<UnderlyingInstrument> Component Block

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

Used in :

Tag		Field Name	FIXML	Req'd	Comments
311		UnderlyingSymbol	@Sym	Y
312		UnderlyingSymbolSfx	@Sfx	N
309		UnderlyingSecurityID	@ID	N
305		UnderlyingSecurityIDSource	@Src	N
457		NoUnderlyingSecurityAltID		N
=>	458	UnderlyingSecurityAltID	@AltID	C
=>	459	UnderlyingSecurityAltIDSource	@AltIDSrc	C
462		UnderlyingProduct	@Prod	N
463		UnderlyingCFICode	@CFI	N
310		UnderlyingSecurityType	@SecTyp	N
763		UnderlyingSecuritySubType	@SubTyp	N
313		UnderlyingMaturityMonthYear	@MMY	N
542		UnderlyingMaturityDate	@Mat	N
1213		UnderlyingMaturityTime	@MatTm	N
241		UnderlyingCouponPaymentDate	@CpnPmt	N
242		UnderlyingIssueDate	@Issued	N
243		UnderlyingRepoCollateralSecurityType	@RepoCollSecTyp	N	(Deprecated in FIX.4.4)
244		UnderlyingRepurchaseTerm	@RepoTrm	N	(Deprecated in FIX.4.4)
245		UnderlyingRepurchaseRate	@RepoRt	N	(Deprecated in FIX.4.4)
246		UnderlyingFactor	@Fctr	N
256		UnderlyingCreditRating	@CrdRtg	N
595		UnderlyingInstrRegistry	@Rgstry	N
592		UnderlyingCountryOfIssue	@Ctry	N
593		UnderlyingStateOrProvinceOfIssue	@StOrProvnc	N
594		UnderlyingLocaleOfIssue	@Lcl	N
247		UnderlyingRedemptionDate	@Redeem	N	(Deprecated in FIX.4.4)
316		UnderlyingStrikePrice	@StrkPx	N
941		UnderlyingStrikeCurrency	@StrkCcy	N
317		UnderlyingOptAttribute	@OptA	N
436		UnderlyingContractMultiplier	@Mult	N
998		UnderlyingUnitOfMeasure	@UOM	N	Used to indicate the size of the underlying commodity on which the contract is based (e.g., 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc.)
1423		UnderlyingUnitOfMeasureQty	@UOMQty	N
1424		UnderlyingPriceUnitOfMeasure	@PxUOM	N
1425		UnderlyingPriceUnitOfMeasureQty	@PxUOMQty	N
1000		UnderlyingTimeUnit	@TmUnit	N	Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
1419		UnderlyingExerciseStyle	@ExerStyle	N
435		UnderlyingCouponRate	@CpnRt	N
308		UnderlyingSecurityExchange	@Exch	N
306		UnderlyingIssuer	@Issr	N
362		EncodedUnderlyingIssuerLen	@EncUndIssrLen	C
363		EncodedUnderlyingIssuer	@EncUndIssr	C
307		UnderlyingSecurityDesc	@Desc	N
364		EncodedUnderlyingSecurityDescLen	@EncUndSecDescLen	C
365		EncodedUnderlyingSecurityDesc	@EncUndSecDesc	C
877		UnderlyingCPProgram	@CPPgm	N
878		UnderlyingCPRegType	@CPRegTyp	N
972		UnderlyingAllocationPercent	@AllocPct	N	Specific to the UnderlyingInstrument . Percent of the StrikePrice (202) that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.
318		UnderlyingCurrency	@Ccy	N	Specific to the UnderlyingInstrument (not in Instrument ).
879		UnderlyingQty	@Qty	N	Specific to the UnderlyingInstrument (not in Instrument ). Unit amount of the underlying security (par, shares, currency, etc.)
975		UnderlyingSettlementType	@SettlTyp	N	Specific to the UnderlyingInstrument Indicates order settlement period for the underlying deliverable component.
973		UnderlyingCashAmount	@CashAmt	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	@CashTyp	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	@Px	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	@DirtPx	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	@EndPx	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	@StartVal	N	Specific to the UnderlyingInstrument (not in Instrument ). Currency (15) value attributed to this collateral at the start of the agreement
885		UnderlyingCurrentValue	@CurVal	N	Specific to the UnderlyingInstrument (not in Instrument ). Currency (15) value currently attributed to this collateral
886		UnderlyingEndValue	@EndVal	N	Specific to the UnderlyingInstrument (not in Instrument ). Currency (15) value attributed to this collateral at the end of the agreement
<UnderlyingStipulations>				N	Specific to the UnderlyingInstrument (not in Instrument ). Insert here the contents of the <UnderlyingStipulations> Component Block
1044		UnderlyingAdjustedQuantity	@AdjQty	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	@FxRate	N	Specific to the UnderlyingInstrument (not in Instrument ). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (885) (or market value) from UnderlyingCurrency (318) (318) to Currency (15) (15).
1046		UnderlyingFXRateCalc	@FxRateCalc	N	Specific to the UnderlyingInstrument (not in Instrument ). Specified whether UnderlyingFXRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885) (885).
1038		UnderlyingCapValue	@CapValu	N
<UndlyInstrumentParties>				N
1039		UnderlyingSettlMethod	@SetMeth	N
315		UnderlyingPutOrCall		N	Used to express option right