COMPONENT · SOURCE ID 2140
DerivativeInstrument
Definition
No definition is supplied in this source.
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
Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)
Use "[N/A]" for products which do not have a symbol.
Required if DerivativeInstrument component is marked as required where the component is used.
Takes precedence in identifying security to counterparty over SecurityAltID block
Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc
Used to indicate if a product or group of product supports the creation of flexible securities
It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
Required for Fixed Income. Refer to Volume 7 - Fixed Income
Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.)
Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S and P futures). Note MaturityDate (a full date) can also be specified.
Note that standardized derivatives which are typically only referenced by month and year (e.g. S and P futures).may use MaturityMonthYear and or this field.
When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment.
Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.
Can be used in conjunction with ISIN to address ISIN uniqueness issues.
Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.
Used to express in-the-moneyness behavior in general terms for the option without the use of DerivativeStrikePrice(1261) and DerivativePutOrCall(1323).
Can be used to identify the security.
Must be set if DerivativeEncodedIssuer(1278) field is specified and must immediately precede it.
Must be set if DerivativeEncodedSecurityDesc(1281) field is specified and must immediately precede it.
Embedded XML document describing security.
Must be present for MBS or TBA