LegStreamCommodity is a subcomponent of the LegStream component used to identify and describe the underlying commodity.


Tag Field Name Req'd Comments
41648 LegStreamCommodityBase N
41649 LegStreamCommodityType N
41650 LegStreamCommoditySecurityID N

Conditionally required when LegStreamCommoditySecurityIDSource <41651> is specified.

41651 LegStreamCommoditySecurityIDSource N

Conditionally required when LegStreamCommoditySecurityID <41650> is specified.

Component Block - <LegStreamCommodityAltIDGrp> N
41652 LegStreamCommodityDesc N
41653 EncodedLegStreamCommodityDescLen N

Must be set if EncodedLegStreamCommodityDesc <41654> field is specified and must immediately precede it.

41654 EncodedLegStreamCommodityDesc N

Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc <41652> field in the encoded format specified via the MessageEncoding <347> field.

42588 LegStreamCommodityDeliveryPricingRegion 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 - <LegStreamAssetAttributeGrp> N
41655 LegStreamCommodityUnitOfMeasure N
41656 LegStreamCommodityCurrency N
41657 LegStreamCommodityExchange N
41658 LegStreamCommodityRateSource N
41659 LegStreamCommodityRateReferencePage N
41660 LegStreamCommodityRateReferencePageHeading N
41661 LegStreamDataProvider N
Component Block - <LegStreamCommodityDataSourceGrp> N
41662 LegStreamCommodityPricingType N
41663 LegStreamCommodityNearbySettlDayPeriod N

Conditionally required when LegStreamCommodityNearbySettlDayUnit <41664> is specified.

41664 LegStreamCommodityNearbySettlDayUnit N

Conditionally required when LegStreamCommodityNearbySettlDayPeriod <41663> is specified.

41665 LegStreamCommoditySettlDateUnadjusted N
41666 LegStreamCommoditySettlDateBusinessDayConvention N

When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date.

Component Block - <LegStreamCommoditySettlBusinessCenterGrp> N

When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date.

41667 LegStreamCommoditySettlDateAdjusted N
41668 LegStreamCommoditySettlMonth N
41669 LegStreamCommoditySettlDateRollPeriod N

Conditionally required when LegStreamCommoditySettlDateRollUnit <41670> is specified.

41670 LegStreamCommoditySettlDateRollUnit N

Conditionally required when LegStreamCommoditySettlDateRollPeriod <41669> is specified.

41671 LegStreamCommoditySettlDayType N
Component Block - <LegStreamCommoditySettlPeriodGrp> N
41672 LegStreamCommodityXID N
41673 LegStreamCommodityXIDRef N

Used In