Skip to content
FIXtags

COMPONENT · SOURCE ID 4268

UnderlyingMarketDisruption

Definition

The UnderlyingMarketDisruption component is a subcomponent of the UnderlyingInstrument used to specify the market disruption provisions of the swap.

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. 41859 UnderlyingMarketDisruptionProvisionfield—
  2. UnderlyingMarketDisruptionEventGrpgroup—
  3. 41860 UnderlyingMarketDisruptionFallbackProvisionfield—
  4. UnderlyingMarketDisruptionFallbackGrpgroup—
  5. UnderlyingMarketDisruptionFallbackReferencePriceGrpgroup—
  6. 41861 UnderlyingMarketDisruptionMaximumDaysfield—
  7. 41862 UnderlyingMarketDisruptionMaterialityPercentagefield—

    If specified, the disruption event should be specified in UnderlyingMarketDisruptionEventGrp.

  8. 41863 UnderlyingMarketDisruptionMinimumFuturesContractsfield—

    Applicable only when UnderlyingMarketDisruptionEvent(41865)='DeMinimisTrading'.

Used in messages

Direct parent structures