/TrdCaptRpt/Undly/Strm (repeating) See enumerations. 101 - Firm Liquidating Damages 102 - WSPP Sched C Firm Liquidating DamagesTag Name FIXML Abbr Req Format Description Enumerations 40540 NoUnderlyingStreams N NuminGroup Number of swap streams in the repeating group. 40541 Underlying Stream Type
Typ
N int Type of swap stream. 40543 Underlying Stream Pay Side
PaySide
N int Side value of party paying the stream. 40544 Underlying Stream Receive Side
RcvSide
N int Side value of party receiving the stream. 40545 Underlying Stream Notional
Notl
N Amt Notional, or initial notional value for the payment stream. Use <SwapSchedule> for steps. 42019 Underlying Stream Notional Frequency Period
NotlPeriod
N int Time unit multiplier for the notional frequency. If present UnderlyingStreamNotionalFrequencyUnit(tbd) must be specified. 42020 Underlying Stream Notional Frequency Unit
NotlUnit
N String Time unit associated with the notional frequency. If present UnderlyingStreamNotionalFrequencyPeriod(tbd) must be specified. 42022 Underlying Stream Notional Unit of Measure
NotlUOM
N String Delivery UnderlyingStream quantity UOM. 42023 Underlying Stream Total Notional
TotNotl
N Amt Total notional or delivery quantity over the term of the contract. 42024 Underlying Stream Total Notional Unit of Measure TotNotlUOM
N String Delivery UnderlyingStream quantity UOM. UnderlyingStreamCommodity Cmdty
→ 41964 Underlying Stream Commodity Base Base
N String Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. → 41968 Underlying Stream Commodity Description Desc
N String Description of the commodity asset. → UnderlyingStreamAssetAttributeGrp (repeating) AssetAttrb
→41800 NoUnderlyingStreamAssetAttributes N NuminGroup Number of asset attribute entries in the group. →→41801 Underlying Stream Asset Attribute Type Typ
N String Name of the attribute being specified. →→41802 Underlying Stream Asset Attribute Value Val
N String Value of the attribute →UnderlyingStreamCommoditySettlementPeriodGrp (repeating) SettlPeriod
→42002 NoUnderlyingStreamCommoditySettlPeriods N NuminGroup Number of commodity settlement periods in the repeating group. →→42004 Underlying Stream Commodity Settlement Time Zone
TZ
N String Commodity delivery timezone specified as prevailing rather than standard or daylight . E.g. CPT for Central (US) Prevailing Time. →→42005 Underlying Stream Commodity Settlement Flow Type FlowTyp
N int Commodity delivery flow type. →→42013 Underlying Stream Commodity Settlement Holidays Processing Instruction Holidays
N int Indicates whether holidays are included in the settlement periods. Required for electricity contracts. UnderlyingStreamEffectiveDate EfctvDt
→40064 Underlying Adjusted Effective Date Dt
N LocalMktDate Adjusted effective date. UnderlyingStreamTerminationDate TrmtnDt
→40555 Underlying Adjusted Termination Date Dt
N LocalMktDate Adjusted Termination Date. UnderlyingPaymentStream PmtStrm
→ UnderlyingPaymentStreamPaymentDates PmtDts
→→40583 Underlying Payment Stream Payment Frequency Period FreqPeriod
N int The period of frequency of payments. →→40584 Underlying Payment Stream Payment Frequency Unit FreqUnit
N String The unit of frequency of payments. → UnderlyingPaymentStreamFixedRate Fixed
→→40615 Underlying Rate
Rt
N Percentage Rate if the payment stream is a fixed rate stream. →→40617 Underlying Rate or Amount Currency Ccy
N Currency Specifies the currency in which UnderlyingPaymentStreamFixedAmount(40616) or UnderlyingPaymentStreamRate(40615) is denominated. Users ISO 4271 currency codes. → UnderlyingPaymentStreamFloatingRate Float
→→40620 Underlying Floating Rate Index Ndx
N String Floating Rate Index. →→41913 Underlying Floating Rate Index Location NdxLctn
N String Specifies the location of the floating rate index. →→40624 Underlying Floating Rate Multiplier
RtMult
n float A 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. →→40625 Underlying Floating Rate Spread Spread
N PriceOffset Spread from floating rate index. UnderlyingDeliveryStream DlvryStrm
→41781 Underlying Delivery Point DlvryPnt
N String The 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 Underlying Delivery Restriction DlvryRstctn
N int Specifies under what conditions the buyer and seller should be excused of their delivery obligations.
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