Description

UnderlyingStreamCommodity is a subcomponent of the UnderlyingStream component used to identify and describe the underlying commodity.

Structure

Tag Field Name Req'd Comments
41964 UnderlyingStreamCommodityBase N
41965 UnderlyingStreamCommodityType N
41966 UnderlyingStreamCommoditySecurityID N

Conditionally required when UnderlyingStreamCommoditySecurityIDSource <41967> is specified.

41967 UnderlyingStreamCommoditySecurityIDSource N

Conditionally required when UnderlyingStreamCommoditySecurityID <41966> is specified.

Component Block - <UnderlyingStreamCommodityAltIDGrp> N
41968 UnderlyingStreamCommodityDesc N
41969 EncodedUnderlyingStreamCommodityDescLen N

Must be set if EncodedUnderlyingStreamCommodityDesc <41970> field is specified and must immediately precede it.

41970 EncodedUnderlyingStreamCommodityDesc N

Encoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc <41968> field in the encoded format specified via the MessageEncoding <347> field.

42589 UnderlyingStreamCommodityDeliveryPricingRegion N

May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType <871>=38 (US standard contract indicator) and InstrAttribValue <872>=N).

Component Block - <UnderlyingStreamAssetAttributeGrp> N
41971 UnderlyingStreamCommodityUnitOfMeasure N
41972 UnderlyingStreamCommodityCurrency N
41973 UnderlyingStreamCommodityExchange N
41974 UnderlyingStreamCommodityRateSource N
41975 UnderlyingStreamCommodityRateReferencePage N
41976 UnderlyingStreamCommodityRateReferencePageHeading N
41977 UnderlyingStreamDataProvider N
Component Block - <UnderlyingStreamCommodityDataSourceGrp> N
41978 UnderlyingStreamCommodityPricingType N
41979 UnderlyingStreamCommodityNearbySettlDayPeriod N

Conditionally required when UnderlyingStreamCommodityNearbySettlDayUnit <41980> is specified.

41980 UnderlyingStreamCommodityNearbySettlDayUnit N

Conditionally required when UnderlyingStreamCommodityNearbySettlDayPeriod <41979> is specified.

41981 UnderlyingStreamCommoditySettlDateUnadjusted N
41982 UnderlyingStreamCommoditySettlDateBusinessDayConvention N

When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying settlement dates.

Component Block - <UnderlyingStreamCommoditySettlBusinessCenterGrp> N

When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the settlement dates.

41983 UnderlyingStreamCommoditySettlDateAdjusted N
41984 UnderlyingStreamCommoditySettlMonth N
41985 UnderlyingStreamCommoditySettlDateRollPeriod N

Conditionally required when UnderlyingStreamCommoditySettlDateRollUnit <41986> is specified.

41986 UnderlyingStreamCommoditySettlDateRollUnit N

Conditionally required when UnderlyingStreamCommoditySettlDateRollPeriod <41985> is specified.

41987 UnderlyingStreamCommoditySettlDayType N
Component Block - <UnderlyingStreamCommoditySettlPeriodGrp> N
41988 UnderlyingStreamCommodityXID N
41989 UnderlyingStreamCommodityXIDRef N

Used In