Page tree
Skip to end of metadata
Go to start of metadata

/TrdCaptRpt/Undly/Strm (repeating)

NameAbbrDatatypeDescriptionEnumerations
Underlying Stream Type Typ intType of swap stream.0 - Payment / cash settlement

1 - Physical delivery

Underlying Stream Pay Side PaySide intSide value of party paying the stream.1 - Buy

2 - Sell

Underlying Stream Receive Side RcvSide intSide value of party receiving the stream.1 - Buy

2 - Sell

Underlying Stream Notional Notl AmtNotional, or initial notional value for the payment stream. Use <SwapSchedule> for steps. 
Underlying Stream Notional Frequency Period NotlPeriod intTime unit multiplier for the notional frequency. If present UnderlyingStreamNotionalFrequencyUnit(tbd) must be specified. 
Underlying Stream Notional Frequency Unit NotlUnit StringTime 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

Underlying Stream Notional Unit of Measure NotlUOM StringDelivery UnderlyingStream quantity UOM.AUD - Australian Dollars

Alw - Allowances

BDFT - Board feet

BRL - Brazil Real

Bbl - Barrels

Bcf - Billion cubic feet

Bu - Bushels

CAD - Canadian Dollars

CBM - Cubic Meters

CER - Certified Emissions Reduction

CHF - Swiss Franc

CLP - Chilean Peso

CNY - Chinese Renminbi

COP - Colombian Pesos

CRT - Climate Reserve Tonnes

CZK - Czech Koruna

Ccy - Amount of currency

DEM - Deutsche Mark

ESP - Spanish Peseta

EUR - Euro

FRF - French Franc

GBP - British Pound

GJ - Gigajoules

Gal - Gallons

HUF - Hungarian Forint

ILS - Israel Shekel

IPNT - Index point

ITL - Italian Lira

JPY - Japanese Yen

KRW - Korean Won

MMBtu - One Million BTU

MMbbl - Million Barrels

MWh - Megawatt hours

MXN - Mexican Peso

MYR - Malaysia Ringgits

NOK - Norway Krone

NZD - New Zealand Dollars

PLN - Polish Zloty

PRINC - Principal with relation to debt instrument

RCER - Relevant Certified Emission Reduction

RUB - Russian Ruble

SEK - Swedish Kroner

TRY - Turkish Lira

USD - US Dollars

ZAR - South African Rand

cwt - Hundredweight (US)

day - Days

dt - Dry metric tons

g - Grams

lbs - pounds

oz_tr - Troy Ounces

t - Metric Tons (aka Tonne)

tn - Tons (US)

Underlying Stream Total Notional TotNotl QtyTotal notional or delivery quantity over the term of the contract. 
Underlying Stream Total Notional Unit of Measure TotNotlUOM StringDelivery UnderlyingStream quantity UOM.AUD - Australian Dollars

Alw - Allowances

BDFT - Board feet

BRL - Brazil Real

Bbl - Barrels

Bcf - Billion cubic feet

Bu - Bushels

CAD - Canadian Dollars

CBM - Cubic Meters

CER - Certified Emissions Reduction

CHF - Swiss Franc

CLP - Chilean Peso

CNY - Chinese Renminbi

COP - Colombian Pesos

CRT - Climate Reserve Tonnes

CZK - Czech Koruna

Ccy - Amount of currency

DEM - Deutsche Mark

ESP - Spanish Peseta

EUR - Euro

FRF - French Franc

GBP - British Pound

GJ - Gigajoules

Gal - Gallons

HUF - Hungarian Forint

ILS - Israel Shekel

IPNT - Index point

ITL - Italian Lira

JPY - Japanese Yen

KRW - Korean Won

MMBtu - One Million BTU

MMbbl - Million Barrels

MWh - Megawatt hours

MXN - Mexican Peso

MYR - Malaysia Ringgits

NOK - Norway Krone

NZD - New Zealand Dollars

PLN - Polish Zloty

PRINC - Principal with relation to debt instrument

RCER - Relevant Certified Emission Reduction

RUB - Russian Ruble

SEK - Swedish Kroner

TRY - Turkish Lira

USD - US Dollars

ZAR - South African Rand

cwt - Hundredweight (US)

day - Days

dt - Dry metric tons

g - Grams

lbs - pounds

oz_tr - Troy Ounces

t - Metric Tons (aka Tonne)

tn - Tons (US)

UnderlyingStreamCommodity Cmdty  
→ Underlying Stream Commodity Base Base StringSpecifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. 
→ Underlying Stream Commodity Description Desc StringDescription of the commodity asset. 
→ UnderlyingStreamAssetAttributeGrp (repeating) AssetAttrb  
→→ Underlying Stream Asset Attribute Type Typ StringName of the attribute being specified.AdjustmentFallback - (Weather) When value is "Y" it indicates that adjustment to the fallback weather station is appropriate.

AlternateProvider - (Weather) When value is "Y" it indicates that an alternate data provider is acceptable.

ApplicableLaw - (Environmental) For U.S. Emissions Allowance Transactions used to specify the applicable emissions law when this is not defined in Emissions Product Definitions Exhibit.

Ash - The ash content of the coal product.

AshFusionTemperature - The temperature at which the ash form of the coal product fuses completely in accordance with the ASTM International D1857 Standard Test Methodology.

BTUQualityAdjustment - (Coal) The Quality Adjustment formula to be used where the Actual Shipment BTU/Lb value differs from the Standard BTU/Lb value. See values at URL: http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments.

BTUperLB - The number of British Thermal Units per Pound of the coal product.

BrandCountry - (Metal) Country where brand is produced.

BrandManager - (Metal) Brand name manager.

BrandName - (Metal) Brand name.

BrandProducer - (Metal) Producer of brand.

CalorificValue - The calorific value of the gas to be delivered specified in megajoules per cubic meter.

ComplianceEndYear - (Environmental) For E.U. Emissions Allowance Transactions describes the specified compliance period end year for which the allowances are issued.

ComplianceStartYear - (Environmental) For E.U. Emissions Allowance Transactions describes the specified compliance period start year for which the allowances are issued.

DeliveryMethod - Tanker, Barge, Pipeline, etc.

DeliveryPoint - Physical delivery point

DeliveryQuality - (Electricity) 0 = Not firm, 1 = Firm

EEPApplicable - (Environmental) If Excess Emission Penalty is specified to be applicable in the confirmation then the Excess Emission Penalty will be determined in the manner specified in the confirmation.

EEPEquivalentApplicable - (Environmental) When value is "Y" the EEP Equivalent is applicable. See Part [7] definition of EEP Equivalent.

EEPPenaltyApplicable - (Environmental) When value is "Y" the Excess Emissions Penalty. is applicable. See Part [7] definition of Excess Emissions Penalty.

EEPRiskEndDate - (Environmental) Enddd date used to determine how provisions in Part [7] Page 7 (B) Failure to Deliver Not Remedied are to be applied.

EEPRiskStartDate - (Environmental) Start date used to determine how provisions in Part [7] Page 7 (B) Failure to Deliver Not Remedied are to be applied.

EmissionsYear - Year for emissions trading, i.e. 'Vintage'

FailureToDeliverApplicable - (Environmental) For EU Emissions Allowance Transactions holds the failure to deliver (alternative method) election. Used to determine how provisions in Part [7] Page 7 (B) Failure to Deliver Not Remedied are to be applied.

FinalEditedData - (Weather) When value is 'Y' it indicates that provider's data is final.

FinesPassingScreen -
Fluid - The temperature at which the ash cone flattens.

Grade - Grade of the commodity to be delivered, e.g. of oil or of refined product.

Grindability - The Hardgrove Grindability Index value of the coal to be delivered.

InitialDeformation - The temperature at which an ash cone shows evidence of deformation.

LoadShapeForced - When value is "Y" it indicates that the electrical load settlement shape is forced.

Moisture - The moisture content of the coal product.

Quality - The quality of the gas to be delivered.

QualityVariationAdjustment - When value is "Y" Quality Variation Adjustment is applicable.

SCoTASpecification - When value is "Y" type and source of coal refer to global SCoTA specifications.

SO2 - The sulphur dioxide content of the coal product.

SO2QualityAdjustment - (Coal) The Quality Adjustment formula to be used where the Actual Shipment SO2/MMBTU value differs from the Standard SO2/MMBTU value. See values at URL: http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments.

SchemeAbandonment - (Environmental) For U.S. Emissions Allowance Transactions specifies terms which apply in the event of an abandonment of scheme event.

Shape - (Metal) Shape.

SofteningHeightHalfWidth - The temperature at which the height of an ash cone equals half its width. (Hemisphere temperature).

SofteningHeightWidth - The temperature at which the height of an ash cone equals its width. (Softening temperature).

SpecialCondition - Free-form description of condition

Sulphur - The sulphur content of the coal product.

SynopticFallback - When value is "Y" it indicates that synoptic data fallback is acceptable.

TopSize - The smallest sieve opening that will result in less than 5% of a sample of the coal product remaining.

TrackingSystem - (Environmental) For U.S. Emissions Allowance Transactions used to specify the tracking system when this is not defined in Emissions Product Definitions Exhibit.

TransferTerms - Terms for physical transfer

Volatile - The volatile content of the coal product.

Voltage - The voltage of the electricity to be delivered.

→→ Underlying Stream Asset Attribute Value Val StringValue of the attribute 
→ UnderlyingStreamCommoditySettlementPeriodGrp (repeating) SettlPeriod  
→→ Underlying Stream Commodity Settlement Time Zone TZ StringCommodity delivery timezone specified as prevailing rather than standard or daylight . E.g. CPT for Central (US) Prevailing Time. 
→→ Underlying Stream Commodity Settlement Flow Type FlowTyp intCommodity delivery flow type.0 - All times

1 - On-peak

2 - Off-peak

3 - Base

4 - Block hours

5 - Other

→→ Underlying Stream Commodity Settlement Holidays Processing Instruction Holidays intIndicates whether holidays are included in the settlement periods. Required for electricity contracts.0 - Do not include holidays

1 - Include holidays

UnderlyingStreamEffectiveDate EfctvDt  
→ Underlying Adjusted Effective Date Dt LocalMktDateAdjusted effective date. 
UnderlyingStreamTerminationDate TrmtnDt  
→ Underlying Adjusted Termination Date Dt LocalMktDateAdjusted Termination Date. 
UnderlyingPaymentStream PmtStrm  
→ UnderlyingPaymentStreamPaymentDates PmtDts  
→→ Underlying Payment Stream Payment Frequency Period FreqPeriod intThe period of frequency of payments. 
→→ Underlying Payment Stream Payment Frequency Unit FreqUnit StringThe unit of frequency of payments.D - Day

Mo - Month

T - Term

Wk - Week

Yr - Year

→ UnderlyingPaymentStreamFixedRate Fixed  
→→ Underlying Rate Rt PercentageRate if the payment stream is a fixed rate stream. 
→→ Underlying Rate or Amount Currency Ccy CurrencySpecifies the currency in which UnderlyingPaymentStreamFixedAmount(40616) or UnderlyingPaymentStreamRate(40615) is denominated. Users ISO 4271 currency codes. 
→ UnderlyingPaymentStreamFloatingRate Float  
→→ Underlying Floating Rate Index Ndx StringFloating Rate Index. 
→→ Underlying Floating Rate Index Location NdxLctn StringSpecifies the location of the floating rate index. 
→→ Underlying Floating Rate Multiplier RtMult floatA rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. 
→→ Underlying Floating Rate Spread Spread PriceOffsetSpread from floating rate index. 
UnderlyingDeliveryStream DlvryStrm  
→ Underlying Delivery Point DlvryPnt StringThe 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 
→ Underlying Delivery Restriction DlvryRstctn intSpecifies 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

  • No labels