Fields By Name

Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.

Unique identifier for the AccountSummaryReport(35=CQ).

Type of account associated with an order

Amount of Accrued Interest for convertible bonds and fixed income

The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond.

Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.

The economic cost of the variation margin from one trading day to the next.

Indicates whether additional dividends are applicable.

Time unit multiplier for the frequency of the bond's coupon payment.

Time unit associated with the frequency of the bond's coupon payment.

Coupon rate of the bond. See also CouponRate(223).

Coupon type of the bond.

Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes.

Total issued amount of the bond.

The day count convention used in interest calculations for a bond or an interest bearing security.

Description of the bond.

Issuer of the bond.

The maturity date of the bond.

The par value of the bond.

Security identifier of the bond.

Identifies the source scheme of the AdditionalTermBondSecurityID(40001) value.

Specifies the bond's payment priority in the event of a default.

Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used.

Indicates whether the discrepancy clause is applicable.

Identifies the type of adjustment.

Type of adjustment to be applied. Used for Position Change Submission (PCS), Position Adjustment (PAJ), and Customer Gross Margin (CGM).

Unique identifier of advertisement message.

Reference identifier used with CANCEL and REPLACE transaction types.

Broker's side of advertised trade

Identifies advertisement message transaction type

Market segment within an affected market repeating segment group.

OrderID(37) of an order affected by a mass cancel or mass action request.

OrigClOrdID(41) of an order affected by a mass cancel or mass action request.

SecondaryOrderID(198) of an order affected by a mass cancel or mass action request.

Indicates whether the transaction or position was entered into between two affiliated firms. I.e. one counterparty has an ownership interest in the other counterparty but less than the majority interest.

Specifies the affirmation status of the confirmation.

Specifies whether or not book entries should be aggregated. (Not specified) = broker option

Total quantity of orders or fills quantity aggregated.

Used to identify whether the order initiator is an aggressor or not in the trade.

Side of aggressive order or quote resulting in match event.

Timestamp of aggressive order or quote resulting in match event.

Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency.

Identifies class or source of the AgreementCurrency(918) value.

A reference to the date the underlying agreement specified by AgreementID and AgreementDesc was executed.

The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. See http://www.fpml.org/coding-scheme/master-agreement-type for derivative values.

A common reference to the applicable standing agreement between the counterparties to a financing transaction.

The version of the master agreement

Description of a certificate issued by an algorithmic trading firm.

Unique identifier for a certificate issued by an algorithmic trading firm.

Unique identifier of the AlgoCertificateReport(35=EJ).

Reference identifier of the AlgoCertificateReport(35=EJ).

Status of the report being responded to.

Identifies the message transaction type.

Specifies the type of business event related to an algo certification report.

Unique identifier of the AlgoCertificateRequest(35=EH).

Reference identifier of the AlgoCertificateRequest(35=EH).

Status of the AlgoCertificateRequest(35=EH) message being responded to.

Identifies the message transaction type.

Specifies the type of business event related to an algo certification request.

Status of the certification as provided by the regulatory authority.

Support Timestamp of last update to Algo System Module.

Name of the component of a system for algorithmic trading.

Version (e.g. build or commit number) of the component of a system for algorithmic trading.

Description of means of testing for an algorithm.

Identifies the behaviour or configuration that has been selected by the executing party for this order.

Indicates that the order or trade originates from a computer program or algorithm requiring little-to-no human intervention.

Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer.

Sub-account mnemonic

Type of account associated with a confirmation or other trade-level message

Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level.

Used to identify the source of the AllocAccount (79) code.

AvgPx (6) for a specific AllocAccount (79)

Used by submitting firm to group trades being sub-allocated into an average price group. The trades in the average price group will be used to calculate an average price for the group.

Average pricing indicator at the allocation level.

Used for the calculated quantity of the other side of the currency trade applicable to the allocation instance.

Reason for cancelling or replacing an Allocation Instruction or Allocation Report message

ClearingFeeIndicator(635) for Allocation, see ClearingFeeIndicator(635) for permitted values.

The commission amount.

Commission amount to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. If specified, this amount should not exceed the amount in AllocCommissionAmount(2654).

Further sub classification of the AllocCommissionAmountType(2655).

Indicates what type of commission is being expressed in AllocCommissionAmount(2654).

Specifies the basis or unit used to calculate the commission.

Specifies the currency denomination of the commission amount if different from the trade's currency.

Identifies class or source of the AllocCommissionCurrency(2657) value.

Description of the commission.

Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788).

The commission rate when AllocCommissionAmount(2654) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage or expressed in basis points, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points.

Indicates whether the amount in AllocCommissionAmount(2654) is to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement.

The commission rate unit of measure.

Indicates the currency of the unit of measure. Conditionally required when AllocCommissionUnitOfMeasure(2658) = Ccy (Currency).

Identifies class or source of the AllocCommissionUnitOfMeasureCurrency(2659) value.

Capacity of customer in the allocation block.

Total amount traded for this account (i.e. quantity * price) expressed in units of currency.

Indicates the notional units or amount being allocated.

Intended to be used by a central counterparty to assign an identifier to allocations of trades for the same instrument traded at the same price.

Indicates the total quantity of an allocation group. Includes any allocated quantity.

Indicates the remaining quantity of an allocation group that has not yet been allocated.

Remaining quantity in the subgroup of an allocation group.

Status of the trade give-up relative to the group identified in AllocGroupID(1730).

Total quantity in the subgroup of an allocation group.

Identifier for quantity subgroup assigned by the clearinghouse.

Change in quantity in the subgroup of an allocation group.

Type of trade attribute defining a subgroup in an allocation group.

Value of the trade attribute defining a subgroup in an allocation group.

Indicates how the receiver (i.e. third party) of allocation information should handle/process the account details.

Unique identifier for allocation message.

Amount of interest (i.e. lump-sum) at maturity at the account-level.

Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary"

Unique identifier for a specific leg (uniqueness not defined as part of the FIX specification). AllocLegRefID(2727) references the value from LegID(1788) in the current multileg order or trade message specifying to which leg the allocation instance applies.

Can be used to link two different Allocation messages (each with unique AllocID (70)) together, i.e. for F/X "Netting" or "Swaps". Should be unique.

Identifies the type of Allocation linkage when AllocLinkID(196) is used.

Specifies the method under which a trade quantity was allocated.

NetMoney(118) for a specific AllocAccount(79).

Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly.

Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.

Executed price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan).

Quantity to be allocated to specific sub-account

The reference identifier to the PartyRiskLimitCheckRequest(35=DF), or a similar out of band message, message that contained the approval or rejection for risk/credit limit check for this allocation.

Specifies which type of identifier is specified in AllocRefRiskLimitCheckID(2392) field.

Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788).

Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes. For example, unique swap identifer (USI) as required by the U.S. Commodity Futures Trading Commission.

Identifies the event which caused the origination of the identifier in AllocRegulatoryTradeID(1909). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2(Clearing).

Specifies the scope to which the AllocRegulatoryTradeID(1909) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe.

Identifies the reporting entity that originated the value in RegulatoryTradeID(1903). The reporting entity identifier may be assigned by a regulator or from a supported standard identifier source scheme.

Specifies the type of trade identifier provided in AllocRegulatoryTradeID(1909), within the context of the hierarchy of trade events.

Identifies reason for rejection.

Unique identifier for Allocation Report message.

Reference identifier to be used with AllocTransType (7) = Replace or Cancel

Describes the specific type or purpose of an Allocation Report message

Unique identifier for the request message.

Status of the AllocationInstructionAlertRequest(35=DU).

Identifies the status of a reversal transaction.

Indicates the status of the risk limit check performed on a trade for this allocation instance.

Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79).

Currency code of settlement denomination for a specific AllocAccount (79).

Identifies class or source of the AllocSettlCurrency(736) value.

Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived.

Identifies status of allocation.

Free format text related to a specific AllocAccount (79).

Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

Same as TrdRegTimestamp(769). Used to provide relevant timestamp for the allocation account.

Same as TrdRegTimestampOrigin(771). Used to indicate the "origin" or source of the timestamp relevant for the allocation account.

Same as TrdRegTimestampType(770). Used to indicate the timestamp type relevant for the allocation account.

Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated")

An indicator to override the normal procedure to roll up allocations for the same take-up firm.

The currency that AllowableOneSidednessValue (766) is expressed in if AllowableOneSidednessValue is used.

The maximum percentage that execution of one side of a program trade can exceed execution of the other.

The maximum amount that execution of one side of a program trade can exceed execution of the other.

Session layer source for market data

Number of trading business days in a year.

Indicates whether the trade or transaction was executed anonymously.

Beginning range of application sequence numbers

Ending range of application sequence numbers

The extension pack number associated with an application message.

Identifies the application with which a message is associated. Used only if application sequencing is in effect.

Application sequence number of last message in transmission

Indicates whether application level recovery is needed.

Used to specify a new application sequence number.

Action to take to resolve an application message queue (backlog).

Current number of application messages that were queued at the time that the message was created by the counterparty.

Used to specify the maximum number of application messages that can be queued bedore a corrective action needs to take place to resolve the queuing issue.

Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size.

Identifier for the Application Sequence Reset

Type of report

Unique identifier for request

Type of Application Message Request being made.

Used to indicate that a message is being sent in response to an Application Message Request. 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

Used to return an error code or text associated with a response to an Application Request.

Identifier for the Applicaton Message Request Ack

Used to indicate the type of acknowledgement being sent.

Data sequence number to be used when FIX session is not in effect

Used to indicate whether the message being sent is to test the receiving application's availability to process the message. When set to "Y" the message is a test message. If not specified, the message is by default not a test message.

Total number of messages included in transmission.

Specifies the application layer version being applied at the message level.

Provides the name of the application system being used to generate FIX application messages. This will normally be a trading system, OMS, or EMS.

Provides the vendor of the application system.

Provides the version of the application system being used to initiate FIX application messages.

Date and time the details within the message have been approved.

A trade that is being submitted for a trade date prior to the current trade or clearing date, e.g. in an open outcry market an out trade being submitted for the previous trading session or trading day.

Unique identifier for the Assignment Report

Limit or lower acceptable value of the attribute.

Specifies the name of the attribute.

Specifies the value of the asset attribute.

The broad asset category for assessing risk exposure.

Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.).

The subcategory description of the asset class.

Used to provide a more specific description of the asset specified in AssetType(1940).

Used to provide more specific description of the asset specified in AssetSubClass(1939).

Identifies the model used for asset valuation or pricing calculations.

Method by which short positions are assigned to an exercise notice during exercise and assignment processing

Quantity Increment used in performing assignment.

Specifies semantically the type of the attached document from a business perspective. The default classification scheme reuses the FIX standard classification scheme of a high level section (pretrade, trade, posttrade, etc.) and a category, then a specific application or document type. The expression follows {"section/category/application type"}.

The encoding type of the content provided in EncodedAttachment(2112).

Used to specify an external URL where the attachment can be obtained.

Can be used to provide data or keyword tagging of the content of the attachment.

The MIME media type (and optional subtype) of the attachment. The values used are those assigned, listed and maintained by IANA (www.iana.org) [RFC2046]. See http://www.iana.org/assignments/media-types/index.html for available types.

Specifies the file name of the attachment.

Lower bound percentage of the loss that the tranche can endure.

Percentage of matched quantity to be allocated to the submitter of the response to an auction order.

Instruction related to system generated auctions, e.g. flash order auctions.

Type of auction order.

Identifies an entire suite of products for which the auction order type rule applies.

Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House.

Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money.

The threshold rate for triggering automatic exercise.

End of the time period during which price averaging occurred.

Start of the time period during which price averaging occurred.

The average pricing model used for block trades.

The average forward points. May be a negative value.

Used to express average price as percent of par (used where AvgPx field is expressed in some other way)

Calculated average price of all fills on this order.

Used by submitting firm to group trades being allocated into an average price group. The trades in average price group will be used to calculate an average price for the group.

Average pricing indicator.

Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used.

The average FX spot rate.

Indicates that the trade being reported occurred in the past and is still in effect or active.

BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process.

Price for BasisFeatureDate.

Code to represent the basis price type.

Unique Identifier for a batch of messages.

Indicates the processing mode for a batch of messages.

Total # of messages contained within batch.

Message sequence number of first message in range to be resent

Identifies beginning of new message and session protocol version by means of a session profile identifier (see FIX Session Layer for details). ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted).

Specifies currency used for benchmark curve.

Identifies class or source of the BenchmarkCurveCurrency(220) value.

Name of benchmark curve.

Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED".

Specifies the price of the benchmark.

Identifies type of BenchmarkPrice (662).

The identifier of the benchmark security, e.g. Treasury against Corporate bond.

Identifies class or source of the BenchmarkSecurityID(699) value.

BidDescriptor value. Usage depends upon BidDescriptorTyp (399).

Code to identify the type of BidDescriptor (400).

Bid F/X forward points added to spot rate. May be a negative value.

Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value.

For bid lists, unique identifier for BidResponse(35=I) as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day.

The market data entry identifier of the bid side of a quote

Bid price/rate

Marketplace assigned quote identifier for the bid side. Can be used to indicate priority.

Identifies the Bid Request message type.

Quantity of bid

Bid F/X spot rate.

Basis points relative to a benchmark curve on the bid side, such as LIBOR, or a known security, such as 10Y US Treasury bond. The benchmark security or curve name is specified in the SpreadOrBenchmarkCurveData component.

The bid FX Swap points for an FX Swap. It is the "far bid forward points - near offer forward point". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199

Code to represent the type of trade.

Code to identify the type of Bid Request.

Volatility based on bid prices.

Bid yield

Indicates if a given instrument is eligible for block trading.

Indication that a block trade will be allocated.

Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted)

Common reference passed to a post-trade booking process (e.g. industry matching utility).

Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar).

Indicates what constitutes a bookable unit.

Describes the type of broker confirmation executed between the parites. Can be used as an alterative to MasterConfirmationDesc(1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values.

A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.

The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument unless specifically overridden.

Relative identification of a business day.

Code to identify reason for a Business Message Reject message.

The value of the business-level "ID" field on the message being referenced.

Quantity bought.

Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See "Appendix 6-B FIX Fields Based Upon Other Standards". See also the Product (460) and SecurityType (167) fields. It is recommended that CFICode be used instead of SecurityType (167) for non-Fixed Income instruments.

The program under which a commercial paper offering is exempt from SEC registration identified by the paragraph number(s) within the US Securities Act of 1933 or as identified below.

The description of commercial paper registration or rule under which exempt commercial paper is offered. For example "144a", "Tax Exempt" or "REG. S".

Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx.

Specifies how the calculation will be made.

Identifies the reason for cancelation.

For CIV - A one character code identifying whether Cancellation rights/Cooling off period applies.

Used to express the ceiling price of a capped call

The expiry date of the payment card as specified on the card being used for payment.

The name of the payment card holder as specified on the card being used for payment.

The issue number of the payment card as specified on the card being used for payment. This is only applicable to certain types of card.

The number of the payment card as specified on the card being used for payment.

The start date of the card as specified on the card being used for payment.

Name of account at agent bank for distributions.

Account number at agent bank for distributions.

BIC (Bank Identification Code--Swift managed) code of agent bank for cash distributions

Name of local agent bank if for cash distributions

Specifies currency to be used for Cash Distributions see "Appendix 6-A Valid Currency Codes".

Free format Payment reference to assist with reconciliation of distributions.

Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.

Specifies the approximate order quantity desired in total monetary units vs. as tradeable units (e.g. number of shares). The broker or fund manager (for CIV orders) would be responsible for converting and calculating a tradeable unit (e.g. share) quantity (OrderQty (38)) based upon this amount to be used for the actual order and subsequent messages.

Starting consideration less repayments

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.

The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date.

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.

The number of business days used in the determination of the cash settlement payment date.

Specifies the currency the CashSettlAmount(40034) is denominated in. Uses ISO 4217 currency codes.

The adjusted cash settlement date.

The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO".

The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the Instrument component.

Specifies the day type of the relative cash settlement date offset.

Time unit multiplier for the relative cash settlement date offset.

Time unit associated with the relative cash settlement date offset.

Specifies the anchor date when the cash settlement date is relative to an anchor date.

The unadjusted cash settlement date.

Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation.

Indicates whether fixed settlement is applicable or not applicable in a recovery lock.

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.

Specifies the currency the CashSettlMinimumQuoteAmount(40030) is denominated in. Uses ISO 4217 Currency Code.

Where multiple valuation dates are specified as being applicable for cash settlement, this specifies the number of applicable valuation dates.

The default election for determining settlement price.

The source from which the settlement price is to be obtained.

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.

Specifies the currency the CashSettlQuoteAmount(40028) is denominated in. Uses ISO 4217 Currency Code.

The type of quote used to determine the cash settlement price.

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.

A named string value referenced by UnderlyingSettlTermXIDRef(41315).

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.

The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.

The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement.

The time of valuation.

Net flow of Currency 1

Three byte, simple checksum (see Volume 2: "Checksum Calculation" for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing <SOH>, as the end-of-message delimiter. Always defined as three characters. (Always unencrypted)

Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID(49) or OnBehalfOfCompID(115) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID(11) field.

Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade.

Indicates whether the trade or position being reported was cleared through a clearing organization.

Designates the account type to be used for the order when submitted to clearing.

The business date for which the trade is expected to be cleared.

Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.

Eligibility of this trade for clearing and central counterparty processing.

Specifies the party's or parties' intention to clear the trade.

When the transaction is cleared and included in a portfolio of transactions this identifies the portfolio by its unique identifier.

Constant value required for the calculation of the clearing price, e.g. for variance futures.

Specifies whether a party to a swap is using an exception to a clearing requirement. In the US, one such clearing requirement is CFTC's rule pursuant to CEA Section 2(h)(1).

Clearing settlement price.

Alternate clearing price

Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day.

Action proposed for an Underlying Instrument instance.

conveys how the collateral should be/has been applied

Collateral Assignment Identifier

Reason for Collateral Assignment

Collateral Assignment Identifier to which a transaction refers

Collateral Assignment Reject Reason

Type of collateral assignment response.

Collateral Assignment Transaction Type

Collateral Inquiry Identifier

Collateral inquiry qualifiers:

Result returned in response to Collateral Inquiry

Status of Collateral Inquiry

Collateral Request Identifier

Collateral Response Identifier

Collateral Report Identifier

Reject reason code for rejecting the collateral report.

The status of the collateral report.

Collateral Status

Market associated with the collateral amount.

Market segment associated with the collateral amount.

The type of value in CurrentCollateralAmount(1704).

Currency of the collateral; optional, defaults to the Settlement Currency if not specified.

Identifies class or source of the CollateralCurrency(1705) value.

Foreign exchange rate used to compute the CurrentCollateralAmount(1704) from the CollateralCurrency(1646) and the Currency(15).

Specifies whether or not CollateralFXRate(2090) should be multipled or divided.

Market price of the collateral, either from market sources or pre-agreed by the counterparties.

Percentage of over-collateralization particularly when CollateralAmountType(2632) = 4 (Additional collateral value)

Identifier of the collateral portfolio when reporting on a portfolio basis.

The cash amount of the specified re-investment type.

The currency denomination of the re-invested cash amount.

Identifies class or source of the CollateralReinvestmentCurrency(2843) value.

Interest rate received for collateral reinvestment.

Indicates the type of investment the cash collateral is re-invested in.

An encoded collateral request processing instruction to the receiver.

A unique identifier to link together a set or group of requests.

Ordinal number of the request within a set or group of requests.

Type of collateral on deposit being reported.

Date when the collateral is to be assessed or assigned.

Amount to be collected by the clearinghouse from the clearing firm.

Specifies currency to be used for Commission(12) if the commission currency is different from the deal currency.

Identifies class or source of the CommCurrency(479) value.

The commission rate when Commission(12) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points.

Specifies the basis or unit used to calculate the total commission based on the rate.

The commission rate unit of measure.

Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05.

The commission amount.

Commission amount to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. If specified, this amount should not exceed the amount in CommissionAmount(2640).

Further sub classification of the CommissionAmountType(2641).

Indicates what type of commission is being expressed in CommissionAmount(2640).

Specifies the basis or unit used to calculate the commission.

Specifies the currency denomination of the commission amount if different from the trade's currency.

Identifies class or source of the CommissionCurrency(2643) value.

Description of the commission.

Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788).

The commission rate when CommissionAmount(2640) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage or expressed in basis points, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points.

Indicates whether the amount in CommissionAmount(2640) is to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement.

The commission rate unit of measure.

Indicates the currency of the unit of measure. Conditionally required when CommissionUnitOfMeasure(2644) = Ccy (Amount of currency).

Identifies class or source of the CommissionUnitOfMeasureCurrency(2645) value.

Final price type of the commodity as specified by the trading venue.

When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price.

Cross reference to the ordinal observation as specified either in the ComplexEventScheduleGrp or ComplexEventPeriodDateGrp components.

The weight factor to be applied to the observation.

The business center used to determine dates and times in the schedule or date-time group.

Used to identify the calculation agent.

Specifies the condition between complex events when more than one event is specified.

The local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center.

Specifies the applicable currency when ComplexEventCreditEventValue(40999) is an amount. Uses ISO 4217 currency codes.

Specifies the day type for the complex credit events.

The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two.

The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring.

Time unit multiplier for complex credit events.

Specifies a complex event qualifier. Used to further qualify ComplexEventCreditEventType(40998).

Identifies the source of rate information used for credit events.

A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred.

When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable.

Specifies the type of credit event.

Time unit associated with complex credit events.

The credit event value appropriate to ComplexEventCreditEventType(40998).

Reference to credit event table elsewhere in the message.

Specifies the first or only reference currency of the trade.

Identifies class or source of the ComplexEventCurrencyOne(2124) value.

Specifies the second reference currency of the trade.

Identifies class or source of the ComplexEventCurrencyTwo(2125) value.

The adjusted complex event date.

The business center calendar used to adjust the complex event date, e.g. "GBLO".

The business day convention used to adjust the complex event date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.

Specifies the day type of the relative date offset.

Time unit multiplier for the relative date offset.

Time unit associated with the relative date offset.

Specifies the anchor date when the complex event date is relative to an anchor date.

The unadjusted complex event date.

Specifies the method according to which an amount or a date is determined.

Specifies the end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options

Specifies the end time of the time range on which a complex event date is effective.

Specifies the fixed FX rate alternative for FX Quantro options.

The local market fixing time.

The business center calendar used to determine the actual fixing times.

FX forward points added to spot rate. May be a negative value.

Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts.

Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts.

Specifies the fallback provisions for the hedging party in the determination of the final settlement price.

The averaging date for an Asian option.

The averaging time for an Asian option.

Specifies the period type.

Specifies the price at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484).

Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determined by the ComplexEventPriceTimeType.

Used in combination with ComplexEventPriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.

Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484).

Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType(1484).

For foreign exchange Quanto option feature.

Identifies the source of rate information.

Indicates whether the rate source specified is a primary or secondary source.

Identifies the reference page from the rate source.

Identifies the reference page heading from the rate source.

The end date of the schedule.

Time unit multiplier for the schedule date frequency.

Time unit associated with the schedule date frequency.

The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the DateAdjustment component in Instrument.

The start date of the schedule.

FX spot rate.

Specifies the start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options

Specifies the start time of the time range on which a complex event date is effective.

Strike factor for Asian option feature. Upper strike percentage for a Strike Spread.

Upper string number of options for a Strike Spread.

Upper strike price for Asian option feature. Strike percentage for a Strike Spread.

Identifies the type of complex event.

Identifier of this complex event for cross referencing elsewhere in the message.

Reference to a complex event elsewhere in the message.

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

Specifies the currency of the payout amount.

Identifies class or source of the ComplexOptPayoutCurrency(2122) value.

Trade side of payout payer.

Percentage of observed price for calculating the payout associated with the event.

Trade side of payout receiver.

Specifies when the payout is to occur.

Reference to the underlier whose payments are being passed through.

ID used to represent this transaction for compliance purposes (e.g. OATS reporting).

Free text for compliance information required for regulatory reporting.

Use to identify a netting or compression group where trades in the group were netted or compressed. This includes both terminating trades and any remnant trades that result from the operation.

Provides the reduction in price for the secondary market in Muncipals.

Message reference for Confirmation

Reference identifier to be used with ConfirmTransType (666) = Replace or Cancel

Identifies the reason for rejecting a Confirmation.

Unique identifier for a Confirmation Request message

Identifies the status of the Confirmation.

Identifies the Confirmation transaction type.

Identifies the type of Confirmation message being sent.

Specifies how a trade was confirmed.

Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes".

Type of ContAmtValue (520).

Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (519).

Unique identifier for the Contrary Intention report

Defines the type of contingency.

Identifies contra broker. Standard NASD market-maker mnemonic is preferred.

Unique indicator for a specific leg for the ContraBroker (375).

Identifies the origin of the order from the counterparty of the execution or trade.

Indicates whether a routing arrangement is in place, e.g. between two brokers. May be used together with ContraOrderOrigination(2882) to further describe the origin of an order.

Quantity traded with the ContraBroker (375).

Identifes the time of the trade with the ContraBroker (375). (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

Identifies the trader (e.g. "badge number") of the ContraBroker.

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). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc.

Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in.

Reference month if there is no applicable MaturityMonthYear(200) value for the contract or security.

Additional information related to the pricing of a commodity swaps position, specifically an indicator referring to the position type.

Specifies when the contract (i.e. MBS/TBA) will settle.

Specifies which contract definition, such as those published by ISDA, will apply for the terms of the trade. See http://www.fpml.org/coding-scheme/contractual-definitions for values.

The publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable.

Identifies the applicable contract matrix. See http://www.fpml.org/coding-scheme/matrix-type-1-0.xml for values.

Specifies the applicable key into the relevant contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the ContractualMatrixTerm(40045) is not applicable and is to be omitted.

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 InTheMoneyCondition(2681). When not specified, the eligibility is undefined or not applicable.

Used to indicate when a contrary instruction for exercise or abandonment is being submitted

Identifies the equity in which a convertible bond can be converted to.

Identifies class or source of the ConvertibleBondEquityID(1951) value.

Indicates whether or not this message is a drop copy of another message.

Identifies the type of Corporate Action.

ISO Country Code in field

ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (48) (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.

The day count convention used in interest calculations for a bond or an interest bearing security. Absence of this field for a bond or an interest bearing security transaction implies a "flat" trade, i.e. no accrued interest determined at time of the transaction.

Time unit multiplier for the frequency of the bond's coupon payment.

Time unit associated with the frequency of the bond's coupon payment.

The industry name of the day count convention not listed in CouponDayCount(1950).

Date interest is to be paid. Used in identifying Corporate Bond issues.

The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price.

Coupon type of the bond.

The best quoted price received among those not traded.

Used for derivative products, such as options

Used to specify the portion of the short contract quantity that is considered covered (e.g. used for short option position).

An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's.

The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties.

The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values.

A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties.

Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders.

Percentage of program that crosses in Currency. Represented as a percentage.

Indicates if one side or the other of a cross order should be prioritized.

Unique message identifier for a cross request as assigned by the submitter of the request.

Type of cross being submitted to a market

Indicates whether the order or quote was crossed with another order or quote having the same context, e.g. having accounts with a common ownership.

Specifies a custom extension to a message being applied at the message level. Enumerated field

Total quantity (e.g. number of shares) filled.

Identifies currency used for price or quantity fields, depending on the asset class being traded. CurrencyCodeSource(2897) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent.

Identifies class or source of the Currency(15) value.

Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then CurrencyRatio = 0.7

Currency value currently attributed to the collateral.

The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis.

Price at which the order is currently displayed to the market. Can be used on order messages, e.g. NewOrderSingle(35=D), to provide the current displayed price of a parent order when splitting it into smaller child orders.

Current working price of the order relative to the state of the order.

Indicates if the customer directed this order to a specific execution venue "Y" or not "N".

Capacity of customer placing the order.

Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.

An opaque identifier used to communicate the custodian’s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading.

Specifies the kind of priority given to customers.

Total quantity canceled for this order.

Code to identify reason for cancel rejection.

Identifies the type of request that a Cancel Reject is in response to.

Reason for execution rejection.

The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account.

The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. Additional values may be used by mutual agreement of the counterparties.

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

The average price for quantity on a GT order that has traded today.

Indicates whether or not automatic booking can occur.

Quantity on a GT order that has traded today.

For GT orders, the OrderQty (38) less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQty (424) = OrderQty - (CumQty (14) - DayCumQty (425))

Identifies role of dealer in the trade.

Default Bid Size.

Default Offer Size.

The extension pack number that is the default for a FIX session.

Specifies the service pack release being applied, by default, to message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID

The default custom application version ID that is the default for a session.

Indicates that the application version identified in the fields RefApplVerID(1130), RefApplExtID(1406), and RefCstmApplVerID(1131) is the default for the message type identified in RefMsgType(372) field.

Reason for deletion.

Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID (56) field and the ultimate receiver firm ID in this field.

Assigned value used to identify specific message recipient's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party

Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party

Date of delivery.

Identifies the form of delivery.

Specific delivery route or time charter average. Applicable to commodity freight contracts.

Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryScheduleToleranceType(41046). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).

Physical delivery quantity.

The frequency of notional delivery.

Specifies the delivery quantity unit of measure (UOM).

Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryScheduleToleranceType(41046). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).

Specifies the country where delivery takes place. Uses ISO 3166 2-character country code.

Specifies the day or group of days for delivery.

The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in DeliveryScheduleSettlTimeType(41057).

Specifies the commodity delivery flow type.

Indicates whether holidays are included in the settlement periods. Required for electricity contracts.

The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in DeliveryScheduleSettlTimeType(41057).

Specifies the format of the delivery start and end time values.

Delivery timezone specified as "prevailing" rather than "standard" or "daylight".

The sum of the total hours specified in the DeliveryScheduleSettlTimeGrp component.

Specifies the tolerance value type.

Specifies the tolerance value's unit of measure (UOM).

Specifies the type of delivery schedule.

Identifier for this instance of delivery schedule for cross referencing elsewhere in the message.

The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product.

The delivery cycles during which the oil product will be transported in the pipeline.

When this element is specified and set to 'Y', delivery of the coal product is to be at its source.

Specifies the electricity delivery contingency.

The trade side value of the party responsible for electricity delivery contingency.

The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product.

Description of the delivery point identified in DeliveryStreamDeliveryPoint(41062).

Identifies the class or source of DeliveryStreamDeliveryPoint(41062).

Specifies under what conditions the buyer and seller should be excused of their delivery obligations.

A reference to the party able to choose whether the gas is delivered for a particular period as found in a swing or interruptible contract.

The point at which the commodity will enter the delivery mechanism or pipeline.

A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation.

Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryStreamToleranceType(41074). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).

If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used.

The name of the oil delivery pipeline.

Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryStreamToleranceType(41074). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).

Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product.

Specifies the source or legal framework for the risk apportionment.

Specific delivery route or time charter average. Applicable to commodity freight swaps.

Specifies the condition of title transfer.

Specifies the title transfer location.

Indicates whether the tolerance is at the seller's or buyer's option.

Specifies the tolerance value type.

Specifies the tolerance value's unit of measure (UOM).

The negative percent tolerance which applies to the total quantity delivered over all shipment periods.

The positive percent tolerance which applies to the total quantity delivered over all shipment periods.

The transportation equipment with which the commodity product will be delivered and received.

Specifies the type of delivery stream.

The point at which the commodity product will be withdrawn prior to delivery.

Identifies type of settlement

Indicates that the party has taken a position on both a put and a call on the same underlying asset.

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

The type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values.

Used to express the ceiling price of a capped call.

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.).

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

Specifies when the contract (i.e. MBS/TBA) will settle.

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.

ISO Country code of instrument issue (e.g. the country portion typically used in ISIN).

Encoded (non-ASCII characters) representation of the DerivativeIssuer(1275) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DerivativeIssuer(1275) field.

Byte length of encoded (non-ASCII characters) DerivativeEncodedSecurityDesc (1281) field.

Encoded (non-ASCII characters) representation of the DerivativeSecurityDesc(1279) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DerivativeSecurityDesc(1279) field.

Byte length of encoded (non-ASCII characters) DerivativeEncodedSecurityDesc (1281) field.

Date of event.

Predetermined price of issue at event.

Comments related to the event.

Specific time of event. To be used in combination with DerivativeEventDate(1288).

Code to represent the type of event.

Type of exercise.

Used to express the floor price of a capped put.

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".

Specifies an option instrument's "in the money" condition in general terms.

Type of instrument attribute.

Attribute value appropriate to the DerivativeInstrAttribValue(1313) field.

Values may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, or the value ZZ to specify physical ownership of the security (e.g. stock certificate).

Method under which assignment was conducted.

Party identifier/code.

Identifies class or source of the DerivativeInstrumentPartyID (1293) value.

Identifies the type or role of the DerivativeInstrumentPartyID (1293) specified.

Used to further qualify the value of DerivativeInstrumentPartyRole(1295).

Party sub-identifier.

Type of party sub-identifier.

The date on which the security is issued.

Name of security issuer.

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

Identifies the locale or region of issue.

Date of maturity.

Month and Year of the maturity (used for standardized futures and options).

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

Minimum price increase for a given exchange-traded Instrument.

Minimum price increment amount associated with the minimum price increment.

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

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.

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

Position limit for a given exchange-traded product.

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.

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

Specifies the method for price quotation.

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

Indicates the currency of the price unit of measure.

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

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

The type of product the security is associated with.

Identifies an entire suite of products for a given market.

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

Alternate derivative security identifier value of DerivativeSecurityAltIDSource(1220) type.

Identifies class or source of the DerivativeSecurityAltID(1219) value.

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

Market used to help identify a security.

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

Security identifier value (e.g. CUSIP, SEDOL, ISIN, etc).

Identifies class or source of the DerivativeSecurityID(1217) value.

Indicates the current state of the derivative instrument.

Sub-type qualification/identification of the security type.

The type of security.

XML definition for the security.

The length of the DerivativeSecurityXML(1283) data block.

The schema used to validate the contents of DerivativeSecurityXML(1283).

Settlement method for a contract or instrument.

Indicator to determine if instrument is settle on open.

A two-character state or province abbreviation.

Currency in which the strike price is denominated.

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

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

Strike price for an option.

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

Ticker symbol. Common, human understood representation of the security.

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

Unit of time associated with the contract.

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

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

Indicates the currency of the unit of measure.

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

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

Specifies the method for price quotation.

Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a common registration, e.g. a broker's nominee or street name.

Identification of a Market Maker's desk

Codes that apply special information that the broker-dealer needs to report.

Identifies the type of Trading Desk.

Identifies the class or source of DeskType(1033) values. Conditionally required when DeskType(1033) is specified.

Upper bound percentage of the loss the tranche can endure.

Used to specify the differential price when reporting the individual leg of a spread trade. Both leg price and differential price may be provided on such a report. Note that MultiLegReportingType(442) will be set to 2 (Individual leg of a multi-leg security) in this case.

Instruction to disclose information or to use default value of the receiver.

Information subject to disclosure.

Used to calculate the present value of an amount to be paid in the future.

Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to.

Type of Discretion Limit

Describes whether discretionay price is static or floats

Type of Discretion Offset value

Amount (signed) added to the "related to" price specified via DiscretionInst (388), in the context of DiscretionOffsetType (842)

The current discretionary price of the order

If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive

The scope of the discretion

Defines the upper quantity limit to a randomized refresh of DisplayQty.

Defines the lower quantity limit to a randomized refresh of DisplayQty.

Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1"

Defines the minimum increment to be used when calculating a random refresh of DisplayQty. A user specifies this when he wants a larger increment than the standard provided by the market (e.g. the round lot size).

The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.

Instructs when to refresh DisplayQty (1138).

Identifies the payment method for a (fractional) distribution. Used for CIV.

The amount of each distribution to go to this beneficiary, expressed as a percentage

The dividend accrual fixed rate per annum expressed as a decimal.

Accrual payment date adjustment business day convention.

The adjusted accrual payment date.

The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO".

Specifies the day type of the relative accrual payment date offset.

Time unit multiplier for the relative accrual payment date offset.

Time unit associated with the relative accrual payment date offset.

Specifies the anchor date when the accrual payment date is relative to an anchor date.

The unadjusted accrual payment date.

Indicates how the gross cash dividend amount per share is determined.

When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used.

The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05".

Reference to the buyer of the cap rate option through its trade side.

Reference to the seller of the cap rate option through its trade side.

Declared cash-equivalent dividend percentage.

Declared cash dividend percentage.

Defines how the composition of dividends is to be determined.

The compounding method to be used when more than one dividend period contributes to a single payment.

Defines the contract event which the receiver of the derivative is entitled to the dividend.

The adjusted FX trigger date.

The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO".

The business day convention used for the FX trigger date adjustment.

Specifies the day type of the relative FX trigger date offset.

Time unit multiplier for the relative FX trigger date offset.

Time unit associated with the relative FX trigger date offset.

Specifies the anchor date when the FX trigger date is relative to an anchor date.

The unadjusted FX trigger date.

Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.

Specifies the rounding direction of the final rate.

The dividend accrual floating rate index.

Time unit multiplier for the dividend accrual floating rate index curve.

Time unit associated with the dividend accrual floating rate index curve period.

A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract.

The basis points spread from the index specified in DividendFloatingRateIndex(42218).

Identifies whether the rate spread is applied to a long or short position.

Specifies the yield calculation treatment for the index.

The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05".

Reference to the buyer of the floor rate option through its trade side.

Reference to the seller of the floor rate option through its trade side.

The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05".

The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).

The number of index units applicable to dividends.

The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO".

The dividend period dates business day convention.

The unadjusted date on which the dividend period will end.

The adjusted dividend period payment date.

Specifies the day type of the relative dividend period payment date offset.

Time unit multiplier for the relative dividend period payment date offset.

Time unit associated with the relative dividend period payment date offset.

Specifies the anchor date when the dividend period payment date is relative to an anchor date.

The unadjusted dividend period payment date.

Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc.

The unadjusted date on which the dividend period will begin.

Specifies the fixed strike price of the dividend period.

References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.

The adjusted dividend period valuation date.

Specifies the day type of the relative dividend period valuation date offset.

Time unit multiplier for the relative dividend period valuation date offset.

Time unit associated with the relative dividend period valuation date offset.

Specifies the anchor date when the dividend period valuation date is relative to an anchor date.

The unadjusted dividend period valuation date.

Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp.

Indicates whether the dividend will be reinvested.

References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.

The continuously-compounded annualized dividend yield of the underlying(s) of an option. Used as a parameter to theoretical option pricing models.

Used to indicate whether a delivery instruction is used for securities or cash settlement.

A sentence or phrase pertenant to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System"

Indicates whether or not the halt was due to the Related Security being halted.

Used to indicate that a ClOrdID(11) value is an intentional duplicate of a previously sent value. Allows to avoid the rejection of an order with OrdRejReason(103) = 6 (Duplicate Order).

Eg Used in EFP trades 2% (EFP - Exchange for Physical ). Represented as a percentage.

Specifies an explicit business date for associated reference data or transaction. Used when an implicit date is not sufficiently specific.

Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

Unique identifier for an email thread (new and chain of replies)

Email message type.

Encoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AdditionalTermBondDesc(40003) field.

Byte length of encoded (non-ASCII characters) EncodedAdditionalTermBondDesc(40005) field.

Encoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AdditionalTermBondIssuer(40007) field.

Byte length of encoded (non-ASCII characters) EncodedAdditionalTermBondIssuer(40009) field.

Encoded (non-ASCII characters) representation of the AllocCommissionDesc(2664) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the AllocCommissionDesc(2664) field.

Byte length of the encoded (non-ASCII characters) EncodedAllocCommissionDesc(2666) field.

Encoded (non-ASCII characters) representation of the AllocText (161) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AllocText field.

Byte length of encoded (non-ASCII characters) EncodedAllocText (361) field.

The content of the attachment in the encoding format specified in the AttachmentEncodingType(2109) field.

Byte length of encoded the EncodedAttachment(2112) field.

Encoded (non-ASCII characters) representation of the CancelText(2807) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the CancelText(2807) field.

Byte length of encoded (non-ASCII characters) EncodedCancelText(2808) field.

Encoded (non-ASCII characters) representation of the CommissionDesc(2650) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the CommissionDesc(2650) field.

Byte length of the encoded (non-ASCII characters) EncodedCommissionDesc(2652) field.

Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ComplianceText(2404) field.

Byte length of encoded (non-ASCII characters) EncodedComplianceText(2352) field.

Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DeliveryStreamCycleDesc(41082) field.

Byte length of encoded (non-ASCII characters) EncodedDeliveryStreamCycleDesc(41084) field.

Encoded (non-ASCII characters) representation of the DocumentationText(1513) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DocumentationText(1513) field.

Byte length of encoded (non-ASCII characters) EncodedDocumentationText(1527) field.

Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the EventText(868) field.

Byte length of encoded (non-ASCII characters) EncodedEventText(868) fied.

Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ExerciseDesc(41106) field.

Byte length of encoded (non-ASCII characters) EncodedExerciseDesc(41102) field.

Encoded (non-ASCII characters) representation of the FinancialInstrumentFullName(2714) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the FinancialInstrumentFullName(2714) field.

Byte length of encoded (non-ASCII characters) EncodedFinancialInstrumentFullName(2716) field.

Encoded (non-ASCII characters) representation of the FirmAllocText(1732) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) represention should also be specified in FirmAllocText(1732) field.

Byte length of encoded (non-ASCII characters) EncodedFirmAllocText(1734) field.

Encoded (non-ASCII characters) representation of the Headline (148) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Headline field.

Byte length of encoded (non-ASCII characters) EncodedHeadline (359) field.

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Issuer field.

Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field.

Encoded (non-ASCII characters) representation of the LegAdditionalTermBondDesc(41319) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegAdditionalTermBondDesc(41319) field.

Byte length of encoded (non-ASCII characters) EncodedLegAdditionalTermBondDesc(41321) field.

Encoded (non-ASCII characters) representation of the LegAdditionalTermBondIssuer(41323) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegAdditionalTermBondIssuer(41323) field.

Byte length of encoded (non-ASCII characters) EncodedLegAdditionalTermBondIssuer(41325) field.

Encoded (non-ASCII characters) representation of the LegDeliveryStreamCycleDesc(41457) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegLeg DeliveryStream(41457) field.

Byte length of encoded (non-ASCII characters) EncodedLegDeliveryStreamCycleDesc(41459) field.

Encoded (non-ASCII characters) representation of the LegDocumentationText(2505) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the LegDocumentationText(2505) field.

Byte length of encoded (non-ASCII characters) EncodedLegDocumentationText(2493) field.

Encoded (non-ASCII characters) representation of the LegEventText(2066) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegEventText(2066) field.

Byte length of encoded (non-ASCII characters) EncodedLegEventText(2075) field.

Encoded (non-ASCII characters) representation of the LegExerciseDesc(41481) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegExerciseDesc(41481) field.

Byte length of encoded (non-ASCII characters) EncodedLegExerciseDesc(41483) field.

Encoded (non-ASCII characters) representation of the LegFinancialInstrumentFullName(2717) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the LegFinancialInstrumentFullName(2717) field.

Byte length of encoded (non-ASCII characters) individual multileg instrument's EncodedLegFinancialInstrumentFullName(2719).

Multileg instrument's individual security's EncodedIssuer.

Multileg instrument's individual security's EncodedIssuerLen.

Encoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field.

Byte length of encoded (non-ASCII characters) EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc (41477) field.

Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegOptionExpirationDesc(2178).

Byte length of encoded (non-ASCII characters) EncodedLegOptionExpirationDesc(2180) field.

Encoded (non-ASCII characters) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegProvisionText(40472) field.

Byte length of encoded (non-ASCII characters) EncodedLegProvisionText(40472) field.

Multileg instrument's individual security's EncodedSecurityDesc.

Multileg instrument's individual security's EncodedSecurityDescLen.

Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegStreamCommodityDesc(41652) field.

Byte length of encoded (non-ASCII characters) EncodedLegStreamCommodityDesc(41654) field.

Encoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegStreamText(40248) field.

Byte length of encoded (non-ASCII characters) EncodedLegStreamText(40979) field.

Encoded (non-ASCII characters) representation of the ListExecInst (69) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListExecInst field.

Byte length of encoded (non-ASCII characters) EncodedListExecInst (353) field.

Encoded (non-ASCII characters) representation of the ListStatusText (444) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListStatusText field.

Byte length of encoded (non-ASCII characters) EncodedListStatusText (446) field.

Encoded (non-ASCII characters) representation of the MDEntryStatusText(3107) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the MDEntryStatusText(3107) field. Data length controlled by field EncodedMDEntryStatusTextLen(3108).

Byte length of encoded (non-ASCII characters) EncodedMDEntryStatusText(3109) field.

Encoded (non-ASCII characters) representation of the MDStatisticDesc(2455) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MDStatisticDesc(2455) field.

Byte length of encoded (non-ASCII characters) EncodedMDStatisticDesc(2482) field.

Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field.

Byte length of encoded (non-ASCII characters) EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field.

Encoded (non-ASCII characters) representation of the MatchExceptionText(2780) field in the encoded format specified via the MessageEncoding(347) field.

Byte length of encoded (non-ASCII characters) EncodedMatchExceptionText(2798) field.

Encoded (non-ASCII characters) representation of the MiscFeeSubTypeDesc(2636) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MiscFeeSubTypeDesc(2636) field.

Byte length of encoded (non-ASCII characters) EncodedMiscFeeSubTypeDesc(2638) field.

Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the MarketSegmDesc field.

Byte length of encoded (non-ASCII characters) EncodedMktSegmDesc(1324) field.

Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the OptionExpirationDesc(1581).

Byte length of encoded (non-ASCII characters) EncodedOptionExpirationDesc(1697) field.

Encoded (non-ASCII characters) representation of the PaymentText(40229) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the PaymentText(40229) field.

Byte length of encoded (non-ASCII characters) EncodedPaymentText(40985) field.

Encoded (non-ASCII characters) representation of the PostTradePaymentDesc(2820) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the PostTradePaymentDesc(2820) field.

Byte length of encoded (non-ASCII characters) EncodedPostTradePaymentDesc(2814) field.

Encoded (non-ASCII characters) representation of the ProvisionText(40113) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ProvisionText(40113) field.

Byte length of encoded (non-ASCII characters) EncodedProvisionText(40987) field.

Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the RejectText(1328) field.

Byte length of encoded (non-ASCII characters) EncodedRejectText(1665) field.

Encoded (non-ASCII characters) representation of the ReplaceText(2805) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the ReplaceText(2805) field.

Byte length of encoded (non-ASCII characters) EncodedReplaceText(2801) field.

Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field.

Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (351) field.

Encoded (non-ASCII characters) representation of the SecurityListDesc(1467) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the SecurityListDesc(1467) field.

Byte length of encoded (non-ASCII characters) EncodedSecurityListDesc(1469) field.

Encoded (non-ASCII characters) representation of the SettlStatusReasonText(2970) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the SettlStatusReasonText(2970) field.

Byte length of encoded (non-ASCII characters) EncodedSettlStatusReasonText(2972) field.

Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the StreamCommodityDesc(41255) field.

Byte length of encoded (non-ASCII characters) EncodedStreamCommodityDesc(41257) field.

Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the StreamText(40056) field.

Byte length of encoded (non-ASCII characters) EncodedStreamText(40983) field.

Encoded (non-ASCII characters) representation of the Subject (147) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Subject field.

Byte length of encoded (non-ASCII characters) EncodedSubject (357) field.

Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text(58) field.

Byte length of encoded (non-ASCII characters) EncodedText (355) field.

Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the TradeContinuationText(2374) field.

Byte length of encoded (non-ASCII characters) EncodedTradeContinuationText(2371) field.

Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondDesc(41709) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingAdditionalTermBondDesc(41709) field.

Byte length of encoded (non-ASCII characters) EncodedUnderlyingAdditionalTermBondDesc(41711) field.

Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondIssuer(42017) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingAdditionalTermBondIssuer(42017) field.

Byte length of encoded (non-ASCII characters) EncodedUnderlyingAdditionalTermBondIssuer(42026) field.

Encoded (non-ASCII characters) representation of the UnderlyingDeliveryStreamCycleDesc(41805) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingDeliveryStreamCycleDesc(41805) field.

Byte length of encoded (non-ASCII characters) EncodedUnderlyingDeliveryStreamCycleDesc(41807) field.

Encoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingEventText(2071) field.

Byte length of encoded (non-ASCII characters) EncodedUnderlyingEventText(2073) field.

Encoded (non-ASCII characters) representation of the UnderlyingExerciseDesc(41810) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingExerciseDesc(41810) field.

Byte length of encoded (non-ASCII characters) EncodedUnderlyingExerciseDesc(41812) field.

Encoded (non-ASCII characters) representation of the UnderlyingFinancialInstrumentFullName(2720) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingFinancialInstrumentFullName(2720) field.

Byte length of encoded (non-ASCII characters) underlying instrument's EncodedUnderlyingFinancialInstrumentFullName(2722).

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

Byte length of encoded (non-ASCII characters) EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field.

Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872).

Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingOptionExpirationDesc(2286).

Byte length of encoded (non-ASCII characters) EncodedUnderlyingOptionExpirationDesc(2288) field.

Encoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingProvisionText(42170) field.

Byte length of encoded (non-ASCII characters) EncodedUnderlyingProvisionText(42712) field.

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

Encoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc(41968) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingStreamCommodityDesc(41968) field.

Byte length of encoded (non-ASCII characters) EncodedUnderlyingStreamCommodityDesc(41970) field.

Encoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingStreamText(40547) field.

Byte length of encoded (non-ASCII characters) EncodedUnderlyingStreamText(40989) field.

Encoded (non-ASCII characters) representation of the WarningText(2520) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the WarningText(2520) field.

Byte length of encoded (non-ASCII characters) EncodedWarningtText(2521) field.

Method of encryption.

Encrypted new password - encrypted via the method specified in the field EncryptedPasswordMethod(1400)

Length of the EncryptedNewPassword(1404) field

Encrypted password - encrypted via the method specified in the field EncryptedPasswordMethod(1400)

Length of the EncryptedPassword(1402) field

Enumeration defining the encryption method used to encrypt password fields.

Accrued Interest Amount applicable to a financing transaction on the End Date.

Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.

End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral

Ending maturity month year for an option class

Upper boundary for price range.

Message sequence number of last message in range to be resent. If request is for a single message BeginSeqNo (7) = EndSeqNo. If request is for all messages subsequent to a particular message, EndSeqNo = "0" (representing infinity).

Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying

Ending price range for the specified tick increment

Currency for EntitlementAttribValue(1780). Can be used if these fields represent a price, price offset, or amount.

Identifies class or source of the EntitlementAttribCurrency(1781) value.

Datatype of the entitlement attribute.

Name of the entitlement attribute type. A code list of allowed values will be maintained on the FIX Protocol website.

Value of the entitlement attribute.

Indicates the ending date of the entitlement.

Unique identifier for a specific NoEntitlements(1773) repeating group instance.

Used to indicate if a party is entitled to an entitlement type specified in the EntitlementType(1775) field.

The area to which the entitlement is applicable. This can be a trading platform or an offering.

Reference to an EntitlementID(1776). Used for modification or deletion of an entitlement.

Identifier for the PartyEntitlementsReport(35=CV).

Unique identifier for PartyEntitlementsRequest(35=CU).

Result of risk limit definition request.

Status of party entitlements definition request.

Result of entitlement definition for one party.

Indicates the starting date of the entitlement.

Status of entitlement definition for one party.

Subtype of an entitlement specified in EntitlementType(1775).

Type of entitlement.

Date of event

Indicates the type of entity who initiated an event, e.g. modification or cancellation of an order or quote.

Used with derivatives when an event is express as a month-year with optional day or month or week of month.

Predetermined price of issue at event, if applicable

Comments related to the event.

Specific time of event. To be used in combination with EventDate [866]

Time unit multiplier for the event.

Time unit associated with the event.

Code to represent the type of event

The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity).

Execution destination as defined by institution when order is entered.

The ID source of ExDestination

Identifies the type of execution destination for the order.

Indicates whether or not to exchange for phsyical.

For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'.

Used to report any exchange rules that apply to this trade.

Free format text string related to exchange.

The status of this execution acknowledgement message.

Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (150)=I (Order Status)).

Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

Indicates execution instructions that are valid for the specified market segment

Specifies how the transaction was executed, e.g. via an automated execution platform or other method.

For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType (484)

For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point.

Reference identifier used with Trade, Trade Cancel and Trade Correct execution types.

The reason for restatement when an ExecutionReport(35=8) or TradeCaptureReport(35=AE) message is sent with ExecType(150) = D (Restated) or used when communicating an unsolicited cancel.

Describes the specific ExecutionRpt (e.g. Pending Cancel) while OrdStatus(39) will always identify the current order status (e.g. Partially Filled).

The initiating event when an ExecutionReport(35=8) is sent.

For CIV - a date and time stamp to indicate the fund valuation point with respect to which a order was priced by the fund manager.

Time of the individual execution.

Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.

A description of the option exercise.

Exercise Method used to in performing assignment.

Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations.

Type of exercise of a derivatives security

Expiration Quantity associated with the Expiration Type

Part of trading cycle when an instrument expires. Field is applicable for derivatives.

Expiration Quantity type

Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market's business practices

Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

This is the time in seconds of a "Good for Time" (GFT) TimeInForce.

Time unit in which the ExposureDuration(1629) is expressed.

Indicates how the extraordinary gross cash dividend per share is determined.

The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes.

Specifies the method in which the excess amount is determined.

Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels.

Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.

Identifies the type of extraordinary or disruptive event applicable to the reference entity.

The extraordinary or disruptive event value appropriate to ExtraordinaryEventType(42297).

Provides the name of the infrastructure component being used for session level communication. Normally this would be the FIX Engine or FIX Gateway product name.

Provides the name of the vendor providing the infrastructure component.

Provides the version of the infrastructure component.

The source of where to obtain the FX benchmark rate to use for fixing the rate.

A business center whose calendar is used for date/time adjustment. See https://www.fpml.org/coding-scheme/business-center to download the current (ISDA/FpML) standard 4-character code values for business center identification.

The local date of the FX rate fixing. The time applicable on the fixing date is specified in FXBenchmarkTime(3075).

Specifies the foreign exchange benchmark rate fixing to be used in valuing the transaction. For example "London 4 p.m." or "Tokyo 3 p.m."

The local time of the FX rate fixing. The date applicable for the fixing time is specified in FXBenchmarkDate(3074).

For Fixed Income: Amorization 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 . In TIPS securities this is the Inflation index.

Used in EFP trades

Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001).

Indicates if the instrument is in "fast market" state.

The percentage factor to be applied to trading rule parameters (e.g. price ranges, size ranges, etc.) when fast market conditions are applicable.

This is a multiplier that Clearing (Fee system) will use to calculate fees and will be sent to the firms on their confirms.

Refer to ExecID(17). Used when multiple partial fills are reported in single Execution Report. ExecID and FillExecID should not overlap,

Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled

Identifier assigned by a matching system to a match event containing multiple executions.

Identifier assigned by a matching system to a price level (e.g. match step, clip) within a match event containing multiple executions.

Price of Fill. Refer to LastPx(31).

Quantity of Fill. Refer to LastQty(32).

A reference to either the value of the FillExecID(1363) or an implicit position of a fills instance in the FillsGrp component.

Yield Percentage, using same values as Yield (236)

Yield Type, using same values as YieldType (235)

The full normative name of the financial instrument.

Short name of the financial instrument. Uses ISO 18774 (FINS) values.

Identifies a firm's or a security's financial status

The publication date of the applicable version of the contractual supplement.

Identifies the applicable contractual supplement. See http://www.fpml.org/coding-scheme/contractual-supplement for values.

Firm reference information, usually internal information, that is part of the initial message. The information would not be carried forward (e.g to Take-up Firm) and preserved with the transaction.

Firm assigned group allocation entity identifier.

Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier).

An identifier created by the trading party for the life cycle event associated with this report.

The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary

The unique transaction entity identifier assigned by the firm.

Indicates the first trade price of the day/session

Identifies an entire suite of products which are eligible for the creation of flexible securities.

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

Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative CFICode(461) Standard/Non-standard attribute.

Time unit multiplier for the floating rate index identified in FloatingRateIndexID(2731).

Spread from the floating rate index.

Time unit associated with the floating rate index identified in FloatingRateIndexID(2731).

Security identifier of the floating rate index.

Source for the floating rate index identified in FloatingRateIndexID(2731).

Used to express the floor price of a capped put

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

Indicates request for forex accommodation trade to be executed along with security transaction.

A one character code identifying whether the Fund based renewal commission is to be waived.

Specifies the funding source used to finance margin or collateralized loan.

Currency denomination of the market value of the funding source.

Identifies class or source of the FundingSourceCurrency(2847) value.

Market value of the funding source.

Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate.

The rate of change of Delta over time.

Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent.

Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values.

Total amount traded expressed in units of currency - usually quantity * price. For FX Futures this is used to express the notional value of a fill when quantity fields are expressed in terms of contract size (i.e. quantity * price * contract size).

Indicates the total notional units or amount of an allocation group. Includes any allocated units or amount.

Indicates the remaining notional units or amount of an allocation group that has not yet been allocated.

Indicates, if "Y", that a stated valuation includes a haircut, e.g. that the stated value reflects the subtraction of the haircut. Note that a value of "N" does not imply a haircut is not applicable, only that the haircut (if any) is not reflected in the stated valuation.

Denotes the reason for the Opening Delay or Trading Halt.

Instructions for order handling on Broker trading floor

The headline of a News message

Heartbeat interval (seconds)

Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected

Represents an indication of the high end of the price range for a security prior to the open or reopen

Indicates that the trade or event being reported occurred in the past and the trade is terminated or no longer active.

Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party.

Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party.

Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party.

Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs. Used as the primary key with which to refer to the Cross Order for cancellation and replace. The HostCrossID will also be used to link together components of the Cross Order. For example, each individual Execution Report associated with the order will carry HostCrossID in order to tie back to the original cross order.

Unique identifier of IOI message.

Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity.

Relative quality of indication

Quantity (e.g. number of shares) in numeric form or relative size.

Code to qualify IOI use. (see Volume : "Glossary" for value definitions)

Reference identifier used with CANCEL and REPLACE, transaction types.

Identifies IOI message transaction type

Used to specify whether the principal is paying or receiving the fixed rate in an interest rate swap.

Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives.

Specifies an option instrument's "in the money" condition.

Indicates whether or not the halt was due to Common Stock trading being halted.

Code to represent whether value is net (inclusive of tax) or gross.

The date of a credit default swap index series annex.

The source of a credit default swap series annex.

The version of a credit default swap index annex.

Month identified in the index roll.

The series identifier of a credit default swap index.

Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).

Identified reason for rejecting an individual AllocAccount (79) detail.

Type of trade attribute defining a subgroup in an allocation group.

Value of the trade attribute defining a subgroup in an allocation group.

Identifies whether the allocation is to be sub-allocated or allocated to a third party

The identifier of the information barrier in place for a trading unit that will meet the criteria of the "no-knowledge" exception in FINRA Rule 5320.02.

Used to convey the initially requested display quantity specified in DisplayQty(1138) on order entry and modification messages in ExecutionReport message. Applicable only in ExecutionReport message where DisplayQty(1138) is the currently displayed quantity and the requested display quantity of the order also needs to be conveyed. The values of the two fields are different as soon as the order is partially filled and also after a refresh of the order whenever DisplayMethod(1084) is not 1=Initial.

Originating source of the request.

Code to represent the type of instrument attribute

Attribute value appropriate to the InstrAttribType (871) field.

Values may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, or the value "ZZ" to specify physical ownership of the security (e.g. stock certificate).

Method under which assignment was conducted

PartyID value within an instrument party repeating group. Same values as PartyID (448)

PartyIDSource value within an instrument partyrepeating group.

PartyRole value within an instrument partyepeating group.

Used to further qualify the value of InstrumentPartyRole(1051).

PartySubID value within an instrument party repeating group.

Type of InstrumentPartySubID (1053) value.

Specifies the number of decimal places for instrument prices.

Specifies the rounding direction if not overridden elsewhere.

Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.

Used to limit instrument scope to specified CFICode.

Used to limit instrument scope to specified coupon rate.

Encoded (non-ASCII characters) representation of the InstrumentScopeSecurityDesc(1556) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the InstrumentScopeSecurityDesc(1556) field.

Byte length of encoded (non-ASCII characters) InstrumentScopeEncodedSecurityDesc (1621) field

Used to limit instrument scope to securities that can be defined using flexible terms or not.

Used to limit instrument scope to specified maturity month and year.

Used to limit instrument scope to specified maturity time.

Operator to perform on the instrument(s) specified

Used to limit instrument scope to specified instrument product category.

Used to limit instrument scope to specified product complex.

Used to limit instrument scope to puts or calls.

Used to limit instrument scope to specified restructuring type.

Used to limit instrument scope to specified security alternate identifier.

Used to limit instrument scope to specified security alternate identifier source.

Used to limit instrument scope to specified security description.

Used to limit instrument scope to specified security exchange.

Used to limit instrument scope to specified security group.

Used to limit instrument scope to specified security identifier.

Used to limit instrument scope to specified security identifier source.

Used to limit instrument scope to specified security sub-type.

Used to limit instrument scope to specified security type.

Used to limit instrument scope to specified seniority type.

Used to limit instrument scope to specified settlement type.

Used to limit instrument scope to specified symbol.

Used to limit instrument scope to specified symbol suffix.

Uniquely identifies the product of a security using ISO 4914 as filter criteria. See UPICode(2891) for further detail.

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

Amount of interest (i.e. lump-sum) at maturity.

Identifies the swap trade as an "international" transaction.

Indicates whether the trade or position was entered into as an intra-group transaction, i.e. between two units of the same parent entity having majority ownership interest in both counterparties.

The ISO 3166 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes.

The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to accrue ("Interest Accrual Date")

Name of security issuer (e.g. International Business Machines, GNMA).

The national language in which the news item is provided.

Identifies the algorithm a broker has opted to use when executing an order.

Broker capacity in order execution

F/X forward points added to LastSpotRate(194). May be a negative value. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199.

F/X forward points of the future part of a F/X swap order added to LastSpotRate(194). May be a negative value.

Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List

The amount that has been drawn down against the counterparty for a given trade. The type of limit is specified in LimitAmtType(1631).

Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity.

Market of execution for last fill, or an indication of the market where an order was routed

The last MsgSeqNum (34) value received by the FIX engine and processed by downstream application, such as trading engine or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

Expresses the quantity bought or sold when LastQty(32) is expressed in number of contracts. Used in addition to LastQty(32). It is the product of LastQty(32) and ContractMultiplier(231).

Identifier of the previous Network Response message sent to a counterparty, used to allow incremental updates.

Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other type.

Price of this (last) fill.

Quantity (e.g. shares) bought/sold on this (last) fill.

The positive or negative change in quantity when this report is a trade correction or continuation.

When LastQty is an estimated value, e.g. for a Repo “circled” trade, LastQtyVariance specifies the absolute amount that the size may vary up or down when finalized. Omitted when LastQty(32) is already final.

Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD).

F/X spot rate.

For FX Swap, this is used to express the last market event for the differential between the far leg's bid/offer and the near leg's bid/offer in a fill or partial fill. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199

Timestamp of last update to data item (or creation if no updates made since creation).

Price used to determine upfront payment for swaps contracts reported for a deal (trade).

Indicates if the contrary intention was received after the exchange imposed cutoff time

Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) - CumQty (14).

Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.

Indicates whether additional dividends are applicable.

Time unit multiplier for the frequency of the bond's coupon payment.

Time unit associated with the frequency of the bond's coupon payment.

Coupon rate of the bond. See also CouponRate(223).

Specifies the coupon type of the bond.

Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes.

Total issued amount of the bond.

The day count convention used in interest calculations for a bond or an interest bearing security.

Description of the bond.

Issuer of the bond.

The maturity date of the bond.

The par value of the bond.

Security identifier of the bond.

Identifies the source scheme of the LegAdditionalTermBondSecurityID(41317) value.

Specifies the bond's payment priority in the event of a default.

Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used.

Indicates whether the discrepancy clause is applicable.

Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency.

Identifies class or source of the LegAgreementCurrency(2495) value.

A reference to the date the underlying agreement specified by LegAgreementID(2498) and LegAgreementDesc(2497) was executed.

The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. See http://www.fpml.org/coding-scheme/master-agreement-type for derivative values.

A common reference to the applicable standing agreement between the counterparties to a financing transaction.

The version of the master agreement.

Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer.

Allocation Account for the leg

Identifies the source of the LegAllocAccount(671).

The AllocID(70) of an individual leg of a multileg order.

Leg allocation quantity.

Identifies settlement currency for the leg level allocation.

Identifies class or source of the LegAllocSettlCurrency(1367) value.

Limit or lower acceptable value of the attribute.

Specifies the name of the attribute.

Specifies the value of the attribute.

The broad asset category for assessing risk exposure.

Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.).

The general subcategory description of the asset class.

Used to provide a more specific description of the asset specified in LegAssetType(2069).

Used to provide more specific description of the asset specified in LegAssetSubClass(2068).

Lower bound percentage of the loss that the tranche can endure.

Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money.

The threshold rate for triggering automatic exercise.

LegBenchmarkPrice (679) currency

Identifies class or source of the LegBenchmarkCurveCurrency(676) value.

Name of the Leg Benchmark Curve.

Identifies the point on the Leg Benchmark Curve.

Used to identify the price of the benchmark security.

The price type of the LegBenchmarkPrice(679).

The bid FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199

Bid price of this leg.

Describes the type of broker confirmation executed between the parties. Can be used as an alternative to MasterConfirmationDesc(1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values.

A business center whose calendar is used for date adjustment, e.g. "GBLO".

The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden.

Multileg instrument's individual security's CFICode.

The program under which a commercial paper is issued.

The registration type of a commercial paper issuance.

Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx.

Used to express the ceiling price of a capped call.

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 purposes of cash settlement.

Indicates whether accrued interest is included or not in the value provided in LegCashSettlAmount(41357).

The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date.

Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO".

The number of business days used in the determination of the cash settlement payment date.

Specifies the currency the LegCashSettlAmount(41357) is denominated in. Uses ISO 4217 currency codes.

The adjusted cash settlement date.

The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO".

The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the InstrumentLeg component.

Specifies the day type of the relative cash settlement date offset.

Time unit multiplier for the relative cash settlement date offset.

Time unit associated with the relative cash settlement date offset.

Specifies the anchor date when the cash settlement date is relative to an anchor date.

The unadjusted cash settlement date.

Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation.

Indicates whether fixed settlement is applicable or not applicable in a recovery lock.

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.

Specifies the currency the LegCashSettlQuoteMinimumAmount(41354) is denominated in. Uses ISO 4217 Currency Code.

Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies the number of applicable valuation dates.

The default election for determining settlement price.

The source from which the settlement price is to be obtained.

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.

Specifies the currency the LegCashSettlQuoteAmount(41352) is denominated in. Uses ISO 4217 Currency Code.

The type of quote used to determine the cash settlement price.

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 - LegCashSettlRecoveryFactor(41358)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount.

A named string value referenced by UnderlyingSettlTermXIDRef(41315).

The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.

The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement.

Time of valuation.

Designates the capacity in which the order will be submitted to clearing.

When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price.

Identifies the reference page heading from the rate source.

Cross reference to the ordinal observation as specified either in the LegComplexEventScheduleGrp or LegComplexEventPeriodDateGrp components.

The weight factor to be applied to the observation.

The business center for adjusting dates and times in the schedule or date-time group.

Used to identify the calculation agent.

Specifies the condition between complex events when more than one event is specified.

Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center.

Specifies the applicable currency when LegComplexEventCreditEventCurrency(41368) is an amount. Uses ISO 4217 currency codes.

Specifies the day type for the complex credit events.

The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two.

The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring.

Time unit multiplier for complex credit events.

Specifies a complex event qualifier. Used to further qualify LegComplexEventCreditEventType(41367).

Identifies the source of rate information used for credit events.

A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred.

When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable.

Specifies the type of credit event.

Time unit associated with complex credit events.

The credit event value appropriate to LegComplexEventCreditEventType(41367).

Reference to credit event table elsewhere in the message.

Specifies the first or only reference currency of the trade.

Identifies class or source of the LegComplexEventCurrencyOne(2233) value.

Specifies the second reference currency of the trade.

Identifies class or source of the LegComplexEventCurrencyTwo(2234) value.

The adjusted complex event date.

The business center calendar used to adjust the event date, e.g. "GBLO".

The business day convention used to adjust the event date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.

Specifies the day type of the relative date offset.

Time unit multiplier for the relative date offset.

Time unit associated with the relative date offset.

Specifies the anchor date when the complex event date is relative to an anchor date.

The unadjusted complex event date.

Specifies the method according to which an amount or a date is determined.

The end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options.

The end time of the time range on which a complex event date is effective.

Specifies the fixed FX rate alternative for FX Quantro options.

The local market fixing time.

The business center for determining the actual fixing times.

FX forward points added to spot rate. May be a negative value.

Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts.

Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts.

Specifies the fallback provisions for the hedging party in the determination of the final settlement price

Averaging date for an Asian option.

Averaging time for an Asian option.

Specifies the period type.

Specifies the price at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219).

Specifies the boundary condition to be used for the event price relative to the complex event price at the point the complex event outcome takes effect as determined by the LegComplexEventPriceTimeType(2231).

Used in combination with LegComplexEventPriceBoundaryMethod(2229) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.

Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219).

Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the LegComplexEventType(2219).

For foreign exchange Quanto option feature.

Identifies the source of rate information.

Indicates whether the rate source specified is a primary or secondary source.

Identifies the reference page from the rate source.

The end date of the schedule.

Time unit multiplier for the schedule date frequency.

Time unit associated with the schedule date frequency.

The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the LegDateAdjustment component in InstrumentLeg.

The start date of the schedule.

FX spot rate.

The start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options.

The start time of the time range on which a complex event date is effective.

Strike factor for Asian option feature. Upper strike percentage for a Strike Spread.

Upper string number of options for a Strike Spread.

Upper strike price for Asian option feature. Strike percentage for a Strike Spread.

Identifies the type of complex event.

Identifier of this complex event for cross referencing elsewhere in the message.

Reference to a complex event elsewhere in the message.

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

Specifies the currency of the payout amount.

Identifies class or source of the LegComplexOptPayoutCurrency(2226) value.

Trade side of payout payer.

Percentage of observed price for calculating the payout associated with the event.

Trade side of payout receiver.

Specifies when the payout is to occur.

Reference to the underlier whose payments are being passed through.

Multileg instrument's individual security's ContractMultiplier.

Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit LegContractMultiplier(614) is expressed in.

Reference month if there is no applicable LegMaturityMonthYear(610) value for the contract or security.

Specifies when the contract (i.e. MBS/TBA) will settle.

Specifies which contract definition, such as those published by ISDA, will apply for the terms of the trade. See http://www.fpml.org/coding-scheme/contractual-definitions for values.

Specifies the publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable.

Identifies the applicable contract matrix. See http://www.fpml.org/coding-scheme/matrix-type-1-0.xml for values.

Specifies the applicable key into the relevant contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the LegContractualMatrixTerm(42206) is not applicable and is to be omitted. See http://www.fpml.org/coding-scheme/credit-matrix-transaction-type for values.

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 LegInTheMoneyCondition(2682). When not specified, the eligibility is undefined or not applicable.

Identifies the equity in which a convertible bond can be converted to.

Identifies class or source of the LegConvertibleBondEquitySecurityID(2166) value.

Multileg instrument's individual leg security's CountryOfIssue.

The day count convention used in interest calculations for a bond or an interest bearing security.

Time unit multiplier for the frequency of the bond's coupon payment.

Time unit associated with the frequency of the bond's coupon payment.

The industry name of the day count convention not listed in LegCouponDayCount(2165).

Multileg instrument's individual leg security's CouponPaymentDate.

Multileg instrument's individual security's CouponRate.

Specifies the coupon type of the bond.

CoveredOrUncovered for leg of a multileg

Multileg instrument's individual leg security's CreditRating.

The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties.

The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values.

A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties.

Currency associated with a particular Leg's quantity

Identifies class or source of the LegCurrency(556) value.

Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then LegCurrencyRatio = 0.7

The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis.

An opaque identifier used to communicate the custodian’s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading.

The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden.

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

Specific delivery route or time charter average. Applicable to commodity freight contracts.

Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryScheduleToleranceType(41417). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).

Physical delivery quantity.

The frequency of notional delivery.

Specifies the delivery quantity unit of measure (UOM).

Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryScheduleToleranceType(41417). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).

Specifies the country where delivery takes place. Uses ISO 3166 2-character country code.

Specifies the day or group of days for delivery.

The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in LegDeliveryScheduleSettlTimeType(41428).

Specifies the delivery flow type.

Indicates whether holidays are included in the settlement periods. Required for electricity contracts.

The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in LegDeliveryScheduleSettlTimeType(41428).

Specifies the format of the delivery start and end time values.

Delivery timezone specified as "prevailing" rather than "standard" or "daylight".

The sum of the total hours specified in the LegDeliveryScheduleSettlTimeGrp component.

Specifies the tolerance value type.

Specifies the tolerance value's unit of measure (UOM).

Specifies the type of delivery schedule.

Identifier for this instance of delivery schedule for cross referencing elsewhere in the message.

The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product.

The delivery cycles during which the oil product will be transported in the pipeline.

When this element is specified and set to 'Y', delivery of the coal product is to be at its source.

Specifies the electricity delivery contingency. See

The trade side value of the party responsible for electricity delivery contingency.

The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product.

Description of the delivery point identified in LegDeliveryStreamDeliveryPoint(41433).

Identifies the class or source of LegDeliveryStreamDeliveryPoint(41433).

Specifies under what conditions the buyer and seller should be excused of their delivery obligations.

A reference to the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract.

The point at which the commodity will enter the delivery mechanism or pipeline.

A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation.

Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryStreamToleranceType(41445). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).

If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used.

The name of the oil delivery pipeline.

Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryStreamToleranceType(41445). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).

Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product.

Specifies the source or legal framework for the risk apportionment.

Specific delivery route or time charter average. Applicable to commodity freight swaps.

Specifies the condition of title transfer.

Specifies the title transfer location.

Indicates whether the tolerance is at the seller's or buyer's option.

Specifies the tolerance value type.

Specifies the tolerance value's unit of measure (UOM).

The negative percent tolerance which applies to the total quantity delivered over all shipment periods.

The positive percent tolerance which applies to the total quantity delivered over all shipment periods.

The transportation equipment with which the commodity product will be delivered and received.

Specifies the type of delivery stream.

The point at which the commodity product will be withdrawn prior to delivery.

Identifies type of settlement.

Upper bound percentage of the loss the tranche can endure.

Used in pricing a group of individual Trade at Settlement (TAS) and Trade At Marker (TAM) contracts as an atomic unit. The value is the negotiated currency offset either at settlement (TAS) or at the time specified in the product definition (TAM). The final contract price is reported in LegLastPx(637).

The dividend accrual fixed rate per annum expressed as a decimal.

The adjusted accrual payment date.

The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO".

Accrual payment date adjustment business day convention.

Specifies the day type of the relative accrual payment date offset.

Time unit multiplier for the relative accrual payment date offset.

Time unit associated with the relative accrual payment date offset.

Specifies the anchor date when the accrual payment date is relative to an anchor date.

The unadjusted accrual payment date.

Indicates how the gross cash dividend amount per share is determined.

When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used.

The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05".

Reference to the buyer of the cap rate option through its trade side.

Reference to the seller of the cap rate option through its trade side.

Declared cash-equivalent dividend percentage.

Declared cash dividend percentage.

Defines how the composition of dividends is to be determined.

The compounding method to be used when more than one dividend period contributes to a single payment.

Defines the contract event which the receiver of the derivative is entitled to the dividend.

The adjusted FX trigger date.

The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO".

The business day convention used for the FX trigger date adjustment.

Specifies the day type of the relative FX trigger date offset.

Time unit multiplier for the relative FX trigger date offset.

Time unit associated with the relative FX trigger date offset.

Specifies the anchor date when the FX trigger date is relative to an anchor date.

The unadjusted FX trigger date.

Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.

Specifies the rounding direction of the final rate.

The dividend accrual floating rate index.

Time unit multiplier for the dividend accrual floating rate index curve.

Time unit associated with the dividend accrual floating rate index curve period.

A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract.

The basis points spread from the index specified in LegDividendFloatingRateIndex(42312).

Identifies whether the rate spread is applied to a long or short position.

Specifies the yield calculation treatment for the index.

The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05".

Reference to the buyer of the floor rate option through its trade side.

Reference to the seller of the floor rate option through its trade side.

The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05".

The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).

The number of index units applicable to dividends.

The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO".

The dividend period dates business day convention.

The unadjusted date on which the dividend period will end.

The adjusted dividend period payment date.

Specifies the day type of the relative dividend period payment date offset.

Time unit multiplier for the relative dividend period payment date offset.

Time unit associated with the relative dividend period payment date offset.

Specifies the anchor date when the dividend period payment date is relative to an anchor date.

The unadjusted dividend period payment date.

Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc.

The unadjusted date on which the dividend period will begin.

Specifies the fixed strike price of the dividend period.

References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.

The adjusted dividend period valuation date.

Specifies the day type of the relative dividend period valuation date offset.

Time unit multiplier for the relative dividend period valuation date offset.

Time unit associated with the relative dividend period valuation date offset.

Specifies the anchor date when the dividend period valuation date is relative to an anchor date.

The unadjusted dividend period valuation date.

Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp.

Indicates whether the dividend will be reinvested.

References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.

Refer to definition for DividendYield(1380).

A sentence or phrase pertinent to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System".

End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral.

The date of the event.

Used with derivatives when an event is express as a month-year with optional day or month or week of month.

Predetermined price of issue at event, if applicable.

Free form text to specify additional information or enumeration description when a standard value does not apply.

Specific time of event. To be used in combination with LegEventDate(2061).

Time unit multiplier for the event.

Time unit associated with the event.

Code to represent the type of event.

For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'.

The ExecID(17) value corresponding to a trade leg.

Refer to ExecInst(18)

Used to reference the value from LegExecID(1893).

Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.

A description of the option exercise.

Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations.

Type of exercise of a derivatives security

Indicates how the extraordinary gross cash dividend per share is determined.

The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes.

Specifies the method in which the excess amount is determined.

Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels.

Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.

Identifies the type of extraordinary or disruptive event applicable to the reference entity.

The extraordinary or disruptive event value appropriate to LegExtraordinaryEventType(42389).

Multileg instrument's individual leg security's Factor.

Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001).

The full normative name of the multileg's financial instrument.

Short name of the financial instrument. Uses ISO 18774 (FISN) values.

Specifies the publication date of the applicable version of the contractual supplement.

Identifies the applicable contractual supplement. See http://www.fpml.org/coding-scheme/contractual-supplement for values.

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

Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative to LegCFICode(608) Standard/Non-standard attribute.

Used to express the floor price of a capped put.

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".

Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values.

The gross trade amount of the leg. For FX Futures this is used to express the notional value of a fill when LegLastQty and other quantity fields are express in terms of contract size.

Unique identifier for the leg within the context of a message (the scope of uniqueness to be defined by counterparty agreement). The LegID(1788) can be referenced using LegRefID(654).

Leg-specific IOI quantity.

Specifies an option instrument's "in the money" condition in general terms.

The date of a credit default swap index series annex.

The source of a credit default swap series annex.

The version of a credit default swap index annex.

The series identifier of a credit default swap index.

Reference for the individual allocation ticket

Multileg instrument's individual leg security's InstrRegistry.

Specifies the method under which assignment was conducted.

Used to identify party id related to instrument.

Used to identify source of instrument party id.

Used to identify the role of instrument party id.

Used to further qualify the value of LegInstrumentPartyRole(2257).

PartySubID value within an instrument party repeating group.

Type of LegInstrumentPartySubID (2259) value.

Specifies the rounding direction if not overridden elsewhere.

Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

Multileg instrument's individual leg security's IssueDate.

Multileg instrument's individual security's Issuer.

The forward points for this leg's fill event. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199

Expresses the quantity bought/sold when LastQty is expressed in contracts. Used in addition to LegLastQty(1418), it is the product of LegLastQty(1418) and LegContractMultiplier(614).

Execution price assigned to a leg of a multileg instrument.

Fill quantity for the leg instrument

Indicates the seniority level of the lien in a loan.

Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode.

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

Specifies the type of loan when the credit default swap's reference obligation is a loan.

Multileg instrument's individual leg security's LocaleOfIssue.

Amount to be paid by the buyer of the option if the option is exercised prior to the LegMakeWholeDate(42392).

Identifies the benchmark floating rate index.

The point on the floating rate index curve.

The quote side of the benchmark to be used for calculating the "make whole" amount.

The date through which option cannot be exercised without penalty.

The method used when calculating the "make whole" amount. The most common is linear method.

Spread over the floating rate index.

Identifies the business center used for adjusting the time for manual exercise notice.

The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 2% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%.

Specifies the market disruption event.

Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes.

Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions.

If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.

Specifies the location of the fallback provision documentation.

Specifies the type of disruption fallback.

Specifies the description of the underlying security.

Specifies the identifier value of the security.

Specifies the class or source scheme of the security identifier.

The type of reference price underlier.

Applicable value for LegMarketDisruptionFallbackType(41470).

Used when a price materiality percentage applies to the price source disruption event and this event has been specified.

Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5).

Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred.

The consequences of market disruption events.

Applicable value for LegMarketDisruptionEvent(41468).

The date that an annexation to the master confirmation was executed between the parties.

The type of master confirmation annexation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-annex-type for values.

Alternative to broker confirmation. The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties.

The type of master confirmation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-type for values.

Indicates whether material non-cash dividends are applicable.

Multileg instrument's individual security's MaturityDate.

Time unit multiplier for the minimum frequency of the instrument maturity intervals.

Time unit associated with the minimum frequency of the instrument maturity intervals.

Multileg instrument's individual security's MaturityMonthYear.

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

Leg Mid price/rate.

Minimum price increment for a given exchange-traded instrument. Could also be used to represent tick value.

Minimum price increment amount associated with the LegMinPriceIncrement(2190). For listed derivatives, the value can be calculated by multiplying LegMinPriceIncrement(2190) by LegContractMultiplier(614).

The Mth reference obligation to default in a CDS reference basket. When an NthToDefault(2157) to MthToDefault(2158) are represented then the CDS payout occurs between the Nth and Mth obligations to default.