/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 BaseN 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 ValN 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 FlowTypN int Commodity delivery flow type. →→42013 Underlying Stream Commodity Settlement Holidays Processing Instruction HolidaysN 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 DtN LocalMktDate Adjusted Termination Date. UnderlyingPaymentStream PmtStrm → UnderlyingPaymentStreamPaymentDates PmtDts →→40583 Underlying Payment Stream Payment Frequency Period FreqPeriodN int The period of frequency of payments. →→40584 Underlying Payment Stream Payment Frequency Unit FreqUnitN 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 CcyN 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 NdxN String Floating Rate Index. →→41913 Underlying Floating Rate Index Location NdxLctnN 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 SpreadN PriceOffset Spread from floating rate index. UnderlyingDeliveryStream DlvryStrm →41781 Underlying Delivery Point DlvryPntN 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 DlvryRstctnN int Specifies under what conditions the buyer and seller should be excused of their delivery obligations.
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