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FIXtags

COMPONENT · SOURCE ID 1021

UnderlyingInstrument

Definition

The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.

This is a reusable definition. Requiredness is relative to this structure; its use and conditions in a message remain on that message's page. Version links browse the other dictionary, not an assumed equivalent component.

Direct members

  1. 311 UnderlyingSymbolfield—
  2. 312 UnderlyingSymbolSfxfield—
  3. 309 UnderlyingSecurityIDfield—
  4. 305 UnderlyingSecurityIDSourcefield—
  5. UndSecAltIDGrpgroup—
  6. 462 UnderlyingProductfield—
  7. 463 UnderlyingCFICodefield—
  8. 310 UnderlyingSecurityTypefield—
  9. 763 UnderlyingSecuritySubTypefield—
  10. 313 UnderlyingMaturityMonthYearfield—
  11. 542 UnderlyingMaturityDatefield—
  12. 315 UnderlyingPutOrCallfield—
  13. 241 UnderlyingCouponPaymentDatefield—
  14. 242 UnderlyingIssueDatefield—
  15. 243 UnderlyingRepoCollateralSecurityTypefield—

    (Deprecated, not applicable/used for Repos)

  16. 244 UnderlyingRepurchaseTermfield—

    (Deprecated, not applicable/used for Repos)

  17. 245 UnderlyingRepurchaseRatefield—

    (Deprecated, not applicable/used for Repos)

  18. 246 UnderlyingFactorfield—
  19. 256 UnderlyingCreditRatingfield—
  20. 595 UnderlyingInstrRegistryfield—
  21. 592 UnderlyingCountryOfIssuefield—
  22. 593 UnderlyingStateOrProvinceOfIssuefield—
  23. 594 UnderlyingLocaleOfIssuefield—
  24. 247 UnderlyingRedemptionDatefield—

    (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

  25. 316 UnderlyingStrikePricefield—
  26. 941 UnderlyingStrikeCurrencyfield—
  27. 317 UnderlyingOptAttributefield—
  28. 436 UnderlyingContractMultiplierfield—
  29. 435 UnderlyingCouponRatefield—
  30. 308 UnderlyingSecurityExchangefield—
  31. 306 UnderlyingIssuerfield—
  32. 362 EncodedUnderlyingIssuerLenfield—
  33. 363 EncodedUnderlyingIssuerfield—
  34. 307 UnderlyingSecurityDescfield—
  35. 364 EncodedUnderlyingSecurityDescLenfield—
  36. 365 EncodedUnderlyingSecurityDescfield—
  37. 877 UnderlyingCPProgramfield—
  38. 878 UnderlyingCPRegTypefield—
  39. 318 UnderlyingCurrencyfield—

    Specific to the <UnderlyingInstrument> (not in <Instrument>)

  40. 879 UnderlyingQtyfield—

    Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

  41. 810 UnderlyingPxfield—

    Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

  42. 882 UnderlyingDirtyPricefield—

    Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

  43. 883 UnderlyingEndPricefield—

    Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

  44. 884 UnderlyingStartValuefield—

    Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

  45. 885 UnderlyingCurrentValuefield—

    Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

  46. 886 UnderlyingEndValuefield—

    Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

  47. UnderlyingStipulationsgroup—

    Specific to the <UnderlyingInstrument> (not in <Instrument>)

Used in messages

Direct parent structures