<?xml version="1.0" encoding="utf-8"?>
<Components xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
copyright="Copyright (c) FIX Protocol Ltd. All Rights Reserved."
edition="2010"
version="FIX.5.0SP2"
xsi:noNamespaceSchemaLocation="../../schema/Components.xsd"
generated="2020-01-22T01:30:12.253Z"
latestEP="254">
<Component added="FIX.4.3" updated="FIX.5.0SP2" updatedEP="204">
<ComponentID>1000</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>CommissionData</Name>
<AbbrName>Comm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The CommissionData component block is used to carry commission information such as the type of commission and the rate. Use the CommissionDataGrp component as an alternative if multiple commissions or enhanced attributes are needed.</Description>
<Elaboration>This component may be used to provide aggregated commission data of a given CommType(13) where the CommissionDataGrp maybe used to include the detail splits provided the commission is of the same commission basis type. For example, CommissionData may contain CommType(13) of 3 (Absolute) and a Commission(12) value of "15". CommissionDataGrp may be used to show how this Commission(12) value of "15" is split up as long as the CommissionBasis(2642) is also 3 (Absolute) for each of the instances added together. This method of aggregated commission data may also be applied to this component to provide a total when the instances of the detail splits in CommissionDataGrp contain leg level information (indicated by the usage of CommissionLegRefID(2649) in CommissionDataGrp). Note that it is only possible to aggregate values for a single commission basis type.</Elaboration>
</Component>
<Component added="FIX.4.4">
<ComponentID>1001</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>DiscretionInstructions</Name>
<AbbrName>DiscInstr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The presence of DiscretionInstructions component block on an order indicates that the trader wishes to display one price but will accept trades at another price.</Description>
</Component>
<Component added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="161">
<ComponentID>1002</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>FinancingDetails</Name>
<AbbrName>FinDetls</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Component block is optionally used for financial transaction where legal contracts, master agreements or master confirmations is to be referenced. This component identifies the legal agreement under which the deal was made and other unique characteristics of the transaction. For example, the AgreementDesc(913) field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan – Amended 1998, for example.</Description>
</Component>
<Component added="FIX.4.3">
<ComponentID>1003</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>Instrument</Name>
<AbbrName>Instrmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.</Description>
</Component>
<Component added="FIX.4.4">
<ComponentID>1004</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>InstrumentExtension</Name>
<AbbrName>InstrmtExt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities.</Description>
</Component>
<Component added="FIX.4.3">
<ComponentID>1005</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>InstrumentLeg</Name>
<AbbrName>Leg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.</Description>
</Component>
<Component added="FIX.4.4">
<ComponentID>1006</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegBenchmarkCurveData</Name>
<AbbrName>BnchmkCurve</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security.</Description>
</Component>
<Component added="FIX.4.4">
<ComponentID>1007</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegStipulations</Name>
<AbbrName>Stip</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.</Description>
</Component>
<Component added="FIX.4.3">
<ComponentID>1008</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>NestedParties</Name>
<AbbrName>Pty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.</Description>
</Component>
<Component added="FIX.4.3">
<ComponentID>1011</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>OrderQtyData</Name>
<AbbrName>OrdQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV).</Description>
</Component>
<Component added="FIX.4.3">
<ComponentID>1012</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>Parties</Name>
<AbbrName>Pty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource.</Description>
</Component>
<Component added="FIX.4.4">
<ComponentID>1013</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PegInstructions</Name>
<AbbrName>PegInstr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The Peg Instructions component block is used to tie the price of a security to a market event such as opening price, mid-price, best price. The Peg Instructions block may also be used to tie the price to the behavior of a related security.</Description>
</Component>
<Component added="FIX.4.4">
<ComponentID>1014</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PositionAmountData</Name>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The PositionAmountData component block is used to report netted amounts associated with position quantities. In the listed derivatives market the amount is generally expressing a type of futures variation or option premium. In the equities market this may be the net pay or collect on a given position.</Description>
</Component>
<Component added="FIX.4.4">
<ComponentID>1015</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PositionQty</Name>
<AbbrName>Qty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The PositionQty component block specifies the various types of position quantity in the position life-cycle including start-of-day, intraday, trade, adjustments, and end-of-day position quantities. Quantities are expressed in terms of long and short quantities.</Description>
</Component>
<Component added="FIX.4.4">
<ComponentID>1016</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>SettlInstructionsData</Name>
<AbbrName>SetInstr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The SettlInstructionsData component block is used to convey key information regarding standing settlement and delivery instructions. It also provides a reference to standing settlement details regarding the source, delivery instructions, and settlement parties</Description>
</Component>
<Component added="FIX.4.4">
<ComponentID>1017</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>SettlParties</Name>
<AbbrName>Pty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The SettlParties component block is used in a similar manner as Parties Block within the context of settlement instruction messages to distinguish between parties involved in the settlement and parties who are expected to execute the settlement process.</Description>
</Component>
<Component added="FIX.4.3">
<ComponentID>1018</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>SpreadOrBenchmarkCurveData</Name>
<AbbrName>SprdBnchmkCurve</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve.</Description>
</Component>
<Component added="FIX.4.3">
<ComponentID>1019</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>Stipulations</Name>
<AbbrName>Stip</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The Stipulations component block is used in Fixed Income to provide additional information on a given security. These additional information are usually not considered static data information.</Description>
</Component>
<Component added="FIX.4.4">
<ComponentID>1020</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>TrdRegTimestamps</Name>
<AbbrName>TrdRegTS</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The TrdRegTimestamps component block is used to express timestamps for an order or trade that are required by regulatory agencies These timesteamps are used to identify the timeframes for when an order or trade is received on the floor, received and executed by the broker, etc.</Description>
</Component>
<Component added="FIX.4.3">
<ComponentID>1021</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingInstrument</Name>
<AbbrName>Undly</AbbrName>
<NotReqXML>0</NotReqXML>
<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.</Description>
</Component>
<Component added="FIX.4.3">
<ComponentID>1022</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>YieldData</Name>
<AbbrName>Yield</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The YieldData component block conveys yield information for a given Fixed Income security.</Description>
</Component>
<Component added="FIX.4.4">
<ComponentID>1023</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingStipulations</Name>
<AbbrName>Stip</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingStipulations component block has the same usage as the Stipulations component block, but for an underlying security.</Description>
</Component>
<Component added="FIX.4.0">
<ComponentID>1024</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Session</CategoryID>
<Name>StandardHeader</Name>
<AbbrName>BaseHeader</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The standard FIX message header</Description>
</Component>
<Component added="FIX.4.0">
<ComponentID>1025</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Session</CategoryID>
<Name>StandardTrailer</Name>
<AbbrName>Trlr</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>The standard FIX message trailer</Description>
</Component>
<Component added="FIX.4.4">
<ComponentID>1009</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>NestedParties2</Name>
<AbbrName>Pty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The NestedParties2 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.</Description>
</Component>
<Component added="FIX.4.4">
<ComponentID>1010</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>NestedParties3</Name>
<AbbrName>Pty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The NestedParties3 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties3 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.</Description>
</Component>
<Component added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="131">
<ComponentID>2001</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>OrderMassHandling</CategoryID>
<Name>AffectedOrdGrp</Name>
<AbbrName>AfctdOrd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="196">
<ComponentID>2002</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Allocation</CategoryID>
<Name>AllocAckGrp</Name>
<AbbrName>AllocAck</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>This repeating group is optionally used for messages with AllocStatus(87) = 2 (Account level reject), to provide details of the individual accounts that were accepted or rejected. In the case of a reject, the reasons for the rejection should be specified. </Description>
</Component>
<Component added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="192">
<ComponentID>2003</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Allocation</CategoryID>
<Name>AllocGrp</Name>
<AbbrName>Alloc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>This repeating group is optionally used for messages with AllocStatus(87) = 2 (account level reject), AllocStatus(87) = 0 (accepted), to provide details of the individual accounts that were accepted or rejected. In the case of a reject, the reasons for the rejection should be specified. This group should not be populated where AllocStatus(87) has any other value.</Description>
</Component>
<Component added="FIX.4.4">
<ComponentID>2004</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>ProgramTrading</CategoryID>
<Name>BidCompReqGrp</Name>
<AbbrName>CompReq</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2005</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>ProgramTrading</CategoryID>
<Name>BidCompRspGrp</Name>
<AbbrName>CompRsp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2006</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>ProgramTrading</CategoryID>
<Name>BidDescReqGrp</Name>
<AbbrName>DescReq</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2007</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ClrInstGrp</Name>
<AbbrName>ClrInst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2008</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>CollateralManagement</CategoryID>
<Name>CollInqQualGrp</Name>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2009</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>CompIDReqGrp</Name>
<AbbrName>CIDReq</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2010</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>CompIDStatGrp</Name>
<AbbrName>CIDStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2011</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ContAmtGrp</Name>
<AbbrName>ContAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2012</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ContraGrp</Name>
<AbbrName>Contra</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component updated="FIX.5.0SP1" updatedEP="97" added="FIX.4.4">
<ComponentID>2013</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Confirmation</CategoryID>
<Name>CpctyConfGrp</Name>
<AbbrName>Cpcty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="237">
<ComponentID>2014</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ExecAllocGrp</Name>
<AbbrName>AllExc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2015</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>CollateralManagement</CategoryID>
<Name>ExecCollGrp</Name>
<AbbrName>CollExc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2017</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>InstrmtGrp</Name>
<AbbrName>Inst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2018</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>InstrmtLegExecGrp</Name>
<AbbrName>Exec</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component updated="FIX.5.0SP2" updatedEP="192" added="FIX.4.4">
<ComponentID>2019</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>InstrmtLegGrp</Name>
<AbbrName>Leg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2020</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>InstrmtLegIOIGrp</Name>
<AbbrName>IOI</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2021</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>InstrmtLegSecListGrp</Name>
<AbbrName>SecL</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2022</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>InstrmtMDReqGrp</Name>
<AbbrName>InstReq</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2023</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>ProgramTrading</CategoryID>
<Name>InstrmtStrkPxGrp</Name>
<AbbrName>StrkPX</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2024</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Indication</CategoryID>
<Name>IOIQualGrp</Name>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="171">
<ComponentID>2025</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegOrdGrp</Name>
<AbbrName>Ord</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2026</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPreAllocGrp</Name>
<AbbrName>PreAll</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2027</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>QuotationNegotiation</CategoryID>
<Name>LegQuotGrp</Name>
<AbbrName>Quot</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2028</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>QuotationNegotiation</CategoryID>
<Name>LegQuotStatGrp</Name>
<AbbrName>QuoteStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2029</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LinesOfTextGrp</Name>
<AbbrName>TxtLn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2030</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>ProgramTrading</CategoryID>
<Name>ListOrdGrp</Name>
<AbbrName>Ord</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2031</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>MarketData</CategoryID>
<Name>MDFullGrp</Name>
<AbbrName>Full</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2032</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>MarketData</CategoryID>
<Name>MDIncGrp</Name>
<AbbrName>Inc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2033</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>MarketData</CategoryID>
<Name>MDReqGrp</Name>
<AbbrName>Req</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2034</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>MarketData</CategoryID>
<Name>MDRjctGrp</Name>
<AbbrName>Rjct</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="254">
<ComponentID>2035</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>MiscFeesGrp</Name>
<AbbrName>MiscFees</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The MiscFeesGrp component is used to provide details of trade and transaction fees other than commissions, e.g. regulatory, exchange, taxes, levies, markup, trade reporting, etc. In the context of ESMA RTS 27 Best Execution Reporting, it may also be used to collect and publish the nature and level of current venue fees, rebates and payouts. Use MiscFeeQualifier(2712) to communicate whether the fee affects trade economics.</Description>
<Elaboration>MiscFeesGrp should be used to convey fees related to the transaction (e.g. taxes, transaction based fees, etc.) and should not be used to specify payments based on the price or terms of the contract (e.g. upfront fee, premium amount, security lending fee, contract-based rebates, related fee resets, payment frequency, etc.). For contractual payments use the PaymentGrp component instead.</Elaboration>
</Component>
<Component added="FIX.4.4">
<ComponentID>2036</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>OrdAllocGrp</Name>
<AbbrName>OrdAlloc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2037</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>ProgramTrading</CategoryID>
<Name>OrdListStatGrp</Name>
<AbbrName>ListStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2038</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>PositionMaintenance</CategoryID>
<Name>PosUndInstrmtGrp</Name>
<AbbrName>PosUnd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2039</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PreAllocGrp</Name>
<AbbrName>PreAll</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2040</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PreAllocMlegGrp</Name>
<AbbrName>PreAllocMleg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2041</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>QuotationNegotiation</CategoryID>
<Name>QuotCxlEntriesGrp</Name>
<AbbrName>QuotCxlEntry</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2042</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>QuotationNegotiation</CategoryID>
<Name>QuotEntryAckGrp</Name>
<AbbrName>QuotEntryAck</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2043</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>QuotationNegotiation</CategoryID>
<Name>QuotEntryGrp</Name>
<AbbrName>QuotEntry</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2044</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>QuotationNegotiation</CategoryID>
<Name>QuotQualGrp</Name>
<AbbrName>QuotQual</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2045</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>QuotationNegotiation</CategoryID>
<Name>QuotReqGrp</Name>
<AbbrName>QuotReq</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2046</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>QuotationNegotiation</CategoryID>
<Name>QuotReqLegsGrp</Name>
<AbbrName>Leg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2047</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>QuotationNegotiation</CategoryID>
<Name>QuotReqRjctGrp</Name>
<AbbrName>QuotReqRej</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2048</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>QuotationNegotiation</CategoryID>
<Name>QuotSetAckGrp</Name>
<AbbrName>QuotSetAck</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2049</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>QuotationNegotiation</CategoryID>
<Name>QuotSetGrp</Name>
<AbbrName>QuotSet</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component updated="FIX.5.0SP1" updatedEP="97" added="FIX.4.4">
<ComponentID>2050</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>SecuritiesReferenceData</CategoryID>
<Name>RelSymDerivSecGrp</Name>
<AbbrName>RelSym</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2051</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>QuotationNegotiation</CategoryID>
<Name>RFQReqGrp</Name>
<AbbrName>RFQReq</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2052</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>RegistrationInstruction</CategoryID>
<Name>RgstDistInstGrp</Name>
<AbbrName>RgDtlInst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2053</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>RegistrationInstruction</CategoryID>
<Name>RgstDtlsGrp</Name>
<AbbrName>RgDtl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2054</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>RoutingGrp</Name>
<AbbrName>Rtg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component updated="FIX.5.0SP1" updatedEP="97" added="FIX.4.4">
<ComponentID>2055</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>SecuritiesReferenceData</CategoryID>
<Name>SecListGrp</Name>
<AbbrName>SecL</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component updated="FIX.5.0SP1" updatedEP="97" added="FIX.4.4">
<ComponentID>2056</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>SecuritiesReferenceData</CategoryID>
<Name>SecTypesGrp</Name>
<AbbrName>SecT</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2057</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>SettlementInstruction</CategoryID>
<Name>SettlInstGrp</Name>
<AbbrName>SetInst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2058</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>CrossOrders</CategoryID>
<Name>SideCrossOrdCxlGrp</Name>
<AbbrName>SideCrossCxl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2059</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>CrossOrders</CategoryID>
<Name>SideCrossOrdModGrp</Name>
<AbbrName>SideCrossMod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component updated="FIX.5.0SP1" updatedEP="97" added="FIX.4.4">
<ComponentID>2060</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>TradeCapture</CategoryID>
<Name>TrdAllocGrp</Name>
<AbbrName>Alloc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2061</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>TradeCapture</CategoryID>
<Name>TrdCapRptSideGrp</Name>
<AbbrName>RptSide</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component updated="FIX.5.0SP1" updatedEP="97" added="FIX.4.4">
<ComponentID>2062</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>CollateralManagement</CategoryID>
<Name>TrdCollGrp</Name>
<AbbrName>TrdColl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2063</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>TradeCapture</CategoryID>
<Name>TrdInstrmtLegGrp</Name>
<AbbrName>TrdLeg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2064</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>TrdgSesGrp</Name>
<AbbrName>TrdSes</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2065</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>CollateralManagement</CategoryID>
<Name>UndInstrmtCollGrp</Name>
<AbbrName>UndColl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="192">
<ComponentID>2066</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UndInstrmtGrp</Name>
<AbbrName>Undly</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2069</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>TradeCapture</CategoryID>
<Name>TrdCapDtGrp</Name>
<AbbrName>TrdCapDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="208">
<ComponentID>2070</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>EvntGrp</Name>
<AbbrName>Evnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The EvntGrp is a repeating subcomponent of the Instrument component used to specify straightforward events associated with the instrument. Examples include put and call dates for bonds and options; first exercise date for options; inventory and delivery dates for commodities; start, end and roll dates for swaps. Use ComplexEvents for more advanced dates such as option, futures, commodities and equity swap observation and pricing events.</Description>
<Elaboration>The EvntGrp contains three different methods to express a "time" associated with the event using the EventDate(866) and EventTime(1145) pair of fields or the EventTimeUnit(1827) and EventTimePeriod(1826) pair of fields or EventMonthYear(2340).
The EventDate(866), and optional EventTime(1145), may be used to specify an exact date and optional time for the event. The EventTimeUnit(1827) and EventTimePeriod(1826) may be used to express a time period associated with the event, e.g. 3-month, 4-years, 2-weeks. The EventMonthYear(2340), and optional EventTime(1145), may be used to express the event as a month of year, with optional day of month or week of month.
Either EventDate(866) or EventMonthYear(2340), and the optional EventTime(1145), must be specified or EventTimeUnit(1827) and EventTimePeriod(1826) must be specified.
The EventMonthYear(2340) may be used instead of EventDate(866) when month-year, with optional day of month or week of month, is required instead of a date.</Elaboration>
</Component>
<Component added="FIX.4.4">
<ComponentID>2071</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>SecAltIDGrp</Name>
<AbbrName>AID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2072</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegSecAltIDGrp</Name>
<AbbrName>LegAID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2073</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UndSecAltIDGrp</Name>
<AbbrName>UndAID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2074</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>AttrbGrp</Name>
<AbbrName>Attrb</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2075</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>DlvyInstGrp</Name>
<AbbrName>DlvInst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2076</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>SettlPtysSubGrp</Name>
<AbbrName>Sub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2077</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PtysSubGrp</Name>
<AbbrName>Sub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2078</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>NstdPtysSubGrp</Name>
<AbbrName>Sub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component updated="FIX.5.0SP1" updatedEP="95" added="FIX.4.4" addedEP="-1">
<ComponentID>2085</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Session</CategoryID>
<Name>HopGrp</Name>
<AbbrName>Hop</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2079</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>NstdPtys2SubGrp</Name>
<AbbrName>Sub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4">
<ComponentID>2080</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>NstdPtys3SubGrp</Name>
<AbbrName>Sub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component updated="FIX.5.0SP1" updatedEP="95" added="FIX.4.4" addedEP="-1">
<ComponentID>2086</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>StrategyParametersGrp</Name>
<AbbrName>StrtPrmGrp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component updated="FIX.5.0SP1" updatedEP="97" added="FIX.4.4" addedEP="-1">
<ComponentID>2087</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>SecuritiesReferenceData</CategoryID>
<Name>SecLstUpdRelSymGrp</Name>
<AbbrName>SecL</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component updated="FIX.5.0SP1" updatedEP="97" added="FIX.4.4" addedEP="-1">
<ComponentID>2088</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>SecuritiesReferenceData</CategoryID>
<Name>SecLstUpdRelSymsLegGrp</Name>
<AbbrName>SecLstUpdRelSymsLegGrp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component updated="FIX.5.0SP1" updatedEP="97" added="FIX.4.4" addedEP="-1">
<ComponentID>1026</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>PositionMaintenance</CategoryID>
<Name>UnderlyingAmount</Name>
<AbbrName>UndDlvAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingAmount component block is used to supply the underlying amounts, dates, settlement status and method for derivative positions.</Description>
</Component>
<Component updated="FIX.5.0SP1" updatedEP="97" added="FIX.4.4" addedEP="-1">
<ComponentID>1027</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>PositionMaintenance</CategoryID>
<Name>ExpirationQty</Name>
<AbbrName>Qty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ExpirationQty component block identified the expiration quantities and type of expiration.</Description>
</Component>
<Component added="FIX.4.4" addedEP="-1">
<ComponentID>1032</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>InstrumentParties</Name>
<AbbrName>Pty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block.</Description>
</Component>
<Component added="FIX.4.4" addedEP="-1">
<ComponentID>2093</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>InstrumentPtysSubGrp</Name>
<AbbrName>Sub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component updated="FIX.5.0SP2" updatedEP="141" added="FIX.4.4" addedEP="-1">
<ComponentID>1028</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>TradeCapture</CategoryID>
<Name>SideTrdRegTS</Name>
<AbbrName>TrdRegTS</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The SideTrdRegTS component block is used to convey trading or regulatory timestamps associated with one side of a multi-sided trade event.</Description>
</Component>
<Component added="FIX.4.4" addedEP="-1">
<ComponentID>2094</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>TradeCapture</CategoryID>
<Name>TrdCapRptAckSideGrp</Name>
<AbbrName>RptSide</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4" addedEP="-1">
<ComponentID>1033</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UndlyInstrumentParties</Name>
<AbbrName>Pty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block.</Description>
</Component>
<Component added="FIX.4.4" addedEP="-1">
<ComponentID>2096</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UndlyInstrumentPtysSubGrp</Name>
<AbbrName>Sub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4" addedEP="-1">
<ComponentID>1029</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>DisplayInstruction</Name>
<AbbrName>DsplyInstr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The DisplayInstruction component block is used to convey instructions on how a reserved order is to be handled in terms of when and how much of the order quantity is to be displayed to the market.</Description>
</Component>
<Component added="FIX.4.4" addedEP="-1">
<ComponentID>1030</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>TriggeringInstruction</Name>
<AbbrName>TrgrInstr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The TriggeringInstruction component block specifies the conditions under which an order will be triggered by related market events as well as the behavior of the order in the market once it is triggered.</Description>
</Component>
<Component added="FIX.4.4" addedEP="-1">
<ComponentID>1031</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>RootParties</Name>
<AbbrName>Pty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The RootParties component block is a version of the Parties component block used to provide root information regarding the owning and entering parties of a transaction.</Description>
</Component>
<Component added="FIX.4.4" addedEP="-1">
<ComponentID>2097</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>RootSubParties</Name>
<AbbrName>Sub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4" addedEP="-1">
<ComponentID>2099</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>TrdSessLstGrp</Name>
<AbbrName>TrdSessLstGrp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.4.4" addedEP="-1">
<ComponentID>2098</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>MsgTypeGrp</Name>
<AbbrName>MsgTypeGrp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>1058</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>SecurityTradingRules</Name>
<AbbrName>SecTrdgRules</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Ths SecurityTradingRules component block is used as part of security definition to specify the specific security's standard trading parameters such as trading session eligibility and other attributes of the security.</Description>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2139</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>SettlDetails</Name>
<AbbrName>SettlDetails</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2101</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>SettlementInstruction</CategoryID>
<Name>SettlObligationInstructions</Name>
<AbbrName>SettlObligInst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2102</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>MarketData</CategoryID>
<Name>SecSizesGrp</Name>
<AbbrName>SecSizesGrp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2103</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>MarketData</CategoryID>
<Name>StatsIndGrp</Name>
<AbbrName>StatsIndGrp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1" updated="FIX.5.0SP2" updatedEP="145">
<ComponentID>1060</ComponentID>
<ComponentType>XMLDataBlock</ComponentType>
<CategoryID>Common</CategoryID>
<Name>SecurityXML</Name>
<AbbrName>SecXML</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The SecurityXML component is used to provide a definition in an XML format for the instrument.</Description>
<Elaboration>See "Specifying an FpML product specification from within the FIX Instrument Block" in Volume 1 of the FIX Specification for more information on using this component block with FpML as a guideline.</Elaboration>
</Component>
<Component added="FIX.5.0" addedEP="-1" updated="FIX.5.0SP2" updatedEP="195">
<ComponentID>2118</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>TickRules</Name>
<AbbrName>TickRules</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The TickRules component specifies the rules for determining how a security ticks, i.e. the price increments which it can be quoted, traded, and for certain cases settled, depending on the current price of the security.</Description>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2119</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>StrikeRules</Name>
<AbbrName>StrkRules</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2120</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>MaturityRules</Name>
<AbbrName>MatRules</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2121</ComponentID>
<ComponentType>ImplicitBlock</ComponentType>
<CategoryID>Common</CategoryID>
<Name>SecondaryPriceLimits</Name>
<AbbrName>PxLmts2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2122</ComponentID>
<ComponentType>ImplicitBlock</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PriceLimits</Name>
<AbbrName>PxLmts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1" updated="FIX.5.0SP2" updatedEP="195">
<ComponentID>2123</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>MarketDataFeedTypes</Name>
<AbbrName>MDFeedTyps</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The MarketDataFeedTypes component is used to specify the different available feed types and sub-types, and additional market data feed related attributes, such as the market depth of the specified feed type.</Description>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2124</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LotTypeRules</Name>
<AbbrName>LotTypeRules</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1" updated="FIX.5.0SP2" updatedEP="195">
<ComponentID>2125</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>MatchRules</Name>
<AbbrName>MtchRules</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The MatchRules component is used to specify the details of order matching rules for specified product group or complex.</Description>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2126</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ExecInstRules</Name>
<AbbrName>ExecInstRules</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2127</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>TimeInForceRules</Name>
<AbbrName>TmInForceRules</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2128</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>OrdTypeRules</Name>
<AbbrName>OrdTypRules</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2129</ComponentID>
<ComponentType>ImplicitBlock</ComponentType>
<CategoryID>Common</CategoryID>
<Name>TradingSessionRules</Name>
<AbbrName>TrdgSesRules</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2130</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>TradingSessionRulesGrp</Name>
<AbbrName>TrdgSesRulesGrp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1" updated="FIX.5.0SP2" updatedEP="195">
<ComponentID>2131</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>BaseTradingRules</Name>
<AbbrName>BaseTrdgRules</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Trading rules that are applicable to a market, market segment or individual security independent of a trading session.</Description>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2132</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>MarketSegmentGrp</Name>
<AbbrName>MktSegGrp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2104</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>DerivativeInstrumentPartySubIDsGrp</Name>
<AbbrName>Sub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2141</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>DerivativeInstrumentParties</Name>
<AbbrName>Pty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2136</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>DerivativeInstrumentAttribute</Name>
<AbbrName>Attrb</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2135</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>NestedInstrumentAttribute</Name>
<AbbrName>Attrb</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2140</ComponentID>
<ComponentType>ImplicitBlock</ComponentType>
<CategoryID>Common</CategoryID>
<Name>DerivativeInstrument</Name>
<AbbrName>DerivInstrmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2105</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>DerivativeSecurityAltIDGrp</Name>
<AbbrName>AID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2106</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>DerivativeEventsGrp</Name>
<AbbrName>Evnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2133</ComponentID>
<ComponentType>ImplicitBlock</ComponentType>
<CategoryID>Common</CategoryID>
<Name>DerivativeSecurityDefinition</Name>
<AbbrName>DerivSecDef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2107</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>RelSymDerivSecUpdGrp</Name>
<AbbrName>RelSym</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>1061</ComponentID>
<ComponentType>XMLDataBlock</ComponentType>
<CategoryID>Common</CategoryID>
<Name>DerivativeSecurityXML</Name>
<AbbrName>SecXML</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component updated="FIX.5.0SP1" updatedEP="97" added="FIX.5.0" addedEP="-1"
deprecated="FIX.5.0SP2"
deprecatedEP="187">
<ComponentID>2108</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>TradeCapture</CategoryID>
<Name>UnderlyingLegSecurityAltIDGrp</Name>
<AbbrName>AID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component updated="FIX.5.0SP1" updatedEP="97" added="FIX.5.0" addedEP="-1"
deprecated="FIX.5.0SP2"
deprecatedEP="187">
<ComponentID>2134</ComponentID>
<ComponentType>ImplicitBlock</ComponentType>
<CategoryID>TradeCapture</CategoryID>
<Name>UnderlyingLegInstrument</Name>
<AbbrName>Instrmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component updated="FIX.5.0SP1" updatedEP="97" added="FIX.5.0" addedEP="-1"
deprecated="FIX.5.0SP2"
deprecatedEP="187">
<ComponentID>2109</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>TradeCapture</CategoryID>
<Name>TradeCapLegUnderlyingsGrp</Name>
<AbbrName>TradeCapLegUndlyGrp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2137</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>UserManagement</CategoryID>
<Name>UsernameGrp</Name>
<AbbrName>UserGrp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1" updated="FIX.5.0SP2" updatedEP="131">
<ComponentID>2111</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>OrderMassHandling</CategoryID>
<Name>NotAffectedOrdGrp</Name>
<AbbrName>NotAfctdOrd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2112</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>SingleGeneralOrderHandling</CategoryID>
<Name>FillsGrp</Name>
<AbbrName>FillsGrp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component updated="FIX.5.0SP1" updatedEP="97" added="FIX.5.0" addedEP="-1">
<ComponentID>2113</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>TradeCapture</CategoryID>
<Name>TrdRepIndicatorsGrp</Name>
<AbbrName>TrdRepIndicatorsGrp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>1057</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ApplicationSequenceControl</Name>
<AbbrName>ApplSeqCtrl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ApplicationSequenceControl is used for application sequencing and recovery. Consisting of ApplSeqNum (1181), ApplID (1180), ApplLastSeqNum (1350), and ApplResendFlag (1352), FIX application messages that carries this component block will be able to use application level sequencing. ApplID, ApplSeqNum and ApplLastSeqNum fields identify the application id, application sequence number and the previous application sequence number (in case of intentional gaps) on each application message that carries this block.</Description>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2115</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Application</CategoryID>
<Name>ApplIDRequestGrp</Name>
<AbbrName>ApplIDReqGrp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2116</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Application</CategoryID>
<Name>ApplIDRequestAckGrp</Name>
<AbbrName>ApplIDReqAckGrp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2117</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Application</CategoryID>
<Name>ApplIDReportGrp</Name>
<AbbrName>ApplIDRptGrp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>2142</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>NstdPtys4SubGrp</Name>
<AbbrName>Sub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Component>
<Component added="FIX.5.0" addedEP="-1">
<ComponentID>1059</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>NestedParties4</Name>
<AbbrName>Pty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The NestedParties4 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties4 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.</Description>
</Component>
<Component added="FIX.5.0SP1" addedEP="77">
<ComponentID>2143</ComponentID>
<ComponentType>ImplicitBlock</ComponentType>
<CategoryID>TradeCapture</CategoryID>
<Name>TradeReportOrderDetail</Name>
<AbbrName>TrdRptOrdDetl</AbbrName>
<NotReqXML>0</NotReqXML>
</Component>
<Component added="FIX.5.0SP1" addedEP="82">
<ComponentID>1062</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>RateSource</Name>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
</Component>
<Component added="FIX.5.0SP1" addedEP="85">
<ComponentID>1063</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>TargetParties</Name>
<AbbrName>TgtPty</AbbrName>
<NotReqXML>0</NotReqXML>
</Component>
<Component added="FIX.5.0SP1" addedEP="90">
<ComponentID>2144</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>EventCommunication</CategoryID>
<Name>NewsRefGrp</Name>
<AbbrName>Refs</AbbrName>
<NotReqXML>0</NotReqXML>
</Component>
<Component added="FIX.5.0SP1" addedEP="92" updated="FIX.5.0SP2" updatedEP="208">
<ComponentID>2145</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ComplexEvents</Name>
<AbbrName>CmplxEvnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ComplexEvent Group is a repeating block which allows specifying an unlimited number and types of advanced events, such as observation and pricing over the lifetime of an option, futures, commodities or equity swap contract. Use EvntGrp to specify more straightforward events. </Description>
</Component>
<Component added="FIX.5.0SP1" addedEP="92">
<ComponentID>2146</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ComplexEventDates</Name>
<AbbrName>EvntDts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ComplexEventDate and ComplexEventTime components are used to constrain a complex event to a specific date range or time range. If specified the event is only effective on or within the specified dates and times.</Description>
</Component>
<Component added="FIX.5.0SP1" addedEP="92">
<ComponentID>2147</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ComplexEventTimes</Name>
<AbbrName>EvntTms</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ComplexEventTime component is nested within the ComplexEventDate in order to further qualify any dates placed on the event and is used to specify time ranges for which a complex event is effective. It is always provided within the context of start and end dates. The time range is assumed to be in effect for the entirety of the date or date range specified.</Description>
</Component>
<Component added="FIX.5.0SP1" addedEP="93">
<ComponentID>2148</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>MarketData</CategoryID>
<Name>StrmAsgnReqGrp</Name>
<AbbrName>Reqs</AbbrName>
<NotReqXML>0</NotReqXML>
</Component>
<Component added="FIX.5.0SP1" addedEP="93">
<ComponentID>2149</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>MarketData</CategoryID>
<Name>StrmAsgnRptGrp</Name>
<AbbrName>Rpts</AbbrName>
<NotReqXML>0</NotReqXML>
</Component>
<Component added="FIX.5.0SP1" addedEP="93">
<ComponentID>2150</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>MarketData</CategoryID>
<Name>StrmAsgnReqInstrmtGrp</Name>
<AbbrName>Instrmts</AbbrName>
<NotReqXML>0</NotReqXML>
</Component>
<Component added="FIX.5.0SP1" addedEP="93">
<ComponentID>2151</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>MarketData</CategoryID>
<Name>StrmAsgnRptInstrmtGrp</Name>
<AbbrName>Instrmts</AbbrName>
<NotReqXML>0</NotReqXML>
</Component>
<Component added="FIX.5.0SP2" addedEP="99">
<ComponentID>1064</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>MatchingInstructions</Name>
<AbbrName>MtchgInst</AbbrName>
<NotReqXML>0</NotReqXML>
</Component>
<Component added="FIX.5.0SP2" addedEP="100">
<ComponentID>1065</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LimitAmts</Name>
<AbbrName>LmtAmts</AbbrName>
<NotReqXML>0</NotReqXML>
</Component>
<Component added="FIX.5.0SP2" addedEP="102">
<ComponentID>2176</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>MarginRequirementManagement</CategoryID>
<Name>MarginReqmtInqQualGrp</Name>
<AbbrName>MgnReqmtInqQual</AbbrName>
<NotReqXML>0</NotReqXML>
</Component>
<Component added="FIX.5.0SP2" addedEP="102">
<ComponentID>2177</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>MarginAmount</Name>
<AbbrName>MgnAmt</AbbrName>
<NotReqXML>0</NotReqXML>
</Component>
<Component added="FIX.5.0SP2" addedEP="103" updated="FIX.5.0SP2" updatedEP="201">
<ComponentID>1066</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>RelatedInstrumentGrp</Name>
<AbbrName>ReltdInstrmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The RelatedInstrumentGrp is a repeating component at the same hierarchical level as the Instrument component, describing relationships and linkages between the Instrument, UnderlyingInstrument and InstrumentLeg entries. If all instances of the UnderlyingInstrument in the message are true underliers of the Instrument then the RelatedInstrumentGrp component is not needed. If any instance of the UnderlyingInstrument has a different relationship, e.g. underlier of an InstrumentLeg, stream, equity equivalent or nearest exchange-traded contract or there are multiple instances of InstrumentLeg, then an entry for every relationship should be included in this component. When the RelatedInstrumentGrp appears within a repeating group, each entry only apply to the Instrument component at the same hierarchical level.
In messages, such as Email(35=C) and News(35=B), where Instrument and the InstrumentLeg are within their repeating groups, the RelatedInstrumentGrp component may be used to link legs and underliers to their appropriate base Instrument.</Description>
<Elaboration>For simple relationships such as identifying a "hedges for" security the entry simply defines the symbol or identifier of an externally known security. For relationships within strategies and swaps the entry refers up through one of the "related to" fields to the Instrument, InstrumentLeg, UnderlyingInstrument, stream or dividend period with which the related security has correlation. It then points down through RelatedSecurityID(1650) or RelatedSymbol(1649) to an UnderlyingInstrument instance in the current message defining the related security. The nature of the relationship is given in RelatedInstrumentType(1648).</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="105">
<ComponentID>2153</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>PartiesReferenceData</CategoryID>
<Name>RequestedPartyRoleGrp</Name>
<AbbrName>ReqR</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to specify one or more PartyRoles as part of a request.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="105" updated="FIX.5.0SP2" updatedEP="217">
<ComponentID>2154</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PartyRelationshipGrp</Name>
<AbbrName>Rltnshp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Repeating group of party relationships.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="105" updated="FIX.5.0SP2" updatedEP="217">
<ComponentID>2156</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PartyDetailGrp</Name>
<AbbrName>PtyDetl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Contains details for a party, including related parties and alternative party identifiers.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="105" updated="FIX.5.0SP2" updatedEP="217">
<ComponentID>2157</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PartyDetailAltIDGrp</Name>
<AbbrName>AltPty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Alternative identifiers for a party.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="105" updated="FIX.5.0SP2" updatedEP="217">
<ComponentID>2158</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PartyDetailAltSubGrp</Name>
<AbbrName>Sub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Alternate sub-identifiers for a party.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="105">
<ComponentID>2161</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>PartiesReferenceData</CategoryID>
<Name>RiskLimitTypesGrp</Name>
<AbbrName>RiskLmtTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Repeating group of risk limit types and values.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="105" updated="FIX.5.0SP2" updatedEP="106">
<ComponentID>2162</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>InstrumentScope</Name>
<AbbrName>InstrmtScope</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to specify the instrument </Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="105" updated="FIX.5.0SP2" updatedEP="106">
<ComponentID>2163</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>InstrumentScopeSecurityAltIDGrp</Name>
<AbbrName>AID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Alternative SecurityIDs for an instrument specified in the InstrumentScope.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="105">
<ComponentID>2164</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>PartiesReferenceData</CategoryID>
<Name>RiskWarningLevelGrp</Name>
<AbbrName>WarnLvl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Risk warning levels.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="105" updated="FIX.5.0SP2" updatedEP="217">
<ComponentID>2166</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>RelatedPartyDetailGrp</Name>
<AbbrName>ReltdPtyDetl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Party details for parties related to the Party specified in the PartyDetailGrp.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="105" updated="FIX.5.0SP2" updatedEP="217">
<ComponentID>2167</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>RelatedPartyDetailSubGrp</Name>
<AbbrName>Sub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PartySubGrp for related parties.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="105" updated="FIX.5.0SP2" updatedEP="217">
<ComponentID>2168</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>RelatedPartyDetailAltIDGrp</Name>
<AbbrName>AltPty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Alternative identifiers for parties related to the party specified in the PartyDetailGrp.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="105" updated="FIX.5.0SP2" updatedEP="217">
<ComponentID>2169</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>RelatedPartyDetailAltSubGrp</Name>
<AbbrName>Sub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Sub identifiers for related parties alternate identifiers.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="105" updated="FIX.5.0SP2" updatedEP="195">
<ComponentID>2178</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>InstrumentScopeGrp</Name>
<AbbrName>InstrmtScope</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Repeating group of InstrumentScope Components. Used to specify the instruments to which a request applies.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="105">
<ComponentID>2179</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>PartiesReferenceData</CategoryID>
<Name>RiskInstrumentScopeGrp</Name>
<AbbrName>InstrmtScope</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Repeating group of InstrumentScope Components. Used to specify the instruments to which a request applies.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="105" updated="FIX.5.0SP2" updatedEP="171">
<ComponentID>2180</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>RequestingPartyGrp</Name>
<AbbrName>ReqPty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the party making the request.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="105" updated="FIX.5.0SP2" updatedEP="171">
<ComponentID>2181</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>RequestingPartySubGrp</Name>
<AbbrName>Sub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Sub identifiers for the requesting party.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="105">
<ComponentID>2182</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>PartiesReferenceData</CategoryID>
<Name>PartyDetailsUpdateGrp</Name>
<AbbrName>PtyDetlUpd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Party details component that includes an update action.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="105">
<ComponentID>2183</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>PartiesReferenceData</CategoryID>
<Name>RequestedRiskLimitTypesGrp</Name>
<AbbrName>ReqRiskLmtTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>List of risk limit types being requested.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="105">
<ComponentID>2184</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>PartiesReferenceData</CategoryID>
<Name>PartyRiskLimitsGrp</Name>
<AbbrName>PtyRiskLmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Repeating group of parties (specified using PartyDetails) and the risk limits for the party.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="105">
<ComponentID>2185</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>PartiesReferenceData</CategoryID>
<Name>RiskLimitsGrp</Name>
<AbbrName>RiskLmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Repeating group of risk limits.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="105" updated="FIX.5.0SP2" updatedEP="217">
<ComponentID>2189</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PartyDetailSubGrp</Name>
<AbbrName>Sub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Additional party sub-identifiers</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="106">
<ComponentID>2186</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>SecuritiesReferenceData</CategoryID>
<Name>SecMassStatGrp</Name>
<AbbrName>SecMassStat</AbbrName>
<NotReqXML>0</NotReqXML>
</Component>
<Component added="FIX.5.0SP2" addedEP="107">
<ComponentID>2187</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>TradeCapture</CategoryID>
<Name>LegPositionAmountData</Name>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
</Component>
<Component added="FIX.5.0SP2" addedEP="107">
<ComponentID>2188</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>SecurityClassificationGrp</Name>
<AbbrName>SecClsfnGrp</AbbrName>
<NotReqXML>0</NotReqXML>
</Component>
<Component added="FIX.5.0SP2" addedEP="116">
<ComponentID>1067</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ThrottleParamsGrp</Name>
<AbbrName>ThrttlPrm</AbbrName>
<NotReqXML>0</NotReqXML>
</Component>
<Component added="FIX.5.0SP2" addedEP="116">
<ComponentID>1068</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ThrottleMsgTypeGrp</Name>
<AbbrName>ThrttlMsgTyp</AbbrName>
<NotReqXML>0</NotReqXML>
</Component>
<Component added="FIX.5.0SP2" addedEP="116">
<ComponentID>1069</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ThrottleResponse</Name>
<AbbrName>ThrttlRsp</AbbrName>
<NotReqXML>0</NotReqXML>
</Component>
<Component added="FIX.5.0SP2" addedEP="117">
<ComponentID>2190</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>AccountReporting</CategoryID>
<Name>SettlementAmountGrp</Name>
<AbbrName>SettlAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The Settlement Amount Group component block is a repeating group of settlement amounts for an account</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="117" updated="FIX.5.0SP2" updatedEP="179">
<ComponentID>2191</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>CollateralAmountGrp</Name>
<AbbrName>CollAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The Collateral Amount Group component block is a repeating group that provides the current value of the collateral type on deposit. The currency of the collateral value may be optionally included.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="117">
<ComponentID>2192</ComponentID>
<ComponentType>ImplicitBlockRepeating</ComponentType>
<CategoryID>AccountReporting</CategoryID>
<Name>PayCollectGrp</Name>
<AbbrName>PayCol</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The Pay Collect Group component block is a repeatable block intended to report individual pay/collect items to be considered when calculating net settlement.</Description>
<Elaboration>A Pay/Collect is a payment or collection of funds by the clearing house to/from a clearing firm for a specific reason. Pay/Collects are typically netted to a single amount and factored into the firm’s daily net settlement. Values are to be maintained by an external code list. The currency of the pay/collect amount may be optionally included.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="128">
<ComponentID>2193</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>PartiesReferenceData</CategoryID>
<Name>PartyRiskLimitsUpdateGrp</Name>
<AbbrName>PtyRiskLmtUpdt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>This new block is a repeating group based on the existing block <PartyRiskLimitsGrp> with an additional field ListUpdateAction(1324) to support incremental changes of risk limit definitions. The group is part of the definition request as well as part of the update report for risk limits.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="128">
<ComponentID>2194</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>PartiesReferenceData</CategoryID>
<Name>PartyRiskLimitsAckGrp</Name>
<AbbrName>PtyRiskLmtAck</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>This new block is a repeating group based on the existing block <PartyRiskLimitsGrp> with an additional field RiskLimitStatus(1763) to accept (with or without changes) or reject individual risk limits. It is only used in PartyRiskLimitDefinitionRequestAck, the response to the request to define risk limits. An approval with changes requires to send <RiskLimitsGrp> with the complete set of risk limits that have been accepted for the party defined.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="129">
<ComponentID>2195</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>PartiesReferenceData</CategoryID>
<Name>PartyEntitlementGrp</Name>
<AbbrName>PtyEntlmnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Conveys a list of parties (optionally including related parties) and the entitlements for each.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="129">
<ComponentID>2196</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>PartiesReferenceData</CategoryID>
<Name>EntitlementGrp</Name>
<AbbrName>Entlmnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Conveys a list of entitlements for one specific party, or relationship between two parties. Each entitlement may be further limited or clarified using optional fields and components.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="129">
<ComponentID>2197</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>PartiesReferenceData</CategoryID>
<Name>EntitlementAttribGrp</Name>
<AbbrName>Attrib</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>conveys a list of one or more attributes related to an entitlement. An entitlement may contain an EntitlementType, which states what can be done at a gross level, e.g. that a party can make markets. It may be limited further within EntitlementGrp, e.g. that such market making is allowed only for a list of stocks. The EntitlementAttribGrp contains fine details clarifying or limiting the EntitlementType, e.g. that such market making must be conducted with a specific minimum quote size and a specific maximum spread.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="129" updated="FIX.5.0SP2" updatedEP="190">
<ComponentID>2198</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>MarketSegmentScopeGrp</Name>
<AbbrName>MktSegScope</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Conveys a list of markets and, optionally, their market segments. Note that the component MarketSegmentGrp exists, but is not useful for this purpose, as it conveys additional information not appropriate in this context.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="131">
<ComponentID>2199</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>TargetMarketSegmentGrp</Name>
<AbbrName>TgtMktSeg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Convey a list of market segments upon which an action is to be taken.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="131">
<ComponentID>2200</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>AffectedMarketSegmentGrp</Name>
<AbbrName>AfctdMktSeg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>List of market segments that have been affected by a mass action.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="131">
<ComponentID>2201</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>NotAffectedMarketSegmentGrp</Name>
<AbbrName>NotAfctdMktSeg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>List of market segments that were not affected by a mass action.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="131">
<ComponentID>2202</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>SingleGeneralOrderHandling</CategoryID>
<Name>OrderEventGrp</Name>
<AbbrName>OrdEvent</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>List the different types of events affecting orders. These can include entry, modification and deletion of orders as well as executions (fills). Modifications can be solicited or unsolicited, e.g. triggering of stop orders, replenishment of reserve orders, orders being suspended (locked) or released from suspension.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="131">
<ComponentID>2203</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>DisclosureInstructionGrp</Name>
<AbbrName>DisclsrInst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Repeating group of instructions, each of which relates to one or more elements of an order. The instruction itself conveys whether the information should be disclosed, e.g. in market data, or not.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="131">
<ComponentID>2204</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>CrossOrders</CategoryID>
<Name>SideCrossLegGrp</Name>
<AbbrName>SideCrossLeg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Repeating group that is similar to LegOrdGrp component in order to support leg level information per side of cross orders and is part of SideCrossOrdModGrp component. LegOrdGrp component cannot be re-used for this purpose as it contains the component blocks InstrumentLeg component and NestedParties component which are already part of the cross messages. The difference to LegOrdGrp component is that SideCrossLegGrp component does not have an InstrumentLeg component to describe the legs, it only has a single reference field to identify the leg which can be defined by the InstrumentLeg component which is present on a higher level of the message and outside of the side group.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="141">
<ComponentID>2205</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>TradeAllocAmtGrp</Name>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The TradeAllocAmtGrp component is used to communicate the monetary amounts associated with allocated positions. This is the per-allocation portion of the per-trade amount specified in PositionAmountData component.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="141">
<ComponentID>2206</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>TradePriceConditionGrp</Name>
<AbbrName>TrdPxConds</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Price conditions associated with a trade that impact trade price.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="141">
<ComponentID>2207</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>TradeQtyGrp</Name>
<AbbrName>Qty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Quantities of the trade that have been processed and the type of processing that has occurred for that trade quantity.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="141">
<ComponentID>2208</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>TradePositionQty</Name>
<AbbrName>Qty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The TradePositionQty component block specifies, for a single trade side, the various types of position quantity in the position life-cycle including start-of-day, intraday, trade, adjustments, and end-of-day position quantities.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="142">
<ComponentID>2209</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>RelatedTradeGrp</Name>
<AbbrName>ReltdTrd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>This component is used to identify trades that are related to each other for a business purpose, such as netting of forwards. This component should not be used in lieu of explicit FIX fields that denote specific semantic relationships, but rather should be used when no such fields exist.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="142">
<ComponentID>2210</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>RelatedPositionGrp</Name>
<AbbrName>ReltdPos</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>This component is used to identify positions that are related to each other or to other trades. This should not be used in lieu of explicit FIX fields that denote specific semantic relationships, but rather should be used when no such fields exist.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="144">
<ComponentID>2211</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ValueChecksGrp</Name>
<AbbrName>ValuChk</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>This component can be used by the message submitter to provide a list of value types to be checked by the counterparty or message recipient.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="145">
<ComponentID>2212</ComponentID>
<ComponentType>XMLDataBlock</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegSecurityXML</Name>
<AbbrName>SecXML</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegSecurityXML component is used to provide a definition in an XML format for the leg instrument.</Description>
<Elaboration>See "Specifying an FpML product specification from within the FIX Instrument Block" in Volume 1 of the FIX Specification for more information on using this component block with FpML as a guideline.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="145">
<ComponentID>2213</ComponentID>
<ComponentType>XMLDataBlock</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingSecurityXML</Name>
<AbbrName>SecXML</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingSecurityXML component is used to provide a definition in an XML format for the underlying instrument.</Description>
<Elaboration>See "Specifying an FpML product specification from within the FIX Instrument Block" in Volume 1 of the FIX Specification for more information on using this component block with FpML as a guideline.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="146">
<ComponentID>2214</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>PartiesReferenceData</CategoryID>
<Name>PartyDetailAckGrp</Name>
<AbbrName>PtyDetlAck</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The PartyDetailAckGrp component is used in the PartyDetailsDefinitionRequestAck(35=CY) message to provide the status of each action (add, modify or delete) requested by the PartyDetailsDefinitionRequest(35=CX) message. The PartyDetailStatus(1880) field is used to indicate the status. In the case where an add or modify request is accepted with changes, the PartyDetailGrp component is required, with the complete set of party details that have been accepted for the party included.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="146">
<ComponentID>2215</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>PartiesReferenceData</CategoryID>
<Name>PartyEntitlementUpdateGrp</Name>
<AbbrName>PtyEntlmntUpd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The PartyEntitlementUpdateGrp component is used to supply incremental entitlement definitions changes for the party(-ies) specified in the PartyDetailGrp component. The update action type is specified using ListUpdateAction(1324).</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="146">
<ComponentID>2216</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>PartiesReferenceData</CategoryID>
<Name>PartyEntitlementAckGrp</Name>
<AbbrName>PtyEntlmntAck</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The PartyEntitlementAckGrp component is used in the PartyEntitlementsDefinitionRequestAck(35=DB) message to provide the status of each action (add, modify or delete) requested by the PartyEntitlementsDefinitionRequest(35=DA) message.</Description>
<Elaboration>The EntitlementStatus(1883) field is used to indicate the status. In the case where an add or modify request is accepted with changes, the EntitlementGrp component is required, with the complete set of entitlements that have been accepted for the party included.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="150">
<ComponentID>2217</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>TradeCapture</CategoryID>
<Name>InstrmtMatchSideGrp</Name>
<AbbrName>InstrmtMtchSide</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The InstrmtMatchSideGrp component is used to convey all trades for a given match event reported by instrument and trade side.</Description>
<Elaboration>Each trade match report can contain any number of trades for any number of instruments. This component contains all instruments together with all of the trade sides (possibly more than two) that occurred for each instrument within the same match event.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="150">
<ComponentID>2218</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>TradeCapture</CategoryID>
<Name>TrdMatchSideGrp</Name>
<AbbrName>TrdMtchSide</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The TrdMatchSideGrp component conveys all trade sides for a single instance of the InstrmtMatchSideGrp component.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="150">
<ComponentID>2219</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>TradeCapture</CategoryID>
<Name>TrdInstrmtLegExecGrp</Name>
<AbbrName>LegExec</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The TrdInstrmtLegExecGrp component comprises individual executions for legs of the trade side of a trade match report for a specific instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="160">
<ComponentID>2223</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>SecuritiesReferenceData</CategoryID>
<Name>PriceMovementGrp</Name>
<AbbrName>PxMvmnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The PriceMovementGrp component is a repeatable block intended to contain theoretical profit and loss data at various price movement points account type(s) for which the price movement may apply to.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="160">
<ComponentID>2224</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>SecuritiesReferenceData</CategoryID>
<Name>PriceMovementValueGrp</Name>
<AbbrName>PxMvmntValu</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>This PriceMovementValueGrp component is a repeatable block that will be utilized to represent a value relative to a specific price movement point.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="160">
<ComponentID>2225</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>SecuritiesReferenceData</CategoryID>
<Name>ClearingAccountTypeGrp</Name>
<AbbrName>ClrAcctTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ClearingAccountTypeGrp component is used specify the type of clearing account types.</Description>
<Elaboration>When used within the PriceMovementGrp, the ClearingAccountTypeGrp specifies the type of account the price movement data is applicable for.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4000</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>AdditionalTermBondRefGrp</Name>
<AbbrName>BondRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The AdditionalTermBondRefGrp is a repeating group subcomponent of the AdditionalTermGrp component used to identify an underlying reference bond for a swap.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4001</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>AdditionalTermGrp</Name>
<AbbrName>AddtnlTrm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The AdditionalTermGrp is a repeating subcomponent of the Instrument component used to report additional contract terms.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="162">
<ComponentID>2221</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>AllocRegulatoryTradeIDGrp</Name>
<AbbrName>RegTrdID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The AllocRegulatoryTradeIDGrp is a repeating component within the TrdAllocGrp component used to report the source, value and relationship of multiple trade identifiers for the same trade allocation instance.
This component can be used to meet regulatory trade reporting requirements where identifiers such as the Unique Swaps Identifier (USI) are required to be reported, showing the chaining of these identifiers as needed.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4002</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>CashSettlTermGrp</Name>
<AbbrName>CashSettlTrm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The CashSettlTermGrp is a repeating component within the Instrument component used to report cash settlement terms referenced from UnderlyingInstruments.</Description>
<Elaboration>Usage of CashSettlTermGrp must either include a known CashSettlAmount(40034) or provide the cash settlement term parameters needed to derive the cash settlement amount.
CashSettlTermXID(40039) is provided for cross-referencing from an instance of the UnderlyingInstrument component through the UnderlyingSettlTermXIDRef(41315) field. </Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4003</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>FinancingContractualDefinitionGrp</Name>
<AbbrName>CtrctlDef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The FinancingContractualDefinitionGrp is a repeating component within the FinancingDetails component used to report the definitions published by ISDA that define the terms of a derivative trade.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="192">
<ComponentID>4004</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>FinancingContractualMatrixGrp</Name>
<AbbrName>CtrctlMtrx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The FinancingContractualMatrixGrp is a repeating component within the FinancingDetails component used to report the ISDA Physical Settlement Matrix Transaction Type.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4005</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>FinancingTermSupplementGrp</Name>
<AbbrName>TrmSupplmnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The FinancingTermSupplementGrp is a repeating component within the FinancingDetails component used to report contractual terms supplements of derivative trades.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<ComponentID>2231</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegEvntGrp</Name>
<AbbrName>Evnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegEvntGrp is a repeating subcomponent of the InstrumentLeg component used to specify straightforward events associated with the instrument. Examples include put and call dates for bonds and options; first exercise date for options; inventory and delivery dates for commodities; start, end and roll dates for swaps. Use LegComplexEvents for more advanced dates such as option, futures, commodities and equity swap observation and pricing events.</Description>
<Elaboration>The LegEvntGrp contains three different methods to express a "time" associated with the event using the LegEventDate(2061) and LegEventTime(2062) pair of fields or the LegEventTimeUnit(2063) and LegEventTimePeriod(2064) pair of fields or LegEventMonthYear(2341).
The LegEventDate(2061), and optional LegEventTime(2062), may be used to express an exact date and optional time for the event. The LegEventTimeUnit(2063) and LegEventTimePeriod(2064) may be used to express a time period associated with the event, e.g. 3-month, 4-years, 2-weeks. The LegEventMonthYear(2341), and optional LegEventTime(2062), may be used to express the event as a month of year, with optional day of month or week of month.
Either LegEventDate(2061) or LegEventMonthYear(2341), and the optional LegEventTime(2062), must be specified or LegEventTimeUnit(2063) and LegEventTimePeriod(2064) must be specified.
The LegEventMonthYear(2341) may be used instead of LegEventDate(2061) when month-year, with optional day of month or week of month, is required instead of a date.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="169">
<ComponentID>4043</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentScheduleGrp</Name>
<AbbrName>PmtSched</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegPaymentScheduleGrp is a repeating subcomponent of the LegPaymentStream component used to specify notional and rate steps in the payment stream.</Description>
<Elaboration>The Fixing Lag Interval (LegPaymentScheduleFixingLagPeriod(41545) and LegPaymentScheduleFixingLagUnit(41546)) and the First Observation Offset Duration (LegPaymentScheduleFixingFirstObservationOffsetPeriod(41547) and LegPaymentScheduleFixingFirstObservationOffsetUnit(41548)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4044</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentScheduleRateSourceGrp</Name>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPaymentScheduleRateSourceGrp is a repeating component within the LegPaymentScheduleGrp component used to identify primary and secondary rate sources.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4035</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStream</Name>
<AbbrName>PmtStrm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegPaymentStream component is a subcomponent of the LegStreamGrp used to detail the attributes of a payment stream in a swap.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4038</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStreamFixedRate</Name>
<AbbrName>Fixed</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPaymentStreamFixedRate is a subcomponent of the LegPaymentStream component used to report the fixed rate or fixed payment amount of the payment stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="169">
<ComponentID>4039</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStreamFloatingRate</Name>
<AbbrName>Float</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPaymentStreamFloatingRate is a subcomponent of the LegPaymentStream component used to report the floating rate attributes of the payment stream.</Description>
<Elaboration>Note that if the floating rate index or the rate calculation goes negative for a calculation period and LegPaymentStreamNegativeRateTreatment(40349)=1 (Negative interest rate method) the Receiver pays the Payer the absolute floating rate, i.e. the Receiver pays the cash flow amount to the Payer.
The Calculation Lag Interval (LegPaymentStreamCalculationLagPeriod(41578) and LegPaymentStreamCalculationLagUnit(41579)) and the First Observation Offset Duration (LegPaymentStreamFirstObservationOffsetPeriod(41580) and LegPaymentStreamFirstObservationOffsetUnit(41581)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="253">
<ComponentID>4041</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStreamNonDeliverableFixingDateGrp</Name>
<AbbrName>FixngDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPaymentStreamNonDeliverableFixingDate is a subcomponent of the LegPaymentStreamNonDeliverableSettlTerms component used to specify predetermined fixing dates.</Description>
<Elaboration>For the purpose of optimization, the LegNonDeliverableFixingDateType(40369) field may optionally be omitted after the first instance provided the instance(s) which immediately follow is of the same date type. When the next instance requires a different date type from the prior instance, the LegNonDeliverableFixingDateType(40369) is required to specify the date type.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4040</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStreamNonDeliverableSettlTerms</Name>
<AbbrName>NonDlvrblTrms</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPaymentStreamNonDeliverableSettl is a subcomponent of the LegPaymentStream component used to specify the non-deliverable settlement terms of the payment stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<ComponentID>4036</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStreamPaymentDates</Name>
<AbbrName>PmtDts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegPaymentStreamPaymentDates component is a subcomponent of the LegPaymentStream component used to specify the payment dates of the stream.</Description>
<Elaboration>For equity return swaps this component is used to specify the interim price payment dates and the LegPaymentStreamFinalPricePaymentDate component is used to specify the final price payment date.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4037</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStreamResetDates</Name>
<AbbrName>ResetDts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegPaymentStreamResetDates component is a subcomponent of the LegPaymentStream component used to specify the floating rate reset dates of the stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4045</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStubGrp</Name>
<AbbrName>PmtStub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegPaymentStubGrp is a repeating subcomponent of the LegPaymentStream component used to specify front and back stubs in the payment stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<ComponentID>4052</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegProvisionCashSettlPaymentDates</Name>
<AbbrName>CashSettlPmtDts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegProvisionCashSettlPaymentDates component is a sub-component within the LegProvisionGrp component used to report the cash settlement payment dates defined in the provision.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4047</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegProvisionCashSettlPaymentFixedDateGrp</Name>
<AbbrName>CashSettlPmtFixedDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ProvisionCashSettlPaymentFixedDateGrp is a repeating component within the ProvisionCashSettlPaymentDates component used to report fixed cash settlement payment dates defined in the provision.</Description>
<Elaboration>For the purpose of optimization, the LegProvisionCashSettlPaymentDateType(40475) field may optionally be omitted after the first instance provided the instance(s) which immediately follow is of the same date type. When the next instance requires a different date type from the prior instance, the LegProvisionCashSettlPaymentDateType(40475) is required to specify the date type.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4053</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegProvisionCashSettlValueDates</Name>
<AbbrName>CashSettlValDts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegProvisionCashSettlValueDates component is a subcomponent within the LegProvisionGrp component used to report the cash settlement value date and time defined in the provision.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4049</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegProvisionOptionExerciseFixedDateGrp</Name>
<AbbrName>OptExerFixedDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegProvisionOptionExerciseFixedDateGrp is a repeating component within the LegProvisionOptionExerciseDates component used to report an array of unadjusted or adjusted fixed exercise dates.</Description>
<Elaboration>For the purpose of optimization, the LegProvisionOptionExerciseFixedDateType(40497) field may optionally be omitted after the first instance provided the instance(s) which immediately follow is of the same date type. When the next instance requires a different date type from the prior instance, the LegProvisionOptionExerciseFixedDateType(40497) is required to specify the date type.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4048</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegProvisionOptionExerciseDates</Name>
<AbbrName>OptExerDts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegProvisionOptionExerciseDates is a subcomponent within the LegProvisionGrp component used to report the option exercise dates and times defined in the provision.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4050</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegProvisionOptionExpirationDate</Name>
<AbbrName>OptExpDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegProvisionOptionExerciseDate is a subcomponent within the LegProvisionGrp component used to report the option expiration date and times defined in the provision.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4051</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegProvisionOptionRelevantUnderlyingDate</Name>
<AbbrName>OptRelvntUndlyDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegProvisionOptionRelevantUnderlyingDate is a subcomponent within the LegProvisionGrp component used to report the option relevant underlyingdate defined in the provision.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4046</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegProvisionGrp</Name>
<AbbrName>Prov</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegProvisionGrp is a repeating subcomponent of the InstrumentLeg component used to detail the provisions associated with the instrument.</Description>
<Elaboration>A swap may have one or more provisions.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4054</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegProvisionParties</Name>
<AbbrName>Pty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegProvisionParties is a repeating component within the LegProvision component used to report the parties identified in the contract provision.</Description>
<Elaboration>The fields LegProvisionPartyID(40534), LegProvisionPartyIDSource(40535) and LegProvisionPartyIDRole(40536) are conditionally required when any one these fields is specified. </Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4055</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegProvisionPtysSubGrp</Name>
<AbbrName>Sub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegProvisionSubParties is a repeating component within the LegProvisionParties component used to extend information to be reported for the party.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>2232</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegSecondaryAssetGrp</Name>
<AbbrName>ScndryAsset</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegSecondaryAssetGrp is a repeating subcomponent of the InstrumentLeg component used to specify secondary assets of a multi-asset swap.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4080</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegSettlRateDisruptionFallbackGrp</Name>
<AbbrName>SettlRtFallbck</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegSettlRateDisruptionsFallbackGrp is a repeating subcomponent of the LegPaymentStreamNonDeliverableSettlTerms component used to specify the method, prioritized by the order it is listed, to get a replacement rate for a disrupted settlement rate option for a non-deliverable settlement currency.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4034</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegStreamCalculationPeriodDates</Name>
<AbbrName>CalcDts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegStreamCalculationPeriodDates is a subcomponent of the LegStreamGrp component used to specify the calculation period dates of the stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4032</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegStreamEffectiveDate</Name>
<AbbrName>EfctvDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegStreamEffectivedDate is a subcomponent of the LegStreamGrp component used to specify the effective date of the stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4031</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegStreamGrp</Name>
<AbbrName>Strm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegStreamGrp is a repeating subcomponent of the InstrumentLeg component used to detail the swap streams associated with the instrument.</Description>
<Elaboration>A swap will ordinarily have one or two streams. Each one may contain a LegStreamDesc(40243) with a descriptive string such as "Float" or "Fixed". However the choice of description should have no effect on the stream's purpose.
LegStreamPaySide(40244) and LegStreamReceiveSide(40245) link the appropriate swap parties to their role in the stream. In pre-trade messages the side value (e.g. Side(54) field) of the request or order should be "1" (Buy) or "2" (Sell), and LegStreamPaySide(40244) and LegStreamReceiveSide(40245) should be set to the same side value indicating the aggressor's desired role. On fills and post-trade messages, the executing firm takes the opposite side and indicates its role by setting LegStreamPaySide(40244) and LegStreamReceiveSide(40245) to the opposite side of the aggressor's role.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4033</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegStreamTerminationDate</Name>
<AbbrName>TrmtnDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegStreamTerminationDate is a subcomponent of the LegStreamGrp component used to specify the termination date of the stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="254">
<ComponentID>4027</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentGrp</Name>
<AbbrName>Pmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The PaymentGrp is a repeating component used to report additional payments or bullet payments.</Description>
<Elaboration>This component is positioned outside the Instrument component as it is used to specify payments based on the price and terms of the contract, e.g. upfront fee, premium amount, security lending fee and contract-based rebates.
When PaymentFrequencyUnit(43103) and PaymentFrequencyPeriod(43102) are specified the payments are deemed to be periodic for the specified PaymentType(40213).</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="169">
<ComponentID>4077</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentScheduleGrp</Name>
<AbbrName>PmtSched</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The PaymentScheduleGrp is a repeating subcomponent of the StreamGrp component used to specify notional and rate steps of the payment stream.</Description>
<Elaboration>The Fixing Lag Interval (PaymentScheduleFixingLagPeriod(41176) and PaymentScheduleFixingLagUnit(41177)) and the First Observation Offset Duration (PaymentScheduleFixingFirstObservationOffsetPeriod(41178) and PaymentScheduleFixingFirstObservationOffsetUnit(41179)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4078</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentScheduleRateSourceGrp</Name>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentScheduleRateSourceGrp is a repeating component within the PaymentScheduleGrp component used to identify primary and secondary rate sources.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4028</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentSettlGrp</Name>
<AbbrName>PmtSettl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The PaymentSettlGrp is a repeating subcomponent of the PaymentGrp component used to report payment settlement as a single or split payment.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4029</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentSettlParties</Name>
<AbbrName>Pty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentSettlParties is a repeating subcomponent of the PaymentSettlGrp component used to report payment settlement routing.</Description>
<Elaboration>The fields PaymentSettlPartyID(40233), PaymentSettlPartyIDSource(40234) and PaymentSettlPartyIDRole(40235) are conditionally required when any one these fields is specified. </Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4030</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentSettlPtysSubGrp</Name>
<AbbrName>Sub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentSettlSubParties is a repeating component within the PaymentSettlParties component used to extend information to be reported for the party.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4070</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStream</Name>
<AbbrName>PmtStrm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The PaymentStream component is a subcomponent of the Stream used to detail the attributes of a payment stream in a swap.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4073</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStreamFixedRate</Name>
<AbbrName>Fixed</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentStreamFixedRate is a subcomponent of the PaymentStream component used to report the fixed rate or fixed payment amount of the stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="169">
<ComponentID>4074</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStreamFloatingRate</Name>
<AbbrName>Float</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentStreamFloatingRate is a subcomponent of the PaymentStream component used to report the floating rate attributes of the stream.</Description>
<Elaboration>Note that if the floating rate index or the rate calculation goes negative for a calculation period and PaymentStreamNegativeRateTreatment(40807)=1 (Negative interest rate method) the Receiver pays the Payer the absolute floating rate, i.e. the Receiver pays the cash flow amount to the Payer.
The Calculation Lag Interval (PaymentStreamCalculationLagPeriod(41209) and PaymentStreamCalculationLagUnit(41210)) and the First Observation Offset Duration (PaymentStreamFirstObservationOffsetPeriod(41211) and PaymentStreamFirstObservationOffsetUnit(41212)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="253">
<ComponentID>4076</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStreamNonDeliverableFixingDateGrp</Name>
<AbbrName>FixngDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentStreamNonDeliverableFixingDate is a subcomponent of the PaymentStreamNonDeliverableSettlTerms component used to specify predetermined fixing dates.</Description>
<Elaboration>For the purpose of optimization, the NonDeliverableFixingDateType(40827) field may optionally be omitted after the first instance provided the instance(s) which immediately follow is of the same date type. When the next instance requires a different date type from the prior instance, the NonDeliverableFixingDateType(40827) is required to specify the date type.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4075</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStreamNonDeliverableSettlTerms</Name>
<AbbrName>NonDlvrblTrms</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentStreamNonDeliverableSettlTerms is a subcomponent of the PaymentStream component used to specify the non-deliverable settlement terms of the payment stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<ComponentID>4071</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStreamPaymentDates</Name>
<AbbrName>PmtDts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentStreamPaymentDates is a subcomponent of the PaymentStream component used to specify the payment dates of the stream.</Description>
<Elaboration>For equity return swaps this component is used to specify the interim price payment dates and the PaymentStreamFinalPricePaymentDate component is used to specify the final price payment date.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4072</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStreamResetDates</Name>
<AbbrName>ResetDts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentStreamResetDates is a subcomponent of the PaymentStream component used to specify the floating rate reset dates of the stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4079</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStubGrp</Name>
<AbbrName>PmtStub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The PaymentStubGrp is a repeating subcomponent of the StreamGrp component used to specify front and back stubs of the payment stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4025</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PhysicalSettlTermGrp</Name>
<AbbrName>PhysSettlTrm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The PhysicalSettlTermGrp is a repeating component within the Instrument component used to report physical settlement terms referenced from UnderlyingInstrument component.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4026</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PhysicalSettlDeliverableObligationGrp</Name>
<AbbrName>DlvrblOblig</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The PhysicalSettlDeliverableObligationGrp is a repeating component within the PhysicalSettlTermGrp component used to report CDS physical settlement delivery obligations.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4021</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ProtectionTermGrp</Name>
<AbbrName>ProtctnTrm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ProtectionTermGrp is a repeating component within the Instrument component used to report protection term details referenced from UnderlyingInstrument component.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4022</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ProtectionTermEventGrp</Name>
<AbbrName>Evnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ProtectionTermEventGrp is a repeating component within the ProtectionTermGrp component used to report applicable CDS credit events.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4023</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ProtectionTermEventQualifierGrp</Name>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ProtectionTermEventQualifierGrp is a repeating component within the ProtectionTermEventGrp component used to specify qualifying attributes to the event.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4024</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ProtectionTermObligationGrp</Name>
<AbbrName>Oblig</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ProtectionTermObligationGrp is a repeating component within the ProtectionTermGrp component used to report applicable CDS obligations.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<ComponentID>4017</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ProvisionCashSettlPaymentDates</Name>
<AbbrName>CashSettlPmtDts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ProvisionCashSettlPaymentDates component is a sub-component within the ProvisionGrp component used to report the cash settlement payment dates defined in the provision.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4018</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ProvisionCashSettlPaymentFixedDateGrp</Name>
<AbbrName>CashSettlPmtFixedDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ProvisionCashSettlPaymentFixedDateGrp is a repeating component within the ProvisionCashSettlPaymentDates component used to report fixed cash settlement payment dates defined in the provision.</Description>
<Elaboration>For the purpose of optimization, the ProvisionCashSettlPaymentDateType(40173) field may optionally be omitted after the first instance provided the instance(s) which immediately follow is of the same date type. When the next instance requires a different date type from the prior instance, the ProvisionCashSettlPaymentDateType(40173) is required to specify the date type.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4012</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ProvisionCashSettlValueDates</Name>
<AbbrName>CashSettlValDts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ProvisionCashSettlValueDates component is a subcomponent within the ProvisionGrp component used to report the cash settlement value date and time defined in the provision.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4014</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ProvisionOptionExerciseFixedDateGrp</Name>
<AbbrName>OptExerFixedDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ProvisionOptionExerciseFixedDateGrp is a repeating component within the ProvisionOptionExerciseDates component used to report an array of unadjusted or adjusted fixed exercise dates.</Description>
<Elaboration>For the purpose of optimization, the ProvisionOptionExerciseFixedDateType(40144) field may optionally be omitted after the first instance provided the instance(s) which immediately follow is of the same date type. When the next instance requires a different date type from the prior instance, the ProvisionOptionExerciseFixedDateType(40144) is required to specify the date type.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4013</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ProvisionOptionExerciseDates</Name>
<AbbrName>OptExerDts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ProvisionOptionExerciseDates is a subcomponent within the ProvisionGrp component used to report the option exercise dates and times defined in the provision.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4015</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ProvisionOptionExpirationDate</Name>
<AbbrName>OptExpDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ProvisionOptionExerciseDate is a subcomponent within the ProvisionGrp component used to report the option expiration date and times defined in the provision.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4016</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ProvisionOptionRelevantUnderlyingDate</Name>
<AbbrName>OptRelvntUndlyDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ProvisionOptionRelevantUnderlyingDate is a subcomponent within the ProvisionGrp component used to report the option relevant underlying date defined in the provision.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4011</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ProvisionGrp</Name>
<AbbrName>Prov</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ProvisionGrp is a repeating subcomponent of the Instrument component used to detail the additional terms and conditions associated with the instrument.</Description>
<Elaboration>A swap may have one or more provisions defined.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4019</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ProvisionParties</Name>
<AbbrName>Pty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>ProvisionParties is a repeating component within the Provision component used to report the parties identified in the contract provision.</Description>
<Elaboration>The fields ProvisionPartyID(40175), ProvisionPartyIDSource(40176) and ProvisionPartyIDRole(40177) are conditionally required when any one these fields is specified. </Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4020</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ProvisionPtysSubGrp</Name>
<AbbrName>Sub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>ProvisionPtysSubGrp is a repeating component within the ProvisionParties component used to extend information to be reported for the party.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="192">
<ComponentID>2220</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>RegulatoryTradeIDGrp</Name>
<AbbrName>RegTrdID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The RegulatoryTradeIDGrp is a repeating component within the TradeCaptureReport message used to report the source, value and relationship of multiple identifiers for the same trade or position.
This component can be used to meet regulatory trade reporting requirements where identifiers such as the Unique Swaps Identifier (USI) in the US or the Unique Trade Identifier (UTI) in Europe and Canada are required to be reported, showing the chaining of these identifiers as needed.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>2226</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>SecondaryAssetGrp</Name>
<AbbrName>ScndryAsset</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>SecondaryAssetGrp is a repeating subcomponent of the Instrument component used to specify secondary assets of a multi-asset swap.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4010</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>SettlRateDisruptionFallbackGrp</Name>
<AbbrName>SettlRtFallbck</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The SettlRateDisruptionsFallbackGrp is a repeating subcomponent of the PaymentStreamNonDeliverableSettlTermGrp component used to specify the method, prioritized by the order it is listed, to get a replacement rate for a disrupted settlement rate option for a non-deliverable settlement currency.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="162">
<ComponentID>2222</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>SideRegulatoryTradeIDGrp</Name>
<AbbrName>RegTrdID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The SideRegulatoryTradeIDGrp is a repeating component within the TrdCapRptSideGrp component used to report the source, value and relationship of multiple trade identifiers for the same trade side.
This component can be used to meet regulatory trade reporting requirements where identifiers such as the Unique Swaps Identifier (USI) are required to be reported, showing the chaining of these identifiers as needed.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4009</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>StreamCalculationPeriodDates</Name>
<AbbrName>CalcDts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>StreamCalculationPeriodDates is a subcomponent of the StreamGrp component used to specify the calculation period dates of the stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4081</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>StreamEffectiveDate</Name>
<AbbrName>EfctvDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>StreamEffectivedDate is a subcomponent of the StreamGrp component used to specify the effective date of the stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4006</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>StreamGrp</Name>
<AbbrName>Strm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The StreamGrp is a repeating subcomponent of the Instrument component used to detail the swap streams associated with the instrument.</Description>
<Elaboration>A swap will ordinarily have one or two streams. Each one may contain a StreamDesc(40051) with a descriptive string such as "Float" or "Fixed". However the choice of description should have no effect on the stream's purpose.
StreamPaySide(40052) and StreamReceiveSide(40053) link the appropriate swap parties to their role in the stream. In pre-trade messages the side value (e.g. Side(54) field) of the request or order should be set to the same side value indicating the aggressor's desired role. On fills and post-trade messages the executing firm takes the opposite side and indicates its role by setting
StreamPaySide(40052) and StreamReceiveSide(40053) to the opposite side of the aggressor's role. </Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4008</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>StreamTerminationDate</Name>
<AbbrName>TrmtnDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>StreamTerminationDate is a subcomponent of the StreamGrp component used to specify the termination date of the stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<ComponentID>2228</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingComplexEvents</Name>
<AbbrName>CmplxEvnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingComplexEvent Group is a repeating block which allows specifying an unlimited number and types of advanced events, such as observation and pricing in over the lifetime of an option, futures, commodities or equity swap contract. Use UnderlyingEvntGrp to specify more straightforward events.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="169">
<ComponentID>2229</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingComplexEventDates</Name>
<AbbrName>EvntDts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingComplexEventDates and subcomponent UnderlyingComplexEventTimes components are used to constrain a complex event to a specific date range, and optional time range. If specified the event is only effective on or within the specified dates and times.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="169">
<ComponentID>2230</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingComplexEventTimes</Name>
<AbbrName>EvntTms</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingComplexEventTimes is a repeating subcomponent of the UnderlyingComplexEventDates component. It is used to further qualify any dates placed on the event and is used to specify time ranges for which a complex event is effective. It is always provided within the context of start and end dates. The time range is assumed to be in effect for the entirety of the date or date range specified.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<ComponentID>2227</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingEvntGrp</Name>
<AbbrName>Evnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingEvntGrp is a repeating subcomponent of the UnderlyingInstrument component used to specify straightforward events associated with the instrument. Examples include put and call dates for bonds and options; first exercise date for options; inventory and delivery dates for commodities; start, end and roll dates for swaps. Use UnderlyingComplexEvents for more advanced dates such as option, futures, commodities and equity swap observation and pricing events.</Description>
<Elaboration>The UnderlyingEvntGrp contains three different methods to express a "time" associated with the event using the UnderlyingEventDate(1983) and UnderlyingEventTime(1984) pair of fields or the UnderlyingEventTimeUnit(1985) and UnderlyingEventTimePeriod(1986) pair of fields or UnderlyingEventMonthYear(2342).
The UnderlyingEventDate(1983), and optional UnderlyingEventTime(1984), may be used to specify an exact date and optional time for the event. The UnderlyingEventTimeUnit(1985) and UnderlyingEventTimePeriod(1986) may be used to express a time period associated with the event, e.g. 3-month, 4-years, 2-weeks. The UnderlyingEventMonthYear(2342), and optional UnderlyingEventTime(1984), may be used to express the event as a month of year, with optional day of month or week of month.
Either UnderlyingEventDate(1983) or UnderlyingEventMonthYear(2342), and the optional UnderlyingEventTime(1984), must be specified or UnderlyingEventTimeUnit(1985) and UnderlyingEventTimePeriod(1986) must be specified.
The UnderlyingEventMonthYear(2342) may be used instead of UnderlyingEventDate(1983) when month-year, with optional day of month or week of month, is required instead of a date.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="169">
<ComponentID>4067</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentScheduleGrp</Name>
<AbbrName>PmtSched</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingPaymentScheduleGrp is a repeating subcomponent of the UnderlyingPaymentStream component used to specify notional and rate steps in the payment stream.</Description>
<Elaboration>The Fixing Lag Interval (UnderlyingPaymentScheduleFixingLagPeriod(41893) and UnderlyingPaymentScheduleFixingLagUnit(41894)) and the First Observation Offset Duration (UnderlyingPaymentScheduleFixingFirstObservationOffsetPeriod(41895) and UnderlyingPaymentScheduleFixingFirstObservationOffsetUnit(41896)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation. </Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4068</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentScheduleRateSourceGrp</Name>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentScheduleRateSourceGrp is a repeating component within the UnderlyingPaymentScheduleGrp component used to identify primary and secondary rate sources.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4059</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStream</Name>
<AbbrName>PmtStrm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingPaymentStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a payment stream in a swap.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4062</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStreamFixedRate</Name>
<AbbrName>Fixed</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentStreamFixedRate is a subcomponent of the UnderlyingPaymentStream component used to report the fixed rate or fixed payment amount of the stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="169">
<ComponentID>4063</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStreamFloatingRate</Name>
<AbbrName>Float</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentStreamFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the floating rate attributes of the stream.</Description>
<Elaboration>Note that if the floating rate index or the rate calculation goes negative for a calculation period and UnderlyingPaymentStreamNegativeRateTreatment(40638)=1 (Negative interest rate method) the Receiver pays the Payer the absolute floating rate, i.e. the Receiver pays the cash flow amount to the Payer.
The Calculation Lag Interval (UnderlyingPaymentStreamCalculationLagPeriod(41926) and UnderlyingPaymentStreamCalculationLagUnit(41927)) and the First Observation Offset Duration (UnderlyingPaymentStreamFirstObservationOffsetPeriod(41928) and UnderlyingPaymentStreamFirstObservationOffsetUnit(41929)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="253">
<ComponentID>4065</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStreamNonDeliverableFixingDateGrp</Name>
<AbbrName>FixngDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentStreamNonDeliverableFixingDate is a subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTerms component used to specify predetermined fixing dates.</Description>
<Elaboration>For the purpose of optimization, the UnderlyingNonDeliverableFixingDateType(40658) field may optionally be omitted after the first instance provided the instance(s) which immediately follow is of the same date type. When the next instance requires a different date type from the prior instance, the UnderlyingNonDeliverableFixingDateType(40658) is required to specify the date type.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4064</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStreamNonDeliverableSettlTerms</Name>
<AbbrName>NonDlvrblTrms</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentStreamNonDeliverableSettlTerms is a subcomponent of the UnderlyingPaymentStream component used to specify the non-deliverable settlement terms of the stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<ComponentID>4060</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStreamPaymentDates</Name>
<AbbrName>PmtDts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentStreamPaymentDates is a subcomponent of the UnderlyingPaymentStream component used to specify the payment dates of the stream.</Description>
<Elaboration>For equity return swaps this component is used to specify the interim price payment dates and the UnderlyingPaymentStreamFinalPricePaymentDate component is used to specify the final price payment date.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4061</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStreamResetDates</Name>
<AbbrName>ResetDts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentStreamResetDates is a subcomponent of the UnderlyingPaymentStream component used to specify the floating rate reset dates of the stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4069</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStubGrp</Name>
<AbbrName>PmtStub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingPaymentStubGrp is a repeating subcomponent of the UnderlyingPaymentStream component used to specify front and back stubs in the payment stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>2233</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingSecondaryAssetGrp</Name>
<AbbrName>ScndryAsset</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingSecondaryAssetGrp is a repeating subcomponent of the UnderlyingInstrument component used to specify secondary assets of a multi-asset swap.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4066</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingSettlRateDisruptionFallbackGrp</Name>
<AbbrName>SettlRtFallbck</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingSettlRateDisruptionFallbackGrp is a repeating subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTermGrp component used to specify the method, prioritized by the order it is listed, to get a replacement rate for a disrupted settlement rate option for a non-deliverable settlement currency.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4058</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingStreamCalculationPeriodDates</Name>
<AbbrName>CalcDts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingStreamCalculationPeriodDates is a subcomponent of the UnderlyingStreamGrp component used to specify the calculation period dates of the stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4007</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingStreamEffectiveDate</Name>
<AbbrName>EfctvDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingStreamEffectivedDate is a subcomponent of the UnderlyingStreamGrp component used to specify the effective date of the stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4056</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingStreamGrp</Name>
<AbbrName>Strm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingStreamGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail the swap streams associated with the instrument.</Description>
<Elaboration>A swap will ordinarily have one or two payment streams. Each one may contain an UnderlyingStreamDesc(40542) with a descriptive string such as "Float" or "Fixed". However the choice of description should have no effect on the stream's purpose.
UnderlyingStreamPaySide(40543) and UnderlyingStreamReceiveSide(40544) link the appropriate swap parties to their role in the stream. In pre-trade messages the side value (e.g. Side(54) field) of the request or order should be "1" (Buy) or "2" (Sell), and UnderlyingStreamPaySide(40543) and UnderlyingStreamReceiveSide(40544) should be set to the same side value indicating the aggressor's desired role. On fills and post-trade messages, the executing firm takes the opposite side and indicates its role by setting UnderlyingStreamPaySide(40543) and UnderlyingStreamReceiveSide(40544) to the opposite side of the aggressor's role.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4057</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingStreamTerminationDate</Name>
<AbbrName>TrmtnDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingStreamTerminationDate is a subcomponent of the UnderlyingStreamGrp component used to specify the termination date of the stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4083</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>CashSettlDealerGrp</Name>
<AbbrName>Dlr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>CashSettlDealerGrp is a repeating subcomponent within the CashSettlTermGrp component. It is used to specify the dealers from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4084</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>BusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>BusinessCenterGrp is a repeating subcomponent within the DateAdjustment component. It is used to specify the set of business centers whose calendars drive the date adjustment. The business centers defined here apply to all adjustable dates in the instrument unless specifically overridden in the respective specified components elsewhere.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4085</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>DateAdjustment</Name>
<AbbrName>DtAdjmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>DateAdjustment is a subcomponent in the Instrument component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument, unless specifically overridden in the respective specified components elsewhere.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4086</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegBusinessCenterGrp is a repeating subcomponent within the LegDateAdjustment component. It is used to specify the set of business centers whose calendars drive the date adjustment. The business centers defined here apply to all adjustable dates in the instrument leg unless specifically overridden elsewhere in the respective specified components further within the InstrumentLeg component.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4087</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegDateAdjustment</Name>
<AbbrName>DtAdjmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegDateAdjustment is a subcomponent within the InstrumentLeg component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument leg, unless specifically overridden elsewhere in the respective specified components further within the InstrumentLeg component.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4088</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentScheduleFixingDateBusinessCenterGrp</Name>
<AbbrName>FixngBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPaymentScheduleFixingDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4089</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentScheduleInterimExchangeDateBusinessCenterGrp</Name>
<AbbrName>IntrmExchDtBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPaymentScheduleInterimExchangeDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4090</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamNonDeliverableSettlTerms component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4091</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStreamPaymentDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPaymentStreamPaymentDateBusinessCenterGrp is a repeating subcomponent of the LegPaymentStreamPaymentDates component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4092</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStreamResetDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPaymentStreamResetDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4093</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStreamInitialFixingDateBusinessCenterGrp</Name>
<AbbrName>InitBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPaymentStreamInitialFixingDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamResetDates component used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4094</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStreamFixingDateBusinessCenterGrp</Name>
<AbbrName>FixngBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPaymentStreamFixingDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4095</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegProvisionCashSettlPaymentDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegProvisionCashSettlPaymentDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionCashSettlPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4096</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegProvisionCashSettlValueDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegProvisionCashSettlValueDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionCashSettlValueDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4097</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegProvisionOptionExerciseBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegProvisionOptionExerciseBusinessCenterGrp is a repeating subcomponent within the LegProvisionOptionExerciseDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4098</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegProvisionOptionExpirationDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegProvisionOptionExpirationDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionOptionExpirationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4099</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionOptionRelevantUnderlyingDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4100</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegProvisionDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegProvisionDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4101</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegStreamCalculationPeriodBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegStreamCalculationPeriodBusinessCenterGrp is a repeating subcomponent within the LegStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4102</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegStreamFirstPeriodStartDateBusinessCenterGrp</Name>
<AbbrName>FirstStartDtBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegStreamFirstPeriodStartDateBusinessCenterGrp is a repeating subcomponent within the LegStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4103</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegStreamEffectiveDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegStreamEffectiveDateBusinessCenterGrp is a repeating subcomponent within the LegStreamEffectiveDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4104</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegStreamTerminationDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegStreamTerminationDateBusinessCenterGrp is a repeating subcomponent within the LegStreamTerminationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4105</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentBusinessCenterGrp is a repeating subcomponent within the PaymentGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4106</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentScheduleFixingDateBusinessCenterGrp</Name>
<AbbrName>FixngBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentScheduleFixingDateBusinessCenterGrp is a repeating subcomponent within the PaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4107</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentScheduleInterimExchangeDateBusinessCenterGrp</Name>
<AbbrName>IntrmExchDtBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentScheduleInterimExchangeDateBusinessCenterGrp is a repeating subcomponent within the PaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4108</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp is a repeating subcomponent within the PaymentStreamNonDeliverableSettlTerms component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4109</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStreamPaymentDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentStreamPaymentDateBusinessCenterGrp is a repeating subcomponent within the PaymentStreamPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4110</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStreamResetDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentStreamResetDateBusinessCenterGrp is a repeating subcomponent within the PaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4111</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStreamInitialFixingDateBusinessCenterGrp</Name>
<AbbrName>InitBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentStreamInitialFixingDateBusinessCenterGrp is a repeating subcomponent within the PaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4112</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStreamFixingDateBusinessCenterGrp</Name>
<AbbrName>FixngBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentStreamFixingDateBusinessCenterGrp is a repeating subcomponent within the PaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4113</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ProtectionTermEventNewsSourceGrp</Name>
<AbbrName>NewsSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>ProtectionTermEventNewsSourceGrp is a repeating subcomponent within the ProtectionTermGrp component. It is used to specify the particular newspapers or electronic news services and sources that may publish relevant information used in the determination of whether or not a credit event has occurred.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4114</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ProvisionCashSettlPaymentDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>ProvisionCashSettlPaymentDateBusinessCenterGrp is a repeating subcomponent within the ProvisionCashSettlPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4115</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ProvisionCashSettlValueDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>ProvisionCashSettlValueDateBusinessCenterGrp is a repeating subcomponent within the ProvisionCashSettlValueDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4116</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ProvisionOptionExerciseBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>ProvisionOptionExerciseBusinessCenterGrp is a repeating subcomponent within the ProvisionOptionExerciseDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4117</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ProvisionOptionExpirationDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>ProvisionOptionExpirationDateBusinessCenterGrp is a repeating subcomponent within the ProvisionOptionExpirationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4118</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp is a repeating subcomponent within the ProvisionOptionRelevantUnderlyingDate component. It is used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4119</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ProvisionDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>ProvisionDateBusinessCenterGrp is a repeating subcomponent within the ProvisionGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4120</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>StreamCalculationPeriodBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>StreamCalculationPeriodBusinessCenterGrp is a repeating subcomponent within the StreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4121</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>StreamFirstPeriodStartDateBusinessCenterGrp</Name>
<AbbrName>FirstStartDtBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>StreamFirstPeriodStartDateBusinessCenterGrp is a repeating subcomponent within the StreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4122</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>StreamEffectiveBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>StreamEffectiveBusinessCenterGrp is a repeating subcomponent of the StreamEffectiveDate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4123</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>StreamTerminationDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>StreamTerminationDateBusinessCenterGrp is a repeating subcomponent within the StreamTerminationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in the Instrument component.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4124</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingBusinessCenterGrp is a repeating subcomponent within the UnderlyingDateAdjustment component. It is used to specify the set of business centers whose calendars drive the date adjustment. The business centers defined here apply to all adjustable dates in the instrument unless specifically overridden.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4125</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingDateAdjustment</Name>
<AbbrName>DtAdjmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingDateAdjustment is a subcomponent within the UnderlyingInstrument component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the underlying instrument, unless specifically overridden in the respective specified components further within the UnderlyingInstrument component.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4126</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentScheduleFixingDateBusinessCenterGrp</Name>
<AbbrName>FixngBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentScheduleFixingDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4127</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp</Name>
<AbbrName>IntrmExchDtBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4128</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamNonDeliverableSettlTerms component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4129</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStreamPaymentDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentStreamPaymentDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4130</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStreamResetDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentStreamResetDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4131</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp</Name>
<AbbrName>InitBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4132</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStreamFixingDateBusinessCenterGrp</Name>
<AbbrName>FixngBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentStreamFixingDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4133</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingStreamCalculationPeriodBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingStreamCalculationPeriodBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4134</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp</Name>
<AbbrName>FirstStartDtBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4135</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingStreamEffectiveDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingStreamEffectiveDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamEffectiveDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4136</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingStreamTerminationDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingStreamTerminationDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamTerminationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4042</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStreamNonDeliverableSettlRateSource</Name>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPaymentStreamNonDeliverableSettlRateSource is a subcomponent of the LegPaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4082</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegSettlRateFallbackRateSource</Name>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegSettlRateFallbackRateSource is a subcomponent of the LegSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4137</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStreamNonDeliverableSettlRateSource</Name>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentStreamNonDeliverableSettlRateSource is a subcomponent of the PaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4138</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>SettlRateFallbackRateSource</Name>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>SettlRateFallbackRateSource is a subcomponent of the SettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4139</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStreamNonDeliverableSettlRateSource</Name>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentStreamNonDeliverableSettlRateSource is a subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4140</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingSettlRateFallbackRateSource</Name>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingSettlRateFallbackRateSource is a subcomponent of the UnderlyingSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4201</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ProvisionCashSettlQuoteSource</Name>
<AbbrName>CashSettlQteSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ProvisionCashSettlQuoteSource is a subcomponent of the ProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="161">
<ComponentID>4202</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegProvisionCashSettlQuoteSource</Name>
<AbbrName>CashSettlQteSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegProvisionCashSettlQuoteSource is a subcomponent of the LEgProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="167">
<ComponentID>2234</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>AttachmentGrp</Name>
<AbbrName>Attchmnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The AttachmentGrp component provides the ability to attach other media type documents to a FIX message for transmission. The media type can be any of the media types (previously referred to as MIME types) that are listed by IANA (www.iana.org) [RFC2046].
The AttachmentGrp is intended to be used to attach documents in other formats, such as PDF, TIFF, and Microsoft Word, for example to a FIX message.
Note when the AttachmentGrp is used within a business message, such as the TradeCaptureReport(35=AE), the attachment should supplement the data already contained in the business message It is not intended to replace the content of the business message. The standard fields within the business message should be populated, even if they duplicate data expressed within the attachment(s).</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="167">
<ComponentID>2235</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>AttachmentKeywordGrp</Name>
<AbbrName>Keywd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The AttachmentKeywordGrp component provides a place to associate keywords with an attachment document to support the current approach of tagging to support metadata.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>2241</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>AssetAttributeGrp</Name>
<AbbrName>AssetAttrb</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The AssetAttributeGrp is a repeating subcomponent of the Instrument component used to detail attributes of the instrument asset.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4142</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ComplexEventAveragingObservationGrp</Name>
<AbbrName>AvgngObsvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ComplexEventAveragingObservationGrp is an optional subcomponent of ComplexEventPeriodGrp for specifying the weight of each of the dated observations.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4143</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ComplexEventCreditEventGrp</Name>
<AbbrName>CrdEvnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ComplexEventCreditEventGrp is a repeating component within the ComplexEventGrp component used to report applicable option credit events.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4144</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ComplexEventCreditEventQualifierGrp</Name>
<AbbrName>EvntQual</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ComplexEventCreditEventQualifierGrp is a repeating component within the ComplexEventCreditEventGrp component used to specify qualifying attributes to an event.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4145</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ComplexEventPeriodDateGrp</Name>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ComplexEventPeriodDateGrp is a subcomponent of ComplexEventPeriodGrp for specifying fixed period dates and times for an Asian or Strike Schedule option or trigger dates for a Barrier or Knock option.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4146</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ComplexEventPeriodGrp</Name>
<AbbrName>Period</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ComplexEventPeriodGrp is a subcomponent of ComplexEvents for specifying the periods for an Asian, Barrier, Knock or Strike Schedule option feature.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4147</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ComplexEventRateSourceGrp</Name>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ComplexEventRateSourceGrp is a subcomponent of ComplexEvents for specifying primary and secondary rate sources.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4148</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ComplexEventDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ComplexEventDateBusinessCenterGrp is a repeating subcomponent of the ComplexEventRelativeDate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4149</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ComplexEventRelativeDate</Name>
<AbbrName>ReltvDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ComplexEventRelativeDate is a subcomponent of ComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4150</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ComplexEventCreditEventSourceGrp</Name>
<AbbrName>EvntSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ComplexEventCreditEventSourceGrp is a repeating subcomponent of the ComplexEvents component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4151</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ComplexEventScheduleGrp</Name>
<AbbrName>Sched</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ComplexEventScheduleGrp is a subcomponent of ComplexEventPeriodGrp for specifying a periodic schedule for an Asian, Barrier or Strike Schedule option feature.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4152</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>DeliveryScheduleGrp</Name>
<AbbrName>DlvrySched</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The DeliveryScheduleGrp is a repeating subcomponent of the Stream component used to detail step schedules associated with a delivery stream.</Description>
<Elaboration>Note: Holiday schedule is standard for the country and time zone and need not be specified.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4153</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>DeliveryScheduleSettlDayGrp</Name>
<AbbrName>Day</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The DeliveryScheduleSettlDayGrp is a repeating subcomponent of the DeliveryScheduleGrp component used to detail commodity delivery days.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4154</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>DeliveryScheduleSettlTimeGrp</Name>
<AbbrName>Tm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The DeliveryScheduleSettlTimeGrp is a repeating subcomponent of the DeliveryScheduleSettlDayGrp component used to detail commodity delivery time period.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4155</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>DeliveryStream</Name>
<AbbrName>DlvryStrm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The DeliveryStream component is used to optionally specify the attributes of a physical delivery stream in a swap.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4156</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>DeliveryStreamCycleGrp</Name>
<AbbrName>Cycle</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The DeliveryStreamCycleGrp is a repeating subcomponent of the DeliveryStream component used to detail delivery cycles during which the oil product will be transported in the pipeline.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4157</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>DeliveryStreamCommoditySourceGrp</Name>
<AbbrName>CmdtySrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The DeliveryStreamCommoditySourceGrp is a repeating subcomponent of the DeliveryStream component used to detail the origins or sources of the commodity.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4158</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>MarketDisruption</Name>
<AbbrName>MktDsrptn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The MarketDisruption component is a subcomponent of the Instrument used to specify the market disruption provisions of the swap.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4159</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>MarketDisruptionEventGrp</Name>
<AbbrName>Evnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The MarketDisruptionEventGrp is a repeating subcomponent of the MarketDisruption component used to specify the market disruption events.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4160</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>MarketDisruptionFallbackGrp</Name>
<AbbrName>Fallbck</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The MarketDisruptionFallbackGrp is a repeating subcomponent of the MarketDisruption component used to specify the market disruption fallback provisions.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4161</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>MarketDisruptionFallbackReferencePriceGrp</Name>
<AbbrName>FallbckRefPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The MarketDisruptionFallbackReferencePriceGrp is a repeating subcomponent of the MarketDisruption component used to specify the fallback reference price and underlying security provisions</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="211">
<ComponentID>4162</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>OptionExercise</Name>
<AbbrName>OptExer</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The OptionExercise component is a subcomponent of the Instrument component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded OptionExerciseExpiration component is used to terminate the opportunity for exercise.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4163</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>OptionExerciseBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The OptionExerciseBusinessCenterGrp is a repeating subcomponent of the OptionExerciseDates component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4164</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>OptionExerciseDates</Name>
<AbbrName>Dts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The OptionExerciseDate component is a subcomponent of the OptionExercise component used to specify option exercise dates.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4165</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>OptionExerciseDateGrp</Name>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The OptionExerciseDateGrp is a repeating subcomponent of the OptionExerciseDates component used to specify fixed dates for exercise.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4166</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>OptionExerciseExpirationDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The OptionExerciseExpirationDateBusinessCenterGrp is a repeating subcomponent of the OptionExerciseExpiration component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="211">
<ComponentID>4167</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>OptionExerciseExpiration</Name>
<AbbrName>Exp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The OptionExerciseExpiration component is a subcomponent of the OptionExercise component used to specify option exercise expiration dates and times. The purpose of OptionExercise is to identify the scheduled opportunities for exercise. OptionExerciseExpiration identifies the end of the schedule.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4168</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>OptionExerciseExpirationDateGrp</Name>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The OptionExerciseExpirationDateGrp is a repeating subcomponent of the OptionExerciseExpiration component used to specify fixed dates for expiration.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4169</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentScheduleFixingDayGrp</Name>
<AbbrName>FixngDay</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The PaymentScheduleFixingDayGrp is a repeating subcomponent of the PaymentScheduleGrp component used to detail periodic fixing days.</Description>
<Elaboration>If the fixing days are not specified, then every day of the week will be a fixing day.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4170</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStreamPricingBusinessCenterGrp</Name>
<AbbrName>PxngBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The PaymentStreamPricingBusinessCenterGrp is a repeating subcomponent of the PaymentStreamFloatingRate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4171</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStreamPaymentDateGrp</Name>
<AbbrName>PmtDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The PaymentStreamPaymentDateGrp is a repeating subcomponent of the PaymentStreamPaymentDates component used to detail fixed dates for swap stream payments.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4172</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStreamPricingDateGrp</Name>
<AbbrName>PxngDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The PaymentStreamPricingDateGrp is a repeating subcomponent of the PaymentStreamFloatingRate component used to detail fixed pricing dates.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4173</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStreamPricingDayGrp</Name>
<AbbrName>PxngDay</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The PaymentStreamPricingDayGrp is a repeating subcomponent of the PaymentStreamFloatingRate component used to detail periodic pricing days.</Description>
<Elaboration>If the fixing days are not specified, then every day of the week will be a fixing day.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4174</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PricingDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PricingDateBusinessCenterGrp is a repeating subcomponent of the PricingDateTime component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4175</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PricingDateTime</Name>
<AbbrName>PxngDtTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The PricingDateTime component is a subcomponent of Instrument used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4176</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>StreamAssetAttributeGrp</Name>
<AbbrName>AssetAttrb</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The StreamAssetAttributeGrp is a repeating subcomponent of the StreamCommodity component used to detail commodity attributes, quality standards and reject limits.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4177</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>StreamCalculationPeriodDateGrp</Name>
<AbbrName>CalcDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The StreamCalculationPeriodDateGrp is a repeating subcomponent of the StreamCalculationPeriodDates component used to detail fixed dates for the swap stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4178</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>StreamCommoditySettlBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>StreamCommoditySettlBusinessCenterGrp is a repeating subcomponent of the StreamCommodity component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4179</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>StreamCommodity</Name>
<AbbrName>Cmdty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>StreamCommodity is a subcomponent of the Stream component used to identify and describe the underlying commodity.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4180</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>StreamCommodityAltIDGrp</Name>
<AbbrName>AID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>StreamCommodityAltIDGrp is a subcomponent of the StreamCommodity component used to specify alternate identifiers.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4181</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>StreamCommodityDataSourceGrp</Name>
<AbbrName>DataSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>StreamCommodityDataSourceGrp is a subcomponent of the StreamCommodity component used to specify sources of data, e.g. weather stations. The order of entry determines priority – first is the main source, second is fallback, third is second fallback.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4182</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>StreamCommoditySettlDayGrp</Name>
<AbbrName>Day</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The StreamCommoditySettlDayGrp is a repeating subcomponent of the StreamCommoditySettlPeriodGrp component used to define the settlement days associated with the commodity contract.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4183</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>StreamCommoditySettlTimeGrp</Name>
<AbbrName>Tm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The StreamCommoditySettlTimeGrp is a repeating subcomponent of the StreamCommoditySettlDayGrp component used to define the settlement time periods associated with the commodity contract.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4184</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>StreamCommoditySettlPeriodGrp</Name>
<AbbrName>SettlPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The StreamCommoditySettlPeriodGrp is a repeating subcomponent of the StreamCommodity component used to define the settlement period details associated with the commodity contract.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4185</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>MandatoryClearingJurisdictionGrp</Name>
<AbbrName>MandClrJrsdctn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>MandatoryClearingJurisdictionGrp is a repeating component of TradeCaptureReport used to specify the set of jurisdictions to which mandatory clearing applies.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4186</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegAdditionalTermBondRefGrp</Name>
<AbbrName>BondRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegAdditionalTermBondRefGrp is a repeating group subcomponent of the LegAdditionalTermGrp component used to identify an underlying reference bond for a swap.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4187</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegAdditionalTermGrp</Name>
<AbbrName>AddtnlTrm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegAdditionalTermGrp is a repeating subcomponent of the InstrumentLeg component used to report additional contract terms.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>2242</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegAssetAttributeGrp</Name>
<AbbrName>AssetAttrb</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegAssetAttributeGrp is a repeating subcomponent of the InstrumentLeg component used to detail attributes of the instrument asset.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4189</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegCashSettlDealerGrp</Name>
<AbbrName>Dlr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegCashSettlDealerGrp is a repeating subcomponent of the LegCashSettlTermGrp component used to specify the dealers from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4190</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegCashSettlTermGrp</Name>
<AbbrName>CashSettlTrm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegCashSettlTermGrp is a repeating component within the InstrumentLeg component used to report cash settlement terms.</Description>
<Elaboration>Usage of LegCashSettlTermGrp must either include a known LegCashSettlAmount(41357) or provide the cash settlement term parameters needed to derive the cash settlement amount. LegCashSettlTermXID(41362) is provided for cross-referencing from an instance of the UnderlyingInstrument component through the UnderlyingSettlTermXIDRef(41315) field.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4191</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegComplexEventAveragingObservationGrp</Name>
<AbbrName>AvgngObsvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegComplexEventAveragingObservationGrp is an optional subcomponent of LegComplexEventPeriodGrp for specifying the weight of each of the dated observations.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4192</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegComplexEventCreditEventGrp</Name>
<AbbrName>CrdEvnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegComplexEventCreditEventGrp is a repeating component within the LegComplexEventGrp component used to report applicable option credit events.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4193</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegComplexEventCreditEventQualifierGrp</Name>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegComplexEventCreditEventQualifierGrp is a repeating component within the LegComplexEventCreditEventGrp component used to specify qualifying attributes to an event.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4194</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegComplexEventPeriodDateGrp</Name>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegComplexEventPeriodDateGrp is a subcomponent of LegComplexEventPeriodGrp for specifying fixed period dates and times for an Asian or Strike Schedule option or trigger dates for a Barrier or Knock option.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4195</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegComplexEventPeriodGrp</Name>
<AbbrName>Period</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegComplexEventPeriodGrp is a subcomponent of LegComplexEvents for specifying the periods for an Asian, Barrier, Knock or Strike Schedule option feature.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4196</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegComplexEventRateSourceGrp</Name>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegComplexEventRateSourceGrp is a subcomponent of LegComplexEvents for specifying primary and secondary rate sources.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4197</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegComplexEventDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegComplexEventDateBusinessCenterGrp is a repeating subcomponent of the LegComplexEventRelativeDate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4198</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegComplexEventRelativeDate</Name>
<AbbrName>ReltvDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegComplexEventRelativeDate is a subcomponent of LegComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4199</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegComplexEventCreditEventSourceGrp</Name>
<AbbrName>EvntSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegComplexEventCreditEventSourceGrp is a repeating subcomponent of the LegComplexEvents component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<ComponentID>2236</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegComplexEvents</Name>
<AbbrName>CmplxEvnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegComplexEvent Group is a repeating block which allows specifying an unlimited number and types of advanced events, such as observation and pricing over the lifetime of an option, futures, commodities or equity swap contract. Use LegEvntGrp to specify more straightforward events.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>2237</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegComplexEventDates</Name>
<AbbrName>EvntDts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegComplexEventDates and subcomponent LegComplexEventTimes components are used to constrain a complex event to a specific date range, and optional time range. If specified the event is only effective on or within the specified dates and times.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>2238</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegComplexEventTimes</Name>
<AbbrName>EvntTms</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegComplexEventTimes is a repeating subcomponent of the LegComplexEventDates component. It is used to further qualify any dates placed on the event and is used to specify time ranges for which a complex event is effective. It is always provided within the context of start and end dates. The time range is assumed to be in effect for the entirety of the date or date range specified.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4200</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegComplexEventScheduleGrp</Name>
<AbbrName>Sched</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegComplexEventScheduleGrp is a subcomponent of LegComplexEventPeriodGrp for specifying a periodic schedule for an Asian, Barrier or Strike Schedule option feature.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4203</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegDeliveryScheduleGrp</Name>
<AbbrName>DlvrySched</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegDeliveryScheduleGrp is a repeating subcomponent of the LegStream component used to detail step schedules associated with a delivery stream.</Description>
<Elaboration>Note: Holiday schedule is standard for the country and time zone and need not be specified.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4204</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegDeliveryScheduleSettlDayGrp</Name>
<AbbrName>Day</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegDeliveryScheduleSettlDayGrp is a repeating subcomponent of the LegDeliveryScheduleGrp component used to detail commodity delivery days.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4205</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegDeliveryScheduleSettlTimeGrp</Name>
<AbbrName>Tm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegDeliveryScheduleSettlTimeGrp is a repeating subcomponent of the LegDeliveryScheduleSettlDayGrp component used to detail commodity delivery time periods.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4206</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegDeliveryStream</Name>
<AbbrName>DlvryStrm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegDeliveryStream component is a subcomponent of the LegStream used to detail the attributes of a physical delivery stream in a swap.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4207</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegStreamAssetAttributeGrp</Name>
<AbbrName>AssetAttrb</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegStreamAssetAttributeGrp is a repeating subcomponent of the LegStreamCommodity component used to detail commodity attributes, quality standards and reject limits.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4208</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegDeliveryStreamCycleGrp</Name>
<AbbrName>Cycle</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegDeliveryStreamCycleGrp is a repeating subcomponent of the LegDeliveryStream component used to detail delivery cycles during which the oil product will be transported in the pipeline.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4209</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegDeliveryStreamCommoditySourceGrp</Name>
<AbbrName>CmdtySrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegDeliveryStreamCommoditySourceGrp is a repeating subcomponent of the LegDeliveryStream component used to detail the origins or sources of the commodity.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>2239</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegInstrumentParties</Name>
<AbbrName>Pty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the LegInstrumentParty block.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>2240</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegInstrumentPtysSubGrp</Name>
<AbbrName>Sub</AbbrName>
<NotReqXML>0</NotReqXML>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4210</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegMarketDisruption</Name>
<AbbrName>MktDsrptn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegMarketDisruption component is a subcomponent of the InstrumentLeg used to specify the market disruption provisions of the swap.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4211</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegMarketDisruptionEventGrp</Name>
<AbbrName>Evnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegMarketDisruptionEventGrp is a repeating subcomponent of the LegMarketDisruption component used to specify the market disruption events.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4212</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegMarketDisruptionFallbackGrp</Name>
<AbbrName>Fallbck</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegMarketDisruptionFallbackGrp is a repeating subcomponent of the LegMarketDisruption component used to specify the market disruption fallback provisions.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4213</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegMarketDisruptionFallbackReferencePriceGrp</Name>
<AbbrName>FallbckRefPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegMarketDisruptionFallbackReferencePriceGrp is a repeating subcomponent of the LegMarketDisruption component used to specify the fallback reference price and underlying security provisions</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="211">
<ComponentID>4214</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegOptionExercise</Name>
<AbbrName>OptExer</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegOptionExercise component is a subcomponent of the InstrumentLeg component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded LegOptionExerciseExpiration component is used to terminate the opportunity for exercise.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4215</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegOptionExerciseBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegOptionExerciseBusinessCenterGrp is a repeating subcomponent of the LegOptionExerciseDates component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4216</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegOptionExerciseDates</Name>
<AbbrName>Dts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegOptionExerciseDates component is a subcomponent of the LegOptionExercise component used to specify option exercise dates.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4217</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegOptionExerciseDateGrp</Name>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegOptionExerciseDateGrp is a repeating subcomponent of the LegOptionExerciseDates component used to specify fixed dates for exercise.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4218</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegOptionExerciseExpirationDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegOptionExerciseExpirationDateBusinessCenterGrp is a repeating subcomponent of the LegOptionExerciseExpiration component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="211">
<ComponentID>4219</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegOptionExerciseExpiration</Name>
<AbbrName>Exp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegOptionExerciseExpiration component is a subcomponent of the LegOptionExercise component used to specify option exercise expiration dates and times. The purpose of LegOptionExercise is to identify the scheduled opportunities for exercise. LegOptionExerciseExpiration identifies the end of the schedule.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4220</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegOptionExerciseExpirationDateGrp</Name>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegOptionExerciseExpirationDateGrp is a repeating subcomponent of the LegOptionExerciseExpiration component used to specify fixed dates for expiration.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4221</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentScheduleFixingDayGrp</Name>
<AbbrName>FixngDay</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegPaymentScheduleFixingDayGrp is a repeating subcomponent of the LegPaymentScheduleGrp component used to detail periodic fixing days.</Description>
<Elaboration>If the fixing days are not specified, then every day of the week will be a fixing day.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4222</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStreamPricingBusinessCenterGrp</Name>
<AbbrName>PxngBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPaymentStreamPricingBusinessCenterGrp is a repeating subcomponent of the LegPaymentStreamFloatingRate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4223</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStreamPaymentDateGrp</Name>
<AbbrName>PmtDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegPaymentStreamPaymentDateGrp is a repeating subcomponent of the LegPaymentStreamPaymentDates component used to detail fixed dates for swap stream payments.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4224</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStreamPricingDateGrp</Name>
<AbbrName>PxngDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegPaymentStreamPricingDateGrp is a repeating subcomponent of the LegPaymentStreamFloatingRate component used to detail fixed pricing dates.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4225</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStreamPricingDayGrp</Name>
<AbbrName>PxngDay</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegPaymentStreamPricingDayGrp is a repeating subcomponent of the LegPaymentStreamFloatingRate component used to detail periodic pricing days.</Description>
<Elaboration>If the fixing days are not specified, then every day of the week will be a fixing day.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4226</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPhysicalSettlTermGrp</Name>
<AbbrName>PhysSettlTrm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegPhysicalSettlTermGrp is a repeating component within the InstrumentLeg component used to report physical settlement terms.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4227</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPhysicalSettlDeliverableObligationGrp</Name>
<AbbrName>DlvrblOblig</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegPhysicalSettlDeliverableObligationGrp is a repeating component within the LegPhysicalSettlTermGrp component used to report credit default swap (CDS) physical settlement delivery obligations.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4228</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPricingDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPricingDateBusinessCenterGrp is a repeating subcomponent of the LegPricingDateTime component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<ComponentID>4229</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPricingDateTime</Name>
<AbbrName>PxngDtTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegPricingDateTime component is a subcomponent of InstrumentLeg used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4230</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegProtectionTermEventNewsSourceGrp</Name>
<AbbrName>NewsSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegProtectionTermEventNewsSourceGrp is a repeating subcomponent of the LegProtectionTermGrp component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4231</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegProtectionTermGrp</Name>
<AbbrName>ProtctnTrm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegProtectionTermGrp is a repeating component within the InstrumentLeg component used to report protection term details.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4232</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegProtectionTermEventGrp</Name>
<AbbrName>Evnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegProtectionTermEventGrp is a repeating component within the LegProtectionTermGrp component used to report applicable CDS credit events.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4233</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegProtectionTermEventQualifierGrp</Name>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegProtectionTermEventQualifierGrp is a repeating component within the LegProtectionTermEventGrp component used to specify qualifying attributes to the event.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4234</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegProtectionTermObligationGrp</Name>
<AbbrName>Oblig</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegProtectionTermObligationGrp is a repeating component within the LegProtectionTermGrp component used to report applicable credit default swap (CDS) obligations.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4235</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegStreamCalculationPeriodDateGrp</Name>
<AbbrName>CalcDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegStreamCalculationPeriodDateGrp is a repeating subcomponent of the LegStreamCalculationPeriodDates component used to detail fixed dates for the swap stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4236</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegStreamCommoditySettlBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegStreamCommoditySettlBusinessCenterGrp is a repeating subcomponent of the LegStreamCommodity component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4237</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegStreamCommodity</Name>
<AbbrName>Cmdty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegStreamCommodity is a subcomponent of the LegStream component used to identify and describe the underlying commodity.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4238</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegStreamCommodityAltIDGrp</Name>
<AbbrName>AID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegStreamCommodityAltIDGrp is a subcomponent of the LegStreamCommodity component used to specify alternate identifiers.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4239</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegStreamCommodityDataSourceGrp</Name>
<AbbrName>DataSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegStreamCommodityDataSourceGrp is a subcomponent of the LegStreamCommodity component used to specify sources of data, e.g. weather stations. The order of entry determines priority – first is the main source, second is fallback, third is second fallback.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4240</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegStreamCommoditySettlDayGrp</Name>
<AbbrName>Day</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegStreamCommoditySettlDayGrp is a repeating subcomponent of the LegStreamCommoditySettlPeriodGrp component used to define the settlement days associated with the commodity contract. </Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4241</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegStreamCommoditySettlTimeGrp</Name>
<AbbrName>Tm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegStreamCommoditySettlTimeGrp is a repeating subcomponent of the LegStreamCommoditySettlDayGrp component used to define the settlement time periods associated with the commodity contract. </Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4242</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegStreamCommoditySettlPeriodGrp</Name>
<AbbrName>SettlPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegStreamCommoditySettlPeriodGrp is a repeating subcomponent of the LegStreamCommodiry component used to to define the settlement period details associated with the commodity contract.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>2243</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingAssetAttributeGrp</Name>
<AbbrName>AssetAttrb</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingAssetAttributeGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail attributes of the instrument asset.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4244</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingComplexEventAveragingObservationGrp</Name>
<AbbrName>AvgngObsvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingComplexEventAveragingObservationGrp is an optional subcomponent of UnderlyingComplexEventPeriodGrp for specifying the weight of each of the dated observations.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4245</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingComplexEventCreditEventGrp</Name>
<AbbrName>CrdEvnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingComplexEventCreditEventGrp is a repeating component within the UnderlyingComplexEventGrp component used to report applicable option credit events.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4246</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingComplexEventCreditEventQualifierGrp</Name>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingComplexEventCreditEventQualifierGrp is a repeating component within the UnderlyingComplexEventCreditEventGrp component used to specify qualifying attributes to an event.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4247</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingComplexEventPeriodDateGrp</Name>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingComplexEventPeriodDateGrp is a subcomponent of UnderlyingComplexEventPeriodGrp for specifying fixed period dates and times for an Asian or Strike Schedule option or trigger dates for a Barrier or Knock option.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4248</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingComplexEventPeriodGrp</Name>
<AbbrName>Period</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingComplexEventPeriodGrp is a subcomponent of UnderlyingComplexEvents for specifying the periods for an Asian, Barrier, Knock or Strike Schedule option feature.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4249</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingComplexEventRateSourceGrp</Name>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingComplexEventRateSourceGrp is a subcomponent of UnderlyingComplexEvents for specifying primary and secondary rate sources.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4250</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingComplexEventDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingComplexEventDateBusinessCenterGrp is a repeating subcomponent of the UnderlyingComplexEventRelativeDate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4251</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingComplexEventRelativeDate</Name>
<AbbrName>ReltvDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingComplexEventRelativeDate is a subcomponent of UnderlyingComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4252</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingComplexEventCreditEventSourceGrp</Name>
<AbbrName>EvntSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingComplexEventCreditEventSourceGrp is a repeating subcomponent of the UnderlyingComplexEvents component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4253</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingComplexEventScheduleGrp</Name>
<AbbrName>Sched</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingComplexEventScheduleGrp is a subcomponent of UnderlyingComplexEventPeriodGrp for specifying a periodic schedule for an Asian, Barrier or Strike Schedule option feature.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4254</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingDeliveryScheduleGrp</Name>
<AbbrName>DlvrySched</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingDeliveryScheduleGrp is a repeating subcomponent of the UnderlyingStream component used to detail step schedules associated with a delivery stream.</Description>
<Elaboration>Note: Holiday schedule is standard for the country and time zone and need not be specified.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4255</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingDeliveryScheduleSettlDayGrp</Name>
<AbbrName>Day</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingDeliveryScheduleSettlDayGrp is a repeating subcomponent of the UnderlyingDeliveryScheduleGrp component used to detail commodity delivery days.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4256</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingDeliveryScheduleSettlTimeGrp</Name>
<AbbrName>Tm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingDeliveryScheduleSettlTimeGrp is a repeating subcomponent of the UnderlyingDeliveryScheduleSettlDayGrp component used to detail commodity delivery time periods.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4257</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingDeliveryStream</Name>
<AbbrName>DlvryStrm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingDeliveryStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a physical delivery stream in a swap.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4258</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingStreamAssetAttributeGrp</Name>
<AbbrName>AssetAttrib</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingStreamAssetAttributeGrp is a repeating subcomponent of the UnderlyingStreamCommodity component used to detail commodity attributes, quality standards and reject limits.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4259</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingDeliveryStreamCycleGrp</Name>
<AbbrName>Cycle</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingDeliveryStreamCycleGrp is a repeating subcomponent of the UnderlyingDeliveryStream component used to detail delivery cycles during which the oil product will be transported in the pipeline.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4260</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingDeliveryStreamCommoditySourceGrp</Name>
<AbbrName>CmdtySrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingDeliveryStreamCommoditySourceGrp is a repeating subcomponent of the UnderlyingDeliveryStream component used to detail the origins or sources of the commodity.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="211">
<ComponentID>4261</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingOptionExercise</Name>
<AbbrName>OptExer</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingOptionExercise component is a subcomponent of the UnderlyingInstrument component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded UnderlyingOptionExerciseExpiration component is used to terminate the opportunity for exercise.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4262</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingOptionExerciseBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingOptionExerciseBusinessCenterGrp is a repeating subcomponent of the UnderlyingOptionExerciseDates component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4263</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingOptionExerciseDates</Name>
<AbbrName>Dts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingOptionExerciseDate component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise dates.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4264</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingOptionExerciseDateGrp</Name>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingOptionExerciseDateGrp is a repeating subcomponent of the UnderlyingOptionExerciseDates component used to specify fixed dates for exercise.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4265</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingOptionExerciseExpirationDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingOptionExerciseExpirationDateBusinessCenterGrp is a repeating subcomponent of the UnderlyingOptionExerciseExpiration component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="211">
<ComponentID>4266</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingOptionExerciseExpiration</Name>
<AbbrName>Exp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingOptionExerciseExpiration component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise expiration dates and times. The purpose of UnderlyingOptionExercise is to identify the scheduled opportunities for exercise. UnderlyingOptionExerciseExpiration identifies the end of the schedule.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4267</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingOptionExerciseExpirationDateGrp</Name>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingOptionExerciseExpirationDateGrp is a repeating subcomponent of the UnderlyingOptionExerciseExpiration component used to specify fixed dates for expiration.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4268</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingMarketDisruption</Name>
<AbbrName>MktDsrptn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingMarketDisruption component is a subcomponent of the UnderlyingInstrument used to specify the market disruption provisions of the swap.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4269</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingMarketDisruptionEventGrp</Name>
<AbbrName>Evnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingMarketDisruptionEventGrp is a repeating subcomponent of the UnderlyingMarketDisruption component used to specify the market disruption events.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4270</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingMarketDisruptionFallbackGrp</Name>
<AbbrName>Fallbck</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingMarketDisruptionFallbackGrp is a repeating subcomponent of the UnderlyingMarketDisruption component used to specify the market disruption fallback provisions.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4271</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingMarketDisruptionFallbackReferencePriceGrp</Name>
<AbbrName>FallbckRefPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingMarketDisruptionFallbackReferencePriceGrp is a repeating subcomponent of the UnderlyingMarketDisruption component used to specify the fallback reference price and underlying security provisions</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4272</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentScheduleFixingDayGrp</Name>
<AbbrName>FixngDay</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingPaymentScheduleFixingDayGrp is a repeating subcomponent of the UnderlyingPaymentScheduleGrp component used to detail periodic fixing days.</Description>
<Elaboration>If the fixing days are not specified, then every day of the week will be a fixing day.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4273</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStreamPricingBusinessCenterGrp</Name>
<AbbrName>PxngBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentStreamPricingBusinessCenterGrp is a repeating subcomponent of the UnderlyingPaymentStreamFloatingRate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4274</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStreamPaymentDateGrp</Name>
<AbbrName>PmtDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingPaymentStreamPaymentDateGrp is a repeating subcomponent of the UnderlyingPaymentStreamPaymentDates component used to detail fixed dates for swap stream payments.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4275</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStreamPricingDateGrp</Name>
<AbbrName>PxngDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingPaymentStreamPricingDateGrp is a repeating subcomponent of the UnderlyingPaymentStreamFloatingRate component used to detail fixed pricing dates.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4276</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStreamPricingDayGrp</Name>
<AbbrName>PxngDay</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingPaymentStreamPricingDayGrp is a repeating subcomponent of the UnderlyingPaymentStreamFloatingRate component used to detail periodic pricing days.</Description>
<Elaboration>If the fixing days are not specified, then every day of the week will be a fixing day.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4277</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPricingDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPricingDateBusinessCenterGrp is a repeating subcomponent of the UnderlyingPricingDateTime component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4278</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPricingDateTime</Name>
<AbbrName>PxngDtTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingPricingDateTime component is a subcomponent of UnderlyingInstrument used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4279</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingStreamCalculationPeriodDateGrp</Name>
<AbbrName>CalcDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingStreamCalculationPeriodDateGrp is a repeating subcomponent of the UnderlyingStreamCalculationPeriodDates component used to detail fixed dates for the swap stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4280</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingStreamCommoditySettlBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingStreamCommoditySettlBusinessCenterGrp is a repeating subcomponent of the UnderlyingStreamCommodity component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4281</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingStreamCommodity</Name>
<AbbrName>Cmdty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingStreamCommodity is a subcomponent of the UnderlyingStream component used to identify and describe the underlying commodity.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4282</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingStreamCommodityAltIDGrp</Name>
<AbbrName>AID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingStreamCommodityAltIDGrp is a subcomponent of the UnderlyingStreamCommodity component used to specify alternate identifiers.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4283</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingStreamCommodityDataSourceGrp</Name>
<AbbrName>DataSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingStreamCommodityDataSourceGrp is a subcomponent of the UnderlyingStreamCommodity component used to specify sources of data, e.g. weather stations. The order of entry determines priority – first is the main source, second is fallback, third is second fallback.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4284</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingStreamCommoditySettlDayGrp</Name>
<AbbrName>Day</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingStreamCommoditySettlDayGrp is a repeating subcomponent of the UnderlyingStreamCommoditySettlPeriodGrp component used to define the settlement days associated with the commodity contract.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4285</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingStreamCommoditySettlTimeGrp</Name>
<AbbrName>Tm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingStreamCommoditySettlTimeGrp is a repeating subcomponent of the UnderlyingStreamCommoditySettlDayGrp component used to define the settlement time periods associated with the commodity contract.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="169">
<ComponentID>4286</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingStreamCommoditySettlPeriodGrp</Name>
<AbbrName>SettlPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingStreamCommoditySettlPeriodGrp is a repeating subcomponent of the UnderlyingStreamCommodiry component used to defined the settlement period details associated with the commodity contract.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="173">
<ComponentID>2244</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>PartiesReferenceData</CategoryID>
<Name>EntitlementTypeGrp</Name>
<AbbrName>EntlmntTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The EntitlementTypeGrp conveys a list of entitlement types.</Description>
<Elaboration>When used in the PartyEntitlementRequest(35=CU) message it serves to provide filtering criteria for the results set.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="187">
<ComponentID>4287</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingAdditionalTermBondRefGrp</Name>
<AbbrName>BondRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingAdditionalTermBondRefGrp is a repeating group subcomponent of the UnderlyingAdditionalTermGrp component used to identify an underlying reference bond for a swap.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="187">
<ComponentID>4288</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingAdditionalTermGrp</Name>
<AbbrName>AddtnlTrm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingAdditionalTermGrp is a repeating subcomponent of the UnderlyingInstrument component used to report additional contract terms.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="187">
<ComponentID>4289</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingCashSettlDealerGrp</Name>
<AbbrName>Dlr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingCashSettlDealerGrp is a repeating subcomponent within the UnderlyingCashSettlTermGrp component. It is used to specify the dealers from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="187">
<ComponentID>4290</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingCashSettlTermGrp</Name>
<AbbrName>CashSettlTrm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingCashSettlTermGrp is a repeating component within the UnderlyingInstrument component used to report cash settlement terms.</Description>
<Elaboration>Usage of UnderlyingCashSettlTermGrp must either include a known UnderlyingCashSettlAmount(42054) or provide the cash settlement term parameters needed to derive the cash settlement amount. UnderlyingCashSettlTermXID(42059) is provided for cross-referencing from an instance of the UnderlyingInstrument component through the UnderlyingSettlTermXIDRef(41315) field.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="187">
<ComponentID>4291</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPhysicalSettlTermGrp</Name>
<AbbrName>PhysSettlTrm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingPhysicalSettlTermGrp is a repeating component within the UnderlyingInstrument component used to report physical settlement terms.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="187">
<ComponentID>4292</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPhysicalSettlDeliverableObligationGrp</Name>
<AbbrName>DlvrblOblig</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingPhysicalSettlDeliverableObligationGrp is a repeating component within the UnderlyingPhysicalSettlTermGrp component used to report CDS physical settlement delivery obligations.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="187">
<ComponentID>4293</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingProtectionTermGrp</Name>
<AbbrName>ProtctnTrm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingProtectionTermGrp is a repeating component within the UnderlyingInstrument component used to report contract protection term details.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="187">
<ComponentID>4294</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingProtectionTermEventGrp</Name>
<AbbrName>Evnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingProtectionTermEventGrp is a repeating component within the UnderlyingProtectionTermGrp component used to report applicable CDS credit events.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="187">
<ComponentID>4295</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingProtectionTermEventQualifierGrp</Name>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingProtectionTermEventQualifierGrp is a repeating component within the UnderlyingProtectionTermEventGrp component used to specify qualifying attributes to the event.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="187">
<ComponentID>4296</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingProtectionTermObligationGrp</Name>
<AbbrName>Oblig</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingProtectionTermObligationGrp is a repeating component within the UnderlyingProtectionTermGrp component used to report applicable CDS obligations.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="187">
<ComponentID>4297</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingProtectionTermEventNewsSourceGrp</Name>
<AbbrName>NewsSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingProtectionTermEventNewsSourceGrp is a repeating subcomponent within the UnderlyingProtectionTermGrp component. It is used to specify the particular newspapers or electronic news services and sources that may publish relevant information used in the determination of whether or not a credit event has occurred.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="187" updated="FIX.5.0SP2" updatedEP="208">
<ComponentID>4298</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingProvisionCashSettlPaymentDates</Name>
<AbbrName>CashSettlPmtDts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingProvisionCashSettlPaymentDates component is a sub-component within the UnderlyingProvisionGrp component used to report the cash settlement payment dates defined in the provision.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="187">
<ComponentID>4299</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingProvisionCashSettlPaymentFixedDateGrp</Name>
<AbbrName>CashSettlPmtFixedDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingProvisionCashSettlPaymentFixedDateGrp is a repeating component within the UnderlyingProvisionCashSettlPaymentDates component used to report fixed cash settlement payment dates defined in the provision.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="187">
<ComponentID>4300</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingProvisionCashSettlQuoteSource</Name>
<AbbrName>CashSettlQteSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingProvisionCashSettlQuoteSource is a subcomponent of the UnderlyingProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="187">
<ComponentID>4301</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingProvisionCashSettlValueDates</Name>
<AbbrName>CashSettlValDts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingProvisionCashSettlValueDates is a subcomponent within the UnderlyingProvisionGrp component used to report the cash settlement value date and time defined in the provision.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="187">
<ComponentID>4302</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingProvisionOptionExerciseFixedDateGrp</Name>
<AbbrName>OptExerFixedDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingProvisionOptionExerciseFixedDateGrp is a repeating component within the UnderlyingProvisionOptionExerciseDates component used to report an array of unadjusted or adjusted fixed exercise dates.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="187">
<ComponentID>4303</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingProvisionOptionExerciseDates</Name>
<AbbrName>OptExerDts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingProvisionOptionExerciseDates is a subcomponent within the UnderlyingProvisionGrp component used to report the option exercise dates and times defined in the provision.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="187">
<ComponentID>4304</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingProvisionOptionExpirationDate</Name>
<AbbrName>OptExpDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingProvisionOptionExerciseDate is a subcomponent within the UnderlyingProvisionGrp component used to report the option expiration date and times defined in the provision.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="187">
<ComponentID>4305</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingProvisionOptionRelevantUnderlyingDate</Name>
<AbbrName>OptRelvntUndlyDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingProvisionOptionRelevantUnderlyingDate is a subcomponent within the UnderlyingProvisionGrp component used to report the option relevant underlying date defined in the provision.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="187">
<ComponentID>4306</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingProvisionGrp</Name>
<AbbrName>Prov</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingProvisionGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail additional terms and conditions associated with the instrument.</Description>
<Elaboration>A swap may have one or more provisions defined.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="187">
<ComponentID>4307</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingProvisionParties</Name>
<AbbrName>Pty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingProvisionParties is a repeating component within the UnderlyingProvisionGrp component used to report the parties identified in the contract provision.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="187">
<ComponentID>4308</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingProvisionPtysSubGrp</Name>
<AbbrName>Sub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingProvisionPtysSubGrp is a repeating component within the UnderlyingProvisionParties component used to extend information to be reported for the party.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="187">
<ComponentID>4309</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingProvisionCashSettlPaymentDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingProvisionCashSettlPaymentDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionCashSettlPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="187">
<ComponentID>4310</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingProvisionCashSettlValueDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingProvisionCashSettlValueDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionCashSettlValueDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="187">
<ComponentID>4311</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingProvisionOptionExerciseBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingProvisionOptionExerciseBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionOptionExerciseDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="187">
<ComponentID>4312</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingProvisionOptionExpirationDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingProvisionOptionExpirationDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionOptionExpirationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="187">
<ComponentID>4313</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionOptionRelevantUnderlyingDate component. It is used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="187">
<ComponentID>4314</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingProvisionDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingProvisionDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="188">
<ComponentID>2245</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>OrderMassHandling</CategoryID>
<Name>OrderEntryGrp</Name>
<AbbrName>OrderEntry</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Group of order transactions across one or more instruments.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="188">
<ComponentID>2246</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>OrderMassHandling</CategoryID>
<Name>OrderEntryAckGrp</Name>
<AbbrName>OrderEntryAck</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Acknowledgment for a group of order transactions across one or more instruments.</Description>
<Elaboration>The acknowledgement may or may not echo back input values from the submission but it has to provide the current status of each order including the impact of immediate executions or suspensions.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="189">
<ComponentID>2247</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>TargetPtysSubGrp</Name>
<AbbrName>Sub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Repeating group of target party sub-identifiers.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="191">
<ComponentID>2248</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>MarketData</CategoryID>
<Name>MDStatisticReqGrp</Name>
<AbbrName>StatsReq</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>This component block is used within the MarketDataStatisticsRequest(35=DO) message to define a set of parameters describing the desired statistics.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="191">
<ComponentID>2249</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>MarketData</CategoryID>
<Name>MDStatisticRptGrp</Name>
<AbbrName>StatsRpt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>This component block is used within the MarketDataStatisticsReport(35=DP) message to provide results together with the related set of parameters.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="191">
<ComponentID>2250</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>MarketData</CategoryID>
<Name>MDStatisticParameters</Name>
<AbbrName>StatsPrm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>This component comprises all parameters that can be used to describe the market data statistics. These can be part of the request as well as the response. All parameters defined on the MarketDataStatisticsRequest(35=DO) message should be echoed in the MarketDataStatisticsReport(35=DP) message as the latter could also be sent unsolicited.
The general category and the entities involved in the statistics are defined by MDStatisticType(2456), MDStatisticScope(2457), and MDStatisticIntervalType(2464) and must always be specified. The remaining fields are optional and restrict the data range in one way or another. The time range for the data can either be specified in terms of an interval for which the statistics are typically calculated on a regular basis or in terms of an absolute date and/or time range.</Description>
<Elaboration>MDStatisticScope(2457), MDStatisticSubScope(2458) and MDStatisticScopeType(2459) form a set of scope relationships to filter further the type of statistic being requested or being provided.
It should be noted that some of the enumeration values for MDStatisticScopeType(2459) may not be applicable or useful for a given MDStatisticScope(2457) - e.g. MDStatisticScopeType(2459)=4 (Downward move) is more applicable to prices than to orders or trades.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="192">
<ComponentID>2251</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegFinancingDetails</Name>
<AbbrName>FinDetls</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Component block is optionally used for financial transactions where legal contracts, master agreements or master confirmations are to be referenced. This component identifies the legal agreement under which the deal was made and other unique characteristics of the transaction. For example, the LegAgreementDesc(2497) field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan - Amended 1998, for example.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="192">
<ComponentID>4315</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegFinancingContractualDefinitionsGrp</Name>
<AbbrName>CtrctlDef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegFinancingContractualDefinitionGrp is a repeating component within the LegFinancingDetails component used to report the definitions published by ISDA that define the terms of a derivative trade.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="192">
<ComponentID>4316</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegFinancingTermSupplementGrp</Name>
<AbbrName>TrmSupplmnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegFinancingTermSupplementGrp is a repeating component within the LegFinancingDetails component used to report contractual terms supplements of derivative trades.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="192">
<ComponentID>4317</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegFinancingContractualMatrixGrp</Name>
<AbbrName>CtrctlMtrx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegFinancingContractualMatrixGrp is a repeating component within the LegFinancingDetails component used to report the ISDA Physical Settlement Matrix Transaction Type.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="194">
<ComponentID>2252</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>RelativeValueGrp</Name>
<AbbrName>ReltvVal</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The RelativeValueGrp component is used to convey relative valuation metrics or analytics for a given instrument.</Description>
<Elaboration>Relative valuation metrics or analytics are commonly provided by the trading party providing pricing as part of fixed income cash bonds or OTC derivatives indication or quoting activities.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="195">
<ComponentID>2253</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>AuctionTypeRuleGrp</Name>
<AbbrName>AuctTypRule</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The AuctionTypeRuleGrp component is used to specify the auction rule applicable for a given product group or complex, for example.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="195">
<ComponentID>2254</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>FlexProductEligibilityGrp</Name>
<AbbrName>FlexProdElig</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The FlexProductEligibilityGrp component is used to specify whether securities within a product group or complex are eligible for creating flexible securities.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="195">
<ComponentID>2255</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PriceRangeRuleGrp</Name>
<AbbrName>PxRngRule</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The PriceRangeRulesGrp component is used to specify the price range rules for a given product group or complex.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="195">
<ComponentID>2256</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>QuoteSizeRuleGrp</Name>
<AbbrName>QteSzRule</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Rules for minimum bid and offer sizes of quotes.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="195">
<ComponentID>2257</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>RelatedMarketSegmentGrp</Name>
<AbbrName>ReltdMktSeg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>This component is used to identify market segments that are related to each other for a business purpose. This component should not be used in lieu of available explicit FIX fields that denote specific relationships (e.g. ParentMktSegmID(1325) for parent market segments), but rather should be used when no such fields exist.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="195">
<ComponentID>2258</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ClearingPriceParametersGrp</Name>
<AbbrName>ClrPxPrm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>This component is used convey parameters that are relevant for the calculation of clearing prices that are different from the trading prices due to the nature of the product, e.g. variance futures.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="196">
<ComponentID>2259</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>MiscFeesSubGrp</Name>
<AbbrName>MiscFeesSub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The MiscFeesSubGrp component is used to provide further details for a given MiscFeeType(139) value.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="204">
<ComponentID>1070</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>CommissionDataGrp</Name>
<AbbrName>CommData</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The CommissionDataGrp component block is used to carry commission information such as the type of commission and the rate. It provides an alternative to the CommissionData component if multiple commissions or enhanced attributes are needed.</Description>
<Elaboration>The CommissionLegRefID(2649) field is used to reference the LegID(1788) within the InstrumentLeg component, allowing for specifying instrument leg specific commission values when a multilegged security is fully expressed in the same message. This component is not intended for non-leg instances of the CommissionDataGrp component to represent aggregated values of the leg instances within the component when both leg and non-leg instances are included.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="204">
<ComponentID>1071</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>AllocCommissionDataGrp</Name>
<AbbrName>CommData</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The AllocCommissionDataGrp component block is used to carry commission information such as the type of commission and the rate at the allocation level. It provides a means to express commission applicable for the specified allocation account.</Description>
<Elaboration>In messages where the CommissionDataGrp or CommissionData component exists at a "higher" level in the message than the allocation, those components should only be used for overall commission.
The AllocCommissionLegRefID(2663) field is used to reference the LegID(1788) within the InstrumentLeg component, allowing for specifying instrument leg specific commission values when a multilegged security is fully expressed in the same message.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4318</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>CashSettlDate</Name>
<AbbrName>SettlDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The CashSettlDate component is a subcomponent within the CashSettlTermGrp component used to report the cash settlement date defined in the settlement provision.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4319</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>CashSettlDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>CashSettlDateBusinessCenterGrp is a repeating subcomponent within the CashSettlDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component within the Instrument component.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4320</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>DividendAccrualFloatingRate</Name>
<AbbrName>AcrlFloat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The DividendAccrualFloatingRate component is a subcomponent of DividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4321</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>DividendAccrualPaymentDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>DividendAccrualPaymentDateBusinessCenterGrp is a repeating subcomponent within the DividendAccrualPaymentDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4322</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>DividendAccrualPaymentDate</Name>
<AbbrName>AcrlPmtDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The DividendAccrualPaymentDate component is a subcomponent of DividendConditions used to report the dividend accrual payment date.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4323</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>DividendConditions</Name>
<AbbrName>DividendConds</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The DividendConditions component is a subcomponent of PaymentStream used to specify the conditions' valuations and dates governing the payment of dividends.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4324</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>DividendFXTriggerDate</Name>
<AbbrName>FXTrgrDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The DividendFXTriggerDate component is a subcomponent of DividendConditions used to report the dividend date when a foreign exchange trade is triggered.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4325</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>DividendFXTriggerDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>DividendFXTriggerDateBusinessCenterGrp is a repeating subcomponent within the DividendFXTriggerDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4326</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>DividendPeriodGrp</Name>
<AbbrName>Period</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>DividendPeriodGrp is a repeating subcomponent within the DividendConditions component. It is used to specify the valuation and payments dates of the dividend leg of a dividend swap.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4425</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>DividendPeriodBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>DividendPeriodBusinessCenterGrp is a repeating subcomponent within the DividendPeriodGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4327</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ExtraordinaryEventGrp</Name>
<AbbrName>ExtrordEvnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ExtraordinaryEventGrp is a repeating component within the Instrument component. It is used to report extraordinary and disruptive events applicable to the reference entity that affects the contract.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4328</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegCashSettlDate</Name>
<AbbrName>SettlDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegCashSettlDate component is a subcomponent within the LegCashSettlTermGrp component used to report the cash settlement date defined in the settlement provision.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4329</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegCashSettlDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegCashSettlDateBusinessCenterGrp is a repeating subcomponent within the LegCashSettlDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4330</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegDividendAccrualPaymentDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegDividendAccrualPaymentDateBusinessCenterGrp is a repeating subcomponent within the LegDividendAccrualPaymentDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4331</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegDividendAccrualFloatingRate</Name>
<AbbrName>AcrlFloat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegDividendAccrualFloatingRate component is a subcomponent of LegDividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4332</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegDividendAccrualPaymentDate</Name>
<AbbrName>AcrlPmtDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegDividendAccrualPaymentDate component is a subcomponent of LegDividendConditions used to report the dividend accrual payment date.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4333</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegDividendConditions</Name>
<AbbrName>DividendConds</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegDividendConditions component is a subcomponent of LegPaymentStream used to specify the conditions' valuations and dates governing the payment of dividends.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4334</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegDividendFXTriggerDate</Name>
<AbbrName>FXTrgrDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegDividendFXTriggerDate component is a subcomponent of LegDividendConditions used to report the dividend date when a foreign exchange trade is triggered.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4335</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegDividendFXTriggerDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegDividendFXTriggerDateBusinessCenterGrp is a repeating subcomponent within the LegDividendFXTriggerDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4336</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegDividendPeriodGrp</Name>
<AbbrName>Period</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegDividendPeriodGrp is a repeating subcomponent within the LegDividendConditions component. It is used to specify the valuation and payments dates of the dividend leg of a dividend swap.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4426</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegDividendPeriodBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegDividendPeriodBusinessCenterGrp is a repeating subcomponent within the LegDividendPeriodGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4337</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegExtraordinaryEventGrp</Name>
<AbbrName>ExtrordEvnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegExtraordinaryEventGrp is a repeating component within the InstrumentLeg component. It is used to report extraordinary and disruptive events applicable to the reference entity that affects the contract.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4428</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegOptionExerciseMakeWholeProvision</Name>
<AbbrName>MakeWhole</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegOptionExerciseMakeWholeProvision is a subcomponent of the LegOptionExercise component used to specify the set of rules of maintaining balance when an option is exercised.</Description>
<Elaboration>A "make whole" provision seeks to penalize the the option buyer, i.e. make the seller "whole", if the buyer exercises the option prior to the make whole date, e.g. the early call date of a convertible bond.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4338</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStreamCompoundingDateGrp</Name>
<AbbrName>CmpndgDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPaymentStreamCompoundingDateGrp is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify predetermined compounding dates.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4339</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStreamCompoundingDates</Name>
<AbbrName>CmpndgDts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPaymentStreamCompoundingDates is a subcomponent of the LegPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4340</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStreamCompoundingDatesBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPaymentStreamCompoundingDatesBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamCompoundingDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4341</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStreamCompoundingEndDate</Name>
<AbbrName>EndDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPaymentStreamCompoundingEndDate is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify the end date for compounding.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4342</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStreamCompoundingFloatingRate</Name>
<AbbrName>CmpndgFloat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPaymentStreamCompoundingFloatingRate is a subcomponent of the LegPaymentStream component used to report the parameters for determining the compounding floating rate of the stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4343</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStreamCompoundingStartDate</Name>
<AbbrName>StartDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPaymentStreamCompoundingStartDate is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify the start date for compounding.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4344</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStreamFormulaImage</Name>
<AbbrName>Img</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPaymentStreamFormulaImage is a subcomponent of the LegPaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4345</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStreamFinalPricePaymentDate</Name>
<AbbrName>FnlPxPmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPaymentStreamFinalPricePaymentDate is a subcomponent of the LegPaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4346</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStreamFixingDateGrp</Name>
<AbbrName>FixngDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPaymentStreamFixingDateGrp is a subcomponent of the LegPaymentStreamResetDates component used to specify predetermined fixing dates.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4347</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStreamFormula</Name>
<AbbrName>Frmla</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPaymentStreamFormula is a subcomponent of the LegPaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208" updated="FIX.5.0SP2" updatedEP="253">
<ComponentID>4348</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStreamFormulaMathGrp</Name>
<AbbrName>Math</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPaymentStreamFormulaMathGrp is a repeating subcomponent within the LegPaymentStreamFormula component. It is used to specify the set of formulas, sub-formulas and descriptions from which the rate is derived.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4349</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStubEndDate</Name>
<AbbrName>EndDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPaymentStubEndDate is a subcomponent of the LegPaymentStubGrp component used to specify the end date of the payment stub.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4350</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStubEndDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPaymentStubEndDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStubEndDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4351</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStubStartDate</Name>
<AbbrName>StartDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPaymentStubStartDate is a subcomponent of the LegPaymentStubGrp component used to specify the start date of the payment stub.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4352</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegPaymentStubStartDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegPaymentStubStartDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStubStartDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4353</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegReturnRateDateGrp</Name>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegReturnRateDateGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4354</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegReturnRateFXConversionGrp</Name>
<AbbrName>FxCnvrsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegReturnRateFXConversionGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the FX conversion rates for an equity return swap payment stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4355</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegReturnRateGrp</Name>
<AbbrName>RtnRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegReturnRateGrp is a repeating subcomponent within the PaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4356</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegReturnRateInformationSourceGrp</Name>
<AbbrName>InfoSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegReturnRateInformationSourceGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the information sources for equity prices and FX rates for an equity return swap payment stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4357</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegReturnRatePriceGrp</Name>
<AbbrName>Px</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegReturnRatePriceGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the return rate prices for an equity return swap payment stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4358</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegReturnRateValuationDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegReturnRateValuationDateBusinessCenterGrp is a repeating subcomponent within the LegReturnRateValuationDateGrp component. It is used to specify the valuation date business center adjustments for an equity return swap payment stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4359</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegReturnRateValuationDateGrp</Name>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegReturnRateValuationDateGrp is a repeating subcomponent within the LegReturnRateDateGrp component. It is used to specify the fixed valuation dates for an equity return swap payment stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4360</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegSettlMethodElectionDate</Name>
<AbbrName>SettlMethDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The LegSettlMethodElectionDate component is a subcomponent within the LegOptionExercise component used to report the settlement method election date.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4361</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>LegSettlMethodElectionDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegSettlMethodElectionDateBusinessCenterGrp is a repeating subcomponent within the LegSettlMethodElectionDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4362</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>OptionExerciseMakeWholeProvision</Name>
<AbbrName>MakeWhole</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>OptionExerciseMakeWholeProvision is a subcomponent of the OptionExercise component used to specify the set of rules of maintaining balance when an option is exercised.</Description>
<Elaboration>A "make whole" provision seeks to penalize the the option buyer, i.e. make the seller "whole", if the buyer exercises the option prior to the make whole date, e.g. the early call date of a convertible bond.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="208" updated="FIX.5.0SP2" updatedEP="253">
<ComponentID>4363</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStreamCompoundingDateGrp</Name>
<AbbrName>CmpndgDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentStreamCompoundingDateGrp is a subcomponent of the PaymentStreamCompoundingDates component used to specify predetermined compounding dates.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4364</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStreamCompoundingDates</Name>
<AbbrName>CmpndgDts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentStreamCompoundingDates is a subcomponent of the PaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4365</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStreamCompoundingDatesBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentStreamCompoundingDatesBusinessCenterGrp is a repeating subcomponent within the PaymentStreamCompoundingDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4366</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStreamCompoundingEndDate</Name>
<AbbrName>EndDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentStreamCompoundingEndDate is a subcomponent of the PaymentStreamCompoundingDates component used to specify the end date for compounding.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4367</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStreamCompoundingFloatingRate</Name>
<AbbrName>CmpndgFloat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentStreamCompoundingFloatingRate is a subcomponent of the PaymentStream component used to report the parameters for determining the compounding floating rate of the stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4368</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStreamCompoundingStartDate</Name>
<AbbrName>StartDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentStreamCompoundingStartDate is a subcomponent of the PaymentStreamCompoundingDates component used to specify the start date for compounding.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4369</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStreamFormulaImage</Name>
<AbbrName>Img</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentStreamFormulaImage is a subcomponent of the PaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4370</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStreamFinalPricePaymentDate</Name>
<AbbrName>FnlPxPmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentStreamFinalPricePaymentDate is a subcomponent of the PaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208" updated="FIX.5.0SP2" updatedEP="253">
<ComponentID>4371</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStreamFixingDateGrp</Name>
<AbbrName>FixngDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentStreamFixingDateGrp is a subcomponent of the PaymentStreamResetDates component used to specify predetermined fixing dates.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208" updated="FIX.5.0SP2" updatedEP="253">
<ComponentID>4372</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStreamFormulaMathGrp</Name>
<AbbrName>Math</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentStreamFormulaMathGrp is a repeating subcomponent within the PaymentStreamFormula component. It is used to specify the set of formulas, sub-formulas and descriptions from which the rate is derived.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4373</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStreamFormula</Name>
<AbbrName>Frmla</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentStreamFormula is a subcomponent of the PaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4374</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStubEndDate</Name>
<AbbrName>EndDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentStubEndDate is a subcomponent of the PaymentStubGrp component used to specify the end date of the payment stub.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4375</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStubEndDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentStubEndDateBusinessCenterGrp is a repeating subcomponent within the PaymentStubEndDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4376</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStubStartDate</Name>
<AbbrName>StartDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentStubStartDate is a subcomponent of the PaymentStubGrp component used to specify the start date of the payment stub.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4377</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PaymentStubStartDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PaymentStubStartDateBusinessCenterGrp is a repeating subcomponent within the PaymentStubStartDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4378</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ReturnRateDateGrp</Name>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>ReturnRateDateGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4379</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ReturnRateFXConversionGrp</Name>
<AbbrName>FxCnvrsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>ReturnRateFXConversionGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the FX conversion rates for an equity return swap payment stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4380</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ReturnRateGrp</Name>
<AbbrName>RtnRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>ReturnRateGrp is a repeating subcomponent within the PaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4381</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ReturnRateInformationSourceGrp</Name>
<AbbrName>InfoSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>ReturnRateInformationSourceGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the information sources for equity prices and FX rates for an equity return swap payment stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4382</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ReturnRatePriceGrp</Name>
<AbbrName>Px</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>ReturnRatePriceGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the return rate prices for an equity return swap payment stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4383</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ReturnRateValuationDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>ReturnRateValuationDateBusinessCenterGrp is a repeating subcomponent within the ReturnRateValuationDateGrp component. It is used to specify the valuation date business center adjustments for an equity return swap payment stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4384</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ReturnRateValuationDateGrp</Name>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>ReturnRateValuationDateGrp is a repeating subcomponent within the ReturnRateDateGrp component. It is used to specify the fixed valuation dates for an equity return swap payment stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4385</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>SettlMethodElectionDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>SettlMethodElectionDateBusinessCenterGrp is a repeating subcomponent within the SettlMethodElectionDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4386</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>SettlMethodElectionDate</Name>
<AbbrName>SettlMethDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The SettlMethodElectionDate component is a subcomponent within the OptionExercise component used to report the settlement method election date.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4387</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingCashSettlDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingCashSettlDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingCashSettlDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4388</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingCashSettlDate</Name>
<AbbrName>SettlDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingCashSettlDate component is a subcomponent within the UnderlyingCashSettlTermGrp component used to report the cash settlement date defined in the settlement provision.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4389</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingDividendAccrualPaymentDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingDividendAccrualPaymentDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingDividendAccrualPaymentDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4390</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingDividendAccrualFloatingRate</Name>
<AbbrName>AcrlFloat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingDividendAccrualFloatingRate component is a subcomponent of UnderlyingDividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4391</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingDividendAccrualPaymentDate</Name>
<AbbrName>AcrlPmtDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingDividendAccrualPaymentDate component is a subcomponent of UnderlyingDividendConditions used to report the dividend accrual payment date.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4392</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingDividendConditions</Name>
<AbbrName>DividendConds</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingDividendConditions component is a subcomponent of UnderlyingPaymentStream used to specify the conditions' valuations and dates governing the payment of dividends.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4393</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingDividendFXTriggerDate</Name>
<AbbrName>FXTrgrDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingDividendFXTriggerDate component is a subcomponent of UnderlyingDividendConditions used to report the dividend date when a foreign exchange trade is triggered.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4394</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingDividendFXTriggerDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingDividendFXTriggerDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingDividendFXTriggerDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4395</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingDividendPaymentGrp</Name>
<AbbrName>Pmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingDividendPaymentGrp is a repeating subcomponent of UnderlyingDividendPayout used to specify the anticipated dividend or coupon payment dates and amounts of an equity or bond underlier.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4396</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingDividendPayout</Name>
<AbbrName>DividendPay</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingDividendPayout is a subcomponent of UnderlyingInstrument used to specify the dividend or coupon payout parameters of an equity or bond underlier.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4397</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingDividendPeriodGrp</Name>
<AbbrName>Period</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingDividendPeriodGrp is a repeating subcomponent within the UnderlyingDividendConditions component. It is used to specify the valuation and payments dates of the dividend leg of a dividend swap.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4427</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingDividendPeriodBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingDividendPeriodBusinessCenterGrp is a repeating subcomponent within the UnderlyingDividendPeriodGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4398</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingExtraordinaryEventGrp</Name>
<AbbrName>ExtrordEvnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingExtraordinaryEventGrp is a repeating component within the UnderlyingInstrument component. It is used to report extraordinary and disruptive events applicable to the reference entity that affects the contract.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4429</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingOptionExerciseMakeWholeProvision</Name>
<AbbrName>MakeWhole</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingOptionExerciseMakeWholeProvision is a subcomponent of the UnderlyingOptionExercise component used to specify the set of rules of maintaining balance when an option is exercised.</Description>
<Elaboration>A "make whole" provision seeks to penalize the the option buyer, i.e. make the seller "whole", if the buyer exercises the option prior to the makeWholeDate, e.g. the early call date of a convertible bond.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="208" updated="FIX.5.0SP2" updatedEP="253">
<ComponentID>4399</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStreamCompoundingDateGrp</Name>
<AbbrName>CmpndgDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentStreamCompoundingDateGrp is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify predetermined compounding dates.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4400</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStreamCompoundingDates</Name>
<AbbrName>CmpndgDts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentStreamCompoundingDates is a subcomponent of the UnderlyingPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4401</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamCompoundingDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4402</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStreamCompoundingEndDate</Name>
<AbbrName>EndDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentStreamCompoundingEndDate is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify the end date for compounding.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4403</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStreamCompoundingFloatingRate</Name>
<AbbrName>CmpndgFloat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentStreamCompoundingFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the parameters for determining the compounding floating rate of the stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4404</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStreamCompoundingStartDate</Name>
<AbbrName>StartDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentStreamCompoundingStartDate is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify the start date for compounding.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4405</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStreamFormulaImage</Name>
<AbbrName>Img</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentStreamFormulaImage is a subcomponent of the UnderlyingPaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4406</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStreamFinalPricePaymentDate</Name>
<AbbrName>FnlPxPmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentStreamFinalPricePaymentDate is a subcomponent of the UnderlyingPaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208" updated="FIX.5.0SP2" updatedEP="253">
<ComponentID>4407</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStreamFixingDateGrp</Name>
<AbbrName>FixngDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentStreamFixingDateGrp is a subcomponent of the UnderlyingPaymentStreamResetDates component used to specify predetermined fixing dates.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4408</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStreamFormula</Name>
<AbbrName>Frmla</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentStreamFormula is a subcomponent of the UnderlyingPaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208" updated="FIX.5.0SP2" updatedEP="253">
<ComponentID>4409</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStreamFormulaMathGrp</Name>
<AbbrName>Math</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentStreamFormulaMathGrp is a repeating subcomponent within the UnderlyingPaymentStreamFormula component. It is used to specify the set of formulas, sub-formulas and descriptions from which the rate is derived.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4410</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStubEndDate</Name>
<AbbrName>EndDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentStubEndDate is a subcomponent of the UnderlyingPaymentStubGrp component used to specify the end date of the payment stub.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4411</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStubEndDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentStubEndDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStubEndDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4412</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStubStartDate</Name>
<AbbrName>StartDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentStubStartDate is a subcomponent of the UnderlyingPaymentStubGrp component used to specify the start date of the payment stub.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4413</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingPaymentStubStartDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingPaymentStubStartDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStubStartDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4414</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingRateSpreadSchedule</Name>
<AbbrName>RtSpreadSched</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingRateSpreadSchedule is a subcomponent of UnderlyingInstrument used to specify the rate spread schedule for a basket underlier.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4415</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingRateSpreadStepGrp</Name>
<AbbrName>RtSpreadStep</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingRateSpreadStepGrp is a repeating subcomponent of UnderlyingRateSpreadSchedule used to specify the step dates and amounts of a basket spread schedule.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4416</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingReturnRateDateGrp</Name>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingReturnRateDateGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4417</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingReturnRateFXConversionGrp</Name>
<AbbrName>FxCnvrsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingReturnRateFXConversionGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the FX conversion rates for an equity return swap payment stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4418</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingReturnRateGrp</Name>
<AbbrName>RtnRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingReturnRateGrp is a repeating subcomponent within the PaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4419</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingReturnRateInformationSourceGrp</Name>
<AbbrName>InfoSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingReturnRateInformationSourceGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the information sources for equity prices and FX rates for an equity return swap payment stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4420</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingReturnRatePriceGrp</Name>
<AbbrName>Px</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingReturnRatePriceGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the return rate prices for an equity return swap payment stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4421</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingReturnRateValuationDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingReturnRateValuationDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingReturnRateValuationDateGrp component. It is used to specify the valuation date business center adjustments for an equity return swap payment stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4422</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingReturnRateValuationDateGrp</Name>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingReturnRateValuationDateGrp is a repeating subcomponent within the UnderlyingReturnRateDateGrp component. It is used to specify the fixed valuation dates for an equity return swap payment stream.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4423</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingSettlMethodElectionDateBusinessCenterGrp</Name>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>UnderlyingSettlMethodElectionDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingSettlMethodElectionDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="208">
<ComponentID>4424</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>UnderlyingSettlMethodElectionDate</Name>
<AbbrName>SettlMethDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The UnderlyingSettlMethodElectionDate component is a subcomponent within the UnderlyingOptionExercise component used to report the settlement method election date.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="216">
<ComponentID>1072</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>TrdRegPublicationGrp</Name>
<AbbrName>TrdRegPublctn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The TrdRegPublicationGrp component is used to express trade publication reasons that are required by regulatory agencies. Reasons may include deferrals, exemptions, waivers, etc.</Description>
<Elaboration>Under the MiFID II regulation, this is used for indicating the reduction of pre- ("waivers") or post-trade transparency. In cases where a trade has been made outside an open order book venue or publication of trade data has been deferred, pertinent reason indicators are set in the TrdRegPublicationReason(2670) to further qualify the TrdRegPublicationType(2669).</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="222">
<ComponentID>1073</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>OrderAttributeGrp</Name>
<AbbrName>OrdAttrib</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The OrderAttributeGrp component provides additional attributes about the order. Attributes included in this component are primarily "indicators" that may be associated with regulatory requirements and are typically not part of normal trading activities.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="227">
<ComponentID>2260</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>SideCollateralAmountGrp</Name>
<AbbrName>CollAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The SideCollateralAmountGrp component block is a repeating group that provides the current value of the collateral type on deposit for a side of the trade report. The currency of the collateral value may be optionally included.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="229">
<ComponentID>2261</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>QuoteAttributeGrp</Name>
<AbbrName>QteAttrib</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The QuoteAttributeGrp component provides additional attributes about the quote. Attributes included in this component are primarily "indicators" that may be associated with regulatory requirements and are typically not part of normal trading activities.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="230">
<ComponentID>1074</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>PriceQualifierGrp</Name>
<AbbrName>PxQual</AbbrName>
<NotReqXML>0</NotReqXML>
</Component>
<Component added="FIX.5.0SP2" addedEP="235">
<ComponentID>2262</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>IndexRollMonthGrp</Name>
<AbbrName>NdxRollMo</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used for specifying multiple roll months in a given year for an index.</Description>
<Elaboration>For MiFID II RTS 2 Annex IV Table 2 reference data - all months when the roll is expected as established by the CDS index provider for a given year - repeated for each month in the roll.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="235">
<ComponentID>2263</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ReferenceDataDateGrp</Name>
<AbbrName>RefDataDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to carry the different date-time stamps related to the reference data entry.</Description>
<Elaboration>In the context of MiFID II, ESMA RTS 23 Annex I Table 3 reference data this component is used to convey the UTC date-times tracking the admission and expiration of a security for trading.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="235" updated="FIX.5.0SP2" updatedEP="240">
<ComponentID>2264</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>FloatingRateIndex</Name>
<AbbrName>RtNdx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to identify the rate index for a floating rate coupon.</Description>
<Elaboration>In the context of MiFID II RTS 23 Annex I Table 3 reference data - statement of the attributes of the index/benchmark of a floating rate security.</Elaboration>
</Component>
<Component added="FIX.5.0SP2" addedEP="240">
<ComponentID>1075</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>Common</CategoryID>
<Name>AveragePriceDetail</Name>
<AbbrName>AvgPxDetl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The AveragePriceDetail component provides average pricing details in a trade report, including the average pricing model and the start and end times of averaging period.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="246">
<ComponentID>1076</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>MatchExceptionGrp</Name>
<AbbrName>MtchExcptn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The MatchExceptionGrp component details the matching exceptions and variances identified during the matching process based on the defined matching criteria and tolerances.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="246">
<ComponentID>1077</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>MatchingDataPointGrp</Name>
<AbbrName>MtchDataPnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The MatchingDataPointGrp component details all the trade attributes and tolerances used for trade matching.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="247">
<ComponentID>1078</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>OrderAggregationGrp</Name>
<AbbrName>OrdAggrtn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the orders being aggregated together.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="247">
<ComponentID>1079</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>ExecutionAggregationGrp</Name>
<AbbrName>ExecAggrtn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the fills being aggregated together.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="249">
<ComponentID>2265</ComponentID>
<ComponentType>Block</ComponentType>
<CategoryID>PayManagement</CategoryID>
<Name>PostTradePayment</Name>
<AbbrName>PostTrdPmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>This component specifies the details of a payment between the parties involved.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="254">
<ComponentID>2266</ComponentID>
<ComponentType>XMLDataBlock</ComponentType>
<CategoryID>Common</CategoryID>
<Name>CollateralReinvestmentGrp</Name>
<AbbrName>CollRnvstmnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The CollateralReinvestmentGrp component block is a repeating group that may be used to provide a breakdown of the cash collateral's reinvestment types and amounts (e.g. CollateralType(1704)="CASH").</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="254">
<ComponentID>2267</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>FundingSourceGrp</Name>
<AbbrName>FndngSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>This component is used to specify the funding source(s) used to finance a margin loan or collateralized loan.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="254">
<ComponentID>2268</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>TransactionAttributeGrp</Name>
<AbbrName>TxnAttrb</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The TransactionAttributeGrp component block is a repeating group that may be used to provide additional transaction attributes for the trade and other post-trade events.</Description>
</Component>
<Component added="FIX.5.0SP2" addedEP="254">
<ComponentID>2269</ComponentID>
<ComponentType>BlockRepeating</ComponentType>
<CategoryID>Common</CategoryID>
<Name>SideCollateralReinvestmentGrp</Name>
<AbbrName>CollRnvstmnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The SideCollateralReinvestmentGrp component block is a repeating group that may be used to provide a breakdown of the cash collateral's reinvestment types and amounts (e.g. SideCollateralType(2701)="CASH").</Description>
</Component>
</Components>