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FIX 5.0 SP2 : <UnderlyingInstrument> component block

Structure | Used In

Description

The Underlying<Instrument> component block, like the <Instrument> component block, contains all the fields commonly used to describe a security or instrument. In the case of the Underlying<Instrument> 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.

Structure

Tag Field Name Req'd Comments
311 UnderlyingSymbol N
312 UnderlyingSymbolSfx N
309 UnderlyingSecurityID N
305 UnderlyingSecurityIDSource N
Component Block - <UndSecAltIDGrp> N
462 UnderlyingProduct N
463 UnderlyingCFICode N
310 UnderlyingSecurityType N
763 UnderlyingSecuritySubType N
313 UnderlyingMaturityMonthYear N
542 UnderlyingMaturityDate N
241 UnderlyingCouponPaymentDate N
242 UnderlyingIssueDate N
243 UnderlyingRepoCollateralSecurityType N
244 UnderlyingRepurchaseTerm N
245 UnderlyingRepurchaseRate N
246 UnderlyingFactor N
256 UnderlyingCreditRating N
595 UnderlyingInstrRegistry N
592 UnderlyingCountryOfIssue N
593 UnderlyingStateOrProvinceOfIssue N
594 UnderlyingLocaleOfIssue N
247 UnderlyingRedemptionDate N
316 UnderlyingStrikePrice N
941 UnderlyingStrikeCurrency N
317 UnderlyingOptAttribute N
436 UnderlyingContractMultiplier N
435 UnderlyingCouponRate N
308 UnderlyingSecurityExchange N
306 UnderlyingIssuer N
362 EncodedUnderlyingIssuerLen N
363 EncodedUnderlyingIssuer N
307 UnderlyingSecurityDesc N
364 EncodedUnderlyingSecurityDescLen N
365 EncodedUnderlyingSecurityDesc N
877 UnderlyingCPProgram N
878 UnderlyingCPRegType N
318 UnderlyingCurrency N Specific to the (not in )
879 UnderlyingQty N

Specific to the (not in )

Unit amount of the underlying security (par, shares, currency, etc.)
810 UnderlyingPx N

Specific to the (not in )

In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.
882 UnderlyingDirtyPrice N

Specific to the (not in )

In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

883 UnderlyingEndPrice N

Specific to the (not in )

In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.
884 UnderlyingStartValue N

Specific to the (not in )

Currency value attributed to this collateral at the start of the agreement
885 UnderlyingCurrentValue N

Specific to the (not in )

Currency value currently attributed to this collateral
886 UnderlyingEndValue N

Specific to the (not in )

Currency value attributed to this collateral at the end of the agreement
Component Block - <UnderlyingStipulations> N

Specific to the (not in )

Insert here the contents of the Component Block
972 UnderlyingAllocationPercent N Specific to the Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.
975 UnderlyingSettlementType N Specific to the Indicates order settlement period for the underlying deliverable component.
973 UnderlyingCashAmount N Specific to the Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value.
974 UnderlyingCashType N Specific to the Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)
998 UnderlyingUnitOfMeasure N
1000 UnderlyingTimeUnit N Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
1038 UnderlyingCapValue N
Component Block - <UndlyInstrumentParties> N
1039 UnderlyingSettlMethod N
1044 UnderlyingAdjustedQuantity N Specific to the (not in ). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).
1045 UnderlyingFXRate N Specific to the (not in ). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).
1046 UnderlyingFXRateCalc N Specific to the (not in ). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).
1213 UnderlyingMaturityTime N
315 UnderlyingPutOrCall N Used to express option right
1419 UnderlyingExerciseStyle N
1423 UnderlyingUnitOfMeasureQty N
1424 UnderlyingPriceUnitOfMeasure N
1425 UnderlyingPriceUnitOfMeasureQty N
1437 UnderlyingContractMultiplierUnit N
1441 UnderlyingFlowScheduleType N
1453 UnderlyingRestructuringType N
1454 UnderlyingSeniority N
1455 UnderlyingNotionalPercentageOutstanding N
1456 UnderlyingOriginalNotionalPercentageOutstanding N
1459 UnderlyingAttachmentPoint N
1460 UnderlyingDetachmentPoint N

Used In

Onix Solutions