Description

The <UnderlyingInstrument> component block, like the <Instrument> component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument 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
2874 UnderlyingID N

Used for unique identification of the underlying instance that can subsequently be used to serve as input value for fields such as UnderlyingRefID <2841>, for example, whenever a simple underlying reference is allowed or needed.

462 UnderlyingProduct N
Component Block - <UnderlyingSecurityXML> N

Embedded XML document describing the underlying instrument.

463 UnderlyingCFICode N
2894 UnderlyingUPICode N
310 UnderlyingSecurityType N
763 UnderlyingSecuritySubType N
313 UnderlyingMaturityMonthYear N
542 UnderlyingMaturityDate N
1213 UnderlyingMaturityTime N
1837 UnderlyingContractPriceRefMonth N
241 UnderlyingCouponPaymentDate N
1453 UnderlyingRestructuringType N
1454 UnderlyingSeniority N
2614 UnderlyingNotional N
2615 UnderlyingNotionalCurrency N
2616 UnderlyingNotionalDeterminationMethod N
2617 UnderlyingNotionalAdjustments N
2619 UnderlyingNotionalXIDRef N
1455 UnderlyingNotionalPercentageOutstanding N
1456 UnderlyingOriginalNotionalPercentageOutstanding N
1459 UnderlyingAttachmentPoint N
1460 UnderlyingDetachmentPoint 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
1437 UnderlyingContractMultiplierUnit N
2363 UnderlyingTradingUnitPeriodMultiplier N
1441 UnderlyingFlowScheduleType N
998 UnderlyingUnitOfMeasure N
1423 UnderlyingUnitOfMeasureQty N
1718 UnderlyingUnitOfMeasureCurrency N
1424 UnderlyingPriceUnitOfMeasure N
1425 UnderlyingPriceUnitOfMeasureQty N
1719 UnderlyingPriceUnitOfMeasureCurrency N
1000 UnderlyingTimeUnit N Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
1419 UnderlyingExerciseStyle N
1526 UnderlyingPriceQuoteCurrency N
435 UnderlyingCouponRate N
308 UnderlyingSecurityExchange N
306 UnderlyingIssuer N
362 EncodedUnderlyingIssuerLen N

Must be set if EncodedUnderlyingIssuer <363> field is specified and must immediately precede it.

363 EncodedUnderlyingIssuer N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer <306> field in the encoded format specified via the MessageEncoding <347> field.

2742 UnderlyingFinancialInstrumentShortName N
2720 UnderlyingFinancialInstrumentFullName N
2721 EncodedUnderlyingFinancialInstrumentFullNameLen N

Must be set if EncodedUnderlyingFinancialInstrumentFullName <2722> field is specified and must immediately precede it.

2722 EncodedUnderlyingFinancialInstrumentFullName N

Encoded (non-ASCII characters) representation of the UnderlyingFinancialInstrumentFullName <2720> field in the encoded format specified via the MessageEncoding <347> field.

2723 UnderlyingIndexCurveUnit N

Requires UnderlyingSecurityID <309> to identify the index. Requires UnderlyingIndexCurvePeriod <2724>.

2724 UnderlyingIndexCurvePeriod N

Requires UnderlyingSecurityID <309> to identify the index. Requires UnderlyingIndexCurveUnit <2723>.

307 UnderlyingSecurityDesc N
364 EncodedUnderlyingSecurityDescLen N

Must be set if EncodedUnderlyingSecurityDesc <365> field is specified and must immediately precede it.

365 EncodedUnderlyingSecurityDesc N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc <307> field in the encoded format specified via the MessageEncoding <347> field.

877 UnderlyingCPProgram N
878 UnderlyingCPRegType N
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.
318 UnderlyingCurrency N Specific to the <UnderlyingInstrument> (not in <Instrument>)
879 UnderlyingQty N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

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

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)
810 UnderlyingPx N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

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

882 UnderlyingDirtyPrice N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

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 <UnderlyingInstrument> (not in <Instrument>)

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 <UnderlyingInstrument> (not in <Instrument>)

Currency value attributed to this collateral at the start of the agreement

885 UnderlyingCurrentValue N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

Currency value currently attributed to this collateral

886 UnderlyingEndValue N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

Currency value attributed to this collateral at the end of the agreement

2885 UnderlyingAccruedInterestAmt N
2886 UnderlyingNumDaysInterest N
Component Block - <UnderlyingStipulations> N

Specific to the <UnderlyingInstrument> (not in <Instrument>)

Insert here the contents of the Component Block

1044 UnderlyingAdjustedQuantity N Specific to the <UnderlyingInstrument> (not in <Instrument>). 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 <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue <885> (or market value) from UnderlyingCurrency <318> to Currency <15>.
1046 UnderlyingFXRateCalc N Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFXRate <1045> should be multiplied or divided to derive UnderlyingCurrentValue <885>.
1038 UnderlyingCapValue N
Component Block - <UndlyInstrumentParties> N
1039 UnderlyingSettlMethod N
315 UnderlyingPutOrCall N Used to express option right
2683 UnderlyingInTheMoneyCondition N

Used to express in-the-moneyness behavior in general terms for the option without the use of UnderlyingStrikePrice <316> and UnderlyingPutOrCall <315>.

2687 UnderlyingContraryInstructionEligibilityIndicator N
1988 UnderlyingConstituentWeight N
1989 UnderlyingCouponType N
1990 UnderlyingTotalIssuedAmount N
1991 UnderlyingCouponFrequencyPeriod N

Conditionally required when UnderlyingCouponFrequencyUnit <1992> is specified.

1992 UnderlyingCouponFrequencyUnit N

Conditionally required when UnderlyingCouponFrequencyPeriod <1991> is specified.

1993 UnderlyingCouponDayCount N
2881 UnderlyingCouponOtherDayCount N
1994 UnderlyingObligationID N
1995 UnderlyingObligationIDSource N

Conditionally required when UnderlyingObligationID <1994> is specified.

1996 UnderlyingEquityID N
1997 UnderlyingEquityIDSource N

Conditionally required when UnderlyingEquityID <1996> is specified.

2620 UnderlyingFutureID N
2621 UnderlyingFutureIDSource N

Required if UnderlyingFutureID <2620> is specified.

Component Block - <UnderlyingEvntGrp> N
1998 UnderlyingLienSeniority N
1999 UnderlyingLoanFacility N
2000 UnderlyingReferenceEntityType N
2003 UnderlyingIndexSeries N
2004 UnderlyingIndexAnnexVersion N
2005 UnderlyingIndexAnnexDate N
2006 UnderlyingIndexAnnexSource N
2284 UnderlyingSettlRateIndex N
2285 UnderlyingSettlRateIndexLocation N
2286 UnderlyingOptionExpirationDesc N
2287 EncodedUnderlyingOptionExpirationDescLen N

Must be set if EncodedUnderlyingOptionExpirationDesc <2288> field is specified and must immediately precede it.

2288 EncodedUnderlyingOptionExpirationDesc N

Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc <2286> field in the encoded format specified via the MessageEncoding <347> field.

2007 UnderlyingProductComplex N
2008 UnderlyingSecurityGroup N
2009 UnderlyingSettleOnOpenFlag N
2010 UnderlyingAssignmentMethod N
2011 UnderlyingSecurityStatus N
2012 UnderlyingObligationType N
2491 UnderlyingAssetGroup N
2013 UnderlyingAssetClass N

Required if UnderlyingAssetSubClass <2014> is specified.

2014 UnderlyingAssetSubClass N

Required if UnderlyingAssetType <2015> is specified.

2015 UnderlyingAssetType N

Required if UnderlyingAssetSubType <2744> is specified.

2744 UnderlyingAssetSubType N
Component Block - <UnderlyingSecondaryAssetGrp> N
Component Block - <UnderlyingAssetAttributeGrp> N
2016 UnderlyingSwapClass N
2289 UnderlyingSwapSubClass N
2017 UnderlyingNthToDefault N

Conditionally required when UnderlyingMthToDefault <2018> is specified.

2018 UnderlyingMthToDefault N
2019 UnderlyingSettledEntityMatrixSource N
2020 UnderlyingSettledEntityMatrixPublicationDate N
2021 UnderlyingStrikeMultiplier N
2022 UnderlyingStrikeValue N
2290 UnderlyingStrikeUnitOfMeasure N
2622 UnderlyingStrikeIndexCurvePoint N
2291 UnderlyingStrikeIndex N
2623 UnderlyingStrikeIndexQuote N
2292 UnderlyingStrikeIndexSpread N
2023 UnderlyingStrikePriceDeterminationMethod N
2024 UnderlyingStrikePriceBoundaryMethod N

When specified, UnderlyingPutOrCall <315>, UnderlyingStrikePrice <316>, and UnderlyingStrikePriceBoundaryPrecision <2025> must also be specified.

2025 UnderlyingStrikePriceBoundaryPrecision N
2026 UnderlyingMinPriceIncrement N
2027 UnderlyingMinPriceIncrementAmount N
2028 UnderlyingOptPayoutType N
2029 UnderlyingOptPayoutAmount N

Conditionally required if UnderlyingOptPayoutType <2028> = 3 (Binary).

2757 UnderlyingReturnTrigger N
2030 UnderlyingPriceQuoteMethod N
2031 UnderlyingValuationMethod N
2293 UnderlyingValuationSource N
2294 UnderlyingValuationReferenceModel N
2032 UnderlyingListMethod N
2033 UnderlyingCapPrice N
2034 UnderlyingFloorPrice N
2035 UnderlyingFlexibleIndicator N
2036 UnderlyingFlexProductEligibilityIndicator N
2037 UnderlyingPositionLimit N
2038 UnderlyingNTPositionLimit N
2039 UnderlyingPool N
2040 UnderlyingContractSettlMonth N
2041 UnderlyingDatedDate N
2042 UnderlyingInterestAccrualDate N
2043 UnderlyingShortSaleRestriction N
2044 UnderlyingRefTickTableID N
41314 UnderlyingProtectionTermXIDRef N
41315 UnderlyingSettlTermXIDRef N
Component Block - <UnderlyingComplexEvents> N
2295 UnderlyingStrategyType N
2296 UnderlyingCommonPricingIndicator N
2297 UnderlyingSettlDisruptionProvision N
2756 UnderlyingDeliveryRouteOrCharter N
2298 UnderlyingInstrumentRoundingDirection N
2299 UnderlyingInstrumentRoundingPrecision N
Component Block - <UnderlyingDateAdjustment> N
Component Block - <UnderlyingPricingDateTime> N
Component Block - <UnderlyingMarketDisruption> N
Component Block - <UnderlyingOptionExercise> N
Component Block - <UnderlyingStreamGrp> N
Component Block - <UnderlyingProvisionGrp> N
Component Block - <UnderlyingAdditionalTermGrp> N
Component Block - <UnderlyingProtectionTermGrp> N
Component Block - <UnderlyingCashSettlTermGrp> N
Component Block - <UnderlyingPhysicalSettlTermGrp> N
Component Block - <UnderlyingRateSpreadSchedule> N
Component Block - <UnderlyingDividendPayout> N
Component Block - <UnderlyingExtraordinaryEventGrp> N
2624 UnderlyingExtraordinaryEventAdjustmentMethod N
2625 UnderlyingExchangeLookAlike N
2626 UnderlyingAverageVolumeLimitationPercentage N
2627 UnderlyingAverageVolumeLimitationPeriodDays N
2628 UnderlyingDepositoryReceiptIndicator N
2629 UnderlyingOpenUnits N
2630 UnderlyingBasketDivisor N
2631 UnderlyingInstrumentXID N

Used In