FRAMES | NO FRAMES

<IndexRollMonthGrp> Component Block

Used for specifying multiple roll months in a given year for an index.

For MiFID II RTS 2 Annex IV Table 2 reference data - all months when the roll is expected as established by the CDS index provider for a given year - repeated for each month in the roll.

Used in :

Tag Field Name FIXML Req'd Comments
2734 NoIndexRollMonths NdxRollMo N

Number of instances of the index roll month.
=> 2733 IndexRollMonth @Mo C

Required if NoIndexRollMonths(2734) > 0.

FRAMES | NO FRAMES