<CashSettlTermGrp> Component Block

The CashSettlTermGrp is a repeating component within the Instrument component used to report cash settlement terms referenced from UnderlyingInstruments.

Usage of CashSettlTermGrp must either include a known CashSettlAmount(40034) or provide the cash settlement term parameters needed to derive the cash settlement amount.

CashSettlTermXID(40039) is provided for cross-referencing from an instance of the UnderlyingInstrument component through the UnderlyingSettlTermXIDRef(41315) field.

Used in :

<Instrument>

Tag		Field Name	FIXML	Req'd	Comments
40022		NoCashSettlTerms	CashSettlTrm	N	Number of elements in the repeating group.
=>	40023	CashSettlCurrency	@Ccy	C	Required if NoCashSettlTerms(40022) > 0.
=>	40024	CashSettlValuationFirstBusinessDayOffset	@BizDayOfst	N	The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for the purpose of cash settlement. Associated with ISDA 2003 Term: Valuation Date.
=>	40916	CashSettlValuationSubsequentBusinessDaysOffset	@SbsqntBizDayOfst	N	The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. Associated with ISDA 2003 Term: Valuation Date
=>	40917	CashSettlNumOfValuationDates	@NumValDts	N	Where multiple valuation dates are specified as being applicable for cash settlement, this specifies the number of applicable valuation dates. Associated with ISDA 2003 Term: Valuation Date
=>	40025	CashSettlValuationTime	@ValTm	N	The time of valuation.
=>	40026	CashSettlBusinessCenter	@BizCtr	N	Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
=>	40027	CashSettlQuoteMethod	@QteMeth	N	The type of quote used to determine the cash settlement price.
=>	40028	CashSettlQuoteAmount	@QteAmt	N	When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount.
=>	40029	CashSettlQuoteCurrency	@QteCcy	N	Specifies the currency the CashSettlQuoteAmount(40028) is denominated in. Uses ISO 4217 Currency Code.
=>	40030	CashSettlMinimumQuoteAmount	@MinQteAmt	N	When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevant obligation currency) or the (minimum) quoted amount. ISDA 2003 Term: Minimum Quotation Amount.
=>	40031	CashSettlMinimumQuoteCurrency	@MinQteCcy	N	Specifies the currency the CashSettlMinimumQuoteAmount(40030) is denominated in. Uses ISO 4217 Currency Code.
=>	<CashSettlDealerGrp>			N
=>	42216	CashSettlPriceSource	@PxSrc	N	The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values.
=>	42217	CashSettlPriceDefault	@PxDflt	N	The default election for determining settlement price.
=>	40033	CashSettlBusinessDays	@BizDays	N	The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date.
=>	40034	CashSettlAmount	@Amt	N	The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. If not specified this is not to be included in the message and the parties to the trade are expected to calculate the value. The value is the greater of (a) floating rate payer calculation amount x (reference price - final price) or (b) zero. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount
=>	<CashSettlDate>			N
=>	40035	CashSettlRecoveryFactor	@RcvryFctr	N	Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount calculated is (1 - CashSettlRecoveryFactor(40035)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount.
=>	40036	CashSettlFixedTermIndicator	@FixedInd	N	Indicates whether fixed settlement is applicable or not applicable in a recovery lock.
=>	40037	CashSettlAccruedInterestIndicator	@AcrdIntInd	N	Indicates whether accrued interest is included or not in the value provided in CashSettlAmount(40034). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest.
=>	40038	CashSettlValuationMethod	@ValMeth	N	The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method
=>	40039	CashSettlTermXID	@XID	N	A named string value referenced by UnderlyingSettlTermXIDRef(41315).

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