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/TrdCaptRpt/Instrmt/Strm (repeating)

TagNameFIXML AbbrReqFormatDescriptionEnumerations
40049NoStreams NNuminGroupNumber of swap streams in the repeating group. 
40050Stream TypeTyp
NintType of swap stream.
  • 0 - Payment / cash settlement
  • 1 - Physical delivery
40052Stream Pay SidePaySide
NintSide value of party paying the stream.
  • 1 - Buy
  • 2 - Sell
40053Stream Receive SideRcvSide
NintSide value of party receiving the stream.
  • 1 - Buy
  • 2 - Sell
40054Stream NotionalNotl
NAmtNotional, or initial notional value for the payment stream. Use <PaymentSchedule> for steps. 
41306Stream Notional Frequency PeriodNotlPeriod
NintTime unit multiplier for the notional frequency. If present StreamNotionalFrequencyUnit(tbd) must be specified. 
41307Stream Notional Frequency UnitNotlUnit
NStringTime unit associated with the notional frequency. If present StreamNotionalFrequencyPeriod(tbd) must be specified.
  • D - Day
  • H - Hour
  • Min - Minute
  • Mo - Month
  • S - Second
  • Wk - Week
  • Yr - Year
41309Stream Notional Unit of MeasureNotlUOM NStringStream notional UOM.
  • Alw - Allowances
  • BDFT - Board feet
  • Bbl - Barrels
  • Bcf - Billion cubic feet
  • Bu - Bushels
  • CBM - Cubic Meters
  • CER - Certified Emissions Reduction
  • CRT - Climate Reserve Tonnes
  • Ccy - Amount of currency
  • EnvCrd - Environmental Credit
  • EnvOfst - Environmental Offset
  • GJ - Gigajoules
  • GT - Gross Tons 
  • Also known as long tons or imperial tons, equal to 2240 lbs
  • Gal - Gallons
  • IPNT - Index point
  • L - Liters
  • MMBtu - One Million BTU
  • MMbbl - Million Barrels
  • MW-M - Megawatt-Month (electrical capacity)
  • MWh - Megawatt hours
  • PRINC - Principal with relation to debt instrument
  • cwt - Hundredweight (US)
  • day - Days
  • dt - Dry metric tons
  • g - Grams
  • kL - Kiloliters
  • kW-M - Kilowatt-Month (electrical capacity)
  • kWh - Kilowatt hours
  • kg - Kilograms
  • lbs - pounds
  • oz_tr - Troy Ounces
  • t - Metric Tons (aka Tonne)
  • thm - Therms
  • tn - Tons (US)
41310Stream Total NotionalTotNotl
NAmtTotal notional or delivery quantity over the term of the contract. 
41311Stream Total Notional Unit of MeasureTotNotlUOM NStringStream total notional UOM.
  • Alw - Allowances
  • BDFT - Board feet
  • Bbl - Barrels
  • Bcf - Billion cubic feet
  • Bu - Bushels
  • CBM - Cubic Meters
  • CER - Certified Emissions Reduction
  • CRT - Climate Reserve Tonnes
  • Ccy - Amount of currency
  • EnvCrd - Environmental Credit
  • EnvOfst - Environmental Offset
  • GJ - Gigajoules
  • GT - Gross Tons 
  • Also known as long tons or imperial tons, equal to 2240 lbs
  • Gal - Gallons
  • IPNT - Index point
  • L - Liters
  • MMBtu - One Million BTU
  • MMbbl - Million Barrels
  • MW-M - Megawatt-Month (electrical capacity)
  • MWh - Megawatt hours
  • PRINC - Principal with relation to debt instrument
  • cwt - Hundredweight (US)
  • day - Days
  • dt - Dry metric tons
  • g - Grams
  • kL - Kiloliters
  • kW-M - Kilowatt-Month (electrical capacity)
  • kWh - Kilowatt hours
  • kg - Kilograms
  • lbs - pounds
  • oz_tr - Troy Ounces
  • t - Metric Tons (aka Tonne)
  • thm - Therms
  • tn - Tons (US)
StreamCommodity Cmdty 
→ 41251Stream Commodity BaseBase
NStringSpecifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions.

 

→ 41255Stream Commodity DescriptionDesc NStringDescription of the commodity asset. 
StreamAssetAttributeGrp (repeating) AssetAttr 
41237 NoStreamAssetAttributes  NuminGroupNumber of asset attribute entries in the group. 
→→41238Stream Asset Attribute TypeTyp StringName of the attribute being specified.

See enumerations.

→→41239 Stream Asset Attribute ValueVal  StringValue of the attribute 
StreamCommoditySettlementPeriodGrp (repeating) SettlPeriod 
41289NoStreamCommoditySettlPeriods NNuminGroupNumber of commodity settlement periods in the repeating group. 
→→41291Stream Commodity Settlement Time ZoneTZ
 StringCommodity delivery timezone specified as prevailing rather than standard or daylight . E.g. CPT for Central (US) Prevailing Time. 
→→41292Stream Commodity Settlement Flow TypeFlowTyp  intCommodity delivery flow type.
  • 0 - All times
  • 1 - On-peak
  • 2 - Off-peak
  • 3 - Base
  • 4 - Block hours
  • 5 - Other
→→41300Stream Commodity Settlement Holidays Processing InstructionHoliday  intIndicates whether holidays are included in the settlement periods. Required for electricity contracts.
  • 0 - Do not include holidays
  • 1 - Include holidays
StreamEffectiveDate EfctvDt 
→40914Adjusted Effective DateDtNLocalMktDateAdjusted effective date. 
StreamTerminationDate TrmtnDt 
→40072Adjusted Termination DateDtNLocalMktDateAdjusted Termination Date. 
PaymentStream PmtStrm 
→ PaymentStreamPaymentDates PmtDts  
→→42615Payment Stream Payment Frequency PeriodFreqPeriod
NintThe period of frequency of payments. 
→→42616Payment Stream Payment Frequency UnitFreqUnitNStringThe unit of frequency of payments.
  • D - Day
  • Mo - Month
  • T - Term
  • Wk - Week
  • Yr - Year
→ PaymentStreamFixedRate Fixed  
→→40784RateRtNPercentageRate if the payment stream is a fixed rate stream. 
→→40786Rate or Amount CurrencyCcyNCurrencySpecifies the currency in which PaymentStreamFixedAmount(40785) or PaymentStreamRate(40784) is denomincated. Uses ISO 4271 currency codes. 
→ PaymentStreamFloatingRate Float 
→→40789Floating Rate IndexNdxNStringFloating Rate Index. 
→→41196Floating Rate Index LocationNdxLctn NStringSpecifies the location of the floating rate index. 
→→40793Floating Rate MultiplierRtMultNfloatA 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. 
→→40794Floating Rate SpreadSpreadNPriceOffsetSpread from floating rate index. 
DeliveryStream DlvryStrm 
→41062Delivery PointDlvryPntNStringThe 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 
→41063Delivery RestrictionDlvryRstctnNintSpecifies 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 Liquidating Damages

  • 102 - WSPP Sched C Firm Liquidating Damages