The MarketDisruption component is a subcomponent of the Instrument used to specify the market disruption provisions of the swap.


Tag Field Name Req'd Comments
41087 MarketDisruptionProvision N
Component Block - <MarketDisruptionEventGrp> N
41088 MarketDisruptionFallbackProvision N
Component Block - <MarketDisruptionFallbackGrp> N
Component Block - <MarketDisruptionFallbackReferencePriceGrp> N
41089 MarketDisruptionMaximumDays N
41090 MarketDisruptionMaterialityPercentage N

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

41091 MarketDisruptionMinimumFuturesContracts N

Applicable only when MarketDisruptionEvent <41093>='DeMinimisTrading'.

Used In