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/TrdCaptRpt/Undly/Strm (repeating)

TagNameFIXML AbbrReqFormatDescriptionEnumerations
40540NoUnderlyingStreams NNuminGroupNumber of swap streams in the repeating group. 
40541Underlying Stream Type Typ NintType of swap stream.
  • 0 - Payment / cash settlement
  • 1 - Physical delivery
40543Underlying Stream Pay Side PaySide NintSide value of party paying the stream.
  • 1 - Buy
  • 2 - Sell
40544Underlying Stream Receive Side RcvSide NintSide value of party receiving the stream.
  • 1 - Buy
  • 2 - Sell
40545Underlying Stream Notional Notl NAmtNotional, or initial notional value for the payment stream. Use <SwapSchedule> for steps. 
42019Underlying Stream Notional Frequency Period NotlPeriod NintTime unit multiplier for the notional frequency. If present UnderlyingStreamNotionalFrequencyUnit(tbd) must be specified. 
42020Underlying Stream Notional Frequency Unit NotlUnit NStringTime 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
42022Underlying Stream Notional Unit of Measure NotlUOM NStringDelivery UnderlyingStream quantity 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)
42023Underlying Stream Total Notional TotNotl NAmtTotal notional or delivery quantity over the term of the contract. 
42024Underlying Stream Total Notional Unit of MeasureTotNotlUOM NStringDelivery UnderlyingStream quantity 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)
UnderlyingStreamCommodity Cmdty  
→ 41964Underlying Stream Commodity BaseBaseNStringSpecifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. 
→ 41968Underlying Stream Commodity DescriptionDesc NStringDescription of the commodity asset. 
→ UnderlyingStreamAssetAttributeGrp (repeating) AssetAttrb
 
→41800 NoUnderlyingStreamAssetAttributes NNuminGroupNumber of asset attribute entries in the group. 
→→41801Underlying Stream Asset Attribute TypeTyp NStringName of the attribute being specified.

See enumerations.

→→41802Underlying Stream Asset Attribute ValueValNStringValue of the attribute 
→UnderlyingStreamCommoditySettlementPeriodGrp (repeating) SettlPeriod
 
42002NoUnderlyingStreamCommoditySettlPeriods NNuminGroupNumber of commodity settlement periods in the repeating group. 
→→42004Underlying Stream Commodity Settlement Time Zone TZ NStringCommodity delivery timezone specified as prevailing rather than standard or daylight . E.g. CPT for Central (US) Prevailing Time. 
→→42005Underlying Stream Commodity Settlement Flow TypeFlowTypNintCommodity delivery flow type.
  • 0 - All times
  • 1 - On-peak
  • 2 - Off-peak
  • 3 - Base
  • 4 - Block hours
  • 5 - Other
→→42013Underlying Stream Commodity Settlement Holidays Processing InstructionHolidaysNintIndicates whether holidays are included in the settlement periods. Required for electricity contracts.
  • 0 - Do not include holidays
  • 1 - Include holidays
UnderlyingStreamEffectiveDate EfctvDt 
→40064Underlying Adjusted Effective DateDt NLocalMktDateAdjusted effective date. 
UnderlyingStreamTerminationDate TrmtnDt  
→40555Underlying Adjusted Termination DateDtNLocalMktDateAdjusted Termination Date. 
UnderlyingPaymentStream PmtStrm 
→ UnderlyingPaymentStreamPaymentDates PmtDts  
→→40583Underlying Payment Stream Payment Frequency PeriodFreqPeriodNintThe period of frequency of payments. 
→→40584Underlying Payment Stream Payment Frequency UnitFreqUnitNStringThe unit of frequency of payments.
  • D - Day
  • Mo - Month
  • T - Term
  • Wk - Week
  • Yr - Year
→ UnderlyingPaymentStreamFixedRate Fixed 
→→40615Underlying Rate Rt NPercentageRate if the payment stream is a fixed rate stream. 
→→40617Underlying Rate or Amount CurrencyCcyNCurrencySpecifies the currency in which UnderlyingPaymentStreamFixedAmount(40616) or UnderlyingPaymentStreamRate(40615) is denominated. Users ISO 4271 currency codes. 
→ UnderlyingPaymentStreamFloatingRate Float  
→→40620Underlying Floating Rate IndexNdxNStringFloating Rate Index. 
→→41913Underlying Floating Rate Index LocationNdxLctnNStringSpecifies the location of the floating rate index. 
→→40624Underlying Floating Rate Multiplier RtMult nfloatA 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. 
→→40625Underlying Floating Rate SpreadSpreadNPriceOffsetSpread from floating rate index. 
UnderlyingDeliveryStream DlvryStrm 
→41781 Underlying Delivery 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 
→41782Underlying Delivery 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