<DerivativeInstrument> Component Block

Additional information about the security (e.g. preferred, warrants, etc.).

See SymbolSfx(65) for complete definition.

Takes precedence in identifying security to counterparty over SecurityAltID block

The type of product the security is associated with.

See Product(460) for complete definition.

Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc

Used to indicate if a product or group of product supports the creation of flexible securities

An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.

See SecurityGroup(1151) for complete definition.

It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.

Uniquely identifies the product of a derivative instrument using ISO 4914. See UPICode(2891) for complete definition.

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.)

Sub-type qualification/identification of the security type.

See SecuritySubType(762) for complete definition.

Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S and P futures). Note MaturityDate (a full date) can also be specified.

Note that standardized derivatives which are typically only referenced by month and year (e.g. S and P futures).may use MaturityMonthYear and or this field.

When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment.

Time of security's maturity expressed in local time with offset to UTC specified.

See MaturityTime(1079) for complete definition.

Indicator to determine if instrument is settle on open.

See SettleOnOpenFlag(966) for complete definition.

Method under which assignment was conducted.

See InstrmtAssignmentMethod(1049) for complete definition.

Indicates the current state of the derivative instrument.

See SecurityStatus(965) for complete definition.

Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

Can be used in conjunction with ISIN to address ISIN uniqueness issues.

Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.

A two-character state or province abbreviation.

See StateOrProvinceOfIssue(471) for complete definition.

Identifies the locale or region of issue.

See LocaleOfIssue(472) for complete definition.

Strike price for an option.

See StrikePrice(202) for complete definition.

Currency in which the strike price is denominated.

See StrikeCurrency(947) for complete definition.

Identifies class or source of the DerivativeStrikeCurrency(1262) value.

Multiplier applied to the strike price for the purpose of calculating the settlement value.

See StrikeMultiplier(967) for complete definition.

The number of shares/units for the financial instrument involved in the option trade.

See StrikeValue(968) for complete definition.

Provided to support versioning of option contracts as a result of corporate actions or events. Use of this field is defined by counterparty agreement or market conventions.

See OptAttribute(206) for complete definition.

Specifies the ratio or multiply factor to convert from nominal units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc.).

See ContractMultiplier(231) for complete definition.

Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit DerivativeContractMultiplier(1266)is expressed in.

See ContractMultiplierUnit(1435) for complete definition.

The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak".

See FlowScheduleType(1439) for complete definition.

Minimum price increase for a given exchange-traded Instrument.

See MinPriceIncrement(969) for complete definition.

Minimum price increment amount associated with the minimum price increment.

See MinPriceIncrementAmount(1146) for complete definition.

The unit of measure of the underlying commodity upon which the contract is based.

See UnitOfMeasure(996) for complete definition.

Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based.

See UnitOfMeasureQty(1147) for complete definition.

Indicates the currency of the unit of measure.

Conditionally required when DerivativeUnitOfMeasure(1269) = Ccy.

See UnitOfMeasureCurrency(1716) for complete definition.

Identifies class or source of the DerivativeUnitOfMeasureCurrency(1722) value.

Used to express the UOM of the price if different from the contract.

See PriceUnitOfMeasureQty(1191) for complete definition.

Used to express the UOM Quantity of the price if different from the contract.

See PriceUnitOfMeasureQty(1192) for complete definition.

Indicates the currency of the price unit of measure.

Conditionally required when DerivativePriceUnitOfMeasure(1315) = Ccy.

See PriceUnitOfMeasureCurrency(1717) for complete definition.

Identifies class or source of the DerivativePriceUnitOfMeasureCurrency(1723) value.

Settlement method for a contract or instrument.

See SettlMethod(1193) for complete definition.

Specifies the method for price quotation.

See PriceQuoteMethod(1196) for complete definition.

Specifies the method for price quotation.

See ValuationMethod(1197) for complete definition.

Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency(tag 15) to express the currency of a product when the former is implemented as the FX dealt currency.

See PriceQuoteCurrency(1524) for complete definition.

Identifies class or source of the DerivativePriceQuoteCurrency(1576) value.

Indicates whether instruments are pre-listed only or can also be defined via user request.

See ListMethod(1198) for complete definition.

Used to express the ceiling price of a capped call.

See CapPrice(1199) for complete definition.

Used to express the floor price of a capped put.

See FloorPrice(1200) for complete definition.

Indicates whether an option contract is a put, call, chooser or undetermined.

See PutOrCall(201) for complete definition.

Used to express in-the-moneyness behavior in general terms for the option without the use of DerivativeStrikePrice(1261) and DerivativePutOrCall(1323).

Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of DerivativeInTheMoneyCondition(2684). When not specified, the eligibility is undefined or not applicable.

See ContraryInstructionEligibilityIndicator(2685) for complete definition.

Type of exercise.

See ExerciseStyle(1194) for complete definition.

Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount.

See OptPayoutAmount(1195) for complete definition.

Unit of time associated with the contract.

NOTE: Additional values may be used by mutual agreement of the counterparties.

See TimeUnit(997) for complete definition.

Can be used to identify the security.

Position limit for a given exchange-traded product.

See PositionLimit(970) for complete definition.

Position limit in the near-term contract for a given exchange-traded product.

See NTPositionLimit(971) for complete definition.

Name of security issuer.

See Issuer(106) for complete definition.

Can be used by the venue or one of the trading parties to provide a non-normative textual description for the financial instrument.

See SecurityDesc(107) for complete definition.

Must be present for MBS or TBA