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/TrdCaptRpt/Undly/Strm

FIX TagField NameFIXML Attribute NameData TypeDescriptionNew for BrokerTECOMnet MappingGenium FIX MappingSupported Values
40541UnderlyingStreamTypeTypintType of swap stream. 


0 - Payment / cash settlement
1 - Physical delivery

40543UnderlyingStreamPaySidePaySideintSide value of party paying the stream.


1 - Buy
2 - Sell

40544UnderlyingStreamReceiveSideRcvSideintSide value of party receiving the stream.


1 - Buy
2 - Sell

40545UnderlyingStreamNotionalNotlAmtNotional, or initial notional value for the payment stream. Use <SwapSchedule> for steps.



42019UnderlyingStreamNotionalFrequencyPeriodNotlPeriodintTime unit multiplier for the notional frequency. If present UnderlyingStreamNotionalFrequencyUnit(tbd) must be specified.



42020UnderlyingStreamNotionalFrequencyUnitNotlUnitStringTime unit associated with the notional frequency. If present UnderlyingStreamNotionalFrequencyPeriod(tbd) must be specified.


D - Day

H - Hour

Min - Minute

Mo - Month

S - Second

Wk - Week

Yr - Year

42022UnderlyingStreamNotionalUnitOfMeasureNotlUOMStringDelivery UnderlyingStream quantity UOM.


Alw - Allowances

AUD - Australian Dollars

Bbl - Barrels

Bcf - Billion cubic feet

BDFT - Board feet

BRL - Brazil Real

Bu - Bushels

CAD - Canadian Dollars

CBM - Cubic Meters

Ccy - Amount of currency

CER - Certified Emissions Reduction

CHF - Swiss Franc

CLP - Chilean Peso

CNY - Chinese Renminbi

COP - Colombian Pesos

CRT - Climate Reserve Tonnes

cwt - Hundredweight (US)

CZK - Czech Koruna

day - Days

DEM - Deutsche Mark

dt - Dry metric tons

EnvCrd - Environmental Credit

EnvOfst - Environmental Offset

ESP - Spanish Peseta

EUR - Euro

FRF - French Franc

g - Grams

Gal - Gallons

GBP - British Pound

GJ - Gigajoules

GT - Gross Tons Also known as long tons or imperial tons, equal to 2240 lbs

HUF - Hungarian Forint

ILS - Israel Shekel

IPNT - Index point

ITL - Italian Lira

JPY - Japanese Yen

kg - Kilograms

kL - Kiloliters

KRW - Korean Won

kW-a - Kilowatt-Year (electrical capacity)

kW-d - Kilowatt-Day (electrical capacity)

kW-h - Kilowatt-Hour (electrical capacity)

kW-M - Kilowatt-Month (electrical capacity)

kW-min - Kilowatt-Minute (electrical capacity)

kWh - Kilowatt hours

L - Liters

lbs - pounds

MMbbl - Million Barrels

MMBtu - One Million BTU

MW-a - Megawatt-Year (electrical capacity)

MW-d - Megawatt-Day (electrical capacity)

MW-h - Megawatt-Hour (electrical capacity)

MW-M - Megawatt-Month (electrical capacity)

MW-min - Megawatt-Minute (electrical capacity)

MWh - Megawatt hours

MXN - Mexican Peso

MYR - Malaysia Ringgits

NOK - Norway Krone

NZD - New Zealand Dollars

oz_tr - Troy Ounces

PLN - Polish Zloty

PRINC - Principal with relation to debt instrument

RCER - Relevant Certified Emission Reduction

RUB - Russian Ruble

SEK - Swedish Kroner

t - Metric Tons (aka Tonne)

thm - Therms

tn - Tons (US)

TRY - Turkish Lira

USD - US Dollars

ZAR - South African Rand

42023UnderlyingStreamTotalNotionalTotNotlAmtTotal notional or delivery quantity over the term of the contract.



42024UnderlyingStreamTotalNotionalUnitOfMeasureTotNotlUOMStringDelivery UnderlyingStream quantity UOM.


Alw - Allowances

AUD - Australian Dollars

Bbl - Barrels

Bcf - Billion cubic feet

BDFT - Board feet

BRL - Brazil Real

Bu - Bushels

CAD - Canadian Dollars

CBM - Cubic Meters

Ccy - Amount of currency

CER - Certified Emissions Reduction

CHF - Swiss Franc

CLP - Chilean Peso

CNY - Chinese Renminbi

COP - Colombian Pesos

CRT - Climate Reserve Tonnes

cwt - Hundredweight (US)

CZK - Czech Koruna

day - Days

DEM - Deutsche Mark

dt - Dry metric tons

EnvCrd - Environmental Credit

EnvOfst - Environmental Offset

ESP - Spanish Peseta

EUR - Euro

FRF - French Franc

g - Grams

Gal - Gallons

GBP - British Pound

GJ - Gigajoules

GT - Gross Tons Also known as long tons or imperial tons, equal to 2240 lbs

HUF - Hungarian Forint

ILS - Israel Shekel

IPNT - Index point

ITL - Italian Lira

JPY - Japanese Yen

kg - Kilograms

kL - Kiloliters

KRW - Korean Won

kW-a - Kilowatt-Year (electrical capacity)

kW-d - Kilowatt-Day (electrical capacity)

kW-h - Kilowatt-Hour (electrical capacity)

kW-M - Kilowatt-Month (electrical capacity)

kW-min - Kilowatt-Minute (electrical capacity)

kWh - Kilowatt hours

L - Liters

lbs - pounds

MMbbl - Million Barrels

MMBtu - One Million BTU

MW-a - Megawatt-Year (electrical capacity)

MW-d - Megawatt-Day (electrical capacity)

MW-h - Megawatt-Hour (electrical capacity)

MW-M - Megawatt-Month (electrical capacity)

MW-min - Megawatt-Minute (electrical capacity)

MWh - Megawatt hours

MXN - Mexican Peso

MYR - Malaysia Ringgits

NOK - Norway Krone

NZD - New Zealand Dollars

oz_tr - Troy Ounces

PLN - Polish Zloty

PRINC - Principal with relation to debt instrument

RCER - Relevant Certified Emission Reduction

RUB - Russian Ruble

SEK - Swedish Kroner

t - Metric Tons (aka Tonne)

thm - Therms

tn - Tons (US)

TRY - Turkish Lira

USD - US Dollars

ZAR - South African Rand


UnderlyingStreamCommodity(repeating)Cmdty






UnderlyingStreamEffectiveDateEfctvDt





40064→UnderlyingStreamEffectiveDateAdjustedDtLocalMktDateAdjusted effective date.




UnderlyingStreamTerminationDateTrmtnDt





40555→UnderlyingStreamTerminationDateAdjustedDtLocalMktDateAdjusted Termination Date.




UnderlyingPaymentStream(repeating)PmtStrm






UnderlyingDeliveryStreamDlvryStrm





41781→UnderlyingDeliveryStreamDeliveryPointDlvryPntStringThe point at which the commodity product will be delivered and received. Unconstrained string for most commodities. For bullion see http://www.fpml.org/coding-scheme/bullion-delivery-location



41782→UnderlyingDeliveryStreamDeliveryRestrictionDlvryRstctnintSpecifies under what conditions the buyer and seller should be excused of their delivery obligations.


1 - Firm (never excused of delivery obligations)

2 - Interruptible or Non-firm (excused when interrupted for any reason or for no reason without liability)

3 - Force majeure (excused when prevented by force majeure).

4 - System firm (must be supplied from the owned or controlled generation or pre-existing purchased power assets of the system specified)

5 - Unit firm (must be supplied from the generation asset specified)

101 - Firm with Liquidating Damages

102 - WSPP Schedule C Firm with Liquidating Damages