncodedDeliveryStreamCycleDesc	N	Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding(347) field.

DisplayInstruction

Tag	Name	Req’d	Description
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

DividendAccrualFloatingRate

Tag	Name	Req’d	Description
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

DividendAccrualPaymentDate

Tag	Name	Req’d	Description
42238	DividendAccrualPaymentDateRelativeTo	N
42239	DividendAccrualPaymentDateOffsetPeriod	N	Conditionally required when DividendAccrualPaymentDateOffsetUnit(42240) is specified.
42240	DividendAccrualPaymentDateOffsetUnit	N	Conditionally required when DividendAccrualPaymentDateOffsetPeriod(42239) is specified.
42241	DividendAccrualPaymentDateOffsetDayType	N
42242	DividendAccrualPaymentDateUnadjusted	N
42243	DividendAccrualPaymeentDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendAccrualPaymentDate.
Component	DividendAccrualPaymentDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendAccrualPaymentDate.
42244	DividendAccrualPaymentDateAdjusted	N

DividendAccrualPaymentDateBusinessCenterGrp

Tag	Name	Req’d	Description
42236	NoDividendAccrualPaymentDateBusinessCenters	N
→42237	DividendAccrualPaymentDateBusinessCenter	N	Required if NoDividendAccrualPaymentDateBusinessCenters(42236) > 0.

DividendConditions

Tag	Name	Req’d	Description
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

DividendFXTriggerDate

Tag	Name	Req’d	Description
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	DividendFXTriggerDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendFXTriggerDate.
Component	DividendFXTriggerDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendFXTriggerDate.
42271	DividendFXTriggerDateAdjusted	N

DividendFXTriggerDateBusinessCenterGrp

Tag	Name	Req’d	Description
42272	NoDividendFXTriggerDateBusinessCenters	N
→42273	DividendFXTriggerDateBusinessCenter	N	Required if NoDividendFXTriggerDateBusinessCenters(42272) > 0.

DividendPeriodBusinessCenterGrp

Tag	Name	Req’d	Description
42294	NoDividendPeriodBusinessCenters	N
→42295	DividendPeriodBusinessCenter	N	Required if NoDividendPeriodBusinessCenters(42294) > 0.

DividendPeriodGrp

Tag	Name	Req’d	Description
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 day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this dividend period instance.
→Component	DividendPeriodBusinessCenterGrp	N	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this dividend period instance.
→42281	DividendPeriodValuationDateUnadjusted	N
→42282	DividendPeriodValuationDateRelativeTo	N
→42283	DividendPeriodValuationDateOffsetPeriod	N	Conditionally required when DividendPeriodValuationDateOffsetUnit(42284) is specified.
→42284	DividendPeriodValuationDateOffsetUnit	N	Conditionally required when DividendPeriodValuationDateOffsetPeriod(42283) is specified.
→42285	DividendPeriodValuationDateOffsetDayType	N
→42286	DividendPeriodValuationDateAdjusted	N
→42287	DividendPeriodPaymentDateUnadjusted	N
→42288	DividendPeriodPaymentDateRelativeTo	N
→42289	DividendPeriodPaymentDateOffsetPeriod	N	Conditionally required when DividendPeriodPaymentDateOffsetUnit(42290) is specified.
→42290	DividendPeriodPaymentDateOffsetUnit	N	Conditionally required when DividendPeriodPaymentDateOffsetPeriod(42289) is specified.
→42291	DividendPeriodPaymentDateOffsetDayType	N
→42292	DividendPeriodPaymentDateAdjusted	N
→42293	DividendPeriodXID	N

EvntGrp

Tag	Name	Req’d	Description
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.

ExtraordinaryEventGrp

Tag	Name	Req’d	Description
42296	NoExtraordinaryEvents	N
→42297	ExtraordinaryEventType	N	Required if NoExtraordinaryEvents(42296) > 0.
→42298	ExtraordinaryEventValue	N	Required if NoExtraordinaryEvents(42296) > 0.

FinancingContractualDefinitionGrp

Tag	Name	Req’d	Description
40040	NoContractualDefinitions	N
→40041	ContractualDefinition	N	Required if NoContractualDefinitions(40040) > 0.

FinancingContractualMatrixGrp

Tag	Name	Req’d	Description
40042	NoContractualMatrices	N
→40043	ContractualMatrixSource	N	Required if NoContractualMatrices(40042) > 0.
→40044	ContractualMatrixDate	N
→40045	ContractualMatrixTerm	N

FinancingDetails

Tag	Name	Req’d	Description
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.
2952	AgreementCurrencyCodeSource	N
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.

FinancingTermSupplementGrp

Tag	Name	Req’d	Description
40046	NoFinancingTermSupplements	N
→40047	FinancingTermSupplementDesc	N	Required if NoFinancingTermSupplements(40046) > 0.
→40048	FinancingTermSupplementDate	N

FloatingRateIndex

Tag	Name	Req’d	Description
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

HopGrp

Tag	Name	Req’d	Description
627	NoHops	N
→628	HopCompID	N
→629	HopSendingTime	N
→630	HopRefID	N

IndexRollMonthGrp

Tag	Name	Req’d	Description
2734	NoIndexRollMonths	N
→2733	IndexRollMonth	N	Required if NoIndexRollMonths(2734) > 0.

InstrmtGrp

Tag	Name	Req’d	Description
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

InstrmtLegGrp

Tag	Name	Req’d	Description
555	NoLegs	N
→Component	InstrumentLeg	N	Required if NoLegs(555) > 0.
→Component	LegFinancingDetails	N

Instrument

Tag	Name	Req’d	Description
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. Required if the Instrument component is marked as required where the component is used.
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(200) and/or this field. When using MaturityMonthYear(200), it is recommended that markets and sell sides report the MaturityDate(541) on all outbound messages as a means of data enrichment. For NDFs this represents the fixing date of the contract.
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 specified and must immediately precede it.
1697	EncodedOptionExpirationDesc	N	Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding(347) field.
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
2904	StrikeCurrencyCodeSource	N
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
1147	UnitOfMeasureQty	N
1716	UnitOfMeasureCurrency	N
2905	UnitOfMeasureCurrencyCodeSource	N
1191	PriceUnitOfMeasure	N
1192	PriceUnitOfMeasureQty	N
1717	PriceUnitOfMeasureCurrency	N
2906	PriceUnitOfMeasureCurrencyCodeSource	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
2907	PriceQuoteCurrencyCodeSource	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 specified and must immediately precede it.
349	EncodedIssuer	N	Encoded (non-ASCII characters) representation of the Issuer(106) field in the encoded format specified via the MessageEncoding(347) field.
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 MessageEncoding(347) field.
107	SecurityDesc	N
350	EncodedSecurityDescLen	N	Must be set if EncodedSecurityDesc(351) field is specified and must immediately precede it.
351	EncodedSecurityDesc	N	Encoded (non-ASCII characters) representation of the SecurityDesc(107) field in the encoded format specified via the MessageEncoding(347) 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
2962	SecurityReferenceDataSupplement	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

InstrumentExtension

Tag	Name	Req’d	Description
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

InstrumentLeg

Tag	Name	Req’d	Description
600	LegSymbol	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. Required if the InstrumentLeg component is marked as required where the component is used.
601	LegSymbolSfx	N
602	LegSecurityID	N
603	LegSecurityIDSource	N
Component	LegSecAltIDGrp	N
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	LegOriginalNotionalPercentageOutstanding	N
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
Component	LegSecondaryAssetGrp	N
Component	LegAssetAttributeGrp	N
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
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 is specified and must immediately precede it.
2180	EncodedLegOptionExpirationDesc	N	Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding(347) field.
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
2908	LegStrikeCurrencyCodeSource	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
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
2909	LegUnitOfMeasureCurrencyCodeSource	N
1421	LegPriceUnitOfMeasure	N
1422	LegPriceUnitOfMeasureQty	N
1721	LegPriceUnitOfMeasureCurrency	N
2910	LegPriceUnitOfMeasureCurrencyCodeSource	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
2911	LegPriceQuoteCurrencyCodeSource	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
618	EncodedLegIssuerLen	N	Must be set if EncodedLegIssuer(618) field is specified and must immediately precede it.
619	EncodedLegIssuer	N	Encoded (non-ASCII characters) representation of the LegIssuer(617) field in the encoded format specified via the MessageEncoding(347) field.
2740	LegFinancialInstrumentShortName	N
2717	LegFinancialInstrumentFullName	N
2718	EncodedLegFinancialInstrumentFullNameLen	N	Must be set if EncodedLegFinancialInstrumentFullName(2719) field is specified and must immediately precede it.
2719	EncodedLegFinancialInstrumentFullName	N	Encoded (non-ASCII characters) representation of the LegFinancialInstrumentFullName(2717) field in the encoded format specified via the MessageEncoding(347) field.
620	LegSecurityDesc	N
621	EncodedLegSecurityDescLen	N	Must be set if LegEncodedSecurityDesc(622) field is specified and must immediately precede it.
622	EncodedLegSecurityDesc	N	Encoded (non-ASCII characters) representation of the LegSecurityDesc(620) field in the encoded format specified via the MessageEncoding(347) field.
Component	LegSecurityXML	N	Embedded XML document describing the leg 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>)
2898	LegCurrencyCodeSource	N
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 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.
Component	LegEvntGrp	N
Component	LegInstrumentParties	N
2209	LegShortSaleRestriction	N
Component	LegComplexEvents	N
2211	LegStrategyType	N
2212	LegCommonPricingIndicator	N
2213	LegSettlDisruptionProvision	N
2754	LegDeliveryRouteOrCharter	N
2214	LegInstrumentRoundingDirection	N
2215	LegInstrumentRoundingPrecision	N
Component	LegDateAdjustment	N
Component	LegPricingDateTime	N
Component	LegMarketDisruption	N
Component	LegOptionExercise	N
Component	LegStreamGrp	N
Component	LegProvisionGrp	N
Component	LegAdditionalTermGrp	N
Component	LegProtectionTermGrp	N
Component	LegCashSettlTermGrp	N
Component	LegPhysicalSettlTermGrp	N
Component	LegExtraordinaryEventGrp	N
2606	LegExtraordinaryEventAdjustmentMethod	N
2607	LegExchangeLookAlike	N

InstrumentParties

Tag	Name	Req’d	Description
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.

InstrumentPtysSubGrp

Tag	Name	Req’d	Description
1052	NoInstrumentPartySubIDs	N
→1053	InstrumentPartySubID	N
→1054	InstrumentPartySubIDType	N

LegAdditionalTermBondRefGrp

Tag	Name	Req’d	Description
41316	NoLegAdditionalTermBondRefs	N
→41317	LegAdditionalTermBondSecurityID	N	Required if NoLegAdditionalTermBondRefs(41316) > 0.
→41318	LegAdditionalTermBondSecurityIDSource	N	Conditionally required when LegAdditionalTermBondSecurityID(41317) is specified.
→41319	LegAdditionalTermBondDesc	N
→41320	EncodedLegAdditionalTermBondDescLen	N	Must be set if EncodedLegAdditionalTermBondDesc(41321) field is specified and must immediately precede it.
→41321	EncodedLegAdditionalTermBondDesc	N	Encoded (non-ASCII characters) representation of the LegAdditionalTermBondDesc(41319) field in the encoded format specified via the MessageEncoding(347) field.
→41322	LegAdditionalTermBondCurrency	N
→41323	LegAdditionalTermBondIssuer	N
→41324	EncodedLegAdditionalTermBondIssuerLen	N	Must be set if EncodedLegAdditionalTermBondIssuer(41325) field is specified and must immediately precede it.
→41325	EncodedLegAdditionalTermBondIssuer	N	Encoded (non-ASCII characters) representation of the LegAdditionalTermBondIssuer(41323) field in the encoded format specified via the MessageEncoding(347) field.
→41326	LegAdditionalTermBondSeniority	N
→41327	LegAdditionalTermBondCouponType	N
→41328	LegAdditionalTermBondCouponRate	N
→41329	LegAdditionalTermBondMaturityDate	N
→41330	LegAdditionalTermBondParValue	N
→41331	LegAdditionalTermBondCurrentTotalIssuedAmount	N
→41332	LegAdditionalTermBondCouponFrequencyPeriod	N	Conditionally required when LegAdditionalTermBondCouponFrequencyUnit(41333) is specified.
→41333	LegAdditionalTermBondCouponFrequencyUnit	N	Conditionally required when LegAdditionalTermBondCouponFrequencyPeriod(41332) is specified.
→41334	LegAdditionalTermBondDayCount	N

LegAdditionalTermGrp

Tag	Name	Req’d	Description
41335	NoLegAdditionalTerms	N
→41336	LegAdditionalTermConditionPrecedentBondIndicator	N	Required if NoLegAdditionalTerms(41335) > 0.
→41337	LegAdditionalTermDiscrepancyClauseIndicator	N
→Component	LegAdditionalTermBondRefGrp	N

LegAssetAttributeGrp

Tag	Name	Req’d	Description
2308	NoLegAssetAttributes	N
→2309	LegAssetAttributeType	N	Required if NoLegAssetAttributes(2308) > 0.
→2310	LegAssetAttributeValue	N
→2311	LegAssetAttributeLimit	N

LegBusinessCenterGrp

Tag	Name	Req’d	Description
40923	NoLegBusinessCenters	N
→40924	LegBusinessCenter	N	Required if NoLegBusinessCenters(40923) > 0.

LegCashSettlDate

Tag	Name	Req’d	Description
42299	LegCashSettlDateUnadjusted	N
42300	LegCashSettlDateBusinessDayConvention	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	LegCashSettlDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision.
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

LegCashSettlDateBusinessCenterGrp

Tag	Name	Req’d	Description
42306	NoLegCashSettlDateBusinessCenters	N
→42307	LegCashSettlDateBusinessCenter	N	Required if NoLegCashSettlDateBusinessCenters(42306) > 0.

LegCashSettlDealerGrp

Tag	Name	Req’d	Description
41342	NoLegCashSettlDealers	N
→41343	LegCashSettlDealer	N	Required if NoLegCashSettlDealers(41342) > 0.

LegCashSettlTermGrp

Tag	Name	Req’d	Description
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

LegComplexEventAveragingObservationGrp

Tag	Name	Req’d	Description
41363	NoLegComplexEventAveragingObservations	N
→41364	LegComplexEventAveragingObservationNumber	N	Required if NoLegComplexEventAveragingObservations(41363) > 0.
→41365	LegComplexEventAveragingWeight	N

LegComplexEventCreditEventGrp

Tag	Name	Req’d	Description
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
→Component	LegComplexEventCreditEventQualifierGrp	N

LegComplexEventCreditEventQualifierGrp

Tag	Name	Req’d	Description
41374	NoLegComplexEventCreditEventQualifiers	N
→41375	LegComplexEventCreditEventQualifier	N	Required if NoLegComplexEventCreditEventQualifiers(41374) > 0.

LegComplexEventCreditEventSourceGrp

Tag	Name	Req’d	Description
41398	NoLegComplexEventCreditEventSources	N
→41399	LegComplexEventCreditEventSource	N	Required if NoLegComplexEventCreditEventSources(41398) > 0.

LegComplexEventDateBusinessCenterGrp

Tag	Name	Req’d	Description
41387	NoLegComplexEventDateBusinessCenters	N
→41388	LegComplexEventDateBusinessCenter	N	Required if NoLegComplexEventDateBusinessCenters(41387) > 0.

LegComplexEventDates

Tag	Name	Req’d	Description
2250	NoLegComplexEventDates	N
→2251	LegComplexEventStartDate	N	Required if NoLegComplexEventDates(2250) > 0.
→2252	LegComplexEventEndDate	N	Required if NoLegComplexEventDates(2250) > 0.
→Component	LegComplexEventTimes	N

LegComplexEventPeriodDateGrp

Tag	Name	Req’d	Description
41376	NoLegComplexEventPeriodDateTimes	N
→41377	LegComplexEventPeriodDate	N	Required if NoLegComplexEventPeriodDateTimes(41376) > 0.
→41378	LegComplexEventPeriodTime	N

LegComplexEventPeriodGrp

Tag	Name	Req’d	Description
41379	NoLegComplexEventPeriods	N
→41380	LegComplexEventPeriodType	N	Required if NoLegComplexEventPeriods(41379) > 0.
→41381	LegComplexEventBusinessCenter	N
→Component	LegComplexEventScheduleGrp	N
→Component	LegComplexEventPeriodDateGrp	N
→Component	LegComplexEventAveragingObservationGrp	N

LegComplexEventRateSourceGrp

Tag	Name	Req’d	Description
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

LegComplexEventRelativeDate

Tag	Name	Req’d	Description
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	LegComplexEventDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to complex event dates.
Component	LegComplexEventDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to complex event dates.
41395	LegComplexEventDateAdjusted	N
41396	LegComplexEventFixingTime	N
41397	LegComplexEventFixingTimeBusinessCenter	N

LegComplexEventScheduleGrp

Tag	Name	Req’d	Description
41400	NoLegComplexEventSchedules	N
→41401	LegComplexEventScheduleStartDate	N	Required if NoLegComplexEventScedules(41400) > 0.
→41402	LegComplexEventScheduleEndDate	N
→41403	LegComplexEventScheduleFrequencyPeriod	N	Conditionally required when LegComplexEventScheduleFrequencyUnit(41404) is specified.
→41404	LegComplexEventScheduleFrequencyUnit	N	Conditionally required when LegComplexEventScheduleFrequencyPeriod(41403) is specified.
→41405	LegComplexEventScheduleRollConvention	N	When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration dates and times.

LegComplexEventTimes

Tag	Name	Req’d	Description
2253	NoLegComplexEventTimes	N
→2204	LegComplexEventStartTime	N	Required if NoLegComplexEventTimes(2253) > 0.
→2247	LegComplexEventEndTime	N	Required if NoLegComplexEventTimes(2253) > 0.

LegComplexEvents

Tag	Name	Req’d	Description
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
→2944	LegComplexOptPayoutCurrencyCodeSource	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
→2945	LegComplexEventCurrencyOneCodeSource	N
→2234	LegComplexEventCurrencyTwo	N
→2946	LegComplexEventCurrencyTwoCodeSource	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

LegDateAdjustment

Tag	Name	Req’d	Description
40925	LegBusinessDayConvention	N
Component	LegBusinessCenterGrp	N
40926	LegDateRollConvention	N

LegDeliveryScheduleGrp

Tag	Name	Req’d	Description
41408	NoLegDeliverySchedules	N
→41409	LegDeliveryScheduleType	N	Required if NoLegDeliverySchedules(41408) > 0.
→41410	LegDeliveryScheduleXID	N
→41411	LegDeliveryScheduleNotional	N
→41412	LegDeliveryScheduleNotionalUnitOfMeasure	N
→41413	LegDeliveryScheduleNotionalCommodityFrequency	N
→41414	LegDeliveryScheduleNegativeTolerance	N
→41415	LegDeliverySchedulePositiveTolerance	N
→41416	LegDeliveryScheduleToleranceUnitOfMeasure	N
→41417	LegDeliveryScheduleToleranceType	N	Conditionally required when LegDeliveryScheduleNegativeTolerance(41414) or LegDeliverySchedulePositiveTolerance(41415) is specified.
→41418	LegDeliveryScheduleSettlCountry	N
→41419	LegDeliveryScheduleSettlTimeZone	N
→41420	LegDeliveryScheduleSettlFlowType	N
→41421	LegDeliveryScheduleSettlHolidaysProcessingInstruction	N
→Component	LegDeliveryScheduleSettlDayGrp	N

LegDeliveryScheduleSettlDayGrp

Tag	Name	Req’d	Description
41422	NoLegDeliveryScheduleSettlDays	N
→41423	LegDeliveryScheduleSettlDay	N	Required if NoLegDeliveryScheduleSettlDays(41422) > 0.
→41424	LegDeliveryScheduleSettlTotalHours	N
→Component	LegDeliveryScheduleSettlTimeGrp	N

LegDeliveryScheduleSettlTimeGrp

Tag	Name	Req’d	Description
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 agreed if not specified.

LegDeliveryStream

Tag	Name	Req’d	Description
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

LegDeliveryStreamCommoditySourceGrp

Tag	Name	Req’d	Description
41460	NoLegDeliveryStreamCommoditySources	N
→41461	LegDeliveryStreamCommoditySource	N	Required if NoLegDeliveryStreamCommoditySources(41460) > 0.

LegDeliveryStreamCycleGrp

Tag	Name	Req’d	Description
41456	NoLegDeliveryStreamCycles	N
→41457	LegDeliveryStreamCycleDesc	N	Required if NoLegDeliveryStreamCycles(41456) > 0.
→41458	EncodedLegDeliveryStreamCycleDescLen	N	Must be set if EncodedLegDeliveryStreamCycleDesc(41459) field is specified and must immediately precede it.
→41459	EncodedLegDeliveryStreamCycleDesc	N	Encoded (non-ASCII characters) representation of the LegDeliveryStreamCycleDesc(41457) field in the encoded format specified via the MessageEncoding(347) field.

LegDividendAccrualFloatingRate

Tag	Name	Req’d	Description
42312	LegDividendFloatingRateIndex	N
42313	LegDividendFloatingRateIndexCurvePeriod	N	Conditionally required when LegDividendFloatingRateIndexCurveUnit(42314) is specified.
42314	LegDividendFloatingRateIndexCurveUnit	N	Conditionally required when LegDividendFloatingRateIndexCurvePeriod(42313) is specified.
42315	LegDividendFloatingRateMultiplier	N
42316	LegDividendFloatingRateSpread	N
42317	LegDividendFloatingRateSpreadPositionType	N
42318	LegDividendFloatingRateTreatment	N
42319	LegDividendCapRate	N
42320	LegDividendCapRateBuySide	N
42321	LegDividendCapRateSellSide	N
42322	LegDividendFloorRate	N
42323	LegDividendFloorRateBuySide	N
42324	LegDividendFloorRateSellSide	N
42325	LegDividendInitialRate	N
42326	LegDividendFinalRateRoundingDirection	N
42327	LegDividendFinalRatePrecision	N
42328	LegDividendAveragingMethod	N
42329	LegDividendNegativeRateTreatment	N

LegDividendAccrualPaymentDate

Tag	Name	Req’d	Description
42330	LegDividendAccrualPaymentDateRelativeTo	N
42331	LegDividendAccrualPaymentDateOffsetPeriod	N	Conditionally required when LegDividendAccrualPaymentDateOffsetUnit(42332) is specified.
42332	LegDividendAccrualPaymentDateOffsetUnit	N	Conditionally required when LegDividendAccrualPaymentDateOffsetPeriod(42331) is specified.
42333	LegDividendAccrualPaymentDateOffsetDayType	N
42334	LegDividendAccrualPaymentDateUnadjusted	N
42335	LegDividendAccrualPaymentDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendAccrualPaymentDate.
Component	LegDividendAccrualPaymentDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendAccrualPaymentDate.
42336	LegDividendAccrualPaymentDateAdjusted	N

LegDividendAccrualPaymentDateBusinessCenterGrp

Tag	Name	Req’d	Description
42310	NoLegDividendAccrualPaymentDateBusinessCenters	N
→42311	LegDividendAccrualPaymentDateBusinessCenter	N	Required if NoLegDividendAccrualPaymentDateBusinessCenters(42310) > 0.

LegDividendConditions

Tag	Name	Req’d	Description
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

LegDividendFXTriggerDate

Tag	Name	Req’d	Description
42357	LegDividendFXTriggerDateRelativeTo	N
42358	LegDividendFXTriggerDateOffsetPeriod	N	Conditionally required when LegDividendFXTriggerDateOffsetUnit(42359) is specified.
42359	LegDividendFXTriggerDateOffsetUnit	N	Conditionally required when LegDividendFXTriggerDateOffsetPeriod(42358) is specified.
42360	LegDividendFXTriggerDateOffsetDayType	N
42361	LegDividendFXTriggerDateUnadjusted	N
42362	LegDividendFXTriggerDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendFXTriggerDate.
Component	LegDividendFXTriggerDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendFXTriggerDate.
42363	LegDividendFXTriggerDateAdjusted	N

LegDividendFXTriggerDateBusinessCenterGrp

Tag	Name	Req’d	Description
42364	NoLegDividendFXTriggerDateBusinessCenters	N
→42365	LegDividendFXTriggerDateBusinessCenter	N	Required if NoLegDividendFXTriggerDateBusinessCenters(42364) > 0.

LegDividendPeriodBusinessCenterGrp

Tag	Name	Req’d	Description
42386	NoLegDividendPeriodBusinessCenters	N
→42387	LegDividendPeriodBusinessCenter	N	Required if NoLegDividendPeriodBusinessCenters(42386) > 0.

LegDividendPeriodGrp

Tag	Name	Req’d	Description
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 specified value would be specific to this dividend period instance.
→42371	LegDividendPeriodStrikePrice	N
→42372	LegDividendPeriodBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this dividend period instance.
→Component	LegDividendPeriodBusinessCenterGrp	N	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this dividend period instance.
→42373	LegDividendPeriodValuationDateUnadjusted	N
→42374	LegDividendPeriodValuationDateRelativeTo	N
→42375	LegDividendPeriodValuationDateOffsetPeriod	N	Conditionally required when LegDividendPeriodValuationDateOffsetUnit(42376) is specified.
→42376	LegDividendPeriodValuationDateOffsetUnit	N	Conditionally required when LegDividendPeriodValuationDateOffsetPeriod(42375) is specified.
→42377	LegDividendPeriodValuationDateOffsetDayType	N
→42378	LegDividendPeriodValuationDateAdjusted	N
→42379	LegDividendPeriodPaymentDateUnadjusted	N
→42380	LegDividendPeriodPaymentDateRelativeTo	N
→42381	LegDividendPeriodPaymentDateOffsetPeriod	N	Conditionally required when LegDividendPeriodPaymentDateOffsetUnit(42382) is specified.
→42382	LegDividendPeriodPaymentDateOffsetUnit	N	Conditionally required when LegDividendPeriodPaymentDateOffsetPeriod(42381) is specified.
→42383	LegDividendPeriodPaymentDateOffsetDayType	N
→42384	LegDividendPeriodPaymentDateAdjusted	N
→42385	LegDividendPeriodXID	N

LegEvntGrp

Tag	Name	Req’d	Description
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 must immediately precede it.
→2075	EncodedLegEventText	N	Encoded (non-ASCII characters) representation of the LegEventText(2066) field in the encoded format specified via the MessageEncoding(347) field.

LegExtraordinaryEventGrp

Tag	Name	Req’d	Description
42388	NoLegExtraordinaryEvents	N
→42389	LegExtraordinaryEventType	N	Required if NoLegExtraordinaryEvents(42388) > 0.
→42390	LegExtraordinaryEventValue	N	Required if NoLegExtraordinaryEvents(42388) > 0.

LegFinancingContractualDefinitionsGrp

Tag	Name	Req’d	Description
42198	NoLegContractualDefinitions	N
→42199	LegContractualDefinition	N	Required if NoLegContractualDefinitions(42198) > 0.

LegFinancingContractualMatrixGrp

Tag	Name	Req’d	Description
42203	NoLegContractualMatrices	N
→42204	LegContractualMatrixSource	N	Required if NoLegContractualMatrices(42203) > 0.
→42205	LegContractualMatrixDate	N
→42206	LegContractualMatrixTerm	N

LegFinancingDetails

Tag	Name	Req’d	Description
2497	LegAgreementDesc	N
2498	LegAgreementID	N
2499	LegAgreementVersion	N
2496	LegAgreementDate	N
2495	LegAgreementCurrency	N
2953	LegAgreementCurrencyCodeSource	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 specified and must immediately precede it.
2493	EncodedLegDocumentationText	N	Encoded (non-ASCII characters) representation of the LegDocumentationText(2505) field in the encoded format specified via the MessageEncoding(347) field.
2514	LegTerminationType	N
2513	LegStartDate	N
2506	LegEndDate	N
2504	LegDeliveryType	N
2508	LegMarginRatio	N

LegFinancingTermSupplementGrp

Tag	Name	Req’d	Description
42200	NoLegFinancingTermSupplements	N
→42201	LegFinancingTermSupplementDesc	N	Required if NoLegFinancingTermSupplements(42200) > 0.
→42202	LegFinancingTermSupplementDate	N

LegInstrumentParties

Tag	Name	Req’d	Description
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.

LegInstrumentPtysSubGrp

Tag	Name	Req’d	Description
2258	NoLegInstrumentPartySubIDs	N
→2259	LegInstrumentPartySubID	N	Required if NoLegInstrumentPartySubIDs(2258) > 0.
→2260	LegInstrumentPartySubIDType	N

LegMarketDisruption

Tag	Name	Req’d	Description
41462	LegMarketDisruptionProvision	N
Component	LegMarketDisruptionEventGrp	N
41463	LegMarketDisruptionFallbackProvision	N
Component	LegMarketDisruptionFallbackGrp	N
Component	LegMarketDisruptionFallbackReferencePriceGrp	N
41464	LegMarketDisruptionMaximumDays	N
41465	LegMarketDisruptionMaterialityPercentage	N	If specified, the disruption event should be specified in LegMarketDisruptionEventGrp.
41466	LegMarketDisruptionMinimumFuturesContracts	N	Applicable only when LegMarketDisruptionEvent(41468)=’DeMinimisTrading’.

LegMarketDisruptionEventGrp

Tag	Name	Req’d	Description
41467	NoLegMarketDisruptionEvents	N
→41468	LegMarketDisruptionEvent	N	Required if NoLegMarketDisruptionEvents(41467) > 0.
→40223	LegMarketDisruptionValue	N

LegMarketDisruptionFallbackGrp

Tag	Name	Req’d	Description
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

LegMarketDisruptionFallbackReferencePriceGrp

Tag	Name	Req’d	Description
41471	NoLegMarketDisruptionFallbackReferencePrices	N
→41472	LegMarketDisruptionFallbackUnderlierType	N	Required if NoLegMarketDisruptionFallbackReferencePrices(41471) > 0.
→41473	LegMarketDisruptionFallbackUnderlierSecurityID	N	Conditionally required when LegMarketDisruptionFallbackUnderlyerSecurityIDSource(41474) is specified.
→41474	LegMarketDisruptionFallbackUnderlierSecurityIDSource	N	Conditionally required when LegMarketDisruptionFallbackUnderlierSecurityID(41473) is specified.
→41475	LegMarketDisruptionFallbackUnderlierSecurityDesc	N
→41476	EncodedLegMarketDisruptionFallbackUnderlierSecurityDescLen	N	Must be set if EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc(41477) field is specified and must immediately precede it.
→41477	EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc	N	Encoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding(347) field.
→41478	LegMarketDisruptionFallbackOpenUnits	N
→41479	LegMarketDisruptionFallbackBasketCurrency	N
→41480	LegMarketDisruptionFallbackBasketDivisor	N

LegOptionExercise

Tag	Name	Req’d	Description
41481	LegExerciseDesc	N
41482	EncodedLegExerciseDescLen	N	Must be set if EncodedLegExerciseDesc (41483) field is specified and must immediately precede it.
41483	EncodedLegExerciseDesc	N	Encoded (non-ASCII characters) representation of the LegExerciseDesc(41481) field in the encoded format specified via the MessageEncoding(347) field.
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

LegOptionExerciseBusinessCenterGrp

Tag	Name	Req’d	Description
41491	NoLegOptionExerciseBusinessCenters	N
→41492	LegOptionExerciseBusinessCenter	N	Required if NoLegOptionExerciseBusinessCenters(41491) > 0.

LegOptionExerciseDateGrp

Tag	Name	Req’d	Description
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.

LegOptionExerciseDates

Tag	Name	Req’d	Description
41493	LegOptionExerciseBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of option exercise dates.
Component	LegOptionExerciseBusinessCenterGrp	N
Component	LegOptionExerciseDateGrp	N
41494	LegOptionExerciseEarliestDateOffsetDayType	N
41495	LegOptionExerciseEarliestDateOffsetPeriod	N	Conditionally required when LegOptionExerciseEarliestDateUnit(41496) is specified.
41496	LegOptionExerciseEarliestDateOffsetUnit	N	Conditionally required when LegOptionExerciseEarliestDatePeriod(41495) is specified.
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(41501) 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

LegOptionExerciseExpiration

Tag	Name	Req’d	Description
41517	LegOptionExerciseExpirationDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date.
Component	LegOptionExerciseExpirationDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date.
Component	LegOptionExerciseExpirationDateGrp	N
41518	LegOptionExerciseExpirationDateRelativeTo	N
41519	LegOptionExerciseExpirationDateOffsetPeriod	N	Conditionally required when LegOptionExerciseExpirationDateOffsetUnit(41520) is specified.
41520	LegOptionExerciseExpirationDateOffsetUnit	N	Conditionally required when LegOptionExerciseExpirationDateOffsetPeriod(41519) is specified.
41521	LegOptionExerciseExpirationFrequencyPeriod	N	Conditionally required when LegOptionExerciseExpirationFrequencyUnit(41522) is specified.
41522	LegOptionExerciseExpirationFrequencyUnit	N	Conditionally required when LegOptionExerciseExpirationFrequencyPeriod(41521) is specified.
41523	LegOptionExerciseExpirationRollConvention	N	When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration date.
41524	LegOptionExerciseExpirationDateOffsetDayType	N
41525	LegOptionExerciseExpirationTime	N
41526	LegOptionExerciseExpirationTimeBusinessCenter	N

LegOptionExerciseExpirationDateBusinessCenterGrp

Tag	Name	Req’d	Description
41515	NoLegOptionExerciseExpirationDateBusinessCenters	N
→41516	LegOptionExerciseExpirationDateBusinessCenter	N	Required if NoLegOptionExerciseExpirationDateBusinessCenters(41515) > 0.

LegOptionExerciseExpirationDateGrp

Tag	Name	Req’d	Description
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.

LegOptionExerciseMakeWholeProvision

Tag	Name	Req’d	Description
42392	LegMakeWholeDate	N
42393	LegMakeWholeAmount	N
42394	LegMakeWholeBenchmarkCurveName	N
42395	LegMakeWholeBenchmarkCurvePoint	N
42396	LegMakeWholeRecallSpread	N
42397	LegMakeWholeBenchmarkQuote	N
42398	LegMakeWholeInterpolationMethod	N

LegOrdGrp

Tag	Name	Req’d	Description
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
→2900	LegSettlCurrencyCodeSource	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.

LegPaymentScheduleFixingDateBusinessCenterGrp

Tag	Name	Req’d	Description
40927	NoLegPaymentScheduleFixingDateBusinessCenters	N
→40400	LegPaymentScheduleFixingDateBusinessCenter	N	Required if NoLegPaymentScheduleFixingDateBusinessCenters(40927) > 0.

LegPaymentScheduleFixingDayGrp

Tag	Name	Req’d	Description
41530	NoLegPaymentScheduleFixingDays	N
→41531	LegPaymentScheduleFixingDayOfWeek	N	Required if NoLegPaymentScheduleFixingDays(41530) > 0.
→41532	LegPaymentScheduleFixingDayNumber	N

LegPaymentScheduleGrp

Tag	Name	Req’d	Description
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
→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	LegPaymentScheduleSettlPeriodPriceCurrency	N
→41541	LegPaymentScheduleSettlPeriodPriceUnitOfMeasure	N
→41542	LegPaymentScheduleStepUnitOfMeasure	N
→40390	LegPaymentScheduleStepFrequencyPeriod	N	Conditionally required when LegPaymentScheduleStepFrequencyUnit(40391) is specified.
→40391	LegPaymentScheduleStepFrequencyUnit	N	Conditionally required when LegPaymentScheduleStepFrequencyPeriod(40390) is specified.
→40392	LegPaymentScheduleStepOffsetValue	N
→40393	LegPaymentScheduleStepRate	N
→40394	LegPaymentScheduleStepOffsetRate	N
→40395	LegPaymentScheduleStepRelativeTo	N
→Component	LegPaymentScheduleRateSourceGrp	N
→40396	LegPaymentScheduleFixingDateUnadjusted	N
→40397	LegPaymentScheduleWeight	N
→40398	LegPaymentScheduleFixingDateRelativeTo	N
→40399	LegPaymentScheduleFixingDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule.
→Component	LegPaymentScheduleFixingDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule.
→40401	LegPaymentScheduleFixingDateOffsetPeriod	N	Conditionally required when LegPaymentScheduleFixingDatesOffsetUnit(40402) is specified.
→40402	LegPaymentScheduleFixingDateOffsetUnit	N	Conditionally required when LegPaymentScheduleFixingDatesOffsetPeriod(40401) is specified.
→40403	LegPaymentScheduleFixingDateOffsetDayType	N
→41543	LegPaymentScheduleFixingDayDistribution	N
→41544	LegPaymentScheduleFixingDayCount	N
→40404	LegPaymentScheduleFixingDateAdjusted	N
→Component	LegPaymentScheduleFixingDayGrp	N
→41545	LegPaymentScheduleFixingLagPeriod	N	Conditionally required when LegPaymentScheduleFixingLagUnit(41546) is specified.
→41546	LegPaymentScheduleFixingLagUnit	N	Conditionally required when LegPaymentScheduleFixingLagPeriod(41545) is specified.
→41547	LegPaymentScheduleFixingFirstObservationDateOffsetPeriod	N	Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetUnit(41548) is specified.
→41548	LegPaymentScheduleFixingFirstObservationDateOffsetUnit	N	Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetPeriod(41547) is specified.
→40405	LegPaymentScheduleFixingTime	N
→40406	LegPaymentScheduleFixingTimeBusinessCenter	N
→40407	LegPaymentScheduleInterimExchangePaymentDateRelativeTo	N
→40408	LegPaymentScheduleInterimExchangeDatesBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule.
→Component	LegPaymentScheduleInterimExchangeDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule.
→40410	LegPaymentScheduleInterimExchangeDatesOffsetPeriod	N	Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetUnit(40411) is specified.
→40411	LegPaymentScheduleInterimExchangeDatesOffsetUnit	N	Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetPeriod(40410) is specified.
→40412	LegPaymentScheduleInterimExchangeDatesOffsetDayType	N
→40413	LegPaymentScheduleInterimExchangeDateAdjusted	N

LegPaymentScheduleInterimExchangeDateBusinessCenterGrp

Tag	Name	Req’d	Description
40928	NoLegPaymentScheduleInterimExchangeDateBusinessCenters	N
→40409	LegPaymentScheduleInterimExchangeDatesBusinessCenter	N	Required if NoLegPaymentScheduleInterimExchangeDateBusinessCenters(40928) > 0.

LegPaymentScheduleRateSourceGrp

Tag	Name	Req’d	Description
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).

LegPaymentStream

Tag	Name	Req’d	Description
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
40285	LegPaymentStreamDiscountType	N
40286	LegPaymentStreamDiscountRate	N
40287	LegPaymentStreamDiscountRateDayCount	N
40288	LegPaymentStreamCompoundingMethod	N
42400	LegPaymentStreamCompoundingXIDRef	N	Mutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingFloatingRate component.
42401	LegPaymentStreamCompoundingSpread	N
42402	LegPaymentStreamInterpolationMethod	N
42403	LegPaymentStreamInterpolationPeriod	N
40289	LegPaymentStreamInitialPrincipalExchangeIndicator	N
40290	LegPaymentStreamInterimPrincipalExchangeIndicator	N
40291	LegPaymentStreamFinalPrincipalExchangeIndicator	N
41549	LegPaymentStreamFlatRateIndicator	N
41550	LegPaymentStreamFlatRateAmount	N
41551	LegPaymentStreamFlatRateCurrency	N
41552	LegStreamMaximumPaymentAmount	N
41553	LegStreamMaximumPaymentCurrency	N
41554	LegStreamMaximumTransactionAmount	N
41555	LegStreamMaximumTransactionCurrency	N
Component	LegPaymentStreamPaymentDates	N
Component	LegPaymentStreamResetDates	N
Component	LegPaymentStreamFixedRate	N
Component	LegPaymentStreamFloatingRate	N
42404	LegPaymentStreamCompoundingFixedRate	N	Mutually exclusive with LegPaymentStreamCompoundingXIDRef(42400) or the LegPaymentStreamCompoundingFloatingRate component.
Component	LegPaymentStreamCompoundingFloatingRate	N	Mutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingXIDRef(42400).
Component	LegPaymentStreamCompoundingDates	N
Component	LegPaymentStreamNonDeliverableSettlTerms	N

LegPaymentStreamCompoundingDateGrp

Tag	Name	Req’d	Description
42405	NoLegPaymentStreamCompoundingDates	N
→42406	LegPaymentStreamCompoundingDate	N	Required if NoLegPaymentStreamCompoundingDates(42405) > 0.
→42407	LegPaymentStreamCompoundingDateType	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.

LegPaymentStreamCompoundingDates

Tag	Name	Req’d	Description
42408	LegPaymentStreamCompoundingDatesBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream compounding dates.
Component	LegPaymentStreamCompoundingDatesBusinessCenterGrp	N	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream compounding dates.
Component	LegPaymentStreamCompoundingDateGrp	N
42409	LegPaymentStreamCompoundingDatesRelativeTo	N
42410	LegPaymentStreamCompoundingDatesOffsetPeriod	N	Conditionally required when LegPaymentStreamCompoundingDatesOffsetUnit(42411) is specified.
42411	LegPaymentStreamCompoundingDatesOffsetUnit	N	Conditionally required when LegPaymentStreamCompoundingDatesOffsetPeriod(42410) is specified.
42412	LegPaymentStreamCompoundingDatesOffsetDayType	N
42413	LegPaymentStreamCompoundingPeriodSkip	N
Component	LegPaymentStreamCompoundingStartDate	N
Component	LegPaymentStreamCompoundingEndDate	N
42414	LegPaymentStreamCompoundingFrequencyPeriod	N	Conditionally required when LegPayamentStreamCompoundingFrequencyUnit(42415) is specified.
42415	LegPaymentStreamCompoundingFrequencyUnit	N	Conditionally required when LegPayamentStreamCompoundingFrequencyPeriod(42414) is specified.
42416	LegPaymentStreamCompoundingRollConvention	N	When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of payment stream compounding dates.
42417	LegPaymentStreamBoundsFirstDateUnadjusted	N
42418	LegPaymentStreamBoundsLastDateUnadjusted	N

LegPaymentStreamCompoundingDatesBusinessCenterGrp

Tag	Name	Req’d	Description
42419	NoLegPaymentStreamCompoundingDatesBusinessCenters	N
→42420	LegPaymentStreamCompoundingDatesBusinessCenter	N	Required if NoLegPaymentStreamCompoundingDatesBusinessCenters(42419) > 0.

LegPaymentStreamCompoundingEndDate

Tag	Name	Req’d	Description
42421	LegPaymentStreamCompoundingEndDateUnadjusted	N
42422	LegPaymentStreamCompoundingEndDateRelativeTo	N
42423	LegPaymentStreamCompoundingEndDateOffsetPeriod	N	Conditionally required when LegPaymentStreamCompoundingEndDateOffsetUnit(42424) is specified.
42424	LegPaymentStreamCompoundingEndDateOffsetUnit	N	Conditionally required when LegPaymentStreamCompoundingEndDateOffsetPeriod(42423) is specified.
42425	LegPaymentStreamCompoundingEndDateOffsetDayType	N
42426	LegPaymentStreamCompoundingEndDateAdjusted	N

LegPaymentStreamCompoundingFloatingRate

Tag	Name	Req’d	Description
42427	LegPaymentStreamCompoundingRateIndex	N
42428	LegPaymentStreamCompoundingRateIndexCurvePeriod	N	Conditionally required if LegPaymentStreamCompoundingRateIndexCurveUnit(42429) is specified.
42429	LegPaymentStreamCompoundingRateIndexCurveUnit	N	Conditionally required if LegPaymentStreamCompoundingRateIndexCurvePeriod(42428) is specified.
42430	LegPaymentStreamCompoundingRateMultiplier	N
42431	LegPaymentStreamCompoundingRateSpread	N
42432	LegPaymentStreamCompoundingRateSpreadPositionType	N
42433	LegPaymentStreamCompoundingRateTreatment	N
42434	LegPaymentStreamCompoundingCapRate	N
42435	LegPaymentStreamCompoundingCapRateBuySide	N
42436	LegPaymentStreamCompoundingCapRateSellSide	N
42437	LegPaymentStreamCompoundingFloorRate	N
42438	LegPaymentStreamCompoundingFloorRateBuySide	N
42439	LegPaymentStreamCompoundingFloorRateSellSide	N
42440	LegPaymentStreamCompoundingInitialRate	N
42441	LegPaymentStreamCompoundingFinalRateRoundingDirection	N
42442	LegPaymentStreamCompoundingFinalRatePrecision	N
42443	LegPaymentStreamCompoundingAveragingMethod	N
42444	LegPaymentStreamCompoundingNegativeRateTreatment	N

LegPaymentStreamCompoundingStartDate

Tag	Name	Req’d	Description
42445	LegPaymentStreamCompoundingStartDateUnadjusted	N
42446	LegPaymentStreamCompoundingStartDateRelativeTo	N
42447	LegPaymentStreamCompoundingStartDateOffsetPeriod	N	Conditionally required when LegPaymentStreamCompoundingStartDateOffsetUnit(42448) is specified.
42448	LegPaymentStreamCompoundingStartDateOffsetUnit	N	Conditionally required when LegPaymentStreamCompoundingStartDateOffsetPeriod(42447) is specified.
42449	LegPaymentStreamCompoundingStartDateOffsetDayType	N
42450	LegPaymentStreamCompoundingStartDateAdjusted	N

LegPaymentStreamFinalPricePaymentDate

Tag	Name	Req’d	Description
42453	LegPaymentStreamFinalPricePaymentDateUnadjusted	N
42454	LegPaymentStreamFinalPricePaymentDateRelativeTo	N
42455	LegPaymentStreamFinalPricePaymentDateOffsetPeriod	N	Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetUnit(42456) is specified.
42456	LegPaymentStreamFinalPricePaymentDateOffsetUnit	N	Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetPeriod(42455) is specified.
42457	LegPaymentStreamFinalPricePaymentDateOffsetDayType	N
42458	LegPaymentStreamFinalPricePaymentDateAdjusted	N

LegPaymentStreamFixedRate

Tag	Name	Req’d	Description
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

LegPaymentStreamFixingDateBusinessCenterGrp

Tag	Name	Req’d	Description
40933	NoLegPaymentStreamFixingDateBusinessCenters	N
→40318	LegPaymentStreamFixingDateBusinessCenter	N	Required if NoLegPaymentStreamFixingDateBusinessCenters(40933) > 0.

LegPaymentStreamFixingDateGrp

Tag	Name	Req’d	Description
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.

LegPaymentStreamFloatingRate

Tag	Name	Req’d	Description
40331	LegPaymentStreamRateIndex	N
40332	LegPaymentStreamRateIndexSource	N
43088	LegPaymentStreamRateIndexID	N	Conditionally required when LegPaymentStreamRateIndexIDSource(43089) is specified.
43089	LegPaymentStreamRateIndexIDSource	N	Conditionally required when LegPaymentStreamRateIndexID(43088) is specified.
40333	LegPaymentStreamRateIndexCurveUnit	N	Conditionally required when LegPaymentStreamRateIndexCurvePeriod(40334) is specified.
40334	LegPaymentStreamRateIndexCurvePeriod	N	Conditionally required when LegPaymentStreamRateIndexCurveUnit(40333) is specified.
43116	LegPaymentStreamRateIndex2	N
43117	LegPaymentStreamRateIndex2Source	N
43118	LegPaymentStreamRateIndex2ID	N	Conditionally required when LegPaymentStreamRateIndex2IDSource(43119) is specified.
43119	LegPaymentStreamRateIndex2IDSource	N	Conditionally required when LegPaymentStreamRateIndex2ID(43118) is specified.
41563	LegPaymentStreamRateIndex2CurveUnit	N	Conditionally required when LegPaymentStreamRateIndex2CurvePeriod(41564) is specified.
41564	LegPaymentStreamRateIndex2CurvePeriod	N	Conditionally required when LegPaymentStreamRateIndex2CurveUnit(41563) is specified.
41565	LegPaymentStreamRateIndexLocation	N
41566	LegPaymentStreamRateIndexLevel	N
41567	LegPaymentStreamRateIndexUnitOfMeasure	N
41568	LegPaymentStreamSettlLevel	N
41569	LegPaymentStreamReferenceLevel	N
41570	LegPaymentStreamReferenceLevelUnitOfMeasure	N
41571	LegPaymentStreamReferenceLevelEqualsZeroIndicator	N
40335	LegPaymentStreamRateMultiplier	N
40336	LegPaymentStreamRateSpread	N
41572	LegPaymentStreamRateSpreadCurrency	N
41573	LegPaymentStreamRateSpreadUnitOfMeasure	N
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
41576	LegPaymentStreamLastResetRate	N
41577	LegPaymentStreamFinalRate	N
40346	LegPaymentStreamFinalRateRoundingDirection	N
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(41578) is specified.
42462	LegPaymentStreamFirstObservationDateUnadjusted	N
42463	LegPaymentStreamFirstObservationDateRelativeTo	N
42464	LegPaymentStreamFirstObservationDateOffsetDayType	N
41580	LegPaymentStreamFirstObservationDateOffsetPeriod	N	Conditionally required when LegPaymentStreamFirstObservationOffsetUnit(41581) is specified.
41581	LegPaymentStreamFirstObservationDateOffsetUnit	N	Conditionally required when LegPaymentStreamFirstObservationOffsetPeriod(41580) is specified.
42465	LegPaymentStreamFirstObservationDateAdjusted	N
41582	LegPaymentStreamPricingDayType	N
41583	LegPaymentStreamPricingDayDistribution	N
41584	LegPaymentStreamPricingDayCount	N
41585	LegPaymentStreamPricingBusinessCalendar	N
41586	LegPaymentStreamPricingBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the payment stream pricing date.
Component	LegPaymentStreamPricingBusinessCenterGrp	N	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the the payment stream pricing date.
Component	LegPaymentStreamPricingDayGrp	N
Component	LegPaymentStreamPricingDateGrp	N
40350	LegPaymentStreamInflationLagPeriod	N	Conditionally required when LegPaymentStreamInflationLagUnit(40351) is specified.
40351	LegPaymentStreamInflationLagUnit	N	Conditionally required when LegPaymentStreamInflationLagPeriod(40350) is specified.
40352	LegPaymentStreamInflationLagDayType	N
40353	LegPaymentStreamInflationInterpolationMethod	N
40354	LegPaymentStreamInflationIndexSource	N
40355	LegPaymentStreamInflationPublicationSource	N
40356	LegPaymentStreamInflationInitialIndexLevel	N
40357	LegPaymentStreamInflationFallbackBondApplicable	N
40358	LegPaymentStreamFRADiscounting	N
42466	LegPaymentStreamUnderlierRefID	N
Component	LegPaymentStreamFormula	N
Component	LegDividendConditions	N
42467	LegReturnRateNotionalReset	N
Component	LegReturnRateGrp	N
42468	LegPaymentStreamLinkInitialLevel	N
42469	LegPaymentStreamLinkClosingLevelIndicator	N
42470	LegPaymentStreamLinkExpiringLevelIndicator	N
42471	LegPaymentStreamLinkEstimatedTradingDays	N
42472	LegPaymentStreamLinkStrikePrice	N
42473	LegPaymentStreamLinkStrikePriceType	N
42474	LegPaymentStreamLinkMaximumBoundary	N
42475	LegPaymentStreamLinkMinimumBoundary	N
42476	LegPaymentStreamLinkNumberOfDataSeries	N
42477	LegPaymentStreamVarianceUnadjustedCap	N
42478	LegPaymentStreamRealizedVarianceMethod	N
42479	LegPaymentStreamDaysAdjustmentIndicator	N
42480	LegPaymentStreamNearestExchangeContractRefID	N
42481	LegPaymentStreamVegaNotionalAmount	N

LegPaymentStreamFormula

Tag	Name	Req’d	Description
42482	LegPaymentStreamFormulaCurrency	N
42483	LegPaymentStreamFormulaCurrencyDeterminationMethod	N
42484	LegPaymentStreamFormulaReferenceAmount	N
Component	LegPaymentStreamFormulaMathGrp	N
Component	LegPaymentStreamFormulaImage	N

LegPaymentStreamFormulaImage

Tag	Name	Req’d	Description
42451	LegPaymentStreamFormulaImageLength	N	Conditionally required when LegPaymentStreamFormulaImage(42452) is specified.
42452	LegPaymentStreamFormulaImage	N	Conditionally required when LegPaymentStreamFormulaImageLength(42451) is specified.

LegPaymentStreamFormulaMathGrp

Tag	Name	Req’d	Description
42485	NoLegPaymentStreamFormulas	N
→43110	LegPaymentStreamFormulaLength	N	Required if NoLegPaymentStreamFormulas(42485) > 0.
→42486	LegPaymentStreamFormula	N	Required if NoLegPaymentStreamFormulas(42485) > 0.
→42487	LegPaymentStreamFormulaDesc	N

LegPaymentStreamInitialFixingDateBusinessCenterGrp

Tag	Name	Req’d	Description
40932	NoLegPaymentStreamInitialFixingDateBusinessCenters	N
→40311	LegPaymentStreamInitialFixingDateBusinessCenter	N	Required if NoLegPaymentStreamInitialFixingDateBusinessCenters(40932) > 0.

LegPaymentStreamNonDeliverableFixingDateGrp

Tag	Name	Req’d	Description
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.

LegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp

Tag	Name	Req’d	Description
40929	NoLegPaymentStreamNonDeliverableFixingDateBusinessCenters	N
→40361	LegPaymentStreamNonDeliverableFixingDatesBusinessCenter	N	Required if NoLegPaymentStreamNonDeliverableFixingDatesBusinessCenters(40929) > 0.

LegPaymentStreamNonDeliverableSettlRateSource

Tag	Name	Req’d	Description
40087	LegPaymentStreamNonDeliverableSettlRateSource	N
40228	LegPaymentStreamNonDeliverableSettlReferencePage	N	Conditionally required when LegPaymentStreamNonDeliverableSettlRateSource(40087) = 3 (ISDA Settlement Rate Option) or 99 (Other).

LegPaymentStreamNonDeliverableSettlTerms

Tag	Name	Req’d	Description
40359	LegPaymentStreamNonDeliverableRefCurrency	N
40360	LegPaymentStreamNonDeliverableFixingDatesBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the non-deliverable currency’s fixing date.
Component	LegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp	N	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the non-deliverable currency’s fixing date.
40362	LegPaymentStreamNonDeliverableFixingDatesRelativeTo	N
40363	LegPaymentStreamNonDeliverableFixingDatesOffsetPeriod	N	Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetUnit(40364) is specified.
40364	LegPaymentStreamNonDeliverableFixingDatesOffsetUnit	N	Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetPeriod(40363) is specified.
40365	LegPaymentStreamNonDeliverableFixingDatesOffsetDayType	N
Component	LegPaymentStreamNonDeliverableSettlRateSource	N
Component	LegPaymentStreamNonDeliverableFixingDateGrp	N
Component	LegSettlRateDisruptionFallbackGrp	N

LegPaymentStreamPaymentDateBusinessCenterGrp

Tag	Name	Req’d	Description
40930	NoLegPaymentStreamPaymentDateBusinessCenters	N
→40293	LegPaymentStreamPaymentDateBusinessCenter	N	Requirend if NoLegPaymentStreamPaymentDateBusinessCenters(40930) > 0.

LegPaymentStreamPaymentDateGrp

Tag	Name	Req’d	Description
41589	NoLegPaymentStreamPaymentDates	N
→41590	LegPaymentStreamPaymentDate	N	Required if NoLegPaymentStreamPaymentDates(41589) > 0.
→41591	LegPaymentStreamPaymentDateType	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.

LegPaymentStreamPaymentDates

Tag	Name	Req’d	Description
40292	LegPaymentStreamPaymentDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream.
Component	LegPaymentStreamPaymentDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream.
Component	LegPaymentStreamPaymentDateGrp	N
40294	LegPaymentStreamPaymentFrequencyPeriod	N	Conditionally required when LegPaymentStreamPaymentFrequencyUnit(40295) is specified.
40295	LegPaymentStreamPaymentFrequencyUnit	N	Conditionally required when LegPaymentStreamFrequencyPeriod(40294) is specified.
40296	LegPaymentStreamPaymentRollConvention	N	When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates.
40297	LegPaymentStreamFirstPaymentDateUnadjusted	N
40298	LegPaymentStreamLastRegularPaymentDateUnadjusted	N
40299	LegPaymentStreamPaymentDateRelativeTo	N
40300	LegPaymentStreamPaymentDateOffsetPeriod	N	Conditionally required when LegPaymentStreamPaymentDateOffsetUnit(40301) is specified.
40301	LegPaymentStreamPaymentDateOffsetUnit	N	Conditionally required when LegPaymentStreamPaymentDateOffsetPeriod(40300) is specified.
40302	LegPaymentStreamPaymentDateOffsetDayType	N
41592	LegPaymentStreamMasterAgreementPaymentDatesIndicator	N
Component	LegPaymentStreamFinalPricePaymentDate	N

LegPaymentStreamPricingBusinessCenterGrp

Tag	Name	Req’d	Description
41561	NoLegPaymentStreamPricingBusinessCenters	N
→41562	LegPaymentStreamPricingBusinessCenter	N	Required if NoLegPaymentStreamPricingBusinessCentrers(41561) > 0.

LegPaymentStreamPricingDateGrp

Tag	Name	Req’d	Description
41593	NoLegPaymentStreamPricingDates	N
→41594	LegPaymentStreamPricingDate	N	Required if NoPaymentStreamPricingDates(41593) > 0.
→41595	LegPaymentStreamPricingDateType	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.

LegPaymentStreamPricingDayGrp

Tag	Name	Req’d	Description
41596	NoLegPaymentStreamPricingDays	N
→41597	LegPaymentStreamPricingDayOfWeek	N	Required if NoLegPaymentStreamPricingDays(41596) > 0.
→41598	LegPaymentStreamPricingDayNumber	N

LegPaymentStreamResetDateBusinessCenterGrp

Tag	Name	Req’d	Description
40931	NoLegPaymentStreamResetDateBusinessCenters	N
→40305	LegPaymentStreamResetDateBusinessCenter	N	Required if NoLegPaymentStreamResetDateBusinessCenters(40931) > 0.

LegPaymentStreamResetDates

Tag	Name	Req’d	Description
40303	LegPaymentStreamResetDateRelativeTo	N
40304	LegPaymentStreamResetDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates.
Component	LegPaymentStreamResetDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates.
40306	LegPaymentStreamResetFrequencyPeriod	N	Conditionally required when LegPaymentStreamResetFrequencyUnit(40307) is specified.
40307	LegPaymentStreamResetFrequencyUnit	N	Conditionally required when LegPaymentStreamResetFrequencyPeriod(40306) is specified.
40308	LegPaymentStreamResetWeeklyRollConvention	N	When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates.
40309	LegPaymentStreamInitialFixingDateRelativeTo	N
40310	LegPaymentStreamInitialFixingDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates.
Component	LegPaymentStreamInitialFixingDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates.
40312	LegPaymentStreamInitialFixingDateOffsetPeriod	N	Conditionally required when LegPaymentStreamInitialFixingDateOffsetUnit(40313) is specified.
40313	LegPaymentStreamInitialFixingDateOffsetUnit	N	Conditionally required when LegPaymentStreamInitialFixingDateOffsetPeriod(40312) is specified.
40314	LegPaymentStreamInitialFixingDateOffsetDayType	N
40315	LegPaymentStreamInitialFixingDateAdjusted	N
40316	LegPaymentStreamFixingDateRelativeTo	N
40317	LegPaymentStreamFixingDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates.
Component	LegPaymentStreamFixingDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates.
40319	LegPaymentStreamFixingDateOffsetPeriod	N	Conditionally required when LegPaymentStreamFixingDateOffsetUnit(40320) is specified.
40320	LegPaymentStreamFixingDateOffsetUnit	N	Conditionally required when LegPaymentStreamFixingDateOffsetPeriod(40319) is specified.
40321	LegPaymentStreamFixingDateOffsetDayType	N
40322	LegPaymentStreamFixingDateAdjusted	N
40323	LegPaymentStreamRateCutoffDateOffsetPeriod	N	Conditionally required when LegPaymentStreamRateCutoffDateOffsetUnit(40324) is specified.
40324	LegPaymentStreamRateCutoffDateOffsetUnit	N	Conditionally required when LegPaymentStreamRateCutoffDateOffsetPeriod(40323) is specified.
40325	LegPaymentStreamRateCutoffDateOffsetDayType	N
Component	LegPaymentStreamFixingDateGrp	N

LegPaymentStubEndDate

Tag	Name	Req’d	Description
42488	LegPaymentStubEndDateUnadjusted	N
42489	LegPaymentStubEndDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance.
Component	LegPaymentStubEndDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance.
42490	LegPaymentStubEndDateRelativeTo	N
42491	LegPaymentStubEndDateOffsetPeriod	N	Conditionally required when LegPaymentStubEndDateOffsetUnit(42492) is specified.
42492	LegPaymentStubEndDateOffsetUnit	N	Conditionally required when LegPaymentStubEndDateOffsetPeriod(42491) is specified.
42493	LegPaymentStubEndDateOffsetDayType	N
42494	LegPaymentStubEndDateAdjusted	N

LegPaymentStubEndDateBusinessCenterGrp

Tag	Name	Req’d	Description
42495	NoLegPaymentStubEndDateBusinessCenters	N
→42496	LegPaymentStubEndDateBusinessCenter	N	Required if NoLegPaymentStubEndDateBusinessCenters(42495) > 0.

LegPaymentStubGrp

Tag	Name	Req’d	Description
40418	NoLegPaymentStubs	N
→40419	LegPaymentStubType	N	Required if NoLegPaymentStubs(40418) > 0.
→40420	LegPaymentStubLength	N
→Component	LegPaymentStubStartDate	N
→Component	LegPaymentStubEndDate	N
→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(40426) is specified.
→40428	LegPaymentStubIndexRateMultiplier	N
→40429	LegPaymentStubIndexRateSpread	N
→40430	LegPaymentStubIndexRateSpreadPositionType	N
→40431	LegPaymentStubIndexRateTreatment	N
→40432	LegPaymentStubIndexCapRate	N
→40433	LegPaymentStubIndexCapRateBuySide	N
→40434	LegPaymentStubIndexCapRateSellSide	N
→40435	LegPaymentStubIndexFloorRate	N
→40436	LegPaymentStubIndexFloorRateBuySide	N
→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(40440) is specified.
→40442	LegPaymentStubIndex2RateMultiplier	N
→40443	LegPaymentStubIndex2RateSpread	N
→40444	LegPaymentStubIndex2RateSpreadPositionType	N
→40445	LegPaymentStubIndex2RateTreatment	N
→40446	LegPaymentStubIndex2CapRate	N
→40447	LegPaymentStubIndex2FloorRate	N

LegPaymentStubStartDate

Tag	Name	Req’d	Description
42497	LegPaymentStubStartDateUnadjusted	N
42498	LegPaymentStubStartDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance.
Component	LegPaymentStubStartDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance.
42499	LegPaymentStubStartDateRelativeTo	N
42500	LegPaymentStubStartDateOffsetPeriod	N	Conditionally required when LegPaymentStubStartDateOffsetUnit(42501) is specified.
42501	LegPaymentStubStartDateOffsetUnit	N	Conditionally required when LegPaymentStubStartDateOffsetPeriod(42500) is specified.
42502	LegPaymentStubStartDateOffsetDayType	N
42503	LegPaymentStubStartDateAdjusted	N

LegPaymentStubStartDateBusinessCenterGrp

Tag	Name	Req’d	Description
42504	NoLegPaymentStubStartDateBusinessCenters	N
→42505	LegPaymentStubStartDateBusinessCenter	N	Required if NoLegPaymentStubStartDateBusinessCenters(42504) > 0.

LegPhysicalSettlDeliverableObligationGrp

Tag	Name	Req’d	Description
41604	NoLegPhysicalSettlDeliverableObligations	N
→41605	LegPhysicalSettlDeliverableObligationType	N	Required if NoLegPhysicalSettlDeliverableObligations(41604) > 0.
→41606	LegPhysicalSettlDeliverableObligationValue	N

LegPhysicalSettlTermGrp

Tag	Name	Req’d	Description
41599	NoLegPhysicalSettlTerms	N
→Component	LegPhysicalSettlDeliverableObligationGrp	N	Required if NoLegPhysicalSettlTerms(41599) > 0.
→41601	LegPhysicalSettlCurency	N
→41602	LegPhysicalSettlBusinessDays	N
→41603	LegPhysicalSettlMaximumBusinessDays	N
→41600	LegPhysicalSettlTermXID	N

LegPreAllocGrp

Tag	Name	Req’d	Description
670	NoLegAllocs	N
→671	LegAllocAccount	N
→672	LegIndividualAllocID	N
→Component	NestedParties2	N
→673	LegAllocQty	N
→674	LegAllocAcctIDSource	N
→1367	LegAllocSettlCurrency	N
→2928	LegAllocSettlCurrencyCodeSource	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

LegPricingDateBusinessCenterGrp

Tag	Name	Req’d	Description
41607	NoLegPricingDateBusinessCenters	N
→41608	LegPricingDateBusinessCenter	N	Required if NoLegPricingDateBusinessCenters(41607) > 0.

LegPricingDateTime

Tag	Name	Req’d	Description
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 component in InstrumentLeg. The specified values would be specific to the pricing dates.
41611	LegPricingDateAdjusted	N
41612	LegPricingTime	N
41613	LegPricingTimeBusinessCenter	N

LegProtectionTermEventGrp

Tag	Name	Req’d	Description
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

LegProtectionTermEventNewsSourceGrp

Tag	Name	Req’d	Description
41614	NoLegProtectionTermEventNewsSources	N
→41615	LegProtectionTermEventNewsSource	N	Required if NoLegProtectionTermEventNewsSources(41614) > 0.

LegProtectionTermEventQualifierGrp

Tag	Name	Req’d	Description
41633	NoLegProtectionTermEventQualifiers	N
→41634	LegProtectionTermEventQualifier	N	Required if NoLegProtectionTermEventQualifiers(41633) > 0.

LegProtectionTermGrp

Tag	Name	Req’d	Description
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

LegProtectionTermObligationGrp

Tag	Name	Req’d	Description
41635	NoLegProtectionTermObligations	N
→41636	LegProtectionTermObligationType	N	Required if NoLegProtectionTermObligations(41635) > 0.
→41637	LegProtectionTermObligationValue	N

LegProvisionCashSettlPaymentDateBusinessCenterGrp

Tag	Name	Req’d	Description
40934	NoLegProvisionCashSettlPaymentDateBusinessCenters	N
→40517	LegProvisionCashSettlPaymentDateBusinessCenter	N	Required if NoLegProvisionCashSettlPaymentDateBusinessCenters(40934) > 0.

LegProvisionCashSettlPaymentDates

Tag	Name	Req’d	Description
40516	LegProvisionCashSettlPaymentDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision cash settlement payment dates.
Component	LegProvisionCashSettlPaymentDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision cash settlement payment dates.
40518	LegProvisionCashSettlPaymentDateRelativeTo	N
40519	LegProvisionCashSettlPaymentDateOffsetPeriod	N	Conditionally required when LegProvisionCashSettlPaymentDateOffsetUnit(40520) is specified.
40520	LegProvisionCashSettlPaymentDateOffsetUnit	N	Conditionally required when LegProvisionCashSettlPaymentDateOffsetPeriod(40519) is specified.
40521	LegProvisionCashSettlPaymentDateOffsetDayType	N
40522	LegProvisionCashSettlPaymentDateRangeFirst	N
40523	LegProvisionCashSettlPaymentDateRangeLast	N
Component	LegProvisionCashSettlPaymentFixedDateGrp	N

LegProvisionCashSettlPaymentFixedDateGrp

Tag	Name	Req’d	Description
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 overridden with a new type.

LegProvisionCashSettlQuoteSource

Tag	Name	Req’d	Description
40470	LegProvisionCashSettlQuoteSource	N
41407	LegProvisionCashSettlQuoteReferencePage	N

LegProvisionCashSettlValueDateBusinessCenterGrp

Tag	Name	Req’d	Description
40935	NoLegProvisionCashSettlValueDateBusinessCenters	N
→40527	LegProvisionCashSettlValueDateBusinessCenter	N	Required if NoLegProvisionCashSettlValueDateBusinessCenters(40935) > 0.

LegProvisionCashSettlValueDates

Tag	Name	Req’d	Description
40524	LegProvisionCashSettlValueTime	N
40525	LegProvisionCashSettlValueTimeBusinessCenter	N
40526	LegProvisionCashSettlValueDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision cash settlement value date.
Component	LegProvisionCashSettlValueDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision cash settlement value date.
40528	LegProvisionCashSettlValueDateRelativeTo	N
40529	LegProvisionCashSettlValueDateOffsetPeriod	N	Conditionally required when LegProvisionCashSettlValueDateOffsetUnit(40530) is specified.
40530	LegProvisionCashSettlValueDateOffsetUnit	N	Conditionally required when LegProvisionCashSettlValueDateOffsetPeriod(40529) is specified.
40531	LegProvisionCashSettlValueDateOffsetDayType	N
40532	LegProvisionCashSettlValueDateAdjusted	N

LegProvisionDateBusinessCenterGrp

Tag	Name	Req’d	Description
40939	NoLegProvisionDateBusinessCenters	N
→40452	LegProvisionDateBusinessCenter	N	Required if NoLegProvisionDateBusinessCenters(40939) > 0.

LegProvisionGrp

Tag	Name	Req’d	Description
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 LegDateAdjustment component in 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 LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of 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) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding(347) field.
→Component	LegProvisionParties	N

LegProvisionOptionExerciseBusinessCenterGrp

Tag	Name	Req’d	Description
40936	NoLegProvisionOptionExerciseBusinessCenters	N
→40477	LegProvisionOptionExerciseBusinessCenter	N	Required if NoLegProvisionOptionExerciseBusinessCenters(40936) > 0.

LegProvisionOptionExerciseDates

Tag	Name	Req’d	Description
40476	LegProvisionOptionExerciseBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option exercise dates.
Component	LegProvisionOptionExerciseBusinessCenterGrp	N	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option exercise dates.
Component	LegProvisionOptionExerciseFixedDateGrp	N
40478	LegProvisionOptionExerciseEarliestDateOffsetPeriod	N	Conditionally required when LegProvisionOptionExerciseEarliestDateUnit(40479) is specified.
40479	LegProvisionOptionExerciseEarliestDateOffsetUnit	N	Conditionally required when LegProvisionOptionExerciseEarliestDatePeriod(40478) is specified.
40480	LegProvisionOptionExerciseFrequencyPeriod	N	Conditionally required when LegProvisionOptionExerciseFrequencyUnit(40481) is specified.
40481	LegProvisionOptionExerciseFrequencyUnit	N	Conditionally required when LegProvisionOptionExerciseFrequencyPeriod(40480) is specified.
40482	LegProvisionOptionExerciseStartDateUnadjusted	N
40483	LegProvisionOptionExerciseStartDateRelativeTo	N
40484	LegProvisionOptionExerciseStartDateOffsetPeriod	N	Conditionally required when LegProvisionOptionExerciseStartDateOffsetUnit(40485) is specified.
40485	LegProvisionOptionExerciseStartDateOffsetUnit	N	Conditionally required when LegProvisionOptionExerciseStartDateOffsetPeriod(40484) is specified.
40486	LegProvisionOptionExerciseStartDateOffsetDayType	N
40487	LegProvisionOptionExerciseStartDateAdjusted	N
40488	LegProvisionOptionExercisePeriodSkip	N
40489	LegProvisionOptionExerciseBoundsFirstDateUnadjusted	N
40490	LegProvisionOptionExerciseBoundsLastDateUnadjusted	N
40491	LegProvisionOptionExerciseEarliestTime	N
40492	LegProvisionOptionExerciseEarliestTimeBusinessCenter	N
40493	LegProvisionOptionExerciseLatestTime	N
40494	LegProvisionOptionExerciseLatestTimeBusinessCenter	N

LegProvisionOptionExerciseFixedDateGrp

Tag	Name	Req’d	Description
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.

LegProvisionOptionExpirationDate

Tag	Name	Req’d	Description
40498	LegProvisionOptionExpirationDateUnadjusted	N
40499	LegProvisionOptionExpirationDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option expiration date.
Component	LegProvisionOptionExpirationDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option expiration date.
40501	LegProvisionOptionExpirationDateRelativeTo	N
40502	LegProvisionOptionExpirationDateOffsetPeriod	N	Conditionally required when LegProvisionOptionExpirationDateOffsetUnit(40503) is specified.
40503	LegProvisionOptionExpirationDateOffsetUnit	N	Conditionally required when LegProvisionOptionExpirationDateOffsetPeriod(40502) is specified.
40504	LegProvisionOptionExpirationDateOffsetDayType	N
40505	LegProvisionOptionExpirationDateAdjusted	N
40506	LegProvisionOptionExpirationTime	N
40507	LegProvisionOptionExpirationTimeBusinessCenter	N

LegProvisionOptionExpirationDateBusinessCenterGrp

Tag	Name	Req’d	Description
40937	NoLegProvisionOptionExpirationDateBusinessCenters	N
→40500	LegProvisionOptionExpirationDateBusinessCenter	N	Required if NoLegProvisionOptionExpirationDateBusinessCenters(40937) > 0.

LegProvisionOptionRelevantUnderlyingDate

Tag	Name	Req’d	Description
40508	LegProvisionOptionRelevantUnderlyingDateUnadjusted	N
40509	LegProvisionOptionRelevantUnderlyingDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option relevant underlying date.
Component	LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option relevant underlying date.
40511	LegProvisionOptionRelevantUnderlyingDateRelativeTo	N
40512	LegProvisionOptionRelevantUnderlyingDateOffsetPeriod	N	Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetUnit(40513) is specified.
40513	LegProvisionOptionRelevantUnderlyingDateOffsetUnit	N	Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetPeriod(40512) is specified.
40514	LegProvisionOptionRelevantUnderlyingDateOffsetDayType	N
40515	LegProvisionOptionRelevantUnderlyingDateAdjusted	N

LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp

Tag	Name	Req’d	Description
40938	NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters	N
→40510	LegProvisionOptionRelevantUnderlyingDateBusinessCenter	N	Required if NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters(40938) > 0.

LegProvisionParties

Tag	Name	Req’d	Description
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

LegProvisionPtysSubGrp

Tag	Name	Req’d	Description
40537	NoLegProvisionPartySubIDs	N
→40538	LegProvisionPartySubID	N	Required if NoLegProvisionPartySubIDs(40537) > 0.
→40539	LegProvisionPartySubIDType	N	Required if NoLegProvisionPartySubIDs(40537) > 0.

LegReturnRateDateGrp

Tag	Name	Req’d	Description
42508	NoLegReturnRateDates	N
→42509	LegReturnRateDateMode	N	Required if NoLegReturnRateDates(42508) > 0.
→Component	LegReturnRateValuationDateGrp	N
→42510	LegReturnRateValuationDateRelativeTo	N
→42511	LegReturnRateValuationDateOffsetPeriod	N	Conditionally required when LegReturnRateValuationDateOffsetUnit(42512) is specified.
→42512	LegReturnRateValuationDateOffsetUnit	N	Conditionally required when LegReturnRateValuationDateOffsetPeriod(42511) is specified.
→42513	LegReturnRateValuationDateOffsetDayType	N
→42514	LegReturnRateValuationStartDateUnadjusted	N
→42515	LegReturnRateValuationStartDateRelativeTo	N
→42516	LegReturnRateValuationStartDateOffsetPeriod	N	Conditionally required when LegReturnRateValuationStartDateOffsetUnit(42517) is specified.
→42517	LegReturnRateValuationStartDateOffsetUnit	N	Conditionally required when LegReturnRateValuationStartDateOffsetPeriod(42516) is specified.
→42518	LegReturnRateValuationStartDateOffsetDayType	N
→42519	LegReturnRateValuationStartDateAdjusted	N
→42520	LegReturnRateValuationEndDateUnadjusted	N
→42521	LegReturnRateValuationEndDateRelativeTo	N
→42522	LegReturnRateValuationEndDateOffsetPeriod	N	Conditionally required when LegReturnRateValuationEndDateOffsetUnit(42523) is specified.
→42523	LegReturnRateValuationEndDateOffsetUnit	N	Conditionally required when LegReturnRateValuationEndDateOffsetPeriod(42522) is specified.
→42524	LegReturnRateValuationEndDateOffsetDayType	N
→42525	LegReturnRateValuationEndDateAdjusted	N
→42526	LegReturnRateValuationFrequencyPeriod	N	Conditionally required when LegReturnRateValuationFrequencyUnit(42527) is specified.
→42527	LegReturnRateValuationFrequencyUnit	N	Conditionally required when LegReturnRateValuationFrequencyPeriod(42526) is specified.
→42528	LegReturnRateValuationFrequencyRollConvention	N	When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of return rate valuation dates.
→42529	LegReturnRateValuationDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream return rate valuation dates.
→Component	LegReturnRateValuationDateBusinessCenterGrp	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream return rate valuation dates.

LegReturnRateFXConversionGrp

Tag	Name	Req’d	Description
42530	NoLegReturnRateFXConversions	N
→42531	LegReturnRateFXCurrencySymbol	N	Required if NoLegReturnRateFXConversions(42530) > 0.
→42532	LegReturnRateFXRate	N	Required if NoLegReturnRateFXConversions(42530) > 0.
→42533	LegReturnRateFXRateCalc	N

LegReturnRateGrp

Tag	Name	Req’d	Description
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
→Component	LegReturnRatePriceGrp	N
→Component	LegReturnRateFXConversionGrp	N
→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
→42550	LegReturnRateQuoteExpirationTime	N
→42551	LegReturnRateQuoteBusinessCenter	N
→42552	LegReturnRateQuoteExchange	N
→Component	LegReturnRateInformationSourceGrp	N
→42553	LegReturnRateQuotePricingModel	N
→42554	LegReturnRateCashFlowType	N
→Component	LegReturnRateDateGrp	N
→42555	LegReturnRateValuationTimeType	N	Mutually exclusive with LegReturnRateValuationTime(42556).
→42556	LegReturnRateValuationTime	N	Mutually exclusive with LegReturnRateValuationTimeType(42555).
→42557	LegReturnRateValuationTimeBusinessCenter	N
→42558	LegReturnRateValuationPriceOption	N
→42559	LegReturnRateFinalPriceFallback	N

LegReturnRateInformationSourceGrp

Tag	Name	Req’d	Description
42560	NoLegReturnRateInformationSources	N
→42561	LegReturnRateInformationSource	N	Required if NoLegReturnRateInformationSources(42560) > 0.
→42562	LegReturnRateReferencePage	N
→42563	LegReturnRateReferencePageHeading	N

LegReturnRatePriceGrp

Tag	Name	Req’d	Description
42564	NoLegReturnRatePrices	N
→42565	LegReturnRatePriceBasis	N	Required if NoLegReturnRatePrices(42564) > 0.
→42566	LegReturnRatePrice	N
→42567	LegReturnRatePriceCurrency	N
→42568	LegReturnRatePriceType	N

LegReturnRateValuationDateBusinessCenterGrp

Tag	Name	Req’d	Description
42569	NoLegReturnRateValuationDateBusinessCenters	N
→42570	LegReturnRateValuationDateBusinessCenter	N	Required if NoLegReturnRateValuationDateBusinessCenters(42569) > 0.

LegReturnRateValuationDateGrp

Tag	Name	Req’d	Description
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.

LegSecAltIDGrp

Tag	Name	Req’d	Description
604	NoLegSecurityAltID	N
→605	LegSecurityAltID	N
→606	LegSecurityAltIDSource	N
→2958	LegSymbolPositionNumber	N

LegSecondaryAssetGrp

Tag	Name	Req’d	Description
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

LegSecurityXML

Tag	Name	Req’d	Description
1871	LegSecurityXMLLen	N	Must be provided if LegSecurityXML(1872) field is specified and must immediately precede it.
1872	LegSecurityXML	N
1873	LegSecurityXMLSchema	N

LegSettlMethodElectionDate

Tag	Name	Req’d	Description
42574	LegSettlMethodElectionDateUnadjusted	N
42575	LegSettlMethodElectionDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to LegOptionExercise.
Component	LegSettlMethodElectionDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to LegOptionExercise.
42576	LegSettlMethodElectionDateRelativeTo	N
42577	LegSettlMethodElectionDateOffsetPeriod	N	Conditionally required when LegSettlMethodElectionDateOffsetUnit(42578) is specified.
42578	LegSettlMethodElectionDateOffsetUnit	N	Conditionally required when LegSettlMethodElectionDateOffsetPeriod(42577) is specified.
42579	LegSettlMethodElectionDateOffsetDayType	N
42580	LegSettlMethodElectionDateAdjusted	N

LegSettlMethodElectionDateBusinessCenterGrp

Tag	Name	Req’d	Description
42581	NoLegSettlMethodElectionDateBusinessCenters	N
→42582	LegSettlMethodElectionDateBusinessCenter	N	Required if NoLegSettlMethodElectionDateBusinessCenters(42581) > 0.

LegSettlRateDisruptionFallbackGrp

Tag	Name	Req’d	Description
40902	NoLegSettlRateFallbacks	N
→40903	LegSettlRatePostponementMaximumDays	N	Required if NoLegSettlRateFallbacks(40902) > 0.
→Component	LegSettlRateFallbackRateSource	N
→40905	LegSettlRatePostponementSurvey	N
→40906	LegSettlRatePostponementCalculationAgent	N

LegSettlRateFallbackRateSource

Tag	Name	Req’d	Description
40366	LegSettlRateFallbackRateSource	N
40370	LegSettlRateFallbackReferencePage	N	Conditionally required when LegSettlRateFallbackRateSource(40366) = 3 (ISDA Settlement Rate Option) or 99 (Other).

LegStipulations

Tag	Name	Req’d	Description
683	NoLegStipulations	N
→688	LegStipulationType	N	Required if NoLegStipulations >0
→689	LegStipulationValue	N

LegStreamAssetAttributeGrp

Tag	Name	Req’d	Description
41452	NoLegStreamAssetAttributes	N
→41453	LegStreamAssetAttributeType	N	Required if NoLegStreamAssetAttributes(41452) > 0.
→41454	LegStreamAssetAttributeValue	N
→41455	LegStreamAssetAttributeLimit	N

LegStreamCalculationPeriodBusinessCenterGrp

Tag	Name	Req’d	Description
40940	NoLegStreamCalculationPeriodBusinessCenters	N
→40266	LegStreamCalculationPeriodBusinessCenter	N	Required if NoLegStreamCalculationPeriodBusinessCenters(40940) > 0.

LegStreamCalculationPeriodDateGrp

Tag	Name	Req’d	Description
41638	NoLegStreamCalculationPeriodDates	N
→41639	LegStreamCalculationPeriodDate	N	Required if NoLegStreamCalculationPeriodDates(41638) > 0.
→41640	LegStreamCalculationPeriodDateType	N

LegStreamCalculationPeriodDates

Tag	Name	Req’d	Description
41641	LegStreamCalculationPeriodDatesXID	N
41642	LegStreamCalculationPeriodDatesXIDRef	N
40265	LegStreamCalculationPeriodBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates.
Component	LegStreamCalculationPeriodBusinessCenterGrp	N	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates.
Component	LegStreamCalculationPeriodDateGrp	N
40267	LegStreamFirstPeriodStartDateUnadjusted	N
40268	LegStreamFirstPeriodStartDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates.
Component	LegStreamFirstPeriodStartDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates.
40270	LegStreamFirstPeriodStartDateAdjusted	N
40271	LegStreamFirstRegularPeriodStartDateUnadjusted	N
40272	LegStreamFirstCompoundingPeriodEndDateUnadjusted	N
40273	LegStreamLastRegularPeriodEndDateUnadjusted	N
40274	LegStreamCalculationFrequencyPeriod	N	Conditionally required when LegStreamCalculationFrequencyUnit(40275) is specified.
40275	LegStreamCalculationFrequencyUnit	N	Conditionally required when LegStreamCalculationFrequencyPeriod(40274) is specified.
40276	LegStreamCalculationRollConvention	N	When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream calculation period dates.
41643	LegStreamCalculationBalanceOfFirstPeriod	N
41644	LegStreamCalculationCorrectionPeriod	N	Conditionally required when LegStreamCalculationCorrectionUnit(41645) is specified.
41645	LegStreamCalculationCorrectionUnit	N	Conditionally required when LegStreamCalculationCorrectionPeriod(41644) is specified.

LegStreamCommodity

Tag	Name	Req’d	Description
41648	LegStreamCommodityBase	N
41649	LegStreamCommodityType	N
41650	LegStreamCommoditySecurityID	N	Conditionally required when LegStreamCommoditySecurityIDSource(41651) is specified.
41651	LegStreamCommoditySecurityIDSource	N	Conditionally required when LegStreamCommoditySecurityID(41650) is specified.
Component	LegStreamCommodityAltIDGrp	N
41652	LegStreamCommodityDesc	N
41653	EncodedLegStreamCommodityDescLen	N	Must be set if EncodedLegStreamCommodityDesc(41654) field is specified and must immediately precede it.
41654	EncodedLegStreamCommodityDesc	N	Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding(347) field.
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).
Component	LegStreamAssetAttributeGrp	N
41655	LegStreamCommodityUnitOfMeasure	N
41656	LegStreamCommodityCurrency	N
41657	LegStreamCommodityExchange	N
41658	LegStreamCommodityRateSource	N
41659	LegStreamCommodityRateReferencePage	N
41660	LegStreamCommodityRateReferencePageHeading	N
41661	LegStreamDataProvider	N
Component	LegStreamCommodityDataSourceGrp	N
41662	LegStreamCommodityPricingType	N
41663	LegStreamCommodityNearbySettlDayPeriod	N	Conditionally required when LegStreamCommodityNearbySettlDayUnit(41664) is specified.
41664	LegStreamCommodityNearbySettlDayUnit	N	Conditionally required when LegStreamCommodityNearbySettlDayPeriod(41663) is specified.
41665	LegStreamCommoditySettlDateUnadjusted	N
41666	LegStreamCommoditySettlDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date.
Component	LegStreamCommoditySettlBusinessCenterGrp	N	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date.
41667	LegStreamCommoditySettlDateAdjusted	N
41668	LegStreamCommoditySettlMonth	N
41669	LegStreamCommoditySettlDateRollPeriod	N	Conditionally required when LegStreamCommoditySettlDateRollUnit(41670) is specified.
41670	LegStreamCommoditySettlDateRollUnit	N	Conditionally required when LegStreamCommoditySettlDateRollPeriod(41669) is specified.
41671	LegStreamCommoditySettlDayType	N
Component	LegStreamCommoditySettlPeriodGrp	N
41672	LegStreamCommodityXID	N
41673	LegStreamCommodityXIDRef	N

LegStreamCommodityAltIDGrp

Tag	Name	Req’d	Description
41674	NoLegStreamCommodityAltIDs	N
→41675	LegStreamCommodityAltID	N	Required if NoLegStreamCommodityAltIDs(41674) > 0.
→41676	LegStreamCommodityAltIDSource	N	Required if NoLegStreamCommodityAltIDs(41674) > 0.

LegStreamCommodityDataSourceGrp

Tag	Name	Req’d	Description
41677	NoLegStreamCommodityDataSources	N
→41678	LegStreamCommodityDataSourceID	N	Required if NoLegStreamCommodityDataSources(41677) > 0.
→41679	LegStreamCommodityDataSourceIDType	N	Required if NoLegStreamCommodityDataSources(41677) > 0.

LegStreamCommoditySettlBusinessCenterGrp

Tag	Name	Req’d	Description
41646	NoLegStreamCommoditySettlBusinessCenters	N
→41647	LegStreamCommoditySettlBusinessCenter	N	Required if NoLegStreamCommoditySettlementBusinessCenters(41646) > 0.

LegStreamCommoditySettlDayGrp

Tag	Name	Req’d	Description
41680	NoLegStreamCommoditySettlDays	N
→41681	LegStreamCommoditySettlDay	N	Required if NoLegStreamCommoditySettlementDays(41680) > 0.
→41682	LegStreamCommoditySettlTotalHours	N
→Component	LegStreamCommoditySettlTimeGrp	N

LegStreamCommoditySettlPeriodGrp

Tag	Name	Req’d	Description
41686	NoLegStreamCommoditySettlPeriods	N
→41687	LegStreamCommoditySettlCountry	N	Required if NoLegStreamCommoditySettlPeriods(41686) > 0.
→41688	LegStreamCommoditySettlTimeZone	N
→41689	LegStreamCommoditySettlFlowType	N
→41690	LegStreamCommoditySettlPeriodNotional	N
→41691	LegStreamCommoditySettlPeriodNotionalUnitOfMeasure	N
→41692	LegStreamCommoditySettlPeriodFrequencyPeriod	N	Conditionally required when LegStreamCommoditySettlPeriodFrequencyUnit(41693) is specified.
→41693	LegStreamCommoditySettlPeriodFrequencyUnit	N	Conditionally required when LegStreamCommoditySettlPeriodFrequencyPeriod(41692) is specified.
→41694	LegStreamCommoditySettlPeriodPrice	N
→41695	LegStreamCommoditySettlPeriodPriceUnitOfMeasure	N
→41696	LegStreamCommoditySettlPeriodPriceCurrency	N
→41697	LegStreamCommoditySettlHolidaysProcessingInstruction	N
→Component	LegStreamCommoditySettlDayGrp	N
→41698	LegStreamCommoditySettlPeriodXID	N
→41699	LegStreamCommoditySettlPeriodXIDRef	N

LegStreamCommoditySettlTimeGrp

Tag	Name	Req’d	Description
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 agreed if not specified.

LegStreamEffectiveDate

Tag	Name	Req’d	Description
40249	LegStreamEffectiveDateUnadjusted	N
40250	LegStreamEffectiveDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream effective date.
Component	LegStreamEffectiveDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream stream effective date.
40252	LegStreamEffectiveDateRelativeTo	N
40253	LegStreamEffectiveDateOffsetPeriod	N	Conditionally required when LegPaymentStreamEffectiveDateOffsetUnit(40254) is specified.
40254	LegStreamEffectiveDateOffsetUnit	N	Conditionally required when LegPaymentStreamEffectiveDateOffsetPeriod(40253) is specified.
40255	LegStreamEffectiveDateOffsetDayType	N
40256	LegStreamEffectiveDateAdjusted	N

LegStreamEffectiveDateBusinessCenterGrp

Tag	Name	Req’d	Description
40942	NoLegStreamEffectiveDateBusinessCenters	N
→40251	LegStreamEffectiveDateBusinessCenter	N	Required if NoLegStreamEffectiveDateBusinessCenters(40942) > 0.

LegStreamFirstPeriodStartDateBusinessCenterGrp

Tag	Name	Req’d	Description
40941	NoLegStreamFirstPeriodStartDateBusinessCenters	N
→40269	LegStreamFirstPeriodStartDateBusinessCenter	N	Required if NoLegStreamFirstPeriodStartDateBusinessCenters(40941) > 0.

LegStreamGrp

Tag	Name	Req’d	Description
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 specified and must immediately precede it.
→40979	EncodedLegStreamText	N	Encoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding(347) field.

LegStreamTerminationDate

Tag	Name	Req’d	Description
40257	LegStreamTerminationDateUnadjusted	N
40258	LegStreamTerminationDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream termination date.
Component	LegStreamTerminationDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream termination date.
40260	LegStreamTerminationDateRelativeTo	N
40261	LegStreamTerminationDateOffsetPeriod	N	Conditionally required when LegStreamTerminationDateOffsetUnit(40262) is specified.
40262	LegStreamTerminationDateOffsetUnit	N	Conditionally required when LegStreamTerminationDateOffsetPeriod(40261) is specified.
40263	LegStreamTerminationDateOffsetDayType	N
40264	LegStreamTerminationDateAdjusted	N

LegStreamTerminationDateBusinessCenterGrp

Tag	Name	Req’d	Description
40943	NoLegStreamTerminationDateBusinessCenters	N
→40259	LegStreamTerminationDateBusinessCenter	N	Required if NoLegStreamTerminationDateBusinessCenters(40943) > 0.

LimitAmts

Tag	Name	Req’d	Description
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 LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0.
→2394	LimitUtilizationAmt	N	Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0.
→2395	LimitAmt	N
→1634	LimitAmtCurrency	N
→2935	LimitAmtCurrencyCodeSource	N
→2396	LimitRole	N

MarketDisruption

Tag	Name	Req’d	Description
41087	MarketDisruptionProvision	N
Component	MarketDisruptionEventGrp	N
41088	MarketDisruptionFallbackProvision	N
Component	MarketDisruptionFallbackGrp	N
Component	MarketDisruptionFallbackReferencePriceGrp	N
41089	MarketDisruptionMaximumDays	N
41090	MarketDisruptionMaterialityPercentage	N	If specified, the disruption event should be specified in MarketDisruptionEventGrp.
41091	MarketDisruptionMinimumFuturesContracts	N	Applicable only when MarketDisruptionEvent(41093)=’DeMinimisTrading’.

MarketDisruptionEventGrp

Tag	Name	Req’d	Description
41092	NoMarketDisruptionEvents	N
→41093	MarketDisruptionEvent	N	Required if NoMarketDisruptionEvents(41092) > 0.
→40991	MarketDisruptionValue	N

MarketDisruptionFallbackGrp

Tag	Name	Req’d	Description
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

MarketDisruptionFallbackReferencePriceGrp

Tag	Name	Req’d	Description
41096	NoMarketDisruptionFallbackReferencePrices	N
→41097	MarketDisruptionFallbackUnderlierType	N	Required if NoMarketDisruptionFallbackReferencePrices(41096) > 0.
→41098	MarketDisruptionFallbackUnderlierSecurityID	N	Conditionally required when MarketDisruptionFallbackUnderlyerSecurityIDSource(41099) is specified.
→41099	MarketDisruptionFallbackUnderlierSecurityIDSource	N	Conditionally required when MarketDisruptionFallbackUnderlierSecurityID(41098) is specified.
→41100	MarketDisruptionFallbackUnderlierSecurityDesc	N
→41101	EncodedMarketDisruptionFallbackUnderlierSecurityDescLen	N	Must be set if EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field is specified and must immediately precede it
→41102	EncodedMarketDisruptionFallbackUnderlierSecurityDesc	N	Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding(347) field.
→41103	MarketDisruptionFallbackOpenUnits	N
→41104	MarketDisruptionFallbackBasketCurrency	N
→41105	MarketDisruptionFallbackBasketDivisor	N

MatchingInstructions

Tag	Name	Req’d	Description
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.

MiscFeesGrp

Tag	Name	Req’d	Description
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

MiscFeesSubGrp

Tag	Name	Req’d	Description
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 specified and must immediately precede it.
→2638	EncodedMiscFeeSubTypeDesc	N	Encoded (non-ASCII characters) representation of the MiscFeeSubTypeDesc(2636) field in the encoded format specified via the MessageEncoding(347) field.

NestedParties

Tag	Name	Req’d	Description
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.

NestedParties2

Tag	Name	Req’d	Description
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.

NestedParties3

Tag	Name	Req’d	Description
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.

NstdPtys2SubGrp

Tag	Name	Req’d	Description
806	NoNested2PartySubIDs	N
→760	Nested2PartySubID	N
→807	Nested2PartySubIDType	N

NstdPtys3SubGrp

Tag	Name	Req’d	Description
952	NoNested3PartySubIDs	N
→953	Nested3PartySubID	N
→954	Nested3PartySubIDType	N

NstdPtysSubGrp

Tag	Name	Req’d	Description
804	NoNestedPartySubIDs	N
→545	NestedPartySubID	N
→805	NestedPartySubIDType	N

OptionExercise

Tag	Name	Req’d	Description
41106	ExerciseDesc	N
41107	EncodedExerciseDescLen	N	Must be set if EncodedExerciseDesc(41108) field is specified and must immediately precede it.
41108	EncodedExerciseDesc	N	Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding(347) 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

OptionExerciseBusinessCenterGrp

Tag	Name	Req’d	Description
41116	NoOptionExerciseBusinessCenters	N
→41117	OptionExerciseBusinessCenter	N	Required if NoOptionExerciseBusinessCenters(41116) > 0.

OptionExerciseDateGrp

Tag	Name	Req’d	Description
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.

OptionExerciseDates

Tag	Name	Req’d	Description
41118	OptionExerciseBusinessDayConvention	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 option exercise dates.
Component	OptionExerciseBusinessCenterGrp	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 option exercise dates.
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

OptionExerciseExpiration

Tag	Name	Req’d	Description
41142	OptionExerciseExpirationDateBusinessDayConvention	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 option exercise expiration dates.
Component	OptionExerciseExpirationDateBusinessCenterGrp	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 option exercise expiration dates.
Component	OptionExerciseExpirationDateGrp	N
41143	OptionExerciseExpirationDateRelativeTo	N
41144	OptionExerciseExpirationDateOffsetPeriod	N	Conditionally required when OptionExerciseExpirationDateOffsetUnit(41145) is specified.
41145	OptionExerciseExpirationDateOffsetUnit	N	Conditionally required when OptionExerciseExpirationDateOffsetPeriod(41144) is specified.
41146	OptionExerciseExpirationFrequencyPeriod	N	Conditionally required when OptionExerciseExpirationFrequencyUnit(41147) is specified.
41147	OptionExerciseExpirationFrequencyUnit	N	Conditionally required when OptionExerciseExpirationFrequencyPeriod(41146) is specified.
41148	OptionExerciseExpirationRollConvention	N	When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the option expiration dates and times.
41149	OptionExerciseExpirationDateOffsetDayType	N
41150	OptionExerciseExpirationTime	N
41151	OptionExerciseExpirationTimeBusinessCenter	N

OptionExerciseExpirationDateBusinessCenterGrp

Tag	Name	Req’d	Description
41140	NoOptionExerciseExpirationDateBusinessCenters	N
→41141	OptionExerciseExpirationDateBusinessCenter	N	Required if NoOptionExerciseExpirationDateBusinessCenters(41140) > 0.

OptionExerciseExpirationDateGrp

Tag	Name	Req’d	Description
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.

OptionExerciseMakeWholeProvision

Tag	Name	Req’d	Description
42591	MakeWholeDate	N
42592	MakeWholeAmount	N
42593	MakeWholeBenchmarkCurveName	N
42594	MakeWholeBenchmarkCurvePoint	N
42595	MakeWholeRecallSpread	N
42596	MakeWholeBenchmarkQuote	N
42597	MakeWholeInterpolationMethod	N

OrderAttributeGrp

Tag	Name	Req’d	Description
2593	NoOrderAttributes	N
→2594	OrderAttributeType	N	Required if NoOrderAttributes(2593) > 0.
→2595	OrderAttributeValue	N	Required if NoOrderAttributes(2593) > 0.

OrderQtyData

Tag	Name	Req’d	Description
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

Parties

Tag	Name	Req’d	Description
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.

PartyDetailAltIDGrp

Tag	Name	Req’d	Description
1516	NoPartyDetailAltID	N
→1517	PartyDetailAltID	N	Required when NoPartyDetailAltID > 0.
→1518	PartyDetailAltIDSource	N	Required when NoPartyDetailAltID > 0.
→Component	PartyDetailAltSubGrp	N

PartyDetailAltSubGrp

Tag	Name	Req’d	Description
1519	NoPartyDetailAltSubIDs	N
→1520	PartyDetailAltSubID	N	Required when NoPartyDetailAltSubIDs > 0.
→1521	PartyDetailAltSubIDType	N	Required when NoPartyDetailAltSubIDs > 0.

PartyDetailGrp

Tag	Name	Req’d	Description
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

PartyDetailSubGrp

Tag	Name	Req’d	Description
1694	NoPartyDetailSubIDs	N
→1695	PartyDetailSubID	N	Required when NoPartyDetailSubIDs > 0.
→1696	PartyDetailSubIDType	N	Required when NoPartyDetailSubIDs > 0.

PartyRelationshipGrp

Tag	Name	Req’d	Description
1514	NoPartyRelationships	N
→1515	PartyRelationship	N	Identifies the type of party relationship requested. Required if NoPartyRelationships > 0.

PaymentBusinessCenterGrp

Tag	Name	Req’d	Description
40944	NoPaymentBusinessCenters	N
→40221	PaymentBusinessCenter	N	Required if NoPaymentBusinessCenters(40944) > 0.

PaymentGrp

Tag	Name	Req’d	Description
40212	NoPayments	N
→40213	PaymentType	N	Required if NoPayments(40212) > 0.
→40993	PaymentSubType	N
→40214	PaymentPaySide	N
→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	PaymentAmountDeterminationMethod	N
→43097	PaymentFixedRate	N	Either PaymentAmount(40217), PaymentFixedRate(43097) or PaymentFloatingRateIndex(43098) must be specified.
→43098	PaymentFloatingRateIndex	N	Either PaymentAmount(40217), PaymentFixedRate(43097) or 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
→40220	PaymentBusinessDayConvention	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 payment information.
→Component	PaymentBusinessCenterGrp	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 the 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
→Component	PaymentSettlGrp	N
→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) field is specified and must immediately precede it.
→40985	EncodedPaymentText	N	Encoded (non-ASCII characters) representation of the PaymentText(40229) field in the encoded format specified via the MessageEncoding(347) field.

PaymentScheduleFixingDateBusinessCenterGrp

Tag	Name	Req’d	Description
40977	NoPaymentScheduleFixingDateBusinessCenters	N
→40854	PaymentScheduleFixingDateBusinessCenter	N	Required if NoPaymentScheduleFixingDateBusinessCenters(40944) > 0.

PaymentScheduleFixingDayGrp

Tag	Name	Req’d	Description
41161	NoPaymentScheduleFixingDays	N
→41162	PaymentScheduleFixingDayOfWeek	N	Required if NoPaymentScheduleFixingDays(41161) > 0.
→41163	PaymentScheduleFixingDayNumber	N

PaymentScheduleGrp

Tag	Name	Req’d	Description
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
→41171	PaymentScheduleSettlPeriodPriceCurrency	N
→41172	PaymentScheduleSettlPeriodPriceUnitOfMeasure	N
→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
→Component	PaymentScheduleRateSourceGrp	N
→40850	PaymentScheduleFixingDateUnadjusted	N
→40851	PaymentScheduleWeight	N
→40852	PaymentScheduleFixingDateRelativeTo	N
→40853	PaymentScheduleFixingDateBusinessDayConvention	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 payment schedule.
→Component	PaymentScheduleFixingDateBusinessCenterGrp	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 the payment schedule.
→40855	PaymentScheduleFixingDateOffsetPeriod	N	Conditionally required when PaymentScheduleFixingDateOffsetUnit(40856) is specified.
→40856	PaymentScheduleFixingDateOffsetUnit	N	Conditionally required when PaymentScheduleFixingDateOffsetPeriod(40855) is specified.
→40857	PaymentScheduleFixingDateOffsetDayType	N
→41174	PaymentScheduleFixingDayDistribution	N
→41175	PaymentScheduleFixingDayCount	N
→40858	PaymentScheduleFixingDateAdjusted	N
→Component	PaymentScheduleFixingDayGrp	N
→41176	PaymentScheduleFixingLagPeriod	N	Conditionally required when PaymentScheduleFixingLagUnit(41177) is specified.
→41177	PaymentScheduleFixingLagUnit	N	Conditionally required when PaymentScheduleFixingLagPeriod(41176) is specified.
→41178	PaymentScheduleFixingFirstObservationDateOffsetPeriod	N	Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetUnit(41179) is specified.
→41179	PaymentScheduleFixingFirstObservationDateOffsetUnit	N	Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetPeriod(41178) is specified.
→40859	PaymentScheduleFixingTime	N
→40860	PaymentScheduleFixingTimeBusinessCenter	N
→40861	PaymentScheduleInterimExchangePaymentDateRelativeTo	N
→40862	PaymentScheduleInterimExchangeDatesBusinessDayConvention	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 payment schedule.
→Component	PaymentScheduleInterimExchangeDateBusinessCenterGrp	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 the payment schedule.
→40864	PaymentScheduleInterimExchangeDatesOffsetPeriod	N	Conditionally required when PaymentScheduleInterimExchangeDatesOffsetUnit(40865) is specified.
→40865	PaymentScheduleInterimExchangeDatesOffsetUnit	N	Conditionally required when PaymentScheduleInterimExchangeDatesOffsetPeriod(40864) is specified.
→40866	PaymentScheduleInterimExchangeDatesOffsetDayType	N
→40867	PaymentScheduleInterimExchangeDateAdjusted	N

PaymentScheduleInterimExchangeDateBusinessCenterGrp

Tag	Name	Req’d	Description
40945	NoPaymentScheduleInterimExchangeDateBusinessCenters	N
→40863	PaymentScheduleInterimExchangeDatesBusinessCenter	N	Required if NoPaymentScheduleInterimExchangeDateBusinessCenters(40945) > 0.

PaymentScheduleRateSourceGrp

Tag	Name	Req’d	Description
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)

PaymentSettlGrp

Tag	Name	Req’d	Description
40230	NoPaymentSettls	N
→40231	PaymentSettlAmount	N	Required if NoPaymentSettls(40230) > 0.
→40232	PaymentSettlCurrency	N
→Component	PaymentSettlParties	N

PaymentSettlParties

Tag	Name	Req’d	Description
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

PaymentSettlPtysSubGrp

Tag	Name	Req’d	Description
40238	NoPaymentSettlPartySubIDs	N
→40239	PaymentSettlPartySubID	N	Required if NoPaymentSettlPartySubIDs(40238) > 0.
→40240	PaymentSettlPartySubIDType	N	Required if NoPaymentSettlPartySubIDs(40238) > 0.

PaymentStream

Tag	Name	Req’d	Description
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(42605) or the PaymentStreamCompoundingFloatingRate component.
42602	PaymentStreamCompoundingSpread	N
42603	PaymentStreamInterpolationMethod	N
42604	PaymentStreamInterpolationPeriod	N
40748	PaymentStreamInitialPrincipalExchangeIndicator	N
40749	PaymentStreamInterimPrincipalExchangeIndicator	N
40750	PaymentStreamFinalPrincipalExchangeIndicator	N
41180	PaymentStreamFlatRateIndicator	N
41181	PaymentStreamFlatRateAmount	N
41182	PaymentStreamFlatRateCurrency	N
41183	PaymentStreamMaximumPaymentAmount	N
41184	PaymentStreamMaximumPaymentCurrency	N
41185	PaymentStreamMaximumTransactionAmount	N
41186	PaymentStreamMaximumTransactionCurrency	N
Component	PaymentStreamPaymentDates	N
Component	PaymentStreamResetDates	N
Component	PaymentStreamFixedRate	N
Component	PaymentStreamFloatingRate	N
42605	PaymentStreamCompoundingFixedRate	N	Mutually exclusive with PaymentStreamCompoundingXIDRef(42601) or the PaymentStreamCompoundingFloatingRate component.
Component	PaymentStreamCompoundingFloatingRate	N	Mutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingXIDRef(42601).
Component	PaymentStreamCompoundingDates	N
Component	PaymentStreamNonDeliverableSettlTerms	N

PaymentStreamCompoundingDateGrp

Tag	Name	Req’d	Description
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.

PaymentStreamCompoundingDates

Tag	Name	Req’d	Description
42609	PaymentStreamCompoundingDatesBusinessDayConvention	N	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream compounding dates.
Component	PaymentStreamCompoundingDatesBusinessCenterGrp	N	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream compounding dates.
Component	PaymentStreamCompoundingDateGrp	N
42610	PaymentStreamCompoundingDatesRelativeTo	N
42611	PaymentStreamCompoundingDatesOffsetPeriod	N	Conditionally required when PaymentStreamCompoundingDatesOffsetUnit(42612) is specified.
42612	PaymentStreamCompoundingDatesOffsetUnit	N	Conditionally required when PaymentCompoundingDatesOffsetPeriod(42611) is specified.
42613	PaymentStreamCompoundingDatesOffsetDayType	N
42614	PaymentStreamCompoundingPeriodSkip	N
Component	PaymentStreamCompoundingStartDate	N
Component	PaymentStreamCompoundingEndDate	N
42615	PaymentStreamCompoundingFrequencyPeriod	N	Conditionally required when PayamentStreamCompoundingFrequencyUnit(42616) is specified.
42616	PaymentStreamCompoundingFrequencyUnit	N	Conditionally required when PayamentStreamCompoundingFrequencyPeriod(42615) is specified.
42617	PaymentStreamCompoundingRollConvention	N	When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream compounding dates.
42618	PaymentStreamBoundsFirstDateUnadjusted	N
42619	PaymentStreamBoundsLastDateUnadjusted	N

PaymentStreamCompoundingDatesBusinessCenterGrp

Tag	Name	Req’d	Description
42620	NoPaymentStreamCompoundingDatesBusinessCenters	N
→42621	PaymentStreamCompoundingDatesBusinessCenter	N	Required if NoPaymentStreamCompoundingDatesBusinessCenters(42620) > 0.

PaymentStreamCompoundingEndDate

Tag	Name	Req’d	Description
42622	PaymentStreamCompoundingEndDateUnadjusted	N
42623	PaymentStreamCompoundingEndDateRelativeTo	N
42624	PaymentStreamCompoundingEndDateOffsetPeriod	N	Conditionally required when PaymentStreamCompoundingEndDateOffsetUnit(42625) is specified.
42625	PaymentStreamCompoundingEndDateOffsetUnit	N	Conditionally required when PaymentStreamCompoundingEndDateOffsetPeriod(42624) is specified.
42626	PaymentStreamCompoundingEndDateOffsetDayType	N
42627	PaymentStreamCompoundingEndDateAdjusted	N

PaymentStreamCompoundingFloatingRate

Tag	Name	Req’d	Description
42628	PaymentStreamCompoundingRateIndex	N
42629	PaymentStreamCompoundingRateIndexCurvePeriod	N	Conditionally required if PaymentStreamCompoundingRateIndexCurveUnit(42630) is specified.
42630	PaymentStreamCompoundingRateIndexCurveUnit	N	Conditionally required if PaymentStreamCompoundingRateIndexCurvePeriod(42629) is specified.
42631	PaymentStreamCompoundingRateMultiplier	N
42632	PaymentStreamCompoundingRateSpread	N
42633	PaymentStreamCompoundingRateSpreadPositionType	N
42634	PaymentStreamCompoundingRateTreatment	N
42635	PaymentStreamCompoundingCapRate	N
42636	PaymentStreamCompoundingCapRateBuySide	N
42637	PaymentStreamCompoundingCapRateSellSide	N
42638	PaymentStreamCompoundingFloorRate	N
42639	PaymentStreamCompoundingFloorRateBuySide	N
42640	PaymentStreamCompoundingFloorRateSellSide	N
42641	PaymentStreamCompoundingInitialRate	N
42642	PaymentStreamCompoundingFinalRateRoundingDirection	N
42643	PaymentStreamCompoundingFinalRatePrecision	N
42644	PaymentStreamCompoundingAveragingMethod	N
42645	PaymentStreamCompoundingNegativeRateTreatment	N

PaymentStreamCompoundingStartDate

Tag	Name	Req’d	Description
42646	PaymentStreamCompoundingStartDateUnadjusted	N
42647	PaymentStreamCompoundingStartDateRelativeTo	N
42648	PaymentStreamCompoundingStartDateOffsetPeriod	N	Conditionally required when PaymentStreamCompoundingStartDateOffsetUnit(42649) is specified.
42649	PaymentStreamCompoundingStartDateOffsetUnit	N	Conditionally required when PaymentStreamCompoundingStartDateOffsetPeriod(42648) is specified.
42650	PaymentStreamCompoundingStartDateOffsetDayType	N
42651	PaymentStreamCompoundingStartDateAdjusted	N

PaymentStreamFinalPricePaymentDate

Tag	Name	Req’d	Description
42654	PaymentStreamFinalPricePaymentDateUnadjusted	N
42655	PaymentStreamFinalPricePaymentDateRelativeTo	N
42656	PaymentStreamFinalPricePaymentDateOffsetfPeriod	N	Conditionally required when PaymentStreamFinalPricePaymentDateOffsetUnit(42657) is specified.
42657	PaymentStreamFinalPricePaymentDateOffsetUnit	N	Conditionally required when PaymentStreamFinalPricePaymentDateOffsetPeriod(42656) is specified.
42658	PaymentStreamFinalPricePaymentDateOffsetDayType	N
42659	PaymentStreamFinalPricePaymentDateAdjusted	N

PaymentStreamFixedRate

Tag	Name	Req’d	Description
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

PaymentStreamFixingDateBusinessCenterGrp

Tag	Name	Req’d	Description
40950	NoPaymentStreamFixingDateBusinessCenters	N
→40776	PaymentStreamFixingDateBusinessCenter	N	Required if NoPaymentStreamFixingDateBusinessCenters(40950) > 0.

PaymentStreamFixingDateGrp

Tag	Name	Req’d	Description
42660	NoPaymentStreamFixingDates	N
→42661	PaymentStreamFixingDate	N	Required if NoPaymentStreamFixingDates(42660) > 0.
→42662	PaymentStreamFixingDateType	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.

PaymentStreamFloatingRate

Tag	Name	Req’d	Description
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.
43112	PaymentStreamRateIndex2	N
43113	PaymentStreamRateIndex2Source	N
43114	PaymentStreamRateIndex2ID	N	Conditionally required when PaymentStreamRateIndex2IDSource(43115) is specified.
43115	PaymentStreamRateIndex2IDSource	N	Conditionally required when PaymentStreamRateIndex2ID(43114) is specified.
41194	PaymentStreamRateIndex2CurvePeriod	N	Conditionally required when PaymentStreamRateIndex2CurveUnit(41195) is specified.
41195	PaymentStreamRateIndex2CurveUnit	N	Conditionally required when PaymentStreamRateIndex2CurvePeriod(41194) is specified.
41196	PaymentStreamRateIndexLocation	N
41197	PaymentStreamRateIndexLevel	N
41198	PaymentStreamRateIndexUnitOfMeasure	N
41199	PaymentStreamSettlLevel	N
41200	PaymentStreamReferenceLevel	N
41201	PaymentStreamReferenceLevelUnitOfMeasure	N
41202	PaymentStreamReferenceLevelEqualsZeroIndicator	N
40793	PaymentStreamRateMultiplier	N
40794	PaymentStreamRateSpread	N
41203	PaymentStreamRateSpreadCurrency	N
41204	PaymentStreamRateSpreadUnitOfMeasure	N
41205	PaymentStreamRateConversionFactor	N
41206	PaymentStreamRateSpreadType	N
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	PaymentStreamFirstObservationDateUnadjusted	N
42664	PaymentStreamFirstObservationDateRelativeTo	N
42665	PaymentStreamFirstObservationDateOffsetDayType	N
41211	PaymentStreamFirstObservationDateOffsetPeriod	N	Conditionally required when PaymentStreamFirstObservationOffsetUnit(41212) is specified.
41212	PaymentStreamFirstObservationDateOffsetUnit	N	Conditionally required when PaymentStreamFirstObservationOffsetPeriod(41211) is specified.
42666	PaymentStreamFirstObservationDateAdjusted	N
41213	PaymentStreamPricingDayType	N
41214	PaymentStreamPricingDayDistribution	N
41215	PaymentStreamPricingDayCount	N
41216	PaymentStreamPricingBusinessCalendar	N
41217	PaymentStreamPricingBusinessDayConvention	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 pricing dates.
Component	PaymentStreamPricingBusinessCenterGrp	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.
Component	PaymentStreamPricingDayGrp	N
Component	PaymentStreamPricingDateGrp	N
40808	PaymentStreamInflationLagPeriod	N	Conditionally required when PaymentStreamInflationLagUnit(40809) is specified.
40809	PaymentStreamInflationLagUnit	N	Conditionally required when PaymentStreamInflationLagPeriod(40808) is specified.
40810	PaymentStreamInflationLagDayType	N
40811	PaymentStreamInflationInterpolationMethod	N
40812	PaymentStreamInflationIndexSource	N
40813	PaymentStreamInflationPublicationSource	N
40814	PaymentStreamInflationInitialIndexLevel	N
40815	PaymentStreamInflationFallbackBondApplicable	N
40816	PaymentStreamFRADiscounting	N
42667	PaymentStreamUnderlierRefID	N
Component	PaymentStreamFormula	N
Component	DividendConditions	N
42668	ReturnRateNotionalReset	N
Component	ReturnRateGrp	N
42669	PaymentStreamLinkInitialLevel	N
42670	PaymentStreamLinkClosingLevelIndicator	N
42671	PaymentStreamLinkExpiringLevelIndicator	N
42672	PaymentStreamLinkEstimatedTradingDays	N
42673	PaymentStreamLinkStrikePrice	N
42674	PaymentStreamLinkStrikePriceType	N
42675	PaymentStreamLinkMaximumBoundary	N
42676	PaymentStreamLinkMinimumBoundary	N
42677	PaymentStreamLinkNumberOfDataSeries	N
42678	PaymentStreamVarianceUnadjustedCap	N
42679	PaymentStreamRealizedVarianceMethod	N
42680	PaymentStreamDaysAdjustmentIndicator	N
42681	PaymentStreamNearestExchangeContractRefID	N
42682	PaymentStreamVegaNotionalAmount	N

PaymentStreamFormula

Tag	Name	Req’d	Description
42686	PaymentStreamFormulaCurrency	N
42687	PaymentStreamFormulaCurrencyDeterminationMethod	N
42688	PaymentStreamFormulaReferenceAmount	N
Component	PaymentStreamFormulaMathGrp	N
Component	PaymentStreamFormulaImage	N

PaymentStreamFormulaImage

Tag	Name	Req’d	Description
42652	PaymentStreamFormulaImageLength	N	Conditionally required when PaymentStreamFormulaImage(42653) is specified.
42653	PaymentStreamFormulaImage	N	Conditionally required when PaymentStreamFormulaImageLength(42652) is specified.

PaymentStreamFormulaMathGrp

Tag	Name	Req’d	Description
42683	NoPaymentStreamFormulas	N
→43109	PaymentStreamFormulaLength	N	Required if NoPaymentStreamFormulas(42683) > 0.
→42684	PaymentStreamFormula	N	Required if NoPaymentStreamFormulas(42683) > 0.
→42685	PaymentStreamFormulaDesc	N

PaymentStreamInitialFixingDateBusinessCenterGrp

Tag	Name	Req’d	Description
40949	NoPaymentStreamInitialFixingDateBusinessCenters	N
→40769	PaymentStreamInitialFixingDateBusinessCenter	N	Required if NoPaymentStreamInitialFixindDateBusinessCenters(40949) > 0.

PaymentStreamNonDeliverableFixingDateGrp

Tag	Name	Req’d	Description
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.

PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp

Tag	Name	Req’d	Description
40946	NoPaymentStreamNonDeliverableFixingDatesBusinessCenters	N
→40819	PaymentStreamNonDeliverableFixingDatesBusinessCenter	N	Required if NoPaymentStreamNonDeliverableFixingDatesBusinessCenters(40946) > 0.

PaymentStreamNonDeliverableSettlRateSource

Tag	Name	Req’d	Description
40371	PaymentStreamNonDeliverableSettlRateSource	N
40372	PaymentStreamNonDeliverableSettlReferencePage	N	Conditionally required when PaymentStreamNonDeliverableSettlRateSource(40371) = 3 (ISDA Settlement Rate Option) or 99 (Other).

PaymentStreamNonDeliverableSettlTerms

Tag	Name	Req’d	Description
40817	PaymentStreamNonDeliverableRefCurrency	N
40818	PaymentStreamNonDeliverableFixingDatesBusinessDayConvention	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 payment stream’s non-deliverable fixing dates.
Component	PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp	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 the payment stream’s non-deliverable fixing dates.
40820	PaymentStreamNonDeliverableFixingDatesRelativeTo	N
40821	PaymentStreamNonDeliverableFixingDatesOffsetPeriod	N	Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetUnit(40822) is specified.
40822	PaymentStreamNonDeliverableFixingDatesOffsetUnit	N	Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetPeriod(40821) is specified.
40823	PaymentStreamNonDeliverableFixingDatesOffsetDayType	N
Component	PaymentStreamNonDeliverableSettlRateSource	N
Component	PaymentStreamNonDeliverableFixingDateGrp	N
Component	SettlRateDisruptionFallbackGrp	N

PaymentStreamPaymentDateBusinessCenterGrp

Tag	Name	Req’d	Description
40947	NoPaymentStreamPaymentDateBusinessCenters	N
→40752	PaymentStreamPaymentDateBusinessCenter	N	Required if NoPaymentStreamPaymentDateBusinessCenters(40947) > 0.

PaymentStreamPaymentDateGrp

Tag	Name	Req’d	Description
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.

PaymentStreamPaymentDates

Tag	Name	Req’d	Description
40751	PaymentStreamPaymentDateBusinessDayConvention	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 payment stream’s payment dates.
Component	PaymentStreamPaymentDateBusinessCenterGrp	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 the payment stream’s payment dates.
Component	PaymentStreamPaymentDateGrp	N
40753	PaymentStreamPaymentFrequencyPeriod	N	Conditionally required when PaymentStreamPaymentFrequencyUnit(40754) is specified.
40754	PaymentStreamPaymentFrequencyUnit	N	Conditionally required when PaymentStreamPaymentFrequencyPeriod(40753) is specified.
40755	PaymentStreamPaymentRollConvention	N	When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream payment dates
40756	PaymentStreamFirstPaymentDateUnadjusted	N
40757	PaymentStreamLastRegularPaymentDateUnadjusted	N
40758	PaymentStreamPaymentDateRelativeTo	N
40759	PaymentStreamPaymentDateOffsetPeriod	N	Conditionally required when PaymentStreamPaymentDateOffsetUnit(40760) is specified.
40760	PaymentStreamPaymentDateOffsetUnit	N	Conditionally required when PaymentStreamPaymentDateOffsetPeriod(40759) is specified.
40920	PaymentStreamPaymentDateOffsetDayType	N
41223	PaymentStreamMasterAgreementPaymentDatesIndicator	N
Component	PaymentStreamFinalPricePaymentDate	N

PaymentStreamPricingBusinessCenterGrp

Tag	Name	Req’d	Description
41192	NoPaymentStreamPricingBusinessCenters	N
→41193	PaymentStreamPricingBusinessCenter	N	Required if NoPaymentStreamPricingBusinessCenters(41192) > 0.

PaymentStreamPricingDateGrp

Tag	Name	Req’d	Description
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.

PaymentStreamPricingDayGrp

Tag	Name	Req’d	Description
41227	NoPaymentStreamPricingDays	N
→41228	PaymentStreamPricingDayOfWeek	N	Required if NoPaymentStreamPricingDays(41227) > 0.
→41229	PaymentStreamPricingDayNumber	N

PaymentStreamResetDateBusinessCenterGrp

Tag	Name	Req’d	Description
40948	NoPaymentStreamResetDateBusinessCenters	N
→40763	PaymentStreamResetDateBusinessCenter	N	Required if NoPaymentStreamResetDateBusinessCenters(40948) > 0.

PaymentStreamResetDates

Tag	Name	Req’d	Description
40761	PaymentStreamResetDateRelativeTo	N
40762	PaymentStreamResetDateBusinessDayConvention	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 payment stream’s reset dates.
Component	PaymentStreamResetDateBusinessCenterGrp	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 the payment stream’s reset dates.
40764	PaymentStreamResetFrequencyPeriod	N	Conditionally required when PaymentStreamResetFrequencyUnit(40765) is specified.
40765	PaymentStreamResetFrequencyUnit	N	Conditionally required when PaymentStreamResetFrequencyPeriod(40764) is specified.
40766	PaymentStreamResetWeeklyRollConvention	N	When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream floating rate reset dates.
40767	PaymentStreamInitialFixingDateRelativeTo	N
40768	PaymentStreamInitialFixingDateBusinessDayConvention	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 payment stream’s reset dates.
Component	PaymentStreamInitialFixingDateBusinessCenterGrp	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 the payment stream’s reset dates.
40770	PaymentStreamInitialFixingDateOffsetPeriod	N	Conditionally required when PaymentStreamInitialFixingDateOffsetUnit(40771) is specified.
40771	PaymentStreamInitialFixingDateOffsetUnit	N	Conditionally required when PaymentStreamInitialFixingDateOffsetPeriod(40770) is specified.
40772	PaymentStreamInitialFixingDateOffsetDayType	N
40773	PaymentStreamInitialFixingDateAdjusted	N
40774	PaymentStreamFixingDateRelativeTo	N
40775	PaymentStreamFixingDateBusinessDayConvention	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 payment stream’s reset dates.
Component	PaymentStreamFixingDateBusinessCenterGrp	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 the payment stream’s reset dates.
40777	PaymentStreamFixingDateOffsetPeriod	N	Conditionally required when PaymentStreamFixingDateOffsetUnit(40778) is specified.
40778	PaymentStreamFixingDateOffsetUnit	N	Conditionally required when PaymentStreamFixingDateOffsetPeriod(40777) is specified.
40779	PaymentStreamFixingDateOffsetDayType	N
40780	PaymentStreamFixingDateAdjusted	N
40781	PaymentStreamRateCutoffDateOffsetPeriod	N	Conditionally required when PaymentStreamRateCutoffDateOffsetUnit(40782) is specified.
40782	PaymentStreamRateCutoffDateOffsetUnit	N	Conditionally required when PaymentStreamRateCutoffDateOffsetPeriod(40783) is specified.
40783	PaymentStreamRateCutoffDateOffsetDayType	N
Component	PaymentStreamFixingDateGrp	N

PaymentStubEndDate

Tag	Name	Req’d	Description
42689	PaymentStubEndDateUnadjusted	N
42690	PaymentStubEndDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance.
Component	PaymentStubEndDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance.
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

PaymentStubEndDateBusinessCenterGrp

Tag	Name	Req’d	Description
42696	NoPaymentStubEndDateBusinessCenters	N
→42697	PaymentStubEndDateBusinessCenter	N	Required if NoPaymentStubEndDateBusinessCenters(42696) > 0.

PaymentStubGrp

Tag	Name	Req’d	Description
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

PaymentStubStartDate

Tag	Name	Req’d	Description
42698	PaymentStubStartDateUnadjusted	N
42699	PaymentStubStartDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance.
Component	PaymentStubStartDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance.
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

PaymentStubStartDateBusinessCenterGrp

Tag	Name	Req’d	Description
42705	NoPaymentStubStartDateBusinessCenters	N
→42706	PaymentStubStartDateBusinessCenter	N	Required if NoPaymentStubStartDateBusinessCenters(42705) > 0.

PhysicalSettlDeliverableObligationGrp

Tag	Name	Req’d	Description
40209	NoPhysicalSettlDeliverableObligations	N
→40210	PhysicalSettlDeliverableObligationType	N	Required if NoPhysicalSettlDeliverableObligations (40209) > 0.
→40211	PhysicalSettlDeliverableObligationValue	N

PhysicalSettlTermGrp

Tag	Name	Req’d	Description
40204	NoPhysicalSettlTerms	N
→Component	PhysicalSettlDeliverableObligationGrp	N	Required if NoPhysicalSettlTerms(40204) > 0.
→40205	PhysicalSettlCurrency	N
→40206	PhysicalSettlBusinessDays	N
→40207	PhysicalSettlMaximumBusinessDays	N
→40208	PhysicalSettlTermXID	N

PriceQualifierGrp

Tag	Name	Req’d	Description
2709	NoPriceQualifiers	N
→2710	PriceQualifier	N	Required if NoPriceQualifiers(2709) > 0.

PricingDateBusinessCenterGrp

Tag	Name	Req’d	Description
41230	NoPricingDateBusinessCenters	N
→41231	PricingDateBusinessCenter	N	Required if NoPricingDateBusinessCenters(41230) > 0.

PricingDateTime

Tag	Name	Req’d	Description
41232	PricingDateUnadjusted	N
41233	PricingDateBusinessDayConvention	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 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

ProtectionTermEventGrp

Tag	Name	Req’d	Description
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

ProtectionTermEventNewsSourceGrp

Tag	Name	Req’d	Description
40951	NoProtectionTermEventNewsSources	N
→40189	ProtectionTermEventNewsSource	N	Required if NoProtectionTermEventNewsSources(40951) > 0.

ProtectionTermEventQualifierGrp

Tag	Name	Req’d	Description
40199	NoProtectionTermEventQualifiers	N
→40200	ProtectionTermEventQualifier	N	Required if NoProtectionTermEventQualifiers(40199) > 0.

ProtectionTermGrp

Tag	Name	Req’d	Description
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

ProtectionTermObligationGrp

Tag	Name	Req’d	Description
40201	NoProtectionTermObligations	N
→40202	ProtectionTermObligationType	N	Required if NoProtectionTermObligations(40201) > 0.
→40203	ProtectionTermObligationValue	N

ProvisionCashSettlPaymentDateBusinessCenterGrp

Tag	Name	Req’d	Description
40952	NoProvisionCashSettlPaymentDateBusinessCenters	N
→40164	ProvisionCashSettlPaymentDateBusinessCenter	N	Required if NoProvisionCashSettlPaymentDateBusinessCenters(40952) > 0.

ProvisionCashSettlPaymentDates

Tag	Name	Req’d	Description
40163	ProvisionCashSettlPaymentDateBusinessDayConvention	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 provisional cash settlement payment dates.
Component	ProvisionCashSettlPaymentDateBusinessCenterGrp	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 the provisional cash settlement payment dates.
40165	ProvisionCashSettlPaymentDateRelativeTo	N
40166	ProvisionCashSettlPaymentDateOffsetPeriod	N	Conditionally required when ProvisionCashSettlPaymentDateOffsetUnit(40167) is specified.
40167	ProvisionCashSettlPaymentDateOffsetUnit	N	Conditionally required when ProvisionCashSettlPaymentDateOffsetPeriod(40166) is specified.
40168	ProvisionCashSettlPaymentDateOffsetDayType	N
40169	ProvisionCashSettlPaymentDateRangeFirst	N
40170	ProvisionCashSettlPaymentDateRangeLast	N
Component	ProvisionCashSettlPaymentFixedDateGrp	N

ProvisionCashSettlPaymentFixedDateGrp

Tag	Name	Req’d	Description
40171	NoProvisionCashSettlPaymentDates	N
→40172	ProvisionCashSettlPaymentDate	N	Required if NoProvisionCashSettlPaymentDates (40171) > 0.
→40173	ProvisionCashSettlPaymentDateType	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.

ProvisionCashSettlQuoteSource

Tag	Name	Req’d	Description
40112	ProvisionCashSettlQuoteSource	N
41406	ProvisionCashSettlQuoteReferencePage	N

ProvisionCashSettlValueDateBusinessCenterGrp

Tag	Name	Req’d	Description
40953	NoProvisionCashSettlValueDateBusinessCenters	N
→40117	ProvisionCashSettlValueDateBusinessCenter	N	Required if NoProvisionCashSettlValueDatBusinessCenters(40953) > 0.

ProvisionCashSettlValueDates

Tag	Name	Req’d	Description
40114	ProvisionCashSettlValueTime	N
40115	ProvisionCashSettlValueTimeBusinessCenter	N
40116	ProvisionCashSettlValueDateBusinessDayConvention	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 provisional cash settlement value date.
Component	ProvisionCashSettlValueDateBusinessCenterGrp	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 the provisional cash settlement value date.
40118	ProvisionCashSettlValueDateRelativeTo	N
40119	ProvisionCashSettlValueDateOffsetPeriod	N	Conditionally required when ProvisionCashSettlValueDateOffsetUnit(40120) is specified.
40120	ProvisionCashSettlValueDateOffsetUnit	N	Conditionally required when ProvisionCashSettlValueDateOffsetPeriod(40119) is specified.
40121	ProvisionCashSettlValueDateOffsetDayType	N
40122	ProvisionCashSettlValueDateAdjusted	N

ProvisionDateBusinessCenterGrp

Tag	Name	Req’d	Description
40957	NoProvisionDateBusinessCenters	N
→40094	ProvisionDateBusinessCenter	N	Required if NoProvisionDateBusinessCenters(40957) > 0.

ProvisionGrp

Tag	Name	Req’d	Description
40090	NoProvisions	N
→40091	ProvisionType	N	Required if NoProvisions(40090) > 0.
→40092	ProvisionDateUnadjusted	N
→40093	ProvisionDateBusinessDayConvention	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	ProvisionDateBusinessCenterGrp	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 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 specified and must immediately precede it.
→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

ProvisionOptionExerciseBusinessCenterGrp

Tag	Name	Req’d	Description
40954	NoProvisionOptionExerciseBusinessCenters	N
→40124	ProvisionOptionExerciseBusinessCenter	N	Required if NoProvisionOptionExerciseBusinessCenters(40954) > 0.

ProvisionOptionExerciseDates

Tag	Name	Req’d	Description
40123	ProvisionOptionExerciseBusinessDayConvention	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 provisional option exercise dates.
Component	ProvisionOptionExerciseBusinessCenterGrp	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 the provisional option exercise dates.
Component	ProvisionOptionExerciseFixedDateGrp	N
40125	ProvisionOptionExerciseEarliestDateOffsetPeriod	N	Conditionally required when ProvisionOptionExerciseEarliestDateUnit(40126) is specified.
40126	ProvisionOptionExerciseEarliestDateOffsetUnit	N	Conditionally required when ProvisionOptionExerciseEasrliestDatePeriod(40125) is specified.
40127	ProvisionOptionExerciseFrequencyPeriod	N	Conditionally required when ProvisionOptionExerciseFrequencyUnit(40128) is specified.
40128	ProvisionOptionExerciseFrequencyUnit	N	Conditionally required when ProvisionOptionExerciseFrequencyPeriod(40127) is specified.
40129	ProvisionOptionExerciseStartDateUnadjusted	N
40130	ProvisionOptionExerciseStartDateRelativeTo	N
40131	ProvisionOptionExerciseStartDateOffsetPeriod	N	Conditionally required when ProvisionOptionExerciseStartDateOffsetUnit(40132) is specified.
40132	ProvisionOptionExerciseStartDateOffsetUnit	N	Conditionally required when ProvisionOptionExerciseStartDateOffsetPeriod(40131) is specified.
40133	ProvisionOptionExerciseStartDateOffsetDayType	N
40134	ProvisionOptionExerciseStartDateAdjusted	N
40135	ProvisionOptionExercisePeriodSkip	N
40136	ProvisionOptionExerciseBoundsFirstDateUnadjusted	N
40137	ProvisionOptionExerciseBoundsLastDateUnadjusted	N
40138	ProvisionOptionExerciseEarliestTime	N
40139	ProvisionOptionExerciseEarliestTimeBusinessCenter	N
40140	ProvisionOptionExerciseLatestTime	N
40141	ProvisionOptionExerciseLatestTimeBusinessCenter	N

ProvisionOptionExerciseFixedDateGrp

Tag	Name	Req’d	Description
40142	NoProvisionOptionExerciseFixedDates	N
→40143	ProvisionOptionExerciseFixedDate	N	Required if NoProvisionOptionExerciseFixedDates (40142) > 0.
→40144	ProvisionOptionExerciseFixedDateType	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.

ProvisionOptionExpirationDate

Tag	Name	Req’d	Description
40145	ProvisionOptionExpirationDateUnadjusted	N
40146	ProvisionOptionExpirationDateBusinessDayConvention	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 provisional option expiration date.
Component	ProvisionOptionExpirationDateBusinessCenterGrp	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 the provisional option expiration date.
40148	ProvisionOptionExpirationDateRelativeTo	N
40149	ProvisionOptionExpirationDateOffsetPeriod	N	Conditionally required when ProvisionOptionExpirationDateOffsetUnit(40150) is specified.
40150	ProvisionOptionExpirationDateOffsetUnit	N	Conditionally required when ProvisionOptionExpirationDateOffsetPeriod(40149) is specified.
40151	ProvisionOptionExpirationDateOffsetDayType	N
40152	ProvisionOptionExpirationDateAdjusted	N
40153	ProvisionOptionExpirationTime	N
40154	ProvisionOptionExpirationTimeBusinessCenter	N

ProvisionOptionExpirationDateBusinessCenterGrp

Tag	Name	Req’d	Description
40955	NoProvisionOptionExpirationDateBusinessCenters	N
→40147	ProvisionOptionExpirationDateBusinessCenter	N	Required if NoProvisionOptionExpirationDateBusinessCenters(40955) > 0.

ProvisionOptionRelevantUnderlyingDate

Tag	Name	Req’d	Description
40155	ProvisionOptionRelevantUnderlyingDateUnadjusted	N
40156	ProvisionOptionRelevantUnderlyingDateBusinessDayConvention	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 provisional option relevant underlying date.
Component	ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp	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 the provisional option relevant underlying date.
40158	ProvisionOptionRelevantUnderlyingDateRelativeTo	N
40159	ProvisionOptionRelevantUnderlyingDateOffsetPeriod	N	Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetUnit(40160) is specified.
40160	ProvisionOptionRelevantUnderlyingDateOffsetUnit	N	Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetPeriod(40159) is specified.
40161	ProvisionOptionRelevantUnderlyingDateOffsetDayType	N
40162	ProvisionOptionRelevantUnderlyingDateAdjusted	N

ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp

Tag	Name	Req’d	Description
40956	NoProvisionOptionRelevantUnderlyingDateBusinessCenters	N
→40157	ProvisionOptionRelevantUnderlyingDateBusinessCenter	N	Required if NoProvisionOptionRelevantUnderlyingDateBusinessCenters(40956) > 0.

ProvisionParties

Tag	Name	Req’d	Description
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

ProvisionPtysSubGrp

Tag	Name	Req’d	Description
40178	NoProvisionPartySubIDs	N
→40179	ProvisionPartySubID	N	Required if NoProvisionPartySubIDs(40178) > 0.
→40180	ProvisionPartySubIDType	N	Required if NoProvisionPartySubIDs(40178) > 0.

PtysSubGrp

Tag	Name	Req’d	Description
802	NoPartySubIDs	N
→523	PartySubID	N
→803	PartySubIDType	N

RateSource

Tag	Name	Req’d	Description
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

ReferenceDataDateGrp

Tag	Name	Req’d	Description
2746	NoReferenceDataDates	N
→2747	ReferenceDataDate	N	Required if NoReferenceDataDates(2746) > 0.
→2748	ReferenceDataDateType	N

RegulatoryTradeIDGrp

Tag	Name	Req’d	Description
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

RelatedInstrumentGrp

Tag	Name	Req’d	Description
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.

RelatedOrderGrp

Tag	Name	Req’d	Description
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.

RelatedPartyDetailAltIDGrp

Tag	Name	Req’d	Description
1569	NoRelatedPartyDetailAltID	N
→1570	RelatedPartyDetailAltID	N	Required when NoRelatedPartyDetailAltID > 0.
→1571	RelatedPartyDetailAltIDSource	N	Required when NoRelatedPartyDetailAltID > 0.
→Component	RelatedPartyDetailAltSubGrp	N

RelatedPartyDetailAltSubGrp

Tag	Name	Req’d	Description
1572	NoRelatedPartyDetailAltSubIDs	N
→1573	RelatedPartyDetailAltSubID	N	Required when NoRelatedPartyDetailAltSubIDs > 0.
→1574	RelatedPartyDetailAltSubIDType	N	Required when NoRelatedPartyDetailAltSubIDs > 0.

RelatedPartyDetailGrp

Tag	Name	Req’d	Description
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

RelatedPartyDetailSubGrp

Tag	Name	Req’d	Description
1566	NoRelatedPartyDetailSubIDs	N
→1567	RelatedPartyDetailSubID	N	Required when NoRelatedPartyDetailSubIDs > 0.
→1568	RelatedPartyDetailSubIDType	N	Required when NoRelatedPartyDetailSubIDs > 0.

RelatedTradeGrp

Tag	Name	Req’d	Description
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

RelativeValueGrp

Tag	Name	Req’d	Description
2529	NoRelativeValues	N
→2530	RelativeValueType	N	Required if NoRelativeValues(2529) > 0.
→2531	RelativeValue	N	Required if NoRelativeValues(2529) > 0.
→2532	RelativeValueSide	N

ReturnRateDateGrp

Tag	Name	Req’d	Description
42709	NoReturnRateDates	N
→42710	ReturnRateDateMode	N	Required if NoReturnRateDates(42709) > 0.
→Component	ReturnRateValuationDateGrp	N
→42711	ReturnRateValuationDateRelativeTo	N
→42712	ReturnRateValuationDateOffsetPeriod	N	Conditionally required when ReturnRateValuationDateOffsetUnit(42713) is specified.
→42713	ReturnRateValuationDateOffsetUnit	N	Conditionally required when ReturnRateValuationDateOffsetPeriod(42712) is specified.
→42714	ReturnRateValuationDateOffsetDayType	N
→42715	ReturnRateValuationStartDateUnadjusted	N
→42716	ReturnRateValuationStartDateRelativeTo	N
→42717	ReturnRateValuationStartDateOffsetPeriod	N	Conditionally required when ReturnRateValuationStartDateOffsetUnit(42718) is specified.
→42718	ReturnRateValuationStartDateOffsetUnit	N	Conditionally required when ReturnRateValuationStartDateOffsetPeriod(42717) is specified.
→42719	ReturnRateValuationStartDateOffsetDayType	N
→42720	ReturnRateValuationStartDateAdjusted	N
→42721	ReturnRateValuationEndDateUnadjusted	N
→42722	ReturnRateValuationEndDateRelativeTo	N
→42723	ReturnRateValuationEndDateOffsetPeriod	N	Conditionally required when ReturnRateValuationEndDateOffsetUnit(42724) is specified.
→42724	ReturnRateValuationEndDateOffsetUnit	N	Conditionally required when ReturnRateValuationEndDateOffsetPeriod(42723) is specified.
→42725	ReturnRateValuationEndDateOffsetDayType	N
→42726	ReturnRateValuationEndDateAdjusted	N
→42727	ReturnRateValuationFrequencyPeriod	N	Conditionally required when ReturnRateValuationFrequencyUnit(42728) is specified.
→42728	ReturnRateValuationFrequencyUnit	N	Conditionally required when ReturnRateValuationFrequencyPeriod(42727) is specified.
→42729	ReturnRateValuationFrequencyRollConvention	N	When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream return rate valuation dates.
→42730	ReturnRateValuationDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream return rate valuation dates.
→Component	ReturnRateValuationDateBusinessCenterGrp	N	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream return rate valuation dates.

ReturnRateFXConversionGrp

Tag	Name	Req’d	Description
42731	NoReturnRateFXConversions	N
→42732	ReturnRateFXCurrencySymbol	N	Required if NoReturnRateFXConversions(42731) > 0.
→42733	ReturnRateFXRate	N	Required if NoReturnRateFXConversions(42731) > 0.
→42734	ReturnRateFXRateCalc	N

ReturnRateGrp

Tag	Name	Req’d	Description
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

ReturnRateInformationSourceGrp

Tag	Name	Req’d	Description
42761	NoReturnRateInformationSources	N
→42762	ReturnRateInformationSource	N	Required if NoReturnRateInformationSources(42761) > 0.
→42763	ReturnRateReferencePage	N
→42764	ReturnRateReferencePageHeading	N

ReturnRatePriceGrp

Tag	Name	Req’d	Description
42765	NoReturnRatePrices	N
→42766	ReturnRatePriceBasis	N	Required if NoReturnRatePrices(42765) > 0.
→42767	ReturnRatePrice	N
→42768	ReturnRatePriceCurrency	N
→42769	ReturnRatePriceType	N

ReturnRateValuationDateBusinessCenterGrp

Tag	Name	Req’d	Description
42770	NoReturnRateValuationDateBusinessCenters	N
→42771	ReturnRateValuationDateBusinessCenter	N	Required if NoReturnRateValuationDateBusinessCenters(42770) > 0.

ReturnRateValuationDateGrp

Tag	Name	Req’d	Description
42772	NoReturnRateValuationDates	N
→42773	ReturnRateValuationDate	N	Required if NoReturnRateValuationDates(42772) > 0.
→42774	ReturnRateValuationDateType	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.

RootParties

Tag	Name	Req’d	Description
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.

RootSubParties

Tag	Name	Req’d	Description
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.

SecAltIDGrp

Tag	Name	Req’d	Description
454	NoSecurityAltID	N
→455	SecurityAltID	N
→456	SecurityAltIDSource	N
→2957	SymbolPositionNumber	N

SecondaryAssetGrp

Tag	Name	Req’d	Description
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

SecurityXML

Tag	Name	Req’d	Description
1184	SecurityXMLLen	N	Must be provided if SecurityXML(1185) field is specified and must immediately precede it.
1185	SecurityXML	N
1186	SecurityXMLSchema	N

SettlMethodElectionDate

Tag	Name	Req’d	Description
42777	SettlMethodElectionDateUnadjusted	N
42778	SettlMethodElectionDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to OptionExercise.
Component	SettlMethodElectionDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to OptionExercise.
42779	SettlMethodElectionDateRelativeTo	N
42780	SettlMethodElectionDateOffsetPeriod	N	Conditionally required when SettlMethodElectionDateOffsetUnit(42781) is specified.
42781	SettlMethodElectionDateOffsetUnit	N	Conditionally required when SettlMethodElectionDateOffsetPeriod(42780) is specified.
42782	SettlMethodElectionDateOffsetDayType	N
42783	SettlMethodElectionDateAdjusted	N

SettlMethodElectionDateBusinessCenterGrp

Tag	Name	Req’d	Description
42775	NoSettlMethodElectionDateBusinessCenters	N
→42776	SettlMethodElectionDateBusinessCenter	N	Required if NoSettlMethodElectionDateBusinessCenters(42775) > 0.

SettlRateDisruptionFallbackGrp

Tag	Name	Req’d	Description
40085	NoSettlRateFallbacks	N
→40086	SettlRatePostponementMaximumDays	N	Required if NoSettlRateFallbacks(40085) > 0.
→Component	SettlRateFallbackRateSource	N
→40088	SettlRatePostponementSurvey	N
→40089	SettlRatePostponementCalculationAgent	N

SettlRateFallbackRateSource

Tag	Name	Req’d	Description
40373	SettlRateFallbackRateSource	N
40655	SettlRateFallbackReferencePage	N	Conditionally required when SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) or 99 (Other).

SpreadOrBenchmarkCurveData

Tag	Name	Req’d	Description
218	Spread	N	For Fixed Income
220	BenchmarkCurveCurrency	N
2950	BenchmarkCurveCurrencyCodeSource	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.

StandardHeader

Tag	Name	Req’d	Description
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 be embedded within encrypted data section.)
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 be embedded within encrypted data section.)
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.

StandardTrailer

Tag	Name	Req’d	Description
10	CheckSum	Y	(Always unencrypted, always last field in message)

Stipulations

Tag	Name	Req’d	Description
232	NoStipulations	N
→233	StipulationType	N	Required if NoStipulations >0
→234	StipulationValue	N

StreamAssetAttributeGrp

Tag	Name	Req’d	Description
41237	NoStreamAssetAttributes	N
→41238	StreamAssetAttributeType	N	Required if NoStreamAssetAttributes(41237) > 0.
→41239	StreamAssetAttributeValue	N
→41240	StreamAssetAttributeLimit	N

StreamCalculationPeriodBusinessCenterGrp

Tag	Name	Req’d	Description
40958	NoStreamCalculationPeriodBusinessCenters	N
→40074	StreamCalculationPeriodBusinessCenter	N	Required if NoStreamCalculationPeriodBusinessCenters(40958) > 0.

StreamCalculationPeriodDateGrp

Tag	Name	Req’d	Description
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.

StreamCalculationPeriodDates

Tag	Name	Req’d	Description
41244	StreamCalculationPeriodDatesXID	N
41245	StreamCalculationPeriodDatesXIDRef	N
40073	StreamCalculationPeriodBusinessDayConvention	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 calculation period dates of the stream.
Component	StreamCalculationPeriodBusinessCenterGrp	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 the calculation period dates of the stream.
Component	StreamCalculationPeriodDateGrp	N
40075	StreamFirstPeriodStartDateUnadjusted	N
40076	StreamFirstPeriodStartDateBusinessDayConvention	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 calculation period dates of the stream.
Component	StreamFirstPeriodStartDateBusinessCenterGrp	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 the calculation period dates of the stream.
40078	StreamFirstPeriodStartDateAdjusted	N
40079	StreamFirstRegularPeriodStartDateUnadjusted	N
40080	StreamFirstCompoundingPeriodEndDateUnadjusted	N
40081	StreamLastRegularPeriodEndDateUnadjusted	N
40082	StreamCalculationFrequencyPeriod	N	Conditionally required when StreamCalculationFrequencyUnit(40083) is specified.
40083	StreamCalculationFrequencyUnit	N	Conditionally required when StreamCalculationFrequencyPeriod(40082) is specified.
40084	StreamCalculationRollConvention	N	When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream calculation dates.
41246	StreamCalculationBalanceOfFirstPeriod	N
41247	StreamCalculationCorrectionPeriod	N	Conditionally required when StreamCalculationCorrectionUnit(41248) is specified.
41248	StreamCalculationCorrectionUnit	N	Conditionally required when StreamCalculationCorrectionPeriod(41247) is specified.

StreamCommodity

Tag	Name	Req’d	Description
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.
Component	StreamCommodityAltIDGrp	N
41255	StreamCommodityDesc	N
41256	EncodedStreamCommodityDescLen	N	Must be set if EncodedCommodityDesc(41257) field is specified and must immediately precede it.
41257	EncodedStreamCommodityDesc	N	Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding(347) field.
42587	StreamCommodityDeliveryPricingRegion	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).
Component	StreamAssetAttributeGrp	N
41258	StreamCommodityUnitOfMeasure	N
41259	StreamCommodityCurrency	N
41260	StreamCommodityExchange	N
41261	StreamCommodityRateSource	N
41262	StreamCommodityRateReferencePage	N
41263	StreamCommodityRateReferencePageHeading	N
41264	StreamDataProvider	N
Component	StreamCommodityDataSourceGrp	N
41265	StreamCommodityPricingType	N
41266	StreamCommodityNearbySettlDayPeriod	N	Conditionally required when StreamCommodityNearbySettlDayUnit(41267) is specified.
41267	StreamCommodityNearbySettlDayUnit	N	Conditionally required when StreamCommodityNearbySettlDayPeriod(41266) is specified.
41268	StreamCommoditySettlDateUnadjusted	N
41269	StreamCommoditySettlDateBusinessDayConvention	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 settlement dates.
Component	StreamCommoditySettlBusinessCenterGrp	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 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(41272) is specified.
41274	StreamCommoditySettlDayType	N
Component	StreamCommoditySettlPeriodGrp	N
41275	StreamCommodityXID	N
41276	StreamCommodityXIDRef	N

StreamCommodityAltIDGrp

Tag	Name	Req’d	Description
41277	NoStreamCommodityAltIDs	N
→41278	StreamCommodityAltID	N	Required if NoStreamCommodityAltIDs(41277) > 0.
→41279	StreamCommodityAltIDSource	N	Required if NoStreamCommodityAltIDs(41277) > 0.

StreamCommodityDataSourceGrp

Tag	Name	Req’d	Description
41280	NoStreamCommodityDataSources	N
→41281	StreamCommodityDataSourceID	N	Required if NoStreamCommodityDataSources(41280) > 0.
→41282	StreamCommodityDataSourceIDType	N	Required if NoStreamCommodityDataSources(41280) > 0.

StreamCommoditySettlBusinessCenterGrp

Tag	Name	Req’d	Description
41249	NoStreamCommoditySettlBusinessCenters	N
→41250	StreamCommoditySettlBusinessCenter	N	Required if NoStreamCommoditySettlBusinessCenters(41249) > 0.

StreamCommoditySettlDayGrp

Tag	Name	Req’d	Description
41283	NoStreamCommoditySettlDays	N
→41284	StreamCommoditySettlDay	N	Required if NoStreamCommoditySettlDays(41283) > 0.
→41285	StreamCommoditySettlTotalHours	N
→Component	StreamCommoditySettlTimeGrp	N

StreamCommoditySettlPeriodGrp

Tag	Name	Req’d	Description
41289	NoStreamCommoditySettlPeriods	N
→41290	StreamCommoditySettlCountry	N	Required if NoStreamCommoditySettlPeriods(41289) > 0.
→41291	StreamCommoditySettlTimeZone	N
→41292	StreamCommoditySettlFlowType	N
→41293	StreamCommoditySettlPeriodNotional	N
→41294	StreamCommoditySettlPeriodNotionalUnitOfMeasure	N
→41295	StreamCommoditySettlPeriodFrequencyPeriod	N	Conditionally required when StreamCommoditySettlFrequencyUnit(41296) is specified.
→41296	StreamCommoditySettlPeriodFrequencyUnit	N	Conditionally required when StreamCommoditySettlFrequencyPeriod(41295) is specified.
→41297	StreamCommoditySettlPeriodPrice	N
→41298	StreamCommoditySettlPeriodPriceUnitOfMeasure	N
→41299	StreamCommoditySettlPeriodPriceCurrency	N
→41300	StreamCommoditySettlHolidaysProcessingInstruction	N
→Component	StreamCommoditySettlDayGrp	N
→41301	StreamCommoditySettlPeriodXID	N
→41302	StreamCommoditySettlPeriodXIDRef	N

StreamCommoditySettlTimeGrp

Tag	Name	Req’d	Description
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 agreed if not specified.

StreamEffectiveDate

Tag	Name	Req’d	Description
40907	StreamEffectiveDateUnadjusted	N
40908	StreamEffectiveDateBusinessDayConvention	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 effective date of the stream.
Component	StreamEffectiveDateBusinessCenterGrp	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 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

StreamEffectiveDateBusinessCenterGrp

Tag	Name	Req’d	Description
40960	NoStreamEffectiveDateBusinessCenters	N
→40909	StreamEffectiveDateBusinessCenter	N	Required if NoStreamEffectiveDateBusinessCenters(40960) > 0.

StreamFirstPeriodStartDateBusinessCenterGrp

Tag	Name	Req’d	Description
40959	NoStreamFirstPeriodStartDateBusinessCenters	N
→40077	StreamFirstPeriodStartDateBusinessCenter	N	Required if NoStreamFirstPeriodStartDateBusinessCenters(40959) > 0.

StreamGrp

Tag	Name	Req’d	Description
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 is specified and must immediately precede it.
→40983	EncodedStreamText	N	Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding(347) field.

StreamTerminationDate

Tag	Name	Req’d	Description
40065	StreamTerminationDateUnadjusted	N
40066	StreamTerminationDateBusinessDayConvention	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 termination date of the stream.
Component	StreamTerminationDateBusinessCenterGrp	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 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(40069) is specified.
40071	StreamTerminationDateOffsetDayType	N
40072	StreamTerminationDateAdjusted	N

StreamTerminationDateBusinessCenterGrp

Tag	Name	Req’d	Description
40961	NoStreamTerminationDateBusinessCenters	N
→40067	StreamTerminationDateBusinessCenter	N	Required if NoStreamTerminationDateBusinessCenters(40961) > 0.

TargetParties

Tag	Name	Req’d	Description
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.

TargetPtysSubGrp

Tag	Name	Req’d	Description
2433	NoTargetPartySubIDs	N
→2434	TargetPartySubID	N	Required when NoTargetPartySubIDs(2433) > 0.
→2435	TargetPartySubIDType	N	Required when NoTargetPartySubIDs(2433) > 0.

ThrottleResponse

Tag	Name	Req’d	Description
1685	ThrottleInst	N
1609	ThrottleStatus	N
1686	ThrottleCountIndicator	N

TradePriceConditionGrp

Tag	Name	Req’d	Description
1838	NoTradePriceConditions	N
→1839	TradePriceCondition	N	Required if NoTradePriceConditions(1838) > 0.

TrdRegPublicationGrp

Tag	Name	Req’d	Description
2668	NoTrdRegPublications	N
→2669	TrdRegPublicationType	N	Required if NoTrdRegPublications(2668) > 0.
→2670	TrdRegPublicationReason	N

TrdRegTimestamps

Tag	Name	Req’d	Description
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 (Reference time for NBBO).
→2833	NBBOQty	N	May be used with TrdRegTimestampType(770)=34 (Reference time for NBBO).
→2834	NBBOSource	N	May be used with TrdRegTimestampType(770)=34 (Reference time for NBBO).

TrdgSesGrp

Tag	Name	Req’d	Description
386	NoTradingSessions	N
→336	TradingSessionID	N	Required if NoTradingSessions is > 0.
→625	TradingSessionSubID	N

UndInstrmtGrp

Tag	Name	Req’d	Description
711	NoUnderlyings	N
→Component	UnderlyingInstrument	N	Required if NoUnderlyings(711) > 0.

UndSecAltIDGrp

Tag	Name	Req’d	Description
457	NoUnderlyingSecurityAltID	N
→458	UnderlyingSecurityAltID	N
→459	UnderlyingSecurityAltIDSource	N
→2959	UnderlyingSymbolPositionNumber	N

UnderlyingAdditionalTermBondRefGrp

Tag	Name	Req’d	Description
41340	NoUnderlyingAdditionalTermBondRefs	N
→41341	UnderlyingAdditionalTermBondSecurityID	N	Required if NoUnderlyingAdditionalTermBondRefs(41340) > 0.
→41701	UnderlyingAdditionalTermBondSecurityIDSource	N	Conditionally required when UnderlyingAdditionalTermBondSecurityID(41341) is specified.
→41709	UnderlyingAdditionalTermBondDesc	N
→41710	EncodedUnderlyingAdditionalTermBondDescLen	N	Must be set if EncodedUnderlyingAdditionalTermBondDesc(41709) field is specified and must immediately precede it.
→41711	EncodedUnderlyingAdditionalTermBondDesc	N	Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondDesc(41709) field in the encoded format specified via the MessageEncoding(347) field.
→41712	UnderlyingAdditionalTermBondCurrency	N
→42017	UnderlyingAdditionalTermBondIssuer	N
→42025	EncodedUnderlyingAdditionalTermBondIssuerLen	N	Must be set if EncodedUnderlyingAdditionalTermBondIssuer(42017) field is specified and must immediately precede it.
→42026	EncodedUnderlyingAdditionalTermBondIssuer	N	Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondIssuer(42017) field in the encoded format specified via the MessageEncoding(347) field.
→42027	UnderlyingAdditionalTermBondSeniority	N
→42028	UnderlyingAdditionalTermBondCouponType	N
→42029	UnderlyingAdditionalTermBondCouponRate	N
→42030	UnderlyingAdditionalTermBondMaturityDate	N
→42031	UnderlyingAdditionalTermBondParValue	N
→42032	UnderlyingAdditionalTermBondCurrentTotalIssuedAmount	N
→42033	UnderlyingAdditionalTermBondCouponFrequencyPeriod	N	Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyUnit(42034) is specified.
→42034	UnderlyingAdditionalTermBondCouponFrequencyUnit	N	Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyPeriod(42033) is specified.
→42035	UnderlyingAdditionalTermBondDayCount	N

UnderlyingAdditionalTermGrp

Tag	Name	Req’d	Description
42036	NoUnderlyingAdditionalTerms	N
→42037	UnderlyingAdditionalTermConditionPrecedentBondIndicator	N	Required if NoUnderlyingAdditionalTerms(42036) > 0.
→42038	UnderlyingAdditionalTermDiscrepancyClauseIndicator	N
→Component	UnderlyingAdditionalTermBondRefGrp	N

UnderlyingAssetAttributeGrp

Tag	Name	Req’d	Description
2312	NoUnderlyingAssetAttributes	N
→2313	UnderlyingAssetAttributeType	N	Required if NoUnderlyingAssetAttributes(2312) > 0.
→2314	UnderlyingAssetAttributeValue	N
→2315	UnderlyingAssetAttributeLimit	N

UnderlyingBusinessCenterGrp

Tag	Name	Req’d	Description
40962	NoUnderlyingBusinessCenters	N
→40963	UnderlyingBusinessCenter	N	Required if NoUnderlyingBusinessCenters(40962) > 0.

UnderlyingCashSettlDate

Tag	Name	Req’d	Description
42790	UnderlyingCashSettlDateUnadjusted	N
42791	UnderlyingCashSettlDateBusinessDayConvention	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	UnderlyingCashSettlDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision.
42792	UnderlyingCashSettlDateRelativeTo	N
42793	UnderlyingCashSettlDateOffsetPeriod	N	Conditionally required when UnderlyingCashSettlDateOffsetUnit(42794) is specified.
42794	UnderlyingCashSettlDateOffsetUnit	N	Conditionally required when UnderlyingCashSettlDateOffsetPeriod(42793) is specified.
42795	UnderlyingCashSettlDateOffsetDayType	N
42796	UnderlyingCashSettlDateAdjusted	N

UnderlyingCashSettlDateBusinessCenterGrp

Tag	Name	Req’d	Description
42788	NoUnderlyingCashSettlDateBusinessCenters	N
→42789	UnderlyingCashSettlDateBusinessCenter	N	Required if NoUnderlyingCashSettlDateBusinessCenters(42788) > 0.

UnderlyingCashSettlDealerGrp

Tag	Name	Req’d	Description
42039	NoUnderlyingCashSettlDealers	N
→42040	UnderlyingCashSettlDealer	N	Required if NoUnderlyingCashSettlDealers(42039) > 0.

UnderlyingCashSettlTermGrp

Tag	Name	Req’d	Description
42041	NoUnderlyingCashSettlTerms	N
→42042	UnderlyingCashSettlCurrency	N	Required if NoUnderlyingCashSettlTerms(42041) > 0.
→42043	UnderlyingCashSettlValuationFirstBusinessDayOffset	N
→42044	UnderlyingCashSettlValuationSubsequentBusinessDaysOffset	N
→42045	UnderlyingCashSettlNumOfValuationDates	N
→42046	UnderlyingCashSettlValuationTime	N
→42047	UnderlyingCashSettlBusinessCenter	N
→42048	UnderlyingCashSettlQuoteMethod	N
→42049	UnderlyingCashSettlQuoteAmount	N
→42050	UnderlyingCashSettlQuoteCurrency	N
→42051	UnderlyingCashSettlMinimumQuoteAmount	N
→42052	UnderlyingCashSettlMinimumQuoteCurrency	N
→Component	UnderlyingCashSettlDealerGrp	N
→42797	UnderlyingCashSettlPriceSource	N
→42798	UnderlyingCashSettlPriceDefault	N
→42053	UnderlyingCashSettlBusinessDays	N
→42054	UnderlyingCashSettlAmount	N
→Component	UnderlyingCashSettlDate	N
→42055	UnderlyingCashSettlRecoveryFactor	N
→42056	UnderlyingCashSettlFixedTermIndicator	N
→42057	UnderlyingCashSettlAccruedInterestIndicator	N
→42058	UnderlyingCashSettlValuationMethod	N
→42059	UnderlyingCashSettlTermXID	N

UnderlyingComplexEventAveragingObservationGrp

Tag	Name	Req’d	Description
41713	NoUnderlyingComplexEventAveragingObservations	N
→41714	UnderlyingComplexEventAveragingObservationNumber	N	Required if NoUnderlyingComplexEventAveragingObservations(41713) > 0.
→41715	UnderlyingComplexEventAveragingWeight	N

UnderlyingComplexEventCreditEventGrp

Tag	Name	Req’d	Description
41716	NoUnderlyingComplexEventCreditEvents	N
→41717	UnderlyingComplexEventCreditEventType	N	Required if NoUnderlyingComplexEventCreditEvents(41716) > 0.
→41718	UnderlyingComplexEventCreditEventValue	N
→41719	UnderlyingComplexEventCreditEventCurrency	N
→41720	UnderlyingComplexEventCreditEventPeriod	N	Conditionally required when UnderlyingComplexEventCreditEventUnit(41721) is specified.
→41721	UnderlyingComplexEventCreditEventUnit	N	Conditionally required when UnderlyingComplexEventCreditEventPeriod(41720) is specified.
→41722	UnderlyingComplexEventCreditEventDayType	N
→41723	UnderlyingComplexEventCreditEventRateSource	N
→Component	UnderlyingComplexEventCreditEventQualifierGrp	N

UnderlyingComplexEventCreditEventQualifierGrp

Tag	Name	Req’d	Description
41724	NoUnderlyingComplexEventCreditEventQualifiers	N
→41725	UnderlyingComplexEventCreditEventQualifier	N	Required if NoUnderlyingComplexEventCreditEventQualifiers(41724) > 0.

UnderlyingComplexEventCreditEventSourceGrp

Tag	Name	Req’d	Description
41748	NoUnderlyingComplexEventCreditEventSources	N
→41749	UnderlyingComplexEventCreditEventSource	N	Required if NoUnderlyingCreditEventCreditEventSources(41748) > 0.

UnderlyingComplexEventDateBusinessCenterGrp

Tag	Name	Req’d	Description
41737	NoUnderlyingComplexEventDateBusinessCenters	N
→41738	UnderlyingComplexEventDateBusinessCenter	N	Required if NoUnderlyingComplexEventDateBusinessCenters(41737) > 0.

UnderlyingComplexEventDates

Tag	Name	Req’d	Description
2053	NoUnderlyingComplexEventDates	N
→2054	UnderlyingComplexEventStartDate	N	Required if NoUnderlyingComplexEventDates(2054) > 0.
→2055	UnderlyingComplexEventEndDate	N	Required if NoUnderlyingComplexEventDates(2054) > 0.
→Component	UnderlyingComplexEventTimes	N

UnderlyingComplexEventPeriodDateGrp

Tag	Name	Req’d	Description
41726	NoUnderlyingComplexEventPeriodDateTimes	N
→41727	UnderlyingComplexEventPeriodDate	N	Required if NoUnderlyingComplexEventPeriodDateTimes(41726) > 0.
→41728	UnderlyingComplexEventPeriodTime	N

UnderlyingComplexEventPeriodGrp

Tag	Name	Req’d	Description
41729	NoUnderlyingComplexEventPeriods	N
→41730	UnderlyingComplexEventPeriodType	N	Required if NoUnderlyingComplexEventPeriods(41729) > 0.
→41731	UnderlyingComplexEventBusinessCenter	N
→Component	UnderlyingComplexEventScheduleGrp	N
→Component	UnderlyingComplexEventPeriodDateGrp	N
→Component	UnderlyingComplexEventAveragingObservationGrp	N

UnderlyingComplexEventRateSourceGrp

Tag	Name	Req’d	Description
41732	NoUnderlyingComplexEventRateSources	N
→41733	UnderlyingComplexEventRateSource	N	Required if NoUnderlyingComplexEventRateSources(41732) > 0.
→41734	UnderlyingComplexEventRateSourceType	N	Required if NoUnderlyingComplexEventRateSources(41732) > 0.
→41735	UnderlyingComplexEventReferencePage	N	Conditionally required when ComplexEventRateSource(41014) = 99 (Other).
→41736	UnderlyingComplexEventReferencePageHeading	N

UnderlyingComplexEventRelativeDate

Tag	Name	Req’d	Description
41739	UnderlyingComplexEventDateUnadjusted	N
41740	UnderlyingComplexEventDateRelativeTo	N
41741	UnderlyingComplexEventDateOffsetPeriod	N	Conditionally required when UnderlyingComplexEventDateOffsetUnit(41742) is specified.
41742	UnderlyingComplexEventDateOffsetUnit	N	Conditionally required when UnderlyingComplexEventDateOffsetPeriod(41741) is specified.
41743	UnderlyingComplexEventDateOffsetDayType	N
41744	UnderlyingComplexEventDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates.
Component	UnderlyingComplexEventDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates.
41745	UnderlyingComplexEventDateAdjusted	N
41746	UnderlyingComplexEventFixingTime	N
41747	UnderlyingComplexEventFixingTimeBusinessCenter	N

UnderlyingComplexEventScheduleGrp

Tag	Name	Req’d	Description
41750	NoUnderlyingComplexEventSchedules	N
→41751	UnderlyingComplexEventScheduleStartDate	N	Required if NoUnderlyingComplexEventSchedules(41750) > 0.
→41752	UnderlyingComplexEventScheduleEndDate	N
→41753	UnderlyingComplexEventScheduleFrequencyPeriod	N	Conditionally required when UnderlyingComplexEventScheduleFrequencyUnit(41754) is specified.
→41754	UnderlyingComplexEventScheduleFrequencyUnit	N	Conditionally required when UnderlyingComplexEventScheduleFrequencyPeriod(41753) is specified.
→41755	UnderlyingComplexEventScheduleRollConvention	N	When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option schedule dates.

UnderlyingComplexEventTimes

Tag	Name	Req’d	Description
2056	NoUnderlyingComplexEventTimes	N
→2057	UnderlyingComplexEventStartTime	N	Required if NoUnderlyingComplexEventTimes(2056) > 0.
→2058	UnderlyingComplexEventEndTime	N	Required if NoUnderlyingComplexEventTimes(2056) > 0.

UnderlyingComplexEvents

Tag	Name	Req’d	Description
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
→2947	UnderlyingComplexOptPayoutCurrencyCodeSource	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(2052) in which the relationship between any two events is described. For any two occurrences of events the first occurrence will specify the UnderlyingComplexEventCondition(2052) which links it with the second event.
→Component	UnderlyingComplexEventDates	N
→2268	UnderlyingComplexEventCurrencyOne	N
→2948	UnderlyingComplexEventCurrencyOneCodeSource	N
→2269	UnderlyingComplexEventCurrencyTwo	N
→2949	UnderlyingComplexEventCurrencyTwoCodeSource	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
→Component	UnderlyingComplexEventRateSourceGrp	N
→Component	UnderlyingComplexEventRelativeDate	N
→Component	UnderlyingComplexEventPeriodGrp	N
→2277	UnderlyingComplexEventCreditEventsXIDRef	N
→2278	UnderlyingComplexEventCreditEventNotifyingParty	N
→2279	UnderlyingComplexEventCreditEventBusinessCenter	N
→2280	UnderlyingComplexEventCreditEventStandardSources	N
→2281	UnderlyingComplexEventCreditEventMinimumSources	N
→Component	UnderlyingComplexEventCreditEventSourceGrp	N
→Component	UnderlyingComplexEventCreditEventGrp	N
→2611	UnderlyingComplexEventFuturesPriceValuation	N
→2612	UnderlyingComplexEventOptionsPriceValuation	N
→2613	UnderlyingComplexEventPVFinalPriceElectionFallback	N
→2282	UnderlyingComplexEventXID	N
→2283	UnderlyingComplexEventXIDRef	N

UnderlyingDateAdjustment

Tag	Name	Req’d	Description
40964	UnderlyingBusinessDayConvention	N
Component	UnderlyingBusinessCenterGrp	N
40965	UnderlyingDateRollConvention	N

UnderlyingDeliveryScheduleGrp

Tag	Name	Req’d	Description
41756	NoUnderlyingDeliverySchedules	N
→41757	UnderlyingDeliveryScheduleType	N	Required if NoUnderlyingDeliverySchedules(41756) > 0.
→41758	UnderlyingDeliveryScheduleXID	N
→41759	UnderlyingDeliveryScheduleNotional	N
→41760	UnderlyingDeliveryScheduleNotionalUnitOfMeasure	N
→41761	UnderlyingDeliveryScheduleNotionalCommodityFrequency	N
→41762	UnderlyingDeliveryScheduleNegativeTolerance	N
→41763	UnderlyingDeliverySchedulePositiveTolerance	N
→41764	UnderlyingDeliveryScheduleToleranceUnitOfMeasure	N
→41765	UnderlyingDeliveryScheduleToleranceType	N	Conditionally required when UnderlyingDeliveryScheduleNegativeTolerance(41762) or UnderlyingDeliverySchedulePositiveTolerance(41763) is specified.
→41766	UnderlyingDeliveryScheduleSettlCountry	N
→41767	UnderlyingDeliveryScheduleSettlTimeZone	N
→41768	UnderlyingDeliveryScheduleSettlFlowType	N
→41769	UnderlyingDeliveryScheduleSettlHolidaysProcessingInstruction	N
→Component	UnderlyingDeliveryScheduleSettlDayGrp	N

UnderlyingDeliveryScheduleSettlDayGrp

Tag	Name	Req’d	Description
41770	NoUnderlyingDeliveryScheduleSettlDays	N
→41771	UnderlyingDeliveryScheduleSettlDay	N	Required if NoUnderlyingDeliveryScheduleSettlDays(41770) > 0.
→41772	UnderlyingDeliveryScheduleSettlTotalHours	N
→Component	UnderlyingDeliveryScheduleSettlTimeGrp	N

UnderlyingDeliveryScheduleSettlTimeGrp

Tag	Name	Req’d	Description
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.

UnderlyingDeliveryStream

Tag	Name	Req’d	Description
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

UnderlyingDeliveryStreamCommoditySourceGrp

Tag	Name	Req’d	Description
41808	NoUnderlyingDeliveryStreamCommoditySources	N
→41809	UnderlyingDeliveryStreamCommoditySource	N	Required if NoUnderlyingDeliveryStreamCommoditySources(41808) > 0.

UnderlyingDeliveryStreamCycleGrp

Tag	Name	Req’d	Description
41804	NoUnderlyingDeliveryStreamCycles	N
→41805	UnderlyingDeliveryStreamCycleDesc	N	Required if NoUnderlyingDeliveryStreamCycles(41804) > 0.
→41806	EncodedUnderlyingDeliveryStreamCycleDescLen	N	Must be set if EncodedUnderlyingDeliveryStreamCycleDesc(41807) field is specified and must immediately precede it.
→41807	EncodedUnderlyingDeliveryStreamCycleDesc	N	Encoded (non-ASCII characters) representation of the UnderlyingDeliverySreamCycleDesc(41805) field in the encoded format specified via the MessageEncoding(347) field.

UnderlyingDividendAccrualFloatingRate

Tag	Name	Req’d	Description
42801	UnderlyingDividendFloatingRateIndex	N
42802	UnderlyingDividendFloatingRateIndexCurvePeriod	N	Conditionally required when UnderlyingDividendFloatingRateIndexCurveUnit(42803) is specified.
42803	UnderlyingDividendFloatingRateIndexCurveUnit	N	Conditionally required when UnderlyingDividendFloatingRateIndexCurvePeriod(42802) is specified.
42804	UnderlyingDividendFloatingRateMultiplier	N
42805	UnderlyingDividendFloatingRateSpread	N
42806	UnderlyingDividendFloatingRateSpreadPositionType	N
42807	UnderlyingDividendFloatingRateTreatment	N
42808	UnderlyingDividendCapRate	N
42809	UnderlyingDividendCapRateBuySide	N
42810	UnderlyingDividendCapRateSellSide	N
42811	UnderlyingDividendFloorRate	N
42812	UnderlyingDividendFloorRateBuySide	N
42813	UnderlyingDividendFloorRateSellSide	N
42814	UnderlyingDividendInitialRate	N
42815	UnderlyingDividendFinalRateRoundingDirection	N
42816	UnderlyingDividendFinalRatePrecision	N
42817	UnderlyingDividendAveragingMethod	N
42818	UnderlyingDividendNegativeRateTreatment	N

UnderlyingDividendAccrualPaymentDate

Tag	Name	Req’d	Description
42819	UnderlyingDividendAccrualPaymentDateRelativeTo	N
42820	UnderlyingDividendAccrualPaymentDateOffsetPeriod	N	Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetUnit(42821) is specified.
42821	UnderlyingDividendAccrualPaymentDateOffsetUnit	N	Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetPeriod(42820) is specified.
42822	UnderlyingDividendAccrualPaymentDateOffsetDayType	N
42823	UnderlyingDividendAccrualPaymentDateUnadjusted	N
42824	UnderlyingDividendAccrualPaymentDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendAccrualPaymentDate.
Component	UnderlyingDividendAccrualPaymentDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendAccrualPaymentDate.
42825	UnderlyingDividendAccrualPaymentDateAdjusted	N

UnderlyingDividendAccrualPaymentDateBusinessCenterGrp

Tag	Name	Req’d	Description
42799	NoUnderlyingDividendAccrualPaymentDateBusinessCenters	N
→42800	UnderlyingDividendAccrualPaymentDateBusinessCenter	N	Required if NoUnderlyingDividendAccrualPaymentDateBusinessCenters(42799) > 0.

UnderlyingDividendConditions

Tag	Name	Req’d	Description
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

UnderlyingDividendFXTriggerDate

Tag	Name	Req’d	Description
42846	UnderlyingDividendFXTriggerDateRelativeTo	N
42847	UnderlyingDividendFXTriggerDateOffsetPeriod	N	Conditionally required when UnderlyingDividendFXTriggerDateOffsetUnit(42848) is specified.
42848	UnderlyingDividendFXTriggerDateOffsetUnit	N	Conditionally required when UnderlyingDividendFXTriggerDateOffsetPeriod(42847) is specified.
42849	UnderlyingDividendFXTriggerDateOffsetDayType	N
42850	UnderlyingDividendFXTriggerDateUnadjusted	N
42851	UnderlyingDividendFXTriggerDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendFXTriggerDate.
Component	UnderlyingDividendFXTriggerDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendFXTriggerDate.
42852	UnderlyingDividendFXTriggerDateAdjusted	N

UnderlyingDividendFXTriggerDateBusinessCenterGrp

Tag	Name	Req’d	Description
42853	NoUnderlyingDividendFXTriggerDateBusinessCenters	N
→42854	UnderlyingDividendFXTriggerDateBusinessCenter	N	Required if NoUnderlyingDividendFXTriggerDateBusinessCenters(42853) > 0.

UnderlyingDividendPaymentGrp

Tag	Name	Req’d	Description
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

UnderlyingDividendPayout

Tag	Name	Req’d	Description
42860	UnderlyingDividendPayoutRatio	N
42861	UnderlyingDividendPayoutConditions	N
Component	UnderlyingDividendPaymentGrp	N

UnderlyingDividendPeriodBusinessCenterGrp

Tag	Name	Req’d	Description
42882	NoUnderlyingDividendPeriodBusinessCenters	N
→42883	UnderlyingDividendPeriodBusinessCenter	N	Required if NoUnderlyingDividendPeriodBusinessCenters(42882) > 0.

UnderlyingDividendPeriodGrp

Tag	Name	Req’d	Description
42862	NoUnderlyingDividendPeriods	N
→42863	UnderlyingDividendPeriodSequence	N	Required if NoUnderlyingDividendPeriods(42862) > 0.
→42864	UnderlyingDividendPeriodStartDateUnadjusted	N
→42865	UnderlyingDividendPeriodEndDateUnadjusted	N
→42866	UnderlyingDividendPeriodUnderlierRefID	N	When specified, this overrides UnderlyingDividendUnderlierRefID(42829). The specified value would be specific to this dividend period instance.
→42867	UnderlyingDividendPeriodStrikePrice	N
→42868	UnderlyingDividendPeriodBusinessDayConvention	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this dividend period instance.
→Component	UnderlyingDividendPeriodBusinessCenterGrp	N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this dividend period instance.
→42869	UnderlyingDividendPeriodValuationDateUnadjusted	N
→42870	UnderlyingDividendPeriodValuationDateRelativeTo	N
→42871	UnderlyingDividendPeriodValuationDateOffsetPeriod	N	Conditionally required when UnderlyingDividendPeriodValuationDateOffsetUnit(42872) is specified.
→42872	UnderlyingDividendPeriodValuationDateOffsetUnit	N	Conditionally required when UnderlyingDividendPeriodValuationDateOffsetPeriod(42871) is specified.
→42873	UnderlyingDividendPeriodValuationDateOffsetDayType	N
→42874	UnderlyingDividendPeriodValuationDateAdjusted	N
→42875	UnderlyingDividendPeriodPaymentDateUnadjusted	N
→42876	UnderlyingDividendPeriodPaymentDateRelativeTo	N
→42877	UnderlyingDividendPeriodPaymentDateOffsetPeriod	N	Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetUnit(42878) is specified.
→42878	UnderlyingDividendPeriodPaymentDateOffsetUnit	N	Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetPeriod(42877) is specified.
→42879	UnderlyingDividendPeriodPaymentDateOffsetDayType	N
→42880	UnderlyingDividendPeriodPaymentDateAdjusted	N
→42881	UnderlyingDividendPeriodXID	N

UnderlyingEvntGrp

Tag	Name	Req’d	Description
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 specified and must immediately precede it.
→2073	EncodedUnderlyingEventText	N	Encoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding(347) field.

UnderlyingExtraordinaryEventGrp

Tag	Name	Req’d	Description
42884	NoUnderlyingExtraordinaryEvents	N
→42885	UnderlyingExtraordinaryEventType	N	Required if NoUnderlyingExtraordinaryEvents(42884) > 0.
→42886	UnderlyingExtraordinaryEventValue	N	Required if NoUnderlyingExtraordinaryEvents(42884) > 0.

UnderlyingInstrument

Tag	Name	Req’d	Description
311	UnderlyingSymbol	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. Required if the UnderlyingInstrument component is marked as required where the component is used.
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 reference is allowed or needed.
462	UnderlyingProduct	N
Component	UnderlyingSecurityXML	N	Embedded XML document describing the underlying 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
2921	UnderlyingNotionalCurrencyCodeSource	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
2917	UnderlyingStrikeCurrencyCodeSource	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
2918	UnderlyingUnitOfMeasureCurrencyCodeSource	N
1424	UnderlyingPriceUnitOfMeasure	N
1425	UnderlyingPriceUnitOfMeasureQty	N
1719	UnderlyingPriceUnitOfMeasureCurrency	N
2919	UnderlyingPriceUnitOfMeasureCurrencyCodeSource	N
1000	UnderlyingTimeUnit	N	Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
1419	UnderlyingExerciseStyle	N
1526	UnderlyingPriceQuoteCurrency	N
2920	UnderlyingPriceQuoteCurrencyCodeSource	N
435	UnderlyingCouponRate	N
308	UnderlyingSecurityExchange	N
306	UnderlyingIssuer	N
362	EncodedUnderlyingIssuerLen	N	Must be set if UnderlyingEncodedIssuer(363) field is specified and must immediately precede it.
363	EncodedUnderlyingIssuer	N	Encoded (non-ASCII characters) representation of the UnderlyingIssuer(363) field in the encoded format specified via the MessageEncoding(347) field.
2742	UnderlyingFinancialInstrumentShortName	N
2720	UnderlyingFinancialInstrumentFullName	N
2721	EncodedUnderlyingFinancialInstrumentFullNameLen	N	Must be set if EncodedUnderlyingFinancialInstrumentFullName(2722) field is specified and must immediately precede it.
2722	EncodedUnderlyingFinancialInstrumentFullName	N	Encoded (non-ASCII characters) representation of the UnderlyingFinancialInstrumentFullName(2720) field in the encoded format specified via the MessageEncoding(347) 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) field is specified and must immediately precede it.
365	EncodedUnderlyingSecurityDesc	N	Encoded (non-ASCII characters) representation of the 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 the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.
318	UnderlyingCurrency	N	Specific to the <UnderlyingInstrument> (not in <Instrument>)
2916	UnderlyingCurrencyCodeSource	N
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 deliverable component.
973	UnderlyingCashAmount	N	Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying’s is a fixed cash value.
974	UnderlyingCashType	N	Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)
810	UnderlyingPx	N	Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.
882	UnderlyingDirtyPrice	N	Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. Dirty means it includes accrued interest
883	UnderlyingEndPrice	N	Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.
884	UnderlyingStartValue	N	Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement
885	UnderlyingCurrentValue	N	Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral
886	UnderlyingEndValue	N	Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end 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 for 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 compute UnderlyingCurrentValue (885) (or market value) from 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 general 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 specified.
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(1996) 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) field is specified and must immediately precede it.
2288	EncodedUnderlyingOptionExpirationDesc	N	Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding(347) field.
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 specified.
2014	UnderlyingAssetSubClass	N	Required if UnderlyingAssetType(2015) is specified.
2015	UnderlyingAssetType	N	Required if UnderlyingAssetSubType(2744) is specified.
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) must 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

UnderlyingMarketDisruption

Tag	Name	Req’d	Description
41859	UnderlyingMarketDisruptionProvision	N
Component	UnderlyingMarketDisruptionEventGrp	N
41860	UnderlyingMarketDisruptionFallbackProvision	N
Component	UnderlyingMarketDisruptionFallbackGrp	N
Component	UnderlyingMarketDisruptionFallbackReferencePriceGrp	N
41861	UnderlyingMarketDisruptionMaximumDays	N
41862	UnderlyingMarketDisruptionMaterialityPercentage	N	If specified, the disruption event should be specified in UnderlyingMarketDisruptionEventGrp.
41863	UnderlyingMarketDisruptionMinimumFuturesContracts	N	Applicable only when UnderlyingMarketDisruptionEvent(41865)=’DeMinimisTrading’.

UnderlyingMarketDisruptionEventGrp

Tag	Name	Req’d	Description
41864	NoUnderlyingMarketDisruptionEvents	N
→41865	UnderlyingMarketDisruptionEvent	N	Required if NoUnderlyingMarketDisruptionEvents(41864) > 0.
→41338	UnderlyingMarketDisruptionValue	N

UnderlyingMarketDisruptionFallbackGrp

Tag	Name	Req’d	Description
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

UnderlyingMarketDisruptionFallbackReferencePriceGrp

Tag	Name	Req’d	Description
41868	NoUnderlyingMarketDisruptionFallbackReferencePrices	N
→41869	UnderlyingMarketDisruptionFallbackUnderlierType	N	Required if NoUnderlyingMarketDisruptionFallbackReferencePrices (41868) > 0.
→41870	UnderlyingMarketDisruptionFallbackUnderlierSecurityID	N	Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource(41871) is specified.
→41871	UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource	N	Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityID(41870) is specified.
→41872	UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc	N
→41873	EncodedUnderlyingMarketDisruptionFallbackUnderlierSecDescLen	N	Must be set if EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field is specified and must immediately precede it.
→41874	EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc	N	Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding(347) field.
→41875	UnderlyingMarketDisruptionFallbackOpenUnits	N
→41876	UnderlyingMarketDisruptionFallbackBasketCurrency	N
→41877	UnderlyingMarketDisruptionFallbackBasketDivisor	N

UnderlyingOptionExercise

Tag	Name	Req’d	Description
41810	UnderlyingExerciseDesc	N
41811	EncodedUnderlyingExerciseDescLen	N	Must be set if EncodedUnderlyingExerciseDesc(41812) field is specified and must immediately precede it.
41812	EncodedUnderlyingExerciseDesc	N	Encoded (non-ASCII characters) representation of the UnderlyingExerciseDesc(41810) field in the encoded format specified via the MessageEncoding(347) field.
41813	UnderlyingAutomaticExerciseIndicator	N
41814	UnderlyingAutomaticExerciseThresholdRate	N
41815	UnderlyingExerciseConfirmationMethod	N
41816	UnderlyingManualNoticeBusinessCenter	N
41817	UnderlyingFallbackExerciseIndicator	N
41818	UnderlyingLimitedRightToConfirmIndicator	N
41819	UnderlyingExerciseSplitTicketIndicator	N
42887	UnderlyingSettlMethodElectingPartySide	N
Component	UnderlyingSettlMethodElectionDate	N
Component	UnderlyingOptionExerciseDates	N
Component	UnderlyingOptionExerciseExpiration	N
Component	UnderlyingOptionExerciseMakeWholeProvision	N

UnderlyingOptionExerciseBusinessCenterGrp

Tag	Name	Req’d	Description
41820	NoUnderlyingOptionExerciseBusinessCenters	N
→41821	UnderlyingOptionExerciseBusinessCenter	N	Required if NoUnderlyingOptionExerciseBusinessCenters(41820) > 0.

UnderlyingOptionExerciseDateGrp

Tag	Name	Req’d	Description
41841	NoUnderlyingOptionExerciseDates	N
→41842	UnderlyingOptionExerciseDate	N	Required if NoUnderlyingOptionExerciseDates(41841) > 0.
→41843	UnderlyingOptionExerciseDateType	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.

UnderlyingOptionExerciseDates

Tag	Name	Req’d	Description
41822	UnderlyingOptionExerciseBusinessDayConvention	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise dates.
Component	UnderlyingOptionExerciseBusinessCenterGrp	N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise dates.
Component	UnderlyingOptionExerciseDateGrp	N
41823	UnderlyingOptionExerciseEarliestDateOffsetDayType	N
41824	UnderlyingOptionExerciseEarliestDateOffsetPeriod	N	Conditionally required when UnderlyingOptionExerciseEarliestDateUnit(41825) is specified.
41825	UnderlyingOptionExerciseEarliestDateOffsetUnit	N	Conditionally required when UnderlyingOptionExerciseEarliestDatePeriod(41824) is specified.
41826	UnderlyingOptionExerciseFrequencyPeriod	N	Conditinally required when UnderlyingOptionExerciseFrequencyUnit(41827) is specified.
41827	UnderlyingOptionExerciseFrequencyUnit	N	Conditinally required when UnderlyingOptionExerciseFrequencyPeriod(41826) is specified.
41828	UnderlyingOptionExerciseStartDateUnadjusted	N
41829	UnderlyingOptionExerciseStartDateRelativeTo	N
41830	UnderlyingOptionExerciseStartDateOffsetPeriod	N	Conditionally required when UnderlyingOptionExerciseStartDateOffsetUnit(41831) is specified.
41831	UnderlyingOptionExerciseStartDateOffsetUnit	N	Conditionally required when UnderlyingOptionExerciseStartDateOffsetPeriod(41830) is specified.
41832	UnderlyingOptionExerciseStartDateOffsetDayType	N
41833	UnderlyingOptionExerciseStartDateAdjusted	N
41834	UnderlyingOptionExerciseSkip	N
41835	UnderlyingOptionExerciseNominationDeadline	N
41836	UnderlyingOptionExerciseFirstDateUnadjusted	N
41837	UnderlyingOptionExerciseLastDateUnadjusted	N
41838	UnderlyingOptionExerciseEarliestTime	N
41839	UnderlyingOptionExerciseLatestTime	N
41840	UnderlyingOptionExerciseTimeBusinessCenter	N

UnderlyingOptionExerciseExpiration

Tag	Name	Req’d	Description
41846	UnderlyingOptionExerciseExpirationDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise expiration dates.
Component	UnderlyingOptionExerciseExpirationDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise expiration dates.
Component	UnderlyingOptionExerciseExpirationDateGrp	N
41847	UnderlyingOptionExerciseExpirationDateRelativeTo	N
41848	UnderlyingOptionExerciseExpirationDateOffsetPeriod	N	Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetUnit(41849) is specified.
41849	UnderlyingOptionExerciseExpirationDateOffsetUnit	N	Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetPeriod(41848) is specified.
41850	UnderlyingOptionExerciseExpirationFrequencyPeriod	N	Conditionally required when UnderlyingOptionExerciseExpirationFrequencyUnit(41851) is specified.
41851	UnderlyingOptionExerciseExpirationFrequencyUnit	N	Conditionally required when UnderlyingOptionExerciseExpirationFrequencyPeriod(41850) is specified.
41852	UnderlyingOptionExerciseExpirationRollConvention	N	When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option exercise dates.
41853	UnderlyingOptionExerciseExpirationDateOffsetDayType	N
41854	UnderlyingOptionExerciseExpirationTime	N
41855	UnderlyingOptionExerciseExpirationTimeBusinessCenter	N

UnderlyingOptionExerciseExpirationDateBusinessCenterGrp

Tag	Name	Req’d	Description
41844	NoUnderlyingOptionExerciseExpirationDateBusinessCenters	N
→41845	UnderlyingOptionExerciseExpirationDateBusinessCenter	N	Required if NoUnderlyingOptionExerciseExpirationDateBusinessCenters(41844) > 0.

UnderlyingOptionExerciseExpirationDateGrp

Tag	Name	Req’d	Description
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.

UnderlyingOptionExerciseMakeWholeProvision

Tag	Name	Req’d	Description
42888	UnderlyingMakeWholeDate	N
42889	UnderlyingMakeWholeAmount	N
42890	UnderlyingMakeWholeBenchmarkCurveName	N
42891	UnderlyingMakeWholeBenchmarkCurvePoint	N
42892	UnderlyingMakeWholeRecallSpread	N
42893	UnderlyingMakeWholeBenchmarkQuote	N
42894	UnderlyingMakeWholeInterpolationMethod	N

UnderlyingPaymentScheduleFixingDateBusinessCenterGrp

Tag	Name	Req’d	Description
40966	NoUnderlyingPaymentScheduleFixingDateBusinessCenters	N
→40690	UnderlyingPaymentScheduleFixingDateBusinessCenter	N	Required if NoUnderlyingPaymentScheduleFixingDateBusinessCenters(40966) > 0.

UnderlyingPaymentScheduleFixingDayGrp

Tag	Name	Req’d	Description
41878	NoUnderlyingPaymentScheduleFixingDays	N
→41879	UnderlyingPaymentScheduleFixingDayOfWeek	N	Required if NoUnderlyingPaymentScheduleFixingDays(41878) > 0.
→41880	UnderlyingPaymentScheduleFixingDayNumber	N

UnderlyingPaymentScheduleGrp

Tag	Name	Req’d	Description
40664	NoUnderlyingPaymentSchedules	N
→40665	UnderlyingPaymentScheduleType	N	Required if NoUnderlyingPaymentScheules(40664) > 0.
→41881	UnderlyingPaymentScheduleXID	N
→41882	UnderlyingPaymentScheduleXIDRef	N
→40666	UnderlyingPaymentScheduleStubType	N
→40667	UnderlyingPaymentScheduleStartDateUnadjusted	N
→40668	UnderlyingPaymentScheduleEndDateUnadjusted	N
→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	UnderlyingPaymentScheduleRateUnitOfMeasure	N
→41885	UnderlyingPaymentScheduleRateConversionFactor	N
→41886	UnderlyingPaymentScheduleRateSpreadType	N
→40676	UnderlyingPaymentScheduleRateSpreadPositionType	N
→40677	UnderlyingPaymentScheduleRateTreatment	N
→40678	UnderlyingPaymentScheduleFixedAmount	N
→40679	UnderlyingPaymentScheduleFixedCurrency	N
→41887	UnderlyingPaymentScheduleSettlPeriodPrice	N
→41888	UnderlyingPaymentScheduleSettlPeriodPriceCurrency	N
→41889	UnderlyingPaymentScheduleSettlPeriodPriceUnitOfMeasure	N
→41890	UnderlyingPaymentScheduleStepUnitOfMeasure	N
→40680	UnderlyingPaymentScheduleStepFrequencyPeriod	N	Conditionally required when UnderlyingPaymentScheduleStepFrequeencyUnit(40681) is specified.
→40681	UnderlyingPaymentScheduleStepFrequencyUnit	N	Conditionally required when UnderlyingPaymentScheduleStepFrequeencyPeriod(40680) is specified.
→40682	UnderlyingPaymentScheduleStepOffsetValue	N
→40683	UnderlyingPaymentScheduleStepRate	N
→40684	UnderlyingPaymentScheduleStepOffsetRate	N
→40685	UnderlyingPaymentScheduleStepRelativeTo	N
→Component	UnderlyingPaymentScheduleRateSourceGrp	N
→40686	UnderlyingPaymentScheduleFixingDateUnadjusted	N
→40687	UnderlyingPaymentScheduleWeight	N
→40688	UnderlyingPaymentScheduleFixingDateRelativeTo	N
→40689	UnderlyingPaymentScheduleFixingDateBusinessDayCnvtn	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s payment schedule.
→Component	UnderlyingPaymentScheduleFixingDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s payment schedule.
→40691	UnderlyingPaymentScheduleFixingDateOffsetPeriod	N	Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetUnit(40692) is specified.
→40692	UnderlyingPaymentScheduleFixingDateOffsetUnit	N	Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetPeriod(40691) is specified.
→40693	UnderlyingPaymentScheduleFixingDateOffsetDayType	N
→41891	UnderlyingPaymentScheduleFixingDayDistribution	N
→41892	UnderlyingPaymentScheduleFixingDayCount	N
→40694	UnderlyingPaymentScheduleFixingDateAdjusted	N
→Component	UnderlyingPaymentScheduleFixingDayGrp	N
→41893	UnderlyingPaymentScheduleFixingLagPeriod	N	Conditionally required when UnderlyingPaymentScheduleFixingLagUnit(41894) is specified.
→41894	UnderlyingPaymentScheduleFixingLagUnit	N	Conditionally required when UnderlyingPaymentScheduleFixingLagPeriod(41893) is specified.
→41895	UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod	N	Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit(41896) is specified.
→41896	UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit	N	Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod(41895) is specified.
→40695	UnderlyingPaymentScheduleFixingTime	N
→40696	UnderlyingPaymentScheduleFixingTimeBusinessCenter	N
→40697	UnderlyingPaymentScheduleInterimExchangePaymentDateRelativeTo	N
→40698	UnderlyingPaymentScheduleInterimExchangeDatesBizDayConvention	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s payment schedule.
→Component	UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s payment schedule.
→40700	UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod	N	Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit(40701) is specified.
→40701	UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit	N	Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod(40700) is specified.
→40702	UnderlyingPaymentScheduleInterimExchangeDatesOffsetDayType	N
→40703	UnderlyingPaymentScheduleInterimExchangeDateAdjusted	N

UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp

Tag	Name	Req’d	Description
40967	NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters	N
→40699	UnderlyingPaymentScheduleInterimExchangeDatesBusinessCenter	N	Required if NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters(40967) > 0.

UnderlyingPaymentScheduleRateSourceGrp

Tag	Name	Req’d	Description
40704	NoUnderlyingPaymentScheduleRateSources	N
→40705	UnderlyingPaymentScheduleRateSource	N	Required if NoUnderlyingPaymentScheduleRates(40704) > 0.
→40706	UnderlyingPaymentScheduleRateSourceType	N	Required if NoUnderlyingPaymentScheduleRates(40704) > 0.
→40707	UnderlyingPaymentScheduleReferencePage	N	Conditionally required when UnderlyingPaymentScheduleRateSource(40705) = 99 (Other).

UnderlyingPaymentStream

Tag	Name	Req’d	Description
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	UnderlyingPaymentStreamDiscountRateDayCount	N
40577	UnderlyingPaymentStreamCompoundingMethod	N
42896	UnderlyingPaymentStreamCompoundingXIDRef	N	Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingFloatingRate component.
42897	UnderlyingPaymentStreamCompoundingSpread	N
42898	UnderlyingPaymentStreamInterpolationMethod	N
42899	UnderlyingPaymentStreamInterpolationPeriod	N
40578	UnderlyingPaymentStreamInitialPrincipalExchangeIndicator	N
40579	UnderlyingPaymentStreamInterimPrincipalExchangeIndicator	N
40580	UnderlyingPaymentStreamFinalPrincipalExchangeIndicator	N
41897	UnderlyingPaymentStreamFlatRateIndicator	N
41898	UnderlyingPaymentStreamFlatRateAmount	N
41899	UnderlyingPaymentStreamFlatRateCurrency	N
41900	UnderlyingPaymentStreamMaximumPaymentAmount	N
41901	UnderlyingPaymentStreamMaximumPaymentCurrency	N
41902	UnderlyingPaymentStreamMaximumTransactionAmount	N
41903	UnderlyingPaymentStreamMaximumTransactionCurrency	N
Component	UnderlyingPaymentStreamPaymentDates	N
Component	UnderlyingPaymentStreamResetDates	N
Component	UnderlyingPaymentStreamFixedRate	N
Component	UnderlyingPaymentStreamFloatingRate	N
42900	UnderlyingPaymentStreamCompoundingFixedRate	N	Mutually exclusive with UnderlyingPaymentStreamCompoundingXIDRef(42896) or the UnderlyingPaymentStreamCompoundingFloatingRate component.
Component	UnderlyingPaymentStreamCompoundingFloatingRate	N	Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingXIDRef(42896).
Component	UnderlyingPaymentStreamCompoundingDates	N
Component	UnderlyingPaymentStreamNonDeliverableSettlTerms	N

UnderlyingPaymentStreamCompoundingDateGrp

Tag	Name	Req’d	Description
42901	NoUnderlyingPaymentStreamCompoundingDates	N
→42902	UnderlyingPaymentStreamCompoundingDate	N	Required if NoUnderlyingPaymentStreamCompoundingDates(42901) > 0.
→42903	UnderlyingPaymentStreamCompoundingDateType	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.

UnderlyingPaymentStreamCompoundingDates

Tag	Name	Req’d	Description
42904	UnderlyingPaymentStreamCompoundingDatesBusinessDayConvention	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream compounding dates.
Component	UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp	N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream compounding dates.
Component	UnderlyingPaymentStreamCompoundingDateGrp	N
42905	UnderlyingPaymentStreamCompoundingDatesRelativeTo	N
42906	UnderlyingPaymentStreamCompoundingDatesOffsetPeriod	N	Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetUnit(42907) is specified.
42907	UnderlyingPaymentStreamCompoundingDatesOffsetUnit	N	Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetPeriod(42906) is specified.
42908	UnderlyingPaymentStreamCompoundingDatesOffsetDayType	N
42909	UnderlyingPaymentStreamCompoundingPeriodSkip	N
Component	UnderlyingPaymentStreamCompoundingStartDate	N
Component	UnderlyingPaymentStreamCompoundingEndDate	N
42910	UnderlyingPaymentStreamCompoundingFrequencyPeriod	N	Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyUnit(42911) is specified.
42911	UnderlyingPaymentStreamCompoundingFrequencyUnit	N	Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyPeriod(42910) is specified.
42912	UnderlyingPaymentStreamCompoundingRollConvention	N	When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the payment stream dates.
42913	UnderlyingPaymentStreamBoundsFirstDateUnadjusted	N
42914	UnderlyingPaymentStreamBoundsLastDateUnadjusted	N

UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp

Tag	Name	Req’d	Description
42915	NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters	N
→42916	UnderlyingPaymentStreamCompoundingDatesBusinessCenter	N	Required if NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters(42915) > 0.

UnderlyingPaymentStreamCompoundingEndDate

Tag	Name	Req’d	Description
42917	UnderlyingPaymentStreamCompoundingEndDateUnadjusted	N
42918	UnderlyingPaymentStreamCompoundingEndDateRelativeTo	N
42919	UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod	N	Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetUnit(42920) is specified.
42920	UnderlyingPaymentStreamCompoundingEndDateOffsetUnit	N	Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod(42919) is specified.
42921	UnderlyingPaymentStreamCompoundingEndDateOffsetDayType	N
42922	UnderlyingPaymentStreamCompoundingEndDateAdjusted	N

UnderlyingPaymentStreamCompoundingFloatingRate

Tag	Name	Req’d	Description
42923	UnderlyingPaymentStreamCompoundingRateIndex	N
42924	UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod	N	Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurveUnit(42925) is specified.
42925	UnderlyingPaymentStreamCompoundingRateIndexCurveUnit	N	Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod(42924) is specified.
42926	UnderlyingPaymentStreamCompoundingRateMultiplier	N
42927	UnderlyingPaymentStreamCompoundingRateSpread	N
42928	UnderlyingPaymentStreamCompoundingRateSpreadPositionType	N
42929	UnderlyingPaymentStreamCompoundingRateTreatment	N
42930	UnderlyingPaymentStreamCompoundingCapRate	N
42931	UnderlyingPaymentStreamCompoundingCapRateBuySide	N
42932	UnderlyingPaymentStreamCompoundingCapRateSellSide	N
42933	UnderlyingPaymentStreamCompoundingFloorRate	N
42934	UnderlyingPaymentStreamCompoundingFloorRateBuySide	N
42935	UnderlyingPaymentStreamCompoundingFloorRateSellSide	N
42936	UnderlyingPaymentStreamCompoundingInitialRate	N
42937	UnderlyingPaymentStreamCompoundingFinalRateRoundingDirection	N
42938	UnderlyingPaymentStreamCompoundingFinalRatePrecision	N
42939	UnderlyingPaymentStreamCompoundingAveragingMethod	N
42940	UnderlyingPaymentStreamCompoundingNegativeRateTreatment	N

UnderlyingPaymentStreamCompoundingStartDate

Tag	Name	Req’d	Description
42941	UnderlyingPaymentStreamCompoundingStartDateUnadjusted	N
42942	UnderlyingPaymentStreamCompoundingStartDateRelativeTo	N
42943	UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod	N	Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetUnit(42944) is specified.
42944	UnderlyingPaymentStreamCompoundingStartDateOffsetUnit	N	Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod(42943) is specified.
42945	UnderlyingPaymentStreamCompoundingStartDateOffsetDayType	N
42946	UnderlyingPaymentStreamCompoundingStartDateAdjusted	N

UnderlyingPaymentStreamFinalPricePaymentDate

Tag	Name	Req’d	Description
42949	UnderlyingPaymentStreamFinalPricePaymentDateUnadjusted	N
42950	UnderlyingPaymentStreamFinalPricePaymentDateRelativeTo	N
42951	UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod	N	Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit(42952) is specified.
42952	UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit	N	Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod(42951) is specified.
42953	UnderlyingPaymentStreamFinalPricePaymentDateOffsetDayType	N
42954	UnderlyingPaymentStreamFinalPricePaymentDateAdjusted	N

UnderlyingPaymentStreamFixedRate

Tag	Name	Req’d	Description
40615	UnderlyingPaymentStreamRate	N	Mutually exclusive with UnderlyingPaymentStreamFixedAmount(40616).
40616	UnderlyingPaymentStreamFixedAmount	N	Mutually exclusive with UnderlyingPaymentStreamRate(40615).
40617	UnderlyingPaymentStreamRateOrAmountCurrency	N
41904	UnderlyingPaymentStreamFixedAmountUnitOfMeasure	N
41905	UnderlyingPaymentStreamTotalFixedAmount	N
40618	UnderlyingPaymentStreamFutureValueNotional	N
40619	UnderlyingPaymentStreamFutureValueDateAdjusted	N
41906	UnderlyingPaymentStreamWorldScaleRate	N
41907	UnderlyingPaymentStreamContractPrice	N
41908	UnderlyingPaymentStreamContractPriceCurrency	N

UnderlyingPaymentStreamFixingDateBusinessCenterGrp

Tag	Name	Req’d	Description
40972	NoUnderlyingPaymentStreamFixingDateBusinessCenters	N
→40607	UnderlyingPaymentStreamFixingDateBusinessCenter	N	Required if NoUnderlyingPaymentStreamFixingDateBusinessCenters(40972) > 0.

UnderlyingPaymentStreamFixingDateGrp

Tag	Name	Req’d	Description
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 instances in the group until overridden when a new type is specified.

UnderlyingPaymentStreamFloatingRate

Tag	Name	Req’d	Description
40620	UnderlyingPaymentStreamRateIndex	N
40621	UnderlyingPaymentStreamRateIndexSource	N
43092	UnderlyingPaymentStreamRateIndexID	N	Conditionally required when UnderlyingPaymentStreamRateIndexIDSource(43093) is specified.
43093	UnderlyingPaymentStreamRateIndexIDSource	N	Conditionally required when UnderlyingPaymentStreamRateIndexID(43092) is specified.
40622	UnderlyingPaymentStreamRateIndexCurveUnit	N	Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod(40623) is specified.
40623	UnderlyingPaymentStreamRateIndexCurvePeriod	N	Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit(40622) is specified.
43120	UnderlyingPaymentStreamRateIndex2	N
43121	UnderlyingPaymentStreamRateIndex2Source	N
43122	UnderlyingPaymentStreamRateIndex2ID	N	Conditionally required when UnderlyingPaymentStreamRateIndex2IDSource(43123) is specified.
43123	UnderlyingPaymentStreamRateIndex2IDSource	N	Conditionally required when UnderlyingPaymentStreamRateIndex2ID(43122) is specified.
41911	UnderlyingPaymentStreamRateIndex2CurveUnit	N	Conditionally required when UnderlyingPaymentStreamRateIndex2CurvePeriod(41912) is specified.
41912	UnderlyingPaymentStreamRateIndex2CurvePeriod	N	Conditionally required when UnderlyingPaymentStreamRateIndex2CurveUnit(41911) is specified.
41913	UnderlyingPaymentStreamRateIndexLocation	N
41914	UnderlyingPaymentStreamRateIndexLevel	N
41915	UnderlyingPaymentStreamRateIndexUnitOfMeasure	N
41916	UnderlyingPaymentStreamSettlLevel	N
41917	UnderlyingPaymentStreamReferenceLevel	N
41918	UnderlyingPaymentStreamReferenceLevelUnitOfMeasure	N
41919	UnderlyingPaymentStreamReferenceLevelEqualsZeroIndicator	N
40624	UnderlyingPaymentStreamRateMultiplier	N
40625	UnderlyingPaymentStreamRateSpread	N
41920	UnderlyingPaymentStreamRateSpreadCurrency	N
41921	UnderlyingPaymentStreamRateSpreadUnitOfMeasure	N
41922	UnderlyingPaymentStreamRateConversionFactor	N
41923	UnderlyingPaymentStreamRateSpreadType	N
40626	UnderlyingPaymentStreamRateSpreadPositionType	N
40627	UnderlyingPaymentStreamRateTreatment	N
40628	UnderlyingPaymentStreamCapRate	N
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	UnderlyingPaymentStreamFinalRateRoundingDirection	N
40636	UnderlyingPaymentStreamFinalRatePrecision	N
40637	UnderlyingPaymentStreamAveragingMethod	N
40638	UnderlyingPaymentStreamNegativeRateTreatment	N
41926	UnderlyingPaymentStreamCalculationLagPeriod	N	Conditionally required when UnderlyingPaymentStreamCalculationLagUnit(41927) is specified.
41927	UnderlyingPaymentStreamCalculationLagUnit	N	Conditionally required when UnderlyingPaymentStreamCalculationLagPeriod(41926) is specified.
42958	UnderlyingPaymentStreamFirstObservationDateUnadjusted	N
42959	UnderlyingPaymentStreamFirstObservationDateRelativeTo	N
42960	UnderlyingPaymentStreamFirstObservationDateOffsetDayType	N
41928	UnderlyingPaymentStreamFirstObservationDateOffsetPeriod	N	Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetUnit(41929) is specified.
41929	UnderlyingPaymentStreamFirstObservationDateOffsetUnit	N	Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetPeriod(41928) is specified.
42961	UnderlyingPaymentStreamFirstObservationDateAdjusted	N
41930	UnderlyingPaymentStreamPricingDayType	N
41931	UnderlyingPaymentStreamPricingDayDistribution	N
41932	UnderlyingPaymentStreamPricingDayCount	N
41933	UnderlyingPaymentStreamPricingBusinessCalendar	N
41934	UnderlyingPaymentStreamPricingBusinessDayConvention	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of pricing dates.
Component	UnderlyingPaymentStreamPricingBusinessCenterGrp	N
Component	UnderlyingPaymentStreamPricingDayGrp	N
Component	UnderlyingPaymentStreamPricingDateGrp	N
40639	UnderlyingPaymentStreamInflationLagPeriod	N	Conditionally required when UnderlyingPaymentStreamInflationLagUnit(40640) is specified.
40640	UnderlyingPaymentStreamInflationLagUnit	N	Conditionally required when UnderlyingPaymentStreamInflationLagPeriod(40639) is specified.
40641	UnderlyingPaymentStreamInflationLagDayType	N
40642	UnderlyingPaymentStreamInflationInterpolationMethod	N
40643	UnderlyingPaymentStreamInflationIndexSource	N
40644	UnderlyingPaymentStreamInflationPublicationSource	N
40645	UnderlyingPaymentStreamInflationInitialIndexLevel	N
40646	UnderlyingPaymentStreamInflationFallbackBondApplicable	N
40647	UnderlyingPaymentStreamFRADiscounting	N
42962	UnderlyingPaymentStreamUnderlierRefID	N
Component	UnderlyingPaymentStreamFormula	N
Component	UnderlyingDividendConditions	N
42963	UnderlyingReturnRateNotionalReset	N
Component	UnderlyingReturnRateGrp	N
42964	UnderlyingPaymentStreamLinkInitialLevel	N
42965	UnderlyingPaymentStreamLinkClosingLevelIndicator	N
42966	UnderlyingPaymentStreamLinkExpiringLevelIndicator	N
42967	UnderlyingPaymentStreamLinkEstimatedTradingDays	N
42968	UnderlyingPaymentStreamLinkStrikePrice	N
42969	UnderlyingPaymentStreamLinkStrikePriceType	N
42970	UnderlyingPaymentStreamLinkMaximumBoundary	N
42971	UnderlyingPaymentStreamLinkMinimumBoundary	N
42972	UnderlyingPaymentStreamLinkNumberOfDataSeries	N
42973	UnderlyingPaymentStreamVarianceUnadjustedCap	N
42974	UnderlyingPaymentStreamRealizedVarianceMethod	N
42975	UnderlyingPaymentStreamDaysAdjustmentIndicator	N
42976	UnderlyingPaymentStreamNearestExchangeContractRefID	N
42977	UnderlyingPaymentStreamVegaNotionalAmount	N

UnderlyingPaymentStreamFormula

Tag	Name	Req’d	Description
42978	UnderlyingPaymentStreamFormulaCurrency	N
42979	UnderlyingPaymentStreamFormulaCurrencyDeterminationMethod	N
42980	UnderlyingPaymentStreamFormulaReferenceAmount	N
Component	UnderlyingPaymentStreamFormulaMathGrp	N
Component	UnderlyingPaymentStreamFormulaImage	N

UnderlyingPaymentStreamFormulaImage

Tag	Name	Req’d	Description
42947	UnderlyingPaymentStreamFormulaImageLength	N	Conditionally required when UnderlyingPaymentStreamFormulaImage(42948) is specified.
42948	UnderlyingPaymentStreamFormulaImage	N	Conditionally required when UnderlyingPaymentStreamFormulaImageLength(42947) is specified.

UnderlyingPaymentStreamFormulaMathGrp

Tag	Name	Req’d	Description
42981	NoUnderlyingPaymentStreamFormulas	N
→43111	UnderlyingPaymentStreamFormulaLength	N	Required if NoUnderlyingPaymentStreamFormulas(42981) > 0
→42982	UnderlyingPaymentStreamFormula	N	Required if NoUnderlyingPaymentStreamFormulas(42981) > 0.
→42983	UnderlyingPaymentStreamFormulaDesc	N

UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp

Tag	Name	Req’d	Description
40971	NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters	N
→40600	UnderlyingPaymentStreamInitialFixingDateBusinessCenter	N	Required if NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters(40971) > 0.

UnderlyingPaymentStreamNonDeliverableFixingDateGrp

Tag	Name	Req’d	Description
40656	NoUnderlyingNonDeliverableFixingDates	N
→40657	UnderlyingNonDeliverableFixingDate	N	Required if NoUnderlyingNonDeliverableFixingDates(40656) > 0.
→40658	UnderlyingNonDeliverableFixingDateType	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.

UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp

Tag	Name	Req’d	Description
40968	NoUnderlyingPaymentStreamNonDeliverableFixingDatesBizCenters	N
→40650	UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenter	N	Required if NoUnderlyingPaymentStreamNonDeliverableFixingDatesBizCenters(40968) > 0.

UnderlyingPaymentStreamNonDeliverableSettlRateSource

Tag	Name	Req’d	Description
40661	UnderlyingPaymentStreamNonDeliverableSettlRateSource	N
40824	UnderlyingPaymentStreamNonDeliverableSettlReferencePage	N	Conditionally required when UnderlyingPaymentStreamNonDeliverableSettlRateSource(40661) = 3 (ISDA Settlement Rate Option) or 99 (Other).

UnderlyingPaymentStreamNonDeliverableSettlTerms

Tag	Name	Req’d	Description
40648	UnderlyingPaymentStreamNonDeliverableRefCurrency	N
40649	UnderlyingPaymentStreamNonDeliverableFixingDatesBizDayConvention	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s non-deliverable settlement terms.
Component	UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp	N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s non-deliverable settlement terms.
40651	UnderlyingPaymentStreamNonDeliverableFixingDatesRelativeTo	N
40652	UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod	N	Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit(40653) is specified.
40653	UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit	N	Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod(40652) is specified.
40654	UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetDayType	N
Component	UnderlyingPaymentStreamNonDeliverableSettlRateSource	N
Component	UnderlyingPaymentStreamNonDeliverableFixingDateGrp	N
Component	UnderlyingSettlRateDisruptionFallbackGrp	N

UnderlyingPaymentStreamPaymentDateBusinessCenterGrp

Tag	Name	Req’d	Description
40969	NoUnderlyingPaymentStreamPaymentDateBusinessCenters	N
→40582	UnderlyingPaymentStreamPaymentDateBusinessCenter	N	Required if NoUnderlyingPaymentStreamPaymentDateBusinessCenters(40969) > 0.

UnderlyingPaymentStreamPaymentDateGrp

Tag	Name	Req’d	Description
41937	NoUnderlyingPaymentStreamPaymentDates	N
→41938	UnderlyingPaymentStreamPaymentDate	N	Required if NoUnderlyingPaymentStreamPaymentDates(41937) > 0.
→41939	UnderlyingPaymentStreamPaymentDateType	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.

UnderlyingPaymentStreamPaymentDates

Tag	Name	Req’d	Description
40581	UnderlyingPaymentStreamPaymentDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s payment stream’s payment dates.
Component	UnderlyingPaymentStreamPaymentDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s payment stream’s payment dates.
Component	UnderlyingPaymentStreamPaymentDateGrp	N
40583	UnderlyingPaymentStreamPaymentFrequencyPeriod	N	Conditionally required when UnderlyingPaymentStreamPaymentFrequencyUnit(40584) is specified.
40584	UnderlyingPaymentStreamPaymentFrequencyUnit	N	Conditionally required when UnderlyingPaymentStreamPaymentFrequencyPeriod(40583) is specified.
40585	UnderlyingPaymentStreamPaymentRollConvention	N	When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates.
40586	UnderlyingPaymentStreamFirstPaymentDateUnadjusted	N
40587	UnderlyingPaymentStreamLastRegularPaymentDateUnadjusted	N
40588	UnderlyingPaymentStreamPaymentDateRelativeTo	N
40589	UnderlyingPaymentStreamPaymentDateOffsetPeriod	N	Conditionally required when UnderlyingPaymentStreamPaymentOffsetUnit(40590) is specified.
40590	UnderlyingPaymentStreamPaymentDateOffsetUnit	N	Conditionally required when UnderlyingPaymentStreamPaymentOffsetPeriod(40589) is specified.
40591	UnderlyingPaymentStreamPaymentDateOffsetDayType	N
41940	UnderlyingPaymentStreamMasterAgreementPaymentDatesIndicator	N
Component	UnderlyingPaymentStreamFinalPricePaymentDate	N

UnderlyingPaymentStreamPricingBusinessCenterGrp

Tag	Name	Req’d	Description
41909	NoUnderlyingPaymentStreamPricingBusinessCenters	N
→41910	UnderlyingPaymentStreamPricingBusinessCenter	N	Required if NoUnderlyingPaymentStreamPricingBusinessCenters(41909) > 0.

UnderlyingPaymentStreamPricingDateGrp

Tag	Name	Req’d	Description
41941	NoUnderlyingPaymentStreamPricingDates	N
→41942	UnderlyingPaymentStreamPricingDate	N	Required if NoUnderlyingPaymentStreamPricingDates(41941) > 0.
→41943	UnderlyingPaymentStreamPricingDateType	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.

UnderlyingPaymentStreamPricingDayGrp

Tag	Name	Req’d	Description
41944	NoUnderlyingPaymentStreamPricingDays	N
→41945	UnderlyingPaymentStreamPricingDayOfWeek	N	Required if NoUnderlyingPaymentStreamPricingDays(41944) > 0.
→41946	UnderlyingPaymentStreamPricingDayNumber	N

UnderlyingPaymentStreamResetDateBusinessCenterGrp

Tag	Name	Req’d	Description
40970	NoUnderlyingPaymentStreamResetDateBusinessCenters	N
→40594	UnderlyingPaymentStreamResetDateBusinessCenter	N	Required if NoUnderlyingPaymentStreamResetDateBusinessCenters(40970) > 0.

UnderlyingPaymentStreamResetDates

Tag	Name	Req’d	Description
40592	UnderlyingPaymentStreamResetDateRelativeTo	N
40593	UnderlyingPaymentStreamResetDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s payment stream’s reset dates.
Component	UnderlyingPaymentStreamResetDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s payment stream’s reset dates.
40595	UnderlyingPaymentStreamResetFrequencyPeriod	N	Conditionally required when UnderlyingPaymentStreamResetFrequencyUnit(40596) is specified.
40596	UnderlyingPaymentStreamResetFrequencyUnit	N	Conditionally required when UnderlyingPaymentStreamResetFrequencyPeriod(40595) is specified.
40597	UnderlyingPaymentStreamResetWeeklyRollConvention	N	When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the reset dates.
40598	UnderlyingPaymentStreamInitialFixingDateRelativeTo	N
40599	UnderlyingPaymentStreamInitialFixingDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s payment stream’s reset dates.
Component	UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s payment stream’s reset dates.
40601	UnderlyingPaymentStreamInitialFixingDateOffsetPeriod	N	Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetUnit(40602) is specified.
40602	UnderlyingPaymentStreamInitialFixingDateOffsetUnit	N	Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetPeriod(40601) is specified.
40603	UnderlyingPaymentStreamInitialFixingDateOffsetDayType	N
40604	UnderlyingPaymentStreamInitialFixingDateAdjusted	N
40605	UnderlyingPaymentStreamFixingDateRelativeTo	N
40606	UnderlyingPaymentStreamFixingDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s payment stream’s reset dates.
Component	UnderlyingPaymentStreamFixingDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s payment stream’s reset dates.
40608	UnderlyingPaymentStreamFixingDateOffsetPeriod	N	Conditionally required when UnderlyingPaymentStreamFixingDateOffsetUnit(40609) is specified.
40609	UnderlyingPaymentStreamFixingDateOffsetUnit	N	Conditionally required when UnderlyingPaymentStreamFixingDateOffsetPeriod(40608) is specified.
40610	UnderlyingPaymentStreamFixingDateOffsetDayType	N
40611	UnderlyingPaymentStreamFixingDateAdjusted	N
40612	UnderlyingPaymentStreamRateCutoffDateOffsetPeriod	N	Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetUnit(40613) is specified.
40613	UnderlyingPaymentStreamRateCutoffDateOffsetUnit	N	Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetPeriod(40612) is specified.
40614	UnderlyingPaymentStreamRateCutoffDateOffsetDayType	N
Component	UnderlyingPaymentStreamFixingDateGrp	N

UnderlyingPaymentStubEndDate

Tag	Name	Req’d	Description
42984	UnderlyingPaymentStubEndDateUnadjusted	N
42985	UnderlyingPaymentStubEndDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this payment stub instance.
Component	UnderlyingPaymentStubEndDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance.
42986	UnderlyingPaymentStubEndDateRelativeTo	N
42987	UnderlyingPaymentStubEndDateOffsetPeriod	N	Conditionally required when UnderlyingPaymentStubEndDateOffsetUnit(42988) is specified.
42988	UnderlyingPaymentStubEndDateOffsetUnit	N	Conditionally required when UnderlyingPaymentStubEndDateOffsetPeriod(42987) is specified.
42989	UnderlyingPaymentStubEndDateOffsetDayType	N
42990	UnderlyingPaymentStubEndDateAdjusted	N

UnderlyingPaymentStubEndDateBusinessCenterGrp

Tag	Name	Req’d	Description
42991	NoUnderlyingPaymentStubEndDateBusinessCenters	N
→42992	UnderlyingPaymentStubEndDateBusinessCenter	N	Required if NoUnderlyingPaymentStubEndDateBusinessCenters(42991) > 0.

UnderlyingPaymentStubGrp

Tag	Name	Req’d	Description
40708	NoUnderlyingPaymentStubs	N
→40709	UnderlyingPaymentStubType	N	Required if NoUnderlyingPaymentStubs(40708) > 0.
→40710	UnderlyingPaymentStubLength	N
→Component	UnderlyingPaymentStubStartDate	N
→Component	UnderlyingPaymentStubEndDate	N
→40711	UnderlyingPaymentStubRate	N
→40712	UnderlyingPaymentStubFixedAmount	N
→40713	UnderlyingPaymentStubFixedCurrency	N
→40714	UnderlyingPaymentStubIndex	N
→40715	UnderlyingPaymentStubIndexSource	N
→40716	UnderlyingPaymentStubIndexCurvePeriod	N	Conditionally required when UnderlyingPaymentStubIndexCurveUnit(40717) is specified.
→40717	UnderlyingPaymentStubIndexCurveUnit	N	Conditionally required when UnderlyingPaymentStubIndexCurvePeriod(40716) is specified.
→40718	UnderlyingPaymentStubIndexRateMultiplier	N
→40719	UnderlyingPaymentStubIndexRateSpread	N
→40720	UnderlyingPaymentStubIndexRateSpreadPositionType	N
→40721	UnderlyingPaymentStubIndexRateTreatment	N
→40722	UnderlyingPaymentStubIndexCapRate	N
→40723	UnderlyingPaymentStubIndexCapRateBuySide	N
→40724	UnderlyingPaymentStubIndexCapRateSellSide	N
→40725	UnderlyingPaymentStubIndexFloorRate	N
→40726	UnderlyingPaymentStubIndexFloorRateBuySide	N
→40727	UnderlyingPaymentStubIndexFloorRateSellSide	N
→40728	UnderlyingPaymentStubIndex2	N
→40729	UnderlyingPaymentStubIndex2Source	N
→40730	UnderlyingPaymentStubIndex2CurvePeriod	N	Conditionally required when UnderlyingPaymentStubIndex2CurveUnit(40731) is specified.
→40731	UnderlyingPaymentStubIndex2CurveUnit	N	Conditionally required when UnderlyingPaymentStubIndex2CurvePeriod(40730) is specified.
→40732	UnderlyingPaymentStubIndex2RateMultiplier	N
→40733	UnderlyingPaymentStubIndex2RateSpread	N
→40734	UnderlyingPaymentStubIndex2RateSpreadPositionType	N
→40735	UnderlyingPaymentStubIndex2RateTreatment	N
→40736	UnderlyingPaymentStubIndex2CapRate	N
→40737	UnderlyingPaymentStubIndex2FloorRate	N

UnderlyingPaymentStubStartDate

Tag	Name	Req’d	Description
42993	UnderlyingPaymentStubStartDateUnadjusted	N
42994	UnderlyingPaymentStubStartDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this payment stub instance.
Component	UnderlyingPaymentStubStartDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance.
42995	UnderlyingPaymentStubStartDateRelativeTo	N
42996	UnderlyingPaymentStubStartDateOffsetPeriod	N	Conditionally required when UnderlyingPaymentStubStartDateOffsetUnit(42997) is specified.
42997	UnderlyingPaymentStubStartDateOffsetUnit	N	Conditionally required when UnderlyingPaymentStubStartDateOffsetPeriod(42996) is specified.
42998	UnderlyingPaymentStubStartDateOffsetDayType	N
42999	UnderlyingPaymentStubStartDateAdjusted	N

UnderlyingPaymentStubStartDateBusinessCenterGrp

Tag	Name	Req’d	Description
43000	NoUnderlyingPaymentStubStartDateBusinessCenters	N
→43001	UnderlyingPaymentStubStartDateBusinessCenter	N	Required if NoUnderlyingPaymentStubStartDateBusinessCenters(43000) > 0.

UnderlyingPhysicalSettlDeliverableObligationGrp

Tag	Name	Req’d	Description
42065	NoUnderlyingPhysicalSettlDeliverableObligations	N
→42066	UnderlyingPhysicalSettlDeliverableObligationType	N	Required if NoUnderlyingPhysicalSettlDeliverableObligations(42065) > 0.
→42067	UnderlyingPhysicalSettlDeliverableObligationValue	N

UnderlyingPhysicalSettlTermGrp

Tag	Name	Req’d	Description
42060	NoUnderlyingPhysicalSettlTerms	N
→Component	UnderlyingPhysicalSettlDeliverableObligationGrp	N	Required if NoUnderlyingPhysicalSettlTerms(42060) > 0.
→42061	UnderlyingPhysicalSettlCurrency	N
→42062	UnderlyingPhysicalSettlBusinessDays	N
→42063	UnderlyingPhysicalSettlMaximumBusinessDays	N
→42064	UnderlyingPhysicalSettlTermXID	N

UnderlyingPricingDateBusinessCenterGrp

Tag	Name	Req’d	Description
41947	NoUnderlyingPricingDateBusinessCenters	N
→41948	UnderlyingPricingDateBusinessCenter	N	Required if NoUnderlyingPricingDateBusinessCenters(41947) > 0.

UnderlyingPricingDateTime

Tag	Name	Req’d	Description
41949	UnderlyingPricingDateUnadjusted	N
41950	UnderlyingPricingDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates.
Component	UnderlyingPricingDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates.
41951	UnderlyingPricingDateAdjusted	N
41952	UnderlyingPricingTime	N
41953	UnderlyingPricingTimeBusinessCenter	N

UnderlyingProtectionTermEventGrp

Tag	Name	Req’d	Description
42077	NoUnderlyingProtectionTermEvents	N
→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(42081) is specified.
→42083	UnderlyingProtectionTermEventDayType	N
→42084	UnderlyingProtectionTermEventRateSource	N
→Component	UnderlyingProtectionTermEventQualifierGrp	N

UnderlyingProtectionTermEventNewsSourceGrp

Tag	Name	Req’d	Description
42090	NoUnderlyingProtectionTermEventNewsSources	N
→42091	UnderlyingProtectionTermEventNewsSource	N	Required if NoUnderlyingProtectionTermEventNewsSources(42090) > 0.

UnderlyingProtectionTermEventQualifierGrp

Tag	Name	Req’d	Description
42085	NoUnderlyingProtectionTermEventQualifiers	N
→42086	UnderlyingProtectionTermEventQualifier	N	Required if NoUnderlyingProtectionTermEventQualifiers(42085) > 0.

UnderlyingProtectionTermGrp

Tag	Name	Req’d	Description
42068	NoUnderlyingProtectionTerms	N
→42069	UnderlyingProtectionTermNotional	N	Required if NoUnderlyingProtectionTerms(42068) > 0.
→42070	UnderlyingProtectionTermCurrency	N
→42071	UnderlyingProtectionTermSellerNotifies	N
→42072	UnderlyingProtectionTermBuyerNotifies	N
→42073	UnderlyingProtectionTermEventBusinessCenter	N
→42074	UnderlyingProtectionTermStandardSources	N
→42075	UnderlyingProtectionTermEventMinimumSources	N
→Component	UnderlyingProtectionTermEventNewsSourceGrp	N
→Component	UnderlyingProtectionTermEventGrp	N
→Component	UnderlyingProtectionTermObligationGrp	N
→42076	UnderlyingProtectionTermXID	N

UnderlyingProtectionTermObligationGrp

Tag	Name	Req’d	Description
42087	NoUnderlyingProtectionTermObligations	N
→42088	UnderlyingProtectionTermObligationType	N	Required if NoUnderlyingProtectionTermObligations(42087) > 0.
→42089	UnderlyingProtectionTermObligationValue	N

UnderlyingProvisionCashSettlPaymentDateBusinessCenterGrp

Tag	Name	Req’d	Description
42180	NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters	N
→42181	UnderlyingProvisionCashSettlPaymentDateBusinessCenter	N	Required if NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters(42180) > 0.

UnderlyingProvisionCashSettlPaymentDates

Tag	Name	Req’d	Description
42092	UnderlyingProvisionCashSettlPaymentDateBusinessDayConvention	N	When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement payment date.
Component	UnderlyingProvisionCashSettlPaymentDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional cash settlement payment date.
42093	UnderlyingProvisionCashSettlPaymentDateRelativeTo	N
42094	UnderlyingProvisionCashSettlPaymentDateOffsetPeriod	N	Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetUnit(42095) is specified.
42095	UnderlyingProvisionCashSettlPaymentDateOffsetUnit	N	Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetPeriod(42094) is specified.
42096	UnderlyingProvisionCashSettlPaymentDateOffsetDayType	N
42097	UnderlyingProvisionCashSettlPaymentDateRangeFirst	N
42098	UnderlyingProvisionCashSettlPaymentDateRangeLast	N
Component	UnderlyingProvisionCashSettlPaymentFixedDateGrp	N

UnderlyingProvisionCashSettlPaymentFixedDateGrp

Tag	Name	Req’d	Description
42099	NoUnderlyingProvisionCashSettlPaymentDates	N
→42100	UnderlyingProvisionCashSettlPaymentDate	N	Required if NoUnderlyingProvisionCashSettlPaymentDates (42099) > 0.
→42101	UnderlyingProvisionCashSettlPaymentDateType	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.

UnderlyingProvisionCashSettlQuoteSource

Tag	Name	Req’d	Description
42102	UnderlyingProvisionCashSettlQuoteSource	N
42103	UnderlyingProvisionCashSettlQuoteReferencePage	N

UnderlyingProvisionCashSettlValueDateBusinessCenterGrp

Tag	Name	Req’d	Description
42182	NoUnderlyingProvisionCashSettlValueDateBusinessCenters	N
→42183	UnderlyingProvisionCashSettlValueDateBusinessCenter	N	Required if NoUnderlyingProvisionCashSettlValueDateBusinessCenters(42182) > 0.

UnderlyingProvisionCashSettlValueDates

Tag	Name	Req’d	Description
42104	UnderlyingProvisionCashSettlValueTime	N
42105	UnderlyingProvisionCashSettlValueTimeBusinessCenter	N
42106	UnderlyingProvisionCashSettlValueDateBusinessDayConvention	N	When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement value date.
Component	UnderlyingProvisionCashSettlValueDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional cash settlement value date.
42107	UnderlyingProvisionCashSettlValueDateRelativeTo	N
42108	UnderlyingProvisionCashSettlValueDateOffsetPeriod	N	Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetUnit(42109) is specified.
42109	UnderlyingProvisionCashSettlValueDateOffsetUnit	N	Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetPeriod(42108) is specified.
42110	UnderlyingProvisionCashSettlValueDateOffsetDayType	N
42111	UnderlyingProvisionCashSettlValueDateAdjusted	N

UnderlyingProvisionDateBusinessCenterGrp

Tag	Name	Req’d	Description
42190	NoUnderlyingProvisionDateBusinessCenters	N
→42191	UnderlyingProvisionDateBusinessCenter	N	Required if NoUnderlyingProvisionDateBusinessCenters(42190) > 0.

UnderlyingProvisionGrp

Tag	Name	Req’d	Description
42149	NoUnderlyingProvisions	N
→42150	UnderlyingProvisionType	N	Required if NoUnderlyingProvisions(42149) > 0.
→42151	UnderlyingProvisionDateUnadjusted	N
→42152	UnderlyingProvisionDateBusinessDayConvention	N	When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the instrument provisions.
→Component	UnderlyingProvisionDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the instrument provisions.
→42153	UnderlyingProvisionDateAdjusted	N
→42154	UnderlyingProvisionDateTenorPeriod	N	Conditionally required when UnderlyingProvisionDateTenorUnit(42155) is specified.
→42155	UnderlyingProvisionDateTenorUnit	N	Conditionally required when UnderlyingProvisionDateTenorPeriod(42154) is specified.
→43002	UnderlyingProvisionBreakFeeElection	N
→43003	UnderlyingProvisionBreakFeeRate	N
→42156	UnderlyingProvisionCalculationAgent	N
→42157	UnderlyingProvisionOptionSinglePartyBuyerSide	N
→42158	UnderlyingProvisionOptionSinglePartySellerSide	N
→Component	UnderlyingProvisionCashSettlValueDates	N
→Component	UnderlyingProvisionOptionExerciseDates	N
→Component	UnderlyingProvisionOptionExpirationDate	N
→Component	UnderlyingProvisionOptionRelevantUnderlyingDate	N
→42159	UnderlyingProvisionOptionExerciseStyle	N
→42160	UnderlyingProvisionOptionExerciseMultipleNotional	N
→42161	UnderlyingProvisionOptionExerciseMinimumNotional	N
→42162	UnderlyingProvisionOptionExerciseMaximumNotional	N
→42163	UnderlyingProvisionOptionMinimumNumber	N
→42164	UnderlyingProvisionOptionMaximumNumber	N
→42165	UnderlyingProvisionOptionExerciseConfirmation	N
→Component	UnderlyingProvisionCashSettlPaymentDates	N
→42166	UnderlyingProvisionCashSettlMethod	N
→42167	UnderlyingProvisionCashSettlCurrency	N
→42168	UnderlyingProvisionCashSettlCurrency2	N
→42169	UnderlyingProvisionCashSettlQuoteType	N
→Component	UnderlyingProvisionCashSettlQuoteSource	N
→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) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding(347) field.
→Component	UnderlyingProvisionParties	N

UnderlyingProvisionOptionExerciseBusinessCenterGrp

Tag	Name	Req’d	Description
42184	NoUnderlyingProvisionOptionExerciseBusinessCenters	N
→42185	UnderlyingProvisionOptionExerciseBusinessCenter	N	Required if NoUnderlyingProvisionOptionExerciseBusinessCenters(42184) > 0.

UnderlyingProvisionOptionExerciseDates

Tag	Name	Req’d	Description
42115	UnderlyingProvisionOptionExerciseBusinessDayConvention	N	When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option exercise date.
Component	UnderlyingProvisionOptionExerciseBusinessCenterGrp	N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option exercise date.
Component	UnderlyingProvisionOptionExerciseFixedDateGrp	N
42116	UnderlyingProvisionOptionExerciseEarliestDateOffsetPeriod	N	Conditionally required when UnderlyingProvisionOptionExerciseEarliestDateUnit(42117) is specified.
42117	UnderlyingProvisionOptionExerciseEarliestDateOffsetUnit	N	Conditionally required when UnderlyingProvisionOptionExerciseEasrliestDatePeriod(42116) is specified.
42118	UnderlyingProvisionOptionExerciseFrequencyPeriod	N	Conditionally required when UnderlyingProvisionOptionExerciseFrequencyUnit(42119) is specified.
42119	UnderlyingProvisionOptionExerciseFrequencyUnit	N	Conditionally required when UnderlyingProvisionOptionExerciseFrequencyPeriod(42118) is specified.
42120	UnderlyingProvisionOptionExerciseStartDateUnadjusted	N
42121	UnderlyingProvisionOptionExerciseStartDateRelativeTo	N
42122	UnderlyingProvisionOptionExerciseStartDateOffsetPeriod	N	Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetUnit(42123) is specified.
42123	UnderlyingProvisionOptionExerciseStartDateOffsetUnit	N	Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetPeriod(42122) is specified.
42124	UnderlyingProvisionOptionExerciseStartDateOffsetDayType	N
42125	UnderlyingProvisionOptionExerciseStartDateAdjusted	N
42126	UnderlyingProvisionOptionExercisePeriodSkip	N
42127	UnderlyingProvisionOptionExerciseBoundsFirstDateUnadjusted	N
42128	UnderlyingProvisionOptionExerciseBoundsLastDateUnadjusted	N
42129	UnderlyingProvisionOptionExerciseEarliestTime	N
42130	UnderlyingProvisionOptionExerciseEarliestTimeBusinessCenter	N
42131	UnderlyingProvisionOptionExerciseLatestTime	N
42132	UnderlyingProvisionOptionExerciseLatestTimeBusinessCenter	N

UnderlyingProvisionOptionExerciseFixedDateGrp

Tag	Name	Req’d	Description
42112	NoUnderlyingProvisionOptionExerciseFixedDates	N
→42113	UnderlyingProvisionOptionExerciseFixedDate	N	Required if NoUnderlyingProvisionOptionExerciseFixedDates(42112) > 0.
→42114	UnderlyingProvisionOptionExerciseFixedDateType	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.

UnderlyingProvisionOptionExpirationDate

Tag	Name	Req’d	Description
42133	UnderlyingProvisionOptionExpirationDateUnadjusted	N
42134	UnderlyingProvisionOptionExpirationDateBusinessDayConvention	N	When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option expiration date.
Component	UnderlyingProvisionOptionExpirationDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option expiration date.
42135	UnderlyingProvisionOptionExpirationDateRelativeTo	N
42136	UnderlyingProvisionOptionExpirationDateOffsetPeriod	N	Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetUnit(42137) is specified.
42137	UnderlyingProvisionOptionExpirationDateOffsetUnit	N	Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetPeriod(42136) is specified.
42138	UnderlyingProvisionOptionExpirationDateOffsetDayType	N
42139	UnderlyingProvisionOptionExpirationDateAdjusted	N
42140	UnderlyingProvisionOptionExpirationTime	N
42141	UnderlyingProvisionOptionExpirationTimeBusinessCenter	N

UnderlyingProvisionOptionExpirationDateBusinessCenterGrp

Tag	Name	Req’d	Description
42186	NoUnderlyingProvisionOptionExpirationDateBusinessCenters	N
→42187	UnderlyingProvisionOptionExpirationDateBusinessCenter	N	Required if NoUnderlyingProvisionOptionExpirationDateBusinessCenters(42186) > 0.

UnderlyingProvisionOptionRelevantUnderlyingDate

Tag	Name	Req’d	Description
42142	UnderlyingProvisionOptionRelevantUnderlyingDateUnadjusted	N
42143	UnderlyingProvisionOptionRelevantUnderlyingDateBizDayConvention	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option relevant underlying date.
Component	UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option relevant underlying date.
42144	UnderlyingProvisionOptionRelevantUnderlyingDateRelativeTo	N
42145	UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod	N	Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit(42146) is specified.
42146	UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit	N	Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod(42145) is specified.
42147	UnderlyingProvisionOptionRelevantUnderlyingDateOffsetDayType	N
42148	UnderlyingProvisionOptionRelevantUnderlyingDateAdjusted	N

UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp

Tag	Name	Req’d	Description
42188	NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters	N
→42189	UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenter	N	Required if NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters(42188) > 0.

UnderlyingProvisionParties

Tag	Name	Req’d	Description
42173	NoUnderlyingProvisionPartyIDs	N
→42174	UnderlyingProvisionPartyID	N	Required if NoUnderlyingProvisionPartyIDs(42173) > 0.
→42175	UnderlyingProvisionPartyIDSource	N	Required if NoUnderlyingProvisionPartyIDs(42173) > 0.
→42176	UnderlyingProvisionPartyRole	N	Required if NoUnderlyingProvisionPartyIDs(42173) > 0.
→40918	UnderlyingProvisionPartyRoleQualifier	N
→Component	UnderlyingProvisionPtysSubGrp	N

UnderlyingProvisionPtysSubGrp

Tag	Name	Req’d	Description
42177	NoUnderlyingProvisionPartySubIDs	N
→42178	UnderlyingProvisionPartySubID	N	Required if NoUnderlyingProvisionPartySubIDs(42177) > 0.
→42179	UnderlyingProvisionPartySubIDType	N	Required if NoUnderlyingProvisionPartySubIDs(42177) > 0.

UnderlyingRateSpreadSchedule

Tag	Name	Req’d	Description
43004	UnderlyingRateSpreadInitialValue	N
Component	UnderlyingRateSpreadStepGrp	N

UnderlyingRateSpreadStepGrp

Tag	Name	Req’d	Description
43005	NoUnderlyingRateSpreadSteps	N
→43006	UnderlyingRateSpreadStepDate	N	Required if NoUnderlyingRateSpreadSteps(43005) > 0.
→43007	UnderlyingRateSpreadStepValue	N	Required if NoUnderlyingRateSpreadSteps(43005) > 0.

UnderlyingReturnRateDateGrp

Tag	Name	Req’d	Description
43008	NoUnderlyingReturnRateDates	N
→43009	UnderlyingReturnRateDateMode	N	Required if NoUnderlyingReturnRateDates(43008) > 0.
→Component	UnderlyingReturnRateValuationDateGrp	N
→43010	UnderlyingReturnRateValuationDateRelativeTo	N
→43011	UnderlyingReturnRateValuationDateOffsetPeriod	N	Conditionally required when UnderlyingReturnRateValuationDateOffsetUnit(43012) is specified.
→43012	UnderlyingReturnRateValuationDateOffsetUnit	N	Conditionally required when UnderlyingReturnRateValuationDateOffsetPeriod(43011) is specified.
→43013	UnderlyingReturnRateValuationDateOffsetDayType	N
→43014	UnderlyingReturnRateValuationStartDateUnadjusted	N
→43015	UnderlyingReturnRateValuationStartDateRelativeTo	N
→43016	UnderlyingReturnRateValuationStartDateOffsetPeriod	N	Conditionally required when UnderlyingReturnRateValuationStartDateOffsetUnit(43017) is specified.
→43017	UnderlyingReturnRateValuationStartDateOffsetUnit	N	Conditionally required when UnderlyingReturnRateValuationStartDateOffsetPeriod(43016) is specified.
→43018	UnderlyingReturnRateValuationStartDateOffsetDayType	N
→43019	UnderlyingReturnRateValuationStartDateAdjusted	N
→43020	UnderlyingReturnRateValuationEndDateUnadjusted	N
→43021	UnderlyingReturnRateValuationEndDateRelativeTo	N
→43022	UnderlyingReturnRateValuationEndDateOffsetPeriod	N	Conditionally required when UnderlyingReturnRateValuationEndDateOffsetUnit(43023) is specified.
→43023	UnderlyingReturnRateValuationEndDateOffsetUnit	N	Conditionally required when UnderlyingReturnRateValuationEndDateOffsetPeriod(43022) is specified.
→43024	UnderlyingReturnRateValuationEndDateOffsetDayType	N
→43025	UnderlyingReturnRateValuationEndDateAdjusted	N
→43026	UnderlyingReturnRateValuationFrequencyPeriod	N	Conditionally required when UnderlyingReturnRateValuationFrequencyUnit(43027) is specified.
→43027	UnderlyingReturnRateValuationFrequencyUnit	N	Conditionally required when UnderlyingReturnRateValuationFrequencyPeriod(43026) is specified.
→43028	UnderlyingReturnRateValuationFrequencyRollConvention	N	When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the return rate dates.
→43029	UnderlyingReturnRateValuationDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream return rate valuation dates.
→Component	UnderlyingReturnRateValuationDateBusinessCenterGrp	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream return rate valuation dates.

UnderlyingReturnRateFXConversionGrp

Tag	Name	Req’d	Description
43030	NoUnderlyingReturnRateFXConversions	N
→43031	UnderlyingReturnRateFXCurrencySymbol	N	Required if NoUnderlyingReturnRateFXConversions(43030) > 0.
→43032	UnderlyingReturnRateFXRate	N	Required if NoUnderlyingReturnRateFXConversions(43030) > 0.
→43033	UnderlyingReturnRateFXRateCalc	N

UnderlyingReturnRateGrp

Tag	Name	Req’d	Description
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	UnderlyingReturnRateTotalCommissionPerTrade	N
→43040	UnderlyingReturnRateDeterminationMethod	N
→Component	UnderlyingReturnRatePriceGrp	N
→Component	UnderlyingReturnRateFXConversionGrp	N
→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(43047).
→43049	UnderlyingReturnRateQuoteDate	N
→43050	UnderlyingReturnRateQuoteExpirationTime	N
→43051	UnderlyingReturnRateQuoteBusinessCenter	N
→43052	UnderlyingReturnRateQuoteExchange	N
→Component	UnderlyingReturnRateInformationSourceGrp	N
→43053	UnderlyingReturnRateQuotePricingModel	N
→43054	UnderlyingReturnRateCashFlowType	N
→Component	UnderlyingReturnRateDateGrp	N
→43055	UnderlyingReturnRateValuationTimeType	N	Mutually exclusive with UnderlyingReturnRateValuationTime(43056)
→43056	UnderlyingReturnRateValuationTime	N	Mutually exclusive with UnderlyingReturnRateValuationTimeType(43055).
→43057	UnderlyingReturnRateValuationTimeBusinessCenter	N
→43058	UnderlyingReturnRateValuationPriceOption	N
→43059	UnderlyingReturnRateFinalPriceFallback	N

UnderlyingReturnRateInformationSourceGrp

Tag	Name	Req’d	Description
43060	NoUnderlyingReturnRateInformationSources	N
→43061	UnderlyingReturnRateInformationSource	N	Required if NoUnderlyingReturnRateInformationSources(43060) > 0.
→43062	UnderlyingReturnRateReferencePage	N
→43063	UnderlyingReturnRateReferencePageHeading	N

UnderlyingReturnRatePriceGrp

Tag	Name	Req’d	Description
43064	NoUnderlyingReturnRatePrices	N
→43065	UnderlyingReturnRatePriceBasis	N	Required if NoUnderlyingReturnRatePrices(43064) > 0.
→43066	UnderlyingReturnRatePrice	N
→43067	UnderlyingReturnRatePriceCurrency	N
→43068	UnderlyingReturnRatePriceType	N

UnderlyingReturnRateValuationDateBusinessCenterGrp

Tag	Name	Req’d	Description
43069	NoUnderlyingReturnRateValuationDateBusinessCenters	N
→43070	UnderlyingReturnRateValuationDateBusinessCenter	N	Required if NoUnderlyingReturnRateValuationDateBusinessCenters(43069) > 0.

UnderlyingReturnRateValuationDateGrp

Tag	Name	Req’d	Description
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.

UnderlyingSecondaryAssetGrp

Tag	Name	Req’d	Description
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

UnderlyingSecurityXML

Tag	Name	Req’d	Description
1874	UnderlyingSecurityXMLLen	N	Must be provided if UnderlyingSecurityXML(1875) field is specified and must immediately precede it.
1875	UnderlyingSecurityXML	N
1876	UnderlyingSecurityXMLSchema	N

UnderlyingSettlMethodElectionDate

Tag	Name	Req’d	Description
43076	UnderlyingSettlMethodElectionDateUnadjusted	N
43077	UnderlyingSettlMethodElectionDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to UnderlyingOptionExercise.
Component	UnderlyingSettlMethodElectionDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to UnderlyingOptionExercise.
43078	UnderlyingSettlMethodElectionDateRelativeTo	N
43079	UnderlyingSettlMethodElectionDateOffsetPeriod	N	Conditionally required when UnderlyingSettlMethodElectionDateOffsetUnit(43080) is specified.
43080	UnderlyingSettlMethodElectionDateOffsetUnit	N	Conditionally required when UnderlyingSettlMethodElectionDateOffsetPeriod(43079) is specified.
43081	UnderlyingSettlMethodElectionDateOffsetDayType	N
43082	UnderlyingSettlMethodElectionDateAdjusted	N

UnderlyingSettlMethodElectionDateBusinessCenterGrp

Tag	Name	Req’d	Description
43074	NoUnderlyingSettlMethodElectionDateBusinessCenters	N
→43075	UnderlyingSettlMethodElectionDateBusinessCenter	N	Required if NoUnderlyingSettlMethodElectionDateBusinessCenters(43074) > 0.

UnderlyingSettlRateDisruptionFallbackGrp

Tag	Name	Req’d	Description
40659	NoUnderlyingSettlRateFallbacks	N
→40660	UnderlyingSettlRatePostponementMaximumDays	N	Required if NoUnderlyingSettlRateFallbacks(40659) > 0.
→Component	UnderlyingSettlRateFallbackRateSource	N
→40662	UnderlyingSettlRatePostponementSurvey	N
→40663	UnderlyingSettlRatePostponementCalculationAgent	N

UnderlyingSettlRateFallbackRateSource

Tag	Name	Req’d	Description
40904	UnderlyingSettlRateFallbackRateSource	N
40915	UnderlyingSettlRateFallbackReferencePage	N	Conditionally required when UnderlyingSettlRateFallbackRateSource(40904) = 3 (ISDA Settlement Rate Option) or 99 (Other).

UnderlyingStipulations

Tag	Name	Req’d	Description
887	NoUnderlyingStips	N
→888	UnderlyingStipType	N	Required if NoUnderlyingStips >0
→889	UnderlyingStipValue	N

UnderlyingStreamAssetAttributeGrp

Tag	Name	Req’d	Description
41800	NoUnderlyingStreamAssetAttributes	N
→41801	UnderlyingStreamAssetAttributeType	N	Required if NoUnderlyingStreamAssetAttributes(41800) > 0.
→41802	UnderlyingStreamAssetAttributeValue	N
→41803	UnderlyingStreamAssetAttributeLimit	N

UnderlyingStreamCalculationPeriodBusinessCenterGrp

Tag	Name	Req’d	Description
40973	NoUnderlyingStreamCalculationPeriodBusinessCenters	N
→40557	UnderlyingStreamCalculationPeriodBusinessCenter	N	Required if NoUnderlyingStreamCalculationPeriodBusinessCenters(40973) > 0.

UnderlyingStreamCalculationPeriodDateGrp

Tag	Name	Req’d	Description
41954	NoUnderlyingStreamCalculationPeriodDates	N
→41955	UnderlyingStreamCalculationPeriodDate	N	Required if NoUnderlyingStreamCalculationPeriodDates(41954) > 0.
→41956	UnderlyingStreamCalculationPeriodDateType	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.

UnderlyingStreamCalculationPeriodDates

Tag	Name	Req’d	Description
41957	UnderlyingStreamCalculationPeriodDatesXID	N
41958	UnderlyingStreamCalculationPeriodDatesXIDRef	N
40556	UnderlyingStreamCalculationPeriodBusinessDayConvention	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s calculation period dates.
Component	UnderlyingStreamCalculationPeriodBusinessCenterGrp	N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s calculation period dates.
Component	UnderlyingStreamCalculationPeriodDateGrp	N
40558	UnderlyingStreamFirstPeriodStartDateUnadjusted	N
40559	UnderlyingStreamFirstPeriodStartDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s calculation period dates.
Component	UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s calculation period dates.
40561	UnderlyingStreamFirstPeriodStartDateAdjusted	N
40562	UnderlyingStreamFirstRegularPeriodStartDateUnadjusted	N
40563	UnderlyingStreamFirstCompoundingPeriodEndDateUnadjusted	N
40564	UnderlyingStreamLastRegularPeriodEndDateUnadjusted	N
40565	UnderlyingStreamCalculationFrequencyPeriod	N	Conditionally required when UnderlyingStreamCalculationFrequencyUnit(40566) is specified.
40566	UnderlyingStreamCalculationFrequencyUnit	N	Conditionally required when UnderlyingStreamCalculationFrequencyPeriod(40565) is specified.
40567	UnderlyingStreamCalculationRollConvention	N	When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates.
41959	UnderlyingStreamCalculationBalanceOfFirstPeriod	N
41960	UnderlyingStreamCalculationCorrectionPeriod	N	Conditionally required when UnderlyingStreamCalculationCorrectionUnit(41961) is specified.
41961	UnderlyingStreamCalculationCorrectionUnit	N	Conditionally required when UnderlyingStreamCalculationCorrectionPeriod(41960) is specified.

UnderlyingStreamCommodity

Tag	Name	Req’d	Description
41964	UnderlyingStreamCommodityBase	N
41965	UnderlyingStreamCommodityType	N
41966	UnderlyingStreamCommoditySecurityID	N	Conditionally required when UnderlyingStreamCommoditySecurityIDSource(41967) is specified.
41967	UnderlyingStreamCommoditySecurityIDSource	N	Conditionally required when UnderlyingStreamCommoditySecurityID(41966) is specified.
Component	UnderlyingStreamCommodityAltIDGrp	N
41968	UnderlyingStreamCommodityDesc	N
41969	EncodedUnderlyingStreamCommodityDescLen	N	Must be set if EncodedUnderlyingStreamCommodityDesc(41970) field is specified and must immediately precede it.
41970	EncodedUnderlyingStreamCommodityDesc	N	Encoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc(41968) field in the encoded format specified via the MessageEncoding(347) field.
42589	UnderlyingStreamCommodityDeliveryPricingRegion	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).
Component	UnderlyingStreamAssetAttributeGrp	N
41971	UnderlyingStreamCommodityUnitOfMeasure	N
41972	UnderlyingStreamCommodityCurrency	N
41973	UnderlyingStreamCommodityExchange	N
41974	UnderlyingStreamCommodityRateSource	N
41975	UnderlyingStreamCommodityRateReferencePage	N
41976	UnderlyingStreamCommodityRateReferencePageHeading	N
41977	UnderlyingStreamDataProvider	N
Component	UnderlyingStreamCommodityDataSourceGrp	N
41978	UnderlyingStreamCommodityPricingType	N
41979	UnderlyingStreamCommodityNearbySettlDayPeriod	N	Conditionally required when UnderlyingStreamCommodityNearbySettlDayUnit(41980) is specified.
41980	UnderlyingStreamCommodityNearbySettlDayUnit	N	Conditionally required when UnderlyingStreamCommodityNearbySettlDayPeriod(41979) is specified.
41981	UnderlyingStreamCommoditySettlDateUnadjusted	N
41982	UnderlyingStreamCommoditySettlDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying settlement dates.
Component	UnderlyingStreamCommoditySettlBusinessCenterGrp	N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the settlement dates.
41983	UnderlyingStreamCommoditySettlDateAdjusted	N
41984	UnderlyingStreamCommoditySettlMonth	N
41985	UnderlyingStreamCommoditySettlDateRollPeriod	N	Conditionally required when UnderlyingStreamCommoditySettlDateRollUnit(41986) is specified.
41986	UnderlyingStreamCommoditySettlDateRollUnit	N	Conditionally required when UnderlyingStreamCommoditySettlDateRollPeriod(41985) is specified.
41987	UnderlyingStreamCommoditySettlDayType	N
Component	UnderlyingStreamCommoditySettlPeriodGrp	N
41988	UnderlyingStreamCommodityXID	N
41989	UnderlyingStreamCommodityXIDRef	N

UnderlyingStreamCommodityAltIDGrp

Tag	Name	Req’d	Description
41990	NoUnderlyingStreamCommodityAltIDs	N
→41991	UnderlyingStreamCommodityAltID	N	Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0.
→41992	UnderlyingStreamCommodityAltIDSource	N	Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0.

UnderlyingStreamCommodityDataSourceGrp

Tag	Name	Req’d	Description
41993	NoUnderlyingStreamCommodityDataSources	N
→41994	UnderlyingStreamCommodityDataSourceID	N	Required if NoUnderlyingStreamCommodityDataSources(41993) > 0.
→41995	UnderlyingStreamCommodityDataSourceIDType	N	Required if NoUnderlyingStreamCommodityDataSources(41993) > 0.

UnderlyingStreamCommoditySettlBusinessCenterGrp

Tag	Name	Req’d	Description
41962	NoUnderlyingStreamCommoditySettlBusinessCenters	N
→41963	UnderlyingStreamCommoditySettlBusinessCenter	N	Required if NoUnderlyingStreamCommoditySettlBusinessCenters(41962) > 0.

UnderlyingStreamCommoditySettlDayGrp

Tag	Name	Req’d	Description
41996	NoUnderlyingStreamCommoditySettlDays	N
→41997	UnderlyingStreamCommoditySettlDay	N	Required if NoUnderlyingStreamCommoditySettlDays(41996) > 0.
→41998	UnderlyingStreamCommoditySettlTotalHours	N
→Component	UnderlyingStreamCommoditySettlTimeGrp	N

UnderlyingStreamCommoditySettlPeriodGrp

Tag	Name	Req’d	Description
42002	NoUnderlyingStreamCommoditySettlPeriods	N
→42003	UnderlyingStreamCommoditySettlCountry	N	Required if NoUnderlyingStreamCommoditySettlPeriods(42002) > 0.
→42004	UnderlyingStreamCommoditySettlTimeZone	N
→42005	UnderlyingStreamCommoditySettlFlowType	N
→42006	UnderlyingStreamCommoditySettlPeriodNotional	N
→42007	UnderlyingStreamCommoditySettlPeriodNotionalUnitOfMeasure	N
→42008	UnderlyingStreamCommoditySettlPeriodFrequencyPeriod	N	Conditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyUnit(42009) is specified.
→42009	UnderlyingStreamCommoditySettlPeriodFrequencyUnit	N	Conditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyPeriod(42008) is specified.
→42010	UnderlyingStreamCommoditySettlPeriodPrice	N
→42011	UnderlyingStreamCommoditySettlPeriodPriceUnitOfMeasure	N
→42012	UnderlyingStreamCommoditySettlPeriodPriceCurrency	N
→42013	UnderlyingStreamCommoditySettlHolidaysProcessingInstruction	N
→Component	UnderlyingStreamCommoditySettlDayGrp	N
→42014	UnderlyingStreamCommoditySettlPeriodXID	N
→42015	UnderlyingStreamCommoditySettlPeriodXIDRef	N

UnderlyingStreamCommoditySettlTimeGrp

Tag	Name	Req’d	Description
41999	NoUnderlyingStreamCommoditySettlTimes	N
→42000	UnderlyingStreamCommoditySettlStart	N	Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0.
→42001	UnderlyingStreamCommoditySettlEnd	N	Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0.
→41936	UnderlyingStreamCommoditySettlTimeType	N	May be defaulted to market convention or bilaterally agreed if not specified.

UnderlyingStreamEffectiveDate

Tag	Name	Req’d	Description
40057	UnderlyingStreamEffectiveDateUnadjusted	N
40058	UnderlyingStreamEffectiveDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s stream effective dates.
Component	UnderlyingStreamEffectiveDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s stream effective dates.
40060	UnderlyingStreamEffectiveDateRelativeTo	N
40061	UnderlyingStreamEffectiveDateOffsetPeriod	N	Conditionally required when UnderlyingStreamEffectiveDateOffsetUnit(40062) is specified.
40062	UnderlyingStreamEffectiveDateOffsetUnit	N	Conditionally required when UnderlyingStreamEffectiveDateOffsetPeriod(40061) is specified.
40063	UnderlyingStreamEffectiveDateOffsetDayType	N
40064	UnderlyingStreamEffectiveDateAdjusted	N

UnderlyingStreamEffectiveDateBusinessCenterGrp

Tag	Name	Req’d	Description
40975	NoUnderlyingStreamEffectiveDateBusinessCenters	N
→40059	UnderlyingStreamEffectiveDateBusinessCenter	N	Required if NoUnderlyingStreamEffectiveDateBusinessCenters(40975) > 0.

UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp

Tag	Name	Req’d	Description
40974	NoUnderlyingStreamFirstPeriodStartDateBusinessCenters	N
→40560	UnderlyingStreamFirstPeriodStartDateBusinessCenter	N	Required if NoUnderlyginstreamFirstPeriodStartDateBusinessCenters(40974) > 0.

UnderlyingStreamGrp

Tag	Name	Req’d	Description
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
→42018	UnderlyingStreamNotionalXIDRef	N
→40545	UnderlyingStreamNotional	N
→40546	UnderlyingStreamCurrency	N
→43085	UnderlyingStreamNotionalDeterminationMethod	N
→43086	UnderlyingStreamNotionalAdjustments	N
→42019	UnderlyingStreamNotionalFrequencyPeriod	N	Conditionally required when UnderlyingStreamNotionalFrequencyUnit(42020) is specified.
→42020	UnderlyingStreamNotionalFrequencyUnit	N	Conditionally required when UnderlyingStreamNotionalFrequencyPeriod(42019) is specified.
→42021	UnderlyingStreamNotionalCommodityFrequency	N
→42022	UnderlyingStreamNotionalUnitOfMeasure	N
→42023	UnderlyingStreamTotalNotional	N
→42024	UnderlyingStreamTotalNotionalUnitOfMeasure	N
→Component	UnderlyingStreamCommodity	N
→Component	UnderlyingStreamEffectiveDate	N
→Component	UnderlyingStreamTerminationDate	N
→Component	UnderlyingStreamCalculationPeriodDates	N
→Component	UnderlyingPaymentStream	N
→Component	UnderlyingPaymentScheduleGrp	N
→Component	UnderlyingPaymentStubGrp	N
→Component	UnderlyingDeliveryStream	N
→Component	UnderlyingDeliveryScheduleGrp	N
→40547	UnderlyingStreamText	N
→40988	EncodedUnderlyingStreamTextLen	N	Must be set if EncodedUnderlyingStreamText(40989) field is specified and must immediately precede it.
→40989	EncodedUnderlyingStreamText	N	Encoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding(347) field.

UnderlyingStreamTerminationDate

Tag	Name	Req’d	Description
40548	UnderlyingStreamTerminationDateUnadjusted	N
40549	UnderlyingStreamTerminationDateBusinessDayConvention	N	When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument’s termination date of the stream.
Component	UnderlyingStreamTerminationDateBusinessCenterGrp	N	When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument’s termination date of the stream.
40551	UnderlyingStreamTerminationDateRelativeTo	N
40552	UnderlyingStreamTerminationDateOffsetPeriod	N	Conditionally required when UnderlyingStreamTerminationDateOffsetUnit(40553) is specified.
40553	UnderlyingStreamTerminationDateOffsetUnit	N	Conditionally required when UnderlyingPaymentTerminationDateOffsetPeriod(40552) is specified.
40554	UnderlyingStreamTerminationDateOffsetDayType	N
40555	UnderlyingStreamTerminationDateAdjusted	N

UnderlyingStreamTerminationDateBusinessCenterGrp

Tag	Name	Req’d	Description
40976	NoUnderlyingStreamTerminationDateBusinessCenters	N
→40550	UnderlyingStreamTerminationDateBusinessCenter	N	Required if NoUnderlyingStreamTerminationDateBusinessCenters(40976) > 0.

UndlyInstrumentParties

Tag	Name	Req’d	Description
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 NoUndlyInstrumentParties(1058) > 0.
→1061	UnderlyingInstrumentPartyRole	N	Identifies the type of UnderlyingInstrumentPartyID(1059) (e.g. Executing Broker). Required if NoUndlyInstrumentParties(1058) > 0.
→2391	UnderlyingInstrumentPartyRoleQualifier	N
→Component	UndlyInstrumentPtysSubGrp	N	Repeating group of party sub-identifiers.

UndlyInstrumentPtysSubGrp

Tag	Name	Req’d	Description
1062	NoUndlyInstrumentPartySubIDs	N
→1063	UnderlyingInstrumentPartySubID	N
→1064	UnderlyingInstrumentPartySubIDType	N

ValueChecksGrp

Tag	Name	Req’d	Description
1868	NoValueChecks	N
→1869	ValueCheckType	N	Required if NoValueChecks(1868) > 0.
→1870	ValueCheckAction	N	Required if NoValueChecks(1868) > 0.

YieldData

Tag	Name	Req’d	Description
235	YieldType	N
236	Yield	N
701	YieldCalcDate	N
696	YieldRedemptionDate	N
697	YieldRedemptionPrice	N
698	YieldRedemptionPriceType	N