<?xml version="1.0" encoding="utf-8"?>
<Fields 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/Fields.xsd"
generated="2020-01-22T01:30:12.253Z"
latestEP="254">
<Field added="FIX.2.7">
<Tag>1</Tag>
<Name>Account</Name>
<Type>String</Type>
<AbbrName>Acct</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>2</Tag>
<Name>AdvId</Name>
<Type>String</Type>
<AbbrName>AdvId</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier of advertisement message.
(Prior to FIX 4.1 this field was of type int)</Description>
</Field>
<Field added="FIX.2.7">
<Tag>3</Tag>
<Name>AdvRefID</Name>
<Type>String</Type>
<AbbrName>AdvRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference identifier used with CANCEL and REPLACE transaction types.
(Prior to FIX 4.1 this field was of type int)</Description>
</Field>
<Field added="FIX.2.7">
<Tag>4</Tag>
<Name>AdvSide</Name>
<Type>char</Type>
<AbbrName>AdvSide</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Broker's side of advertised trade</Description>
</Field>
<Field added="FIX.2.7">
<Tag>5</Tag>
<Name>AdvTransType</Name>
<Type>String</Type>
<AbbrName>AdvTransTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies advertisement message transaction type</Description>
</Field>
<Field added="FIX.2.7">
<Tag>6</Tag>
<Name>AvgPx</Name>
<Type>Price</Type>
<AbbrName>AvgPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Calculated average price of all fills on this order.
For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>7</Tag>
<Name>BeginSeqNo</Name>
<Type>SeqNum</Type>
<AbbrName>BeginSeqNo</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Message sequence number of first message in range to be resent</Description>
</Field>
<Field added="FIX.2.7" issue="SPEC-376">
<Tag>8</Tag>
<Name>BeginString</Name>
<Type>String</Type>
<AbbrName>BeginString</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted)
Valid values:
FIXT.1.1
</Description>
</Field>
<Field added="FIX.2.7">
<Tag>9</Tag>
<Name>BodyLength</Name>
<Type>Length</Type>
<AbbrName>BodyLength</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted)</Description>
</Field>
<Field added="FIX.2.7">
<Tag>10</Tag>
<Name>CheckSum</Name>
<Type>String</Type>
<AbbrName>CheckSum</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Three byte, simple checksum (see Volume 2: "Checksum Calculation" for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing <SOH>, as the end-of-message delimiter. Always defined as three characters. (Always unencrypted)</Description>
</Field>
<Field added="FIX.2.7">
<Tag>11</Tag>
<Name>ClOrdID</Name>
<Type>String</Type>
<AbbrName>ClOrdID</AbbrName>
<BaseCategory>SingleGeneralOrderHandling</BaseCategory>
<BaseCategoryAbbrName>ID</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>12</Tag>
<Name>Commission</Name>
<Type>Amt</Type>
<AbbrName>Comm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05.</Description>
</Field>
<Field added="FIX.2.7" updated="FIX.5.0SP2" updatedEP="204">
<Tag>13</Tag>
<Name>CommType</Name>
<Type>char</Type>
<AbbrName>CommTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the basis or unit used to calculate the total commission based on the rate.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>14</Tag>
<Name>CumQty</Name>
<Type>Qty</Type>
<AbbrName>CumQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total quantity (e.g. number of shares) filled.
(Prior to FIX 4.2 this field was of type int)</Description>
</Field>
<Field added="FIX.2.7">
<Tag>15</Tag>
<Name>Currency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>16</Tag>
<Name>EndSeqNo</Name>
<Type>SeqNum</Type>
<AbbrName>EndSeqNo</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Message sequence number of last message in range to be resent. If request is for a single message BeginSeqNo (7) = EndSeqNo. If request is for all messages subsequent to a particular message, EndSeqNo = "0" (representing infinity).</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="95" added="FIX.2.7">
<Tag>17</Tag>
<Name>ExecID</Name>
<Type>String</Type>
<AbbrName>ExecID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (150)=I (Order Status)).
Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days.
(Prior to FIX 4.1 this field was of type int).</Description>
</Field>
<Field added="FIX.2.7">
<Tag>18</Tag>
<Name>ExecInst</Name>
<Type>MultipleCharValue</Type>
<AbbrName>ExecInst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)</Description>
</Field>
<Field added="FIX.2.7">
<Tag>19</Tag>
<Name>ExecRefID</Name>
<Type>String</Type>
<AbbrName>ExecRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference identifier used with Trade, Trade Cancel and Trade Correct execution types.
(Prior to FIX 4.1 this field was of type int)</Description>
</Field>
<Field added="FIX.2.7">
<Tag>21</Tag>
<Name>HandlInst</Name>
<Type>char</Type>
<AbbrName>HandlInst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Instructions for order handling on Broker trading floor</Description>
</Field>
<Field added="FIX.2.7" updated="FIX.5.0SP2" updatedEP="161">
<Tag>22</Tag>
<Name>SecurityIDSource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Identifies class or source of the SecurityID(48) value. </Description>
</Field>
<Field added="FIX.2.7">
<Tag>23</Tag>
<Name>IOIID</Name>
<Type>String</Type>
<AbbrName>IOIID</AbbrName>
<BaseCategory>Indication</BaseCategory>
<BaseCategoryAbbrName>ID</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier of IOI message.
(Prior to FIX 4.1 this field was of type int)</Description>
</Field>
<Field added="FIX.2.7">
<Tag>25</Tag>
<Name>IOIQltyInd</Name>
<Type>char</Type>
<AbbrName>QltyInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Relative quality of indication</Description>
</Field>
<Field added="FIX.2.7">
<Tag>26</Tag>
<Name>IOIRefID</Name>
<Type>String</Type>
<AbbrName>RefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference identifier used with CANCEL and REPLACE, transaction types.
(Prior to FIX 4.1 this field was of type int)</Description>
</Field>
<Field added="FIX.2.7">
<Tag>27</Tag>
<Name>IOIQty</Name>
<Type>String</Type>
<AbbrName>Qty</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Qty</UnionDataType>
<Description>Quantity (e.g. number of shares) in numeric form or relative size.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>28</Tag>
<Name>IOITransType</Name>
<Type>char</Type>
<AbbrName>TransTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies IOI message transaction type</Description>
</Field>
<Field added="FIX.2.7">
<Tag>29</Tag>
<Name>LastCapacity</Name>
<Type>char</Type>
<AbbrName>LastCpcty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Broker capacity in order execution</Description>
</Field>
<Field added="FIX.2.7" updated="FIX.5.0SP2" updatedEP="228">
<Tag>30</Tag>
<Name>LastMkt</Name>
<Type>Exchange</Type>
<AbbrName>LastMkt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Market of execution for last fill, or an indication of the market where an order was routed
Valid values:
See "Appendix 6-C"</Description>
<Elaboration>In the context of ESMA RTS 1 Annex I, Table 3, Field 6 "Venue of Execution" it is required that the "venue where the transaction was executed" be identified using ISO 10383 (MIC). Additionally, ESMA requires the use of "MIC code 'XOFF' for financial instruments admitted to trading or traded on a trading venue, where the transaction on that financial instrument is not executed on a trading venue, systematic internaliser or organized trading platform outside of the Union. Use 'SINT' for financial instruments admitted to trading or traded on a trading venue, where the transaction is executed on a systematic internaliser."</Elaboration>
</Field>
<Field added="FIX.2.7">
<Tag>31</Tag>
<Name>LastPx</Name>
<Type>Price</Type>
<AbbrName>LastPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Price of this (last) fill.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>32</Tag>
<Name>LastQty</Name>
<Type>Qty</Type>
<AbbrName>LastQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Quantity (e.g. shares) bought/sold on this (last) fill.
(Prior to FIX 4.2 this field was of type int)</Description>
</Field>
<Field added="FIX.2.7">
<Tag>33</Tag>
<Name>NoLinesOfText</Name>
<Type>NumInGroup</Type>
<AbbrName>NoLinesOfText</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Identifies number of lines of text body</Description>
</Field>
<Field added="FIX.2.7">
<Tag>34</Tag>
<Name>MsgSeqNum</Name>
<Type>SeqNum</Type>
<AbbrName>SeqNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Integer message sequence number.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>35</Tag>
<Name>MsgType</Name>
<Type>String</Type>
<AbbrName>MsgTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted)
Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver.
*** Note the use of lower case letters ***</Description>
</Field>
<Field added="FIX.2.7">
<Tag>36</Tag>
<Name>NewSeqNo</Name>
<Type>SeqNum</Type>
<AbbrName>NewSeqNo</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>New sequence number</Description>
</Field>
<Field added="FIX.2.7">
<Tag>37</Tag>
<Name>OrderID</Name>
<Type>String</Type>
<AbbrName>OrdID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>38</Tag>
<Name>OrderQty</Name>
<Type>Qty</Type>
<AbbrName>Qty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments.
(Prior to FIX 4.2 this field was of type int)</Description>
</Field>
<Field added="FIX.2.7">
<Tag>39</Tag>
<Name>OrdStatus</Name>
<Type>char</Type>
<AbbrName>OrdStat</AbbrName>
<BaseCategory>SingleGeneralOrderHandling</BaseCategory>
<BaseCategoryAbbrName>Stat</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)</Description>
</Field>
<Field added="FIX.2.7">
<Tag>40</Tag>
<Name>OrdType</Name>
<Type>char</Type>
<AbbrName>OrdTyp</AbbrName>
<BaseCategory>SingleGeneralOrderHandling</BaseCategory>
<BaseCategoryAbbrName>Typ</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)</Description>
</Field>
<Field added="FIX.2.7">
<Tag>41</Tag>
<Name>OrigClOrdID</Name>
<Type>String</Type>
<AbbrName>OrigClOrdID</AbbrName>
<BaseCategory>SingleGeneralOrderHandling</BaseCategory>
<BaseCategoryAbbrName>OrigID</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>ClOrdID (11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>42</Tag>
<Name>OrigTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>OrigTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT"))</Description>
</Field>
<Field added="FIX.2.7">
<Tag>43</Tag>
<Name>PossDupFlag</Name>
<Type>Boolean</Type>
<AbbrName>PosDup</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates possible retransmission of message with this sequence number</Description>
</Field>
<Field added="FIX.2.7">
<Tag>44</Tag>
<Name>Price</Name>
<Type>Price</Type>
<AbbrName>Px</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Price per unit of quantity (e.g. per share)</Description>
</Field>
<Field added="FIX.2.7">
<Tag>45</Tag>
<Name>RefSeqNum</Name>
<Type>SeqNum</Type>
<AbbrName>RefSeqNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference message sequence number</Description>
</Field>
<Field added="FIX.2.7">
<Tag>48</Tag>
<Name>SecurityID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>49</Tag>
<Name>SenderCompID</Name>
<Type>String</Type>
<AbbrName>SID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Assigned value used to identify firm sending message.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>50</Tag>
<Name>SenderSubID</Name>
<Type>String</Type>
<AbbrName>SSub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Assigned value used to identify specific message originator (desk, trader, etc.)</Description>
</Field>
<Field added="FIX.2.7">
<Tag>52</Tag>
<Name>SendingTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>Snt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT")</Description>
</Field>
<Field added="FIX.2.7">
<Tag>53</Tag>
<Name>Quantity</Name>
<Type>Qty</Type>
<AbbrName>Qty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Overall/total quantity (e.g. number of shares)
(Prior to FIX 4.2 this field was of type int)</Description>
</Field>
<Field added="FIX.2.7">
<Tag>54</Tag>
<Name>Side</Name>
<Type>char</Type>
<AbbrName>Side</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Side of order (see Volume : "Glossary" for value definitions)</Description>
</Field>
<Field added="FIX.2.7">
<Tag>55</Tag>
<Name>Symbol</Name>
<Type>String</Type>
<AbbrName>Sym</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)
Use "[N/A]" for products which do not have a symbol.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>56</Tag>
<Name>TargetCompID</Name>
<Type>String</Type>
<AbbrName>TID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Assigned value used to identify receiving firm.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>57</Tag>
<Name>TargetSubID</Name>
<Type>String</Type>
<AbbrName>TSub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Assigned value used to identify specific individual or unit intended to receive message. "ADMIN" reserved for administrative messages not intended for a specific user.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>58</Tag>
<Name>Text</Name>
<Type>String</Type>
<AbbrName>Txt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Free format text string
(Note: this field does not have a specified maximum length)</Description>
</Field>
<Field added="FIX.2.7" updated="FIX.5.0SP2" updatedEP="253">
<Tag>59</Tag>
<Name>TimeInForce</Name>
<Type>char</Type>
<AbbrName>TmInForce</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. </Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="94" added="FIX.2.7">
<Tag>60</Tag>
<Name>TransactTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>TxnTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Timestamp when the business transaction represented by the message occurred.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>61</Tag>
<Name>Urgency</Name>
<Type>char</Type>
<AbbrName>Urgency</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Urgency flag</Description>
</Field>
<Field added="FIX.2.7">
<Tag>62</Tag>
<Name>ValidUntilTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>ValidUntilTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT")</Description>
</Field>
<Field added="FIX.2.7">
<Tag>63</Tag>
<Name>SettlType</Name>
<Type>String</Type>
<AbbrName>SettlTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Tenor</UnionDataType>
<Description>Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>64</Tag>
<Name>SettlDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>SettlDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specific date of trade settlement (SettlementDate) in YYYYMMDD format.
If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued)
(expressed in local time at place of settlement)</Description>
</Field>
<Field added="FIX.2.7">
<Tag>65</Tag>
<Name>SymbolSfx</Name>
<Type>String</Type>
<AbbrName>Sfx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167).
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>66</Tag>
<Name>ListID</Name>
<Type>String</Type>
<AbbrName>ListID</AbbrName>
<BaseCategory>ProgramTrading</BaseCategory>
<BaseCategoryAbbrName>ID</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>67</Tag>
<Name>ListSeqNo</Name>
<Type>int</Type>
<AbbrName>ListSeqNo</AbbrName>
<BaseCategory>ProgramTrading</BaseCategory>
<BaseCategoryAbbrName>SeqNo</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Sequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . . )</Description>
</Field>
<Field added="FIX.2.7">
<Tag>68</Tag>
<Name>TotNoOrders</Name>
<Type>int</Type>
<AbbrName>TotNoOrds</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total number of list order entries across all messages. Should be the sum of all NoOrders (73) in each message that has repeating list order entries related to the same ListID (66). Used to support fragmentation.
(Prior to FIX 4.2 this field was named "ListNoOrds")</Description>
</Field>
<Field added="FIX.2.7">
<Tag>69</Tag>
<Name>ListExecInst</Name>
<Type>String</Type>
<AbbrName>ListExecInst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Free format text message containing list handling and execution instructions.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>70</Tag>
<Name>AllocID</Name>
<Type>String</Type>
<AbbrName>AllocID</AbbrName>
<BaseCategory>Allocation</BaseCategory>
<BaseCategoryAbbrName>ID</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for allocation message.
(Prior to FIX 4.1 this field was of type int)</Description>
</Field>
<Field added="FIX.2.7">
<Tag>71</Tag>
<Name>AllocTransType</Name>
<Type>char</Type>
<AbbrName>TransTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***</Description>
</Field>
<Field added="FIX.2.7">
<Tag>72</Tag>
<Name>RefAllocID</Name>
<Type>String</Type>
<AbbrName>RefAllocID</AbbrName>
<BaseCategory>Allocation</BaseCategory>
<BaseCategoryAbbrName>RefID</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference identifier to be used with AllocTransType (71) = Replace or Cancel.
(Prior to FIX 4.1 this field was of type int)</Description>
</Field>
<Field added="FIX.2.7">
<Tag>73</Tag>
<Name>NoOrders</Name>
<Type>NumInGroup</Type>
<AbbrName>NoOrds</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Indicates number of orders to be combined for average pricing and allocation.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>74</Tag>
<Name>AvgPxPrecision</Name>
<Type>int</Type>
<AbbrName>AvgPxPrcsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used.</Description>
</Field>
<Field added="FIX.2.7" updated="FIX.5.0SP2" updatedEP="190">
<Tag>75</Tag>
<Name>TradeDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>TrdDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade).</Description>
</Field>
<Field added="FIX.2.7">
<Tag>77</Tag>
<Name>PositionEffect</Name>
<Type>char</Type>
<AbbrName>PosEfct</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>78</Tag>
<Name>NoAllocs</Name>
<Type>NumInGroup</Type>
<AbbrName>NoAllocs</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of repeating AllocAccount (79)/AllocPrice (366) entries.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>79</Tag>
<Name>AllocAccount</Name>
<Type>String</Type>
<AbbrName>Acct</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Sub-account mnemonic</Description>
</Field>
<Field added="FIX.2.7">
<Tag>80</Tag>
<Name>AllocQty</Name>
<Type>Qty</Type>
<AbbrName>Qty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Quantity to be allocated to specific sub-account
(Prior to FIX 4.2 this field was of type int)</Description>
</Field>
<Field added="FIX.2.7">
<Tag>81</Tag>
<Name>ProcessCode</Name>
<Type>char</Type>
<AbbrName>ProcCode</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>82</Tag>
<Name>NoRpts</Name>
<Type>int</Type>
<AbbrName>NoRpts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total number of reports within series.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>83</Tag>
<Name>RptSeq</Name>
<Type>int</Type>
<AbbrName>RptSeq</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Sequence number of message within report series. Used to carry reporting sequence number of the fill as represented on the Trade Report Side.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>84</Tag>
<Name>CxlQty</Name>
<Type>Qty</Type>
<AbbrName>CxlQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total quantity canceled for this order.
(Prior to FIX 4.2 this field was of type int)</Description>
</Field>
<Field added="FIX.2.7" issue="SPEC-394">
<Tag>85</Tag>
<Name>NoDlvyInst</Name>
<Type>NumInGroup</Type>
<AbbrName>NoDlvyInst</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of delivery instruction fields in repeating group.
Note this field was removed in FIX 4.1 and reinstated in FIX 4.4.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>87</Tag>
<Name>AllocStatus</Name>
<Type>int</Type>
<AbbrName>Stat</AbbrName>
<BaseCategory>Allocation</BaseCategory>
<BaseCategoryAbbrName>Stat</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies status of allocation.</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="95" added="FIX.2.7">
<Tag>88</Tag>
<Name>AllocRejCode</Name>
<Type>int</Type>
<AbbrName>RejCode</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Identifies reason for rejection.</Description>
</Field>
<Field added="FIX.2.7" deprecated="FIXT.1.1">
<Tag>89</Tag>
<Name>Signature</Name>
<Type>data</Type>
<AbbrName>Signature</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Electronic signature</Description>
</Field>
<Field added="FIX.2.7" deprecated="FIXT.1.1">
<Tag>90</Tag>
<Name>SecureDataLen</Name>
<Type>Length</Type>
<AssociatedDataTag>91</AssociatedDataTag>
<AbbrName>SecureDataLen</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Length of encrypted message</Description>
</Field>
<Field added="FIX.2.7" deprecated="FIXT.1.1">
<Tag>91</Tag>
<Name>SecureData</Name>
<Type>data</Type>
<AbbrName>SecureData</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Actual encrypted data stream</Description>
</Field>
<Field added="FIX.2.7" deprecated="FIXT.1.1">
<Tag>93</Tag>
<Name>SignatureLength</Name>
<Type>Length</Type>
<AssociatedDataTag>89</AssociatedDataTag>
<AbbrName>SignatureLength</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of bytes in signature field</Description>
</Field>
<Field added="FIX.2.7">
<Tag>94</Tag>
<Name>EmailType</Name>
<Type>char</Type>
<AbbrName>EmailTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Email message type.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>95</Tag>
<Name>RawDataLength</Name>
<Type>Length</Type>
<AssociatedDataTag>96</AssociatedDataTag>
<AbbrName>RawDataLength</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Number of bytes in raw data field.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>96</Tag>
<Name>RawData</Name>
<Type>data</Type>
<AbbrName>RawData</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unformatted raw data, can include bitmaps, word processor documents, etc.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>97</Tag>
<Name>PossResend</Name>
<Type>Boolean</Type>
<AbbrName>PosRsnd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates that message may contain information that has been sent under another sequence number.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>98</Tag>
<Name>EncryptMethod</Name>
<Type>int</Type>
<AbbrName>EncryptMethod</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Method of encryption.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>99</Tag>
<Name>StopPx</Name>
<Type>Price</Type>
<AbbrName>StopPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Price per unit of quantity (e.g. per share)</Description>
</Field>
<Field added="FIX.2.7">
<Tag>100</Tag>
<Name>ExDestination</Name>
<Type>Exchange</Type>
<AbbrName>ExDest</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Execution destination as defined by institution when order is entered.
Valid values:
See "Appendix 6-C"</Description>
</Field>
<Field added="FIX.2.7">
<Tag>102</Tag>
<Name>CxlRejReason</Name>
<Type>int</Type>
<AbbrName>CxlRejRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Code to identify reason for cancel rejection.</Description>
</Field>
<Field added="FIX.2.7">
<Tag>103</Tag>
<Name>OrdRejReason</Name>
<Type>int</Type>
<AbbrName>RejRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors.</Description>
</Field>
<Field added="FIX.3.0">
<Tag>104</Tag>
<Name>IOIQualifier</Name>
<Type>char</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Code to qualify IOI use. (see Volume : "Glossary" for value definitions)</Description>
</Field>
<Field added="FIX.3.0">
<Tag>106</Tag>
<Name>Issuer</Name>
<Type>String</Type>
<AbbrName>Issr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Name of security issuer (e.g. International Business Machines, GNMA).
see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"</Description>
</Field>
<Field added="FIX.3.0" updated="FIX.5.0SP2" updatedEP="232">
<Tag>107</Tag>
<Name>SecurityDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Can be used by the venue or one of the trading parties to provide a non-normative textual description for the financial instrument.</Description>
</Field>
<Field added="FIX.3.0">
<Tag>108</Tag>
<Name>HeartBtInt</Name>
<Type>int</Type>
<AbbrName>HeartBtInt</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Heartbeat interval (seconds)</Description>
</Field>
<Field added="FIX.3.0">
<Tag>110</Tag>
<Name>MinQty</Name>
<Type>Qty</Type>
<AbbrName>MinQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int)</Description>
</Field>
<Field added="FIX.3.0" deprecated="FIX.5.0">
<Tag>111</Tag>
<Name>MaxFloor</Name>
<Type>Qty</Type>
<AbbrName>MaxFloor</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.</Description>
</Field>
<Field added="FIX.3.0">
<Tag>112</Tag>
<Name>TestReqID</Name>
<Type>String</Type>
<AbbrName>TestReqID</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Identifier included in Test Request message to be returned in resulting Heartbeat</Description>
</Field>
<Field added="FIX.3.0">
<Tag>113</Tag>
<Name>ReportToExch</Name>
<Type>Boolean</Type>
<AbbrName>RptToExch</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies party of trade responsible for exchange reporting.</Description>
</Field>
<Field added="FIX.4.0">
<Tag>114</Tag>
<Name>LocateReqd</Name>
<Type>Boolean</Type>
<AbbrName>LocReqd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the broker is to locate the stock in conjunction with a short sell order.</Description>
</Field>
<Field added="FIX.4.0">
<Tag>115</Tag>
<Name>OnBehalfOfCompID</Name>
<Type>String</Type>
<AbbrName>OBID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Assigned value used to identify firm originating message if the message was delivered by a third party i.e. the third party firm identifier would be delivered in the SenderCompID field and the firm originating the message in this field.</Description>
</Field>
<Field added="FIX.4.0">
<Tag>116</Tag>
<Name>OnBehalfOfSubID</Name>
<Type>String</Type>
<AbbrName>OBSub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party</Description>
</Field>
<Field added="FIX.4.0">
<Tag>117</Tag>
<Name>QuoteID</Name>
<Type>String</Type>
<AbbrName>QID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for quote</Description>
</Field>
<Field added="FIX.4.0">
<Tag>118</Tag>
<Name>NetMoney</Name>
<Type>Amt</Type>
<AbbrName>NetMny</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution.</Description>
</Field>
<Field added="FIX.4.0">
<Tag>119</Tag>
<Name>SettlCurrAmt</Name>
<Type>Amt</Type>
<AbbrName>SettlCurrAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total amount due expressed in settlement currency (includes the effect of the forex transaction)</Description>
</Field>
<Field added="FIX.4.0">
<Tag>120</Tag>
<Name>SettlCurrency</Name>
<Type>Currency</Type>
<AbbrName>SettlCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Currency code of settlement denomination.</Description>
</Field>
<Field added="FIX.4.0">
<Tag>121</Tag>
<Name>ForexReq</Name>
<Type>Boolean</Type>
<AbbrName>ForexReq</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates request for forex accommodation trade to be executed along with security transaction.</Description>
</Field>
<Field added="FIX.4.0">
<Tag>122</Tag>
<Name>OrigSendingTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>OrigSnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") when transmitting orders as the result of a resend request.</Description>
</Field>
<Field added="FIX.4.0">
<Tag>123</Tag>
<Name>GapFillFlag</Name>
<Type>Boolean</Type>
<AbbrName>GapFillFlag</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent.</Description>
</Field>
<Field added="FIX.4.0" updated="FIX.5.0SP2" updatedEP="118">
<Tag>124</Tag>
<Name>NoExecs</Name>
<Type>NumInGroup</Type>
<AbbrName>NoExecs</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of executions or trades.</Description>
</Field>
<Field added="FIX.4.0" updated="FIX.5.0SP2" updatedEP="171">
<Tag>126</Tag>
<Name>ExpireTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>ExpireTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
The meaning of expiration is specific to the context where the field is used.
For orders, this is the expiration time of a Good Til Date TimeInForce.
For Quotes - this is the expiration of the quote.
Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process.
For collateral requests, this is the time by which collateral must be assigned.
For collateral assignments, this is the time by which a response to the assignment is expected.
For credit/risk limit checks, this is the time when the reserved credit limit will expire for the requested transaction.</Description>
</Field>
<Field added="FIX.4.0">
<Tag>127</Tag>
<Name>DKReason</Name>
<Type>char</Type>
<AbbrName>DkRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reason for execution rejection.</Description>
</Field>
<Field added="FIX.4.0">
<Tag>128</Tag>
<Name>DeliverToCompID</Name>
<Type>String</Type>
<AbbrName>D2ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID (56) field and the ultimate receiver firm ID in this field.</Description>
</Field>
<Field added="FIX.4.0">
<Tag>129</Tag>
<Name>DeliverToSubID</Name>
<Type>String</Type>
<AbbrName>D2Sub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party</Description>
</Field>
<Field added="FIX.4.0">
<Tag>130</Tag>
<Name>IOINaturalFlag</Name>
<Type>Boolean</Type>
<AbbrName>NatFlag</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity.</Description>
</Field>
<Field added="FIX.4.0" updated="FIX.5.0SP2" updatedEP="143">
<Tag>131</Tag>
<Name>QuoteReqID</Name>
<Type>String</Type>
<AbbrName>ReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for a QuoteRequest(35=R).</Description>
</Field>
<Field added="FIX.4.0">
<Tag>132</Tag>
<Name>BidPx</Name>
<Type>Price</Type>
<AbbrName>BidPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Bid price/rate</Description>
</Field>
<Field added="FIX.4.0">
<Tag>133</Tag>
<Name>OfferPx</Name>
<Type>Price</Type>
<AbbrName>OfrPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Offer price/rate</Description>
</Field>
<Field added="FIX.4.0">
<Tag>134</Tag>
<Name>BidSize</Name>
<Type>Qty</Type>
<AbbrName>BidSz</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Quantity of bid
(Prior to FIX 4.2 this field was of type int)</Description>
</Field>
<Field added="FIX.4.0">
<Tag>135</Tag>
<Name>OfferSize</Name>
<Type>Qty</Type>
<AbbrName>OfrSz</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Quantity of offer
(Prior to FIX 4.2 this field was of type int)</Description>
</Field>
<Field added="FIX.4.0">
<Tag>136</Tag>
<Name>NoMiscFees</Name>
<Type>NumInGroup</Type>
<AbbrName>NoMiscFees</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of repeating groups of miscellaneous fees</Description>
</Field>
<Field added="FIX.4.0">
<Tag>137</Tag>
<Name>MiscFeeAmt</Name>
<Type>Amt</Type>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Miscellaneous fee value</Description>
</Field>
<Field added="FIX.4.0">
<Tag>138</Tag>
<Name>MiscFeeCurr</Name>
<Type>Currency</Type>
<AbbrName>Curr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Currency of miscellaneous fee</Description>
</Field>
<Field added="FIX.4.0">
<Tag>139</Tag>
<Name>MiscFeeType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates type of miscellaneous fee.</Description>
</Field>
<Field added="FIX.4.0">
<Tag>140</Tag>
<Name>PrevClosePx</Name>
<Type>Price</Type>
<AbbrName>PrevClsPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Previous closing price of security.</Description>
</Field>
<Field added="FIX.4.1" updated="FIX.5.0SP2" updatedEP="204">
<Tag>141</Tag>
<Name>ResetSeqNumFlag</Name>
<Type>Boolean</Type>
<AbbrName>ResetSeqNumFlag</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Indicates that both sides of the FIX session should reset sequence numbers.</Description>
</Field>
<Field added="FIX.4.1">
<Tag>142</Tag>
<Name>SenderLocationID</Name>
<Type>String</Type>
<AbbrName>SLoc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader)</Description>
</Field>
<Field added="FIX.4.1">
<Tag>143</Tag>
<Name>TargetLocationID</Name>
<Type>String</Type>
<AbbrName>TLoc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Assigned value used to identify specific message destination's location (i.e. geographic location and/or desk, trader)</Description>
</Field>
<Field added="FIX.4.1">
<Tag>144</Tag>
<Name>OnBehalfOfLocationID</Name>
<Type>String</Type>
<AbbrName>OBLoc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party</Description>
</Field>
<Field added="FIX.4.1">
<Tag>145</Tag>
<Name>DeliverToLocationID</Name>
<Type>String</Type>
<AbbrName>D2Loc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Assigned value used to identify specific message recipient's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party</Description>
</Field>
<Field added="FIX.4.1">
<Tag>146</Tag>
<Name>NoRelatedSym</Name>
<Type>NumInGroup</Type>
<AbbrName>NoReltdSym</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Specifies the number of repeating symbols specified.</Description>
</Field>
<Field added="FIX.4.1">
<Tag>147</Tag>
<Name>Subject</Name>
<Type>String</Type>
<AbbrName>Subject</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The subject of an Email message</Description>
</Field>
<Field added="FIX.4.1">
<Tag>148</Tag>
<Name>Headline</Name>
<Type>String</Type>
<AbbrName>Headline</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The headline of a News message</Description>
</Field>
<Field added="FIX.4.1">
<Tag>149</Tag>
<Name>URLLink</Name>
<Type>String</Type>
<AbbrName>URL</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A URI (Uniform Resource Identifier) or URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html)
See "Appendix 6-B FIX Fields Based Upon Other Standards"</Description>
</Field>
<Field added="FIX.4.1" updated="FIX.5.0SP2" updatedEP="131">
<Tag>150</Tag>
<Name>ExecType</Name>
<Type>char</Type>
<AbbrName>ExecTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Describes the specific ExecutionRpt (e.g. Pending Cancel) while OrdStatus(39) will always identify the current order status (e.g. Partially Filled).</Description>
</Field>
<Field added="FIX.4.1">
<Tag>151</Tag>
<Name>LeavesQty</Name>
<Type>Qty</Type>
<AbbrName>LeavesQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) - CumQty (14).
(Prior to FIX 4.2 this field was of type int)</Description>
</Field>
<Field added="FIX.4.1">
<Tag>152</Tag>
<Name>CashOrderQty</Name>
<Type>Qty</Type>
<AbbrName>Cash</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the approximate order quantity desired in total monetary units vs. as tradeable units (e.g. number of shares). The broker or fund manager (for CIV orders) would be responsible for converting and calculating a tradeable unit (e.g. share) quantity (OrderQty (38)) based upon this amount to be used for the actual order and subsequent messages.</Description>
</Field>
<Field added="FIX.4.1">
<Tag>153</Tag>
<Name>AllocAvgPx</Name>
<Type>Price</Type>
<AbbrName>AvgPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>AvgPx (6) for a specific AllocAccount (79)
For Fixed Income this is always expressed as "percent of par" price type.</Description>
</Field>
<Field added="FIX.4.1">
<Tag>154</Tag>
<Name>AllocNetMoney</Name>
<Type>Amt</Type>
<AbbrName>NetMny</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>NetMoney (8) for a specific AllocAccount (79)</Description>
</Field>
<Field added="FIX.4.1">
<Tag>155</Tag>
<Name>SettlCurrFxRate</Name>
<Type>float</Type>
<AbbrName>SettlCurrFxRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Foreign exchange rate used to compute SettlCurrAmt (9) from Currency (5) to SettlCurrency (20)</Description>
</Field>
<Field added="FIX.4.1" updated="FIX.5.0SP2" updatedEP="179">
<Tag>156</Tag>
<Name>SettlCurrFxRateCalc</Name>
<Type>char</Type>
<AbbrName>SettlCurrFxRtCalc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided.</Description>
</Field>
<Field added="FIX.4.1">
<Tag>157</Tag>
<Name>NumDaysInterest</Name>
<Type>int</Type>
<AbbrName>NumDaysInt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Number of Days of Interest for convertible bonds and fixed income. Note value may be negative.</Description>
</Field>
<Field added="FIX.4.1">
<Tag>158</Tag>
<Name>AccruedInterestRate</Name>
<Type>Percentage</Type>
<AbbrName>AcrdIntRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond.</Description>
</Field>
<Field added="FIX.4.1">
<Tag>159</Tag>
<Name>AccruedInterestAmt</Name>
<Type>Amt</Type>
<AbbrName>AcrdIntAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Amount of Accrued Interest for convertible bonds and fixed income</Description>
</Field>
<Field added="FIX.4.1">
<Tag>160</Tag>
<Name>SettlInstMode</Name>
<Type>char</Type>
<AbbrName>SettlInstMode</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***</Description>
</Field>
<Field added="FIX.4.1">
<Tag>161</Tag>
<Name>AllocText</Name>
<Type>String</Type>
<AbbrName>Txt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Free format text related to a specific AllocAccount (79).</Description>
</Field>
<Field added="FIX.4.1">
<Tag>162</Tag>
<Name>SettlInstID</Name>
<Type>String</Type>
<AbbrName>SettlInstID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for Settlement Instruction.</Description>
</Field>
<Field added="FIX.4.1">
<Tag>163</Tag>
<Name>SettlInstTransType</Name>
<Type>char</Type>
<AbbrName>SettlInstTransTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Settlement Instructions message transaction type</Description>
</Field>
<Field added="FIX.4.1">
<Tag>164</Tag>
<Name>EmailThreadID</Name>
<Type>String</Type>
<AbbrName>EmailThreadID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for an email thread (new and chain of replies)</Description>
</Field>
<Field added="FIX.4.1">
<Tag>165</Tag>
<Name>SettlInstSource</Name>
<Type>char</Type>
<AbbrName>InstSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates source of Settlement Instructions</Description>
</Field>
<Field added="FIX.4.1">
<Tag>167</Tag>
<Name>SecurityType</Name>
<Type>String</Type>
<AbbrName>SecTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties.</Description>
</Field>
<Field added="FIX.4.1">
<Tag>168</Tag>
<Name>EffectiveTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>EfctvTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT")</Description>
</Field>
<Field added="FIX.4.1">
<Tag>169</Tag>
<Name>StandInstDbType</Name>
<Type>int</Type>
<AbbrName>StandInstDbTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the Standing Instruction database used</Description>
</Field>
<Field added="FIX.4.1">
<Tag>170</Tag>
<Name>StandInstDbName</Name>
<Type>String</Type>
<AbbrName>StandInstDbName</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Name of the Standing Instruction database represented with StandInstDbType (169) (i.e. the Global Custodian's name).</Description>
</Field>
<Field added="FIX.4.1">
<Tag>171</Tag>
<Name>StandInstDbID</Name>
<Type>String</Type>
<AbbrName>StandInstDbID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced.</Description>
</Field>
<Field added="FIX.4.1">
<Tag>172</Tag>
<Name>SettlDeliveryType</Name>
<Type>int</Type>
<AbbrName>DlvryTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies type of settlement</Description>
</Field>
<Field added="FIX.4.1">
<Tag>188</Tag>
<Name>BidSpotRate</Name>
<Type>Price</Type>
<AbbrName>BidSpotRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Bid F/X spot rate.</Description>
</Field>
<Field added="FIX.4.1">
<Tag>189</Tag>
<Name>BidForwardPoints</Name>
<Type>PriceOffset</Type>
<AbbrName>BidFwdPnts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Bid F/X forward points added to spot rate. May be a negative value.</Description>
</Field>
<Field added="FIX.4.1">
<Tag>190</Tag>
<Name>OfferSpotRate</Name>
<Type>Price</Type>
<AbbrName>OfrSpotRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Offer F/X spot rate.</Description>
</Field>
<Field added="FIX.4.1">
<Tag>191</Tag>
<Name>OfferForwardPoints</Name>
<Type>PriceOffset</Type>
<AbbrName>OfrFwdPnts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Offer F/X forward points added to spot rate. May be a negative value.</Description>
</Field>
<Field added="FIX.4.1" deprecated="FIX.5.0">
<Tag>192</Tag>
<Name>OrderQty2</Name>
<Type>Qty</Type>
<AbbrName>Qty2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>OrderQty (38) of the future part of a F/X swap order.</Description>
</Field>
<Field added="FIX.4.1" deprecated="FIX.5.0">
<Tag>193</Tag>
<Name>SettlDate2</Name>
<Type>LocalMktDate</Type>
<AbbrName>SettlDt2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>SettDate (64) of the future part of a F/X swap order.</Description>
</Field>
<Field added="FIX.4.1">
<Tag>194</Tag>
<Name>LastSpotRate</Name>
<Type>Price</Type>
<AbbrName>LastSpotRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>F/X spot rate.</Description>
</Field>
<Field added="FIX.4.1">
<Tag>195</Tag>
<Name>LastForwardPoints</Name>
<Type>PriceOffset</Type>
<AbbrName>LastFwdPnts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>F/X forward points added to LastSpotRate (94). May be a negative value. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199</Description>
</Field>
<Field added="FIX.4.1">
<Tag>196</Tag>
<Name>AllocLinkID</Name>
<Type>String</Type>
<AbbrName>LinkID</AbbrName>
<BaseCategory>Allocation</BaseCategory>
<BaseCategoryAbbrName>LinkID</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Can be used to link two different Allocation messages (each with unique AllocID (70)) together, i.e. for F/X "Netting" or "Swaps". Should be unique.</Description>
</Field>
<Field added="FIX.4.1">
<Tag>197</Tag>
<Name>AllocLinkType</Name>
<Type>int</Type>
<AbbrName>LinkTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the type of Allocation linkage when AllocLinkID (96) is used.</Description>
</Field>
<Field added="FIX.4.1">
<Tag>198</Tag>
<Name>SecondaryOrderID</Name>
<Type>String</Type>
<AbbrName>OrdID2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system.</Description>
</Field>
<Field added="FIX.4.1">
<Tag>199</Tag>
<Name>NoIOIQualifiers</Name>
<Type>NumInGroup</Type>
<AbbrName>NoIOIQuals</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of repeating groups of IOIQualifiers (04).</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="95" added="FIX.4.1">
<Tag>200</Tag>
<Name>MaturityMonthYear</Name>
<Type>MonthYear</Type>
<AbbrName>MMY</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Can be used with standardized derivatives vs. the MaturityDate (54) field. Month and Year of the maturity (used for standardized futures and options).
Format:
YYYYMM (e.g. 199903)
YYYYMMDD (e.g. 20030323)
YYYYMMwN (e.g. 200303w) for week
A specific date or can be appended to the MaturityMonthYear. For instance, if multiple standard products exist that mature in the same Year and Month, but actually mature at a different time, a value can be appended, such as "w" or "w2" to indicate week as opposed to week 2 expiration. Likewise, the date (0-3) can be appended to indicate a specific expiration (maturity date).</Description>
</Field>
<Field added="FIX.4.1" updated="FIX.5.0SP2" updatedEP="238">
<Tag>201</Tag>
<Name>PutOrCall</Name>
<Type>int</Type>
<AbbrName>PutCall</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether an option contract is a put, call, chooser or undetermined.</Description>
</Field>
<Field added="FIX.4.1">
<Tag>202</Tag>
<Name>StrikePrice</Name>
<Type>Price</Type>
<AbbrName>StrkPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Strike Price for an Option.</Description>
</Field>
<Field added="FIX.4.1">
<Tag>203</Tag>
<Name>CoveredOrUncovered</Name>
<Type>int</Type>
<AbbrName>Covered</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used for derivative products, such as options</Description>
</Field>
<Field added="FIX.4.1">
<Tag>206</Tag>
<Name>OptAttribute</Name>
<Type>char</Type>
<AbbrName>OptAt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Provided to support versioning of option contracts as a result of corporate actions or events. Use of this field is defined by counterparty agreement or market conventions.</Description>
</Field>
<Field added="FIX.4.1">
<Tag>207</Tag>
<Name>SecurityExchange</Name>
<Type>Exchange</Type>
<AbbrName>Exch</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Market used to help identify a security.
Valid values:
See "Appendix 6-C"</Description>
</Field>
<Field added="FIX.4.1">
<Tag>208</Tag>
<Name>NotifyBrokerOfCredit</Name>
<Type>Boolean</Type>
<AbbrName>NotifyBrkrOfCredit</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).</Description>
</Field>
<Field added="FIX.4.1" updated="FIX.5.0SP2" updatedEP="245">
<Tag>209</Tag>
<Name>AllocHandlInst</Name>
<Type>int</Type>
<AbbrName>HandlInst</AbbrName>
<BaseCategory>SingleGeneralOrderHandling</BaseCategory>
<BaseCategoryAbbrName>HndInst</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>
Indicates how the receiver (i.e. third party) of allocation information should handle/process the account details.</Description>
</Field>
<Field added="FIX.4.1" deprecated="FIX.5.0">
<Tag>210</Tag>
<Name>MaxShow</Name>
<Type>Qty</Type>
<AbbrName>MaxShow</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI).
(Prior to FIX 4.2 this field was of type int)</Description>
</Field>
<Field added="FIX.4.1">
<Tag>211</Tag>
<Name>PegOffsetValue</Name>
<Type>float</Type>
<AbbrName>OfstVal</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType (836)
(Prior to FIX 4.4 this field was of type PriceOffset)</Description>
</Field>
<Field added="FIX.4.2">
<Tag>212</Tag>
<Name>XmlDataLen</Name>
<Type>Length</Type>
<AssociatedDataTag>213</AssociatedDataTag>
<AbbrName>XmlDataLen</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Length of the XmlData data block.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>213</Tag>
<Name>XmlData</Name>
<Type>data</Type>
<AbbrName>XmlData</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Actual XML data stream (e.g. FIXML). See approriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>214</Tag>
<Name>SettlInstRefID</Name>
<Type>String</Type>
<AbbrName>SettlInstRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference identifier for the SettlInstID (162) with Cancel and Replace SettlInstTransType (163) transaction types.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>215</Tag>
<Name>NoRoutingIDs</Name>
<Type>NumInGroup</Type>
<AbbrName>NoRtgIDs</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of repeating groups of RoutingID (217) and RoutingType (216) values.
See Volume 3: "Pre-Trade Message Targeting/Routing"</Description>
</Field>
<Field added="FIX.4.2">
<Tag>216</Tag>
<Name>RoutingType</Name>
<Type>int</Type>
<AbbrName>RtgTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the type of RoutingID (217) specified.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>217</Tag>
<Name>RoutingID</Name>
<Type>String</Type>
<AbbrName>RtgID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Assigned value used to identify a specific routing destination.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>218</Tag>
<Name>Spread</Name>
<Type>PriceOffset</Type>
<AbbrName>Spread</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type.
Spread to Benchmark: Basis points relative to a benchmark. To be expressed as "count of basis points" (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the BenchmarkCurveName (22) field). Note: Basis points can be negative.
Swap Spread: Target spread for a swap.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>220</Tag>
<Name>BenchmarkCurveCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Description>
</Field>
<Field added="FIX.4.2">
<Tag>221</Tag>
<Name>BenchmarkCurveName</Name>
<Type>String</Type>
<AbbrName>Name</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Name of benchmark curve.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Description>
</Field>
<Field added="FIX.4.2" updated="FIX.5.0SP2" updatedEP="187">
<Tag>222</Tag>
<Name>BenchmarkCurvePoint</Name>
<Type>String</Type>
<AbbrName>Point</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED".
Sample values:
M = combination of a number between 1-12 and a "M" for month
Y = combination of number between 1-100 and a "Y" for year}
10Y-OLD = see above, then add "-OLD" when appropriate
INTERPOLATED = the point is mathematically derived
2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon
See Fixed Income-specific documentation at http://www.fixtradingcommunity.org for additional values.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) </Description>
</Field>
<Field added="FIX.4.2">
<Tag>223</Tag>
<Name>CouponRate</Name>
<Type>Percentage</Type>
<AbbrName>CpnRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>224</Tag>
<Name>CouponPaymentDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>CpnPmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Date interest is to be paid. Used in identifying Corporate Bond issues.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)</Description>
</Field>
<Field added="FIX.4.2">
<Tag>225</Tag>
<Name>IssueDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Issued</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to accrue ("Interest Accrual Date")
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)</Description>
</Field>
<Field added="FIX.4.2" deprecated="FIX.4.4">
<Tag>226</Tag>
<Name>RepurchaseTerm</Name>
<Type>int</Type>
<AbbrName>RepoTrm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Description>
</Field>
<Field added="FIX.4.2" deprecated="FIX.4.4">
<Tag>227</Tag>
<Name>RepurchaseRate</Name>
<Type>Percentage</Type>
<AbbrName>RepoRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-/4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Description>
</Field>
<Field added="FIX.4.2">
<Tag>228</Tag>
<Name>Factor</Name>
<Type>float</Type>
<AbbrName>Fctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For Fixed Income: Amorization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than . In TIPS securities this is the Inflation index.
Qty * Factor * Price = Gross Trade Amount
For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract.
(Qty * Price) * Factor = Nominal Value
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Description>
</Field>
<Field added="FIX.4.2">
<Tag>229</Tag>
<Name>TradeOriginationDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>OrignDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)</Description>
</Field>
<Field added="FIX.4.2">
<Tag>230</Tag>
<Name>ExDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>ExDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity).
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)</Description>
</Field>
<Field added="FIX.4.2" updated="FIX.5.0SP2" updatedEP="204">
<Tag>231</Tag>
<Name>ContractMultiplier</Name>
<Type>float</Type>
<AbbrName>Mult</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc.</Description>
<Elaboration>In general quantities for all classes should be expressed in the basic unit of the instrument, e.g. shares for equities, nominal or par amount for bonds, currency for foreign exchange. When quantity is expressed in contracts, e.g. financing transactions and bond trade reporting, ContractMultiplier(231) should contain the number of units in one contract and can be omitted if the multiplier is the default amount for the instrument, i.e. 1,000 par of bonds, 1,000,000 par for financing transactions.</Elaboration>
</Field>
<Field added="FIX.4.2">
<Tag>232</Tag>
<Name>NoStipulations</Name>
<Type>NumInGroup</Type>
<AbbrName>NoStips</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of stipulation entries
(Note tag # was reserved in FIX 4.1, added in FIX 4.3).</Description>
</Field>
<Field added="FIX.4.2">
<Tag>233</Tag>
<Name>StipulationType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For Fixed Income.
Type of Stipulation.
Other types may be used by mutual agreement of the counterparties.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Description>
</Field>
<Field added="FIX.4.2">
<Tag>234</Tag>
<Name>StipulationValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For Fixed Income. Value of stipulation.
The expression can be an absolute single value or a combination of values and logical operators:
< value
> value
<= value
>= value
value
value - value2
value OR value2
value AND value2
YES
NO
Bargain conditions recognized by the London Stock Exchange - to be used when StipulationType is "BGNCON".
CD = Special cum Dividend
XD = Special ex Dividend
CC = Special cum Coupon
XC = Special ex Coupon
CB = Special cum Bonus
XB = Special ex Bonus
CR = Special cum Rights
XR = Special ex Rights
CP = Special cum Capital Repayments
XP = Special ex Capital Repayments
CS = Cash Settlement
SP = Special Price
TR = Report for European Equity Market Securities in accordance with Chapter 8 of the Rules.
GD = Guaranteed Delivery
Values for StipulationType = "PXSOURCE":
BB GENERIC
BB FAIRVALUE
BROKERTEC
ESPEED
GOVPX
HILLIARD FARBER
ICAP
TRADEWEB
TULLETT LIBERTY
If a particular side of the market is wanted append /BID /OFFER or /MID.
plus appropriate combinations of the above and other expressions by mutual agreement of the counterparties.
Examples: ">=60", ".25", "ORANGE OR CONTRACOSTA", etc.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Description>
</Field>
<Field added="FIX.4.2">
<Tag>235</Tag>
<Name>YieldType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Description>
</Field>
<Field added="FIX.4.2">
<Tag>236</Tag>
<Name>Yield</Name>
<Type>Percentage</Type>
<AbbrName>Yld</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Yield percentage.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Description>
</Field>
<Field added="FIX.4.2">
<Tag>237</Tag>
<Name>TotalTakedown</Name>
<Type>Amt</Type>
<AbbrName>TotTakedown</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Description>
</Field>
<Field added="FIX.4.2">
<Tag>238</Tag>
<Name>Concession</Name>
<Type>Amt</Type>
<AbbrName>Concession</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Provides the reduction in price for the secondary market in Muncipals.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Description>
</Field>
<Field added="FIX.4.3" deprecated="FIX.4.4" updated="FIX.5.0SP2" updatedEP="208">
<Tag>239</Tag>
<Name>RepoCollateralSecurityType</Name>
<Type>String</Type>
<AbbrName>RepoCollSecTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the collateral used in the transaction.
Valid values: see SecurityType (167) field (Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Description>
</Field>
<Field added="FIX.4.2" deprecated="FIX.4.4">
<Tag>240</Tag>
<Name>RedemptionDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Redeem</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Return of investor's principal in a security. Bond redemption can occur before maturity date.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)</Description>
</Field>
<Field added="FIX.4.2">
<Tag>241</Tag>
<Name>UnderlyingCouponPaymentDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>CpnPmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Underlying security's CouponPaymentDate.
See CouponPaymentDate (224) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)</Description>
</Field>
<Field added="FIX.4.2">
<Tag>242</Tag>
<Name>UnderlyingIssueDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Issued</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Underlying security's IssueDate.
See IssueDate (225) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)</Description>
</Field>
<Field added="FIX.4.3" deprecated="FIX.4.4" updated="FIX.5.0SP2" updatedEP="208">
<Tag>243</Tag>
<Name>UnderlyingRepoCollateralSecurityType</Name>
<Type>String</Type>
<AbbrName>RepoCollSecTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Description>
</Field>
<Field added="FIX.4.2" deprecated="FIX.4.4">
<Tag>244</Tag>
<Name>UnderlyingRepurchaseTerm</Name>
<Type>int</Type>
<AbbrName>RepoTrm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Description>
</Field>
<Field added="FIX.4.2" deprecated="FIX.4.4">
<Tag>245</Tag>
<Name>UnderlyingRepurchaseRate</Name>
<Type>Percentage</Type>
<AbbrName>RepoRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Description>
</Field>
<Field added="FIX.4.2">
<Tag>246</Tag>
<Name>UnderlyingFactor</Name>
<Type>float</Type>
<AbbrName>Fctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Underlying security's Factor.
See Factor (228) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Description>
</Field>
<Field added="FIX.4.2" deprecated="FIX.4.4">
<Tag>247</Tag>
<Name>UnderlyingRedemptionDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Redeem</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Underlying security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)</Description>
</Field>
<Field added="FIX.4.2">
<Tag>248</Tag>
<Name>LegCouponPaymentDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>CpnPmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multileg instrument's individual leg security's CouponPaymentDate.
See CouponPaymentDate (224) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)</Description>
</Field>
<Field added="FIX.4.2">
<Tag>249</Tag>
<Name>LegIssueDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Issued</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multileg instrument's individual leg security's IssueDate.
See IssueDate (225) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)</Description>
</Field>
<Field added="FIX.4.3" deprecated="FIX.4.4" updated="FIX.5.0SP2" updatedEP="208">
<Tag>250</Tag>
<Name>LegRepoCollateralSecurityType</Name>
<Type>String</Type>
<AbbrName>RepoCollSecTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multileg instrument's individual leg security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Description>
</Field>
<Field added="FIX.4.2" deprecated="FIX.4.4">
<Tag>251</Tag>
<Name>LegRepurchaseTerm</Name>
<Type>int</Type>
<AbbrName>RepoTrm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multileg instrument's individual leg security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Description>
</Field>
<Field added="FIX.4.2" deprecated="FIX.4.4">
<Tag>252</Tag>
<Name>LegRepurchaseRate</Name>
<Type>Percentage</Type>
<AbbrName>RepoRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multileg instrument's individual leg security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Description>
</Field>
<Field added="FIX.4.2">
<Tag>253</Tag>
<Name>LegFactor</Name>
<Type>float</Type>
<AbbrName>Fctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multileg instrument's individual leg security's Factor.
See Factor (228) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Description>
</Field>
<Field added="FIX.4.2" deprecated="FIX.4.4">
<Tag>254</Tag>
<Name>LegRedemptionDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Redeem</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multileg instrument's individual leg security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)</Description>
</Field>
<Field added="FIX.4.2">
<Tag>255</Tag>
<Name>CreditRating</Name>
<Type>String</Type>
<AbbrName>CrdRtg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Description>
</Field>
<Field added="FIX.4.2">
<Tag>256</Tag>
<Name>UnderlyingCreditRating</Name>
<Type>String</Type>
<AbbrName>CrdRtg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Underlying security's CreditRating.
See CreditRating (255) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Description>
</Field>
<Field added="FIX.4.2">
<Tag>257</Tag>
<Name>LegCreditRating</Name>
<Type>String</Type>
<AbbrName>CrdRtg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multileg instrument's individual leg security's CreditRating.
See CreditRating (255) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Description>
</Field>
<Field added="FIX.4.2">
<Tag>258</Tag>
<Name>TradedFlatSwitch</Name>
<Type>Boolean</Type>
<AbbrName>TrddFlatSwitch</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Driver and part of trade in the event that the Security Master file was wrong at the point of entry(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Description>
</Field>
<Field added="FIX.4.2">
<Tag>259</Tag>
<Name>BasisFeatureDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>BasisFeatureDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)</Description>
</Field>
<Field added="FIX.4.2">
<Tag>260</Tag>
<Name>BasisFeaturePrice</Name>
<Type>Price</Type>
<AbbrName>BasisFeaturePx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Price for BasisFeatureDate.
See BasisFeatureDate (259)
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</Description>
</Field>
<Field added="FIX.4.2">
<Tag>262</Tag>
<Name>MDReqID</Name>
<Type>String</Type>
<AbbrName>ReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for Market Data Request</Description>
</Field>
<Field added="FIX.4.2">
<Tag>263</Tag>
<Name>SubscriptionRequestType</Name>
<Type>char</Type>
<AbbrName>SubReqTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Subscription Request Type</Description>
</Field>
<Field added="FIX.4.2">
<Tag>264</Tag>
<Name>MarketDepth</Name>
<Type>int</Type>
<AbbrName>MktDepth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Depth of market for Book Snapshot / Incremental updates
0 - full book depth
1 - top of book
2 and above - book depth (number of levels)</Description>
</Field>
<Field added="FIX.4.2">
<Tag>265</Tag>
<Name>MDUpdateType</Name>
<Type>int</Type>
<AbbrName>UpdtTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of Market Data update.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>266</Tag>
<Name>AggregatedBook</Name>
<Type>Boolean</Type>
<AbbrName>AggBook</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies whether or not book entries should be aggregated. (Not specified) = broker option</Description>
</Field>
<Field added="FIX.4.2">
<Tag>267</Tag>
<Name>NoMDEntryTypes</Name>
<Type>NumInGroup</Type>
<AbbrName>NoMDEntryTyps</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of MDEntryType (269) fields requested.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>268</Tag>
<Name>NoMDEntries</Name>
<Type>NumInGroup</Type>
<AbbrName>NoMDEntries</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of entries in Market Data message.</Description>
</Field>
<Field added="FIX.4.2" updated="FIX.5.0SP2" updatedEP="174">
<Tag>269</Tag>
<Name>MDEntryType</Name>
<Type>char</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of market data entry.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>270</Tag>
<Name>MDEntryPx</Name>
<Type>Price</Type>
<AbbrName>Px</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Price of the Market Data Entry.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>271</Tag>
<Name>MDEntrySize</Name>
<Type>Qty</Type>
<AbbrName>Sz</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Quantity or volume represented by the Market Data Entry.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>272</Tag>
<Name>MDEntryDate</Name>
<Type>UTCDateOnly</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Date of Market Data Entry.
(prior to FIX 4.4 field was of type UTCDate)</Description>
</Field>
<Field added="FIX.4.2">
<Tag>273</Tag>
<Name>MDEntryTime</Name>
<Type>UTCTimeOnly</Type>
<AbbrName>Tm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time of Market Data Entry.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>274</Tag>
<Name>TickDirection</Name>
<Type>char</Type>
<AbbrName>TickDirctn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Direction of the "tick".</Description>
</Field>
<Field added="FIX.4.2" deprecated="FIX.5.0">
<Tag>275</Tag>
<Name>MDMkt</Name>
<Type>Exchange</Type>
<AbbrName>Mkt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Market posting quote / trade.
Valid values:
See "Appendix 6-C"</Description>
</Field>
<Field added="FIX.4.2">
<Tag>276</Tag>
<Name>QuoteCondition</Name>
<Type>MultipleStringValue</Type>
<AbbrName>QCond</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Space-delimited list of conditions describing a quote.</Description>
</Field>
<Field added="FIX.4.2" updated="FIX.5.0SP2" updatedEP="190">
<Tag>277</Tag>
<Name>TradeCondition</Name>
<Type>MultipleStringValue</Type>
<AbbrName>TrdCond</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of market data entry.</Description>
</Field>
<Field added="FIX.4.2" updated="FIX.5.0SP2" updatedEP="125">
<Tag>278</Tag>
<Name>MDEntryID</Name>
<Type>String</Type>
<AbbrName>MDID</AbbrName>
<BaseCategory>MarketData</BaseCategory>
<BaseCategoryAbbrName>ID</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique Market Data Entry identifier.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>279</Tag>
<Name>MDUpdateAction</Name>
<Type>char</Type>
<AbbrName>UpdtAct</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of Market Data update action.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>280</Tag>
<Name>MDEntryRefID</Name>
<Type>String</Type>
<AbbrName>RefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refers to a previous MDEntryID (278).</Description>
</Field>
<Field added="FIX.4.2">
<Tag>281</Tag>
<Name>MDReqRejReason</Name>
<Type>char</Type>
<AbbrName>ReqRejResn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reason for the rejection of a Market Data request.</Description>
</Field>
<Field added="FIX.4.2" deprecated="FIX.5.0">
<Tag>282</Tag>
<Name>MDEntryOriginator</Name>
<Type>String</Type>
<AbbrName>Orig</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Originator of a Market Data Entry</Description>
</Field>
<Field added="FIX.4.2">
<Tag>283</Tag>
<Name>LocationID</Name>
<Type>String</Type>
<AbbrName>LctnID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identification of a Market Maker's location</Description>
</Field>
<Field added="FIX.4.2">
<Tag>284</Tag>
<Name>DeskID</Name>
<Type>String</Type>
<AbbrName>DeskID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identification of a Market Maker's desk</Description>
</Field>
<Field added="FIX.4.2">
<Tag>285</Tag>
<Name>DeleteReason</Name>
<Type>char</Type>
<AbbrName>DelRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reason for deletion.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>286</Tag>
<Name>OpenCloseSettlFlag</Name>
<Type>MultipleCharValue</Type>
<AbbrName>OpenClsSettlFlag</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Flag that identifies a market data entry. (Prior to FIX 4.3 this field was of type char)</Description>
</Field>
<Field added="FIX.4.2">
<Tag>287</Tag>
<Name>SellerDays</Name>
<Type>int</Type>
<AbbrName>SellerDays</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the number of days that may elapse before delivery of the security</Description>
</Field>
<Field added="FIX.4.2">
<Tag>288</Tag>
<Name>MDEntryBuyer</Name>
<Type>String</Type>
<AbbrName>Buyer</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Buying party in a trade</Description>
</Field>
<Field added="FIX.4.2">
<Tag>289</Tag>
<Name>MDEntrySeller</Name>
<Type>String</Type>
<AbbrName>Seller</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Selling party in a trade</Description>
</Field>
<Field added="FIX.4.2">
<Tag>290</Tag>
<Name>MDEntryPositionNo</Name>
<Type>int</Type>
<AbbrName>PosNo</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with .</Description>
</Field>
<Field added="FIX.4.2">
<Tag>291</Tag>
<Name>FinancialStatus</Name>
<Type>MultipleCharValue</Type>
<AbbrName>FinclStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies a firm's or a security's financial status</Description>
</Field>
<Field added="FIX.4.2">
<Tag>292</Tag>
<Name>CorporateAction</Name>
<Type>MultipleCharValue</Type>
<AbbrName>CorpActn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the type of Corporate Action.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>293</Tag>
<Name>DefBidSize</Name>
<Type>Qty</Type>
<AbbrName>DefBidSz</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Default Bid Size.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>294</Tag>
<Name>DefOfferSize</Name>
<Type>Qty</Type>
<AbbrName>DefOfrSz</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Default Offer Size.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>295</Tag>
<Name>NoQuoteEntries</Name>
<Type>NumInGroup</Type>
<AbbrName>NoQuotEntries</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>The number of quote entries for a QuoteSet.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>296</Tag>
<Name>NoQuoteSets</Name>
<Type>NumInGroup</Type>
<AbbrName>NoQuotSets</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>The number of sets of quotes in the message.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>297</Tag>
<Name>QuoteStatus</Name>
<Type>int</Type>
<AbbrName>Stat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the status of the quote acknowledgement.</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="85" added="FIX.4.2">
<Tag>298</Tag>
<Name>QuoteCancelType</Name>
<Type>int</Type>
<AbbrName>CxlTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Identifies the type of quote cancel.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>299</Tag>
<Name>QuoteEntryID</Name>
<Type>String</Type>
<AbbrName>EntryID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for a quote. The QuoteEntryID stays with the quote as a static identifier even if the quote is updated.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>300</Tag>
<Name>QuoteRejectReason</Name>
<Type>int</Type>
<AbbrName>RejRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Reason Quote was rejected:</Description>
</Field>
<Field added="FIX.4.2">
<Tag>301</Tag>
<Name>QuoteResponseLevel</Name>
<Type>int</Type>
<AbbrName>RspLvl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Level of Response requested from receiver of quote messages. A default value should be bilaterally agreed.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>302</Tag>
<Name>QuoteSetID</Name>
<Type>String</Type>
<AbbrName>SetID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique id for the Quote Set.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>303</Tag>
<Name>QuoteRequestType</Name>
<Type>int</Type>
<AbbrName>ReqTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the type of Quote Request being generated</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="95" added="FIX.4.2">
<Tag>304</Tag>
<Name>TotNoQuoteEntries</Name>
<Type>int</Type>
<AbbrName>TotNoQuotEntries</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total number of quotes for the quote set.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>305</Tag>
<Name>UnderlyingSecurityIDSource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<Description>Underlying security's SecurityIDSource.
Valid values: see SecurityIDSource (22) field</Description>
</Field>
<Field added="FIX.4.2">
<Tag>306</Tag>
<Name>UnderlyingIssuer</Name>
<Type>String</Type>
<AbbrName>Issr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Underlying security's Issuer.
See Issuer (06) field for description</Description>
</Field>
<Field updated="FIX.5.0SP2" updatedEP="232" added="FIX.4.2">
<Tag>307</Tag>
<Name>UnderlyingSecurityDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Description of the underlying security.
Can be used by the venue or one of the trading parties to provide an optional non-normative textual description of the financial instrument.
</Description>
</Field>
<Field added="FIX.4.2">
<Tag>308</Tag>
<Name>UnderlyingSecurityExchange</Name>
<Type>Exchange</Type>
<AbbrName>Exch</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Underlying security's SecurityExchange. Can be used to identify the underlying security.
Valid values: see SecurityExchange (207)</Description>
</Field>
<Field added="FIX.4.2">
<Tag>309</Tag>
<Name>UnderlyingSecurityID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Underlying security's SecurityID.
See SecurityID (48) field for description</Description>
</Field>
<Field added="FIX.4.2">
<Tag>310</Tag>
<Name>UnderlyingSecurityType</Name>
<Type>String</Type>
<AbbrName>SecTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>167</EnumDatatype>
<Description>Underlying security's SecurityType.
Valid values: see SecurityType (167) field
(see below for details concerning this fields use in conjunction with SecurityType=REPO)
The following applies when used in conjunction with SecurityType=REPO
Represents the general or specific type of security that underlies a financing agreement
Valid values for SecurityType=REPO:
If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or < UnderlyingStipulations > block e.g.:</Description>
</Field>
<Field added="FIX.4.2">
<Tag>311</Tag>
<Name>UnderlyingSymbol</Name>
<Type>String</Type>
<AbbrName>Sym</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Underlying security's Symbol.
See Symbol (55) field for description</Description>
</Field>
<Field added="FIX.4.2">
<Tag>312</Tag>
<Name>UnderlyingSymbolSfx</Name>
<Type>String</Type>
<AbbrName>Sfx</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>65</EnumDatatype>
<Description>Underlying security's SymbolSfx.
See SymbolSfx (65) field for description</Description>
</Field>
<Field added="FIX.4.2">
<Tag>313</Tag>
<Name>UnderlyingMaturityMonthYear</Name>
<Type>MonthYear</Type>
<AbbrName>MMY</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field.
See MaturityMonthYear (200) field for description</Description>
</Field>
<Field updated="FIX.5.0SP2" updatedEP="238" added="FIX.4.2">
<Tag>315</Tag>
<Name>UnderlyingPutOrCall</Name>
<Type>int</Type>
<AbbrName>PutCall</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>201</EnumDatatype>
<Description>Indicates whether an underlying option contract is a put, call, chooser or undetermined.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>316</Tag>
<Name>UnderlyingStrikePrice</Name>
<Type>Price</Type>
<AbbrName>StrkPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Underlying security's StrikePrice.
See StrikePrice (202) field for description</Description>
</Field>
<Field added="FIX.4.2">
<Tag>317</Tag>
<Name>UnderlyingOptAttribute</Name>
<Type>char</Type>
<AbbrName>OptA</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Underlying security's OptAttribute.
See OptAttribute (206) field for description</Description>
</Field>
<Field added="FIX.4.2">
<Tag>318</Tag>
<Name>UnderlyingCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Underlying security's Currency.
See Currency (5) field for description and valid values</Description>
</Field>
<Field added="FIX.4.2">
<Tag>320</Tag>
<Name>SecurityReqID</Name>
<Type>String</Type>
<AbbrName>ReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique ID of a Security Definition Request.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>321</Tag>
<Name>SecurityRequestType</Name>
<Type>int</Type>
<AbbrName>ReqTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of Security Definition Request.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>322</Tag>
<Name>SecurityResponseID</Name>
<Type>String</Type>
<AbbrName>RspID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique ID of a Security Definition message.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>323</Tag>
<Name>SecurityResponseType</Name>
<Type>int</Type>
<AbbrName>RspTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of Security Definition message response.</Description>
</Field>
<Field added="FIX.4.2" updated="FIX.5.0SP2" updatedEP="106">
<Tag>324</Tag>
<Name>SecurityStatusReqID</Name>
<Type>String</Type>
<AbbrName>StatReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique ID of a Security Status Request or a Security Mass Status Request message.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>325</Tag>
<Name>UnsolicitedIndicator</Name>
<Type>Boolean</Type>
<AbbrName>Unsol</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether or not message is being sent as a result of a subscription request or not.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>326</Tag>
<Name>SecurityTradingStatus</Name>
<Type>int</Type>
<AbbrName>TrdgStat</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Identifies the trading status applicable to the transaction.</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="86" added="FIX.4.2">
<Tag>327</Tag>
<Name>HaltReason</Name>
<Type>int</Type>
<AbbrName>HaltRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Denotes the reason for the Opening Delay or Trading Halt.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>328</Tag>
<Name>InViewOfCommon</Name>
<Type>Boolean</Type>
<AbbrName>InViewOfCmn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether or not the halt was due to Common Stock trading being halted.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>329</Tag>
<Name>DueToRelated</Name>
<Type>Boolean</Type>
<AbbrName>DueToReltd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether or not the halt was due to the Related Security being halted.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>330</Tag>
<Name>BuyVolume</Name>
<Type>Qty</Type>
<AbbrName>BuyVol</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Quantity bought.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>331</Tag>
<Name>SellVolume</Name>
<Type>Qty</Type>
<AbbrName>SellVol</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Quantity sold.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>332</Tag>
<Name>HighPx</Name>
<Type>Price</Type>
<AbbrName>HighPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Represents an indication of the high end of the price range for a security prior to the open or reopen</Description>
</Field>
<Field added="FIX.4.2">
<Tag>333</Tag>
<Name>LowPx</Name>
<Type>Price</Type>
<AbbrName>LowPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Represents an indication of the low end of the price range for a security prior to the open or reopen</Description>
</Field>
<Field added="FIX.4.2">
<Tag>334</Tag>
<Name>Adjustment</Name>
<Type>int</Type>
<AbbrName>Adjmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the type of adjustment.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>335</Tag>
<Name>TradSesReqID</Name>
<Type>String</Type>
<AbbrName>ReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique ID of a Trading Session Status message.</Description>
</Field>
<Field added="FIX.4.2" updated="FIX.5.0SP2" updatedEP="190">
<Tag>336</Tag>
<Name>TradingSessionID</Name>
<Type>String</Type>
<AbbrName>SesID</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Identifier for a trading session.
A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties.
To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336).
Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>337</Tag>
<Name>ContraTrader</Name>
<Type>String</Type>
<AbbrName>CntraTrdr</AbbrName>
<BaseCategory>SingleGeneralOrderHandling</BaseCategory>
<BaseCategoryAbbrName>Trdr</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the trader (e.g. "badge number") of the ContraBroker.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>338</Tag>
<Name>TradSesMethod</Name>
<Type>int</Type>
<AbbrName>Method</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Method of trading</Description>
</Field>
<Field added="FIX.4.2">
<Tag>339</Tag>
<Name>TradSesMode</Name>
<Type>int</Type>
<AbbrName>Mode</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Trading Session Mode</Description>
</Field>
<Field added="FIX.4.2">
<Tag>340</Tag>
<Name>TradSesStatus</Name>
<Type>int</Type>
<AbbrName>Stat</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>State of the trading session.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>341</Tag>
<Name>TradSesStartTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>StartTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Starting time of the trading session</Description>
</Field>
<Field added="FIX.4.2">
<Tag>342</Tag>
<Name>TradSesOpenTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>OpenTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time of the opening of the trading session</Description>
</Field>
<Field added="FIX.4.2">
<Tag>343</Tag>
<Name>TradSesPreCloseTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>PreClsTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time of the pre-closed of the trading session</Description>
</Field>
<Field added="FIX.4.2">
<Tag>344</Tag>
<Name>TradSesCloseTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>ClsTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Closing time of the trading session</Description>
</Field>
<Field added="FIX.4.2">
<Tag>345</Tag>
<Name>TradSesEndTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>EndTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>End time of the trading session</Description>
</Field>
<Field added="FIX.4.2">
<Tag>346</Tag>
<Name>NumberOfOrders</Name>
<Type>int</Type>
<AbbrName>NumOfOrds</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Number of orders in the market.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>347</Tag>
<Name>MessageEncoding</Name>
<Type>String</Type>
<AbbrName>MsgEncd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of message encoding (non-ASCII (non-English) characters) used in a message's "Encoded" fields.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>348</Tag>
<Name>EncodedIssuerLen</Name>
<Type>Length</Type>
<AssociatedDataTag>349</AssociatedDataTag>
<AbbrName>EncIssrLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>349</Tag>
<Name>EncodedIssuer</Name>
<Type>data</Type>
<AbbrName>EncIssr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Issuer field.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>350</Tag>
<Name>EncodedSecurityDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>351</AssociatedDataTag>
<AbbrName>EncSecDescLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (351) field.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>351</Tag>
<Name>EncodedSecurityDesc</Name>
<Type>data</Type>
<AbbrName>EncSecDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>352</Tag>
<Name>EncodedListExecInstLen</Name>
<Type>Length</Type>
<AssociatedDataTag>353</AssociatedDataTag>
<AbbrName>EncListExecInstLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedListExecInst (353) field.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>353</Tag>
<Name>EncodedListExecInst</Name>
<Type>data</Type>
<AbbrName>EncListExecInst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the ListExecInst (69) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListExecInst field.</Description>
</Field>
<Field added="FIX.4.2" updated="FIX.5.0SP2" updatedEP="192">
<Tag>354</Tag>
<Name>EncodedTextLen</Name>
<Type>Length</Type>
<AssociatedDataTag>355</AssociatedDataTag>
<AbbrName>EncTxtLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedText (355) field.</Description>
</Field>
<Field added="FIX.4.2" updated="FIX.5.0SP2" updatedEP="192">
<Tag>355</Tag>
<Name>EncodedText</Name>
<Type>data</Type>
<AbbrName>EncTxt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text(58) field.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>356</Tag>
<Name>EncodedSubjectLen</Name>
<Type>Length</Type>
<AssociatedDataTag>357</AssociatedDataTag>
<AbbrName>EncSubjectLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedSubject (357) field.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>357</Tag>
<Name>EncodedSubject</Name>
<Type>data</Type>
<AbbrName>EncSubject</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the Subject (147) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Subject field.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>358</Tag>
<Name>EncodedHeadlineLen</Name>
<Type>Length</Type>
<AssociatedDataTag>359</AssociatedDataTag>
<AbbrName>EncHeadlineLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedHeadline (359) field.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>359</Tag>
<Name>EncodedHeadline</Name>
<Type>data</Type>
<AbbrName>EncHeadline</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the Headline (148) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Headline field.</Description>
</Field>
<Field added="FIX.4.2" updated="FIX.5.0SP2" updatedEP="192">
<Tag>360</Tag>
<Name>EncodedAllocTextLen</Name>
<Type>Length</Type>
<AssociatedDataTag>361</AssociatedDataTag>
<AbbrName>EncAllocTextLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedAllocText (361) field.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>361</Tag>
<Name>EncodedAllocText</Name>
<Type>data</Type>
<AbbrName>EncAllocText</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the AllocText (161) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AllocText field.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>362</Tag>
<Name>EncodedUnderlyingIssuerLen</Name>
<Type>Length</Type>
<AssociatedDataTag>363</AssociatedDataTag>
<AbbrName>EncUndIssrLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>363</Tag>
<Name>EncodedUnderlyingIssuer</Name>
<Type>data</Type>
<AbbrName>EncUndIssr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>364</Tag>
<Name>EncodedUnderlyingSecurityDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>365</AssociatedDataTag>
<AbbrName>EncUndSecDescLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>365</Tag>
<Name>EncodedUnderlyingSecurityDesc</Name>
<Type>data</Type>
<AbbrName>EncUndSecDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>366</Tag>
<Name>AllocPrice</Name>
<Type>Price</Type>
<AbbrName>Px</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Executed price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan).</Description>
</Field>
<Field added="FIX.4.2">
<Tag>367</Tag>
<Name>QuoteSetValidUntilTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>ValidTil</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT")</Description>
</Field>
<Field added="FIX.4.2">
<Tag>368</Tag>
<Name>QuoteEntryRejectReason</Name>
<Type>int</Type>
<AbbrName>EntryRejRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>300</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Reason Quote Entry was rejected:</Description>
</Field>
<Field added="FIX.4.2">
<Tag>369</Tag>
<Name>LastMsgSeqNumProcessed</Name>
<Type>SeqNum</Type>
<AbbrName>LastMsgSeqNumProced</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>The last MsgSeqNum (34) value received by the FIX engine and processed by downstream application, such as trading engine or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>371</Tag>
<Name>RefTagID</Name>
<Type>int</Type>
<AbbrName>RefTagID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The tag number of the FIX field being referenced.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>372</Tag>
<Name>RefMsgType</Name>
<Type>String</Type>
<AbbrName>RefMsgTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>35</EnumDatatype>
<Description>The MsgType (35) of the FIX message being referenced.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>373</Tag>
<Name>SessionRejectReason</Name>
<Type>int</Type>
<AbbrName>SessRejRsn</AbbrName>
<NotReqXML>1</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Code to identify reason for a session-level Reject message.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>374</Tag>
<Name>BidRequestTransType</Name>
<Type>char</Type>
<AbbrName>BidReqTransTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the Bid Request message type.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>375</Tag>
<Name>ContraBroker</Name>
<Type>String</Type>
<AbbrName>CntraBrkr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies contra broker. Standard NASD market-maker mnemonic is preferred.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>376</Tag>
<Name>ComplianceID</Name>
<Type>String</Type>
<AbbrName>ComplianceID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>ID used to represent this transaction for compliance purposes (e.g. OATS reporting).</Description>
</Field>
<Field added="FIX.4.2">
<Tag>377</Tag>
<Name>SolicitedFlag</Name>
<Type>Boolean</Type>
<AbbrName>SolFlag</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether or not the order was solicited.</Description>
</Field>
<Field added="FIX.4.2" updated="FIX.5.0SP2" updatedEP="195">
<Tag>378</Tag>
<Name>ExecRestatementReason</Name>
<Type>int</Type>
<AbbrName>ExecRstmtRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>The reason for restatement when an ExecutionReport(35=8) or TradeCaptureReport(35=AE) message is sent with ExecType(150) = D (Restated) or used when communicating an unsolicited cancel.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>379</Tag>
<Name>BusinessRejectRefID</Name>
<Type>String</Type>
<AbbrName>BizRejRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The value of the business-level "ID" field on the message being referenced.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>380</Tag>
<Name>BusinessRejectReason</Name>
<Type>int</Type>
<AbbrName>BizRejRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Code to identify reason for a Business Message Reject message.</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="95" added="FIX.4.2">
<Tag>381</Tag>
<Name>GrossTradeAmt</Name>
<Type>Amt</Type>
<AbbrName>GrossTrdAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total amount traded (i.e. quantity * price) expressed in units of currency. For FX Futures this is used to express the notional value of a fill when quantity fields are expressed in terms of contract size (i.e. quantity * price * contract size).</Description>
</Field>
<Field added="FIX.4.2">
<Tag>382</Tag>
<Name>NoContraBrokers</Name>
<Type>NumInGroup</Type>
<AbbrName>NoCntraBrkrs</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>The number of ContraBroker (375) entries.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>383</Tag>
<Name>MaxMessageSize</Name>
<Type>Length</Type>
<AbbrName>MaxMsgSz</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Maximum number of bytes supported for a single message.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>384</Tag>
<Name>NoMsgTypes</Name>
<Type>NumInGroup</Type>
<AbbrName>NoMsgTyps</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of MsgTypes (35) in repeating group.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>385</Tag>
<Name>MsgDirection</Name>
<Type>char</Type>
<AbbrName>MsgDirctn</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Specifies the direction of the messsage.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>386</Tag>
<Name>NoTradingSessions</Name>
<Type>NumInGroup</Type>
<AbbrName>NoTrdgSesss</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of TradingSessionIDs (336) in repeating group.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>387</Tag>
<Name>TotalVolumeTraded</Name>
<Type>Qty</Type>
<AbbrName>TotVolTrdd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total volume (quantity) traded.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>388</Tag>
<Name>DiscretionInst</Name>
<Type>char</Type>
<AbbrName>DsctnInst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>389</Tag>
<Name>DiscretionOffsetValue</Name>
<Type>float</Type>
<AbbrName>OfstValu</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Amount (signed) added to the "related to" price specified via DiscretionInst (388), in the context of DiscretionOffsetType (842)
(Prior to FIX 4.4 this field was of type PriceOffset)</Description>
</Field>
<Field added="FIX.4.2" updated="FIX.5.0SP2" updatedEP="144">
<Tag>390</Tag>
<Name>BidID</Name>
<Type>String</Type>
<AbbrName>BidID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For bid lists, unique identifier for BidResponse(35=I) as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day.
For quotes, unique identifier for the bid side of the quote assigned by the quote issuer.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>391</Tag>
<Name>ClientBidID</Name>
<Type>String</Type>
<AbbrName>ClBidID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>392</Tag>
<Name>ListName</Name>
<Type>String</Type>
<AbbrName>ListName</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Descriptive name for list order.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>393</Tag>
<Name>TotNoRelatedSym</Name>
<Type>int</Type>
<AbbrName>TotNoReltdSym</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total number of securities.
(Prior to FIX 4.4 this field was named TotalNumSecurities)</Description>
</Field>
<Field added="FIX.4.2">
<Tag>394</Tag>
<Name>BidType</Name>
<Type>int</Type>
<AbbrName>BidTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Code to identify the type of Bid Request.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>395</Tag>
<Name>NumTickets</Name>
<Type>int</Type>
<AbbrName>NumTkts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total number of tickets.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>396</Tag>
<Name>SideValue1</Name>
<Type>Amt</Type>
<AbbrName>SideValu1</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Amounts in currency</Description>
</Field>
<Field added="FIX.4.2">
<Tag>397</Tag>
<Name>SideValue2</Name>
<Type>Amt</Type>
<AbbrName>SideValu2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Amounts in currency</Description>
</Field>
<Field added="FIX.4.2">
<Tag>398</Tag>
<Name>NoBidDescriptors</Name>
<Type>NumInGroup</Type>
<AbbrName>NoBidDescptrs</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of BidDescriptor (400) entries.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>399</Tag>
<Name>BidDescriptorType</Name>
<Type>int</Type>
<AbbrName>BidDescptrTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Code to identify the type of BidDescriptor (400).</Description>
</Field>
<Field added="FIX.4.2">
<Tag>400</Tag>
<Name>BidDescriptor</Name>
<Type>String</Type>
<AbbrName>BidDescptr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>BidDescriptor value. Usage depends upon BidDescriptorTyp (399).
If BidDescriptorType = 1
Industrials etc - Free text
If BidDescriptorType = 2
"FR" etc - ISO Country Codes
If BidDescriptorType = 3
FT00, FT250, STOX - Free text</Description>
</Field>
<Field added="FIX.4.2">
<Tag>401</Tag>
<Name>SideValueInd</Name>
<Type>int</Type>
<AbbrName>SideValuInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Code to identify which "SideValue" the value refers to. SideValue1 and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>402</Tag>
<Name>LiquidityPctLow</Name>
<Type>Percentage</Type>
<AbbrName>LqdtyPctLow</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Liquidity indicator or lower limit if TotalNumSecurities (393) > 1. Represented as a percentage.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>403</Tag>
<Name>LiquidityPctHigh</Name>
<Type>Percentage</Type>
<AbbrName>LqdtyPctHigh</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Upper liquidity indicator if TotalNumSecurities (393) > 1. Represented as a percentage.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>404</Tag>
<Name>LiquidityValue</Name>
<Type>Amt</Type>
<AbbrName>LqdtyValu</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency</Description>
</Field>
<Field added="FIX.4.2">
<Tag>405</Tag>
<Name>EFPTrackingError</Name>
<Type>Percentage</Type>
<AbbrName>EFPTrkngErr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Eg Used in EFP trades 2% (EFP - Exchange for Physical ). Represented as a percentage.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>406</Tag>
<Name>FairValue</Name>
<Type>Amt</Type>
<AbbrName>FairValu</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used in EFP trades</Description>
</Field>
<Field added="FIX.4.2">
<Tag>407</Tag>
<Name>OutsideIndexPct</Name>
<Type>Percentage</Type>
<AbbrName>OutsideNdxPct</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used in EFP trades. Represented as a percentage.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>408</Tag>
<Name>ValueOfFutures</Name>
<Type>Amt</Type>
<AbbrName>ValuOfFuts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used in EFP trades</Description>
</Field>
<Field added="FIX.4.2">
<Tag>409</Tag>
<Name>LiquidityIndType</Name>
<Type>int</Type>
<AbbrName>LqdtyIndTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Code to identify the type of liquidity indicator.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>410</Tag>
<Name>WtAverageLiquidity</Name>
<Type>Percentage</Type>
<AbbrName>WtAvgLqdty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>411</Tag>
<Name>ExchangeForPhysical</Name>
<Type>Boolean</Type>
<AbbrName>EFP</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether or not to exchange for phsyical.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>412</Tag>
<Name>OutMainCntryUIndex</Name>
<Type>Amt</Type>
<AbbrName>OutMainCntryUNdx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Value of stocks in Currency</Description>
</Field>
<Field added="FIX.4.2">
<Tag>413</Tag>
<Name>CrossPercent</Name>
<Type>Percentage</Type>
<AbbrName>CrssPct</AbbrName>
<BaseCategory>CrossOrders</BaseCategory>
<BaseCategoryAbbrName>Pct</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Percentage of program that crosses in Currency. Represented as a percentage.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>414</Tag>
<Name>ProgRptReqs</Name>
<Type>int</Type>
<AbbrName>ProgRptReqs</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Code to identify the desired frequency of progress reports.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>415</Tag>
<Name>ProgPeriodInterval</Name>
<Type>int</Type>
<AbbrName>ProgPeriodIntvl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time in minutes between each ListStatus report sent by SellSide. Zero means don't send status.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>416</Tag>
<Name>IncTaxInd</Name>
<Type>int</Type>
<AbbrName>IncTaxInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Code to represent whether value is net (inclusive of tax) or gross.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>417</Tag>
<Name>NumBidders</Name>
<Type>int</Type>
<AbbrName>NumBidders</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the total number of bidders on the list</Description>
</Field>
<Field added="FIX.4.2">
<Tag>418</Tag>
<Name>BidTradeType</Name>
<Type>char</Type>
<AbbrName>BidTrdTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Code to represent the type of trade.
(Prior to FIX 4.4 this field was named "TradeType")</Description>
</Field>
<Field added="FIX.4.2">
<Tag>419</Tag>
<Name>BasisPxType</Name>
<Type>char</Type>
<AbbrName>BasisPxTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Code to represent the basis price type.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>420</Tag>
<Name>NoBidComponents</Name>
<Type>NumInGroup</Type>
<AbbrName>NoBidComponents</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Indicates the number of list entries.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>421</Tag>
<Name>Country</Name>
<Type>Country</Type>
<AbbrName>Ctry</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>ISO Country Code in field</Description>
</Field>
<Field added="FIX.4.2">
<Tag>422</Tag>
<Name>TotNoStrikes</Name>
<Type>int</Type>
<AbbrName>TotNoStrks</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total number of strike price entries across all messages. Should be the sum of all NoStrikes (428) in each message that has repeating strike price entries related to the same ListID (66). Used to support fragmentation.</Description>
</Field>
<Field added="FIX.4.2" updated="FIX.5.0SP2" updatedEP="207">
<Tag>423</Tag>
<Name>PriceType</Name>
<Type>int</Type>
<AbbrName>PxTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Code to represent the price type.</Description>
<Elaboration>For Financing transactions PriceType(423) implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price(44) gives the corresponding "repo rate".
See Volume 1 "Glossary" for further value definitions.</Elaboration>
</Field>
<Field added="FIX.4.2">
<Tag>424</Tag>
<Name>DayOrderQty</Name>
<Type>Qty</Type>
<AbbrName>DayOrdQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For GT orders, the OrderQty (38) less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQty (424) = OrderQty - (CumQty (14) - DayCumQty (425))</Description>
</Field>
<Field added="FIX.4.2">
<Tag>425</Tag>
<Name>DayCumQty</Name>
<Type>Qty</Type>
<AbbrName>DayCumQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Quantity on a GT order that has traded today.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>426</Tag>
<Name>DayAvgPx</Name>
<Type>Price</Type>
<AbbrName>DayAvgPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The average price for quantity on a GT order that has traded today.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>427</Tag>
<Name>GTBookingInst</Name>
<Type>int</Type>
<AbbrName>GTBkngInst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>428</Tag>
<Name>NoStrikes</Name>
<Type>NumInGroup</Type>
<AbbrName>NoStrks</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of list strike price entries.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>429</Tag>
<Name>ListStatusType</Name>
<Type>int</Type>
<AbbrName>ListStatTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Code to represent the status type.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>430</Tag>
<Name>NetGrossInd</Name>
<Type>int</Type>
<AbbrName>NetGrossInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Code to represent whether value is net (inclusive of tax) or gross.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>431</Tag>
<Name>ListOrderStatus</Name>
<Type>int</Type>
<AbbrName>ListOrdStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Code to represent the status of a list order.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>432</Tag>
<Name>ExpireDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>ExpireDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market's business practices</Description>
</Field>
<Field added="FIX.4.2">
<Tag>433</Tag>
<Name>ListExecInstType</Name>
<Type>char</Type>
<AbbrName>ListExecInstTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the type of ListExecInst (69).</Description>
</Field>
<Field added="FIX.4.2">
<Tag>434</Tag>
<Name>CxlRejResponseTo</Name>
<Type>char</Type>
<AbbrName>CxlRejRspTo</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the type of request that a Cancel Reject is in response to.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>435</Tag>
<Name>UnderlyingCouponRate</Name>
<Type>Percentage</Type>
<AbbrName>CpnRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Underlying security's CouponRate.
See CouponRate (223) field for description</Description>
</Field>
<Field added="FIX.4.2">
<Tag>436</Tag>
<Name>UnderlyingContractMultiplier</Name>
<Type>float</Type>
<AbbrName>Mult</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Underlying security's ContractMultiplier.
See ContractMultiplier (231) field for description</Description>
</Field>
<Field added="FIX.4.2">
<Tag>437</Tag>
<Name>ContraTradeQty</Name>
<Type>Qty</Type>
<AbbrName>CntraTrdQty</AbbrName>
<BaseCategory>SingleGeneralOrderHandling</BaseCategory>
<BaseCategoryAbbrName>TrdQty</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Quantity traded with the ContraBroker (375).</Description>
</Field>
<Field added="FIX.4.2">
<Tag>438</Tag>
<Name>ContraTradeTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>CntraTrdTm</AbbrName>
<BaseCategory>SingleGeneralOrderHandling</BaseCategory>
<BaseCategoryAbbrName>TrdTm</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifes the time of the trade with the ContraBroker (375). (always expressed in UTC (Universal Time Coordinated, also known as "GMT")</Description>
</Field>
<Field added="FIX.4.2">
<Tag>441</Tag>
<Name>LiquidityNumSecurities</Name>
<Type>int</Type>
<AbbrName>LqdtyNumSecurities</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Number of Securites between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency.</Description>
</Field>
<Field added="FIX.4.2" updated="FIX.5.0SP2" updatedEP="150">
<Tag>442</Tag>
<Name>MultiLegReportingType</Name>
<Type>char</Type>
<AbbrName>MLegRptTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate how the multi-legged security (e.g. option strategies, spreads, etc.) is being reported. </Description>
</Field>
<Field added="FIX.4.2" updated="FIX.5.0SP2" updatedEP="226">
<Tag>443</Tag>
<Name>StrikeTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>StrkTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The time at which current market prices are used to determine the value of a basket.
In negotiation workflows where a spread-to-benchmark price is negotiated, this is the pre-determined time at which the benchmark is to be spotted. </Description>
</Field>
<Field added="FIX.4.2">
<Tag>444</Tag>
<Name>ListStatusText</Name>
<Type>String</Type>
<AbbrName>ListStatText</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Free format text string related to List Status.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>445</Tag>
<Name>EncodedListStatusTextLen</Name>
<Type>Length</Type>
<AssociatedDataTag>446</AssociatedDataTag>
<AbbrName>EncListStatTextLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedListStatusText (446) field.</Description>
</Field>
<Field added="FIX.4.2">
<Tag>446</Tag>
<Name>EncodedListStatusText</Name>
<Type>data</Type>
<AbbrName>EncListStatText</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the ListStatusText (444) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListStatusText field.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>447</Tag>
<Name>PartyIDSource</Name>
<Type>char</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified.
See "Appendix 6-G - Use of <Parties> Component Block"</Description>
</Field>
<Field added="FIX.4.3">
<Tag>448</Tag>
<Name>PartyID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Party identifier/code. See PartyIDSource (447) and PartyRole (452).
See "Appendix 6-G - Use of <Parties> Component Block"</Description>
</Field>
<Field added="FIX.4.3">
<Tag>451</Tag>
<Name>NetChgPrevDay</Name>
<Type>PriceOffset</Type>
<AbbrName>NetChgPrevDay</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Net change from previous day's closing price vs. last traded price.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>452</Tag>
<Name>PartyRole</Name>
<Type>int</Type>
<AbbrName>R</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the type or role of the PartyID (448) specified.
See "Appendix 6-G - Use of <Parties> Component Block"
(see Volume : "Glossary" for value definitions)</Description>
</Field>
<Field added="FIX.4.3">
<Tag>453</Tag>
<Name>NoPartyIDs</Name>
<Type>NumInGroup</Type>
<AbbrName>NoPtyIDs</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries</Description>
</Field>
<Field added="FIX.4.3">
<Tag>454</Tag>
<Name>NoSecurityAltID</Name>
<Type>NumInGroup</Type>
<AbbrName>NoSecAltID</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of SecurityAltID (455) entries.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>455</Tag>
<Name>SecurityAltID</Name>
<Type>String</Type>
<AbbrName>AltID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>456</Tag>
<Name>SecurityAltIDSource</Name>
<Type>String</Type>
<AbbrName>AltIDSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<Description>Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified.
Valid values:
Same valid values as the SecurityIDSource (22) field</Description>
</Field>
<Field added="FIX.4.3">
<Tag>457</Tag>
<Name>NoUnderlyingSecurityAltID</Name>
<Type>NumInGroup</Type>
<AbbrName>NoUndSecAltID</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of UnderlyingSecurityAltID (458) entries.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>458</Tag>
<Name>UnderlyingSecurityAltID</Name>
<Type>String</Type>
<AbbrName>AltID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>459</Tag>
<Name>UnderlyingSecurityAltIDSource</Name>
<Type>String</Type>
<AbbrName>AltIDSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<Description>Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified.
Valid values:
Same valid values as the SecurityIDSource (22) field</Description>
</Field>
<Field added="FIX.4.3">
<Tag>460</Tag>
<Name>Product</Name>
<Type>int</Type>
<AbbrName>Prod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>461</Tag>
<Name>CFICode</Name>
<Type>String</Type>
<AbbrName>CFI</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See "Appendix 6-B FIX Fields Based Upon Other Standards". See also the Product (460) and SecurityType (167) fields. It is recommended that CFICode be used instead of SecurityType (167) for non-Fixed Income instruments.
A subset of possible values applicable to FIX usage are identified in "Appendix 6-D CFICode Usage - ISO 10962 Classification of Financial Instruments (CFI code)"</Description>
</Field>
<Field added="FIX.4.3">
<Tag>462</Tag>
<Name>UnderlyingProduct</Name>
<Type>int</Type>
<AbbrName>Prod</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>460</EnumDatatype>
<Description>Underlying security's Product.
Valid values: see Product(460) field</Description>
</Field>
<Field added="FIX.4.3">
<Tag>463</Tag>
<Name>UnderlyingCFICode</Name>
<Type>String</Type>
<AbbrName>CFI</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Underlying security's CFICode.
Valid values: see CFICode (461) field</Description>
</Field>
<Field added="FIX.4.3">
<Tag>464</Tag>
<Name>TestMessageIndicator</Name>
<Type>Boolean</Type>
<AbbrName>TestMsgInd</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Indicates whether or not this FIX Session is a "test" vs. "production" connection. Useful for preventing "accidents".</Description>
</Field>
<Field added="FIX.4.3">
<Tag>466</Tag>
<Name>BookingRefID</Name>
<Type>String</Type>
<AbbrName>BkngRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Common reference passed to a post-trade booking process (e.g. industry matching utility).</Description>
</Field>
<Field added="FIX.4.3">
<Tag>467</Tag>
<Name>IndividualAllocID</Name>
<Type>String</Type>
<AbbrName>IndAllocID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).</Description>
</Field>
<Field added="FIX.4.3">
<Tag>468</Tag>
<Name>RoundingDirection</Name>
<Type>char</Type>
<AbbrName>RndDir</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies which direction to round For CIV - indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrdQty (152) or (for CIV only) OrderPercent (516) are specified on an order.
The default is for rounding to be at the discretion of the executing broker or fund manager.
e.g. for an order specifying CashOrdQty or OrderPercent if the calculated number of shares/units was 325.76 and RoundingModulus (469) was 0 - "round down" would give 320 units, 1 - "round up" would give 330 units and "round to nearest" would give 320 units.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>469</Tag>
<Name>RoundingModulus</Name>
<Type>float</Type>
<AbbrName>RndMod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For CIV - a float value indicating the value to which rounding is required.
i.e. 0 means round to a multiple of 0 units/shares; 0.5 means round to a multiple of 0.5 units/shares.
The default, if RoundingDirection (468) is specified without RoundingModulus, is to round to a whole unit/share.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>470</Tag>
<Name>CountryOfIssue</Name>
<Type>Country</Type>
<AbbrName>IssuCtry</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (48) (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>471</Tag>
<Name>StateOrProvinceOfIssue</Name>
<Type>String</Type>
<AbbrName>StPrv</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A two-character state or province abbreviation.</Description>
</Field>
<Field added="FIX.4.3" updated="FIX.5.0SP2" updatedEP="192">
<Tag>472</Tag>
<Name>LocaleOfIssue</Name>
<Type>String</Type>
<AbbrName>Lcl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the locale or region of issue. </Description>
<Elaboration>For Municipal Security Issuers other than state or province. Refer to http://www.atmos.albany.edu/cgi/stagrep-cgi. Reference the IATA city codes for values. Note IATA (International Air Transport Association) maintains the codes at www.iata.org. For other securities the value may be a region of the issuer, e.g. North America.</Elaboration>
</Field>
<Field added="FIX.4.3">
<Tag>473</Tag>
<Name>NoRegistDtls</Name>
<Type>NumInGroup</Type>
<AbbrName>NoRegistDtls</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>The number of registration details on a Registration Instructions message</Description>
</Field>
<Field added="FIX.4.3">
<Tag>474</Tag>
<Name>MailingDtls</Name>
<Type>String</Type>
<AbbrName>MailingDtls</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Set of Correspondence address details, possibly including phone, fax, etc.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>475</Tag>
<Name>InvestorCountryOfResidence</Name>
<Type>Country</Type>
<AbbrName>InvestorCtryOfResidence</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ISO 366 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>476</Tag>
<Name>PaymentRef</Name>
<Type>String</Type>
<AbbrName>PmtRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>"Settlement Payment Reference" - A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>477</Tag>
<Name>DistribPaymentMethod</Name>
<Type>int</Type>
<AbbrName>DistribPmtMethod</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>A code identifying the payment method for a (fractional) distribution.
13 through 998 are reserved for future use
Values above 1000 are available for use by private agreement among counterparties</Description>
</Field>
<Field added="FIX.4.3">
<Tag>478</Tag>
<Name>CashDistribCurr</Name>
<Type>Currency</Type>
<AbbrName>CshDistribCurr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies currency to be used for Cash Distributions see "Appendix 6-A Valid Currency Codes".</Description>
</Field>
<Field added="FIX.4.3">
<Tag>479</Tag>
<Name>CommCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies currency to be use for Commission (12) if the Commission currency is different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes".</Description>
</Field>
<Field added="FIX.4.3">
<Tag>480</Tag>
<Name>CancellationRights</Name>
<Type>char</Type>
<AbbrName>CxllationRights</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For CIV - A one character code identifying whether Cancellation rights/Cooling off period applies.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>481</Tag>
<Name>MoneyLaunderingStatus</Name>
<Type>char</Type>
<AbbrName>MnyLaunderingStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A one character code identifying Money laundering status.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>482</Tag>
<Name>MailingInst</Name>
<Type>String</Type>
<AbbrName>MailingInst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Free format text to specify mailing instruction requirements, e.g. "no third party mailings".</Description>
</Field>
<Field added="FIX.4.3">
<Tag>483</Tag>
<Name>TransBkdTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>TransBkdTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager.
For derivatives a date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU. Indicates the time at which the order was finalized between the buyer and seller prior to submission.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>484</Tag>
<Name>ExecPriceType</Name>
<Type>char</Type>
<AbbrName>ExecPxTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>485</Tag>
<Name>ExecPriceAdjustment</Name>
<Type>float</Type>
<AbbrName>ExecPxAdjment</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType (484)</Description>
</Field>
<Field added="FIX.4.3">
<Tag>486</Tag>
<Name>DateOfBirth</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtOfBirth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>487</Tag>
<Name>TradeReportTransType</Name>
<Type>int</Type>
<AbbrName>TransTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies Trade Report message transaction type
(Prior to FIX 4.4 this field was of type char)</Description>
</Field>
<Field added="FIX.4.3">
<Tag>488</Tag>
<Name>CardHolderName</Name>
<Type>String</Type>
<AbbrName>CardHolderName</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The name of the payment card holder as specified on the card being used for payment.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>489</Tag>
<Name>CardNumber</Name>
<Type>String</Type>
<AbbrName>CardNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of the payment card as specified on the card being used for payment.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>490</Tag>
<Name>CardExpDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>CardExpDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The expiry date of the payment card as specified on the card being used for payment.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>491</Tag>
<Name>CardIssNum</Name>
<Type>String</Type>
<AbbrName>CardIssNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The issue number of the payment card as specified on the card being used for payment. This is only applicable to certain types of card.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>492</Tag>
<Name>PaymentMethod</Name>
<Type>int</Type>
<AbbrName>PmtMethod</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>A code identifying the Settlement payment method. 16 through 998 are reserved for future use
Values above 1000 are available for use by private agreement among counterparties</Description>
</Field>
<Field added="FIX.4.3">
<Tag>493</Tag>
<Name>RegistAcctType</Name>
<Type>String</Type>
<AbbrName>AcctTyp</AbbrName>
<BaseCategory>RegistrationInstruction</BaseCategory>
<BaseCategoryAbbrName>AcctTyp</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>For CIV - a fund manager-defined code identifying which of the fund manager's account types is required.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>494</Tag>
<Name>Designation</Name>
<Type>String</Type>
<AbbrName>Designation</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a common registration, e.g. a broker's nominee or street name.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>495</Tag>
<Name>TaxAdvantageType</Name>
<Type>int</Type>
<AbbrName>TaxAdvantageTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held.
30 - 998 are reserved for future use by recognized taxation authorities
999=Other
values above 1000 are available for use by private agreement among counterparties</Description>
</Field>
<Field added="FIX.4.3">
<Tag>496</Tag>
<Name>RegistRejReasonText</Name>
<Type>String</Type>
<AbbrName>RejRsnTxt</AbbrName>
<BaseCategory>RegistrationInstruction</BaseCategory>
<BaseCategoryAbbrName>Dtls</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Text indicating reason(s) why a Registration Instruction has been rejected.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>497</Tag>
<Name>FundRenewWaiv</Name>
<Type>char</Type>
<AbbrName>FundRenewWaiv</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A one character code identifying whether the Fund based renewal commission is to be waived.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>498</Tag>
<Name>CashDistribAgentName</Name>
<Type>String</Type>
<AbbrName>CshDistribAgentName</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Name of local agent bank if for cash distributions</Description>
</Field>
<Field added="FIX.4.3">
<Tag>499</Tag>
<Name>CashDistribAgentCode</Name>
<Type>String</Type>
<AbbrName>CshDistribAgentCode</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>BIC (Bank Identification Code--Swift managed) code of agent bank for cash distributions</Description>
</Field>
<Field added="FIX.4.3">
<Tag>500</Tag>
<Name>CashDistribAgentAcctNumber</Name>
<Type>String</Type>
<AbbrName>CshDistribAgentAcctNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Account number at agent bank for distributions.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>501</Tag>
<Name>CashDistribPayRef</Name>
<Type>String</Type>
<AbbrName>CshDistribPayRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Free format Payment reference to assist with reconciliation of distributions.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>502</Tag>
<Name>CashDistribAgentAcctName</Name>
<Type>String</Type>
<AbbrName>CshDistribAgentAcctName</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Name of account at agent bank for distributions.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>503</Tag>
<Name>CardStartDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>CardStartDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The start date of the card as specified on the card being used for payment.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>504</Tag>
<Name>PaymentDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>PmtDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The date written on a cheque or date payment should be submitted to the relevant clearing system.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>505</Tag>
<Name>PaymentRemitterID</Name>
<Type>String</Type>
<AbbrName>PmtRemtrID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies sender of a payment, e.g. the payment remitter or a customer reference number.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>506</Tag>
<Name>RegistStatus</Name>
<Type>char</Type>
<AbbrName>RegStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Registration status as returned by the broker or (for CIV) the fund manager:</Description>
</Field>
<Field added="FIX.4.3">
<Tag>507</Tag>
<Name>RegistRejReasonCode</Name>
<Type>int</Type>
<AbbrName>RejRsnCd</AbbrName>
<BaseCategory>RegistrationInstruction</BaseCategory>
<BaseCategoryAbbrName>RejRsnCd</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Reason(s) why Registration Instructions has been rejected.
The reason may be further amplified in the RegistRejReasonCode field.
Possible values of reason code include:</Description>
</Field>
<Field added="FIX.4.3">
<Tag>508</Tag>
<Name>RegistRefID</Name>
<Type>String</Type>
<AbbrName>RefID</AbbrName>
<BaseCategory>RegistrationInstruction</BaseCategory>
<BaseCategoryAbbrName>RefID</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference identifier for the RegistID (53) with Cancel and Replace RegistTransType (54) transaction types.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>509</Tag>
<Name>RegistDtls</Name>
<Type>String</Type>
<AbbrName>Dtls</AbbrName>
<BaseCategory>RegistrationInstruction</BaseCategory>
<BaseCategoryAbbrName>RejRsnTxt</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Set of Registration name and address details, possibly including phone, fax etc.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>510</Tag>
<Name>NoDistribInsts</Name>
<Type>NumInGroup</Type>
<AbbrName>NoDistribInsts</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>The number of Distribution Instructions on a Registration Instructions message</Description>
</Field>
<Field added="FIX.4.3">
<Tag>511</Tag>
<Name>RegistEmail</Name>
<Type>String</Type>
<AbbrName>Email</AbbrName>
<BaseCategory>RegistrationInstruction</BaseCategory>
<BaseCategoryAbbrName>Email</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Email address relating to Registration name and address details</Description>
</Field>
<Field added="FIX.4.3">
<Tag>512</Tag>
<Name>DistribPercentage</Name>
<Type>Percentage</Type>
<AbbrName>DistribPctage</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The amount of each distribution to go to this beneficiary, expressed as a percentage</Description>
</Field>
<Field added="FIX.4.3">
<Tag>513</Tag>
<Name>RegistID</Name>
<Type>String</Type>
<AbbrName>RegistID</AbbrName>
<BaseCategory>RegistrationInstruction</BaseCategory>
<BaseCategoryAbbrName>ID</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier of the registration details as assigned by institution or intermediary.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>514</Tag>
<Name>RegistTransType</Name>
<Type>char</Type>
<AbbrName>TransTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies Registration Instructions transaction type</Description>
</Field>
<Field added="FIX.4.3">
<Tag>515</Tag>
<Name>ExecValuationPoint</Name>
<Type>UTCTimestamp</Type>
<AbbrName>ExecValuationPoint</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For CIV - a date and time stamp to indicate the fund valuation point with respect to which a order was priced by the fund manager.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>516</Tag>
<Name>OrderPercent</Name>
<Type>Percentage</Type>
<AbbrName>Pct</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies percentage of investor's total holding to be sold. For a CIV switch/exchange it specifies percentage of investor's cash realised from sales to be re-invested. The executing broker, intermediary or fund manager is responsible for converting and calculating OrderQty (38) in shares/units for subsequent messages.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>517</Tag>
<Name>OwnershipType</Name>
<Type>char</Type>
<AbbrName>OwnershipTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The relationship between Registration parties.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>518</Tag>
<Name>NoContAmts</Name>
<Type>NumInGroup</Type>
<AbbrName>NoContAmts</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>The number of Contract Amount details on an Execution Report message</Description>
</Field>
<Field added="FIX.4.3">
<Tag>519</Tag>
<Name>ContAmtType</Name>
<Type>int</Type>
<AbbrName>ContAmtTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of ContAmtValue (520).
NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>520</Tag>
<Name>ContAmtValue</Name>
<Type>float</Type>
<AbbrName>ContAmtValu</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (519).</Description>
</Field>
<Field added="FIX.4.3">
<Tag>521</Tag>
<Name>ContAmtCurr</Name>
<Type>Currency</Type>
<AbbrName>ContAmtCurr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes".</Description>
</Field>
<Field added="FIX.4.3">
<Tag>522</Tag>
<Name>OwnerType</Name>
<Type>int</Type>
<AbbrName>OwnerTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the type of owner.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>523</Tag>
<Name>PartySubID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>524</Tag>
<Name>NestedPartyID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PartyID value within a nested repeating group.
Same values as PartyID (448)</Description>
</Field>
<Field added="FIX.4.3">
<Tag>525</Tag>
<Name>NestedPartyIDSource</Name>
<Type>char</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>447</EnumDatatype>
<Description>PartyIDSource value within a nested repeating group.
Same values as PartyIDSource (447)</Description>
</Field>
<Field added="FIX.4.3">
<Tag>526</Tag>
<Name>SecondaryClOrdID</Name>
<Type>String</Type>
<AbbrName>ClOrdID2</AbbrName>
<BaseCategory>SingleGeneralOrderHandling</BaseCategory>
<BaseCategoryAbbrName>ID2</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>527</Tag>
<Name>SecondaryExecID</Name>
<Type>String</Type>
<AbbrName>ExecID2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>528</Tag>
<Name>OrderCapacity</Name>
<Type>char</Type>
<AbbrName>Cpcty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Designates the capacity of the firm placing the order.
(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field)
(see Volume : "Glossary" for value definitions)</Description>
</Field>
<Field added="FIX.4.3">
<Tag>529</Tag>
<Name>OrderRestrictions</Name>
<Type>MultipleCharValue</Type>
<AbbrName>Rstctions</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>530</Tag>
<Name>MassCancelRequestType</Name>
<Type>char</Type>
<AbbrName>MassCxlReqTyp</AbbrName>
<BaseCategory>OrderMassHandling</BaseCategory>
<BaseCategoryAbbrName>ReqTyp</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies scope of Order Mass Cancel Request.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>531</Tag>
<Name>MassCancelResponse</Name>
<Type>char</Type>
<AbbrName>MassCxlRsp</AbbrName>
<BaseCategory>OrderMassHandling</BaseCategory>
<BaseCategoryAbbrName>Rsp</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request</Description>
</Field>
<Field added="FIX.4.3">
<Tag>532</Tag>
<Name>MassCancelRejectReason</Name>
<Type>int</Type>
<AbbrName>MassCxlRejRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Reason Order Mass Cancel Request was rejected</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="95" added="FIX.4.3">
<Tag>533</Tag>
<Name>TotalAffectedOrders</Name>
<Type>int</Type>
<AbbrName>TotAffctdOrds</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total number of orders affected by either the OrderMassActionRequest(MsgType=CA) or OrderMassCancelRequest(MsgType=Q).</Description>
</Field>
<Field added="FIX.4.3">
<Tag>534</Tag>
<Name>NoAffectedOrders</Name>
<Type>NumInGroup</Type>
<AbbrName>NoAffctdOrds</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Number of affected orders in the repeating group of order ids.</Description>
</Field>
<Field added="FIX.4.3" updated="FIX.5.0SP2" updatedEP="131">
<Tag>535</Tag>
<Name>AffectedOrderID</Name>
<Type>String</Type>
<AbbrName>OrdID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>OrderID(37) of an order affected by a mass cancel or mass action request.</Description>
</Field>
<Field added="FIX.4.3" updated="FIX.5.0SP2" updatedEP="131">
<Tag>536</Tag>
<Name>AffectedSecondaryOrderID</Name>
<Type>String</Type>
<AbbrName>OrdID2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>SecondaryOrderID(198) of an order affected by a mass cancel or mass action request.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>537</Tag>
<Name>QuoteType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the type of quote.
An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade.
A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market.
A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order.
A counter quote is used in the negotiation model. See Volume 7 - Product: Fixed Income for example usage.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>538</Tag>
<Name>NestedPartyRole</Name>
<Type>int</Type>
<AbbrName>R</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>452</EnumDatatype>
<Description>PartyRole value within a nested repeating group.
Same values as PartyRole (452)</Description>
</Field>
<Field added="FIX.4.3">
<Tag>539</Tag>
<Name>NoNestedPartyIDs</Name>
<Type>NumInGroup</Type>
<AbbrName>NoNstPtyIDs</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of NestedPartyID (524), NestedPartyIDSource (525), and NestedPartyRole (538) entries</Description>
</Field>
<Field added="FIX.4.3" deprecated="FIX.4.4">
<Tag>540</Tag>
<Name>TotalAccruedInterestAmt</Name>
<Type>Amt</Type>
<AbbrName>TotAcrdIntAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total Amount of Accrued Interest for convertible bonds and fixed income</Description>
</Field>
<Field added="FIX.4.3">
<Tag>541</Tag>
<Name>MaturityDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>MatDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Date of maturity.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>542</Tag>
<Name>UnderlyingMaturityDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Mat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Underlying security's maturity date.
See MaturityDate (541) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>543</Tag>
<Name>InstrRegistry</Name>
<Type>String</Type>
<AbbrName>Rgstry</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Values may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, or the value "ZZ" to specify physical ownership of the security (e.g. stock certificate).</Description>
</Field>
<Field added="FIX.4.3">
<Tag>544</Tag>
<Name>CashMargin</Name>
<Type>char</Type>
<AbbrName>CshMgn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>545</Tag>
<Name>NestedPartySubID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PartySubID value within a nested repeating group.
Same values as PartySubID (523)</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="95" added="FIX.4.3">
<Tag>546</Tag>
<Name>Scope</Name>
<Type>MultipleCharValue</Type>
<AbbrName>Scope</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the market scope of the market data.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>547</Tag>
<Name>MDImplicitDelete</Name>
<Type>Boolean</Type>
<AbbrName>ImplctDel</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines how a server handles distribution of a truncated book. Defaults to broker option.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>548</Tag>
<Name>CrossID</Name>
<Type>String</Type>
<AbbrName>CrssID</AbbrName>
<BaseCategory>CrossOrders</BaseCategory>
<BaseCategoryAbbrName>ID</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>549</Tag>
<Name>CrossType</Name>
<Type>int</Type>
<AbbrName>CrssTyp</AbbrName>
<BaseCategory>CrossOrders</BaseCategory>
<BaseCategoryAbbrName>Typ</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of cross being submitted to a market</Description>
</Field>
<Field added="FIX.4.3">
<Tag>550</Tag>
<Name>CrossPrioritization</Name>
<Type>int</Type>
<AbbrName>CrssPriortstn</AbbrName>
<BaseCategory>CrossOrders</BaseCategory>
<BaseCategoryAbbrName>Priorty</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates if one side or the other of a cross order should be prioritized.
The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets - prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected).</Description>
</Field>
<Field added="FIX.4.3">
<Tag>551</Tag>
<Name>OrigCrossID</Name>
<Type>String</Type>
<AbbrName>OrigCrssID</AbbrName>
<BaseCategory>CrossOrders</BaseCategory>
<BaseCategoryAbbrName>OrigID</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>CrossID of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in Cross Cancel and Cross Cancel/Replace Requests.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>552</Tag>
<Name>NoSides</Name>
<Type>NumInGroup</Type>
<AbbrName>NoSides</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of Side repeating group instances.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>553</Tag>
<Name>Username</Name>
<Type>String</Type>
<AbbrName>Username</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Userid or username.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>554</Tag>
<Name>Password</Name>
<Type>String</Type>
<AbbrName>Password</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Password or passphrase.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>555</Tag>
<Name>NoLegs</Name>
<Type>NumInGroup</Type>
<AbbrName>NoLegs</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of InstrumentLeg repeating group instances.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>556</Tag>
<Name>LegCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Currency associated with a particular Leg's quantity</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="95" added="FIX.4.3">
<Tag>557</Tag>
<Name>TotNoSecurityTypes</Name>
<Type>int</Type>
<AbbrName>TotNoSecTyps</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to support fragmentation. Indicates total number of security types when multiple Security Type messages are used to return results.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>558</Tag>
<Name>NoSecurityTypes</Name>
<Type>NumInGroup</Type>
<AbbrName>NoSecTyps</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of Security Type repeating group instances.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>559</Tag>
<Name>SecurityListRequestType</Name>
<Type>int</Type>
<AbbrName>ListReqTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the type/criteria of Security List Request</Description>
</Field>
<Field added="FIX.4.3">
<Tag>560</Tag>
<Name>SecurityRequestResult</Name>
<Type>int</Type>
<AbbrName>ReqRslt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The results returned to a Security Request message</Description>
</Field>
<Field added="FIX.4.3">
<Tag>561</Tag>
<Name>RoundLot</Name>
<Type>Qty</Type>
<AbbrName>RndLot</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The trading lot size of a security</Description>
</Field>
<Field added="FIX.4.3" updated="FIX.5.0SP2" updatedEP="130">
<Tag>562</Tag>
<Name>MinTradeVol</Name>
<Type>Qty</Type>
<AbbrName>MinTrdVol</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The minimum order quantity (as expressed by TradeVolType(1786)) that can be submitted for a security.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>563</Tag>
<Name>MultiLegRptTypeReq</Name>
<Type>int</Type>
<AbbrName>MLEGRptTypReq</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the method of execution reporting requested by issuer of the order.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>564</Tag>
<Name>LegPositionEffect</Name>
<Type>char</Type>
<AbbrName>PosEfct</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>77</EnumDatatype>
<Description>PositionEffect for leg of a multileg
See PositionEffect (77) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>565</Tag>
<Name>LegCoveredOrUncovered</Name>
<Type>int</Type>
<AbbrName>Cover</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>203</EnumDatatype>
<Description>CoveredOrUncovered for leg of a multileg
See CoveredOrUncovered (203) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>566</Tag>
<Name>LegPrice</Name>
<Type>Price</Type>
<AbbrName>Px</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Price for leg of a multileg
See Price (44) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>567</Tag>
<Name>TradSesStatusRejReason</Name>
<Type>int</Type>
<AbbrName>StatRejRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Indicates the reason a Trading Session Status Request was rejected.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>568</Tag>
<Name>TradeRequestID</Name>
<Type>String</Type>
<AbbrName>ReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Trade Capture Report Request ID</Description>
</Field>
<Field added="FIX.4.3">
<Tag>569</Tag>
<Name>TradeRequestType</Name>
<Type>int</Type>
<AbbrName>ReqTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of Trade Capture Report.</Description>
</Field>
<Field added="FIX.4.3" updated="FIX.5.0SP2" updatedEP="229">
<Tag>570</Tag>
<Name>PreviouslyReported</Name>
<Type>Boolean</Type>
<AbbrName>PrevlyRpted</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates if the transaction was previously reported to the counterparty or market.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>571</Tag>
<Name>TradeReportID</Name>
<Type>String</Type>
<AbbrName>RptID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier of trade capture report</Description>
</Field>
<Field added="FIX.4.3">
<Tag>572</Tag>
<Name>TradeReportRefID</Name>
<Type>String</Type>
<AbbrName>RptRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference identifier used with CANCEL and REPLACE transaction types.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>573</Tag>
<Name>MatchStatus</Name>
<Type>char</Type>
<AbbrName>MtchStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The status of this trade with respect to matching or comparison.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>574</Tag>
<Name>MatchType</Name>
<Type>String</Type>
<AbbrName>MtchTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The point in the matching process at which this trade was matched.</Description>
</Field>
<Field added="FIX.4.3" deprecated="FIX.5.0">
<Tag>575</Tag>
<Name>OddLot</Name>
<Type>Boolean</Type>
<AbbrName>OddLot</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>This trade is to be treated as an odd lot
If this field is not specified, the default will be "N"</Description>
</Field>
<Field added="FIX.4.3">
<Tag>576</Tag>
<Name>NoClearingInstructions</Name>
<Type>NumInGroup</Type>
<AbbrName>NoClrngInstrctns</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of clearing instructions</Description>
</Field>
<Field added="FIX.4.3" updated="FIX.5.0SP2" updatedEP="204">
<Tag>577</Tag>
<Name>ClearingInstruction</Name>
<Type>int</Type>
<AbbrName>ClrngInstrctn</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved4000Plus</UnionDataType>
<Description>Eligibility of this trade for clearing and central counterparty processing.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>578</Tag>
<Name>TradeInputSource</Name>
<Type>String</Type>
<AbbrName>InptSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of input device or system from which the trade was entered.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>579</Tag>
<Name>TradeInputDevice</Name>
<Type>String</Type>
<AbbrName>InptDev</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specific device number, terminal number or station where trade was entered</Description>
</Field>
<Field added="FIX.4.3">
<Tag>580</Tag>
<Name>NoDates</Name>
<Type>NumInGroup</Type>
<AbbrName>NoDts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Number of Date fields provided in date range</Description>
</Field>
<Field added="FIX.4.3">
<Tag>581</Tag>
<Name>AccountType</Name>
<Type>int</Type>
<AbbrName>AcctTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of account associated with an order</Description>
</Field>
<Field added="FIX.4.3" updated="FIX.5.0SP2" updatedEP="205">
<Tag>582</Tag>
<Name>CustOrderCapacity</Name>
<Type>int</Type>
<AbbrName>CustCpcty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Capacity of customer placing the order.</Description>
<Elaboration>Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). May be used as required by other regulatory commissions for similar purposes.</Elaboration>
</Field>
<Field added="FIX.4.3">
<Tag>583</Tag>
<Name>ClOrdLinkID</Name>
<Type>String</Type>
<AbbrName>ClOrdLinkID</AbbrName>
<BaseCategory>SingleGeneralOrderHandling</BaseCategory>
<BaseCategoryAbbrName>LnkID</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>584</Tag>
<Name>MassStatusReqID</Name>
<Type>String</Type>
<AbbrName>MassStatReqID</AbbrName>
<BaseCategory>OrderMassHandling</BaseCategory>
<BaseCategoryAbbrName>ReqID</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Value assigned by issuer of Mass Status Request to uniquely identify the request</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="85" added="FIX.4.3">
<Tag>585</Tag>
<Name>MassStatusReqType</Name>
<Type>int</Type>
<AbbrName>MassStatReqTyp</AbbrName>
<BaseCategory>OrderMassHandling</BaseCategory>
<BaseCategoryAbbrName>ReqTyp</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Mass Status Request Type</Description>
</Field>
<Field added="FIX.4.3">
<Tag>586</Tag>
<Name>OrigOrdModTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>OrigOrdModTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. The use of this approach is not recommended.</Description>
</Field>
<Field added="FIX.4.3" updated="FIX.5.0SP2" updatedEP="187">
<Tag>587</Tag>
<Name>LegSettlType</Name>
<Type>String</Type>
<AbbrName>SettlTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>63</EnumDatatype>
<UnionDataType>Tenor</UnionDataType>
<Description>Indicates order settlement period. If present, LegSettlDate (588) overrides this field. If both LegSettlType (587) and LegSettDate (588) are omitted, the default for LegSettlType (587) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the LegSecurityID (602) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0.
Note that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>588</Tag>
<Name>LegSettlDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>SettlDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to description for SettlDate[64]</Description>
</Field>
<Field added="FIX.4.3">
<Tag>589</Tag>
<Name>DayBookingInst</Name>
<Type>char</Type>
<AbbrName>DayBkngInst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether or not automatic booking can occur.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>590</Tag>
<Name>BookingUnit</Name>
<Type>char</Type>
<AbbrName>BkngUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates what constitutes a bookable unit.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>591</Tag>
<Name>PreallocMethod</Name>
<Type>char</Type>
<AbbrName>PreallocMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the method of preallocation.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>592</Tag>
<Name>UnderlyingCountryOfIssue</Name>
<Type>Country</Type>
<AbbrName>Ctry</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Underlying security's CountryOfIssue.
See CountryOfIssue (470) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>593</Tag>
<Name>UnderlyingStateOrProvinceOfIssue</Name>
<Type>String</Type>
<AbbrName>StOrProvnc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Underlying security's StateOrProvinceOfIssue.
See StateOrProvinceOfIssue (471) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>594</Tag>
<Name>UnderlyingLocaleOfIssue</Name>
<Type>String</Type>
<AbbrName>Lcl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Underlying security's LocaleOfIssue.
See LocaleOfIssue (472) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>595</Tag>
<Name>UnderlyingInstrRegistry</Name>
<Type>String</Type>
<AbbrName>Rgstry</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Underlying security's InstrRegistry.
See InstrRegistry (543) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>596</Tag>
<Name>LegCountryOfIssue</Name>
<Type>Country</Type>
<AbbrName>Ctry</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multileg instrument's individual leg security's CountryOfIssue.
See CountryOfIssue (470) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>597</Tag>
<Name>LegStateOrProvinceOfIssue</Name>
<Type>String</Type>
<AbbrName>StOrProvnc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multileg instrument's individual leg security's StateOrProvinceOfIssue.
See StateOrProvinceOfIssue (471) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>598</Tag>
<Name>LegLocaleOfIssue</Name>
<Type>String</Type>
<AbbrName>Lcl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multileg instrument's individual leg security's LocaleOfIssue.
See LocaleOfIssue (472) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>599</Tag>
<Name>LegInstrRegistry</Name>
<Type>String</Type>
<AbbrName>Rgstry</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multileg instrument's individual leg security's InstrRegistry.
See InstrRegistry (543) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>600</Tag>
<Name>LegSymbol</Name>
<Type>String</Type>
<AbbrName>Sym</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multileg instrument's individual security's Symbol.
See Symbol (55) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>601</Tag>
<Name>LegSymbolSfx</Name>
<Type>String</Type>
<AbbrName>Sfx</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>65</EnumDatatype>
<Description>Multileg instrument's individual security's SymbolSfx.
See SymbolSfx (65) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>602</Tag>
<Name>LegSecurityID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multileg instrument's individual security's SecurityID.
See SecurityID (48) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>603</Tag>
<Name>LegSecurityIDSource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<Description>Multileg instrument's individual security's SecurityIDSource.
See SecurityIDSource (22) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>604</Tag>
<Name>NoLegSecurityAltID</Name>
<Type>NumInGroup</Type>
<AbbrName>NoLegSecAltID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multileg instrument's individual security's NoSecurityAltID.
See NoSecurityAltID (454) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>605</Tag>
<Name>LegSecurityAltID</Name>
<Type>String</Type>
<AbbrName>SecAltID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multileg instrument's individual security's SecurityAltID.
See SecurityAltID (455) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>606</Tag>
<Name>LegSecurityAltIDSource</Name>
<Type>String</Type>
<AbbrName>SecAltIDSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<Description>Multileg instrument's individual security's SecurityAltIDSource.
See SecurityAltIDSource (456) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>607</Tag>
<Name>LegProduct</Name>
<Type>int</Type>
<AbbrName>Prod</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>460</EnumDatatype>
<Description>Multileg instrument's individual security's Product.
See Product (460) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>608</Tag>
<Name>LegCFICode</Name>
<Type>String</Type>
<AbbrName>CFI</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multileg instrument's individual security's CFICode.
See CFICode (461) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>609</Tag>
<Name>LegSecurityType</Name>
<Type>String</Type>
<AbbrName>SecTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>167</EnumDatatype>
<Description>Refer to definition of SecurityType(167)</Description>
</Field>
<Field added="FIX.4.3">
<Tag>610</Tag>
<Name>LegMaturityMonthYear</Name>
<Type>MonthYear</Type>
<AbbrName>MMY</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multileg instrument's individual security's MaturityMonthYear.
See MaturityMonthYear (200) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>611</Tag>
<Name>LegMaturityDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Mat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multileg instrument's individual security's MaturityDate.
See MaturityDate (54) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>612</Tag>
<Name>LegStrikePrice</Name>
<Type>Price</Type>
<AbbrName>Strk</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multileg instrument's individual security's StrikePrice.
See StrikePrice (202) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>613</Tag>
<Name>LegOptAttribute</Name>
<Type>char</Type>
<AbbrName>OptA</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multileg instrument's individual security's OptAttribute.
See OptAttribute (206) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>614</Tag>
<Name>LegContractMultiplier</Name>
<Type>float</Type>
<AbbrName>Cmult</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multileg instrument's individual security's ContractMultiplier.
See ContractMultiplier (23) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>615</Tag>
<Name>LegCouponRate</Name>
<Type>Percentage</Type>
<AbbrName>CpnRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multileg instrument's individual security's CouponRate.
See CouponRate (223) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>616</Tag>
<Name>LegSecurityExchange</Name>
<Type>Exchange</Type>
<AbbrName>Exch</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multileg instrument's individual security's SecurityExchange.
See SecurityExchange (207) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>617</Tag>
<Name>LegIssuer</Name>
<Type>String</Type>
<AbbrName>Issr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multileg instrument's individual security's Issuer.
See Issuer (106) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>618</Tag>
<Name>EncodedLegIssuerLen</Name>
<Type>Length</Type>
<AssociatedDataTag>619</AssociatedDataTag>
<AbbrName>EncLegIssrLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multileg instrument's individual security's EncodedIssuerLen.
See EncodedIssuerLen (348) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>619</Tag>
<Name>EncodedLegIssuer</Name>
<Type>data</Type>
<AbbrName>EncLegIssr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multileg instrument's individual security's EncodedIssuer.
See EncodedIssuer (349) field for description</Description>
</Field>
<Field updated="FIX.5.0SP2" updatedEP="232" added="FIX.4.3">
<Tag>620</Tag>
<Name>LegSecurityDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Description of a multileg instrument.
Can be used by the venue or one of the trading parties to provide an optional non-normative textual description of the financial instrument.
</Description>
</Field>
<Field added="FIX.4.3">
<Tag>621</Tag>
<Name>EncodedLegSecurityDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>622</AssociatedDataTag>
<AbbrName>EncLegSecDescLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multileg instrument's individual security's EncodedSecurityDescLen.
See EncodedSecurityDescLen (350) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>622</Tag>
<Name>EncodedLegSecurityDesc</Name>
<Type>data</Type>
<AbbrName>EncLegSecDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multileg instrument's individual security's EncodedSecurityDesc.
See EncodedSecurityDesc (35) field for description</Description>
</Field>
<Field added="FIX.4.3">
<Tag>623</Tag>
<Name>LegRatioQty</Name>
<Type>float</Type>
<AbbrName>RatioQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ratio of quantity for this individual leg relative to the entire multileg security.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>624</Tag>
<Name>LegSide</Name>
<Type>char</Type>
<AbbrName>Side</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>54</EnumDatatype>
<Description>The side of this individual leg (multileg security).
See Side (54) field for description and values</Description>
</Field>
<Field added="FIX.4.3">
<Tag>625</Tag>
<Name>TradingSessionSubID</Name>
<Type>String</Type>
<AbbrName>SesSub</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility</Description>
</Field>
<Field added="FIX.4.3">
<Tag>626</Tag>
<Name>AllocType</Name>
<Type>int</Type>
<AbbrName>AllocType</AbbrName>
<BaseCategory>Allocation</BaseCategory>
<BaseCategoryAbbrName>Typ</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated")
(see Volume : "Glossary" for value definitions)
*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***</Description>
</Field>
<Field added="FIX.4.3">
<Tag>627</Tag>
<Name>NoHops</Name>
<Type>NumInGroup</Type>
<AbbrName>NoHops</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of HopCompID entries in repeating group.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>628</Tag>
<Name>HopCompID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>629</Tag>
<Name>HopSendingTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>Snt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>630</Tag>
<Name>HopRefID</Name>
<Type>SeqNum</Type>
<AbbrName>Ref</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used.</Description>
</Field>
<Field added="FIX.4.3" updated="FIX.5.0SP2" updatedEP="175">
<Tag>631</Tag>
<Name>MidPx</Name>
<Type>Price</Type>
<AbbrName>MidPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Mid price/rate.
For OTC swaps this is the mid-market mark (for example, as defined by CFTC).
For uncleared OTC swaps, LegMidPx(2346) and the MidPx(631) fields are mutually exclusive.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>632</Tag>
<Name>BidYield</Name>
<Type>Percentage</Type>
<AbbrName>BidYld</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Bid yield</Description>
</Field>
<Field added="FIX.4.3">
<Tag>633</Tag>
<Name>MidYield</Name>
<Type>Percentage</Type>
<AbbrName>MidYld</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Mid yield</Description>
</Field>
<Field added="FIX.4.3">
<Tag>634</Tag>
<Name>OfferYield</Name>
<Type>Percentage</Type>
<AbbrName>OfrYld</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Offer yield</Description>
</Field>
<Field added="FIX.4.3">
<Tag>635</Tag>
<Name>ClearingFeeIndicator</Name>
<Type>String</Type>
<AbbrName>ClrFeeInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.
(Values source CBOT, CME, NYBOT, and NYMEX):</Description>
</Field>
<Field added="FIX.4.3">
<Tag>636</Tag>
<Name>WorkingIndicator</Name>
<Type>Boolean</Type>
<AbbrName>WorkingInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>637</Tag>
<Name>LegLastPx</Name>
<Type>Price</Type>
<AbbrName>LastPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Execution price assigned to a leg of a multileg instrument.
See LastPx (31) field for description and values</Description>
</Field>
<Field added="FIX.4.3">
<Tag>638</Tag>
<Name>PriorityIndicator</Name>
<Type>int</Type>
<AbbrName>PriInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates if a Cancel/Replace has caused an order to lose book priority.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>639</Tag>
<Name>PriceImprovement</Name>
<Type>PriceOffset</Type>
<AbbrName>PxImprvmnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Amount of price improvement.</Description>
</Field>
<Field added="FIX.4.3" deprecated="FIX.5.0">
<Tag>640</Tag>
<Name>Price2</Name>
<Type>Price</Type>
<AbbrName>Px2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Price of the future part of a F/X swap order.
See Price (44) for description.</Description>
</Field>
<Field added="FIX.4.3" deprecated="FIX.5.0">
<Tag>641</Tag>
<Name>LastForwardPoints2</Name>
<Type>PriceOffset</Type>
<AbbrName>LastFwdPnts2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>F/X forward points of the future part of a F/X swap order added to LastSpotRate (94). May be a negative value.</Description>
</Field>
<Field added="FIX.4.3" deprecated="FIX.5.0">
<Tag>642</Tag>
<Name>BidForwardPoints2</Name>
<Type>PriceOffset</Type>
<AbbrName>BidFwdPnts2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value.</Description>
</Field>
<Field added="FIX.4.3" deprecated="FIX.5.0">
<Tag>643</Tag>
<Name>OfferForwardPoints2</Name>
<Type>PriceOffset</Type>
<AbbrName>OfrFwdPnts2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>644</Tag>
<Name>RFQReqID</Name>
<Type>String</Type>
<AbbrName>RFQReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>RFQ Request ID - used to identify an RFQ Request.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>645</Tag>
<Name>MktBidPx</Name>
<Type>Price</Type>
<AbbrName>MktBidPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate the best bid in a market</Description>
</Field>
<Field added="FIX.4.3">
<Tag>646</Tag>
<Name>MktOfferPx</Name>
<Type>Price</Type>
<AbbrName>MktOfrPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate the best offer in a market</Description>
</Field>
<Field added="FIX.4.3" updated="FIX.5.0SP2" updatedEP="208">
<Tag>647</Tag>
<Name>MinBidSize</Name>
<Type>Qty</Type>
<AbbrName>MinBidSz</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate a minimum quantity for a bid.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>648</Tag>
<Name>MinOfferSize</Name>
<Type>Qty</Type>
<AbbrName>MinOfrSz</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate a minimum quantity for an offer. If this field is used the OfferSize (135) field is interpreted as the maximum offer size.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>649</Tag>
<Name>QuoteStatusReqID</Name>
<Type>String</Type>
<AbbrName>StatReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for Quote Status Request.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>650</Tag>
<Name>LegalConfirm</Name>
<Type>Boolean</Type>
<AbbrName>LegalCnfm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates that this message is to serve as the final and legal confirmation.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>651</Tag>
<Name>UnderlyingLastPx</Name>
<Type>Price</Type>
<AbbrName>UndLastPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.</Description>
</Field>
<Field added="FIX.4.3">
<Tag>652</Tag>
<Name>UnderlyingLastQty</Name>
<Type>Qty</Type>
<AbbrName>UndLastQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.</Description>
</Field>
<Field added="FIX.4.3" updated="FIX.5.0SP2" updatedEP="131">
<Tag>654</Tag>
<Name>LegRefID</Name>
<Type>String</Type>
<AbbrName>RefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for a specific leg (uniqueness not defined as part of the FIX specification). LegRefID(654) be used to reference the value from LegID(1788).</Description>
</Field>
<Field added="FIX.4.3">
<Tag>655</Tag>
<Name>ContraLegRefID</Name>
<Type>String</Type>
<AbbrName>CntraLegRefID</AbbrName>
<BaseCategory>SingleGeneralOrderHandling</BaseCategory>
<BaseCategoryAbbrName>LegRefID</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique indicator for a specific leg for the ContraBroker (375).</Description>
</Field>
<Field added="FIX.4.3">
<Tag>656</Tag>
<Name>SettlCurrBidFxRate</Name>
<Type>float</Type>
<AbbrName>SettlCurrBidFxRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Foreign exchange rate used to compute the bid "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120)</Description>
</Field>
<Field added="FIX.4.3">
<Tag>657</Tag>
<Name>SettlCurrOfferFxRate</Name>
<Type>float</Type>
<AbbrName>SettlCurrOfrFxRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Foreign exchange rate used to compute the offer "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120)</Description>
</Field>
<Field added="FIX.4.3">
<Tag>658</Tag>
<Name>QuoteRequestRejectReason</Name>
<Type>int</Type>
<AbbrName>ReqRejRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Reason Quote was rejected:</Description>
</Field>
<Field added="FIX.4.3">
<Tag>659</Tag>
<Name>SideComplianceID</Name>
<Type>String</Type>
<AbbrName>SideComplianceID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting).</Description>
</Field>
<Field added="FIX.4.4">
<Tag>660</Tag>
<Name>AcctIDSource</Name>
<Type>int</Type>
<AbbrName>AcctIDSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>661</Tag>
<Name>AllocAcctIDSource</Name>
<Type>int</Type>
<AbbrName>ActIDSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>660</EnumDatatype>
<Description>Used to identify the source of the AllocAccount (79) code.
See AcctIDSource (660) for valid values.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>662</Tag>
<Name>BenchmarkPrice</Name>
<Type>Price</Type>
<AbbrName>Px</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the price of the benchmark.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>663</Tag>
<Name>BenchmarkPriceType</Name>
<Type>int</Type>
<AbbrName>PxTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>423</EnumDatatype>
<Description>Identifies type of BenchmarkPrice (662).
See PriceType (423) for valid values.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>664</Tag>
<Name>ConfirmID</Name>
<Type>String</Type>
<AbbrName>CnfmID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Message reference for Confirmation</Description>
</Field>
<Field added="FIX.4.4">
<Tag>665</Tag>
<Name>ConfirmStatus</Name>
<Type>int</Type>
<AbbrName>CnfmStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the status of the Confirmation.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>666</Tag>
<Name>ConfirmTransType</Name>
<Type>int</Type>
<AbbrName>CnfmTransTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the Confirmation transaction type.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>667</Tag>
<Name>ContractSettlMonth</Name>
<Type>MonthYear</Type>
<AbbrName>CSetMo</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies when the contract (i.e. MBS/TBA) will settle.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>668</Tag>
<Name>DeliveryForm</Name>
<Type>int</Type>
<AbbrName>DlvryForm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the form of delivery.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>669</Tag>
<Name>LastParPx</Name>
<Type>Price</Type>
<AbbrName>LastParPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other type.
Usage: Execution Report and Allocation Report repeating executions block (from sellside).</Description>
</Field>
<Field added="FIX.4.4">
<Tag>670</Tag>
<Name>NoLegAllocs</Name>
<Type>NumInGroup</Type>
<AbbrName>NoLegAllocs</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of Allocations for the leg</Description>
</Field>
<Field added="FIX.4.4">
<Tag>671</Tag>
<Name>LegAllocAccount</Name>
<Type>String</Type>
<AbbrName>AllocAcct</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Allocation Account for the leg
See AllocAccount (79) for description and valid values.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>672</Tag>
<Name>LegIndividualAllocID</Name>
<Type>String</Type>
<AbbrName>IndAllocID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference for the individual allocation ticket
See IndividualAllocID (467) for description and valid values.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>673</Tag>
<Name>LegAllocQty</Name>
<Type>Qty</Type>
<AbbrName>AllocQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Leg allocation quantity.
See AllocQty (80) for description and valid values.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>674</Tag>
<Name>LegAllocAcctIDSource</Name>
<Type>String</Type>
<AbbrName>AllocAcctIDSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The source of the LegAllocAccount (671)
See AllocAcctIDSource (661) for description and valid values.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>675</Tag>
<Name>LegSettlCurrency</Name>
<Type>Currency</Type>
<AbbrName>SettlCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies settlement currency for the Leg.
See SettlCurrency (20) for description and valid values</Description>
</Field>
<Field added="FIX.4.4">
<Tag>676</Tag>
<Name>LegBenchmarkCurveCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>LegBenchmarkPrice (679) currency
See BenchmarkCurveCurrency (220) for description and valid values.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>677</Tag>
<Name>LegBenchmarkCurveName</Name>
<Type>String</Type>
<AbbrName>Name</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>221</EnumDatatype>
<Description>Name of the Leg Benchmark Curve.
See BenchmarkCurveName (22) for description and valid values.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>678</Tag>
<Name>LegBenchmarkCurvePoint</Name>
<Type>String</Type>
<AbbrName>Point</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the point on the Leg Benchmark Curve.
See BenchmarkCurvePoint (222) for description and valid values.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>679</Tag>
<Name>LegBenchmarkPrice</Name>
<Type>Price</Type>
<AbbrName>Px</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to identify the price of the benchmark security.
See BenchmarkPrice (662) for description and valid values.</Description>
</Field>
<Field added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="204">
<Tag>680</Tag>
<Name>LegBenchmarkPriceType</Name>
<Type>int</Type>
<AbbrName>PxTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>423</EnumDatatype>
<Description>The price type of the LegBenchmarkPrice(679).</Description>
</Field>
<Field added="FIX.4.4">
<Tag>681</Tag>
<Name>LegBidPx</Name>
<Type>Price</Type>
<AbbrName>BidPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Bid price of this leg.
See BidPx (32) for description and valid values.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>682</Tag>
<Name>LegIOIQty</Name>
<Type>String</Type>
<AbbrName>IOIQty</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>27</EnumDatatype>
<UnionDataType>Qty</UnionDataType>
<Description>Leg-specific IOI quantity.
See IOIQty (27) for description and valid values</Description>
</Field>
<Field added="FIX.4.4">
<Tag>683</Tag>
<Name>NoLegStipulations</Name>
<Type>NumInGroup</Type>
<AbbrName>NoLegStips</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of leg stipulation entries</Description>
</Field>
<Field added="FIX.4.4">
<Tag>684</Tag>
<Name>LegOfferPx</Name>
<Type>Price</Type>
<AbbrName>OfrPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Offer price of this leg.
See OfferPx (133) for description and valid values</Description>
</Field>
<Field added="FIX.4.4">
<Tag>685</Tag>
<Name>LegOrderQty</Name>
<Type>Qty</Type>
<AbbrName>OrdQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Quantity ordered of this leg.
See OrderQty (38) for description and valid values</Description>
</Field>
<Field added="FIX.4.4">
<Tag>686</Tag>
<Name>LegPriceType</Name>
<Type>int</Type>
<AbbrName>PxTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>423</EnumDatatype>
<Description>The price type of the LegBidPx (681) and/or LegOfferPx (684).
See PriceType (423) for description and valid values</Description>
</Field>
<Field added="FIX.4.4" deprecated="FIX.5.0SP1" updated="FIX.5.0SP2" updatedEP="131">
<Tag>687</Tag>
<Name>LegQty</Name>
<Type>Qty</Type>
<AbbrName>Qty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>This field is deprecated and has been replaced by LegOrderQty(865). This field will likely be removed from the FIX standard in a future version.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>688</Tag>
<Name>LegStipulationType</Name>
<Type>String</Type>
<AbbrName>StipTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>233</EnumDatatype>
<Description>For Fixed Income, type of Stipulation for this leg.
See StipulationType (233) for description and valid values</Description>
</Field>
<Field added="FIX.4.4">
<Tag>689</Tag>
<Name>LegStipulationValue</Name>
<Type>String</Type>
<AbbrName>StipVal</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For Fixed Income, value of stipulation.
See StipulationValue (234) for description and valid values</Description>
</Field>
<Field added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="131">
<Tag>690</Tag>
<Name>LegSwapType</Name>
<Type>int</Type>
<AbbrName>SwapTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For Fixed Income, used instead of LegOrderQty(685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>691</Tag>
<Name>Pool</Name>
<Type>String</Type>
<AbbrName>Pool</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For Fixed Income, identifies MBS / ABS pool.</Description>
</Field>
<Field added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="207">
<Tag>692</Tag>
<Name>QuotePriceType</Name>
<Type>int</Type>
<AbbrName>QuotPxTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Code to represent price type requested in Quote.
If the Quote Request is for a Swap, values 1-8 apply to all legs.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>693</Tag>
<Name>QuoteRespID</Name>
<Type>String</Type>
<AbbrName>RspID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Message reference for Quote Response</Description>
</Field>
<Field added="FIX.4.4">
<Tag>694</Tag>
<Name>QuoteRespType</Name>
<Type>int</Type>
<AbbrName>RspTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the type of Quote Response.</Description>
</Field>
<Field added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="226">
<Tag>695</Tag>
<Name>QuoteQualifier</Name>
<Type>char</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>104</EnumDatatype>
<Description>Code to qualify Quote use and other aspects of price negotiation.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>696</Tag>
<Name>YieldRedemptionDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>RedDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).</Description>
</Field>
<Field added="FIX.4.4">
<Tag>697</Tag>
<Name>YieldRedemptionPrice</Name>
<Type>Price</Type>
<AbbrName>RedPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Price to which the yield has been calculated.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>698</Tag>
<Name>YieldRedemptionPriceType</Name>
<Type>int</Type>
<AbbrName>RedPxTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>423</EnumDatatype>
<Description>The price type of the YieldRedemptionPrice (697)
See PriceType (423) for description and valid values.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>699</Tag>
<Name>BenchmarkSecurityID</Name>
<Type>String</Type>
<AbbrName>SecID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The identifier of the benchmark security, e.g. Treasury against Corporate bond.
See SecurityID (tag 48) for description and valid values.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>700</Tag>
<Name>ReversalIndicator</Name>
<Type>Boolean</Type>
<AbbrName>ReversalInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates a trade that reverses a previous trade.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>701</Tag>
<Name>YieldCalcDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>CalcDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>702</Tag>
<Name>NoPositions</Name>
<Type>NumInGroup</Type>
<AbbrName>NoPoss</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of position entries.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>703</Tag>
<Name>PosType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to identify the type of quantity that is being returned.</Description>
</Field>
<Field added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="141">
<Tag>704</Tag>
<Name>LongQty</Name>
<Type>Qty</Type>
<AbbrName>Long</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Long quantity.</Description>
</Field>
<Field added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="141">
<Tag>705</Tag>
<Name>ShortQty</Name>
<Type>Qty</Type>
<AbbrName>Short</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Short quantity.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>706</Tag>
<Name>PosQtyStatus</Name>
<Type>int</Type>
<AbbrName>Stat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Status of this position.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>707</Tag>
<Name>PosAmtType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of Position amount</Description>
</Field>
<Field added="FIX.4.4">
<Tag>708</Tag>
<Name>PosAmt</Name>
<Type>Amt</Type>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Position amount</Description>
</Field>
<Field added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="199">
<Tag>709</Tag>
<Name>PosTransType</Name>
<Type>int</Type>
<AbbrName>TxnTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the type of position transaction.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>710</Tag>
<Name>PosReqID</Name>
<Type>String</Type>
<AbbrName>ReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for the position maintenance request as assigned by the submitter</Description>
</Field>
<Field added="FIX.4.4">
<Tag>711</Tag>
<Name>NoUnderlyings</Name>
<Type>NumInGroup</Type>
<AbbrName>NoUnds</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of underlying legs that make up the security.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>712</Tag>
<Name>PosMaintAction</Name>
<Type>int</Type>
<AbbrName>Actn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Maintenance Action to be performed.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>713</Tag>
<Name>OrigPosReqRefID</Name>
<Type>String</Type>
<AbbrName>OrigPosReqRefID</AbbrName>
<BaseCategory>PositionMaintenance</BaseCategory>
<BaseCategoryAbbrName>OrigReqRefID</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference to the PosReqID (710) of a previous maintenance request that is being replaced or canceled.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>714</Tag>
<Name>PosMaintRptRefID</Name>
<Type>String</Type>
<AbbrName>RptRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being replaced or canceled.</Description>
</Field>
<Field added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="150">
<Tag>715</Tag>
<Name>ClearingBusinessDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>BizDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business date for which the trade is expected to be cleared.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>716</Tag>
<Name>SettlSessID</Name>
<Type>String</Type>
<AbbrName>SetSesID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies a specific settlement session</Description>
</Field>
<Field added="FIX.4.4">
<Tag>717</Tag>
<Name>SettlSessSubID</Name>
<Type>String</Type>
<AbbrName>SetSesSub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>SubID value associated with SettlSessID(716)</Description>
</Field>
<Field added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="155">
<Tag>718</Tag>
<Name>AdjustmentType</Name>
<Type>int</Type>
<AbbrName>AdjTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of adjustment to be applied. Used for Position Change Submission (PCS), Position Adjustment (PAJ), and Customer Gross Margin (CGM).</Description>
</Field>
<Field added="FIX.4.4">
<Tag>719</Tag>
<Name>ContraryInstructionIndicator</Name>
<Type>Boolean</Type>
<AbbrName>CntraryInstrctnInd</AbbrName>
<BaseCategory>SingleGeneralOrderHandling</BaseCategory>
<BaseCategoryAbbrName>InstrctnInd</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate when a contrary instruction for exercise or abandonment is being submitted</Description>
</Field>
<Field added="FIX.4.4">
<Tag>720</Tag>
<Name>PriorSpreadIndicator</Name>
<Type>Boolean</Type>
<AbbrName>PriorSpreadInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates if requesting a rollover of prior day's spread submissions.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>721</Tag>
<Name>PosMaintRptID</Name>
<Type>String</Type>
<AbbrName>RptID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for this position report</Description>
</Field>
<Field added="FIX.4.4">
<Tag>722</Tag>
<Name>PosMaintStatus</Name>
<Type>int</Type>
<AbbrName>Stat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Status of Position Maintenance Request</Description>
</Field>
<Field added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="204">
<Tag>723</Tag>
<Name>PosMaintResult</Name>
<Type>int</Type>
<AbbrName>Rslt</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Result of Position Maintenance Request.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>724</Tag>
<Name>PosReqType</Name>
<Type>int</Type>
<AbbrName>ReqTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to specify the type of position request being made.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>725</Tag>
<Name>ResponseTransportType</Name>
<Type>int</Type>
<AbbrName>RspTransportTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies how the response to the request should be transmitted.
Details specified via ResponseDestination (726).</Description>
</Field>
<Field added="FIX.4.4">
<Tag>726</Tag>
<Name>ResponseDestination</Name>
<Type>String</Type>
<AbbrName>RspDest</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>URI (Uniform Resource Identifier) for details) or other pre-arranged value. Used in conjunction with ResponseTransportType (725) value of Out-of-Band to identify the out-of-band destination.
See "Appendix 6-B FIX Fields Based Upon Other Standards"</Description>
</Field>
<Field added="FIX.4.4" deprecated="FIX.5.0SP2" deprecatedEP="102">
<Tag>727</Tag>
<Name>TotalNumPosReports</Name>
<Type>int</Type>
<AbbrName>TotRpts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total number of Position Reports being returned.</Description>
</Field>
<Field added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="204">
<Tag>728</Tag>
<Name>PosReqResult</Name>
<Type>int</Type>
<AbbrName>Rslt</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Result of Request for Positions.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>729</Tag>
<Name>PosReqStatus</Name>
<Type>int</Type>
<AbbrName>Stat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Status of Request for Positions</Description>
</Field>
<Field added="FIX.4.4">
<Tag>730</Tag>
<Name>SettlPrice</Name>
<Type>Price</Type>
<AbbrName>SetPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Settlement price</Description>
</Field>
<Field added="FIX.4.4">
<Tag>731</Tag>
<Name>SettlPriceType</Name>
<Type>int</Type>
<AbbrName>SetPxTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of settlement price</Description>
</Field>
<Field added="FIX.4.4">
<Tag>732</Tag>
<Name>UnderlyingSettlPrice</Name>
<Type>Price</Type>
<AbbrName>UndSetPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Underlying security's SettlPrice.
See SettlPrice (730) field for description</Description>
</Field>
<Field added="FIX.4.4">
<Tag>733</Tag>
<Name>UnderlyingSettlPriceType</Name>
<Type>int</Type>
<AbbrName>UndSetPxTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>731</EnumDatatype>
<Description>Underlying security's SettlPriceType.
See SettlPriceType (731) field for description</Description>
</Field>
<Field added="FIX.4.4">
<Tag>734</Tag>
<Name>PriorSettlPrice</Name>
<Type>Price</Type>
<AbbrName>PriSetPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Previous settlement price</Description>
</Field>
<Field added="FIX.4.4">
<Tag>735</Tag>
<Name>NoQuoteQualifiers</Name>
<Type>NumInGroup</Type>
<AbbrName>NoQuotQuals</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of repeating groups of QuoteQualifiers (695).</Description>
</Field>
<Field added="FIX.4.4">
<Tag>736</Tag>
<Name>AllocSettlCurrency</Name>
<Type>Currency</Type>
<AbbrName>AllocSettlCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Currency code of settlement denomination for a specific AllocAccount (79).</Description>
</Field>
<Field added="FIX.4.4">
<Tag>737</Tag>
<Name>AllocSettlCurrAmt</Name>
<Type>Amt</Type>
<AbbrName>AllocSettlCurrAmt</AbbrName>
<BaseCategory>Allocation</BaseCategory>
<BaseCategoryAbbrName>SettlCcyAmt</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79).</Description>
</Field>
<Field added="FIX.4.4">
<Tag>738</Tag>
<Name>InterestAtMaturity</Name>
<Type>Amt</Type>
<AbbrName>IntAtMat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Amount of interest (i.e. lump-sum) at maturity.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>739</Tag>
<Name>LegDatedDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dated</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date</Description>
</Field>
<Field added="FIX.4.4">
<Tag>740</Tag>
<Name>LegPool</Name>
<Type>String</Type>
<AbbrName>Pool</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For Fixed Income, identifies MBS / ABS pool for a specific leg of a multi-leg instrument.
See Pool (691) for description and valid values.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>741</Tag>
<Name>AllocInterestAtMaturity</Name>
<Type>Amt</Type>
<AbbrName>IntAtMat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Amount of interest (i.e. lump-sum) at maturity at the account-level.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>742</Tag>
<Name>AllocAccruedInterestAmt</Name>
<Type>Amt</Type>
<AbbrName>AcrdIntAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>743</Tag>
<Name>DeliveryDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>DlvDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Date of delivery.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>744</Tag>
<Name>AssignmentMethod</Name>
<Type>char</Type>
<AbbrName>AsgnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Method by which short positions are assigned to an exercise notice during exercise and assignment processing</Description>
</Field>
<Field added="FIX.4.4">
<Tag>745</Tag>
<Name>AssignmentUnit</Name>
<Type>Qty</Type>
<AbbrName>Unit</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Quantity Increment used in performing assignment.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>746</Tag>
<Name>OpenInterest</Name>
<Type>Amt</Type>
<AbbrName>OpenInt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Open interest that was eligible for assignment.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>747</Tag>
<Name>ExerciseMethod</Name>
<Type>char</Type>
<AbbrName>ExrMethod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Exercise Method used to in performing assignment.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>748</Tag>
<Name>TotNumTradeReports</Name>
<Type>int</Type>
<AbbrName>TotNumTrdRpts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total number of trade reports returned.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>749</Tag>
<Name>TradeRequestResult</Name>
<Type>int</Type>
<AbbrName>ReqRslt</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Result of Trade Request</Description>
</Field>
<Field added="FIX.4.4">
<Tag>750</Tag>
<Name>TradeRequestStatus</Name>
<Type>int</Type>
<AbbrName>ReqStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Status of Trade Request.</Description>
</Field>
<Field added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="107">
<Tag>751</Tag>
<Name>TradeReportRejectReason</Name>
<Type>int</Type>
<AbbrName>RejRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Reason Trade Capture Request was rejected.
100+ Reserved and available for bi-laterally agreed upon user-defined values.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>752</Tag>
<Name>SideMultiLegReportingType</Name>
<Type>int</Type>
<AbbrName>MLegRptTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>753</Tag>
<Name>NoPosAmt</Name>
<Type>NumInGroup</Type>
<AbbrName>NoPosAmt</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of position amount entries.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>754</Tag>
<Name>AutoAcceptIndicator</Name>
<Type>Boolean</Type>
<AbbrName>AutoAcceptInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>755</Tag>
<Name>AllocReportID</Name>
<Type>String</Type>
<AbbrName>RptID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for Allocation Report message.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>756</Tag>
<Name>NoNested2PartyIDs</Name>
<Type>NumInGroup</Type>
<AbbrName>NoNst2PtyIDs</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of Nested2PartyID (757), Nested2PartyIDSource (758), and Nested2PartyRole (759) entries</Description>
</Field>
<Field added="FIX.4.4">
<Tag>757</Tag>
<Name>Nested2PartyID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PartyID value within a "second instance" Nested repeating group.
Same values as PartyID (448)</Description>
</Field>
<Field added="FIX.4.4">
<Tag>758</Tag>
<Name>Nested2PartyIDSource</Name>
<Type>char</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>447</EnumDatatype>
<Description>PartyIDSource value within a "second instance" Nested repeating group.
Same values as PartyIDSource (447)</Description>
</Field>
<Field added="FIX.4.4">
<Tag>759</Tag>
<Name>Nested2PartyRole</Name>
<Type>int</Type>
<AbbrName>R</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>452</EnumDatatype>
<Description>PartyRole value within a "second instance" Nested repeating group.
Same values as PartyRole (452)</Description>
</Field>
<Field added="FIX.4.4">
<Tag>760</Tag>
<Name>Nested2PartySubID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PartySubID value within a "second instance" Nested repeating group.
Same values as PartySubID (523)</Description>
</Field>
<Field added="FIX.4.4">
<Tag>761</Tag>
<Name>BenchmarkSecurityIDSource</Name>
<Type>String</Type>
<AbbrName>SecIDSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<Description>Identifies class or source of the BenchmarkSecurityID (699) value. Required if BenchmarkSecurityID is specified.
Same values as the SecurityIDSource (22) field</Description>
</Field>
<Field updated="FIX.5.0SP2" updatedEP="254" added="FIX.4.4">
<Tag>762</Tag>
<Name>SecuritySubType</Name>
<Type>String</Type>
<AbbrName>SubTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Sub-type qualification/identification of the SecurityType. As an example for SecurityType(167)="REPO", the SecuritySubType="General Collateral" can be used to further specify the type of REPO.
If SecuritySubType is used, then SecurityType is required.
For SecurityType="MLEG" a name of the option or futures strategy name can be specified, such as "Calendar", "Vertical", "Butterfly".
For SecurityType(167)="OPT" the subclassification can be specified, such as "Asian".
For SecurityType(167)="SWAPTION" a value of "Straddle" is used to identify a straddle swaption.
In the context of EU SFTR reporting use the appropriate 4-character code noted in the regulations - "GENE" for general collateral or "SPEC" for specific collateral (without quote marks).</Description>
</Field>
<Field added="FIX.4.4">
<Tag>763</Tag>
<Name>UnderlyingSecuritySubType</Name>
<Type>String</Type>
<AbbrName>SubTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Underlying security's SecuritySubType.
See SecuritySubType (762) field for description</Description>
</Field>
<Field added="FIX.4.4">
<Tag>764</Tag>
<Name>LegSecuritySubType</Name>
<Type>String</Type>
<AbbrName>SecSubTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>SecuritySubType of the leg instrument.
See SecuritySubType (762) field for description</Description>
</Field>
<Field added="FIX.4.4">
<Tag>765</Tag>
<Name>AllowableOneSidednessPct</Name>
<Type>Percentage</Type>
<AbbrName>AOSPct</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The maximum percentage that execution of one side of a program trade can exceed execution of the other.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>766</Tag>
<Name>AllowableOneSidednessValue</Name>
<Type>Amt</Type>
<AbbrName>AOSValu</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The maximum amount that execution of one side of a program trade can exceed execution of the other.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>767</Tag>
<Name>AllowableOneSidednessCurr</Name>
<Type>Currency</Type>
<AbbrName>AOSCurr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The currency that AllowableOneSidednessValue (766) is expressed in if AllowableOneSidednessValue is used.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>768</Tag>
<Name>NoTrdRegTimestamps</Name>
<Type>NumInGroup</Type>
<AbbrName>NoTrdRegTmstamps</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of TrdRegTimestamp (769) entries</Description>
</Field>
<Field added="FIX.4.4">
<Tag>769</Tag>
<Name>TrdRegTimestamp</Name>
<Type>UTCTimestamp</Type>
<AbbrName>TS</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Traded / Regulatory timestamp value. Use to store time information required by government regulators or self regulatory organizations (such as an exchange or clearing house).</Description>
</Field>
<Field added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="253">
<Tag>770</Tag>
<Name>TrdRegTimestampType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Trading / Regulatory timestamp type.
Note of applicability: Values are required in various regulatory environments: required for US futures markets to support computerized trade reconstruction, required by MiFID II / MiFIR for transaction reporting and publication, and required by FINRA for reporting to the Consolidated Audit Trail (CAT).</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="95" added="FIX.4.4">
<Tag>771</Tag>
<Name>TrdRegTimestampOrigin</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Text which identifies the "origin" (i.e. system which was used to generate the time stamp) for the Traded / Regulatory timestamp value.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>772</Tag>
<Name>ConfirmRefID</Name>
<Type>String</Type>
<AbbrName>CnfmRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference identifier to be used with ConfirmTransType (666) = Replace or Cancel</Description>
</Field>
<Field added="FIX.4.4">
<Tag>773</Tag>
<Name>ConfirmType</Name>
<Type>int</Type>
<AbbrName>CnfmTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the type of Confirmation message being sent.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>774</Tag>
<Name>ConfirmRejReason</Name>
<Type>int</Type>
<AbbrName>CnfmRejRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Identifies the reason for rejecting a Confirmation.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>775</Tag>
<Name>BookingType</Name>
<Type>int</Type>
<AbbrName>BkngTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar).</Description>
</Field>
<Field added="FIX.4.4">
<Tag>776</Tag>
<Name>IndividualAllocRejCode</Name>
<Type>int</Type>
<AbbrName>IndAllocRejCode</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>88</EnumDatatype>
<Description>Identified reason for rejecting an individual AllocAccount (79) detail.
Same values as AllocRejCode (88)</Description>
</Field>
<Field added="FIX.4.4">
<Tag>777</Tag>
<Name>SettlInstMsgID</Name>
<Type>String</Type>
<AbbrName>SettlInstMsgID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for Settlement Instruction message.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>778</Tag>
<Name>NoSettlInst</Name>
<Type>NumInGroup</Type>
<AbbrName>NoSettlInst</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of settlement instructions within repeating group.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>779</Tag>
<Name>LastUpdateTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>LastUpdateTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Timestamp of last update to data item (or creation if no updates made since creation).</Description>
</Field>
<Field added="FIX.4.4">
<Tag>780</Tag>
<Name>AllocSettlInstType</Name>
<Type>int</Type>
<AbbrName>SettlInstTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>781</Tag>
<Name>NoSettlPartyIDs</Name>
<Type>NumInGroup</Type>
<AbbrName>NoSettlPtyIDs</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of SettlPartyID (782), SettlPartyIDSource (783), and SettlPartyRole (784) entries</Description>
</Field>
<Field added="FIX.4.4">
<Tag>782</Tag>
<Name>SettlPartyID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PartyID value within a settlement parties component. Nested repeating group.
Same values as PartyID (448)</Description>
</Field>
<Field added="FIX.4.4">
<Tag>783</Tag>
<Name>SettlPartyIDSource</Name>
<Type>char</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>447</EnumDatatype>
<Description>PartyIDSource value within a settlement parties component.
Same values as PartyIDSource (447)</Description>
</Field>
<Field added="FIX.4.4">
<Tag>784</Tag>
<Name>SettlPartyRole</Name>
<Type>int</Type>
<AbbrName>R</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>452</EnumDatatype>
<Description>PartyRole value within a settlement parties component.
Same values as PartyRole (452)</Description>
</Field>
<Field added="FIX.4.4">
<Tag>785</Tag>
<Name>SettlPartySubID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PartySubID value within a settlement parties component.
Same values as PartySubID (523)</Description>
</Field>
<Field added="FIX.4.4">
<Tag>786</Tag>
<Name>SettlPartySubIDType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>803</EnumDatatype>
<Description>Type of SettlPartySubID (785) value.
Same values as PartySubIDType (803)</Description>
</Field>
<Field added="FIX.4.4">
<Tag>787</Tag>
<Name>DlvyInstType</Name>
<Type>char</Type>
<AbbrName>InstTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate whether a delivery instruction is used for securities or cash settlement.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>788</Tag>
<Name>TerminationType</Name>
<Type>int</Type>
<AbbrName>TrmTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of financing termination.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>789</Tag>
<Name>NextExpectedMsgSeqNum</Name>
<Type>SeqNum</Type>
<AbbrName>NextExpectedMsgSeqNum</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Next expected MsgSeqNum value to be received.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>790</Tag>
<Name>OrdStatusReqID</Name>
<Type>String</Type>
<AbbrName>StatReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Can be used to uniquely identify a specific Order Status Request message.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>791</Tag>
<Name>SettlInstReqID</Name>
<Type>String</Type>
<AbbrName>SettlInstReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique ID of settlement instruction request message</Description>
</Field>
<Field added="FIX.4.4">
<Tag>792</Tag>
<Name>SettlInstReqRejCode</Name>
<Type>int</Type>
<AbbrName>SettlInstReqRejCode</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Identifies reason for rejection (of a settlement instruction request message).</Description>
</Field>
<Field added="FIX.4.4">
<Tag>793</Tag>
<Name>SecondaryAllocID</Name>
<Type>String</Type>
<AbbrName>AllocID2</AbbrName>
<BaseCategory>Allocation</BaseCategory>
<BaseCategoryAbbrName>ID2</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Secondary allocation identifier. Unlike the AllocID (70), this can be shared across a number of allocation instruction or allocation report messages, thereby making it possible to pass an identifier for an original allocation message on multiple messages (e.g. from one party to a second to a third, across cancel and replace messages etc.).</Description>
</Field>
<Field added="FIX.4.4">
<Tag>794</Tag>
<Name>AllocReportType</Name>
<Type>int</Type>
<AbbrName>RptTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Describes the specific type or purpose of an Allocation Report message</Description>
</Field>
<Field added="FIX.4.4">
<Tag>795</Tag>
<Name>AllocReportRefID</Name>
<Type>String</Type>
<AbbrName>RptRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference identifier to be used with AllocTransType (7) = Replace or Cancel</Description>
</Field>
<Field added="FIX.4.4">
<Tag>796</Tag>
<Name>AllocCancReplaceReason</Name>
<Type>int</Type>
<AbbrName>CxlRplcRsn</AbbrName>
<BaseCategory>Allocation</BaseCategory>
<BaseCategoryAbbrName>CxlRplcRsn</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Reason for cancelling or replacing an Allocation Instruction or Allocation Report message</Description>
</Field>
<Field added="FIX.4.4">
<Tag>797</Tag>
<Name>CopyMsgIndicator</Name>
<Type>Boolean</Type>
<AbbrName>CopyMsgInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether or not this message is a drop copy of another message.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>798</Tag>
<Name>AllocAccountType</Name>
<Type>int</Type>
<AbbrName>AcctTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of account associated with a confirmation or other trade-level message</Description>
</Field>
<Field added="FIX.4.4">
<Tag>799</Tag>
<Name>OrderAvgPx</Name>
<Type>Price</Type>
<AbbrName>AvgPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Average price for a specific order</Description>
</Field>
<Field added="FIX.4.4">
<Tag>800</Tag>
<Name>OrderBookingQty</Name>
<Type>Qty</Type>
<AbbrName>BkngQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Quantity of the order that is being booked out as part of an Allocation Instruction or Allocation Report message</Description>
</Field>
<Field added="FIX.4.4">
<Tag>801</Tag>
<Name>NoSettlPartySubIDs</Name>
<Type>NumInGroup</Type>
<AbbrName>NoSettlPtySubIDs</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries</Description>
</Field>
<Field added="FIX.4.4">
<Tag>802</Tag>
<Name>NoPartySubIDs</Name>
<Type>NumInGroup</Type>
<AbbrName>NoPtySubIDs</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of PartySubID (523)and PartySubIDType (803) entries</Description>
</Field>
<Field added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="204">
<Tag>803</Tag>
<Name>PartySubIDType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved4000Plus</UnionDataType>
<Description>Type of PartySubID(523) value.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>804</Tag>
<Name>NoNestedPartySubIDs</Name>
<Type>NumInGroup</Type>
<AbbrName>NoNstPtySubIDs</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries</Description>
</Field>
<Field added="FIX.4.4">
<Tag>805</Tag>
<Name>NestedPartySubIDType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>803</EnumDatatype>
<Description>Type of NestedPartySubID (545) value.
Same values as PartySubIDType (803)</Description>
</Field>
<Field added="FIX.4.4">
<Tag>806</Tag>
<Name>NoNested2PartySubIDs</Name>
<Type>NumInGroup</Type>
<AbbrName>NoNst2PtySubIDs</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>807</Tag>
<Name>Nested2PartySubIDType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>803</EnumDatatype>
<Description>Type of Nested2PartySubID (760) value. Second instance of <NestedParties>.
Same values as PartySubIDType (803)</Description>
</Field>
<Field added="FIX.4.4">
<Tag>808</Tag>
<Name>AllocIntermedReqType</Name>
<Type>int</Type>
<AbbrName>IntermedReqTyp</AbbrName>
<BaseCategory>Allocation</BaseCategory>
<BaseCategoryAbbrName>ImReqTyp</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary"</Description>
</Field>
<Field added="FIX.4.4">
<Tag>810</Tag>
<Name>UnderlyingPx</Name>
<Type>Price</Type>
<AbbrName>Px</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Underlying price associate with a derivative instrument.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>811</Tag>
<Name>PriceDelta</Name>
<Type>float</Type>
<AbbrName>PxDelta</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based.
This value is normally between -1.0 and 1.0.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>812</Tag>
<Name>ApplQueueMax</Name>
<Type>int</Type>
<AbbrName>ApplQuMax</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to specify the maximum number of application messages that can be queued bedore a corrective action needs to take place to resolve the queuing issue.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>813</Tag>
<Name>ApplQueueDepth</Name>
<Type>int</Type>
<AbbrName>ApplQuDepth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Current number of application messages that were queued at the time that the message was created by the counterparty.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>814</Tag>
<Name>ApplQueueResolution</Name>
<Type>int</Type>
<AbbrName>ApplQuResolution</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>815</Tag>
<Name>ApplQueueAction</Name>
<Type>int</Type>
<AbbrName>ApplQuActn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Action to take to resolve an application message queue (backlog).</Description>
</Field>
<Field added="FIX.4.4">
<Tag>816</Tag>
<Name>NoAltMDSource</Name>
<Type>NumInGroup</Type>
<AbbrName>NoAltMDSrc</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of alternative market data sources</Description>
</Field>
<Field added="FIX.4.4">
<Tag>817</Tag>
<Name>AltMDSourceID</Name>
<Type>String</Type>
<AbbrName>AltMDSrcID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Session layer source for market data
(For the standard FIX session layer, this would be the TargetCompID (56) where market data can be obtained).</Description>
</Field>
<Field added="FIX.4.4" deprecated="FIX.5.0">
<Tag>818</Tag>
<Name>SecondaryTradeReportID</Name>
<Type>String</Type>
<AbbrName>TrdRptID2</AbbrName>
<BaseCategory>TradeCapture</BaseCategory>
<BaseCategoryAbbrName>RptID2</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Secondary trade report identifier - can be used to associate an additional identifier with a trade.</Description>
</Field>
<Field added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="239">
<Tag>819</Tag>
<Name>AvgPxIndicator</Name>
<Type>int</Type>
<AbbrName>AvgPxInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Average pricing indicator.</Description>
</Field>
<Field added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="141">
<Tag>820</Tag>
<Name>TradeLinkID</Name>
<Type>String</Type>
<AbbrName>LinkID</AbbrName>
<BaseCategory>TradeCapture</BaseCategory>
<BaseCategoryAbbrName>LinkID</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to link a group of trades together.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>821</Tag>
<Name>OrderInputDevice</Name>
<Type>String</Type>
<AbbrName>OrdInptDev</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specific device number, terminal number or station where order was entered</Description>
</Field>
<Field added="FIX.4.4">
<Tag>822</Tag>
<Name>UnderlyingTradingSessionID</Name>
<Type>String</Type>
<AbbrName>UndSesID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Trading Session in which the underlying instrument trades</Description>
</Field>
<Field added="FIX.4.4">
<Tag>823</Tag>
<Name>UnderlyingTradingSessionSubID</Name>
<Type>String</Type>
<AbbrName>UndSesSub</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Trading Session sub identifier in which the underlying instrument trades</Description>
</Field>
<Field added="FIX.4.4">
<Tag>824</Tag>
<Name>TradeLegRefID</Name>
<Type>String</Type>
<AbbrName>TrdLegRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference to the leg of a multileg instrument to which this trade refers</Description>
</Field>
<Field added="FIX.4.4">
<Tag>825</Tag>
<Name>ExchangeRule</Name>
<Type>String</Type>
<AbbrName>ExchRule</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to report any exchange rules that apply to this trade.
Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade.</Description>
</Field>
<Field added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="141">
<Tag>826</Tag>
<Name>TradeAllocIndicator</Name>
<Type>int</Type>
<AbbrName>AllocInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies if, and how, the trade is to be allocated or split.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>827</Tag>
<Name>ExpirationCycle</Name>
<Type>int</Type>
<AbbrName>ExpirationCycle</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Part of trading cycle when an instrument expires. Field is applicable for derivatives.</Description>
</Field>
<Field added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="141">
<Tag>828</Tag>
<Name>TrdType</Name>
<Type>int</Type>
<AbbrName>TrdTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Type of trade.</Description>
<Elaboration>Note: several enumerations of this field duplicate the enumerations in TradePriceConditions(1839) field. These may be deprecated from TrdType(828) in the future. TradePriceConditions(1839) is preferred in messages that support it.</Elaboration>
</Field>
<Field added="FIX.4.4">
<Tag>829</Tag>
<Name>TrdSubType</Name>
<Type>int</Type>
<AbbrName>TrdSubTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Further qualification to the trade type</Description>
</Field>
<Field added="FIX.4.4">
<Tag>830</Tag>
<Name>TransferReason</Name>
<Type>String</Type>
<AbbrName>TrnsfrRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reason trade is being transferred</Description>
</Field>
<Field added="FIX.4.4">
<Tag>832</Tag>
<Name>TotNumAssignmentReports</Name>
<Type>int</Type>
<AbbrName>TotNumAsgnRpts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total Number of Assignment Reports being returned to a firm</Description>
</Field>
<Field added="FIX.4.4">
<Tag>833</Tag>
<Name>AsgnRptID</Name>
<Type>String</Type>
<AbbrName>RptID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for the Assignment Report</Description>
</Field>
<Field added="FIX.4.4">
<Tag>834</Tag>
<Name>ThresholdAmount</Name>
<Type>PriceOffset</Type>
<AbbrName>ThresholdAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Amount that a position has to be in the money before it is exercised.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>835</Tag>
<Name>PegMoveType</Name>
<Type>int</Type>
<AbbrName>MoveTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Describes whether peg is static or floats</Description>
</Field>
<Field added="FIX.4.4">
<Tag>836</Tag>
<Name>PegOffsetType</Name>
<Type>int</Type>
<AbbrName>OfstTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of Peg Offset value</Description>
</Field>
<Field added="FIX.4.4">
<Tag>837</Tag>
<Name>PegLimitType</Name>
<Type>int</Type>
<AbbrName>LmtTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of Peg Limit</Description>
</Field>
<Field added="FIX.4.4">
<Tag>838</Tag>
<Name>PegRoundDirection</Name>
<Type>int</Type>
<AbbrName>RndDir</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive</Description>
</Field>
<Field added="FIX.4.4">
<Tag>839</Tag>
<Name>PeggedPrice</Name>
<Type>Price</Type>
<AbbrName>PeggedPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The price the order is currently pegged at</Description>
</Field>
<Field added="FIX.4.4">
<Tag>840</Tag>
<Name>PegScope</Name>
<Type>int</Type>
<AbbrName>Scope</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The scope of the peg</Description>
</Field>
<Field added="FIX.4.4">
<Tag>841</Tag>
<Name>DiscretionMoveType</Name>
<Type>int</Type>
<AbbrName>MoveTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Describes whether discretionay price is static or floats</Description>
</Field>
<Field added="FIX.4.4">
<Tag>842</Tag>
<Name>DiscretionOffsetType</Name>
<Type>int</Type>
<AbbrName>OfstTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of Discretion Offset value</Description>
</Field>
<Field added="FIX.4.4">
<Tag>843</Tag>
<Name>DiscretionLimitType</Name>
<Type>int</Type>
<AbbrName>LimitTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of Discretion Limit</Description>
</Field>
<Field added="FIX.4.4">
<Tag>844</Tag>
<Name>DiscretionRoundDirection</Name>
<Type>int</Type>
<AbbrName>RndDir</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive</Description>
</Field>
<Field added="FIX.4.4">
<Tag>845</Tag>
<Name>DiscretionPrice</Name>
<Type>Price</Type>
<AbbrName>DsctnPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The current discretionary price of the order</Description>
</Field>
<Field added="FIX.4.4">
<Tag>846</Tag>
<Name>DiscretionScope</Name>
<Type>int</Type>
<AbbrName>Scope</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The scope of the discretion</Description>
</Field>
<Field added="FIX.4.4">
<Tag>847</Tag>
<Name>TargetStrategy</Name>
<Type>int</Type>
<AbbrName>TgtStrategy</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>The target strategy of the order
1000+ = Reserved and available for bi-laterally agreed upon user defined values</Description>
</Field>
<Field added="FIX.4.4" deprecated="FIX.5.0">
<Tag>848</Tag>
<Name>TargetStrategyParameters</Name>
<Type>String</Type>
<AbbrName>TgtStrategyParameters</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Field to allow further specification of the TargetStrategy - usage to be agreed between counterparties</Description>
</Field>
<Field added="FIX.4.4" deprecated="FIX.5.0">
<Tag>849</Tag>
<Name>ParticipationRate</Name>
<Type>Percentage</Type>
<AbbrName>ParticipationRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For a TargetStrategy=Participate order specifies the target particpation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume)</Description>
</Field>
<Field added="FIX.4.4">
<Tag>850</Tag>
<Name>TargetStrategyPerformance</Name>
<Type>float</Type>
<AbbrName>TgtStrategyPerformance</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For communication of the performance of the order versus the target strategy</Description>
</Field>
<Field added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="223">
<Tag>851</Tag>
<Name>LastLiquidityInd</Name>
<Type>int</Type>
<AbbrName>LastLqdtyInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. </Description>
</Field>
<Field added="FIX.4.4" deprecated="FIX.5.0">
<Tag>852</Tag>
<Name>PublishTrdIndicator</Name>
<Type>Boolean</Type>
<AbbrName>PubTrdInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates if a trade should be reported via a market reporting service.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>853</Tag>
<Name>ShortSaleReason</Name>
<Type>int</Type>
<AbbrName>ShrtSaleRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reason for short sale.</Description>
</Field>
<Field added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="107">
<Tag>854</Tag>
<Name>QtyType</Name>
<Type>int</Type>
<AbbrName>QtyTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).</Description>
</Field>
<Field added="FIX.4.4">
<Tag>855</Tag>
<Name>SecondaryTrdType</Name>
<Type>int</Type>
<AbbrName>TrdTyp2</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>828</EnumDatatype>
<Description>Additional TrdType(828) assigned to a trade by trade match system.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>856</Tag>
<Name>TradeReportType</Name>
<Type>int</Type>
<AbbrName>RptTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of Trade Report</Description>
</Field>
<Field added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="118">
<Tag>857</Tag>
<Name>AllocNoOrdersType</Name>
<Type>int</Type>
<AbbrName>NoOrdsTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>858</Tag>
<Name>SharedCommission</Name>
<Type>Amt</Type>
<AbbrName>SharedComm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Commission to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>859</Tag>
<Name>ConfirmReqID</Name>
<Type>String</Type>
<AbbrName>CnfmReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for a Confirmation Request message</Description>
</Field>
<Field added="FIX.4.4">
<Tag>860</Tag>
<Name>AvgParPx</Name>
<Type>Price</Type>
<AbbrName>AvgParPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to express average price as percent of par (used where AvgPx field is expressed in some other way)</Description>
</Field>
<Field added="FIX.4.4">
<Tag>861</Tag>
<Name>ReportedPx</Name>
<Type>Price</Type>
<AbbrName>RptedPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reported price (used to differentiate from AvgPx on a confirmation of a marked-up or marked-down principal trade)</Description>
</Field>
<Field added="FIX.4.4">
<Tag>862</Tag>
<Name>NoCapacities</Name>
<Type>NumInGroup</Type>
<AbbrName>NoCapacities</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of repeating OrderCapacity entries.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>863</Tag>
<Name>OrderCapacityQty</Name>
<Type>Qty</Type>
<AbbrName>CpctyQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Quantity executed under a specific OrderCapacity (e.g. quantity executed as agent, quantity executed as principal)</Description>
</Field>
<Field added="FIX.4.4">
<Tag>864</Tag>
<Name>NoEvents</Name>
<Type>NumInGroup</Type>
<AbbrName>NoEvents</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of repeating EventType entries.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>865</Tag>
<Name>EventType</Name>
<Type>int</Type>
<AbbrName>EventTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Code to represent the type of event</Description>
</Field>
<Field added="FIX.4.4">
<Tag>866</Tag>
<Name>EventDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Date of event</Description>
</Field>
<Field added="FIX.4.4">
<Tag>867</Tag>
<Name>EventPx</Name>
<Type>Price</Type>
<AbbrName>Px</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Predetermined price of issue at event, if applicable</Description>
</Field>
<Field added="FIX.4.4">
<Tag>868</Tag>
<Name>EventText</Name>
<Type>String</Type>
<AbbrName>Txt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Comments related to the event.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>869</Tag>
<Name>PctAtRisk</Name>
<Type>Percentage</Type>
<AbbrName>PctAtRisk</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Percent at risk due to lowest possible call.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>870</Tag>
<Name>NoInstrAttrib</Name>
<Type>NumInGroup</Type>
<AbbrName>NoInstrAttrib</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of repeating InstrAttribType entries.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>871</Tag>
<Name>InstrAttribType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Code to represent the type of instrument attribute</Description>
</Field>
<Field added="FIX.4.4">
<Tag>872</Tag>
<Name>InstrAttribValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Attribute value appropriate to the InstrAttribType (87) field.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>873</Tag>
<Name>DatedDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dated</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date</Description>
</Field>
<Field added="FIX.4.4">
<Tag>874</Tag>
<Name>InterestAccrualDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>IntAcrl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date</Description>
</Field>
<Field added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="201">
<Tag>875</Tag>
<Name>CPProgram</Name>
<Type>int</Type>
<AbbrName>CPPgm</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>The program under which a commercial paper offering is exempt from SEC registration identified by the paragraph number(s) within the US Securities Act of 1933 or as identified below.</Description>
</Field>
<Field added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="201">
<Tag>876</Tag>
<Name>CPRegType</Name>
<Type>String</Type>
<AbbrName>CPRegT</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The description of commercial paper registration or rule under which exempt commercial paper is offered. For example "144a", "Tax Exempt" or "REG. S".</Description>
</Field>
<Field added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="187">
<Tag>877</Tag>
<Name>UnderlyingCPProgram</Name>
<Type>int</Type>
<AbbrName>CPPgm</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>875</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>The program under which the underlying commercial paper is issued</Description>
</Field>
<Field added="FIX.4.4">
<Tag>878</Tag>
<Name>UnderlyingCPRegType</Name>
<Type>String</Type>
<AbbrName>CPRegTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The registration type of the underlying commercial paper issuance</Description>
</Field>
<Field added="FIX.4.4">
<Tag>879</Tag>
<Name>UnderlyingQty</Name>
<Type>Qty</Type>
<AbbrName>Qty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unit amount of the underlying security (par, shares, currency, etc.)</Description>
</Field>
<Field added="FIX.4.4">
<Tag>880</Tag>
<Name>TrdMatchID</Name>
<Type>String</Type>
<AbbrName>MtchID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier assigned to a trade by a matching system.</Description>
</Field>
<Field added="FIX.4.4" deprecated="FIX.5.0">
<Tag>881</Tag>
<Name>SecondaryTradeReportRefID</Name>
<Type>String</Type>
<AbbrName>TrdRptRefID2</AbbrName>
<BaseCategory>TradeCapture</BaseCategory>
<BaseCategoryAbbrName>RptRefID2</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to refer to a previous SecondaryTradeReportRefID when amending the transaction (cancel, replace, release, or reversal).</Description>
</Field>
<Field added="FIX.4.4">
<Tag>882</Tag>
<Name>UnderlyingDirtyPrice</Name>
<Type>Price</Type>
<AbbrName>DirtPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest</Description>
</Field>
<Field added="FIX.4.4">
<Tag>883</Tag>
<Name>UnderlyingEndPrice</Name>
<Type>Price</Type>
<AbbrName>EndPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>884</Tag>
<Name>UnderlyingStartValue</Name>
<Type>Amt</Type>
<AbbrName>StartVal</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Currency value attributed to this collateral at the start of the agreement</Description>
</Field>
<Field added="FIX.4.4">
<Tag>885</Tag>
<Name>UnderlyingCurrentValue</Name>
<Type>Amt</Type>
<AbbrName>CurVal</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Currency value currently attributed to this collateral</Description>
</Field>
<Field added="FIX.4.4">
<Tag>886</Tag>
<Name>UnderlyingEndValue</Name>
<Type>Amt</Type>
<AbbrName>EndVal</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Currency value attributed to this collateral at the end of the agreement</Description>
</Field>
<Field added="FIX.4.4">
<Tag>887</Tag>
<Name>NoUnderlyingStips</Name>
<Type>NumInGroup</Type>
<AbbrName>NoUndStips</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of underlying stipulation entries</Description>
</Field>
<Field added="FIX.4.4">
<Tag>888</Tag>
<Name>UnderlyingStipType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>233</EnumDatatype>
<Description>Type of stipulation.
Same values as StipulationType (233)</Description>
</Field>
<Field added="FIX.4.4">
<Tag>889</Tag>
<Name>UnderlyingStipValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Value of stipulation.
Same values as StipulationValue (234)</Description>
</Field>
<Field added="FIX.4.4">
<Tag>890</Tag>
<Name>MaturityNetMoney</Name>
<Type>Amt</Type>
<AbbrName>MatNetMny</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Net Money at maturity if Zero Coupon and maturity value is different from par value</Description>
</Field>
<Field added="FIX.4.4">
<Tag>891</Tag>
<Name>MiscFeeBasis</Name>
<Type>int</Type>
<AbbrName>Basis</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines the unit for a miscellaneous fee.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>892</Tag>
<Name>TotNoAllocs</Name>
<Type>int</Type>
<AbbrName>TotNoAllocs</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total number of NoAlloc entries across all messages. Should be the sum of all NoAllocs in each message that has repeating NoAlloc entries related to the same AllocID or AllocReportID. Used to support fragmentation.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>893</Tag>
<Name>LastFragment</Name>
<Type>Boolean</Type>
<AbbrName>LastFragment</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List</Description>
</Field>
<Field added="FIX.4.4">
<Tag>894</Tag>
<Name>CollReqID</Name>
<Type>String</Type>
<AbbrName>ReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Collateral Request Identifier</Description>
</Field>
<Field added="FIX.4.4">
<Tag>895</Tag>
<Name>CollAsgnReason</Name>
<Type>int</Type>
<AbbrName>AsgnRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reason for Collateral Assignment</Description>
</Field>
<Field added="FIX.4.4">
<Tag>896</Tag>
<Name>CollInquiryQualifier</Name>
<Type>int</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Collateral inquiry qualifiers:</Description>
</Field>
<Field added="FIX.4.4">
<Tag>897</Tag>
<Name>NoTrades</Name>
<Type>NumInGroup</Type>
<AbbrName>NoTrds</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of trades in repeating group.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>898</Tag>
<Name>MarginRatio</Name>
<Type>Percentage</Type>
<AbbrName>MgnRatio</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 02% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>899</Tag>
<Name>MarginExcess</Name>
<Type>Amt</Type>
<AbbrName>MgnExcess</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Excess margin amount (deficit if value is negative)</Description>
</Field>
<Field added="FIX.4.4">
<Tag>900</Tag>
<Name>TotalNetValue</Name>
<Type>Amt</Type>
<AbbrName>TotNetValu</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>TotalNetValue is determined as follows:
At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)).
In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)).
For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut)</Description>
</Field>
<Field added="FIX.4.4">
<Tag>901</Tag>
<Name>CashOutstanding</Name>
<Type>Amt</Type>
<AbbrName>CshOutstanding</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Starting consideration less repayments</Description>
</Field>
<Field added="FIX.4.4">
<Tag>902</Tag>
<Name>CollAsgnID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Collateral Assignment Identifier</Description>
</Field>
<Field added="FIX.4.4">
<Tag>903</Tag>
<Name>CollAsgnTransType</Name>
<Type>int</Type>
<AbbrName>TransTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Collateral Assignment Transaction Type</Description>
</Field>
<Field added="FIX.4.4">
<Tag>904</Tag>
<Name>CollRespID</Name>
<Type>String</Type>
<AbbrName>RespID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Collateral Response Identifier</Description>
</Field>
<Field added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="192">
<Tag>905</Tag>
<Name>CollAsgnRespType</Name>
<Type>int</Type>
<AbbrName>RespTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of collateral assignment response.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>906</Tag>
<Name>CollAsgnRejectReason</Name>
<Type>int</Type>
<AbbrName>RejRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Collateral Assignment Reject Reason</Description>
</Field>
<Field added="FIX.4.4">
<Tag>907</Tag>
<Name>CollAsgnRefID</Name>
<Type>String</Type>
<AbbrName>RefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Collateral Assignment Identifier to which a transaction refers</Description>
</Field>
<Field added="FIX.4.4">
<Tag>908</Tag>
<Name>CollRptID</Name>
<Type>String</Type>
<AbbrName>RptID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Collateral Report Identifier</Description>
</Field>
<Field added="FIX.4.4">
<Tag>909</Tag>
<Name>CollInquiryID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Collateral Inquiry Identifier</Description>
</Field>
<Field added="FIX.4.4">
<Tag>910</Tag>
<Name>CollStatus</Name>
<Type>int</Type>
<AbbrName>Stat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Collateral Status</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="95" added="FIX.4.4">
<Tag>911</Tag>
<Name>TotNumReports</Name>
<Type>int</Type>
<AbbrName>TotNumRpts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total number of reports returned in response to a request.</Description>
</Field>
<Field added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="141">
<Tag>912</Tag>
<Name>LastRptRequested</Name>
<Type>Boolean</Type>
<AbbrName>LastRptReqed</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD).</Description>
</Field>
<Field added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="254">
<Tag>913</Tag>
<Name>AgreementDesc</Name>
<Type>String</Type>
<AbbrName>AgmtDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. See http://www.fpml.org/coding-scheme/master-agreement-type for derivative values.</Description>
<Elaboration>For EU SFTR reporting use the appropriate 4-character code noted in the regulations. See SFTR ITS "Commission Implementing Regulation (EU) 2019/363" Annexes 1 to 2 for values. For other agreement type use OTHR and the name of the agreement concatenated with a hyphen, e.g. OTHR-<IndexName>.</Elaboration>
</Field>
<Field added="FIX.4.4">
<Tag>914</Tag>
<Name>AgreementID</Name>
<Type>String</Type>
<AbbrName>AgmtID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A common reference to the applicable standing agreement between the counterparties to a financing transaction.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>915</Tag>
<Name>AgreementDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>AgmtDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A reference to the date the underlying agreement specified by AgreementID and AgreementDesc was executed.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>916</Tag>
<Name>StartDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral</Description>
</Field>
<Field added="FIX.4.4">
<Tag>917</Tag>
<Name>EndDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>EndDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral</Description>
</Field>
<Field added="FIX.4.4">
<Tag>918</Tag>
<Name>AgreementCurrency</Name>
<Type>Currency</Type>
<AbbrName>AgmtCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>919</Tag>
<Name>DeliveryType</Name>
<Type>int</Type>
<AbbrName>DlvryTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies type of settlement</Description>
</Field>
<Field added="FIX.4.4">
<Tag>920</Tag>
<Name>EndAccruedInterestAmt</Name>
<Type>Amt</Type>
<AbbrName>EndAcrdIntAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Accrued Interest Amount applicable to a financing transaction on the End Date.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>921</Tag>
<Name>StartCash</Name>
<Type>Amt</Type>
<AbbrName>StartCsh</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>922</Tag>
<Name>EndCash</Name>
<Type>Amt</Type>
<AbbrName>EndCsh</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>923</Tag>
<Name>UserRequestID</Name>
<Type>String</Type>
<AbbrName>UserReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for a User Request.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>924</Tag>
<Name>UserRequestType</Name>
<Type>int</Type>
<AbbrName>UserReqTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the action required by a User Request Message</Description>
</Field>
<Field added="FIX.4.4">
<Tag>925</Tag>
<Name>NewPassword</Name>
<Type>String</Type>
<AbbrName>NewPassword</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>New Password or passphrase</Description>
</Field>
<Field added="FIX.4.4">
<Tag>926</Tag>
<Name>UserStatus</Name>
<Type>int</Type>
<AbbrName>UserStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the status of a user</Description>
</Field>
<Field added="FIX.4.4">
<Tag>927</Tag>
<Name>UserStatusText</Name>
<Type>String</Type>
<AbbrName>UserStatText</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A text description associated with a user status.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>928</Tag>
<Name>StatusValue</Name>
<Type>int</Type>
<AbbrName>StatValu</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the status of a network connection</Description>
</Field>
<Field added="FIX.4.4">
<Tag>929</Tag>
<Name>StatusText</Name>
<Type>String</Type>
<AbbrName>StatText</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A text description associated with a network status.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>930</Tag>
<Name>RefCompID</Name>
<Type>String</Type>
<AbbrName>RefCompID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Assigned value used to identify a firm.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>931</Tag>
<Name>RefSubID</Name>
<Type>String</Type>
<AbbrName>RefSubID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Assigned value used to identify specific elements within a firm.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>932</Tag>
<Name>NetworkResponseID</Name>
<Type>String</Type>
<AbbrName>NtwkRspID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for a network response.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>933</Tag>
<Name>NetworkRequestID</Name>
<Type>String</Type>
<AbbrName>NtwkReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for a network resquest.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>934</Tag>
<Name>LastNetworkResponseID</Name>
<Type>String</Type>
<AbbrName>LastNtwkRspID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier of the previous Network Response message sent to a counterparty, used to allow incremental updates.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>935</Tag>
<Name>NetworkRequestType</Name>
<Type>int</Type>
<AbbrName>NtwkReqTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the type and level of details required for a Network Status Request Message
Boolean logic applies EG If you want to subscribe for changes to certain id's then UserRequestType =0 (8+2), Snapshot for certain ID's = 9 (8+1)</Description>
</Field>
<Field added="FIX.4.4">
<Tag>936</Tag>
<Name>NoCompIDs</Name>
<Type>NumInGroup</Type>
<AbbrName>NoCompIDs</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of CompID entries in a repeating group.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>937</Tag>
<Name>NetworkStatusResponseType</Name>
<Type>int</Type>
<AbbrName>NtwkStatRspTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the type of Network Response Message.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>938</Tag>
<Name>NoCollInquiryQualifier</Name>
<Type>NumInGroup</Type>
<AbbrName>NoCollInqQual</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of CollInquiryQualifier entries in a repeating group.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>939</Tag>
<Name>TrdRptStatus</Name>
<Type>int</Type>
<AbbrName>TrdRptStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Trade Report Status</Description>
</Field>
<Field added="FIX.4.4" updated="FIX.5.0SP2" updatedEP="215">
<Tag>940</Tag>
<Name>AffirmStatus</Name>
<Type>int</Type>
<AbbrName>AffirmStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the affirmation status of the confirmation.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>941</Tag>
<Name>UnderlyingStrikeCurrency</Name>
<Type>Currency</Type>
<AbbrName>StrkCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Currency in which the strike price of an underlying instrument is denominated</Description>
</Field>
<Field added="FIX.4.4">
<Tag>942</Tag>
<Name>LegStrikeCurrency</Name>
<Type>Currency</Type>
<AbbrName>StrkCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Currency in which the strike price of a instrument leg of a multileg instrument is denominated</Description>
</Field>
<Field added="FIX.4.4">
<Tag>943</Tag>
<Name>TimeBracket</Name>
<Type>String</Type>
<AbbrName>TmBkt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A code that represents a time interval in which a fill or trade occurred.
Required for US futures markets.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>944</Tag>
<Name>CollAction</Name>
<Type>int</Type>
<AbbrName>Actn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Action proposed for an Underlying Instrument instance.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>945</Tag>
<Name>CollInquiryStatus</Name>
<Type>int</Type>
<AbbrName>Stat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Status of Collateral Inquiry</Description>
</Field>
<Field added="FIX.4.4">
<Tag>946</Tag>
<Name>CollInquiryResult</Name>
<Type>int</Type>
<AbbrName>Rslt</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Result returned in response to Collateral Inquiry
4000+ Reserved and available for bi-laterally agreed upon user-defined values</Description>
</Field>
<Field added="FIX.4.4">
<Tag>947</Tag>
<Name>StrikeCurrency</Name>
<Type>Currency</Type>
<AbbrName>StrkCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Currency in which the StrikePrice is denominated.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>948</Tag>
<Name>NoNested3PartyIDs</Name>
<Type>NumInGroup</Type>
<AbbrName>NoNst3PtyIDs</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of Nested3PartyID (949), Nested3PartyIDSource (950), and Nested3PartyRole (95) entries</Description>
</Field>
<Field added="FIX.4.4">
<Tag>949</Tag>
<Name>Nested3PartyID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PartyID value within a "third instance" Nested repeating group.
Same values as PartyID (448)</Description>
</Field>
<Field added="FIX.4.4">
<Tag>950</Tag>
<Name>Nested3PartyIDSource</Name>
<Type>char</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>447</EnumDatatype>
<Description>PartyIDSource value within a "third instance" Nested repeating group.
Same values as PartyIDSource (447)</Description>
</Field>
<Field added="FIX.4.4">
<Tag>951</Tag>
<Name>Nested3PartyRole</Name>
<Type>int</Type>
<AbbrName>R</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>452</EnumDatatype>
<Description>PartyRole value within a "third instance" Nested repeating group.
Same values as PartyRole (452)</Description>
</Field>
<Field added="FIX.4.4">
<Tag>952</Tag>
<Name>NoNested3PartySubIDs</Name>
<Type>NumInGroup</Type>
<AbbrName>NoNst3PtySubIDs</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of Nested3PartySubIDs (953) entries</Description>
</Field>
<Field added="FIX.4.4">
<Tag>953</Tag>
<Name>Nested3PartySubID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PartySubID value within a "third instance" Nested repeating group.
Same values as PartySubID (523)</Description>
</Field>
<Field added="FIX.4.4">
<Tag>954</Tag>
<Name>Nested3PartySubIDType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>803</EnumDatatype>
<Description>PartySubIDType value within a "third instance" Nested repeating group.
Same values as PartySubIDType (803)</Description>
</Field>
<Field added="FIX.4.4">
<Tag>955</Tag>
<Name>LegContractSettlMonth</Name>
<Type>MonthYear</Type>
<AbbrName>CSetMo</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies when the contract (i.e. MBS/TBA) will settle.</Description>
</Field>
<Field added="FIX.4.4">
<Tag>956</Tag>
<Name>LegInterestAccrualDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>IntAcrl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date</Description>
</Field>
<Field added="FIX.4.4" addedEP="2">
<Tag>957</Tag>
<Name>NoStrategyParameters</Name>
<Type>NumInGroup</Type>
<AbbrName>NoStrtPrm</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Indicates number of strategy parameters</Description>
</Field>
<Field added="FIX.4.4" addedEP="2">
<Tag>958</Tag>
<Name>StrategyParameterName</Name>
<Type>String</Type>
<AbbrName>StrtPrmNme</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Name of parameter</Description>
</Field>
<Field added="FIX.4.4" addedEP="2">
<Tag>959</Tag>
<Name>StrategyParameterType</Name>
<Type>int</Type>
<AbbrName>StrtPrmTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Datatype of the parameter</Description>
</Field>
<Field added="FIX.4.4" addedEP="2">
<Tag>960</Tag>
<Name>StrategyParameterValue</Name>
<Type>String</Type>
<AbbrName>StrtPrmVal</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Value of the parameter</Description>
</Field>
<Field added="FIX.4.4" addedEP="3">
<Tag>961</Tag>
<Name>HostCrossID</Name>
<Type>String</Type>
<AbbrName>HstCxID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs. Used as the primary key with which to refer to the Cross Order for cancellation and replace. The HostCrossID will also be used to link together components of the Cross Order. For example, each individual Execution Report associated with the order will carry HostCrossID in order to tie back to the original cross order.</Description>
</Field>
<Field added="FIX.4.4" addedEP="3">
<Tag>962</Tag>
<Name>SideTimeInForce</Name>
<Type>UTCTimestamp</Type>
<AbbrName>SideTmFrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates how long the order as specified in the side stays in effect. SideTimeInForce allows a two-sided cross order to specify order behavior separately for each side. Absence of this field indicates that TimeInForce should be referenced. SideTimeInForce will override TimeInForce if both are provided.</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>963</Tag>
<Name>MDReportID</Name>
<Type>int</Type>
<AbbrName>RptID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for the Market Data Report.</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="87" added="FIX.4.4" addedEP="4">
<Tag>964</Tag>
<Name>SecurityReportID</Name>
<Type>int</Type>
<AbbrName>RptID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies a Security List message.</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>965</Tag>
<Name>SecurityStatus</Name>
<Type>String</Type>
<AbbrName>Status</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used for derivatives. Denotes the current state of the Instrument.</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>966</Tag>
<Name>SettleOnOpenFlag</Name>
<Type>String</Type>
<AbbrName>SettlOnOpenFlag</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicator to determine if instrument is settle on open</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>967</Tag>
<Name>StrikeMultiplier</Name>
<Type>float</Type>
<AbbrName>StrkMult</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>968</Tag>
<Name>StrikeValue</Name>
<Type>float</Type>
<AbbrName>StrkValu</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>969</Tag>
<Name>MinPriceIncrement</Name>
<Type>float</Type>
<AbbrName>MinPxIncr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Minimum price increase for a given exchange-traded Instrument</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>970</Tag>
<Name>PositionLimit</Name>
<Type>int</Type>
<AbbrName>PosLmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Position Limit for a given exchange-traded product.</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>971</Tag>
<Name>NTPositionLimit</Name>
<Type>int</Type>
<AbbrName>NTPosLmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Position Limit in the near-term contract for a given exchange-traded product.</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>972</Tag>
<Name>UnderlyingAllocationPercent</Name>
<Type>Percentage</Type>
<AbbrName>AllocPct</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Percent of the Strike Price that this underlying represents.</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>973</Tag>
<Name>UnderlyingCashAmount</Name>
<Type>Amt</Type>
<AbbrName>CashAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Cash amount associated with the underlying component.</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="95" added="FIX.4.4" addedEP="4">
<Tag>974</Tag>
<Name>UnderlyingCashType</Name>
<Type>String</Type>
<AbbrName>CashTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used for derivatives that deliver into cash underlying.</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>975</Tag>
<Name>UnderlyingSettlementType</Name>
<Type>int</Type>
<AbbrName>SettlTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates order settlement period for the underlying instrument.</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>976</Tag>
<Name>QuantityDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>QtyDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Date associated to the quantity that is being reported for the position.</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>977</Tag>
<Name>ContIntRptID</Name>
<Type>String</Type>
<AbbrName>RptID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for the Contrary Intention report</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>978</Tag>
<Name>LateIndicator</Name>
<Type>Boolean</Type>
<AbbrName>LateInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates if the contrary intention was received after the exchange imposed cutoff time</Description>
</Field>
<Field added="FIX.4.4" addedEP="4" updated="FIX.5.0SP2" updatedEP="148">
<Tag>979</Tag>
<Name>InputSource</Name>
<Type>String</Type>
<AbbrName>InptSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Originating source of the request.</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>980</Tag>
<Name>SecurityUpdateAction</Name>
<Type>char</Type>
<AbbrName>UpdActn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>981</Tag>
<Name>NoExpiration</Name>
<Type>NumInGroup</Type>
<AbbrName>NoExpiration</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of Expiration Qty entries</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>982</Tag>
<Name>ExpirationQtyType</Name>
<Type>int</Type>
<AbbrName>ExpTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Expiration Quantity type</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>983</Tag>
<Name>ExpQty</Name>
<Type>Qty</Type>
<AbbrName>ExpQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Expiration Quantity associated with the Expiration Type</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>984</Tag>
<Name>NoUnderlyingAmounts</Name>
<Type>NumInGroup</Type>
<AbbrName>NoUnderlyingAmounts</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Total number of occurrences of Amount to pay in order to receive the underlying instrument</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>985</Tag>
<Name>UnderlyingPayAmount</Name>
<Type>Amt</Type>
<AbbrName>PayAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Amount to pay in order to receive the underlying instrument</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>986</Tag>
<Name>UnderlyingCollectAmount</Name>
<Type>Amt</Type>
<AbbrName>ColAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Amount to collect in order to deliver the underlying instrument</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>987</Tag>
<Name>UnderlyingSettlementDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>StlDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments.</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>988</Tag>
<Name>UnderlyingSettlementStatus</Name>
<Type>String</Type>
<AbbrName>SetStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument.</Description>
</Field>
<Field added="FIX.4.4" addedEP="5">
<Tag>989</Tag>
<Name>SecondaryIndividualAllocID</Name>
<Type>String</Type>
<AbbrName>IndAllocID2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Will allow the intermediary to specify an allocation ID generated by their system.</Description>
</Field>
<Field added="FIX.4.4" addedEP="5">
<Tag>990</Tag>
<Name>LegReportID</Name>
<Type>String</Type>
<AbbrName>RptID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Additional attribute to store the Trade ID of the Leg.</Description>
</Field>
<Field added="FIX.4.4" addedEP="5">
<Tag>991</Tag>
<Name>RndPx</Name>
<Type>Price</Type>
<AbbrName>RndPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies average price rounded to quoted precision.</Description>
</Field>
<Field added="FIX.4.4" addedEP="5">
<Tag>992</Tag>
<Name>IndividualAllocType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies whether the allocation is to be sub-allocated or allocated to a third party</Description>
</Field>
<Field added="FIX.4.4" addedEP="5">
<Tag>993</Tag>
<Name>AllocCustomerCapacity</Name>
<Type>String</Type>
<AbbrName>CustCpcty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Capacity of customer in the allocation block.</Description>
</Field>
<Field added="FIX.4.4" addedEP="5">
<Tag>994</Tag>
<Name>TierCode</Name>
<Type>String</Type>
<AbbrName>TierCD</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The Tier the trade was matched by the clearing system.</Description>
</Field>
<Field added="FIX.4.4" addedEP="5" updated="FIX.5.0SP2" updatedEP="122">
<Tag>996</Tag>
<Name>UnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>UOM</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported.
Fixed Magnitude UOMs are primarily used in energy derivatives and specify a magnitude (such as, MM, Kilo, M, etc.) and the dimension (such as, watt hours, BTU's) to produce standard fixed measures (such as MWh - Megawatt-hours, MMBtu - One million BTUs).
The second group, Variable Quantity UOMs, specifies the dimension as a single unit without a magnitude (or more accurately a magnitude of one) and uses the UnitOfMeasureQty(1147) field to define the quantity of units per contract. Variable Quantity UOMs are used for both commodities (such as lbs of lean cattle, bushels of corn, ounces of gold) and financial futures.
Examples:
For lean cattle futures contracts, a UnitOfMeasure of 'lbs' with a UnitOfMeasureQty(1147) of 40,000, means each lean cattle futures contract represents 40,000 lbs of lean cattle.
For Eurodollars futures contracts, a UnitOfMeasure of Ccy with a UnitOfMeasureCurrency(1716) of USD and a UnitOfMeasureQty(1147) of 1,000,000, means a Eurodollar futures contract represents 1,000,000 USD.
For gold futures contracts, a UnitOfMeasure is oz_tr (Troy ounce) with a UnitOfMeasureQty(1147) of 1,000, means each gold futures contract represents 1,000 troy ounces of gold.</Description>
</Field>
<Field added="FIX.4.4" addedEP="5">
<Tag>997</Tag>
<Name>TimeUnit</Name>
<Type>String</Type>
<AbbrName>TmUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unit of time associated with the contract.
NOTE: Additional values may be used by mutual agreement of the counterparties</Description>
</Field>
<Field added="FIX.4.4" addedEP="5">
<Tag>998</Tag>
<Name>UnderlyingUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>UOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Refer to defintion of UnitOfMeasure(996)</Description>
</Field>
<Field added="FIX.4.4" addedEP="5">
<Tag>999</Tag>
<Name>LegUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>UOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Refer to defintion of UnitOfMeasure(996)</Description>
</Field>
<Field added="FIX.4.4" addedEP="5">
<Tag>1000</Tag>
<Name>UnderlyingTimeUnit</Name>
<Type>String</Type>
<AbbrName>TmUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>997</EnumDatatype>
<Description>Same as TimeUnit.</Description>
</Field>
<Field added="FIX.4.4" addedEP="5">
<Tag>1001</Tag>
<Name>LegTimeUnit</Name>
<Type>String</Type>
<AbbrName>TmUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>997</EnumDatatype>
<Description>Same as TimeUnit.</Description>
</Field>
<Field added="FIX.4.4" addedEP="5">
<Tag>1002</Tag>
<Name>AllocMethod</Name>
<Type>int</Type>
<AbbrName>Meth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the method under which a trade quantity was allocated.</Description>
</Field>
<Field added="FIX.4.4" addedEP="11">
<Tag>1003</Tag>
<Name>TradeID</Name>
<Type>String</Type>
<AbbrName>TrdID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty.</Description>
</Field>
<Field added="FIX.4.4" addedEP="5">
<Tag>1005</Tag>
<Name>SideTradeReportID</Name>
<Type>String</Type>
<AbbrName>RptID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used on a multi-sided trade to designate the ReportID</Description>
</Field>
<Field added="FIX.4.4" addedEP="5">
<Tag>1006</Tag>
<Name>SideFillStationCd</Name>
<Type>String</Type>
<AbbrName>FillStationCd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used on a multi-sided trade to convey order routing information</Description>
</Field>
<Field added="FIX.4.4" addedEP="5">
<Tag>1007</Tag>
<Name>SideReasonCd</Name>
<Type>String</Type>
<AbbrName>RsnCD</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used on a multi-sided trade to convey reason for execution</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="95" added="FIX.4.4" addedEP="5">
<Tag>1008</Tag>
<Name>SideTrdSubTyp</Name>
<Type>int</Type>
<AbbrName>TrdSubTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>829</EnumDatatype>
<Description>Used on a multi-sided trade to specify the type of trade for a given side. Same values as TrdSubType (829).</Description>
</Field>
<Field updated="FIX.5.0SP2" updatedEP="161" added="FIX.4.4" addedEP="5">
<Tag>1009</Tag>
<Name>SideLastQty</Name>
<Type>Qty</Type>
<AbbrName>SideQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate the quantity on one side of a multi-sided trade.</Description>
</Field>
<Field added="FIX.4.4" addedEP="5">
<Tag>1011</Tag>
<Name>MessageEventSource</Name>
<Type>String</Type>
<AbbrName>MsgEvtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to identify the event or source which gave rise to a message.
Valid values will be based on an exchange's implementation.
Example values are:
"MQM" (originated at Firm Back Office)
"Clear" (originated in Clearing System)
"Reg" (static data generated via Register request)</Description>
</Field>
<Field added="FIX.4.4" addedEP="5">
<Tag>1012</Tag>
<Name>SideTrdRegTimestamp</Name>
<Type>UTCTimestamp</Type>
<AbbrName>TS</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Will be used in a multi-sided message.
Traded Regulatory timestamp value Use to store time information required by government regulators or self regulatory organizations such as an exchange or clearing house</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="77" added="FIX.4.4" addedEP="5">
<Tag>1013</Tag>
<Name>SideTrdRegTimestampType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>770</EnumDatatype>
<Description>Same as TrdRegTimeStampType</Description>
</Field>
<Field added="FIX.4.4" addedEP="5">
<Tag>1014</Tag>
<Name>SideTrdRegTimestampSrc</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Same as TrdRegTimestampOrigin
Text which identifies the origin i.e. system which was used to generate the time stamp for the Traded Regulatory timestamp value</Description>
</Field>
<Field added="FIX.4.4" addedEP="5" updated="FIX.5.0SP2" updatedEP="141">
<Tag>1015</Tag>
<Name>AsOfIndicator</Name>
<Type>char</Type>
<AbbrName>AsOfInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A trade that is being submitted for a trade date prior to the current trade or clearing date, e.g. in an open outcry market an out trade being submitted for the previous trading session or trading day.</Description>
</Field>
<Field added="FIX.4.4" addedEP="5">
<Tag>1016</Tag>
<Name>NoSideTrdRegTS</Name>
<Type>NumInGroup</Type>
<AbbrName>NoSideTrdRegTS</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Indicates number of SideTimestamps contained in group</Description>
</Field>
<Field added="FIX.4.4" addedEP="18">
<Tag>1017</Tag>
<Name>LegOptionRatio</Name>
<Type>float</Type>
<AbbrName>LegOptionRatio</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Expresses the risk of an option leg
Value must be between -1 and 1.
A Call Option will require a ratio value between 0 and 1
A Put Option will require a ratio value between -1 and 0</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>1018</Tag>
<Name>NoInstrumentParties</Name>
<Type>NumInGroup</Type>
<AbbrName>NoInstrmntPty</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Identifies the number of parties identified with an instrument</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>1019</Tag>
<Name>InstrumentPartyID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PartyID value within an instrument party repeating group. Same values as PartyID (448)</Description>
</Field>
<Field added="FIX.4.4" addedEP="7">
<Tag>1020</Tag>
<Name>TradeVolume</Name>
<Type>Qty</Type>
<AbbrName>TrdVol</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to report volume with a trade</Description>
</Field>
<Field added="FIX.4.4" addedEP="7">
<Tag>1021</Tag>
<Name>MDBookType</Name>
<Type>int</Type>
<AbbrName>MDBkTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection</Description>
</Field>
<Field added="FIX.4.4" addedEP="7">
<Tag>1022</Tag>
<Name>MDFeedType</Name>
<Type>String</Type>
<AbbrName>MDFeedTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Describes a class of service for a given data feed, ie Regular and Market Maker, Bandwidth Intensive or Bandwidth Conservative</Description>
</Field>
<Field added="FIX.4.4" addedEP="7">
<Tag>1023</Tag>
<Name>MDPriceLevel</Name>
<Type>int</Type>
<AbbrName>MDPxLvl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Integer to convey the level of a bid or offer at a given price level. This is in contrast to MDEntryPositionNo which is used to convey the position of an order within a Price level</Description>
</Field>
<Field added="FIX.4.4" addedEP="7" updated="FIX.5.0SP2" updatedEP="216">
<Tag>1024</Tag>
<Name>MDOriginType</Name>
<Type>int</Type>
<AbbrName>MDOrigTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to describe the origin of the market data entry.</Description>
</Field>
<Field added="FIX.4.4" addedEP="7">
<Tag>1025</Tag>
<Name>FirstPx</Name>
<Type>Price</Type>
<AbbrName>FirstPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the first trade price of the day/session</Description>
</Field>
<Field added="FIX.4.4" addedEP="7">
<Tag>1026</Tag>
<Name>MDEntrySpotRate</Name>
<Type>float</Type>
<AbbrName>MDEntrySpotRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The spot rate for an FX entry</Description>
</Field>
<Field added="FIX.4.4" addedEP="7">
<Tag>1027</Tag>
<Name>MDEntryForwardPoints</Name>
<Type>PriceOffset</Type>
<AbbrName>MDEntryFwdPnts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used for an F/X entry. The forward points to be added to or subtracted from the spot rate to get the "all-in" rate in MDEntryPx. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199</Description>
</Field>
<Field added="FIX.4.4" addedEP="9" updated="FIX.5.0SP2" updatedEP="182">
<Tag>1028</Tag>
<Name>ManualOrderIndicator</Name>
<Type>Boolean</Type>
<AbbrName>ManOrdInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates if the order was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software).</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="95" added="FIX.4.4" addedEP="9">
<Tag>1029</Tag>
<Name>CustDirectedOrder</Name>
<Type>Boolean</Type>
<AbbrName>CustDrctdOrd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates if the customer directed this order to a specific execution venue "Y" or not "N".
A default of "N" customer did not direct this order should be used in the case where the information is both missing and essential.</Description>
</Field>
<Field added="FIX.4.4" addedEP="9" updated="FIX.5.0SP2" updatedEP="135"
deprecated="FIX.5.0SP2"
deprecatedEP="135">
<Tag>1030</Tag>
<Name>ReceivedDeptID</Name>
<Type>String</Type>
<AbbrName>RcvdDptID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the broker-dealer department that first took the order.</Description>
</Field>
<Field updated="FIX.5.0SP2" updatedEP="135" added="FIX.4.4" addedEP="9">
<Tag>1031</Tag>
<Name>CustOrderHandlingInst</Name>
<Type>MultipleStringValue</Type>
<AbbrName>CustOrdHdlInst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.
NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only.
For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list.
For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified.</Description>
</Field>
<Field added="FIX.4.4" addedEP="9" updated="FIX.5.0SP2" updatedEP="135">
<Tag>1032</Tag>
<Name>OrderHandlingInstSource</Name>
<Type>int</Type>
<AbbrName>OrdHndlInstSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the class or source of the order handling instruction values. Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035).
Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified.</Description>
</Field>
<Field updated="FIX.5.0SP2" updatedEP="135" added="FIX.4.4" addedEP="9">
<Tag>1033</Tag>
<Name>DeskType</Name>
<Type>String</Type>
<AbbrName>DskTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the type of Trading Desk.
Conditionally required when InformationBarrierID(1727) is specified for OATS.</Description>
</Field>
<Field updated="FIX.5.0SP2" updatedEP="135" added="FIX.4.4" addedEP="9">
<Tag>1034</Tag>
<Name>DeskTypeSource</Name>
<Type>int</Type>
<AbbrName>DskTypSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the class or source of DeskType(1033) values. Conditionally required when DeskType(1033) is specified.</Description>
</Field>
<Field updated="FIX.5.0SP2" updatedEP="135" added="FIX.4.4" addedEP="9">
<Tag>1035</Tag>
<Name>DeskOrderHandlingInst</Name>
<Type>MultipleStringValue</Type>
<AbbrName>DskOrdHndlInst</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1031</EnumDatatype>
<Description>Codes that apply special information that the broker-dealer needs to report.</Description>
</Field>
<Field added="FIX.4.4" addedEP="10">
<Tag>1036</Tag>
<Name>ExecAckStatus</Name>
<Type>char</Type>
<AbbrName>ExecAckStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The status of this execution acknowledgement message.</Description>
</Field>
<Field added="FIX.4.4" addedEP="8">
<Tag>1037</Tag>
<Name>UnderlyingDeliveryAmount</Name>
<Type>Amt</Type>
<AbbrName>UndlyDlvAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the underlying position amount to be delivered</Description>
</Field>
<Field added="FIX.4.4" addedEP="8">
<Tag>1038</Tag>
<Name>UnderlyingCapValue</Name>
<Type>Amt</Type>
<AbbrName>CapValu</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Maximum notional value for a capped financial instrument</Description>
</Field>
<Field added="FIX.4.4" addedEP="8" updated="FIX.5.0SP2" updatedEP="169">
<Tag>1039</Tag>
<Name>UnderlyingSettlMethod</Name>
<Type>String</Type>
<AbbrName>SetMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1193</EnumDatatype>
<Description>Settlement method for a contract or instrument. Additional values may be used with bilateral agreement.</Description>
</Field>
<Field added="FIX.4.4" addedEP="11">
<Tag>1040</Tag>
<Name>SecondaryTradeID</Name>
<Type>String</Type>
<AbbrName>TrdID2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to carry an internal trade entity ID which may or may not be reported to the firm</Description>
</Field>
<Field added="FIX.4.4" addedEP="11">
<Tag>1041</Tag>
<Name>FirmTradeID</Name>
<Type>String</Type>
<AbbrName>FirmTrdID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary</Description>
</Field>
<Field added="FIX.4.4" addedEP="11">
<Tag>1042</Tag>
<Name>SecondaryFirmTradeID</Name>
<Type>String</Type>
<AbbrName>FirmTrdID2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary</Description>
</Field>
<Field added="FIX.4.4" addedEP="12">
<Tag>1043</Tag>
<Name>CollApplType</Name>
<Type>int</Type>
<AbbrName>ApplTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>conveys how the collateral should be/has been applied</Description>
</Field>
<Field added="FIX.4.4" addedEP="12">
<Tag>1044</Tag>
<Name>UnderlyingAdjustedQuantity</Name>
<Type>Qty</Type>
<AbbrName>AdjQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unit amount of the underlying security (shares) adjusted for pending corporate action not yet allocated.</Description>
</Field>
<Field added="FIX.4.4" addedEP="12">
<Tag>1045</Tag>
<Name>UnderlyingFXRate</Name>
<Type>float</Type>
<AbbrName>FxRate</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Foreign exchange rate used to compute UnderlyingCurrentValue(885) (or market value) from UnderlyingCurrency(318) to Currency(15).</Description>
</Field>
<Field added="FIX.4.4" addedEP="12">
<Tag>1046</Tag>
<Name>UnderlyingFXRateCalc</Name>
<Type>char</Type>
<AbbrName>FxRateCalc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies whether the UnderlyingFxRate(1045) should be multiplied or divided.</Description>
</Field>
<Field added="FIX.4.4" addedEP="17">
<Tag>1047</Tag>
<Name>AllocPositionEffect</Name>
<Type>char</Type>
<AbbrName>AllocPosEfct</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="95" added="FIX.4.4" addedEP="7">
<Tag>1048</Tag>
<Name>DealingCapacity</Name>
<Type>char</Type>
<AbbrName>DealingCpcty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies role of dealer; Agent, Principal, RisklessPrincipal</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>1049</Tag>
<Name>InstrmtAssignmentMethod</Name>
<Type>char</Type>
<AbbrName>AsgnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Method under which assignment was conducted</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>1050</Tag>
<Name>InstrumentPartyIDSource</Name>
<Type>char</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>447</EnumDatatype>
<Description>PartyIDSource value within an instrument partyrepeating group.
Same values as PartyIDSource (447)</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>1051</Tag>
<Name>InstrumentPartyRole</Name>
<Type>int</Type>
<AbbrName>R</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>452</EnumDatatype>
<Description>PartyRole value within an instrument partyepeating group.
Same values as PartyRole (452)</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>1052</Tag>
<Name>NoInstrumentPartySubIDs</Name>
<Type>NumInGroup</Type>
<AbbrName>NoInstrmntPtySubIDs</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>1053</Tag>
<Name>InstrumentPartySubID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PartySubID value within an instrument party repeating group.
Same values as PartySubID (523)</Description>
</Field>
<Field added="FIX.4.4" addedEP="4">
<Tag>1054</Tag>
<Name>InstrumentPartySubIDType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>803</EnumDatatype>
<Description>Type of InstrumentPartySubID (1053) value.
Same values as PartySubIDType (803)</Description>
</Field>
<Field added="FIX.4.4" addedEP="8">
<Tag>1055</Tag>
<Name>PositionCurrency</Name>
<Type>String</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The Currency in which the position Amount is denominated</Description>
</Field>
<Field added="FIX.4.4" addedEP="21">
<Tag>1056</Tag>
<Name>CalculatedCcyLastQty</Name>
<Type>Qty</Type>
<AbbrName>CalcCcyLastQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx.</Description>
</Field>
<Field added="FIX.4.4" addedEP="21">
<Tag>1057</Tag>
<Name>AggressorIndicator</Name>
<Type>Boolean</Type>
<AbbrName>AgrsrInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to identify whether the order initiator is an aggressor or not in the trade.</Description>
</Field>
<Field added="FIX.4.4" addedEP="8">
<Tag>1058</Tag>
<Name>NoUndlyInstrumentParties</Name>
<Type>NumInGroup</Type>
<AbbrName>NoInstrmntPty</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Identifies the number of parties identified with an underlying instrument</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="95" added="FIX.4.4" addedEP="8">
<Tag>1059</Tag>
<Name>UnderlyingInstrumentPartyID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PartyID value within an underlying instrument party repeating group.
Same values as PartyID (448)</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="95" added="FIX.4.4" addedEP="8">
<Tag>1060</Tag>
<Name>UnderlyingInstrumentPartyIDSource</Name>
<Type>char</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>447</EnumDatatype>
<Description>PartyIDSource value within an underlying instrument partyrepeating group.
Same values as PartyIDSource (447)</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="95" added="FIX.4.4" addedEP="8">
<Tag>1061</Tag>
<Name>UnderlyingInstrumentPartyRole</Name>
<Type>int</Type>
<AbbrName>R</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>452</EnumDatatype>
<Description>PartyRole value within an underlying instrument partyepeating group.
Same values as PartyRole (452)</Description>
</Field>
<Field added="FIX.4.4" addedEP="8">
<Tag>1062</Tag>
<Name>NoUndlyInstrumentPartySubIDs</Name>
<Type>NumInGroup</Type>
<AbbrName>NoInstrmntPtySubIDs</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="95" added="FIX.4.4" addedEP="8">
<Tag>1063</Tag>
<Name>UnderlyingInstrumentPartySubID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PartySubID value within an underlying instrument party repeating group.
Same values as PartySubID (523)</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="95" added="FIX.4.4" addedEP="8">
<Tag>1064</Tag>
<Name>UnderlyingInstrumentPartySubIDType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>803</EnumDatatype>
<Description>Type of underlying InstrumentPartySubID (1053) value.
Same values as PartySubIDType (803)</Description>
</Field>
<Field added="FIX.4.4" addedEP="21">
<Tag>1065</Tag>
<Name>BidSwapPoints</Name>
<Type>PriceOffset</Type>
<AbbrName>BidSwapPnts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The bid FX Swap points for an FX Swap. It is the "far bid forward points - near offer forward point". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199</Description>
</Field>
<Field added="FIX.4.4" addedEP="21">
<Tag>1066</Tag>
<Name>OfferSwapPoints</Name>
<Type>PriceOffset</Type>
<AbbrName>OfrSwapPnts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The offer FX Swap points for an FX Swap. It is the "far offer forward points - near bid forward points". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199</Description>
</Field>
<Field added="FIX.4.4" addedEP="21">
<Tag>1067</Tag>
<Name>LegBidForwardPoints</Name>
<Type>PriceOffset</Type>
<AbbrName>LegBidFwdPnts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The bid FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199</Description>
</Field>
<Field added="FIX.4.4" addedEP="21">
<Tag>1068</Tag>
<Name>LegOfferForwardPoints</Name>
<Type>PriceOffset</Type>
<AbbrName>LegOfrFwdPnts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The offer FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199</Description>
</Field>
<Field added="FIX.4.4" addedEP="21">
<Tag>1069</Tag>
<Name>SwapPoints</Name>
<Type>PriceOffset</Type>
<AbbrName>SwapPnts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For FX Swap, this is used to express the differential between the far leg's bid/offer and the near leg's bid/offer. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199</Description>
</Field>
<Field added="FIX.4.4" addedEP="7">
<Tag>1070</Tag>
<Name>MDQuoteType</Name>
<Type>int</Type>
<AbbrName>MDQteTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies market data quote type.</Description>
</Field>
<Field added="FIX.4.4" addedEP="21">
<Tag>1071</Tag>
<Name>LastSwapPoints</Name>
<Type>PriceOffset</Type>
<AbbrName>LastSwapPnts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For FX Swap, this is used to express the last market event for the differential between the far leg's bid/offer and the near leg's bid/offer in a fill or partial fill. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199</Description>
</Field>
<Field added="FIX.4.4" addedEP="25">
<Tag>1072</Tag>
<Name>SideGrossTradeAmt</Name>
<Type>Amt</Type>
<AbbrName>SideGrossTradeAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The gross trade amount for this side of the trade. See also GrossTradeAmt (381) for additional definition.</Description>
</Field>
<Field added="FIX.4.4" addedEP="21">
<Tag>1073</Tag>
<Name>LegLastForwardPoints</Name>
<Type>PriceOffset</Type>
<AbbrName>LegLastFwdPnts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The forward points for this leg's fill event. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199</Description>
</Field>
<Field added="FIX.4.4" addedEP="21">
<Tag>1074</Tag>
<Name>LegCalculatedCcyLastQty</Name>
<Type>Qty</Type>
<AbbrName>LegCalcCcyLastQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx.</Description>
</Field>
<Field added="FIX.4.4" addedEP="21">
<Tag>1075</Tag>
<Name>LegGrossTradeAmt</Name>
<Type>Amt</Type>
<AbbrName>LegGrossTrdAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The gross trade amount of the leg. For FX Futures this is used to express the notional value of a fill when LegLastQty and other quantity fields are express in terms of contract size.</Description>
</Field>
<Field added="FIX.4.4" addedEP="21">
<Tag>1079</Tag>
<Name>MaturityTime</Name>
<Type>TZTimeOnly</Type>
<AbbrName>MatTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time of security's maturity expressed in local time with offset to UTC specified</Description>
</Field>
<Field added="FIX.4.4" addedEP="22" updated="FIX.5.0SP2" updatedEP="171">
<Tag>1080</Tag>
<Name>RefOrderID</Name>
<Type>String</Type>
<AbbrName>RefOrdID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ID reference to the order being hit or taken.
For pre-trade credit/risk limit check process, this is the reference to the placed order, quote request or quote for the credit/risk limit check.</Description>
</Field>
<Field added="FIX.4.4" addedEP="22" updated="FIX.5.0SP2" updatedEP="253">
<Tag>1081</Tag>
<Name>RefOrderIDSource</Name>
<Type>char</Type>
<AbbrName>RefOrdIDSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to specify the source for the identifier in RefOrderID(1080). This can be an identifier provided in order depth market data when hitting (taking) a specific order or to identify what type of order or quote reference is being provided when seeking credit limit check. In the context of US CAT this can be used to identify related orders and quotes which are parent, previous, or manual orders or quotes. Previous relates to orders changing their unique system assigned order identifier.</Description>
</Field>
<Field added="FIX.4.4" addedEP="22">
<Tag>1082</Tag>
<Name>SecondaryDisplayQty</Name>
<Type>Qty</Type>
<AbbrName>SecDspQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used for reserve orders when DisplayQty applies to the primary execution market (e.g.an ECN) and another quantity is to be shown at other markets (e.g. the exchange). On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.</Description>
</Field>
<Field added="FIX.4.4" addedEP="22">
<Tag>1083</Tag>
<Name>DisplayWhen</Name>
<Type>char</Type>
<AbbrName>DspWhn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Instructs when to refresh DisplayQty (1138).</Description>
</Field>
<Field added="FIX.4.4" addedEP="22">
<Tag>1084</Tag>
<Name>DisplayMethod</Name>
<Type>char</Type>
<AbbrName>DspMthd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1"</Description>
</Field>
<Field added="FIX.4.4" addedEP="22">
<Tag>1085</Tag>
<Name>DisplayLowQty</Name>
<Type>Qty</Type>
<AbbrName>DsplLwQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines the lower quantity limit to a randomized refresh of DisplayQty.</Description>
</Field>
<Field added="FIX.4.4" addedEP="22">
<Tag>1086</Tag>
<Name>DisplayHighQty</Name>
<Type>Qty</Type>
<AbbrName>DisplayHighQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines the upper quantity limit to a randomized refresh of DisplayQty.</Description>
</Field>
<Field added="FIX.4.4" addedEP="22">
<Tag>1087</Tag>
<Name>DisplayMinIncr</Name>
<Type>Qty</Type>
<AbbrName>DspMinIncr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines the minimum increment to be used when calculating a random refresh of DisplayQty. A user specifies this when he wants a larger increment than the standard provided by the market (e.g. the round lot size).</Description>
</Field>
<Field added="FIX.4.4" addedEP="22">
<Tag>1088</Tag>
<Name>RefreshQty</Name>
<Type>Qty</Type>
<AbbrName>RfrshQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines the quantity used to refresh DisplayQty.</Description>
</Field>
<Field added="FIX.4.4" addedEP="22">
<Tag>1089</Tag>
<Name>MatchIncrement</Name>
<Type>Qty</Type>
<AbbrName>MtchInc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement.</Description>
</Field>
<Field added="FIX.4.4" addedEP="22">
<Tag>1090</Tag>
<Name>MaxPriceLevels</Name>
<Type>int</Type>
<AbbrName>MxPxLvls</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit.</Description>
</Field>
<Field added="FIX.4.4" addedEP="22">
<Tag>1091</Tag>
<Name>PreTradeAnonymity</Name>
<Type>Boolean</Type>
<AbbrName>PrTrdAnon</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible.</Description>
</Field>
<Field added="FIX.4.4" addedEP="22">
<Tag>1092</Tag>
<Name>PriceProtectionScope</Name>
<Type>char</Type>
<AbbrName>PxPrtScp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines the type of price protection the customer requires on their order.</Description>
</Field>
<Field added="FIX.4.4" addedEP="22">
<Tag>1093</Tag>
<Name>LotType</Name>
<Type>char</Type>
<AbbrName>LotTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines the lot type assigned to the order.</Description>
</Field>
<Field added="FIX.4.4" addedEP="22">
<Tag>1094</Tag>
<Name>PegPriceType</Name>
<Type>int</Type>
<AbbrName>PegPxTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines the type of peg.</Description>
</Field>
<Field added="FIX.4.4" addedEP="22">
<Tag>1095</Tag>
<Name>PeggedRefPrice</Name>
<Type>Price</Type>
<AbbrName>PggdRefPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The value of the reference price that the order is pegged to. PeggedRefPrice + PegOffsetValue (211) = PeggedPrice (839) unless the limit price (44, Price) is breached. The values may not be exact due to rounding.</Description>
</Field>
<Field added="FIX.4.4" addedEP="22">
<Tag>1096</Tag>
<Name>PegSecurityIDSource</Name>
<Type>String</Type>
<AbbrName>PegSecurityIDSource</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<Description>Defines the identity of the security off whose prices the order will peg. Same values as SecurityIDSource (22)</Description>
</Field>
<Field added="FIX.4.4" addedEP="22">
<Tag>1097</Tag>
<Name>PegSecurityID</Name>
<Type>String</Type>
<AbbrName>PegSecID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines the identity of the security off whose prices the order will peg.</Description>
</Field>
<Field added="FIX.4.4" addedEP="22">
<Tag>1098</Tag>
<Name>PegSymbol</Name>
<Type>String</Type>
<AbbrName>PgSymbl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines the common, 'human understood' representation of the security off whose prices the order will Peg.</Description>
</Field>
<Field added="FIX.4.4" addedEP="22">
<Tag>1099</Tag>
<Name>PegSecurityDesc</Name>
<Type>String</Type>
<AbbrName>PegSecDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Security description of the security off whose prices the order will Peg.</Description>
</Field>
<Field added="FIX.5.0" addedEP="-1">
<Tag>1100</Tag>
<Name>TriggerType</Name>
<Type>char</Type>
<AbbrName>TrgrTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines when the trigger will hit, i.e. the action specified by the trigger instructions will come into effect.</Description>
</Field>
<Field added="FIX.5.0" addedEP="-1">
<Tag>1101</Tag>
<Name>TriggerAction</Name>
<Type>char</Type>
<AbbrName>TrgrActn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines the type of action to take when the trigger hits.</Description>
</Field>
<Field added="FIX.5.0" addedEP="-1">
<Tag>1102</Tag>
<Name>TriggerPrice</Name>
<Type>Price</Type>
<AbbrName>TrgrPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The price at which the trigger should hit.</Description>
</Field>
<Field added="FIX.5.0" addedEP="-1">
<Tag>1103</Tag>
<Name>TriggerSymbol</Name>
<Type>String</Type>
<AbbrName>TrgrSym</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines the common, 'human understood' representation of the security whose prices will be tracked by the trigger logic.</Description>
</Field>
<Field added="FIX.5.0" addedEP="-1">
<Tag>1104</Tag>
<Name>TriggerSecurityID</Name>
<Type>String</Type>
<AbbrName>TrgrSecID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines the identity of the security whose prices will be tracked by the trigger logic.</Description>
</Field>
<Field added="FIX.5.0" addedEP="-1">
<Tag>1105</Tag>
<Name>TriggerSecurityIDSource</Name>
<Type>String</Type>
<AbbrName>TrgrSecIDSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<Description>Defines the identity of the security whose prices will be tracked by the trigger logic. Same values as SecurityIDSource (22).</Description>
</Field>
<Field added="FIX.5.0" addedEP="-1">
<Tag>1106</Tag>
<Name>TriggerSecurityDesc</Name>
<Type>String</Type>
<AbbrName>TrgrSecDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines the security description of the security whose prices will be tracked by the trigger logic.</Description>
</Field>
<Field added="FIX.5.0" addedEP="-1">
<Tag>1107</Tag>
<Name>TriggerPriceType</Name>
<Type>char</Type>
<AbbrName>TrgrPxTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The type of price that the trigger is compared to.</Description>
</Field>
<Field added="FIX.5.0" addedEP="-1">
<Tag>1108</Tag>
<Name>TriggerPriceTypeScope</Name>
<Type>char</Type>
<AbbrName>TrgrPxTypScp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines the type of price protection the customer requires on their order.</Description>
</Field>
<Field added="FIX.5.0" addedEP="-1">
<Tag>1109</Tag>
<Name>TriggerPriceDirection</Name>
<Type>char</Type>
<AbbrName>TrgrPxDir</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The side from which the trigger price is reached.</Description>
</Field>
<Field added="FIX.5.0" addedEP="-1">
<Tag>1110</Tag>
<Name>TriggerNewPrice</Name>
<Type>Price</Type>
<AbbrName>TrgrNewPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The Price that the order should have after the trigger has hit. Could be applicable for any trigger type, but must be specified for Trigger Type 1.</Description>
</Field>
<Field added="FIX.5.0" addedEP="-1">
<Tag>1111</Tag>
<Name>TriggerOrderType</Name>
<Type>char</Type>
<AbbrName>TrgrOrdTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The OrdType the order should have after the trigger has hit. Required to express orders that change from Limit to Market. Other values from OrdType (40) may be used if appropriate and bilaterally agreed upon.</Description>
</Field>
<Field added="FIX.5.0" addedEP="-1">
<Tag>1112</Tag>
<Name>TriggerNewQty</Name>
<Type>Qty</Type>
<AbbrName>TrgrNewQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The Quantity the order should have after the trigger has hit.</Description>
</Field>
<Field added="FIX.5.0" addedEP="-1">
<Tag>1113</Tag>
<Name>TriggerTradingSessionID</Name>
<Type>String</Type>
<AbbrName>TrgrTrdSessID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines the trading session at which the order will be activated.</Description>
</Field>
<Field added="FIX.5.0" addedEP="-1">
<Tag>1114</Tag>
<Name>TriggerTradingSessionSubID</Name>
<Type>String</Type>
<AbbrName>TrgrTrdSessSubID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines the subordinate trading session at which the order will be activated.</Description>
</Field>
<Field added="FIX.4.4" addedEP="22">
<Tag>1115</Tag>
<Name>OrderCategory</Name>
<Type>char</Type>
<AbbrName>OrdCat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines the type of interest behind a trade (fill or partial fill).</Description>
</Field>
<Field added="FIX.4.4" addedEP="22">
<Tag>1116</Tag>
<Name>NoRootPartyIDs</Name>
<Type>NumInGroup</Type>
<AbbrName>NoRootPartyIDs</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of RootPartyID (1117), RootPartyIDSource (1118), and RootPartyRole (1119) entries</Description>
</Field>
<Field added="FIX.4.4" addedEP="22">
<Tag>1117</Tag>
<Name>RootPartyID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PartyID value within a root parties component. Same values as PartyID (448)</Description>
</Field>
<Field added="FIX.4.4" addedEP="22">
<Tag>1118</Tag>
<Name>RootPartyIDSource</Name>
<Type>char</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>447</EnumDatatype>
<Description>PartyIDSource value within a root parties component. Same values as PartyIDSource (447)</Description>
</Field>
<Field added="FIX.4.4" addedEP="22">
<Tag>1119</Tag>
<Name>RootPartyRole</Name>
<Type>int</Type>
<AbbrName>R</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>452</EnumDatatype>
<Description>PartyRole value within a root parties component. Same values as PartyRole (452)</Description>
</Field>
<Field added="FIX.4.4" addedEP="22">
<Tag>1120</Tag>
<Name>NoRootPartySubIDs</Name>
<Type>NumInGroup</Type>
<AbbrName>NoRootPartySubIDs</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of RootPartySubID (1121) and RootPartySubIDType (1122) entries</Description>
</Field>
<Field added="FIX.4.4" addedEP="22">
<Tag>1121</Tag>
<Name>RootPartySubID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PartySubID value within a root parties component. Same values as PartySubID (523)</Description>
</Field>
<Field added="FIX.4.4" addedEP="22">
<Tag>1122</Tag>
<Name>RootPartySubIDType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>803</EnumDatatype>
<Description>Type of RootPartySubID (1121) value. Same values as PartySubIDType (803)</Description>
</Field>
<Field added="FIX.4.4" addedEP="23" updated="FIX.5.0SP2" updatedEP="136">
<Tag>1123</Tag>
<Name>TradeHandlingInstr</Name>
<Type>char</Type>
<AbbrName>TrdHandlInst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specified how the TradeCaptureReport(35=AE) should be handled by the respondent.</Description>
</Field>
<Field added="FIX.4.4" addedEP="23">
<Tag>1124</Tag>
<Name>OrigTradeHandlingInstr</Name>
<Type>char</Type>
<AbbrName>OrigTrdHandlInst</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1123</EnumDatatype>
<Description>Optionally used with TradeHandlingInstr = 0 to relay the trade handling instruction used when reporting the trade to the marketplace. Same values as TradeHandlingInstr (1123)</Description>
</Field>
<Field added="FIX.4.4" addedEP="23">
<Tag>1125</Tag>
<Name>OrigTradeDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>OrigTrdDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer</Description>
</Field>
<Field added="FIX.4.4" addedEP="23">
<Tag>1126</Tag>
<Name>OrigTradeID</Name>
<Type>String</Type>
<AbbrName>OrigTrdID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer</Description>
</Field>
<Field added="FIX.4.4" addedEP="23">
<Tag>1127</Tag>
<Name>OrigSecondaryTradeID</Name>
<Type>String</Type>
<AbbrName>OrignTrdID2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer</Description>
</Field>
<Field added="FIX.4.4" addedEP="16">
<Tag>1128</Tag>
<Name>ApplVerID</Name>
<Type>String</Type>
<AbbrName>ApplVerID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the service pack release being applied at message level. Enumerated field with values assigned at time of service pack release</Description>
</Field>
<Field added="FIX.4.4" addedEP="16">
<Tag>1129</Tag>
<Name>CstmApplVerID</Name>
<Type>String</Type>
<AbbrName>CstmApplVerID</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Specifies a custom extension to a message being applied at the message level. Enumerated field</Description>
</Field>
<Field added="FIX.4.4" addedEP="16">
<Tag>1130</Tag>
<Name>RefApplVerID</Name>
<Type>String</Type>
<AbbrName>RefApplVerID</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1128</EnumDatatype>
<Description>Specifies the service pack release being applied to a message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID</Description>
</Field>
<Field added="FIX.4.4" addedEP="16">
<Tag>1131</Tag>
<Name>RefCstmApplVerID</Name>
<Type>String</Type>
<AbbrName>RefCstmApplVerID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies a custom extension to a message being applied at the session level.</Description>
</Field>
<Field added="FIX.4.4" addedEP="26">
<Tag>1132</Tag>
<Name>TZTransactTime</Name>
<Type>TZTimestamp</Type>
<AbbrName>TZTransactTime</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Transact time in the local date-time stamp with a TZ offset to UTC identified</Description>
</Field>
<Field added="FIX.4.4" addedEP="26">
<Tag>1133</Tag>
<Name>ExDestinationIDSource</Name>
<Type>char</Type>
<AbbrName>ExDestIDSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ID source of ExDestination</Description>
</Field>
<Field added="FIX.4.4" addedEP="26">
<Tag>1134</Tag>
<Name>ReportedPxDiff</Name>
<Type>Boolean</Type>
<AbbrName>ReportedPxDiff</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates that the reported price that is different from the market price. The price difference should be stated by using field 828 TrdType and, if required, field 829 TrdSubType</Description>
</Field>
<Field added="FIX.4.4" addedEP="26">
<Tag>1135</Tag>
<Name>RptSys</Name>
<Type>String</Type>
<AbbrName>RptSys</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the system or medium on which the report has been published</Description>
</Field>
<Field added="FIX.4.4" addedEP="25">
<Tag>1136</Tag>
<Name>AllocClearingFeeIndicator</Name>
<Type>String</Type>
<AbbrName>ClrFeeInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>ClearingFeeIndicator(635) for Allocation, see ClearingFeeIndicator(635) for permitted values.</Description>
</Field>
<Field added="FIX.4.4" addedEP="16">
<Tag>1137</Tag>
<Name>DefaultApplVerID</Name>
<Type>String</Type>
<AbbrName>DefApplVerID</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1128</EnumDatatype>
<Description>Specifies the service pack release being applied, by default, to message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID</Description>
</Field>
<Field added="FIX.4.4" addedEP="22">
<Tag>1138</Tag>
<Name>DisplayQty</Name>
<Type>Qty</Type>
<AbbrName>DisplayQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="95" added="FIX.4.4" addedEP="29">
<Tag>1139</Tag>
<Name>ExchangeSpecialInstructions</Name>
<Type>String</Type>
<AbbrName>ExchSpeclInstr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Free format text string related to exchange.</Description>
</Field>
<Field added="FIX.5.0" addedEP="41">
<Tag>1213</Tag>
<Name>UnderlyingMaturityTime</Name>
<Type>TZTimeOnly</Type>
<AbbrName>MatTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time of security's maturity expressed in local time with offset to UTC specified</Description>
</Field>
<Field added="FIX.5.0" addedEP="41">
<Tag>1212</Tag>
<Name>LegMaturityTime</Name>
<Type>TZTimeOnly</Type>
<AbbrName>MatTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time of security's maturity expressed in local time with offset to UTC specified</Description>
</Field>
<Field added="FIX.5.0" addedEP="42" updated="FIX.5.0SP2" updatedEP="130">
<Tag>1140</Tag>
<Name>MaxTradeVol</Name>
<Type>Qty</Type>
<AbbrName>MaxTrdVol</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The maximum order quantity (as expressed by TradeVolType(1786)) that can be submitted for a security.</Description>
</Field>
<Field added="FIX.5.0" addedEP="42">
<Tag>1141</Tag>
<Name>NoMDFeedTypes</Name>
<Type>NumInGroup</Type>
<AbbrName>NoMDFeedTypes</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>The number of feed types and corresponding book depths associated with a security</Description>
</Field>
<Field added="FIX.5.0" addedEP="42">
<Tag>1142</Tag>
<Name>MatchAlgorithm</Name>
<Type>String</Type>
<AbbrName>MtchAlgo</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The types of algorithm used to match orders in a specific security. Possilbe value types are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calender.</Description>
</Field>
<Field added="FIX.5.0" addedEP="42" updated="FIX.5.0SP2" updatedEP="195">
<Tag>1143</Tag>
<Name>MaxPriceVariation</Name>
<Type>float</Type>
<AbbrName>MxPxVar</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms.</Description>
</Field>
<Field added="FIX.5.0" addedEP="42">
<Tag>1144</Tag>
<Name>ImpliedMarketIndicator</Name>
<Type>int</Type>
<AbbrName>ImpldMktInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives.</Description>
</Field>
<Field added="FIX.5.0" addedEP="42">
<Tag>1145</Tag>
<Name>EventTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>Tm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specific time of event. To be used in combination with EventDate [866]</Description>
</Field>
<Field added="FIX.5.0" addedEP="42">
<Tag>1146</Tag>
<Name>MinPriceIncrementAmount</Name>
<Type>Amt</Type>
<AbbrName>MinPxIncrAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Minimum price increment amount associated with the MinPriceIncrement ( tag 969). For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor(231).</Description>
</Field>
<Field added="FIX.5.0" addedEP="42">
<Tag>1147</Tag>
<Name>UnitOfMeasureQty</Name>
<Type>Qty</Type>
<AbbrName>UOMQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty.</Description>
</Field>
<Field added="FIX.5.0" addedEP="42">
<Tag>1148</Tag>
<Name>LowLimitPrice</Name>
<Type>Price</Type>
<AbbrName>LowLmtPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="76" added="FIX.5.0" addedEP="42">
<Tag>1149</Tag>
<Name>HighLimitPrice</Name>
<Type>Price</Type>
<AbbrName>HiLmtPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected</Description>
</Field>
<Field added="FIX.5.0" addedEP="42">
<Tag>1150</Tag>
<Name>TradingReferencePrice</Name>
<Type>Price</Type>
<AbbrName>TrdgRefPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day.</Description>
</Field>
<Field added="FIX.5.0" addedEP="42">
<Tag>1151</Tag>
<Name>SecurityGroup</Name>
<Type>String</Type>
<AbbrName>SecGrp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.</Description>
</Field>
<Field added="FIX.5.0" addedEP="44">
<Tag>1152</Tag>
<Name>LegNumber</Name>
<Type>int</Type>
<AbbrName>LegNo</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Allow sequencing of Legs for a Strategy to be captured</Description>
</Field>
<Field added="FIX.5.0" addedEP="44">
<Tag>1153</Tag>
<Name>SettlementCycleNo</Name>
<Type>int</Type>
<AbbrName>CycleNo</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Settlement cycle in which the settlement obligation was generated</Description>
</Field>
<Field added="FIX.5.0" addedEP="44">
<Tag>1154</Tag>
<Name>SideCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to identify the trading currency on the Trade Capture Report Side</Description>
</Field>
<Field added="FIX.5.0" addedEP="44">
<Tag>1155</Tag>
<Name>SideSettlCurrency</Name>
<Type>Currency</Type>
<AbbrName>SettlCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to identify the settlement currency on the Trade Capture Report Side</Description>
</Field>
<Field added="FIX.5.0" addedEP="44">
<Tag>1157</Tag>
<Name>CcyAmt</Name>
<Type>Amt</Type>
<AbbrName>CcyAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Net flow of Currency 1</Description>
</Field>
<Field added="FIX.5.0" addedEP="44">
<Tag>1158</Tag>
<Name>NoSettlDetails</Name>
<Type>NumInGroup</Type>
<AbbrName>NoSettlDetails</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Used to group Each Settlement Party</Description>
</Field>
<Field added="FIX.5.0" addedEP="44">
<Tag>1159</Tag>
<Name>SettlObligMode</Name>
<Type>int</Type>
<AbbrName>SettlMode</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to identify the reporting mode of the settlement obligation which is either preliminary or final</Description>
</Field>
<Field added="FIX.5.0" addedEP="44">
<Tag>1160</Tag>
<Name>SettlObligMsgID</Name>
<Type>String</Type>
<AbbrName>SettlMsgID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Message identifier for Settlement Obligation Report</Description>
</Field>
<Field added="FIX.5.0" addedEP="44">
<Tag>1161</Tag>
<Name>SettlObligID</Name>
<Type>String</Type>
<AbbrName>SettlID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique ID for this settlement instruction.</Description>
</Field>
<Field added="FIX.5.0" addedEP="44">
<Tag>1162</Tag>
<Name>SettlObligTransType</Name>
<Type>char</Type>
<AbbrName>SettlTransTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Transaction Type - required except where SettlInstMode is 5=Reject SSI request</Description>
</Field>
<Field added="FIX.5.0" addedEP="44">
<Tag>1163</Tag>
<Name>SettlObligRefID</Name>
<Type>String</Type>
<AbbrName>SettlRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Required where SettlInstTransType is Cancel or Replace</Description>
</Field>
<Field added="FIX.5.0" addedEP="44">
<Tag>1164</Tag>
<Name>SettlObligSource</Name>
<Type>char</Type>
<AbbrName>SettlSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to identify whether these delivery instructions are for the buyside or the sellside.</Description>
</Field>
<Field added="FIX.5.0" addedEP="44">
<Tag>1165</Tag>
<Name>NoSettlOblig</Name>
<Type>NumInGroup</Type>
<AbbrName>NoSettlOblig</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of settlement obligations</Description>
</Field>
<Field added="FIX.5.0" addedEP="45">
<Tag>1166</Tag>
<Name>QuoteMsgID</Name>
<Type>String</Type>
<AbbrName>QtMsgID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for a quote message.</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="95" added="FIX.5.0" addedEP="45">
<Tag>1167</Tag>
<Name>QuoteEntryStatus</Name>
<Type>int</Type>
<AbbrName>QtEntSts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the status of an individual quote. See also QuoteStatus(297) which is used for single Quotes.</Description>
</Field>
<Field added="FIX.5.0" addedEP="45">
<Tag>1168</Tag>
<Name>TotNoCxldQuotes</Name>
<Type>int</Type>
<AbbrName>TotNoCxldQts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the number of canceled quotes</Description>
</Field>
<Field added="FIX.5.0" addedEP="45">
<Tag>1169</Tag>
<Name>TotNoAccQuotes</Name>
<Type>int</Type>
<AbbrName>TotNoAccQts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the number of accepted quotes</Description>
</Field>
<Field added="FIX.5.0" addedEP="45">
<Tag>1170</Tag>
<Name>TotNoRejQuotes</Name>
<Type>int</Type>
<AbbrName>TotNoRejQts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the number of rejected quotes</Description>
</Field>
<Field added="FIX.5.0" addedEP="46">
<Tag>1171</Tag>
<Name>PrivateQuote</Name>
<Type>Boolean</Type>
<AbbrName>PrvtQt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies whether a quote is public, i.e. available to the market, or private, i.e. available to a specified counterparty only.</Description>
</Field>
<Field added="FIX.5.0" addedEP="46">
<Tag>1172</Tag>
<Name>RespondentType</Name>
<Type>int</Type>
<AbbrName>RspdntTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of respondents requested.</Description>
</Field>
<Field added="FIX.5.0" addedEP="47">
<Tag>1173</Tag>
<Name>MDSubBookType</Name>
<Type>int</Type>
<AbbrName>MDSubBkTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Describes a class of sub book, e.g. for the separation of various lot types. The Sub Book Type indicates that the following Market Data Entries belong to a non-integrated Sub Book. Whenever provided the Sub Book must be used together with MDPriceLevel and MDEntryPositionNo in order to sort the order properly.
Values are bilaterally agreed.</Description>
</Field>
<Field added="FIX.5.0" addedEP="47">
<Tag>1174</Tag>
<Name>SecurityTradingEvent</Name>
<Type>int</Type>
<AbbrName>SecTrdEvnt</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Identifies an event related to a SecurityTradingStatus(326). An event occurs and is gone, it is not a state that applies for a period of time.</Description>
</Field>
<Field added="FIX.5.0" addedEP="47">
<Tag>1175</Tag>
<Name>NoStatsIndicators</Name>
<Type>NumInGroup</Type>
<AbbrName>NoStatsInds</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of statistics indicator repeating group entries</Description>
</Field>
<Field added="FIX.5.0" addedEP="47">
<Tag>1176</Tag>
<Name>StatsType</Name>
<Type>int</Type>
<AbbrName>StatsTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of statistics</Description>
</Field>
<Field added="FIX.5.0" addedEP="47">
<Tag>1177</Tag>
<Name>NoOfSecSizes</Name>
<Type>NumInGroup</Type>
<AbbrName>NoSecSzs</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>The number of secondary sizes specifies in this entry</Description>
</Field>
<Field added="FIX.5.0" addedEP="47">
<Tag>1178</Tag>
<Name>MDSecSizeType</Name>
<Type>int</Type>
<AbbrName>MDSecSizeType</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Specifies the type of secondary size.</Description>
</Field>
<Field added="FIX.5.0" addedEP="47">
<Tag>1179</Tag>
<Name>MDSecSize</Name>
<Type>Qty</Type>
<AbbrName>MDSecSize</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A part of the MDEntrySize(271) that represents secondary interest as specified by MDSecSizeType(1178).</Description>
</Field>
<Field added="FIX.5.0" addedEP="48">
<Tag>1180</Tag>
<Name>ApplID</Name>
<Type>String</Type>
<AbbrName>ApplID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the application with which a message is associated. Used only if application sequencing is in effect.</Description>
</Field>
<Field added="FIX.5.0" addedEP="48">
<Tag>1181</Tag>
<Name>ApplSeqNum</Name>
<Type>SeqNum</Type>
<AbbrName>ApplSeqNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Data sequence number to be used when FIX session is not in effect</Description>
</Field>
<Field added="FIX.5.0" addedEP="48">
<Tag>1182</Tag>
<Name>ApplBegSeqNum</Name>
<Type>SeqNum</Type>
<AbbrName>ApplBegSeqNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Beginning range of application sequence numbers</Description>
</Field>
<Field added="FIX.5.0" addedEP="48">
<Tag>1183</Tag>
<Name>ApplEndSeqNum</Name>
<Type>SeqNum</Type>
<AbbrName>ApplEndSeq</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Ending range of application sequence numbers</Description>
</Field>
<Field added="FIX.5.0" addedEP="49" updated="FIX.5.0SP2" updatedEP="145">
<Tag>1184</Tag>
<Name>SecurityXMLLen</Name>
<Type>Length</Type>
<AssociatedDataTag>1185</AssociatedDataTag>
<AbbrName>SecXMLLen</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>The length of the SecurityXML(1185) data block.</Description>
</Field>
<Field added="FIX.5.0" addedEP="49" updated="FIX.5.0SP2" updatedEP="145">
<Tag>1185</Tag>
<Name>SecurityXML</Name>
<Type>XMLData</Type>
<AbbrName>SecXML</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>XML definition for the security.</Description>
</Field>
<Field added="FIX.5.0" addedEP="49" updated="FIX.5.0SP2" updatedEP="145">
<Tag>1186</Tag>
<Name>SecurityXMLSchema</Name>
<Type>String</Type>
<AbbrName>Schema</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The schema used to validate the contents of SecurityXML(1185).</Description>
</Field>
<Field added="FIX.5.0" addedEP="50">
<Tag>1187</Tag>
<Name>RefreshIndicator</Name>
<Type>Boolean</Type>
<AbbrName>RefInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Set by the sender to tell the receiver to perform an immediate refresh of the book due to disruptions in the accompanying real-time feed
'Y' - Mandatory refresh by all participants
'N' - Process as required</Description>
</Field>
<Field added="FIX.5.0" addedEP="51">
<Tag>1188</Tag>
<Name>Volatility</Name>
<Type>float</Type>
<AbbrName>Vol</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Annualized volatility for option model calculations</Description>
</Field>
<Field added="FIX.5.0" addedEP="51">
<Tag>1189</Tag>
<Name>TimeToExpiration</Name>
<Type>float</Type>
<AbbrName>TmToExp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time to expiration in years calculated as the number of days remaining to expiration divided by 365 days per year.</Description>
</Field>
<Field added="FIX.5.0" addedEP="51">
<Tag>1190</Tag>
<Name>RiskFreeRate</Name>
<Type>float</Type>
<AbbrName>RFR</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Interest rate. Usually some form of short term rate.</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1191</Tag>
<Name>PriceUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>PxUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1192</Tag>
<Name>PriceUnitOfMeasureQty</Name>
<Type>Qty</Type>
<AbbrName>PxUOMQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100.</Description>
</Field>
<Field added="FIX.5.0" addedEP="52" updated="FIX.5.0SP2" updatedEP="169">
<Tag>1193</Tag>
<Name>SettlMethod</Name>
<Type>String</Type>
<AbbrName>SettlMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Settlement method for a contract or instrument. Additional values may be used with bilateral agreement.</Description>
</Field>
<Field added="FIX.5.0" addedEP="52" updated="FIX.5.0SP2" updatedEP="161">
<Tag>1194</Tag>
<Name>ExerciseStyle</Name>
<Type>int</Type>
<AbbrName>ExerStyle</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Type of exercise of a derivatives security</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1419</Tag>
<Name>UnderlyingExerciseStyle</Name>
<Type>int</Type>
<AbbrName>ExerStyle</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1194</EnumDatatype>
<Description>Type of exercise of a derivatives security</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1420</Tag>
<Name>LegExerciseStyle</Name>
<Type>int</Type>
<AbbrName>ExerStyle</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1194</EnumDatatype>
<Description>Type of exercise of a derivatives security</Description>
</Field>
<Field updated="FIX.5.0SP2" updatedEP="169" added="FIX.5.0" addedEP="52">
<Tag>1195</Tag>
<Name>OptPayoutAmount</Name>
<Type>Amt</Type>
<AbbrName>OptPayAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. </Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1196</Tag>
<Name>PriceQuoteMethod</Name>
<Type>String</Type>
<AbbrName>PxQteMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Method for price quotation</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="83" added="FIX.5.0" addedEP="52">
<Tag>1197</Tag>
<Name>ValuationMethod</Name>
<Type>String</Type>
<AbbrName>ValMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of valuation method applied.</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1198</Tag>
<Name>ListMethod</Name>
<Type>int</Type>
<AbbrName>ListMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether instruments are pre-listed only or can also be defined via user request</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1199</Tag>
<Name>CapPrice</Name>
<Type>Price</Type>
<AbbrName>CapPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to express the ceiling price of a capped call</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1200</Tag>
<Name>FloorPrice</Name>
<Type>Price</Type>
<AbbrName>FlrPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to express the floor price of a capped put</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1201</Tag>
<Name>NoStrikeRules</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1202</Tag>
<Name>StartStrikePxRange</Name>
<Type>Price</Type>
<AbbrName>StartStrkPxRng</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1203</Tag>
<Name>EndStrikePxRange</Name>
<Type>Price</Type>
<AbbrName>EndStrkPxRng</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1204</Tag>
<Name>StrikeIncrement</Name>
<Type>float</Type>
<AbbrName>StrkIncr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Value by which strike price should be incremented within the specified price range.</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1205</Tag>
<Name>NoTickRules</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1206</Tag>
<Name>StartTickPriceRange</Name>
<Type>Price</Type>
<AbbrName>StartTickPxRng</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Starting price range for specified tick increment</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1207</Tag>
<Name>EndTickPriceRange</Name>
<Type>Price</Type>
<AbbrName>EndTickPxRng</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Ending price range for the specified tick increment</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1208</Tag>
<Name>TickIncrement</Name>
<Type>Price</Type>
<AbbrName>TickIncr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1209</Tag>
<Name>TickRuleType</Name>
<Type>int</Type>
<AbbrName>TickRuleTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of tick rule which is being described</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1210</Tag>
<Name>NestedInstrAttribType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>871</EnumDatatype>
<Description>Code to represent the type of instrument attribute</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1211</Tag>
<Name>NestedInstrAttribValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Attribute value appropriate to the NestedInstrAttribType field</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1214</Tag>
<Name>DerivativeSymbol</Name>
<Type>String</Type>
<AbbrName>Sym</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition for Symbol(55)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1215</Tag>
<Name>DerivativeSymbolSfx</Name>
<Type>String</Type>
<AbbrName>Sfx</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>65</EnumDatatype>
<Description>Refer to definition for SymbolSfx(65)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1216</Tag>
<Name>DerivativeSecurityID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition for SecurityID(48)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1217</Tag>
<Name>DerivativeSecurityIDSource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<Description>Refer to definition for SecurityIDSoruce(22)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1218</Tag>
<Name>NoDerivativeSecurityAltID</Name>
<Type>NumInGroup</Type>
<AbbrName>NoDerivativeSecurityAltID</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Refer to definition for NoSecurityAltID(454)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1219</Tag>
<Name>DerivativeSecurityAltID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition for SecurityAltID(455)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1220</Tag>
<Name>DerivativeSecurityAltIDSource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<Description>Refer to definition for SecurityAltIDSource(456)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1221</Tag>
<Name>SecondaryLowLimitPrice</Name>
<Type>Price</Type>
<AbbrName>LowLmtPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition of LowLimitPrice(1148)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1230</Tag>
<Name>SecondaryHighLimitPrice</Name>
<Type>Price</Type>
<AbbrName>HiLmtPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition of HighLimitPrice(1149)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1222</Tag>
<Name>MaturityRuleID</Name>
<Type>String</Type>
<AbbrName>MatRuleID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1223</Tag>
<Name>StrikeRuleID</Name>
<Type>String</Type>
<AbbrName>StrkRule</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1225</Tag>
<Name>DerivativeOptPayAmount</Name>
<Type>Amt</Type>
<AbbrName>OptPayAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1226</Tag>
<Name>EndMaturityMonthYear</Name>
<Type>MonthYear</Type>
<AbbrName>EndMMY</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Ending maturity month year for an option class</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1227</Tag>
<Name>ProductComplex</Name>
<Type>String</Type>
<AbbrName>ProdCmplx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc.</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1228</Tag>
<Name>DerivativeProductComplex</Name>
<Type>String</Type>
<AbbrName>ProdCmplx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to ProductComplex(1227)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1229</Tag>
<Name>MaturityMonthYearIncrement</Name>
<Type>int</Type>
<AbbrName>MMYIncr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Increment between successive maturities for an option class</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1231</Tag>
<Name>MinLotSize</Name>
<Type>Qty</Type>
<AbbrName>MinLotSz</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Minimum lot size allowed based on lot type specified in LotType(1093)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1232</Tag>
<Name>NoExecInstRules</Name>
<Type>NumInGroup</Type>
<AbbrName>NoExecInstRules</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of execution instructions</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1234</Tag>
<Name>NoLotTypeRules</Name>
<Type>NumInGroup</Type>
<AbbrName>NoLotTypeRules</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of Lot Type Rules</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1235</Tag>
<Name>NoMatchRules</Name>
<Type>NumInGroup</Type>
<AbbrName>NoMatchRules</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of Match Rules</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1236</Tag>
<Name>NoMaturityRules</Name>
<Type>NumInGroup</Type>
<AbbrName>NoMaturityRules</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of maturity rules in MarurityRules component block</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1237</Tag>
<Name>NoOrdTypeRules</Name>
<Type>NumInGroup</Type>
<AbbrName>NoOrdTypeRules</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of order types</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1239</Tag>
<Name>NoTimeInForceRules</Name>
<Type>NumInGroup</Type>
<AbbrName>NoTimeInForceRules</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of time in force techniques</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1240</Tag>
<Name>SecondaryTradingReferencePrice</Name>
<Type>Price</Type>
<AbbrName>TrdgRefPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition for TradingReferencePrice(1150)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1241</Tag>
<Name>StartMaturityMonthYear</Name>
<Type>MonthYear</Type>
<AbbrName>StartMMY</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Starting maturity month year for an option class</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1242</Tag>
<Name>FlexProductEligibilityIndicator</Name>
<Type>Boolean</Type>
<AbbrName>FlexProdElig</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate if a product or group of product supports the creation of flexible securities</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1243</Tag>
<Name>DerivFlexProductEligibilityIndicator</Name>
<Type>Boolean</Type>
<AbbrName>FlexProdElig</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to FlexProductEligibilityIndicator(1242)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1244</Tag>
<Name>FlexibleIndicator</Name>
<Type>Boolean</Type>
<AbbrName>FlexInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative CFICode(461) Standard/Non-standard attribute.</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1245</Tag>
<Name>TradingCurrency</Name>
<Type>Currency</Type>
<AbbrName>TrdCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used when the trading currency can differ from the price currency</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1246</Tag>
<Name>DerivativeProduct</Name>
<Type>int</Type>
<AbbrName>Prod</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>460</EnumDatatype>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1247</Tag>
<Name>DerivativeSecurityGroup</Name>
<Type>String</Type>
<AbbrName>SecGrp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1248</Tag>
<Name>DerivativeCFICode</Name>
<Type>String</Type>
<AbbrName>CFI</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1249</Tag>
<Name>DerivativeSecurityType</Name>
<Type>String</Type>
<AbbrName>SecTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>167</EnumDatatype>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1250</Tag>
<Name>DerivativeSecuritySubType</Name>
<Type>String</Type>
<AbbrName>SecSubTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1251</Tag>
<Name>DerivativeMaturityMonthYear</Name>
<Type>MonthYear</Type>
<AbbrName>MMY</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1252</Tag>
<Name>DerivativeMaturityDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>MatDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1253</Tag>
<Name>DerivativeMaturityTime</Name>
<Type>TZTimeOnly</Type>
<AbbrName>MatTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1254</Tag>
<Name>DerivativeSettleOnOpenFlag</Name>
<Type>String</Type>
<AbbrName>OpenCloseSettlFlag</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1255</Tag>
<Name>DerivativeInstrmtAssignmentMethod</Name>
<Type>char</Type>
<AbbrName>AsgnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1049</EnumDatatype>
<Description/>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="76" added="FIX.5.0" addedEP="52">
<Tag>1256</Tag>
<Name>DerivativeSecurityStatus</Name>
<Type>String</Type>
<AbbrName>Status</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>965</EnumDatatype>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1257</Tag>
<Name>DerivativeInstrRegistry</Name>
<Type>String</Type>
<AbbrName>Rgstry</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1258</Tag>
<Name>DerivativeCountryOfIssue</Name>
<Type>Country</Type>
<AbbrName>Ctry</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1259</Tag>
<Name>DerivativeStateOrProvinceOfIssue</Name>
<Type>String</Type>
<AbbrName>StPrv</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1260</Tag>
<Name>DerivativeLocaleOfIssue</Name>
<Type>String</Type>
<AbbrName>Lcl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1261</Tag>
<Name>DerivativeStrikePrice</Name>
<Type>Price</Type>
<AbbrName>StrkPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1262</Tag>
<Name>DerivativeStrikeCurrency</Name>
<Type>Currency</Type>
<AbbrName>StrkCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1263</Tag>
<Name>DerivativeStrikeMultiplier</Name>
<Type>float</Type>
<AbbrName>StrkMult</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1264</Tag>
<Name>DerivativeStrikeValue</Name>
<Type>float</Type>
<AbbrName>StrkValu</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1265</Tag>
<Name>DerivativeOptAttribute</Name>
<Type>char</Type>
<AbbrName>OptAt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1266</Tag>
<Name>DerivativeContractMultiplier</Name>
<Type>float</Type>
<AbbrName>Mult</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1267</Tag>
<Name>DerivativeMinPriceIncrement</Name>
<Type>float</Type>
<AbbrName>MinPxIncr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1268</Tag>
<Name>DerivativeMinPriceIncrementAmount</Name>
<Type>Amt</Type>
<AbbrName>MinPxIncrAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1269</Tag>
<Name>DerivativeUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>UOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1270</Tag>
<Name>DerivativeUnitOfMeasureQty</Name>
<Type>Qty</Type>
<AbbrName>UOMQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1271</Tag>
<Name>DerivativeTimeUnit</Name>
<Type>String</Type>
<AbbrName>TmUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>997</EnumDatatype>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1272</Tag>
<Name>DerivativeSecurityExchange</Name>
<Type>Exchange</Type>
<AbbrName>Exch</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1273</Tag>
<Name>DerivativePositionLimit</Name>
<Type>int</Type>
<AbbrName>PosLmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1274</Tag>
<Name>DerivativeNTPositionLimit</Name>
<Type>int</Type>
<AbbrName>NTPosLmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1275</Tag>
<Name>DerivativeIssuer</Name>
<Type>String</Type>
<AbbrName>Issr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1276</Tag>
<Name>DerivativeIssueDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>IssDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52" updated="FIX.5.0SP2" updatedEP="229">
<Tag>1277</Tag>
<Name>DerivativeEncodedIssuerLen</Name>
<Type>Length</Type>
<AssociatedDataTag>1278</AssociatedDataTag>
<AbbrName>EncIssrLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1278</Tag>
<Name>DerivativeEncodedIssuer</Name>
<Type>data</Type>
<AbbrName>EncIssr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1279</Tag>
<Name>DerivativeSecurityDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52" updated="FIX.5.0SP2" updatedEP="229">
<Tag>1280</Tag>
<Name>DerivativeEncodedSecurityDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>1281</AssociatedDataTag>
<AbbrName>EncSecDescLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1281</Tag>
<Name>DerivativeEncodedSecurityDesc</Name>
<Type>data</Type>
<AbbrName>EncSecDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1282</Tag>
<Name>DerivativeSecurityXMLLen</Name>
<Type>Length</Type>
<AssociatedDataTag>1283</AssociatedDataTag>
<AbbrName>SecXMLLen</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Refer to definition SecurityXMLLen(1184)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1283</Tag>
<Name>DerivativeSecurityXML</Name>
<Type>data</Type>
<AbbrName>SecXML</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Refer to definition of SecurityXML(1185)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1284</Tag>
<Name>DerivativeSecurityXMLSchema</Name>
<Type>String</Type>
<AbbrName>Schema</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition of SecurityXMLSchema(1186)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1285</Tag>
<Name>DerivativeContractSettlMonth</Name>
<Type>MonthYear</Type>
<AbbrName>CSetMo</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1286</Tag>
<Name>NoDerivativeEvents</Name>
<Type>NumInGroup</Type>
<AbbrName>NoDerivativeEvents</AbbrName>
<NotReqXML>1</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1287</Tag>
<Name>DerivativeEventType</Name>
<Type>int</Type>
<AbbrName>EventTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>865</EnumDatatype>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1288</Tag>
<Name>DerivativeEventDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1289</Tag>
<Name>DerivativeEventTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>Tm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1290</Tag>
<Name>DerivativeEventPx</Name>
<Type>Price</Type>
<AbbrName>Px</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1291</Tag>
<Name>DerivativeEventText</Name>
<Type>String</Type>
<AbbrName>Txt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1292</Tag>
<Name>NoDerivativeInstrumentParties</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Refer to definition of NoParties(453)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1293</Tag>
<Name>DerivativeInstrumentPartyID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition of PartyID(448)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52" updated="FIX.5.0SP2" updatedEP="208">
<Tag>1294</Tag>
<Name>DerivativeInstrumentPartyIDSource</Name>
<Type>char</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>447</EnumDatatype>
<Description>Refer to definition of PartyIDSource(447)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1295</Tag>
<Name>DerivativeInstrumentPartyRole</Name>
<Type>int</Type>
<AbbrName>R</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>452</EnumDatatype>
<Description>REfer to definition of PartyRole(452)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1296</Tag>
<Name>NoDerivativeInstrumentPartySubIDs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Refer to definition for NoPartySubIDs(802)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1297</Tag>
<Name>DerivativeInstrumentPartySubID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition for PartySubID(523)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1298</Tag>
<Name>DerivativeInstrumentPartySubIDType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>803</EnumDatatype>
<Description>Refer to definition for PartySubIDType(803)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52" updated="FIX.5.0SP2" updatedEP="161">
<Tag>1299</Tag>
<Name>DerivativeExerciseStyle</Name>
<Type>int</Type>
<AbbrName>ExerStyle</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1194</EnumDatatype>
<Description>Type of exercise of a derivatives security</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1300</Tag>
<Name>MarketSegmentID</Name>
<Type>String</Type>
<AbbrName>MktSegID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the market segment</Description>
</Field>
<Field added="FIX.5.0" addedEP="52" updated="FIX.5.0SP2" updatedEP="190">
<Tag>1301</Tag>
<Name>MarketID</Name>
<Type>Exchange</Type>
<AbbrName>MktID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the market</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1302</Tag>
<Name>MaturityMonthYearIncrementUnits</Name>
<Type>int</Type>
<AbbrName>MMYIncrUnits</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unit of measure for the Maturity Month Year Increment</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1303</Tag>
<Name>MaturityMonthYearFormat</Name>
<Type>int</Type>
<AbbrName>MMYFmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Format used to generate the MaturityMonthYear for each option</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1304</Tag>
<Name>StrikeExerciseStyle</Name>
<Type>int</Type>
<AbbrName>StrkExrStyle</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1194</EnumDatatype>
<Description>Expiration Style for an option class:</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1305</Tag>
<Name>SecondaryPriceLimitType</Name>
<Type>int</Type>
<AbbrName>PxLmtTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1306</EnumDatatype>
<Description>Describes the how the price limits are expressed</Description>
</Field>
<Field added="FIX.5.0" addedEP="52" updated="FIX.5.0SP2" updatedEP="204">
<Tag>1306</Tag>
<Name>PriceLimitType</Name>
<Type>int</Type>
<AbbrName>PxLmtTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Describes the how the price limits are expressed.</Description>
</Field>
<Field added="FIX.5.0" addedEP="52" updated="FIX.5.0SP2" updatedEP="208">
<Tag>1308</Tag>
<Name>ExecInstValue</Name>
<Type>MultipleCharValue</Type>
<AbbrName>ExecInstValu</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>18</EnumDatatype>
<Description>Indicates execution instructions that are valid for the specified market segment</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1309</Tag>
<Name>NoTradingSessionRules</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Allows trading rules to be expressed by trading session</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1310</Tag>
<Name>NoMarketSegments</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of Market Segments on which a security may trade.</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1311</Tag>
<Name>NoDerivativeInstrAttrib</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1312</Tag>
<Name>NoNestedInstrAttrib</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1313</Tag>
<Name>DerivativeInstrAttribType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>871</EnumDatatype>
<Description>Refer to definition of InstrAttribType(871)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1314</Tag>
<Name>DerivativeInstrAttribValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition of InstrAttribValue(872)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1315</Tag>
<Name>DerivativePriceUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>PxUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Refer to definition for PriceUnitOfMeasure(1191)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1316</Tag>
<Name>DerivativePriceUnitOfMeasureQty</Name>
<Type>Qty</Type>
<AbbrName>PxUOMQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition of PriceUnitOfMeasureQty(1192)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52" updated="FIX.5.0SP2" updatedEP="169">
<Tag>1317</Tag>
<Name>DerivativeSettlMethod</Name>
<Type>String</Type>
<AbbrName>SettlMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1193</EnumDatatype>
<Description>Settlement method for a contract or instrument. Additional values may be used with bilateral agreement.</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1318</Tag>
<Name>DerivativePriceQuoteMethod</Name>
<Type>String</Type>
<AbbrName>PxQteMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1196</EnumDatatype>
<Description>Refer to definition of PriceQuoteMethod(1196)</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="83" added="FIX.5.0" addedEP="52">
<Tag>1319</Tag>
<Name>DerivativeValuationMethod</Name>
<Type>String</Type>
<AbbrName>ValMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1197</EnumDatatype>
<Description>Refer to definition of ValuationMethod(1197).</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1320</Tag>
<Name>DerivativeListMethod</Name>
<Type>int</Type>
<AbbrName>ListMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1198</EnumDatatype>
<Description>Indicates whether instruments are pre-listed only or can also be defined via user request</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1321</Tag>
<Name>DerivativeCapPrice</Name>
<Type>Price</Type>
<AbbrName>CapPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition of CapPrice(1199)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1322</Tag>
<Name>DerivativeFloorPrice</Name>
<Type>Price</Type>
<AbbrName>FlrPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition of FloorPrice(1200)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52" updated="FIX.5.0SP2" updatedEP="238">
<Tag>1323</Tag>
<Name>DerivativePutOrCall</Name>
<Type>int</Type>
<AbbrName>PutCall</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>201</EnumDatatype>
<Description>Indicates whether an option contract is a put, call, chooser or undetermined.</Description>
</Field>
<Field added="FIX.5.0" addedEP="52" updated="FIX.5.0SP2" updatedEP="128">
<Tag>1324</Tag>
<Name>ListUpdateAction</Name>
<Type>char</Type>
<AbbrName>ListUpdActn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>If provided, then Instrument occurrence has explicitly changed</Description>
</Field>
<Field added="FIX.5.0" addedEP="52" updated="FIX.5.0SP2" updatedEP="238">
<Tag>1358</Tag>
<Name>LegPutOrCall</Name>
<Type>int</Type>
<AbbrName>PutCall</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>201</EnumDatatype>
<Description>Indicates whether a leg option contract is a put, call, chooser or undetermined.</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1224</Tag>
<Name>LegUnitOfMeasureQty</Name>
<Type>Qty</Type>
<AbbrName>UOMQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition of UnitOfMeasureQty(1147)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1421</Tag>
<Name>LegPriceUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>PxUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Refer to definition for PriceUnitOfMeasure(1191)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1422</Tag>
<Name>LegPriceUnitOfMeasureQty</Name>
<Type>Qty</Type>
<AbbrName>PxUOMQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition of PriceUnitOfMeasureQty(1192)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1423</Tag>
<Name>UnderlyingUnitOfMeasureQty</Name>
<Type>Qty</Type>
<AbbrName>UOMQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition of UnitOfMeasureQty(1147)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1424</Tag>
<Name>UnderlyingPriceUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>PxUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Refer to definition for PriceUnitOfMeasure(1191)</Description>
</Field>
<Field added="FIX.5.0" addedEP="52">
<Tag>1425</Tag>
<Name>UnderlyingPriceUnitOfMeasureQty</Name>
<Type>Qty</Type>
<AbbrName>PxUOMQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition of PriceUnitOfMeasureQty(1192)</Description>
</Field>
<Field added="FIX.5.0" addedEP="53">
<Tag>1393</Tag>
<Name>MarketReqID</Name>
<Type>String</Type>
<AbbrName>MktReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique ID of a Market Definition Request message.</Description>
</Field>
<Field added="FIX.5.0" addedEP="53">
<Tag>1394</Tag>
<Name>MarketReportID</Name>
<Type>String</Type>
<AbbrName>MktRptID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Market Definition message identifier.</Description>
</Field>
<Field added="FIX.5.0" addedEP="53">
<Tag>1395</Tag>
<Name>MarketUpdateAction</Name>
<Type>char</Type>
<AbbrName>MktUpdtActn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>980</EnumDatatype>
<Description>Specifies the action taken for the specified MarketID(1301) + MarketSegmentID(1300).</Description>
</Field>
<Field added="FIX.5.0" addedEP="53">
<Tag>1396</Tag>
<Name>MarketSegmentDesc</Name>
<Type>String</Type>
<AbbrName>MarketSegmentDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Description or name of Market Segment</Description>
</Field>
<Field added="FIX.5.0" addedEP="53" updated="FIX.5.0SP2" updatedEP="229">
<Tag>1397</Tag>
<Name>EncodedMktSegmDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>1398</AssociatedDataTag>
<AbbrName>EncodedMktSegmDescLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedMktSegmDesc(1324) field.</Description>
</Field>
<Field added="FIX.5.0" addedEP="53">
<Tag>1398</Tag>
<Name>EncodedMktSegmDesc</Name>
<Type>data</Type>
<AbbrName>EncodedMktSegmDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the MarketSegmDesc field.</Description>
</Field>
<Field added="FIX.5.0" addedEP="53">
<Tag>1325</Tag>
<Name>ParentMktSegmID</Name>
<Type>String</Type>
<AbbrName>ParentMktSegmID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference to a parent Market Segment. See MarketSegmentID(1300)</Description>
</Field>
<Field added="FIX.5.0" addedEP="53">
<Tag>1326</Tag>
<Name>TradingSessionDesc</Name>
<Type>String</Type>
<AbbrName>TradingSessionDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Trading Session description</Description>
</Field>
<Field added="FIX.5.0" addedEP="53">
<Tag>1327</Tag>
<Name>TradSesUpdateAction</Name>
<Type>char</Type>
<AbbrName>TradSesUpdtActn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>980</EnumDatatype>
<Description>Specifies the action taken for the specified trading sessions.</Description>
</Field>
<Field added="FIX.5.0" addedEP="55" updated="FIX.5.0SP2" updatedEP="103">
<Tag>1328</Tag>
<Name>RejectText</Name>
<Type>String</Type>
<AbbrName>RejTxt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reason for rejection.</Description>
</Field>
<Field added="FIX.5.0" addedEP="55">
<Tag>1329</Tag>
<Name>FeeMultiplier</Name>
<Type>float</Type>
<AbbrName>FeeMult</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>This is a multiplier that Clearing (Fee system) will use to calculate fees and will be sent to the firms on their confirms.</Description>
</Field>
<Field added="FIX.5.0" addedEP="55" deprecated="FIX.5.0SP2" deprecatedEP="187">
<Tag>1330</Tag>
<Name>UnderlyingLegSymbol</Name>
<Type>String</Type>
<AbbrName>Sym</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition for Symbol(55)</Description>
</Field>
<Field added="FIX.5.0" addedEP="55" deprecated="FIX.5.0SP2" deprecatedEP="187">
<Tag>1331</Tag>
<Name>UnderlyingLegSymbolSfx</Name>
<Type>String</Type>
<AbbrName>Sfx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition for SymbolSfx(65)</Description>
</Field>
<Field added="FIX.5.0" addedEP="55" deprecated="FIX.5.0SP2" deprecatedEP="187">
<Tag>1332</Tag>
<Name>UnderlyingLegSecurityID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition for SecurityID(48)</Description>
</Field>
<Field added="FIX.5.0" addedEP="55" deprecated="FIX.5.0SP2" deprecatedEP="187">
<Tag>1333</Tag>
<Name>UnderlyingLegSecurityIDSource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition for SecurityIDSource(22)</Description>
</Field>
<Field added="FIX.5.0" addedEP="55" deprecated="FIX.5.0SP2" deprecatedEP="187">
<Tag>1334</Tag>
<Name>NoUnderlyingLegSecurityAltID</Name>
<Type>NumInGroup</Type>
<AbbrName>NoUnderlyingLegSecurityAltID</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Refer to definition for NoSecurityAltID(454)</Description>
</Field>
<Field added="FIX.5.0" addedEP="55" deprecated="FIX.5.0SP2" deprecatedEP="187">
<Tag>1335</Tag>
<Name>UnderlyingLegSecurityAltID</Name>
<Type>String</Type>
<AbbrName>AltID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition for SecurityAltID(455)</Description>
</Field>
<Field added="FIX.5.0" addedEP="55" deprecated="FIX.5.0SP2" deprecatedEP="187">
<Tag>1336</Tag>
<Name>UnderlyingLegSecurityAltIDSource</Name>
<Type>String</Type>
<AbbrName>AltIDSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition for SecurityAltIDSource(456)</Description>
</Field>
<Field added="FIX.5.0" addedEP="55" deprecated="FIX.5.0SP2" deprecatedEP="187">
<Tag>1337</Tag>
<Name>UnderlyingLegSecurityType</Name>
<Type>String</Type>
<AbbrName>SecType</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition for SecurityType(167)</Description>
</Field>
<Field added="FIX.5.0" addedEP="55" deprecated="FIX.5.0SP2" deprecatedEP="187">
<Tag>1338</Tag>
<Name>UnderlyingLegSecuritySubType</Name>
<Type>String</Type>
<AbbrName>SubType</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition for SecuritySubType(762)</Description>
</Field>
<Field added="FIX.5.0" addedEP="55" deprecated="FIX.5.0SP2" deprecatedEP="187">
<Tag>1339</Tag>
<Name>UnderlyingLegMaturityMonthYear</Name>
<Type>MonthYear</Type>
<AbbrName>MMY</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition for MaturityMonthYear(200)</Description>
</Field>
<Field added="FIX.5.0" addedEP="55" deprecated="FIX.5.0SP2" deprecatedEP="187">
<Tag>1343</Tag>
<Name>UnderlyingLegPutOrCall</Name>
<Type>int</Type>
<AbbrName>PutCall</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition for PutOrCall(201)</Description>
</Field>
<Field added="FIX.5.0" addedEP="55" deprecated="FIX.5.0SP2" deprecatedEP="187">
<Tag>1340</Tag>
<Name>UnderlyingLegStrikePrice</Name>
<Type>Price</Type>
<AbbrName>StrkPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition for StrikePrice(202)</Description>
</Field>
<Field added="FIX.5.0" addedEP="55" deprecated="FIX.5.0SP2" deprecatedEP="187">
<Tag>1341</Tag>
<Name>UnderlyingLegSecurityExchange</Name>
<Type>String</Type>
<AbbrName>Exch</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition for SecurityExchange(207)</Description>
</Field>
<Field added="FIX.5.0" addedEP="55" deprecated="FIX.5.0SP2" deprecatedEP="187">
<Tag>1342</Tag>
<Name>NoOfLegUnderlyings</Name>
<Type>NumInGroup</Type>
<AbbrName>NoOfLegUnderlyings</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of Underlyings, Identifies the Underlying of the Leg</Description>
</Field>
<Field added="FIX.5.0" addedEP="55" deprecated="FIX.5.0SP2" deprecatedEP="187">
<Tag>1344</Tag>
<Name>UnderlyingLegCFICode</Name>
<Type>String</Type>
<AbbrName>CFI</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition for CFICode(461)</Description>
</Field>
<Field added="FIX.5.0" addedEP="55" deprecated="FIX.5.0SP2" deprecatedEP="187">
<Tag>1345</Tag>
<Name>UnderlyingLegMaturityDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>MatDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Date of maturity.</Description>
</Field>
<Field added="FIX.5.0" addedEP="55" deprecated="FIX.5.0SP2" deprecatedEP="187">
<Tag>1405</Tag>
<Name>UnderlyingLegMaturityTime</Name>
<Type>TZTimeOnly</Type>
<AbbrName>MatTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time of security's maturity expressed in local time with offset to UTC specified</Description>
</Field>
<Field added="FIX.5.0" addedEP="55" deprecated="FIX.5.0SP2" deprecatedEP="187">
<Tag>1391</Tag>
<Name>UnderlyingLegOptAttribute</Name>
<Type>char</Type>
<AbbrName>OptAt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition of OptAttribute(206)</Description>
</Field>
<Field added="FIX.5.0" addedEP="55" deprecated="FIX.5.0SP2" deprecatedEP="187">
<Tag>1392</Tag>
<Name>UnderlyingLegSecurityDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition of SecurityDesc(107)</Description>
</Field>
<Field added="FIX.5.0" addedEP="56">
<Tag>1400</Tag>
<Name>EncryptedPasswordMethod</Name>
<Type>int</Type>
<AbbrName>EncPwdMethod</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Enumeration defining the encryption method used to encrypt password fields.
At this time there are no encryption methods defined by FPL.</Description>
</Field>
<Field added="FIX.5.0" addedEP="56" updated="FIX.5.0SP2" updatedEP="208">
<Tag>1401</Tag>
<Name>EncryptedPasswordLen</Name>
<Type>Length</Type>
<AssociatedDataTag>1402</AssociatedDataTag>
<AbbrName>EncPwdLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Length of the EncryptedPassword(1402) field</Description>
</Field>
<Field added="FIX.5.0" addedEP="56">
<Tag>1402</Tag>
<Name>EncryptedPassword</Name>
<Type>data</Type>
<AbbrName>EncPwd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encrypted password - encrypted via the method specified in the field EncryptedPasswordMethod(1400)</Description>
</Field>
<Field added="FIX.5.0" addedEP="56" updated="FIX.5.0SP2" updatedEP="208">
<Tag>1403</Tag>
<Name>EncryptedNewPasswordLen</Name>
<Type>Length</Type>
<AssociatedDataTag>1404</AssociatedDataTag>
<AbbrName>EncNewPwdLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Length of the EncryptedNewPassword(1404) field</Description>
</Field>
<Field added="FIX.5.0" addedEP="56">
<Tag>1404</Tag>
<Name>EncryptedNewPassword</Name>
<Type>data</Type>
<AbbrName>EncNewPwd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encrypted new password - encrypted via the method specified in the field EncryptedPasswordMethod(1400)</Description>
</Field>
<Field added="FIX.5.0" addedEP="56">
<Tag>1156</Tag>
<Name>ApplExtID</Name>
<Type>int</Type>
<AbbrName>ApplExtID</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>The extension pack number associated with an application message.</Description>
</Field>
<Field added="FIX.5.0" addedEP="56">
<Tag>1406</Tag>
<Name>RefApplExtID</Name>
<Type>int</Type>
<AbbrName>RefApplExtID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The extension pack number associated with an application message.</Description>
</Field>
<Field added="FIX.5.0" addedEP="56">
<Tag>1407</Tag>
<Name>DefaultApplExtID</Name>
<Type>int</Type>
<AbbrName>DfltApplExtID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The extension pack number that is the default for a FIX session.</Description>
</Field>
<Field added="FIX.5.0" addedEP="56">
<Tag>1408</Tag>
<Name>DefaultCstmApplVerID</Name>
<Type>String</Type>
<AbbrName>DefaultCstmApplVerID</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>The default custom application version ID that is the default for a session.</Description>
</Field>
<Field added="FIX.5.0" addedEP="56">
<Tag>1409</Tag>
<Name>SessionStatus</Name>
<Type>int</Type>
<AbbrName>SessStat</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Status of a FIX session</Description>
</Field>
<Field added="FIX.5.0" addedEP="56">
<Tag>1410</Tag>
<Name>DefaultVerIndicator</Name>
<Type>Boolean</Type>
<AbbrName>DfltVerInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description/>
</Field>
<Field added="FIX.4.4">
<Tag>809</Tag>
<Name>NoUsernames</Name>
<Type>NumInGroup</Type>
<AbbrName>NoUsers</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of Usernames to which this this response is directed</Description>
</Field>
<Field added="FIX.5.0" addedEP="58">
<Tag>1367</Tag>
<Name>LegAllocSettlCurrency</Name>
<Type>Currency</Type>
<AbbrName>AllocSettlCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies settlement currency for the leg level allocation.</Description>
</Field>
<Field added="FIX.5.0" addedEP="58">
<Tag>1361</Tag>
<Name>TotNoFills</Name>
<Type>int</Type>
<AbbrName>TotNoFills</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total number of fill entries across all messages. Should be the sum of all NoFills(1362) in each message that has repeating list of fill entries related to the same ExecID(17). Used to support fragmentation.</Description>
</Field>
<Field added="FIX.5.0" addedEP="58">
<Tag>1362</Tag>
<Name>NoFills</Name>
<Type>NumInGroup</Type>
<AbbrName>NoFills</AbbrName>
<NotReqXML>1</NotReqXML>
<Description/>
</Field>
<Field added="FIX.5.0" addedEP="58">
<Tag>1363</Tag>
<Name>FillExecID</Name>
<Type>String</Type>
<AbbrName>FillExecID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to ExecID(17). Used when multiple partial fills are reported in single Execution Report. ExecID and FillExecID should not overlap,</Description>
</Field>
<Field added="FIX.5.0" addedEP="58">
<Tag>1364</Tag>
<Name>FillPx</Name>
<Type>Price</Type>
<AbbrName>FillPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Price of Fill. Refer to LastPx(31).</Description>
</Field>
<Field added="FIX.5.0" addedEP="58">
<Tag>1365</Tag>
<Name>FillQty</Name>
<Type>Qty</Type>
<AbbrName>FillQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Quantity of Fill. Refer to LastQty(32).</Description>
</Field>
<Field added="FIX.5.0" addedEP="58">
<Tag>1366</Tag>
<Name>LegAllocID</Name>
<Type>String</Type>
<AbbrName>LegAllocID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The AllocID(70) of an individual leg of a multileg order.</Description>
</Field>
<Field added="FIX.5.0" addedEP="58">
<Tag>1368</Tag>
<Name>TradSesEvent</Name>
<Type>int</Type>
<AbbrName>TradSesEvent</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Identifies an event related to a TradSesStatus(340). An event occurs and is gone, it is not a state that applies for a period of time.</Description>
</Field>
<Field added="FIX.5.0" addedEP="58">
<Tag>1369</Tag>
<Name>MassActionReportID</Name>
<Type>String</Type>
<AbbrName>MassActionReportID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier of Order Mass Cancel Report or Order Mass Action Report message as assigned by sell-side (broker, exchange, ECN)</Description>
</Field>
<Field added="FIX.5.0" addedEP="58">
<Tag>1370</Tag>
<Name>NoNotAffectedOrders</Name>
<Type>NumInGroup</Type>
<AbbrName>NoNotAffectedOrders</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of not affected orders in the repeating group of order ids.</Description>
</Field>
<Field added="FIX.5.0" addedEP="58" updated="FIX.5.0SP2" updatedEP="131">
<Tag>1371</Tag>
<Name>NotAffectedOrderID</Name>
<Type>String</Type>
<AbbrName>OrdID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>OrderID(37) of an order not affected by a mass cancel or mass action request.</Description>
</Field>
<Field added="FIX.5.0" addedEP="58" updated="FIX.5.0SP2" updatedEP="131">
<Tag>1372</Tag>
<Name>NotAffOrigClOrdID</Name>
<Type>String</Type>
<AbbrName>OrigClOrdID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>ClOrdID(11) of an order not affected by a mass cancel or mass action request.</Description>
</Field>
<Field added="FIX.5.0" addedEP="58">
<Tag>1373</Tag>
<Name>MassActionType</Name>
<Type>int</Type>
<AbbrName>MassActionType</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of action requested</Description>
</Field>
<Field updated="FIX.5.0SP1" updatedEP="85" added="FIX.5.0" addedEP="58">
<Tag>1374</Tag>
<Name>MassActionScope</Name>
<Type>int</Type>
<AbbrName>MassActionScope</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Specifies scope of Order Mass Action Request.</Description>
</Field>
<Field added="FIX.5.0" addedEP="58">
<Tag>1375</Tag>
<Name>MassActionResponse</Name>
<Type>int</Type>
<AbbrName>MassActionResponse</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the action taken by counterparty order handling system as a result of the action type indicated in MassActionType of the Order Mass Action Request.</Description>
</Field>
<Field added="FIX.5.0" addedEP="58">
<Tag>1376</Tag>
<Name>MassActionRejectReason</Name>
<Type>int</Type>
<AbbrName>MassActionRejectReason</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Reason Order Mass Action Request was rejected</Description>
</Field>
<Field added="FIX.5.0" addedEP="59" updated="FIX.5.0SP2" updatedEP="195">
<Tag>1377</Tag>
<Name>MultilegModel</Name>
<Type>int</Type>
<AbbrName>MlegModel</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of multileg order. Defines whether the security is pre-defined or user-defined. Note that MultilegModel(1377)=2(User-defined, Non-Securitized, Multileg) does not apply for Securities.</Description>
</Field>
<Field added="FIX.5.0" addedEP="59">
<Tag>1378</Tag>
<Name>MultilegPriceMethod</Name>
<Type>int</Type>
<AbbrName>MlegPxMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Code to represent how the multileg price is to be interpreted when applied to the legs.
(See Volume : "Glossary" for further value definitions)</Description>
</Field>
<Field added="FIX.5.0" addedEP="59">
<Tag>1379</Tag>
<Name>LegVolatility</Name>
<Type>float</Type>
<AbbrName>LegVolatility</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the volatility of an instrument leg.</Description>
</Field>
<Field added="FIX.5.0" addedEP="59">
<Tag>1380</Tag>
<Name>DividendYield</Name>
<Type>Percentage</Type>
<AbbrName>DividendYield</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The continuously-compounded annualized dividend yield of the underlying(s) of an option. Used as a parameter to theoretical option pricing models.</Description>
</Field>
<Field added="FIX.5.0" addedEP="59">
<Tag>1381</Tag>
<Name>LegDividendYield</Name>
<Type>Percentage</Type>
<AbbrName>LegDividendYield</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition for DividendYield(1380).</Description>
</Field>
<Field added="FIX.5.0" addedEP="59">
<Tag>1382</Tag>
<Name>CurrencyRatio</Name>
<Type>float</Type>
<AbbrName>CurrencyRatio</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then CurrencyRatio = 0.7</Description>
</Field>
<Field added="FIX.5.0" addedEP="59">
<Tag>1383</Tag>
<Name>LegCurrencyRatio</Name>
<Type>float</Type>
<AbbrName>LegCurrencyRatio</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then LegCurrencyRatio = 0.7</Description>
</Field>
<Field added="FIX.5.0" addedEP="59">
<Tag>1384</Tag>
<Name>LegExecInst</Name>
<Type>MultipleCharValue</Type>
<AbbrName>LegExecInst</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>18</EnumDatatype>
<Description>Refer to ExecInst(18)
Same values as ExecInst(18)</Description>
</Field>
<Field added="FIX.5.0" addedEP="60">
<Tag>1385</Tag>
<Name>ContingencyType</Name>
<Type>int</Type>
<AbbrName>ContingencyType</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Defines the type of contingency.</Description>
</Field>
<Field added="FIX.5.0" addedEP="60">
<Tag>1386</Tag>
<Name>ListRejectReason</Name>
<Type>int</Type>
<AbbrName>ListRejectReason</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Identifies the reason for rejection of a New Order List message. Note that OrdRejReason(103) is used if the rejection is based on properties of an individual order part of the List.</Description>
</Field>
<Field added="FIX.5.0" addedEP="61">
<Tag>1387</Tag>
<Name>NoTrdRepIndicators</Name>
<Type>NumInGroup</Type>
<AbbrName>NoTrdRepIndicators</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of trade reporting indicators</Description>
</Field>
<Field added="FIX.5.0" addedEP="61">
<Tag>1388</Tag>
<Name>TrdRepPartyRole</Name>
<Type>int</Type>
<AbbrName>PtyRole</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>452</EnumDatatype>
<Description>Identifies the type of party for trade reporting. Same values as PartyRole(452).</Description>
</Field>
<Field added="FIX.5.0" addedEP="61">
<Tag>1389</Tag>
<Name>TrdRepIndicator</Name>
<Type>Boolean</Type>
<AbbrName>TrdRepInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies whether the trade should be reported (or not) to parties of the provided TrdRepPartyRole(1388). Used to override standard reporting behavior by the receiver of the trade report and thereby complements the PublTrdIndicator( tag1390).</Description>
</Field>
<Field added="FIX.5.0" addedEP="61" updated="FIX.5.0SP2" updatedEP="229">
<Tag>1390</Tag>
<Name>TradePublishIndicator</Name>
<Type>int</Type>
<AbbrName>TrdPubInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates if a trade should be or has been published via a market publication service. The indicator governs all publication services of the recipient. Replaces PublishTrdIndicator(852).</Description>
</Field>
<Field added="FIX.5.0" addedEP="63">
<Tag>1346</Tag>
<Name>ApplReqID</Name>
<Type>String</Type>
<AbbrName>ApplReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for request</Description>
</Field>
<Field added="FIX.5.0" addedEP="63">
<Tag>1347</Tag>
<Name>ApplReqType</Name>
<Type>int</Type>
<AbbrName>ApplReqTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of Application Message Request being made.</Description>
</Field>
<Field added="FIX.5.0" addedEP="63">
<Tag>1348</Tag>
<Name>ApplResponseType</Name>
<Type>int</Type>
<AbbrName>ApplRespTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate the type of acknowledgement being sent.</Description>
</Field>
<Field added="FIX.5.0" addedEP="63">
<Tag>1349</Tag>
<Name>ApplTotalMessageCount</Name>
<Type>int</Type>
<AbbrName>ApplTotMsgCnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total number of messages included in transmission.</Description>
</Field>
<Field added="FIX.5.0" addedEP="63">
<Tag>1350</Tag>
<Name>ApplLastSeqNum</Name>
<Type>SeqNum</Type>
<AbbrName>ApplLastSeqNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Application sequence number of last message in transmission</Description>
</Field>
<Field added="FIX.5.0" addedEP="63">
<Tag>1351</Tag>
<Name>NoApplIDs</Name>
<Type>NumInGroup</Type>
<AbbrName>NoApplIDs</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Specifies number of application id occurrences</Description>
</Field>
<Field added="FIX.5.0" addedEP="63">
<Tag>1352</Tag>
<Name>ApplResendFlag</Name>
<Type>Boolean</Type>
<AbbrName>ApplResendFlag</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate that a message is being sent in response to an Application Message Request. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request</Description>
</Field>
<Field added="FIX.5.0" addedEP="63">
<Tag>1353</Tag>
<Name>ApplResponseID</Name>
<Type>String</Type>
<AbbrName>ApplRespID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier for the Applicaton Message Request Ack</Description>
</Field>
<Field added="FIX.5.0" addedEP="63">
<Tag>1354</Tag>
<Name>ApplResponseError</Name>
<Type>int</Type>
<AbbrName>ApplRespErr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to return an error code or text associated with a response to an Application Request.</Description>
</Field>
<Field added="FIX.5.0" addedEP="63">
<Tag>1355</Tag>
<Name>RefApplID</Name>
<Type>String</Type>
<AbbrName>RefApplID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference to the unique application identifier which corresponds to ApplID(1180) from the Application Sequence Group component</Description>
</Field>
<Field added="FIX.5.0" addedEP="63">
<Tag>1356</Tag>
<Name>ApplReportID</Name>
<Type>String</Type>
<AbbrName>ApplRptID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier for the Application Sequence Reset</Description>
</Field>
<Field added="FIX.5.0" addedEP="63">
<Tag>1357</Tag>
<Name>RefApplLastSeqNum</Name>
<Type>SeqNum</Type>
<AbbrName>RefApplLastSeqNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Application sequence number of last message in transmission.</Description>
</Field>
<Field added="FIX.5.0" addedEP="63">
<Tag>1399</Tag>
<Name>ApplNewSeqNum</Name>
<Type>SeqNum</Type>
<AbbrName>ApplNewSeqNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to specify a new application sequence number.</Description>
</Field>
<Field added="FIX.5.0SP2">
<Tag>1426</Tag>
<Name>ApplReportType</Name>
<Type>int</Type>
<AbbrName>ApplRptTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of report</Description>
</Field>
<Field added="FIX.5.0" addedEP="69">
<Tag>1411</Tag>
<Name>Nested4PartySubIDType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>803</EnumDatatype>
<Description>Refer to definition of PartySubIDType(803)</Description>
</Field>
<Field added="FIX.5.0" addedEP="69">
<Tag>1412</Tag>
<Name>Nested4PartySubID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition of PartySubID(523)</Description>
</Field>
<Field added="FIX.5.0" addedEP="69">
<Tag>1413</Tag>
<Name>NoNested4PartySubIDs</Name>
<Type>NumInGroup</Type>
<AbbrName>NoNested4PartySubIDs</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition of NoPartySubIDs(802)</Description>
</Field>
<Field added="FIX.5.0" addedEP="69">
<Tag>1414</Tag>
<Name>NoNested4PartyIDs</Name>
<Type>NumInGroup</Type>
<AbbrName>NoNested4PartyIDs</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition of NoPartyIDs(453)</Description>
</Field>
<Field added="FIX.5.0" addedEP="69">
<Tag>1415</Tag>
<Name>Nested4PartyID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to definition of PartyID(448)</Description>
</Field>
<Field added="FIX.5.0" addedEP="69">
<Tag>1416</Tag>
<Name>Nested4PartyIDSource</Name>
<Type>char</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>447</EnumDatatype>
<Description>Refer to definition of PartyIDSource(447)</Description>
</Field>
<Field added="FIX.5.0" addedEP="69">
<Tag>1417</Tag>
<Name>Nested4PartyRole</Name>
<Type>int</Type>
<AbbrName>R</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>452</EnumDatatype>
<Description>Refer to definition of PartyRole(452)</Description>
</Field>
<Field added="FIX.5.0" addedEP="72">
<Tag>1418</Tag>
<Name>LegLastQty</Name>
<Type>Qty</Type>
<AbbrName>LastQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Fill quantity for the leg instrument</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="77">
<Tag>1427</Tag>
<Name>SideExecID</Name>
<Type>String</Type>
<AbbrName>SideExecID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When reporting trades, used to reference the identifier of the execution (ExecID) being reported if different ExecIDs were assigned to each side of the trade.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="77">
<Tag>1428</Tag>
<Name>OrderDelay</Name>
<Type>int</Type>
<AbbrName>OrdDelay</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time lapsed from order entry until match, based on the unit of time specified in OrderDelayUnit. Default is seconds if OrderDelayUnit is not specified. Value = 0, indicates the aggressor (the initiating side of the trade).</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="77">
<Tag>1429</Tag>
<Name>OrderDelayUnit</Name>
<Type>int</Type>
<AbbrName>OrdDelayUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Time unit in which the OrderDelay(1428) is expressed</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="77">
<Tag>1430</Tag>
<Name>VenueType</Name>
<Type>char</Type>
<AbbrName>VenuTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the type of venue where a trade was executed</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="77">
<Tag>1431</Tag>
<Name>RefOrdIDReason</Name>
<Type>int</Type>
<AbbrName>RefOrdIDRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>The reason for updating the RefOrdID</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="77">
<Tag>1432</Tag>
<Name>OrigCustOrderCapacity</Name>
<Type>int</Type>
<AbbrName>OrigCustOrdCpcty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The customer capacity for this trade at the time of the order/execution.
Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="78">
<Tag>1433</Tag>
<Name>RefApplReqID</Name>
<Type>String</Type>
<AbbrName>RefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to reference a previously submitted ApplReqID (1346) from within a subsequent ApplicationMessageRequest(MsgType=BW)</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="79">
<Tag>1434</Tag>
<Name>ModelType</Name>
<Type>int</Type>
<AbbrName>ModelTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of pricing model used</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="80">
<Tag>1435</Tag>
<Name>ContractMultiplierUnit</Name>
<Type>int</Type>
<AbbrName>MultTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="80">
<Tag>1436</Tag>
<Name>LegContractMultiplierUnit</Name>
<Type>int</Type>
<AbbrName>MultTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1435</EnumDatatype>
<Description>"Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit LegContractMultiplier(tag 614) is expressed in.
</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="80" updated="FIX.5.0SP2" updatedEP="204">
<Tag>1437</Tag>
<Name>UnderlyingContractMultiplierUnit</Name>
<Type>int</Type>
<AbbrName>MultTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1435</EnumDatatype>
<Description>Indicates the type of multiplier being applied to the contract. </Description>
<Elaboration>Can be optionally used to further define what unit UnderlyingContractMultiplier(436) is expressed in.</Elaboration>
</Field>
<Field added="FIX.5.0SP1" addedEP="80">
<Tag>1438</Tag>
<Name>DerivativeContractMultiplierUnit</Name>
<Type>int</Type>
<AbbrName>MultTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1435</EnumDatatype>
<Description>Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit DerivativeContractMultiplier(tag 1266)is expressed in.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="80" updated="FIX.5.0SP2" updatedEP="238">
<Tag>1439</Tag>
<Name>FlowScheduleType</Name>
<Type>int</Type>
<AbbrName>FlowSchedTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>The industry standard flow schedule by which electricity or natural gas is traded. Schedules may exist by regions and on-peak and off-peak status, such as "Western Peak".</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="80">
<Tag>1440</Tag>
<Name>LegFlowScheduleType</Name>
<Type>int</Type>
<AbbrName>FlowSchedTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1439</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak".</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="80">
<Tag>1441</Tag>
<Name>UnderlyingFlowScheduleType</Name>
<Type>int</Type>
<AbbrName>FlowSchedTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1439</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak".</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="80">
<Tag>1442</Tag>
<Name>DerivativeFlowScheduleType</Name>
<Type>int</Type>
<AbbrName>FlowSchedTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1439</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak".</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="81">
<Tag>1443</Tag>
<Name>FillLiquidityInd</Name>
<Type>int</Type>
<AbbrName>LqdtyInd</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>851</EnumDatatype>
<Description>Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="81">
<Tag>1444</Tag>
<Name>SideLiquidityInd</Name>
<Type>int</Type>
<AbbrName>LqdtyInd</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>851</EnumDatatype>
<Description>Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="82">
<Tag>1445</Tag>
<Name>NoRateSources</Name>
<Type>NumInGroup</Type>
<AbbrName>NoRtSrc</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Number of rate sources being specified.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="82">
<Tag>1446</Tag>
<Name>RateSource</Name>
<Type>int</Type>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the source of rate information.
For FX, the reference source to be used for the FX spot rate.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="82">
<Tag>1447</Tag>
<Name>RateSourceType</Name>
<Type>int</Type>
<AbbrName>RtSrcTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the rate source specified is a primary or secondary source.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="82" updated="FIX.5.0SP2" updatedEP="161">
<Tag>1448</Tag>
<Name>ReferencePage</Name>
<Type>String</Type>
<AbbrName>RefPg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reference "page" from the rate source.
For FX, the reference page to the spot rate to be used for the reference FX spot rate.
When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="83" updated="FIX.5.0SP2" updatedEP="169">
<Tag>1449</Tag>
<Name>RestructuringType</Name>
<Type>String</Type>
<AbbrName>RestrctTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A category of CDS credit event in which the underlying bond experiences a restructuring.
Used to define a CDS instrument.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="83" updated="FIX.5.0SP2" updatedEP="235">
<Tag>1450</Tag>
<Name>Seniority</Name>
<Type>String</Type>
<AbbrName>Snrty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies which issue (underlying bond) will receive payment priority in the event of a default.
Used to define a CDS instrument. </Description>
<Elaboration>The payment priority is this: Senior Secured (SD), Senior (SR), Senior Non-Preferred (SN), Subordinated (SB), Mezzanine (MZ), Junior (JR).</Elaboration>
</Field>
<Field added="FIX.5.0SP1" addedEP="83">
<Tag>1451</Tag>
<Name>NotionalPercentageOutstanding</Name>
<Type>Percentage</Type>
<AbbrName>NotlPctOut</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index.
Used to calculate the true value of a CDS trade or position.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="83">
<Tag>1452</Tag>
<Name>OriginalNotionalPercentageOutstanding</Name>
<Type>Percentage</Type>
<AbbrName>OrigNotlPctOut</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to reflect the Original value prior to the application of a credit event. See NotionalPercentageOutstanding(1451).</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="83">
<Tag>1453</Tag>
<Name>UnderlyingRestructuringType</Name>
<Type>String</Type>
<AbbrName>RestrctTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1449</EnumDatatype>
<Description>See RestructuringType(1449)</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="83">
<Tag>1454</Tag>
<Name>UnderlyingSeniority</Name>
<Type>String</Type>
<AbbrName>Snrty</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1450</EnumDatatype>
<Description>See Seniority(1450)</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="83">
<Tag>1455</Tag>
<Name>UnderlyingNotionalPercentageOutstanding</Name>
<Type>Percentage</Type>
<AbbrName>NotlPctOut</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>See NotionalPercentageOutstanding(1451)</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="83">
<Tag>1456</Tag>
<Name>UnderlyingOriginalNotionalPercentageOutstanding</Name>
<Type>Percentage</Type>
<AbbrName>OrigNotlPctOut</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>See OriginalNotionalPercentageOutstanding(1452)</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="83">
<Tag>1457</Tag>
<Name>AttachmentPoint</Name>
<Type>Percentage</Type>
<AbbrName>AttchPnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Lower bound percentage of the loss that the tranche can endure.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="83">
<Tag>1458</Tag>
<Name>DetachmentPoint</Name>
<Type>Percentage</Type>
<AbbrName>DetchPnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Upper bound percentage of the loss the tranche can endure.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="83">
<Tag>1459</Tag>
<Name>UnderlyingAttachmentPoint</Name>
<Type>Percentage</Type>
<AbbrName>AttchPnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>See AttachmentPoint(1457).</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="83">
<Tag>1460</Tag>
<Name>UnderlyingDetachmentPoint</Name>
<Type>Percentage</Type>
<AbbrName>DetchPnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>See DetachmentPoint(1458).</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="85">
<Tag>1461</Tag>
<Name>NoTargetPartyIDs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Identifies the number of target parties identified in a mass action.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="85">
<Tag>1462</Tag>
<Name>TargetPartyID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PartyID value within an target party repeating group.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="85">
<Tag>1463</Tag>
<Name>TargetPartyIDSource</Name>
<Type>char</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>447</EnumDatatype>
<Description>PartyIDSource value within an target party repeating group.
Same values as PartyIDSource (447)</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="85">
<Tag>1464</Tag>
<Name>TargetPartyRole</Name>
<Type>int</Type>
<AbbrName>R</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>452</EnumDatatype>
<Description>PartyRole value within an target party repeating group.
Same values as PartyRole (452)</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="87">
<Tag>1465</Tag>
<Name>SecurityListID</Name>
<Type>String</Type>
<AbbrName>ListID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies an identifier for a Security List</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="87">
<Tag>1466</Tag>
<Name>SecurityListRefID</Name>
<Type>String</Type>
<AbbrName>ListRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies a reference from one Security List to another. Used to support a hierarchy of Security Lists.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="87">
<Tag>1467</Tag>
<Name>SecurityListDesc</Name>
<Type>String</Type>
<AbbrName>ListDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies a description or name of a Security List.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="87">
<Tag>1468</Tag>
<Name>EncodedSecurityListDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>1469</AssociatedDataTag>
<NotReqXML>1</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedSecurityListDesc (tbd) field.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="87">
<Tag>1469</Tag>
<Name>EncodedSecurityListDesc</Name>
<Type>data</Type>
<NotReqXML>1</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the SecurityListDesc (1467) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityListDesc field.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="87">
<Tag>1470</Tag>
<Name>SecurityListType</Name>
<Type>int</Type>
<AbbrName>ListTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Specifies a type of Security List.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="87">
<Tag>1471</Tag>
<Name>SecurityListTypeSource</Name>
<Type>int</Type>
<AbbrName>LstTypSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Specifies a specific source for a SecurityListType. Relevant when a certain type can be provided from various sources.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="90">
<Tag>1472</Tag>
<Name>NewsID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for a News message</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="90">
<Tag>1473</Tag>
<Name>NewsCategory</Name>
<Type>int</Type>
<AbbrName>NewsCatgy</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Category of news mesage.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="90">
<Tag>1474</Tag>
<Name>LanguageCode</Name>
<Type>Language</Type>
<AbbrName>LangCd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The national language in which the news item is provided.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="90">
<Tag>1475</Tag>
<Name>NoNewsRefIDs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of News reference items</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="90">
<Tag>1476</Tag>
<Name>NewsRefID</Name>
<Type>String</Type>
<AbbrName>RefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference to another News message identified by NewsID(1474).</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="90" updated="FIX.5.0SP2" updatedEP="190">
<Tag>1477</Tag>
<Name>NewsRefType</Name>
<Type>int</Type>
<AbbrName>RefTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Type of reference to another News(35=B) message item.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="92" updated="FIX.5.0SP2" updatedEP="169">
<Tag>1478</Tag>
<Name>StrikePriceDeterminationMethod</Name>
<Type>int</Type>
<AbbrName>StrkPxDtrmnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. </Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="92">
<Tag>1479</Tag>
<Name>StrikePriceBoundaryMethod</Name>
<Type>int</Type>
<AbbrName>StrkPxBndryMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="92">
<Tag>1480</Tag>
<Name>StrikePriceBoundaryPrecision</Name>
<Type>Percentage</Type>
<AbbrName>StrkPxBndryPrcsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used in combination with StrikePriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="92">
<Tag>1481</Tag>
<Name>UnderlyingPriceDeterminationMethod</Name>
<Type>int</Type>
<AbbrName>PxDtrmnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option").</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="92" updated="FIX.5.0SP2" updatedEP="238">
<Tag>1482</Tag>
<Name>OptPayoutType</Name>
<Type>int</Type>
<AbbrName>OptPayoutTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the type of valuation method or payout trigger for an in-the-money option.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="92">
<Tag>1483</Tag>
<Name>NoComplexEvents</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of complex event occurrences.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="92">
<Tag>1484</Tag>
<Name>ComplexEventType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the type of complex event.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="92">
<Tag>1485</Tag>
<Name>ComplexOptPayoutAmount</Name>
<Type>Amt</Type>
<AbbrName>OptPayAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="92">
<Tag>1486</Tag>
<Name>ComplexEventPrice</Name>
<Type>Price</Type>
<AbbrName>Px</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the price at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484).</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="92">
<Tag>1487</Tag>
<Name>ComplexEventPriceBoundaryMethod</Name>
<Type>int</Type>
<AbbrName>PxBndryMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determined by the ComplexEventPriceTimeType.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="92">
<Tag>1488</Tag>
<Name>ComplexEventPriceBoundaryPrecision</Name>
<Type>Percentage</Type>
<AbbrName>PxBndryPrcsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used in combination with ComplexEventPriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="92" updated="FIX.5.0SP2" updatedEP="169">
<Tag>1489</Tag>
<Name>ComplexEventPriceTimeType</Name>
<Type>int</Type>
<AbbrName>PxTmTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType(1484).</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="92">
<Tag>1490</Tag>
<Name>ComplexEventCondition</Name>
<Type>int</Type>
<AbbrName>Cond</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the condition between complex events when more than one event is specified.
Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="92">
<Tag>1491</Tag>
<Name>NoComplexEventDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of complex event date occurrences for a given complex event.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="92" updated="FIX.5.0SP2" updatedEP="195">
<Tag>1492</Tag>
<Name>ComplexEventStartDate</Name>
<Type>UTCDateOnly</Type>
<AbbrName>StartDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options
ComplexEventStartDate must always be less than or equal to ComplexEventEndDate.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="92" updated="FIX.5.0SP2" updatedEP="195">
<Tag>1493</Tag>
<Name>ComplexEventEndDate</Name>
<Type>UTCDateOnly</Type>
<AbbrName>EndDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options
ComplexEventEndDate must always be greater than or equal to ComplexEventStartDate.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="92">
<Tag>1494</Tag>
<Name>NoComplexEventTimes</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of complex event time occurrences for a given complex event date
The default in case of an absence of time fields is 00:00:00-23:59:59.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="92">
<Tag>1495</Tag>
<Name>ComplexEventStartTime</Name>
<Type>UTCTimeOnly</Type>
<AbbrName>StartTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the start time of the time range on which a complex event date is effective.
ComplexEventStartTime must always be less than or equal to ComplexEventEndTime.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="92">
<Tag>1496</Tag>
<Name>ComplexEventEndTime</Name>
<Type>UTCTimeOnly</Type>
<AbbrName>EndTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the end time of the time range on which a complex event date is effective.
ComplexEventEndTime must always be greater than or equal to ComplexEventStartTime.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="93">
<Tag>1497</Tag>
<Name>StreamAsgnReqID</Name>
<Type>String</Type>
<AbbrName>ReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for the stream assignment request provided by the requester.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="93">
<Tag>1498</Tag>
<Name>StreamAsgnReqType</Name>
<Type>int</Type>
<AbbrName>AsgnReqTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of stream assignment request.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="93">
<Tag>1499</Tag>
<Name>NoAsgnReqs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of assignment requests.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="93">
<Tag>1500</Tag>
<Name>MDStreamID</Name>
<Type>String</Type>
<AbbrName>MDStrmID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The identifier or name of the price stream.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="93">
<Tag>1501</Tag>
<Name>StreamAsgnRptID</Name>
<Type>String</Type>
<AbbrName>RptID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier of the stream assignment report provided by the respondent.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="93">
<Tag>1502</Tag>
<Name>StreamAsgnRejReason</Name>
<Type>int</Type>
<AbbrName>RejRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Reason code for stream assignment request reject.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="93">
<Tag>1503</Tag>
<Name>StreamAsgnAckType</Name>
<Type>int</Type>
<AbbrName>ActTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of acknowledgement.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="93">
<Tag>1617</Tag>
<Name>StreamAsgnType</Name>
<Type>int</Type>
<AbbrName>AsgnTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The type of assignment being affected in the Stream Assignment Report.</Description>
</Field>
<Field added="FIX.5.0SP1" addedEP="94">
<Tag>1504</Tag>
<Name>RelSymTransactTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>TxnTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>See TransactTime(60)</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="98">
<Tag>1622</Tag>
<Name>FillYieldType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Yield Type, using same values as YieldType (235)</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="98">
<Tag>1623</Tag>
<Name>FillYield</Name>
<Type>Percentage</Type>
<AbbrName>Yld</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Yield Percentage, using same values as Yield (236)</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="99">
<Tag>1624</Tag>
<Name>NoMatchInst</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of Instructions in the <MatchingInstructions> repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="99">
<Tag>1625</Tag>
<Name>MatchInst</Name>
<Type>int</Type>
<AbbrName>Inst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Matching Instruction for the order.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="99">
<Tag>1626</Tag>
<Name>MatchAttribTagID</Name>
<Type>TagNum</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Existing FIX field to be applied as a matching criteria to the instruction, bilaterally agreed between parties.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="99">
<Tag>1627</Tag>
<Name>MatchAttribValue</Name>
<Type>String</Type>
<AbbrName>Valu</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Value of MatchAttribTagID(1626) on which to apply the matching instruction.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="99">
<Tag>1673</Tag>
<Name>MatchInstMarketID</Name>
<Type>Exchange</Type>
<AbbrName>MktID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the market to which the matching instruction applies.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="100">
<Tag>1628</Tag>
<Name>TriggerScope</Name>
<Type>int</Type>
<AbbrName>TrgrScope</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines the scope of TriggerAction(1101) when it is set to "cancel" (3).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="100" updated="FIX.5.0SP2" updatedEP="159">
<Tag>1629</Tag>
<Name>ExposureDuration</Name>
<Type>int</Type>
<AbbrName>ExpsreDur</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>This is the time in seconds of a "Good for Time" (GFT) TimeInForce.
Positive integer value which represents the time is seconds in which the new order remains active in the market before it is automatically cancelled (e.g. expired).
Bi-lateral agreements will dictate the maximum value of this field. It is assumed that most systems will impose a max limit of 86,400 seconds (i.e. 24 hours).
For Quotes: The period of time a quoted price is tradable(i.e. on-the-wire) before it becomes indicative (i.e. off-the-wire).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="100">
<Tag>1630</Tag>
<Name>NoLimitAmts</Name>
<Type>NumInGroup</Type>
<AbbrName>NoLmtAmts</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>The number of limit amount entries.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="100">
<Tag>1631</Tag>
<Name>LimitAmtType</Name>
<Type>int</Type>
<AbbrName>LmtAmtTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Identifies the type of limit amount expressed in LastLimitAmt(1632) and LimitAmtRemaining(1633).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="100">
<Tag>1632</Tag>
<Name>LastLimitAmt</Name>
<Type>Amt</Type>
<AbbrName>LastLmtAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The amount that has been drawn down against the counterparty for a given trade. The type of limit is specified in LimitAmtType(1631).
Bilateral agreements dictate the units and maximum value of this field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="100">
<Tag>1633</Tag>
<Name>LimitAmtRemaining</Name>
<Type>Amt</Type>
<AbbrName>LmtAmtRem</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The remaining limit amount available between the counterparties. The type of limit is specified in LimitAmtType(1631).
Bilateral agreements dictate the units and maximum value of this field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="100">
<Tag>1634</Tag>
<Name>LimitAmtCurrency</Name>
<Type>Currency</Type>
<AbbrName>LmtAmtCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the currency that the limit amount is specified in. See Currency(15) for additional description and valid values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="102">
<Tag>1635</Tag>
<Name>MarginReqmtInqID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier of the MarginRequirementInquiry.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="102">
<Tag>1636</Tag>
<Name>NoMarginReqmtInqQualifier</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of margin requirement inquiry qualifiers.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="102">
<Tag>1637</Tag>
<Name>MarginReqmtInqQualifier</Name>
<Type>int</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Qualifier for MarginRequirementInquiry to identify a specific report.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="102">
<Tag>1638</Tag>
<Name>MarginReqmtRptType</Name>
<Type>int</Type>
<AbbrName>RptTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of MarginRequirementReport.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="102">
<Tag>1639</Tag>
<Name>MarginClass</Name>
<Type>String</Type>
<AbbrName>Clss</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier for group of instruments with similar risk profile.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="102">
<Tag>1640</Tag>
<Name>MarginReqmtInqStatus</Name>
<Type>int</Type>
<AbbrName>Stat</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>945</EnumDatatype>
<Description>Status of MarginRequirementInquiry.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="102">
<Tag>1641</Tag>
<Name>MarginReqmtInqResult</Name>
<Type>int</Type>
<AbbrName>Rslt</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Result returned in response to MarginRequirementInquiry.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="102">
<Tag>1642</Tag>
<Name>MarginReqmtRptID</Name>
<Type>String</Type>
<AbbrName>RptID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier for the MarginRequirementReport message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="102">
<Tag>1643</Tag>
<Name>NoMarginAmt</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of margin requirement amounts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="102">
<Tag>1644</Tag>
<Name>MarginAmtType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Type of margin requirement amount being specified.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="102">
<Tag>1645</Tag>
<Name>MarginAmt</Name>
<Type>Amt</Type>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Amount of margin requirement.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="102">
<Tag>1646</Tag>
<Name>MarginAmtCcy</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Currency of the MarginAmt(1645).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="103">
<Tag>1647</Tag>
<Name>NoRelatedInstruments</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of related instruments</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="103">
<Tag>1648</Tag>
<Name>RelatedInstrumentType</Name>
<Type>int</Type>
<AbbrName>InstrmtTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The type of instrument relationship</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="103" updated="FIX.5.0SP2" updatedEP="187">
<Tag>1649</Tag>
<Name>RelatedSymbol</Name>
<Type>String</Type>
<AbbrName>Sym</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Ticker symbol of the related security. Common "human understood" representation of the security. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="103" updated="FIX.5.0SP2" updatedEP="187">
<Tag>1650</Tag>
<Name>RelatedSecurityID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Related security identifier value of RelatedSecurityIDSource(1651) type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="103" updated="FIX.5.0SP2" updatedEP="187">
<Tag>1651</Tag>
<Name>RelatedSecurityIDSource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Identifies class or source of the RelatedSecurityID (1650) value. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="103" updated="FIX.5.0SP2" updatedEP="187">
<Tag>1652</Tag>
<Name>RelatedSecurityType</Name>
<Type>String</Type>
<AbbrName>SecTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Security type of the related instrument. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="103" updated="FIX.5.0SP2" updatedEP="187">
<Tag>1653</Tag>
<Name>RelatedMaturityMonthYear</Name>
<Type>MonthYear</Type>
<AbbrName>MMY</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Expiration date for the related instrument contract.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="103" updated="FIX.5.0SP2" updatedEP="141">
<Tag>1654</Tag>
<Name>CoveredQty</Name>
<Type>Qty</Type>
<AbbrName>CvrdQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to specify the portion of the short contract quantity that is considered covered (e.g. used for short option position).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="104">
<Tag>1655</Tag>
<Name>MarketMakerActivity</Name>
<Type>int</Type>
<AbbrName>MktMkrActvty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates market maker participation in security.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1505</Tag>
<Name>PartyDetailsListRequestID</Name>
<Type>String</Type>
<AbbrName>ReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for PartyDetailsListRequest.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1508</Tag>
<Name>NoRequestedPartyRoles</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of requested party roles.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1509</Tag>
<Name>RequestedPartyRole</Name>
<Type>int</Type>
<AbbrName>R</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>452</EnumDatatype>
<Description>Identifies the type or role of party that has been requested.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1510</Tag>
<Name>PartyDetailsListReportID</Name>
<Type>String</Type>
<AbbrName>RptID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier for the PartyDetailsListReport and the PartyDetailsListUpdateReport.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1511</Tag>
<Name>RequestResult</Name>
<Type>int</Type>
<AbbrName>ReqRslt</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved4000Plus</UnionDataType>
<Description>Result of a request as identified by the appropriate request ID field</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1512</Tag>
<Name>TotNoParties</Name>
<Type>int</Type>
<AbbrName>TotNoPtys</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total number of PartyListGrp returned.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1514</Tag>
<Name>NoPartyRelationships</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of party relationships.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1515</Tag>
<Name>PartyRelationship</Name>
<Type>int</Type>
<AbbrName>Rltnshp</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved4000Plus</UnionDataType>
<Description>Used to specify the type of the party relationship.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1516</Tag>
<Name>NoPartyDetailAltID</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of party alternative identifiers.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1517</Tag>
<Name>PartyDetailAltID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>An alternate party identifier for the party specified in PartyDetailID(1691)</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1518</Tag>
<Name>PartyDetailAltIDSource</Name>
<Type>char</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>447</EnumDatatype>
<Description>Identifies the source of the PartyDetailAltID(1517) value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1519</Tag>
<Name>NoPartyDetailAltSubIDs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of party detail alternate sub-identifiers.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1520</Tag>
<Name>PartyDetailAltSubID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Sub-identifier for the party specified in PartyDetailAltID(1517).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1521</Tag>
<Name>PartyDetailAltSubIDType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>803</EnumDatatype>
<UnionDataType>Reserved4000Plus</UnionDataType>
<Description>Type of PartyDetailAltSubID(1520) value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1529</Tag>
<Name>NoRiskLimitTypes</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of risk limits with associated warning levels.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105" updated="FIX.5.0SP2" updatedEP="204">
<Tag>1530</Tag>
<Name>RiskLimitType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Used to specify the type of risk limit amount or position limit quantity or margin requirement amounts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1531</Tag>
<Name>RiskLimitAmount</Name>
<Type>Amt</Type>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the risk limit amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1532</Tag>
<Name>RiskLimitCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to specify the currency of the risk limit amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1533</Tag>
<Name>RiskLimitPlatform</Name>
<Type>String</Type>
<AbbrName>Pltfm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The area to which risk limit is applicable. This can be a trading platform or an offering.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1534</Tag>
<Name>NoRiskInstrumentScopes</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of risk instrument scopes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1535</Tag>
<Name>InstrumentScopeOperator</Name>
<Type>int</Type>
<AbbrName>Oper</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Operator to perform on the instrument(s) specified</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1536</Tag>
<Name>InstrumentScopeSymbol</Name>
<Type>String</Type>
<AbbrName>Sym</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to limit instrument scope to specified symbol.
See Symbol(55) field for description.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1537</Tag>
<Name>InstrumentScopeSymbolSfx</Name>
<Type>String</Type>
<AbbrName>Sfx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to limit instrument scope to specified symbol suffix.
See SymbolSfx(65) field for description.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1538</Tag>
<Name>InstrumentScopeSecurityID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to limit instrument scope to specified security identifier.
See SecurityID(48) field for description.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1539</Tag>
<Name>InstrumentScopeSecurityIDSource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<Description>Used to limit instrument scope to specified security identifier source.
See SecurityIDSource(22) field for description.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1540</Tag>
<Name>NoInstrumentScopeSecurityAltID</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of alternate security identifier for the specified InstrumentScopeSecurityID(1538).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1541</Tag>
<Name>InstrumentScopeSecurityAltID</Name>
<Type>String</Type>
<AbbrName>AltID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to limit instrument scope to specified security alternate identifier.
See SecurityAltID(455) field for description.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1542</Tag>
<Name>InstrumentScopeSecurityAltIDSource</Name>
<Type>String</Type>
<AbbrName>AltIDSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to limit instrument scope to specified security alternate identifier source.
See SecurityAltIDSource(456) field for description.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1543</Tag>
<Name>InstrumentScopeProduct</Name>
<Type>int</Type>
<AbbrName>Prod</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>460</EnumDatatype>
<Description>Used to limit instrument scope to specified instrument product category.
See Product (460) field for description.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1544</Tag>
<Name>InstrumentScopeProductComplex</Name>
<Type>String</Type>
<AbbrName>ProdCmplx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to limit instrument scope to specified product complex.
See ProductComplex(1227) field for description.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1545</Tag>
<Name>InstrumentScopeSecurityGroup</Name>
<Type>String</Type>
<AbbrName>SecGrp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to limit instrument scope to specified security group.
See SecurityGroup(1151) field for description.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1546</Tag>
<Name>InstrumentScopeCFICode</Name>
<Type>String</Type>
<AbbrName>CFI</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to limit instrument scope to specified CFICode.
See CFICode(461) field for description.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1547</Tag>
<Name>InstrumentScopeSecurityType</Name>
<Type>String</Type>
<AbbrName>SecTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>167</EnumDatatype>
<Description>Used to limit instrument scope to specified security type.
See SecurityType(167) field for description).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1548</Tag>
<Name>InstrumentScopeSecuritySubType</Name>
<Type>String</Type>
<AbbrName>SecSubTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to limit instrument scope to specified security sub-type.
See SecuritySubType(762) field for description.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1549</Tag>
<Name>InstrumentScopeMaturityMonthYear</Name>
<Type>MonthYear</Type>
<AbbrName>MMY</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to limit instrument scope to specified maturity month and year.
See MaturityMonthYear(200) field for description.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1550</Tag>
<Name>InstrumentScopeMaturityTime</Name>
<Type>TZTimeOnly</Type>
<AbbrName>MatTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to limit instrument scope to specified maturity time.
See MaturityTime(1079) field for description.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1551</Tag>
<Name>InstrumentScopeRestructuringType</Name>
<Type>String</Type>
<AbbrName>RstrctTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to limit instrument scope to specified restructuring type.
See RestructuringType(1449) field for description.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1552</Tag>
<Name>InstrumentScopeSeniority</Name>
<Type>String</Type>
<AbbrName>Snrty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to limit instrument scope to specified seniority type.
See Seniority(1450) field for description.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1553</Tag>
<Name>InstrumentScopePutOrCall</Name>
<Type>int</Type>
<AbbrName>PutCall</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>201</EnumDatatype>
<Description>Used to limit instrument scope to puts or calls.
See PutOrCall(201) field for description.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1554</Tag>
<Name>InstrumentScopeFlexibleIndicator</Name>
<Type>Boolean</Type>
<AbbrName>FlexInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to limit instrument scope to securities that can be defined using flexible terms or not.
See FlexibleIndicator(1244) field for description.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1555</Tag>
<Name>InstrumentScopeCouponRate</Name>
<Type>Percentage</Type>
<AbbrName>CpnRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to limit instrument scope to specified coupon rate.
See CouponRate(223) field for description.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1556</Tag>
<Name>InstrumentScopeSecurityDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to limit instrument scope to specified security description.
See SecurityDesc(107) field for description.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1557</Tag>
<Name>InstrumentScopeSettlType</Name>
<Type>String</Type>
<AbbrName>SettlTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>63</EnumDatatype>
<UnionDataType>Tenor</UnionDataType>
<Description>Used to limit instrument scope to specified settlement type.
See SettlType(63) field for description.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1558</Tag>
<Name>RiskInstrumentMultiplier</Name>
<Type>float</Type>
<AbbrName>Mult</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Multiplier applied to the transaction amount for comparison with risk limits. Default if not specified is 1.0.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1559</Tag>
<Name>NoRiskWarningLevels</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of risk warning levels.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1560</Tag>
<Name>RiskWarningLevelPercent</Name>
<Type>Percentage</Type>
<AbbrName>Pct</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Percent of risk limit at which a warning is issued.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1561</Tag>
<Name>RiskWarningLevelName</Name>
<Type>String</Type>
<AbbrName>Nme</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Name or error message associated with the risk warning level.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1562</Tag>
<Name>NoRelatedPartyDetailID</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of related party detail identifiers.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1563</Tag>
<Name>RelatedPartyDetailID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Party identifier for the party related to the party specified in PartyDetailID(1691).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1564</Tag>
<Name>RelatedPartyDetailIDSource</Name>
<Type>char</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>447</EnumDatatype>
<Description>Identifies the source of the RelatedPartyDetailID(1563).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1565</Tag>
<Name>RelatedPartyDetailRole</Name>
<Type>int</Type>
<AbbrName>R</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>452</EnumDatatype>
<Description>Identifies the type or role of the RelatedPartyDetailID(1563) specified.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1566</Tag>
<Name>NoRelatedPartyDetailSubIDs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of related party detail sub-identifiers.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1567</Tag>
<Name>RelatedPartyDetailSubID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Sub-identifier for the party specified in RelatedPartyID(1563).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1568</Tag>
<Name>RelatedPartyDetailSubIDType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>803</EnumDatatype>
<UnionDataType>Reserved4000Plus</UnionDataType>
<Description>Type of RelatedPartyDetailSubID(1567) value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1569</Tag>
<Name>NoRelatedPartyDetailAltID</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of related party detail alternate identifiers.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1570</Tag>
<Name>RelatedPartyDetailAltID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>An alternate party identifier for the party specified in RelatedPartyID(1563).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1571</Tag>
<Name>RelatedPartyDetailAltIDSource</Name>
<Type>char</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>447</EnumDatatype>
<Description>Identifies the source of the RelatedPartyDetailAltID(1570) value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1572</Tag>
<Name>NoRelatedPartyDetailAltSubIDs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of related party detail alternate sub-identifiers.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1573</Tag>
<Name>RelatedPartyDetailAltSubID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Sub-identifier for the party specified in RelatedPartyDetailAltID(1570).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1574</Tag>
<Name>RelatedPartyDetailAltSubIDType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>803</EnumDatatype>
<UnionDataType>Reserved4000Plus</UnionDataType>
<Description>Type of RelatedPartyDetailAltSubID(1573) value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1616</Tag>
<Name>InstrumentScopeSecurityExchange</Name>
<Type>Exchange</Type>
<AbbrName>Exch</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to limit instrument scope to specified security exchange.
See SecurityExchange(207) field for description.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105" updated="FIX.5.0SP2" updatedEP="208">
<Tag>1620</Tag>
<Name>InstrumentScopeEncodedSecurityDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>1621</AssociatedDataTag>
<NotReqXML>1</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) InstrumentScopeEncodedSecurityDesc (1621) field</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1621</Tag>
<Name>InstrumentScopeEncodedSecurityDesc</Name>
<Type>data</Type>
<NotReqXML>1</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the InstrumentScopeSecurityDesc (1556) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the InstrumentScopeSecurityDesc field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1656</Tag>
<Name>NoInstrumentScopes</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of instrument scopes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1657</Tag>
<Name>NoRequestingPartyIDs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of requesting party identifiers.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1658</Tag>
<Name>RequestingPartyID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Party identifier for the requesting party.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1659</Tag>
<Name>RequestingPartyIDSource</Name>
<Type>char</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>447</EnumDatatype>
<Description>Identifies the source of the RequestingPartyID(1658) value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1660</Tag>
<Name>RequestingPartyRole</Name>
<Type>int</Type>
<AbbrName>R</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>452</EnumDatatype>
<Description>Identifies the type or role of the RequestingPartyID(1658) specified.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1661</Tag>
<Name>NoRequestingPartySubIDs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of requesting party sub-identifiers.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1662</Tag>
<Name>RequestingPartySubID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Sub-identifier for the party specified in RequestingPartyID(1658).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1663</Tag>
<Name>RequestingPartySubIDType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>803</EnumDatatype>
<Description>Type of RequestingPartySubID(1662) value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105" updated="FIX.5.0SP2" updatedEP="192">
<Tag>1664</Tag>
<Name>EncodedRejectTextLen</Name>
<Type>Length</Type>
<AssociatedDataTag>1665</AssociatedDataTag>
<AbbrName>EncRejTxtLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedRejectText(1665) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105" updated="FIX.5.0SP2" updatedEP="192">
<Tag>1665</Tag>
<Name>EncodedRejectText</Name>
<Type>data</Type>
<AbbrName>EncRejTxt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the RejectText(1328) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1666</Tag>
<Name>RiskLimitRequestID</Name>
<Type>String</Type>
<AbbrName>ReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for the PartyRiskLimitsRequest</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1667</Tag>
<Name>RiskLimitReportID</Name>
<Type>String</Type>
<AbbrName>RptID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier for the PartyRiskLimitsReport</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1668</Tag>
<Name>NoRequestedRiskLimitType</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of risk limit types requested.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1669</Tag>
<Name>NoRiskLimits</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of risk limits for different instrument scopes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105" updated="FIX.5.0SP2" updatedEP="171">
<Tag>1670</Tag>
<Name>RiskLimitID</Name>
<Type>String</Type>
<AbbrName>RiskLmtID</AbbrName>
<BaseCategory>PartiesReferenceData</BaseCategory>
<BaseCategoryAbbrName>ID</BaseCategoryAbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique reference identifier for a specific risk limit defined for the specified party.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1671</Tag>
<Name>NoPartyDetails</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of party details.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1672</Tag>
<Name>PartyDetailStatus</Name>
<Type>int</Type>
<AbbrName>Stat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the status of the party identified with PartyDetailID(1691).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105" updated="FIX.5.0SP2" updatedEP="223">
<Tag>1674</Tag>
<Name>PartyDetailRoleQualifier</Name>
<Type>int</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Qualifies the value of PartyDetailRole(1693).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105" updated="FIX.5.0SP2" updatedEP="173">
<Tag>1675</Tag>
<Name>RelatedPartyDetailRoleQualifier</Name>
<Type>int</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1674</EnumDatatype>
<Description>Qualifies the value of RelatedPartyRole(1565)</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1676</Tag>
<Name>NoPartyUpdates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of party updates.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1677</Tag>
<Name>NoPartyRiskLimits</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of party risk limits.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1691</Tag>
<Name>PartyDetailID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Party identifier within Parties Reference Data messages.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1692</Tag>
<Name>PartyDetailIDSource</Name>
<Type>char</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>447</EnumDatatype>
<Description>Source of the identifier of the PartyDetailID(1691) specified.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1693</Tag>
<Name>PartyDetailRole</Name>
<Type>int</Type>
<AbbrName>R</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>452</EnumDatatype>
<Description>Identifies the type or role of PartyDetailID(1691) specified.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1694</Tag>
<Name>NoPartyDetailSubIDs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of party detail sub-identifiers.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1695</Tag>
<Name>PartyDetailSubID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Sub-identifier for the party specified in PartyDetailID(1691).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="105">
<Tag>1696</Tag>
<Name>PartyDetailSubIDType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>803</EnumDatatype>
<Description>Type of PartyDetailSubID(1695) value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="106">
<Tag>1679</Tag>
<Name>SecurityMassTradingStatus</Name>
<Type>int</Type>
<AbbrName>TrdgStat</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>326</EnumDatatype>
<Description>Identifies the trading status applicable to a group of instruments.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="106">
<Tag>1680</Tag>
<Name>SecurityMassTradingEvent</Name>
<Type>int</Type>
<AbbrName>SecTrdEvnt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1174</EnumDatatype>
<Description>Identifies an event related to the mass trading status.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="106">
<Tag>1681</Tag>
<Name>MassHaltReason</Name>
<Type>int</Type>
<AbbrName>HaltRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>327</EnumDatatype>
<Description>Denotes the reason for the Opening Delay or Trading halt of a group of securities.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="106">
<Tag>1682</Tag>
<Name>MDSecurityTradingStatus</Name>
<Type>int</Type>
<AbbrName>TrdgStat</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>326</EnumDatatype>
<Description>Identifies the trading status applicable to the instrument in the market data message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="106">
<Tag>1683</Tag>
<Name>MDSubFeedType</Name>
<Type>String</Type>
<AbbrName>MDSubFeedTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Describes a sub-class for a given class of service defined by MDFeedType (1022)</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="106">
<Tag>1684</Tag>
<Name>MDHaltReason</Name>
<Type>int</Type>
<AbbrName>HaltRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>327</EnumDatatype>
<Description>Denotes the reason for the Opening Delay or Trading Halt.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="107">
<Tag>1506</Tag>
<Name>SideTradeID</Name>
<Type>String</Type>
<AbbrName>TrdID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to represent the trade ID for each side of the trade assigned by an intermediary.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="107">
<Tag>1507</Tag>
<Name>SideOrigTradeID</Name>
<Type>String</Type>
<AbbrName>OrigTrdID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to capture the original trade id for each side of a trade undergoing novation to a standardized model.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="107" updated="FIX.5.0SP2" updatedEP="217">
<Tag>1522</Tag>
<Name>DifferentialPrice</Name>
<Type>PriceOffset</Type>
<AbbrName>DiffPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to specify the differential price when reporting the individual leg of a spread trade. Both leg price and differential price may be provided on such a report. Note that MultiLegReportingType(442) will be set to 2 (Individual leg of a multi-leg security) in this case.
Also used in pricing Trade at Settlement (TAS) and Trade At Marker (TAM) contracts for which the value is the negotiated currency offset either at settlement (TAS) or at time specified in the product definition (TAM). The final contract price is specified in LastPx(31).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="107">
<Tag>1523</Tag>
<Name>TrdAckStatus</Name>
<Type>int</Type>
<AbbrName>TrdAckStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate the status of the trade submission (not the trade report)</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="107">
<Tag>1524</Tag>
<Name>PriceQuoteCurrency</Name>
<Type>Currency</Type>
<AbbrName>PxQteCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="107">
<Tag>1526</Tag>
<Name>UnderlyingPriceQuoteCurrency</Name>
<Type>Currency</Type>
<AbbrName>PxQteCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="107">
<Tag>1528</Tag>
<Name>LegPriceQuoteCurrency</Name>
<Type>Currency</Type>
<AbbrName>PxQteCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="107">
<Tag>1576</Tag>
<Name>DerivativePriceQuoteCurrency</Name>
<Type>Currency</Type>
<AbbrName>PxQteCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="107">
<Tag>1582</Tag>
<Name>NoSecurityClassifications</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of Security Classifications.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="107">
<Tag>1583</Tag>
<Name>SecurityClassificationReason</Name>
<Type>int</Type>
<AbbrName>Rsn</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Allows classification of instruments according to a set of high level reasons. Classification reasons describe the classes in which the instrument participates.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="107">
<Tag>1584</Tag>
<Name>SecurityClassificationValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the product classification value which further details the manner in which the instrument participates in the class.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="107">
<Tag>1585</Tag>
<Name>PosAmtReason</Name>
<Type>int</Type>
<AbbrName>Rsn</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="107">
<Tag>1586</Tag>
<Name>NoLegPosAmt</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of TrdInstrmtLegPosAmt values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="107">
<Tag>1587</Tag>
<Name>LegPosAmt</Name>
<Type>Amt</Type>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Leg position amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="107">
<Tag>1588</Tag>
<Name>LegPosAmtType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>707</EnumDatatype>
<Description>Type of leg position amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="107">
<Tag>1589</Tag>
<Name>LegPosCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Leg position currency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="107">
<Tag>1590</Tag>
<Name>LegPosAmtReason</Name>
<Type>int</Type>
<AbbrName>Rsn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1585</EnumDatatype>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="107">
<Tag>1591</Tag>
<Name>LegQtyType</Name>
<Type>int</Type>
<AbbrName>QtyTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>854</EnumDatatype>
<Description>Type of quantity specified in LegQty field. LegContractMultiplier (614) is required when LegQtyType = 1 (Contracts). LegUnitOfMeasure (tag 999) and LegTimeUnit (tag 1001) are required when LegQtyType = 2 (Units of Measure per Time Unit). LegQtyType can be different for each leg. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="107">
<Tag>1592</Tag>
<Name>DiscountFactor</Name>
<Type>float</Type>
<AbbrName>DiscFctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to calculate the present value of an amount to be paid in the future.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="107">
<Tag>1593</Tag>
<Name>ParentAllocID</Name>
<Type>String</Type>
<AbbrName>ParentAllocID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Contains the IndividualAllocId (tag 467) value of the allocation that is being offset as a result of a new allocation. This would be an optional field that would only be populated in the case of an allocation of an allocation (as well as any subsequent allocations). This wouldn’t be populated for an initial allocation since an allocation id is not supplied on default (initial) allocations.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="107">
<Tag>1594</Tag>
<Name>LegSecurityGroup</Name>
<Type>String</Type>
<AbbrName>SecGrp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Represents the product group of a leg.This is useful in conveying multi-leg instruments where the legs may participate in separate security groups.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="109">
<Tag>1595</Tag>
<Name>PositionContingentPrice</Name>
<Type>Price</Type>
<AbbrName>CntgPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Risk adjusted price used to calculate variation margin on a position.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="111">
<Tag>1596</Tag>
<Name>ClearingTradePrice</Name>
<Type>Price</Type>
<AbbrName>ClrTrdPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Alternate clearing price</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="111">
<Tag>1597</Tag>
<Name>SideClearingTradePrice</Name>
<Type>Price</Type>
<AbbrName>ClrTrdPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Alternate clearing price for the side being reported.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="111">
<Tag>1598</Tag>
<Name>SideClearingTradePriceType</Name>
<Type>int</Type>
<AbbrName>ClrTrdPxType</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates to recipient whether trade is clearing at execution prices LastPx(tag 31) or alternate clearing prices SideClearingTradePrice(tag 1597).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="111">
<Tag>1599</Tag>
<Name>SidePriceDifferential</Name>
<Type>Price</Type>
<AbbrName>SidePxDiff</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Price Differential between the front and back leg of a spread or complex instrument.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="113">
<Tag>1600</Tag>
<Name>FIXEngineName</Name>
<Type>String</Type>
<NotReqXML>1</NotReqXML>
<Description>Provides the name of the infrastructure component being used for session level communication. Normally this would be the FIX Engine or FIX Gateway product name.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="113">
<Tag>1601</Tag>
<Name>FIXEngineVersion</Name>
<Type>String</Type>
<NotReqXML>1</NotReqXML>
<Description>Provides the version of the infrastructure component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="113">
<Tag>1602</Tag>
<Name>FIXEngineVendor</Name>
<Type>String</Type>
<NotReqXML>1</NotReqXML>
<Description>Provides the name of the vendor providing the infrastructure component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="113">
<Tag>1603</Tag>
<Name>ApplicationSystemName</Name>
<Type>String</Type>
<NotReqXML>1</NotReqXML>
<Description>Provides the name of the application system being used to generate FIX application messages. This will normally be a trading system, OMS, or EMS.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="113">
<Tag>1604</Tag>
<Name>ApplicationSystemVersion</Name>
<Type>String</Type>
<NotReqXML>1</NotReqXML>
<Description>Provides the version of the application system being used to initiate FIX application messages.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="113">
<Tag>1605</Tag>
<Name>ApplicationSystemVendor</Name>
<Type>String</Type>
<NotReqXML>1</NotReqXML>
<Description>Provides the vendor of the application system.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="114">
<Tag>1606</Tag>
<Name>NumOfSimpleInstruments</Name>
<Type>int</Type>
<AbbrName>NumSimplInstrmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Represents the total number of simple instruments that make up a multi-legged security. Complex spread instruments may be constructed of legs which themselves are multi-leg instruments.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="114">
<Tag>1607</Tag>
<Name>SecurityRejectReason</Name>
<Type>int</Type>
<AbbrName>SecRejRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Identifies the reason a security definition request is being rejected.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="115">
<Tag>1608</Tag>
<Name>InitialDisplayQty</Name>
<Type>Qty</Type>
<AbbrName>InitDsplyQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to convey the initially requested display quantity specified in DisplayQty(1138) on order entry and modification messages in ExecutionReport message. Applicable only in ExecutionReport message where DisplayQty(1138) is the currently displayed quantity and the requested display quantity of the order also needs to be conveyed. The values of the two fields are different as soon as the order is partially filled and also after a refresh of the order whenever DisplayMethod(1084) is not 1=Initial.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="116">
<Tag>1609</Tag>
<Name>ThrottleStatus</Name>
<Type>int</Type>
<AbbrName>ThrttlStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether a message was queued as a result of throttling.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="116">
<Tag>1610</Tag>
<Name>NoThrottles</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Indicates number of repeating groups to follow.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="116">
<Tag>1611</Tag>
<Name>ThrottleAction</Name>
<Type>int</Type>
<AbbrName>Actn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Action to take should throttle limit be exceeded.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="116">
<Tag>1612</Tag>
<Name>ThrottleType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of throttle.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="116">
<Tag>1613</Tag>
<Name>ThrottleNoMsgs</Name>
<Type>int</Type>
<AbbrName>NoMsgs</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Maximum number of messages allowed by the throttle. May be a rate limit or a limit on the number of outstanding requests.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="116">
<Tag>1614</Tag>
<Name>ThrottleTimeInterval</Name>
<Type>int</Type>
<AbbrName>TmIntvl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Value of the time interval in which the rate throttle is applied.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="116">
<Tag>1615</Tag>
<Name>ThrottleTimeUnit</Name>
<Type>int</Type>
<AbbrName>TmUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1429</EnumDatatype>
<Description>Units in which ThrottleTimeInterval is expressed. Uses same enumerations as OrderDelayUnit(1429).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="116">
<Tag>1618</Tag>
<Name>NoThrottleMsgType</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of ThrottleMsgType fields.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="116">
<Tag>1619</Tag>
<Name>ThrottleMsgType</Name>
<Type>String</Type>
<AbbrName>MsgTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>35</EnumDatatype>
<Description>The MsgType (35) of the FIX message being referenced.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="116">
<Tag>1685</Tag>
<Name>ThrottleInst</Name>
<Type>int</Type>
<AbbrName>ThrttlInst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Describes action recipient should take if a throttle limit were exceeded.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="116">
<Tag>1686</Tag>
<Name>ThrottleCountIndicator</Name>
<Type>int</Type>
<AbbrName>ThrttlCntInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether a message decrements the number of outstanding requests, e.g. one where ThrottleType = Outstanding Requests.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="117">
<Tag>1699</Tag>
<Name>AccountSummaryReportID</Name>
<Type>String</Type>
<AbbrName>RptID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for the AccountSummaryReport(35=CQ).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="117">
<Tag>1700</Tag>
<Name>NoSettlementAmounts</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of settlement amount entries.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="117">
<Tag>1701</Tag>
<Name>SettlementAmount</Name>
<Type>Amt</Type>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The amount of settlement.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="117">
<Tag>1702</Tag>
<Name>SettlementAmountCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The currency of the reported settlement amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="117">
<Tag>1703</Tag>
<Name>NoCollateralAmounts</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of collateral amount entries.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="117" updated="FIX.5.0SP2" updatedEP="227">
<Tag>1704</Tag>
<Name>CurrentCollateralAmount</Name>
<Type>Amt</Type>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Currency value currently attributed to the collateral.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="117">
<Tag>1705</Tag>
<Name>CollateralCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Currency of the collateral; optional, defaults to the Settlement Currency if not specified.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="117">
<Tag>1706</Tag>
<Name>CollateralType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of collateral on deposit being reported.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="117">
<Tag>1707</Tag>
<Name>NoPayCollects</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of pay collect entries.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="117">
<Tag>1710</Tag>
<Name>PayAmount</Name>
<Type>Amt</Type>
<AbbrName>PayAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Amount to be paid by the clearinghouse to the clearing firm.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="117">
<Tag>1711</Tag>
<Name>CollectAmount</Name>
<Type>Amt</Type>
<AbbrName>ColAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Amount to be collected by the clearinghouse from the clearing firm.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="117">
<Tag>1708</Tag>
<Name>PayCollectType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Category describing the reason for funds paid to, or the funds collected from the clearing firm.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="117">
<Tag>1709</Tag>
<Name>PayCollectCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Currency denomination of value in PayAmount(1710) and CollectAmount(1711). If not specified, default to currency specified in SettlementAmountCurrency(1702).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="117">
<Tag>1712</Tag>
<Name>PayCollectMarketSegmentID</Name>
<Type>String</Type>
<AbbrName>MktSegID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Market segment associated with the pay collect amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="117">
<Tag>1713</Tag>
<Name>PayCollectMarketID</Name>
<Type>String</Type>
<AbbrName>MktID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Market associated with the pay collect amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="117">
<Tag>1714</Tag>
<Name>MarginAmountMarketSegmentID</Name>
<Type>String</Type>
<AbbrName>MktSegID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Market segment associated with the margin amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="117">
<Tag>1715</Tag>
<Name>MarginAmountMarketID</Name>
<Type>String</Type>
<AbbrName>MktID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Market associated with the margin amount</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="118">
<Tag>1728</Tag>
<Name>FirmGroupID</Name>
<Type>String</Type>
<AbbrName>FirmGrpID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Firm assigned group allocation entity identifier.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="118">
<Tag>1729</Tag>
<Name>FirmMnemonic</Name>
<Type>String</Type>
<AbbrName>FirmMnem</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="118">
<Tag>1730</Tag>
<Name>AllocGroupID</Name>
<Type>String</Type>
<AbbrName>GrpID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Intended to be used by a central counterparty to assign an identifier to allocations of trades for the same instrument traded at the same price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="118" updated="FIX.5.0SP2" updatedEP="141">
<Tag>1731</Tag>
<Name>AvgPxGroupID</Name>
<Type>String</Type>
<AbbrName>AvgPxGrpID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used by submitting firm to group trades being allocated into an average price group. The trades in average price group will be used to calculate an average price for the group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="118">
<Tag>1732</Tag>
<Name>FirmAllocText</Name>
<Type>String</Type>
<AbbrName>FirmTxt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Firm reference information, usually internal information, that is part of the initial message. The information would not be carried forward (e.g to Take-up Firm) and preserved with the transaction.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="118" updated="FIX.5.0SP2" updatedEP="141">
<Tag>1733</Tag>
<Name>EncodedFirmAllocTextLen</Name>
<Type>Length</Type>
<AssociatedDataTag>1734</AssociatedDataTag>
<AbbrName>EncFirmTxtLen</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedFirmAllocText(1734) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="118" updated="FIX.5.0SP2" updatedEP="141">
<Tag>1734</Tag>
<Name>EncodedFirmAllocText</Name>
<Type>data</Type>
<AbbrName>EncFirmTxt</AbbrName>
<NotReqXML>1</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the FirmAllocText(1732) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) represention should also be specified in FirmAllocText(1732) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="118" updated="FIX.5.0SP2" updatedEP="141">
<Tag>1735</Tag>
<Name>AllocationRollupInstruction</Name>
<Type>int</Type>
<AbbrName>AllocRollupInst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>An indicator to override the normal procedure to roll up allocations for the same take-up firm.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="118">
<Tag>1736</Tag>
<Name>AllocGroupQuantity</Name>
<Type>Qty</Type>
<AbbrName>GrpQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the total quantity of an allocation group. Includes any allocated quantity.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="118">
<Tag>1737</Tag>
<Name>AllocGroupRemainingQuantity</Name>
<Type>Qty</Type>
<AbbrName>RemQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the remaining quantity of an allocation group that has not yet been allocated.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="118">
<Tag>1738</Tag>
<Name>AllocReversalStatus</Name>
<Type>int</Type>
<AbbrName>RvrslStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the status of a reversal transaction.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="119">
<Tag>1739</Tag>
<Name>ObligationType</Name>
<Type>String</Type>
<AbbrName>ObligTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of reference obligation for credit derivatives contracts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="119">
<Tag>1740</Tag>
<Name>TradePriceNegotiationMethod</Name>
<Type>int</Type>
<AbbrName>TrdPxNegottnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Method used for negotiation of contract price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="119">
<Tag>1741</Tag>
<Name>UpfrontPriceType</Name>
<Type>int</Type>
<AbbrName>UpfrontPxTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of price used to determine upfront payment for swaps contracts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="119">
<Tag>1742</Tag>
<Name>UpfrontPrice</Name>
<Type>Price</Type>
<AbbrName>UpfrontPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Price used to determine upfront payment for swaps contracts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="119">
<Tag>1743</Tag>
<Name>LastUpfrontPrice</Name>
<Type>Price</Type>
<AbbrName>LastUpfrontPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Price used to determine upfront payment for swaps contracts reported for a deal (trade).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="120">
<Tag>1687</Tag>
<Name>ShortSaleRestriction</Name>
<Type>int</Type>
<AbbrName>ShrtRstctn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether a restriction applies to short selling a security.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="121">
<Tag>1688</Tag>
<Name>ShortSaleExemptionReason</Name>
<Type>int</Type>
<AbbrName>ShrtSaleExmptnRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the reason a short sale order is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="121">
<Tag>1689</Tag>
<Name>LegShortSaleExemptionReason</Name>
<Type>int</Type>
<AbbrName>ShrtSaleExmptnRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1688</EnumDatatype>
<Description>Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.)</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="121">
<Tag>1690</Tag>
<Name>SideShortSaleExemptionReason</Name>
<Type>int</Type>
<AbbrName>ShrtSaleExmptnRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1688</EnumDatatype>
<Description>Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.)</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="122">
<Tag>1716</Tag>
<Name>UnitOfMeasureCurrency</Name>
<Type>Currency</Type>
<AbbrName>UOMCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the currency of the unit of measure. Conditionally required when UnitOfMeasure(996) = Ccy</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="122">
<Tag>1717</Tag>
<Name>PriceUnitOfMeasureCurrency</Name>
<Type>Currency</Type>
<AbbrName>PxUOMCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the currency of the price unit of measure. Conditionally required when PriceUnitOfMeasure(1191) = Ccy</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="122">
<Tag>1718</Tag>
<Name>UnderlyingUnitOfMeasureCurrency</Name>
<Type>Currency</Type>
<AbbrName>UOMCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the currency of the underlying unit of measure. Conditionally required when UnderlyingUnitOfMeasure(998) = Ccy</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="122">
<Tag>1719</Tag>
<Name>UnderlyingPriceUnitOfMeasureCurrency</Name>
<Type>Currency</Type>
<AbbrName>PxUOMCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the currency of the underlying price unit of measure. Conditionally required when UnderlyingPriceUnitOfMeasure(1424) = Ccy</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="122">
<Tag>1720</Tag>
<Name>LegUnitOfMeasureCurrency</Name>
<Type>Currency</Type>
<AbbrName>UOMCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the currency of the unit of measure. Conditionally required when LegUnitOfMeasure(999) = Ccy</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="122">
<Tag>1721</Tag>
<Name>LegPriceUnitOfMeasureCurrency</Name>
<Type>Currency</Type>
<AbbrName>PxUOMCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the currency of the price unit of measure. Conditionally required when LegPriceUnitOfMeasure(1421) = Ccy</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="122">
<Tag>1722</Tag>
<Name>DerivativeUnitOfMeasureCurrency</Name>
<Type>Currency</Type>
<AbbrName>UOMCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the currency of the unit of measure. Conditionally required when DerivativeUnitOfMeasure(1269) = Ccy</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="122">
<Tag>1723</Tag>
<Name>DerivativePriceUnitOfMeasureCurrency</Name>
<Type>Currency</Type>
<AbbrName>PxUOMCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the currency of the price unit of measure. Conditionally required when DerivativePriceUnitOfMeasure(1315) = Ccy</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="124">
<Tag>1744</Tag>
<Name>ApplLevelRecoveryIndicator</Name>
<Type>int</Type>
<NotReqXML>1</NotReqXML>
<Description>Indicates whether application level recovery is needed.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="125">
<Tag>1745</Tag>
<Name>BidMDEntryID</Name>
<Type>String</Type>
<AbbrName>BidMDID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The market data entry identifier of the bid side of a quote</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="125">
<Tag>1746</Tag>
<Name>OfferMDEntryID</Name>
<Type>String</Type>
<AbbrName>OfrMDID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The market data entry identifier of the offer side of a quote.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="125">
<Tag>1747</Tag>
<Name>BidQuoteID</Name>
<Type>String</Type>
<AbbrName>BidQID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Marketplace assigned quote identifier for the bid side. Can be used to indicate priority.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="125">
<Tag>1748</Tag>
<Name>OfferQuoteID</Name>
<Type>String</Type>
<AbbrName>OfrQID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Marketplace assigned quote identifier for the offer side. Can be used to indicate priority.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="126">
<Tag>1749</Tag>
<Name>TotalBidSize</Name>
<Type>Qty</Type>
<AbbrName>TotBidSz</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the total bid size.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="126">
<Tag>1750</Tag>
<Name>TotalOfferSize</Name>
<Type>Qty</Type>
<AbbrName>TotOfrSz</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the total offer size.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="126">
<Tag>1751</Tag>
<Name>SecondaryQuoteID</Name>
<Type>String</Type>
<AbbrName>QID2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Assigned by the party which accepts the quote. Can be used to provide the quote identifier assigned by an exchange, marketplace or executing system.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="127">
<Tag>1752</Tag>
<Name>CustodialLotID</Name>
<Type>String</Type>
<AbbrName>CstdlLotID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>An opaque identifier used to communicate the custodian’s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="127">
<Tag>1753</Tag>
<Name>VersusPurchaseDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>VSPDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The effective acquisition date of the lot that would be used for gain-loss trade lot reporting. The versus purchase date used to identify the lot in situations where a custodial lot identifier is not available.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="127">
<Tag>1754</Tag>
<Name>VersusPurchasePrice</Name>
<Type>Price</Type>
<AbbrName>VSPPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The versus purchase price used to identify the lot in situations where a custodial lot identifier is not available. The value should be calculated based on current cost basis / quantity held.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="127">
<Tag>1755</Tag>
<Name>CurrentCostBasis</Name>
<Type>Amt</Type>
<AbbrName>CurCostBasis</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="127">
<Tag>1756</Tag>
<Name>LegCustodialLotID</Name>
<Type>String</Type>
<AbbrName>CstdlLotID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>An opaque identifier used to communicate the custodian’s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="127">
<Tag>1757</Tag>
<Name>LegVersusPurchaseDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>VSPDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The effective acquisition date of the lot that would be used for gain-loss trade lot reporting. The versus purchase date used to identify the lot in situations where a custodial lot identifier is not available.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="127">
<Tag>1758</Tag>
<Name>LegVersusPurchasePrice</Name>
<Type>Price</Type>
<AbbrName>VSPPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The versus purchase price used to identify the lot in situations where a custodial lot identifier is not available.The value should be calculated based on current cost basis / quantity held.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="127">
<Tag>1759</Tag>
<Name>LegCurrentCostBasis</Name>
<Type>Amt</Type>
<AbbrName>CurCostBasis</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="128">
<Tag>1760</Tag>
<Name>RiskLimitRequestType</Name>
<Type>int</Type>
<AbbrName>ReqTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of risk limit information.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="128">
<Tag>1761</Tag>
<Name>RiskLimitRequestResult</Name>
<Type>int</Type>
<AbbrName>ReqRslt</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Result of risk limit definition request.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="128" updated="FIX.5.0SP2" updatedEP="146">
<Tag>1762</Tag>
<Name>RiskLimitRequestStatus</Name>
<Type>int</Type>
<AbbrName>ReqStat</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1878</EnumDatatype>
<Description>Status of risk limit definition request.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="128" updated="FIX.5.0SP2" updatedEP="146">
<Tag>1763</Tag>
<Name>RiskLimitStatus</Name>
<Type>int</Type>
<AbbrName>Stat</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1879</EnumDatatype>
<Description>Status of risk limit definition for one party.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="128">
<Tag>1764</Tag>
<Name>RiskLimitResult</Name>
<Type>int</Type>
<AbbrName>Rslt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1761</EnumDatatype>
<Description>Result of risk limit definition for one party.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="128">
<Tag>1765</Tag>
<Name>RiskLimitUtilizationPercent</Name>
<Type>Percentage</Type>
<AbbrName>UtilztnPct</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Percentage of utilization of a party's set risk limit.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="128">
<Tag>1766</Tag>
<Name>RiskLimitUtilizationAmount</Name>
<Type>Amt</Type>
<AbbrName>UtilztnAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Absolute amount of utilization of a party's set risk limit.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="128" updated="FIX.5.0SP2" updatedEP="171">
<Tag>1767</Tag>
<Name>RiskLimitAction</Name>
<Type>int</Type>
<AbbrName>Actn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the action to take or risk model to assume should risk limit be exceeded or breached for the specified party.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="128">
<Tag>1768</Tag>
<Name>RiskWarningLevelAmount</Name>
<Type>int</Type>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Amount at which a warning is issued.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="128" updated="FIX.5.0SP2" updatedEP="171">
<Tag>1769</Tag>
<Name>RiskWarningLevelAction</Name>
<Type>int</Type>
<AbbrName>Actn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1767</EnumDatatype>
<Description>Action to take should warning level be exceeded.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="129">
<Tag>1770</Tag>
<Name>EntitlementRequestID</Name>
<Type>String</Type>
<AbbrName>ReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for PartyEntitlementsRequest(35=CU).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="129">
<Tag>1771</Tag>
<Name>EntitlementReportID</Name>
<Type>String</Type>
<AbbrName>RptID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier for the PartyEntitlementsReport(35=CV).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="129">
<Tag>1772</Tag>
<Name>NoPartyEntitlements</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of party entitlement values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="129">
<Tag>1773</Tag>
<Name>NoEntitlements</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of entitlement values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="129">
<Tag>1774</Tag>
<Name>EntitlementIndicator</Name>
<Type>Boolean</Type>
<AbbrName>Ind</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate if a party is entitled to an entitlement type specified in the EntitlementType(1775) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="129">
<Tag>1775</Tag>
<Name>EntitlementType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Type of entitlement.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="129">
<Tag>1776</Tag>
<Name>EntitlementID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for a specific NoEntitlements(1773) repeating group instance.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="129">
<Tag>1777</Tag>
<Name>NoEntitlementAttrib</Name>
<Type>int</Type>
<NotReqXML>0</NotReqXML>
<Description>Number of entitlement attributes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="129">
<Tag>1778</Tag>
<Name>EntitlementAttribType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved4000Plus</UnionDataType>
<Description>Name of the entitlement attribute type. A code list of allowed values will be maintained on the FIX Protocol website.
Values "4000" and above are reserved for bilaterally agreed upon user defined enumerations.
</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="129">
<Tag>1779</Tag>
<Name>EntitlementAttribDatatype</Name>
<Type>int</Type>
<AbbrName>Datatyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Datatype of the entitlement attribute.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="129">
<Tag>1780</Tag>
<Name>EntitlementAttribValue</Name>
<Type>String</Type>
<AbbrName>Value</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Value of the entitlement attribute.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="129">
<Tag>1781</Tag>
<Name>EntitlementAttribCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Currency for EntitlementAttribValue(1780). Can be used if these fields represent a price, price offset, or amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="129">
<Tag>1782</Tag>
<Name>EntitlementStartDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the starting date of the entitlement.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="129" updated="FIX.5.0SP2" updatedEP="204">
<Tag>1783</Tag>
<Name>EntitlementEndDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>EndDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the ending date of the entitlement.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="129">
<Tag>1784</Tag>
<Name>EntitlementPlatform</Name>
<Type>String</Type>
<AbbrName>Pltfm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The area to which the entitlement is applicable. This can be a trading platform or an offering.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="130">
<Tag>1785</Tag>
<Name>TradSesControl</Name>
<Type>int</Type>
<AbbrName>TrdgSesCtrl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates how control of trading session and subsession transitions are performed.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="130">
<Tag>1786</Tag>
<Name>TradeVolType</Name>
<Type>int</Type>
<AbbrName>TrdVolTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Define the type of trade volume applicable for the MinTradeVol(562) and MaxTradeVol(1140)</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="130">
<Tag>1787</Tag>
<Name>RefTickTableID</Name>
<Type>int</Type>
<AbbrName>RefTickTblID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Spread table code referred by the security or symbol.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1788</Tag>
<Name>LegID</Name>
<Type>String</Type>
<AbbrName>LegID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for the leg within the context of a message (the scope of uniqueness to be defined by counterparty agreement). The LegID(1788) can be referenced using LegRefID(654).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1789</Tag>
<Name>NoTargetMarketSegments</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of market segments upon which a mass action is to be taken.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1790</Tag>
<Name>TargetMarketSegmentID</Name>
<Type>String</Type>
<AbbrName>MktSegID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Market segment within a target market segment repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1791</Tag>
<Name>NoAffectedMarketSegments</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of market segments affected by a mass action.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1792</Tag>
<Name>AffectedMarketSegmentID</Name>
<Type>String</Type>
<AbbrName>MktSegID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Market segment within an affected market repeating segment group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1793</Tag>
<Name>NoNotAffectedMarketSegments</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of market segments left unaffected by a mass action.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1794</Tag>
<Name>NotAffectedMarketSegmentID</Name>
<Type>String</Type>
<AbbrName>MktSegID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Market segment within an unaffected market repeating segment group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1795</Tag>
<Name>NoOrderEvents</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of order events.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1796</Tag>
<Name>OrderEventType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>The type of event affecting an order. The last event type within the OrderEventGrp component indicates the ExecType(150) value resulting from the series of events (ExecType(150) values are shown in brackets).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1797</Tag>
<Name>OrderEventExecID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Refer to ExecID(17). Used when multiple different events are reported in single Execution Report. ExecID(17) and OrderEventExecID(1797) values should not overlap.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1798</Tag>
<Name>OrderEventReason</Name>
<Type>int</Type>
<AbbrName>Rsn</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Action that caused the event to occur.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1799</Tag>
<Name>OrderEventPx</Name>
<Type>Price</Type>
<AbbrName>Px</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Price associated with the event.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1800</Tag>
<Name>OrderEventQty</Name>
<Type>Qty</Type>
<AbbrName>Qty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Quantity associated with the event.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1801</Tag>
<Name>OrderEventLiquidityIndicator</Name>
<Type>int</Type>
<AbbrName>LqdtyInd</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>851</EnumDatatype>
<Description>Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrderEventType(1796) values of 4(Partially Filled) or 5(Filled).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1802</Tag>
<Name>OrderEventText</Name>
<Type>String</Type>
<AbbrName>Txt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Additional information about the event.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1803</Tag>
<Name>AuctionType</Name>
<Type>int</Type>
<AbbrName>AuctTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Type of auction order.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1804</Tag>
<Name>AuctionAllocationPct</Name>
<Type>Percentage</Type>
<AbbrName>AuctPct</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Percentage of matched quantity to be allocated to the submitter of the response to an auction order.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1805</Tag>
<Name>AuctionInstruction</Name>
<Type>int</Type>
<AbbrName>AuctInst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Instruction related to system generated auctions, e.g. flash order auctions.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1806</Tag>
<Name>RefClOrdID</Name>
<Type>String</Type>
<AbbrName>RefClOrdID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to reference an order via ClOrdID(11).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1807</Tag>
<Name>LockType</Name>
<Type>int</Type>
<AbbrName>LckTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether an order is locked and for what reason.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1808</Tag>
<Name>LockedQty</Name>
<Type>Qty</Type>
<AbbrName>LckQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Locked order quantity.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1809</Tag>
<Name>SecondaryLockedQty</Name>
<Type>Qty</Type>
<AbbrName>LckQty2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Locked order quantity in addition to LockedQty (1808), e.g. to distinguish total locked quantity from currently locked quantity.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1810</Tag>
<Name>ReleaseInstruction</Name>
<Type>int</Type>
<AbbrName>RlsInst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Instruction to define conditions under which to release a locked order or parts of it.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1811</Tag>
<Name>ReleaseQty</Name>
<Type>Qty</Type>
<AbbrName>RlsQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Quantity to be made available, i.e. released from a lock.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1812</Tag>
<Name>NoDisclosureInstructions</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of disclosure instructions.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1813</Tag>
<Name>DisclosureType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Information subject to disclosure.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1814</Tag>
<Name>DisclosureInstruction</Name>
<Type>int</Type>
<AbbrName>Inst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Instruction to disclose information or to use default value of the receiver.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1815</Tag>
<Name>TradingCapacity</Name>
<Type>int</Type>
<AbbrName>TrdgCpcty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Designates the capacity in which the order is submitted for trading by the market participant.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1816</Tag>
<Name>ClearingAccountType</Name>
<Type>int</Type>
<AbbrName>ClrAcctTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Designates the account type to be used for the order when submitted to clearing.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1817</Tag>
<Name>LegClearingAccountType</Name>
<Type>int</Type>
<AbbrName>ClrAcctTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1816</EnumDatatype>
<Description>Designates the capacity in which the order will be submitted to clearing.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1818</Tag>
<Name>TargetPartyRoleQualifier</Name>
<Type>int</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1674</EnumDatatype>
<Description>Qualifies the value of TargetPartyRole (1464).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1819</Tag>
<Name>RelatedHighPrice</Name>
<Type>Price</Type>
<AbbrName>ReltdHiPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Upper boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1820</Tag>
<Name>RelatedLowPrice</Name>
<Type>Price</Type>
<AbbrName>ReltdLowPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Lower boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1821</Tag>
<Name>RelatedPriceSource</Name>
<Type>int</Type>
<AbbrName>ReltdPxSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Source for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Can be used together with RelatedHighPrice (1819) and/or RelatedLowPrice (1820).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1822</Tag>
<Name>MinQtyMethod</Name>
<Type>int</Type>
<AbbrName>MinQtyMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates how the minimum quantity should be applied when executing the order.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1823</Tag>
<Name>Triggered</Name>
<Type>int</Type>
<AbbrName>Trgrd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether order has been triggered during its lifetime. Applies to cases where original information, e.g. OrdType(40), is modified when the order is triggered.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1824</Tag>
<Name>AffectedOrigClOrdID</Name>
<Type>String</Type>
<AbbrName>OrigClOrdID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>OrigClOrdID(41) of an order affected by a mass cancel or mass action request.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1825</Tag>
<Name>NotAffSecondaryOrderID</Name>
<Type>String</Type>
<AbbrName>OrdID2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>SecondaryOrderID (198) of an order not affected by a mass cancel or mass action request.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="131">
<Tag>1829</Tag>
<Name>NoCrossLegs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of legs in the side of a cross order.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="132" updated="FIX.5.0SP2" updatedEP="161">
<Tag>1826</Tag>
<Name>EventTimePeriod</Name>
<Type>int</Type>
<AbbrName>TmPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the event.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="132" updated="FIX.5.0SP2" updatedEP="161">
<Tag>1827</Tag>
<Name>EventTimeUnit</Name>
<Type>String</Type>
<AbbrName>TmUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit associated with the event.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="132">
<Tag>1828</Tag>
<Name>LastQtyVariance</Name>
<Type>Qty</Type>
<AbbrName>LastQtyVarnc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When LastQty is an estimated value, e.g. for a Repo “circled” trade, LastQtyVariance specifies the absolute amount that the size may vary up or down when finalized. Omitted when LastQty(32) is already final.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="135" updated="FIX.5.0SP2" updatedEP="222">
<Tag>1724</Tag>
<Name>OrderOrigination</Name>
<Type>int</Type>
<AbbrName>OrdOrigntn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the origin of the order.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="135">
<Tag>1725</Tag>
<Name>OriginatingDeptID</Name>
<Type>String</Type>
<AbbrName>OrigntngDeptID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>An identifier representing the department or desk within the firm that originated the order.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="135">
<Tag>1726</Tag>
<Name>ReceivingDeptID</Name>
<Type>String</Type>
<AbbrName>RcvgDeptID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>An identifier representing the department or desk within the firm that received the order.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="135">
<Tag>1727</Tag>
<Name>InformationBarrierID</Name>
<Type>String</Type>
<AbbrName>InfoBrrID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The identifier of the information barrier in place for a trading unit that will meet the criteria of the "no-knowledge" exception in FINRA Rule 5320.02.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="138">
<Tag>1830</Tag>
<Name>SettlPriceIncrement</Name>
<Type>Price</Type>
<AbbrName>SettlPxIncr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Settlement price increment for stated price range.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="138">
<Tag>1831</Tag>
<Name>SettlPriceSecondaryIncrement</Name>
<Type>Price</Type>
<AbbrName>SettlPxIncr2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Secondary settlement price increment for stated price range. The meaning of secondary is left to bilateral agreement, e.g. it may refer to final settlement for a contract.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="140" updated="FIX.5.0SP2" updatedEP="196">
<Tag>1832</Tag>
<Name>ClearedIndicator</Name>
<Type>int</Type>
<AbbrName>Clrd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the trade or position being reported was cleared through a clearing organization.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="140">
<Tag>1833</Tag>
<Name>ContractRefPosType</Name>
<Type>int</Type>
<AbbrName>ConRefPosTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Additional information related to the pricing of a commodity swaps position, specifically an indicator referring to the position type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="140">
<Tag>1834</Tag>
<Name>PositionCapacity</Name>
<Type>int</Type>
<AbbrName>PosCpcty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to describe the ownership of the position.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="140">
<Tag>1835</Tag>
<Name>PosQtyUnitOfMeasureCurrency</Name>
<Type>Currency</Type>
<AbbrName>UOMCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the currency of the unit of measure if position quantity is expressed in valuation rather than contracts. Conditionally required when PosQtyUnitOfMeasure(1836)=Ccy.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="140">
<Tag>1836</Tag>
<Name>PosQtyUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>UOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Indicates the unit of measure of the position quantity when not expressed in contracts. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="140">
<Tag>1837</Tag>
<Name>UnderlyingContractPriceRefMonth</Name>
<Type>MonthYear</Type>
<AbbrName>PxRefMo</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference month if there is no applicable UnderlyingMaturityMonth(313) value for the contract or security.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="141">
<Tag>1838</Tag>
<Name>NoTradePriceConditions</Name>
<Type>NumInGroup</Type>
<NotReqXML>0</NotReqXML>
<Description>Number of trade price conditions.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="141">
<Tag>1839</Tag>
<Name>TradePriceCondition</Name>
<Type>int</Type>
<AbbrName>TrdPxCond</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Price conditions in effect at the time of the trade. Multiple price conditions can be in effect at the same time. Price conditions are usually required to be reported in markets that have regulations on price execution at a market or national best bid or offer, and the trade price differs from the best bid or offer.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="141">
<Tag>1840</Tag>
<Name>TradeAllocStatus</Name>
<Type>int</Type>
<AbbrName>Stat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the status of an allocation when using a pre-clear workflow. </Description>
<Elaboration>Note: This is different from the give-up process where a trade is cleared and then given up and goes through the allocation flow.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="141">
<Tag>1841</Tag>
<Name>NoTradeQtys</Name>
<Type>NumInGroup</Type>
<NotReqXML>0</NotReqXML>
<Description>Number of trade quantities.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="141">
<Tag>1842</Tag>
<Name>TradeQtyType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the type of trade quantity in TradeQty(1843).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="141">
<Tag>1843</Tag>
<Name>TradeQty</Name>
<Type>Qty</Type>
<AbbrName>Qty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Trade quantity.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="141">
<Tag>1844</Tag>
<Name>NoTradeAllocAmts</Name>
<Type>NumInGroup</Type>
<NotReqXML>0</NotReqXML>
<Description>Number of trade allocation amount entries.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="141">
<Tag>1845</Tag>
<Name>TradeAllocAmtType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>707</EnumDatatype>
<Description>Type of the amount associated with a trade allocation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="141">
<Tag>1846</Tag>
<Name>TradeAllocAmt</Name>
<Type>Amt</Type>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The amount associated with a trade allocation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="141">
<Tag>1847</Tag>
<Name>TradeAllocCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Currency denomination of the trade allocation amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="141">
<Tag>1848</Tag>
<Name>TradeAllocGroupInstruction</Name>
<Type>int</Type>
<AbbrName>AllocGrpInst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Instruction on how to add a trade to an allocation group when it is being given-up. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="141">
<Tag>1849</Tag>
<Name>OffsetInstruction</Name>
<Type>int</Type>
<AbbrName>OfstInst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the trade is a result of an offset or onset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="141">
<Tag>1850</Tag>
<Name>TradeAllocAmtReason</Name>
<Type>int</Type>
<AbbrName>Rsn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1585</EnumDatatype>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the reason for an amount type when reported on an allocation. Useful when multiple instances of the same amount type are reported.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="141">
<Tag>1851</Tag>
<Name>StrategyLinkID</Name>
<Type>String</Type>
<AbbrName>StrategyLinkID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the multileg strategy (e.g. spread) to which the trade belongs. This links together trade legs executed as part of a strategy during a single match event.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="141">
<Tag>1852</Tag>
<Name>SideAvgPx</Name>
<Type>Price</Type>
<AbbrName>AvgPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Calculated average price for this side of the trade.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="141">
<Tag>1853</Tag>
<Name>SideAvgPxIndicator</Name>
<Type>int</Type>
<AbbrName>AvgPxInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate whether a trade or a sub-allocation should be allocated at the trade price (e.g. no average pricing), or whether it should be grouped with other trades/sub-allocations and allocated at the average price of the group. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="141">
<Tag>1854</Tag>
<Name>SideAvgPxGroupID</Name>
<Type>String</Type>
<AbbrName>AvgPxGrpID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The identifier for the average price group for the trade side. See also AvgPxGroupID(1731).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="142">
<Tag>1855</Tag>
<Name>NoRelatedTrades</Name>
<Type>NumInGroup</Type>
<NotReqXML>0</NotReqXML>
<Description>Number of related trades.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="142">
<Tag>1856</Tag>
<Name>RelatedTradeID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier of a related trade.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="142">
<Tag>1857</Tag>
<Name>RelatedTradeIDSource</Name>
<Type>int</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Describes the source of the identifier that RelatedTradeID(1856) represents.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="142">
<Tag>1858</Tag>
<Name>RelatedTradeDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Date of a related trade.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="142">
<Tag>1859</Tag>
<Name>RelatedTradeMarketID</Name>
<Type>Exchange</Type>
<AbbrName>MktID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Market of execution of related trade.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="142">
<Tag>1860</Tag>
<Name>RelatedTradeQuantity</Name>
<Type>Qty</Type>
<AbbrName>Qty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Quantity of the related trade which can be less than or equal to the actual quantity of the related trade. For example, when one trade offsets another across asset classes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="142">
<Tag>1861</Tag>
<Name>NoRelatedPositions</Name>
<Type>NumInGroup</Type>
<NotReqXML>0</NotReqXML>
<Description>Number of related positions.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="142">
<Tag>1862</Tag>
<Name>RelatedPositionID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier of a related position.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="142">
<Tag>1863</Tag>
<Name>RelatedPositionIDSource</Name>
<Type>int</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Describes the source of the identifier that RelatedPositionID(1862) represents.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="142">
<Tag>1864</Tag>
<Name>RelatedPositionDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to help identify the position when RelatedPositionID(1862) is not unique across multiple days. This date is generally the creation date of the identifier.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="143">
<Tag>1865</Tag>
<Name>QuoteAckStatus</Name>
<Type>int</Type>
<AbbrName>QtAckStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Acknowledgement status of a Quote(35=S) or QuoteCancel(35=Z) message submission.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="144">
<Tag>1867</Tag>
<Name>OfferID</Name>
<Type>String</Type>
<AbbrName>OfrID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for the ask side of the quote assigned by the quote issuer.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="144">
<Tag>1868</Tag>
<Name>NoValueChecks</Name>
<Type>NumInGroup</Type>
<NotReqXML>0</NotReqXML>
<Description>Number of value check entries.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="144">
<Tag>1869</Tag>
<Name>ValueCheckType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of value to be checked.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="144">
<Tag>1870</Tag>
<Name>ValueCheckAction</Name>
<Type>int</Type>
<AbbrName>Actn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Action to be taken for the ValueCheckType(1869). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="145">
<Tag>1871</Tag>
<Name>LegSecurityXMLLen</Name>
<Type>Length</Type>
<AssociatedDataTag>1872</AssociatedDataTag>
<NotReqXML>1</NotReqXML>
<Description>The length of the LegSecurityXML(1872) data block.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="145">
<Tag>1872</Tag>
<Name>LegSecurityXML</Name>
<Type>XMLData</Type>
<NotReqXML>1</NotReqXML>
<Description>XML definition for the leg security.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="145">
<Tag>1873</Tag>
<Name>LegSecurityXMLSchema</Name>
<Type>String</Type>
<AbbrName>Schema</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The schema used to validate the contents of LegSecurityXML(1872).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="145">
<Tag>1874</Tag>
<Name>UnderlyingSecurityXMLLen</Name>
<Type>Length</Type>
<AssociatedDataTag>1875</AssociatedDataTag>
<NotReqXML>1</NotReqXML>
<Description>The length of the UnderlyingSecurityXML(1875) data block. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="145">
<Tag>1875</Tag>
<Name>UnderlyingSecurityXML</Name>
<Type>XMLData</Type>
<NotReqXML>1</NotReqXML>
<Description>XML definition for the underlying security. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="145">
<Tag>1876</Tag>
<Name>UnderlyingSecurityXMLSchema</Name>
<Type>String</Type>
<AbbrName>Schema</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The schema used to validate the contents of UnderlyingSecurityXML(1875).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="146">
<Tag>1877</Tag>
<Name>PartyDetailRequestResult</Name>
<Type>int</Type>
<AbbrName>ReqRslt</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Result party detail definition request.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="146">
<Tag>1878</Tag>
<Name>PartyDetailRequestStatus</Name>
<Type>int</Type>
<AbbrName>ReqStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Status of party details definition request.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="146">
<Tag>1879</Tag>
<Name>PartyDetailDefinitionStatus</Name>
<Type>int</Type>
<AbbrName>Stat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Status of party detail definition for one party.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="146">
<Tag>1880</Tag>
<Name>PartyDetailDefinitionResult</Name>
<Type>int</Type>
<AbbrName>Rslt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1877</EnumDatatype>
<Description>Result of party detail definition for one party.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="146">
<Tag>1881</Tag>
<Name>EntitlementRequestResult</Name>
<Type>int</Type>
<AbbrName>ReqRslt</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Result of risk limit definition request.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="146">
<Tag>1882</Tag>
<Name>EntitlementRequestStatus</Name>
<Type>int</Type>
<AbbrName>ReqStat</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1878</EnumDatatype>
<Description>Status of party entitlements definition request.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="146" updated="FIX.5.0SP2" updatedEP="173">
<Tag>1883</Tag>
<Name>EntitlementStatus</Name>
<Type>int</Type>
<AbbrName>Stat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Status of entitlement definition for one party.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="146">
<Tag>1884</Tag>
<Name>EntitlementResult</Name>
<Type>int</Type>
<AbbrName>Rslt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1881</EnumDatatype>
<Description>Result of entitlement definition for one party.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="146">
<Tag>1885</Tag>
<Name>EntitlementRefID</Name>
<Type>String</Type>
<AbbrName>RefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference to an EntitlementID(1776). Used for modification or deletion of an entitlement.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="147">
<Tag>1886</Tag>
<Name>SettlPriceUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>SetPxUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Used to express the unit of measure of the settlement price if different from the contract.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="147">
<Tag>1887</Tag>
<Name>SettlPriceUnitOfMeasureCurrency</Name>
<Type>Currency</Type>
<AbbrName>SetPxUOMCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the currency of the settlement price unit of measure if expressed in another currency than the base currency.
Conditionally required when SettlPriceUnitOfMeasure(1886)=Ccy.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="150">
<Tag>1888</Tag>
<Name>TradeMatchTimestamp</Name>
<Type>UTCTimestamp</Type>
<AbbrName>MtchTS</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Timestamp of the match event. For off-exchange trades the time at which the deal was matched by the exchange.
This timestamp will be the same on all the trades and will not change when a trade is modified.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="150">
<Tag>1889</Tag>
<Name>NoInstrmtMatchSides</Name>
<Type>NumInGroup</Type>
<NotReqXML>0</NotReqXML>
<Description>Number of instrument match sides.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="150">
<Tag>1890</Tag>
<Name>NoTrdMatchSides</Name>
<Type>NumInGroup</Type>
<NotReqXML>0</NotReqXML>
<Description>Number of trade match sides.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="150" updated="FIX.5.0SP2" updatedEP="215">
<Tag>1891</Tag>
<Name>TrdMatchSubID</Name>
<Type>String</Type>
<AbbrName>MtchSubID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to identify each price level, step or clip within a match event.</Description>
<Elaboration>The identifier may represent a grouping of matched resting orders at a given price level that was matched by an aggressor order. For example, an aggressive order sweeping through 2 price levels that included 3 resting orders would have two different TrdMatchSubID(1891) values.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="150">
<Tag>1892</Tag>
<Name>NoLegExecs</Name>
<Type>NumInGroup</Type>
<NotReqXML>0</NotReqXML>
<Description>Number of instrument leg executions.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="150">
<Tag>1893</Tag>
<Name>LegExecID</Name>
<Type>String</Type>
<AbbrName>ExecID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ExecID(17) value corresponding to a trade leg.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="150">
<Tag>1894</Tag>
<Name>LegTradeID</Name>
<Type>String</Type>
<AbbrName>TrdID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The TradeID(1003) value corresponding to a trade leg.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="150">
<Tag>1895</Tag>
<Name>LegTradeReportID</Name>
<Type>String</Type>
<AbbrName>RptID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The TradeReportID(571) value corresponding to a trade leg.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="150">
<Tag>1896</Tag>
<Name>TradeMatchAckStatus</Name>
<Type>int</Type>
<AbbrName>MtchAckStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate the status of the trade match report submission.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="150">
<Tag>1897</Tag>
<Name>TradeMatchRejectReason</Name>
<Type>int</Type>
<AbbrName>RejRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Reason the trade match report submission was rejected.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="150">
<Tag>1898</Tag>
<Name>SideMarketSegmentID</Name>
<Type>String</Type>
<AbbrName>MktSegID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the market segment of the side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="150">
<Tag>1899</Tag>
<Name>SideVenueType</Name>
<Type>char</Type>
<AbbrName>VenuTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1430</EnumDatatype>
<Description>Identifies the type of venue where the trade was executed for the side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="150">
<Tag>1900</Tag>
<Name>SideExecRefID</Name>
<Type>String</Type>
<AbbrName>ExecRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to reference the value from SideExecID(1427).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="150">
<Tag>1901</Tag>
<Name>LegExecRefID</Name>
<Type>String</Type>
<AbbrName>ExecRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to reference the value from LegExecID(1893).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="157">
<Tag>1902</Tag>
<Name>HaircutIndicator</Name>
<Type>Boolean</Type>
<AbbrName>HrctInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates, if "Y", that a stated valuation includes a haircut, e.g. that the stated value reflects the subtraction of the haircut. Note that a value of "N" does not imply a haircut is not applicable, only that the haircut (if any) is not reflected in the stated valuation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="159">
<Tag>1913</Tag>
<Name>NumOfCompetitors</Name>
<Type>int</Type>
<AbbrName>NumCmptors</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of competing Respondents (e.g. dealers) to receive a quote request (either via the QuoteRequest(35=R) or via other means).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="159">
<Tag>1914</Tag>
<Name>ResponseTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>RspTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The time by which a meaningful response should arrive back (always expressed in UTC (Universal Time Coordinated, also known as "GMT").</Description>
<Elaboration>The meaning of the response time is specific to the context where the field is used.
For a QuoteRequest(35=R) message, this is the time by which the Quote(35=S) message should arrive to the initiator of the QuoteRequest(35=R) message.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="159">
<Tag>1915</Tag>
<Name>QuoteDisplayTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>QuotDsplyTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time by which the quote will be displayed.</Description>
<Elaboration>For example, the time the execution venue will display dealer(s) submitted quotes to market participant(s).</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="159">
<Tag>1916</Tag>
<Name>ExposureDurationUnit</Name>
<Type>int</Type>
<AbbrName>ExpsreDurUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1429</EnumDatatype>
<Description>Time unit in which the ExposureDuration(1629) is expressed.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="159">
<Tag>1917</Tag>
<Name>CoverPrice</Name>
<Type>Price</Type>
<AbbrName>CoverPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The best quoted price received among those not traded.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="160">
<Tag>1918</Tag>
<Name>NoClearingAccountTypes</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of clearing account type entries.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="160">
<Tag>1919</Tag>
<Name>NoPriceMovements</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of price movement entries.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="160">
<Tag>1920</Tag>
<Name>NoPriceMovementValues</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of price movement value entries.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="160">
<Tag>1921</Tag>
<Name>PriceMovementValue</Name>
<Type>float</Type>
<AbbrName>Valu</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Value at specific price movement point.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="160">
<Tag>1922</Tag>
<Name>PriceMovementPoint</Name>
<Type>int</Type>
<AbbrName>Pnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Price movement point up (positive integer) or down (negative integer) relative to the underlying price of the instrument.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="160">
<Tag>1923</Tag>
<Name>PriceMovementType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Describes the format of the PriceMovementValue(1921).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1578</Tag>
<Name>EncodedEventTextLen</Name>
<Type>Length</Type>
<AssociatedDataTag>1579</AssociatedDataTag>
<AbbrName>EncTxtLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedEventText(868) fied.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1579</Tag>
<Name>EncodedEventText</Name>
<Type>data</Type>
<AbbrName>EncTxt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the EventText(868) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1903</Tag>
<Name>RegulatoryTradeID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes. For example, unique swap identifer (USI) as required by the U.S. Commodity Futures Trading Commission.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1904</Tag>
<Name>RegulatoryTradeIDEvent</Name>
<Type>int</Type>
<AbbrName>Evnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the event which caused origination of the identifier in RegulatoryTradeID(1903). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1905</Tag>
<Name>RegulatoryTradeIDSource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reporting entity that originated the value in RegulatoryTradeID(1903). The reporting entitiy identifier may be assigned by a regulator.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="222">
<Tag>1906</Tag>
<Name>RegulatoryTradeIDType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of trade identifier provided in RegulatoryTradeID(1903).
Contextual hierarchy of events for the same trade or transaction maybe captured through use of the different RegulatoryTradeIDType(1906) values using multiple instances of the repeating group as needed for regulatory reporting.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1907</Tag>
<Name>NoRegulatoryTradeIDs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of regulatory IDs in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1908</Tag>
<Name>NoAllocRegulatoryTradeIDs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of regulatory IDs in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1909</Tag>
<Name>AllocRegulatoryTradeID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes. For example, unique swap identifer (USI) as required by the U.S. Commodity Futures Trading Commission.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1910</Tag>
<Name>AllocRegulatoryTradeIDSource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reporting entity that originated the value in AllocRegulatoryTradeID(1909). The reporting entity identifier may be assigned by a regulator.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1911</Tag>
<Name>AllocRegulatoryTradeIDEvent</Name>
<Type>int</Type>
<AbbrName>Evnt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1904</EnumDatatype>
<Description>Identifies the event which caused the origination of the identifier in AllocRegulatoryTradeID(1909). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2(Clearing). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1912</Tag>
<Name>AllocRegulatoryTradeIDType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1906</EnumDatatype>
<Description>Specifies the type of trade identifier provided in AllocRegulatoryTradeID(1909), within the context of the hierarchy of trade events.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1924</Tag>
<Name>ClearingIntention</Name>
<Type>int</Type>
<AbbrName>ClrIntn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the party's or parties' intention to clear the trade.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1925</Tag>
<Name>TradeClearingInstruction</Name>
<Type>int</Type>
<AbbrName>ClrngInstrctn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>577</EnumDatatype>
<UnionDataType>Reserved4000Plus</UnionDataType>
<Description>Specifies the eligibility of this trade for clearing and central counterparty processing.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1926</Tag>
<Name>BackloadedTradeIndicator</Name>
<Type>Boolean</Type>
<AbbrName>BackTrdInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates that the trade being reported occurred in the past and is still in effect or active.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1927</Tag>
<Name>ConfirmationMethod</Name>
<Type>int</Type>
<AbbrName>CnfmMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies how a trade was confirmed.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1928</Tag>
<Name>MandatoryClearingIndicator</Name>
<Type>Boolean</Type>
<AbbrName>MandClrInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>An indication that the trade is flagged for mandatory clearing.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="193">
<Tag>1929</Tag>
<Name>MixedSwapIndicator</Name>
<Type>Boolean</Type>
<AbbrName>MixedSwapInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>An indication that the trade is a mixed swap.</Description>
<Elaboration>In the context of CFTC , a "Mixed swap" is defined in the Commodity Exchange Act (CEA) section 1a(47)(D) as an instrument that is in part a swap subject to the jurisdiction of the CFTC, and in part a security-based swap subject to the jurisdiction of the SEC. When reporting the additional Swap Data Repositories must be identified in the appropriate Parties component with PartyRole(452) = 102 (Data repository), PartyRoleQualifier(2376) = 12 (Additional domestic trade repository) and PartySub-IDType(803) = 70 (Location or jurisdiction).</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1930</Tag>
<Name>OffMarketPriceIndicator</Name>
<Type>Boolean</Type>
<AbbrName>OffMktPxInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>An indication that the price is off-market.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1931</Tag>
<Name>VerificationMethod</Name>
<Type>int</Type>
<AbbrName>VerfctnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indication of how a trade was verified.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="177">
<Tag>1932</Tag>
<Name>ClearingRequirementException</Name>
<Type>int</Type>
<AbbrName>ClrReqmtExcptn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies whether a party to a swap is using an exception to a clearing requirement. In the US, one such clearing requirement is CFTC's rule pursuant to CEA Section 2(h)(1).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1933</Tag>
<Name>IRSDirection</Name>
<Type>String</Type>
<AbbrName>IRSDirctn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to specify whether the principal is paying or receiving the fixed rate in an interest rate swap.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1934</Tag>
<Name>RegulatoryReportType</Name>
<Type>int</Type>
<AbbrName>RegRptTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Type of regulatory report.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="187">
<Tag>1935</Tag>
<Name>VoluntaryRegulatoryReport</Name>
<Type>Boolean</Type>
<AbbrName>VolntyRegRpt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used in conjunction with RegulatoryReportType(1934) to indicate whether the trade report is a voluntary regulatory report. If not specified, the default for a regulatory report is "N".
When VoluntaryRegulatoryReport(1935)=Y it is recommended that one of the parties to the trade be identified as the voluntary reporting party through PartySubIDType(803) = 63 (Voluntary reporting entity).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="254">
<Tag>1936</Tag>
<Name>TradeCollateralization</Name>
<Type>int</Type>
<AbbrName>TrdCollztn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies how the trade is collateralized.</Description>
<Elaboration>In the context of Dodd-Frank, all values shown except for 4 (Net exposure) apply.
In the context of ESMA EU SFTR reporting only the values 1 (Uncollateralized), 3 (Fully collateralized) and 4 (Net exposure) apply.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="179">
<Tag>1937</Tag>
<Name>TradeContinuation</Name>
<Type>int</Type>
<AbbrName>TrdContntn</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1938</Tag>
<Name>AssetClass</Name>
<Type>int</Type>
<AbbrName>AssetClss</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The broad asset category for assessing risk exposure.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1939</Tag>
<Name>AssetSubClass</Name>
<Type>int</Type>
<AbbrName>AssetSubClss</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved4000Plus</UnionDataType>
<Description>The subcategory description of the asset class. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="235">
<Tag>1940</Tag>
<Name>AssetType</Name>
<Type>String</Type>
<AbbrName>AssetTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to provide more specific description of the asset specified in AssetSubClass(1939).
See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed.
Other values may be used by mutual agreement of the counterparties.</Description>
<Elaboration>In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1941</Tag>
<Name>SwapClass</Name>
<Type>String</Type>
<AbbrName>SwapClss</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The classification or type of swap. Additional values may be used by mutual agreement of the counterparties.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1942</Tag>
<Name>NthToDefault</Name>
<Type>int</Type>
<AbbrName>NthDflt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The Nth reference obligation to default in a CDS reference basket. If specified without MthToDefault(1943) the default will trigger a CDS payout. If MthToDefault(1943) is also present then payout occurs between the Nth and Mth obligations to default.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1943</Tag>
<Name>MthToDefault</Name>
<Type>int</Type>
<AbbrName>MthDflt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The Mth reference obligation to default in a CDS reference basket. When NthToDefault(1942) and MthToDefault(1943) are represented then the CDS payout occurs between the Nth and Mth obligations to default.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1944</Tag>
<Name>SettledEntityMatrixSource</Name>
<Type>String</Type>
<AbbrName>SettldMtrxSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Relevant settled entity matrix source.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1945</Tag>
<Name>SettledEntityMatrixPublicationDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>SettldMtrxDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The publication date of the applicable version of the matrix. If not specified, the Standard Terms Supplement defines rules for which version of the matrix is applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1946</Tag>
<Name>CouponType</Name>
<Type>int</Type>
<AbbrName>CpnTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Coupon type of the bond. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1947</Tag>
<Name>TotalIssuedAmount</Name>
<Type>Amt</Type>
<AbbrName>TotIssuedAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued securities.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1948</Tag>
<Name>CouponFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>CpnPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the frequency of the bond's coupon payment. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1949</Tag>
<Name>CouponFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>CpnUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit associated with the frequency of the bond's coupon payment. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="200">
<Tag>1950</Tag>
<Name>CouponDayCount</Name>
<Type>int</Type>
<AbbrName>CpnDayCnt</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>The day count convention used in interest calculations for a bond or an interest bearing security. Absence of this field for a bond or an interest bearing security transaction implies a "flat" trade, i.e. no accrued interest determined at time of the transaction.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1951</Tag>
<Name>ConvertibleBondEquityID</Name>
<Type>String</Type>
<AbbrName>CnvrtBondEqtyID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the equity in which a convertible bond can be converted to.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1952</Tag>
<Name>ConvertibleBondEquityIDSource</Name>
<Type>String</Type>
<AbbrName>CnvrtBondEqtyIDSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Identifies class or source of the ConvertibleBondEquityID(1951) value.
100+ are reserved for private security.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1953</Tag>
<Name>ContractPriceRefMonth</Name>
<Type>MonthYear</Type>
<AbbrName>PxRefMo</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference month if there is no applicable MaturityMonthYear(200) value for the contract or security.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1954</Tag>
<Name>LienSeniority</Name>
<Type>int</Type>
<AbbrName>LienSnrty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the seniority level of the lien in a loan. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1955</Tag>
<Name>LoanFacility</Name>
<Type>int</Type>
<AbbrName>LoanFclty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of loan when the credit default swap's reference obligation is a loan.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="192">
<Tag>1956</Tag>
<Name>ReferenceEntityType</Name>
<Type>int</Type>
<AbbrName>RefEntityTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of reference entity for first-to-default CDS basket contracts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1957</Tag>
<Name>IndexSeries</Name>
<Type>int</Type>
<AbbrName>NdxSeries</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The series identifier of a credit default swap index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1958</Tag>
<Name>IndexAnnexVersion</Name>
<Type>int</Type>
<AbbrName>NdxAnxVer</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The version of a credit default swap index annex.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1959</Tag>
<Name>IndexAnnexDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>NdxAnxDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The date of a credit default swap index series annex.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1960</Tag>
<Name>IndexAnnexSource</Name>
<Type>String</Type>
<AbbrName>NdxAnxSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The source of a credit default swap series annex.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1961</Tag>
<Name>AgreementVersion</Name>
<Type>String</Type>
<AbbrName>AgmtVer</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The version of the master agreement</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1962</Tag>
<Name>MasterConfirmationDesc</Name>
<Type>String</Type>
<AbbrName>CnfmDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The type of master confirmation executed between the parties.
See http://www.fpml.org/coding-scheme/master-confirmation-type for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1963</Tag>
<Name>MasterConfirmationDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>CnfmDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Alternative to broker confirmation. The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1964</Tag>
<Name>MasterConfirmationAnnexDesc</Name>
<Type>String</Type>
<AbbrName>CnfmAnxDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The type of master confirmation annex executed between the parties.
See http://www.fpml.org/coding-scheme/master-confirmation-annex-type for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1965</Tag>
<Name>MasterConfirmationAnnexDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>CnfmAnxDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The date that an annex to the master confirmation was executed between the parties.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1966</Tag>
<Name>BrokerConfirmationDesc</Name>
<Type>String</Type>
<AbbrName>BrkrCnfmDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Describes the type of broker confirmation executed between the parites. Can be used as an alterative to MasterConfirmationDesc(1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1967</Tag>
<Name>CreditSupportAgreementDesc</Name>
<Type>String</Type>
<AbbrName>CrdSuprtDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1968</Tag>
<Name>CreditSupportAgreementDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>CrdSuprtDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1969</Tag>
<Name>CreditSupportAgreementID</Name>
<Type>String</Type>
<AbbrName>CrdSuprtID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1970</Tag>
<Name>GoverningLaw</Name>
<Type>String</Type>
<AbbrName>Law</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1971</Tag>
<Name>NoSideRegulatoryTradeIDs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of regulatory IDs in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1972</Tag>
<Name>SideRegulatoryTradeID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Trade identifier required by government regulators or other regulatory organziations for regulatory reporting purposes. For example, unique swap identifier (USI) as required by the U.S. Commodity Futures Trading Commission. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1973</Tag>
<Name>SideRegulatoryTradeIDSource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reporting entity that originated the value in SideRegulatoryTradeID(1972). The reporting entity identifier may be assigned by a regulator.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1974</Tag>
<Name>SideRegulatoryTradeIDEvent</Name>
<Type>int</Type>
<AbbrName>Evnt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1904</EnumDatatype>
<Description>Identifies the event which caused origination of the identifier in SideRegulatoryTradeID(1972). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1975</Tag>
<Name>SideRegulatoryTradeIDType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1906</EnumDatatype>
<Description>Specifies the type of trade identifier provided in SideRegulatoryTradeID(1972), within the context of the hierarchy of trade events.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1976</Tag>
<Name>NoSecondaryAssetClasses</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of secondary asset classes in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1977</Tag>
<Name>SecondaryAssetClass</Name>
<Type>int</Type>
<AbbrName>Clss</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1938</EnumDatatype>
<Description>The broad asset category for assessing risk exposure for a multi-asset trade.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1978</Tag>
<Name>SecondaryAssetSubClass</Name>
<Type>int</Type>
<AbbrName>SubClss</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1939</EnumDatatype>
<UnionDataType>Reserved4000Plus</UnionDataType>
<Description>An indication of the general description of the asset class. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="235">
<Tag>1979</Tag>
<Name>SecondaryAssetType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to provide more specific description of the asset specified in SecondaryAssetSubClass(1978).
See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed.
Other values may be used by mutual agreement of the counterparties.</Description>
<Elaboration>In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1980</Tag>
<Name>BlockTrdAllocIndicator</Name>
<Type>int</Type>
<AbbrName>BlckTrdAllocInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indication that a block trade will be allocated.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1981</Tag>
<Name>NoUnderlyingEvents</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of events in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1982</Tag>
<Name>UnderlyingEventType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>865</EnumDatatype>
<Description>Code to represent the type of event.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1983</Tag>
<Name>UnderlyingEventDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The date of the event.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1984</Tag>
<Name>UnderlyingEventTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>Tm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The time of the event. To be used in combination with UnderlyingEventDate(1983).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1985</Tag>
<Name>UnderlyingEventTimeUnit</Name>
<Type>String</Type>
<AbbrName>TmUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit associated with the event. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1986</Tag>
<Name>UnderlyingEventTimePeriod</Name>
<Type>int</Type>
<AbbrName>TmPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the event. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1987</Tag>
<Name>UnderlyingEventPx</Name>
<Type>Price</Type>
<AbbrName>Px</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Predetermined price of issue at event, if applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1988</Tag>
<Name>UnderlyingConstituentWeight</Name>
<Type>float</Type>
<AbbrName>ConstuentWt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For a basket, or pool, describes the weight of each of the constituents within the basket. If not provided, it is assumed to be equal weighted.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1989</Tag>
<Name>UnderlyingCouponType</Name>
<Type>int</Type>
<AbbrName>CpnTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1946</EnumDatatype>
<Description>Specifies the coupon type of the underlying bond. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1990</Tag>
<Name>UnderlyingTotalIssuedAmount</Name>
<Type>Amt</Type>
<AbbrName>TotIssuedAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1991</Tag>
<Name>UnderlyingCouponFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>CpnPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the frequency of the bond's coupon payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1992</Tag>
<Name>UnderlyingCouponFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>CpnUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1949</EnumDatatype>
<Description>Time unit associated with the frequency of the bond's coupon payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1993</Tag>
<Name>UnderlyingCouponDayCount</Name>
<Type>int</Type>
<AbbrName>CpnDayCnt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1950</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>The day count convention used in interest calculations for a bond or an interest bearing security.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1994</Tag>
<Name>UnderlyingObligationID</Name>
<Type>String</Type>
<AbbrName>ObligID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For a CDS basket or pool identifies the reference obligation.</Description>
<Elaboration>UnderlyingObligationID(1994) is reserved for the reference entity for baskets or pools. In a CDS single name the reference entity is identified in insrument ID and the obligations are identified in UnderlyingObligationID(1994).</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1995</Tag>
<Name>UnderlyingObligationIDSource</Name>
<Type>String</Type>
<AbbrName>ObligIDSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Identifies the source scheme of the UnderlyingObligationID(1994).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1996</Tag>
<Name>UnderlyingEquityID</Name>
<Type>String</Type>
<AbbrName>EqtyID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the equity in which a convertible bond can be converted.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1997</Tag>
<Name>UnderlyingEquityIDSource</Name>
<Type>String</Type>
<AbbrName>EqtyIDSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Identifies the source of the UnderlyingEquityID(1996).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1998</Tag>
<Name>UnderlyingLienSeniority</Name>
<Type>int</Type>
<AbbrName>LienSnrty</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1954</EnumDatatype>
<Description>Indicates the seniority level of the lien in a loan. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>1999</Tag>
<Name>UnderlyingLoanFacility</Name>
<Type>int</Type>
<AbbrName>LoanFclty</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1955</EnumDatatype>
<Description>Specifies the type of loan when the credit default swap's reference obligation is a loan.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="192">
<Tag>2000</Tag>
<Name>UnderlyingReferenceEntityType</Name>
<Type>int</Type>
<AbbrName>RefEntityTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1956</EnumDatatype>
<Description>Specifies the type of reference entity for first-to-default CDS basket contracts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>41314</Tag>
<Name>UnderlyingProtectionTermXIDRef</Name>
<Type>XIDREF</Type>
<AbbrName>ProtctnXIDRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference to the protection terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the ProtectionTerms repeating group that applies to this Underlying.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>41315</Tag>
<Name>UnderlyingSettlTermXIDRef</Name>
<Type>XIDREF</Type>
<AbbrName>SettlXIDRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference to the cash or physical settlement terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the appropriate repeating group that applies to this Underlying.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2003</Tag>
<Name>UnderlyingIndexSeries</Name>
<Type>int</Type>
<AbbrName>NdxSeries</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The series identifier of a credit default swap index. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2004</Tag>
<Name>UnderlyingIndexAnnexVersion</Name>
<Type>int</Type>
<AbbrName>NdxAnxVer</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The version identifier of a credit default swap index annex.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2005</Tag>
<Name>UnderlyingIndexAnnexDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>NdxAnxDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The date of a credit default swap index series annex.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2006</Tag>
<Name>UnderlyingIndexAnnexSource</Name>
<Type>String</Type>
<AbbrName>NdxAnxSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The source of a credit default swap index series annex.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2007</Tag>
<Name>UnderlyingProductComplex</Name>
<Type>String</Type>
<AbbrName>ProdCmplx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2008</Tag>
<Name>UnderlyingSecurityGroup</Name>
<Type>String</Type>
<AbbrName>SecGrp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2009</Tag>
<Name>UnderlyingSettleOnOpenFlag</Name>
<Type>String</Type>
<AbbrName>SettlOnOpenFlag</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicator to determine if Instrument is Settle on Open.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2010</Tag>
<Name>UnderlyingAssignmentMethod</Name>
<Type>char</Type>
<AbbrName>AsgnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1049</EnumDatatype>
<Description>Method under which assignment was conducted</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2011</Tag>
<Name>UnderlyingSecurityStatus</Name>
<Type>String</Type>
<AbbrName>Status</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>965</EnumDatatype>
<Description>Gives the current state of the instrument</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2012</Tag>
<Name>UnderlyingObligationType</Name>
<Type>String</Type>
<AbbrName>ObligTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of reference obligation for credit derivatives contracts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2013</Tag>
<Name>UnderlyingAssetClass</Name>
<Type>int</Type>
<AbbrName>AssetClss</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1938</EnumDatatype>
<Description>The broad asset category for assessing risk exposure.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2014</Tag>
<Name>UnderlyingAssetSubClass</Name>
<Type>int</Type>
<AbbrName>AssetSubClss</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1939</EnumDatatype>
<UnionDataType>Reserved4000Plus</UnionDataType>
<Description>An indication of the general description of the asset class. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="235">
<Tag>2015</Tag>
<Name>UnderlyingAssetType</Name>
<Type>String</Type>
<AbbrName>AssetTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to provide more specific description of the asset specified in UnderlyingAssetSubClass(2082).
See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed.
Other values may be used by mutual agreement of the counterparties.</Description>
<Elaboration> In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2016</Tag>
<Name>UnderlyingSwapClass</Name>
<Type>String</Type>
<AbbrName>SwapClss</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1941</EnumDatatype>
<Description>The type or classification of swap. Additional values may be used by mutual agreement of the counterparties.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2017</Tag>
<Name>UnderlyingNthToDefault</Name>
<Type>int</Type>
<AbbrName>NthDflt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The Nth reference obligation to default in a CDS reference basket. If specified without UnderlyingMthToDefault(2018) the default will trigger a CDS payout. If UnderlyingMthToDefault(2018) is also present then payout occurs between the Nth and Mth obligations to default.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2018</Tag>
<Name>UnderlyingMthToDefault</Name>
<Type>int</Type>
<AbbrName>MthDflt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The Mth reference obligation to default in a CDS reference basket. When UnderlyingNthToDefault(2017) and UnderlyingMthToDefault(2018) are represented then the CDS payout occurs between the Nth and Mth obligations to default.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2019</Tag>
<Name>UnderlyingSettledEntityMatrixSource</Name>
<Type>String</Type>
<AbbrName>SettldMtrxSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Relevant settled entity matrix source.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2020</Tag>
<Name>UnderlyingSettledEntityMatrixPublicationDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>SettldMtrxDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the publication date of the applicable version of the matrix. If not specified, the Standard Terms Supplement defines rules for which version of the matrix is applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2021</Tag>
<Name>UnderlyingStrikeMultiplier</Name>
<Type>float</Type>
<AbbrName>StrkMult</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2022</Tag>
<Name>UnderlyingStrikeValue</Name>
<Type>float</Type>
<AbbrName>StrkValu</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="169">
<Tag>2023</Tag>
<Name>UnderlyingStrikePriceDeterminationMethod</Name>
<Type>int</Type>
<AbbrName>StrkPxDtrmnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1478</EnumDatatype>
<Description>Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2024</Tag>
<Name>UnderlyingStrikePriceBoundaryMethod</Name>
<Type>int</Type>
<AbbrName>StrkPxBndryMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1479</EnumDatatype>
<Description>Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2025</Tag>
<Name>UnderlyingStrikePriceBoundaryPrecision</Name>
<Type>Percentage</Type>
<AbbrName>StrkPxBndryPrcsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used in combination with StrikePriceBoundaryMethod(1479) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2026</Tag>
<Name>UnderlyingMinPriceIncrement</Name>
<Type>float</Type>
<AbbrName>MinPxIncr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Minimum price increment for the instrument. Could also be used to represent tick value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2027</Tag>
<Name>UnderlyingMinPriceIncrementAmount</Name>
<Type>Amt</Type>
<AbbrName>MinPxIncrAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Minimum price increment amount associated with the UnderlyingMinPriceIncrement(2026). For listed derivatives, the value can be calculated by multiplying UnderlyingMinPriceIncrement(2026) by UnderlyingContractMultiplier(436).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="238">
<Tag>2028</Tag>
<Name>UnderlyingOptPayoutType</Name>
<Type>int</Type>
<AbbrName>OptPayoutTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1482</EnumDatatype>
<Description>Indicates the type of valuation method or payout trigger for an in-the-money option.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2029</Tag>
<Name>UnderlyingOptPayoutAmount</Name>
<Type>Amt</Type>
<AbbrName>OptPayAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2030</Tag>
<Name>UnderlyingPriceQuoteMethod</Name>
<Type>String</Type>
<AbbrName>PxQteMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1196</EnumDatatype>
<Description>Method for price quotation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2031</Tag>
<Name>UnderlyingValuationMethod</Name>
<Type>String</Type>
<AbbrName>ValMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1197</EnumDatatype>
<Description>Indicates type of valuation method used.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2032</Tag>
<Name>UnderlyingListMethod</Name>
<Type>int</Type>
<AbbrName>ListMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1198</EnumDatatype>
<Description>Indicates whether the instruments are pre-listed only or can also be defined via user request.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2033</Tag>
<Name>UnderlyingCapPrice</Name>
<Type>Price</Type>
<AbbrName>CapPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to express the ceiling price of a capped call.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2034</Tag>
<Name>UnderlyingFloorPrice</Name>
<Type>Price</Type>
<AbbrName>FlrPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to express the floor price of a capped put.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2035</Tag>
<Name>UnderlyingFlexibleIndicator</Name>
<Type>Boolean</Type>
<AbbrName>FlexInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2036</Tag>
<Name>UnderlyingFlexProductEligibilityIndicator</Name>
<Type>Boolean</Type>
<AbbrName>FlexProdElig</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate if a product or group of product supports the creation of flexible securities.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2037</Tag>
<Name>UnderlyingPositionLimit</Name>
<Type>int</Type>
<AbbrName>PosLmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Position limit for the instrument.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2038</Tag>
<Name>UnderlyingNTPositionLimit</Name>
<Type>int</Type>
<AbbrName>NTPosLmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Position Limit in the near-term contract for a given exchange-traded product.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2039</Tag>
<Name>UnderlyingPool</Name>
<Type>String</Type>
<AbbrName>Pool</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the mortgage backed security (MBS) / asset backed security (ABS) pool.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2040</Tag>
<Name>UnderlyingContractSettlMonth</Name>
<Type>MonthYear</Type>
<AbbrName>CSetMo</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies when the contract (i.e. MBS/TBA) will settle. Must be present for MBS/TBA.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2041</Tag>
<Name>UnderlyingDatedDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dated</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>If different from IssueDate()</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2042</Tag>
<Name>UnderlyingInterestAccrualDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>IntAcrl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>If different from IssueDate and DatedDate</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2043</Tag>
<Name>UnderlyingShortSaleRestriction</Name>
<Type>int</Type>
<AbbrName>ShrtRstctn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1687</EnumDatatype>
<Description>Indicates whether a restriction applies to short selling a security.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2044</Tag>
<Name>UnderlyingRefTickTableID</Name>
<Type>int</Type>
<AbbrName>RefTickTblID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Spread table code referred by the security or symbol.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2045</Tag>
<Name>NoUnderlyingComplexEvents</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of complex events in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2046</Tag>
<Name>UnderlyingComplexEventType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1484</EnumDatatype>
<Description>Identifies the type of complex event.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2047</Tag>
<Name>UnderlyingComplexOptPayoutAmount</Name>
<Type>Amt</Type>
<AbbrName>OptPayAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2048</Tag>
<Name>UnderlyingComplexEventPrice</Name>
<Type>Price</Type>
<AbbrName>Px</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the price at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2049</Tag>
<Name>UnderlyingComplexEventPriceBoundaryMethod</Name>
<Type>int</Type>
<AbbrName>PxBndryMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1487</EnumDatatype>
<Description>Specifies the boundary condition to be used for the event price relative to the UnderlyingComplexEventPrice(2048) at the point the complex event outcome takes effect as determined by the UnderlyingComplexEventPriceTimeType(2051).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2050</Tag>
<Name>UnderlyingComplexEventPriceBoundaryPrecision</Name>
<Type>Percentage</Type>
<AbbrName>PxBndryPrcsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used in combination with UnderlyingComplexEventPriceBoundaryMethod(2049) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="169">
<Tag>2051</Tag>
<Name>UnderlyingComplexEventPriceTimeType</Name>
<Type>int</Type>
<AbbrName>PxTmTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1489</EnumDatatype>
<Description>Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the UnderlyingComplexEventType(2046).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2052</Tag>
<Name>UnderlyingComplexEventCondition</Name>
<Type>int</Type>
<AbbrName>Cond</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1490</EnumDatatype>
<Description>
Specifies the condition between complex events when more than one event is specified.
Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2053</Tag>
<Name>NoUnderlyingComplexEventDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of underlying complex event dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="195">
<Tag>2054</Tag>
<Name>UnderlyingComplexEventStartDate</Name>
<Type>UTCDateOnly</Type>
<AbbrName>StartDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options.
The start date must always be less than or equal to end date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="195">
<Tag>2055</Tag>
<Name>UnderlyingComplexEventEndDate</Name>
<Type>UTCDateOnly</Type>
<AbbrName>EndDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options.
UnderlyingComplexEventEndDate(2056) must always be greater than or equal to UnderlyingComplexEventStartDate(2055).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2056</Tag>
<Name>NoUnderlyingComplexEventTimes</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of complex event times in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2057</Tag>
<Name>UnderlyingComplexEventStartTime</Name>
<Type>UTCTimeOnly</Type>
<AbbrName>StartTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The start time of the time range on which a complex event date is effective.
UnderlyingComplexEventStartTime(2057) must always be less than or equal to UndelryingComplexEventEndTime(2058).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2058</Tag>
<Name>UnderlyingComplexEventEndTime</Name>
<Type>UTCTimeOnly</Type>
<AbbrName>EndTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The end time of the time range on which a complex event date is effective.
UnderlyingComplexEventEndTime(2058) must always be greater than or equal to UnderlyingComplexEventStartTime(2057).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2059</Tag>
<Name>NoLegEvents</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of events in the repeating group</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2060</Tag>
<Name>LegEventType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>865</EnumDatatype>
<Description>Code to represent the type of event.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2061</Tag>
<Name>LegEventDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The date of the event.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2062</Tag>
<Name>LegEventTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>Tm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specific time of event. To be used in combination with LegEventDate(2061).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2063</Tag>
<Name>LegEventTimeUnit</Name>
<Type>String</Type>
<AbbrName>TmUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1827</EnumDatatype>
<Description>Time unit associated with the event. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2064</Tag>
<Name>LegEventTimePeriod</Name>
<Type>int</Type>
<AbbrName>TmPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the event. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2065</Tag>
<Name>LegEventPx</Name>
<Type>Price</Type>
<AbbrName>Px</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Predetermined price of issue at event, if applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2066</Tag>
<Name>LegEventText</Name>
<Type>String</Type>
<AbbrName>Txt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Free form text to specify additional information or enumeration description when a standard value does not apply.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2067</Tag>
<Name>LegAssetClass</Name>
<Type>int</Type>
<AbbrName>AssetClss</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1938</EnumDatatype>
<Description>The broad asset category for assessing risk exposure.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2068</Tag>
<Name>LegAssetSubClass</Name>
<Type>int</Type>
<AbbrName>AssetSubClss</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1939</EnumDatatype>
<UnionDataType>Reserved4000Plus</UnionDataType>
<Description>The general subcategory description of the asset class. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="235">
<Tag>2069</Tag>
<Name>LegAssetType</Name>
<Type>String</Type>
<AbbrName>AssetTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to provide more specific description of the asset specified in LegAssetSubClass(2068).
See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed.
Other values may be used by mutual agreement of the counterparties.</Description>
<Elaboration>In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2070</Tag>
<Name>LegSwapClass</Name>
<Type>String</Type>
<AbbrName>SwapClss</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1941</EnumDatatype>
<Description>Swap type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2071</Tag>
<Name>UnderlyingEventText</Name>
<Type>String</Type>
<AbbrName>Txt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Free form text to specify comments related to the event.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2072</Tag>
<Name>EncodedUnderlyingEventTextLen</Name>
<Type>Length</Type>
<AssociatedDataTag>2073</AssociatedDataTag>
<AbbrName>EncTxtLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedUnderlyingEventText(2073) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2073</Tag>
<Name>EncodedUnderlyingEventText</Name>
<Type>data</Type>
<AbbrName>EncTxt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingEventText(2071) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2074</Tag>
<Name>EncodedLegEventTextLen</Name>
<Type>Length</Type>
<AssociatedDataTag>2075</AssociatedDataTag>
<AbbrName>EncTxtLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedLegEventText(2075) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2075</Tag>
<Name>EncodedLegEventText</Name>
<Type>data</Type>
<AbbrName>EncTxt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the LegEventText(2066) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegEventText(2066) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2076</Tag>
<Name>NoLegSecondaryAssetClasses</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of secondary asset classes in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2077</Tag>
<Name>LegSecondaryAssetClass</Name>
<Type>int</Type>
<AbbrName>Clss</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1938</EnumDatatype>
<Description>The broad asset category for assessing risk exposure for a multi-asset trade.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2078</Tag>
<Name>LegSecondaryAssetSubClass</Name>
<Type>int</Type>
<AbbrName>SubClss</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1939</EnumDatatype>
<UnionDataType>Reserved4000Plus</UnionDataType>
<Description>An indication of the general description of the asset class. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="235">
<Tag>2079</Tag>
<Name>LegSecondaryAssetType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to provide more specific description of the asset specified in LegSecondaryAssetSubClass(2078).
See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed.
Other values may be used by mutual agreement of the counterparties.</Description>
<Elaboration>In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2080</Tag>
<Name>NoUnderlyingSecondaryAssetClasses</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of secondary asset classes in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2081</Tag>
<Name>UnderlyingSecondaryAssetClass</Name>
<Type>int</Type>
<AbbrName>Clss</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1938</EnumDatatype>
<Description>The broad asset category for assessing risk exposure for a multi-asset trade.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2082</Tag>
<Name>UnderlyingSecondaryAssetSubClass</Name>
<Type>int</Type>
<AbbrName>SubClss</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1939</EnumDatatype>
<UnionDataType>Reserved4000Plus</UnionDataType>
<Description>An indication of the general description of the asset class.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="235">
<Tag>2083</Tag>
<Name>UnderlyingSecondaryAssetType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to provide more specific description of the asset specified in UnderlyingSecondaryAssetSubClass(2082).
See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed.
Other values may be used by mutual agreement of the counterparties.</Description>
<Elaboration>In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40000</Tag>
<Name>NoAdditionalTermBondRefs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of bonds in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40001</Tag>
<Name>AdditionalTermBondSecurityID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Security identifier of the bond. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40002</Tag>
<Name>AdditionalTermBondSecurityIDSource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Identifies the source scheme of the AdditionalTermBondSecurityID(40001) value. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40003</Tag>
<Name>AdditionalTermBondDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Description of the bond.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40004</Tag>
<Name>EncodedAdditionalTermBondDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>40005</AssociatedDataTag>
<AbbrName>EncDescLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedAdditionalTermBondDesc(40005) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40005</Tag>
<Name>EncodedAdditionalTermBondDesc</Name>
<Type>data</Type>
<AbbrName>EncDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AdditionalTermBondDesc(40003) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40006</Tag>
<Name>AdditionalTermBondCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40007</Tag>
<Name>AdditionalTermBondIssuer</Name>
<Type>String</Type>
<AbbrName>Issr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Issuer of the bond.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40008</Tag>
<Name>EncodedAdditionalTermBondIssuerLen</Name>
<Type>Length</Type>
<AssociatedDataTag>40009</AssociatedDataTag>
<AbbrName>EncIssrLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedAdditionalTermBondIssuer(40009) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40009</Tag>
<Name>EncodedAdditionalTermBondIssuer</Name>
<Type>data</Type>
<AbbrName>EncIssr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AdditionalTermBondIssuer(40007) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40010</Tag>
<Name>AdditionalTermBondSeniority</Name>
<Type>String</Type>
<AbbrName>Snrty</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1450</EnumDatatype>
<Description>Specifies the bond's payment priority in the event of a default.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40011</Tag>
<Name>AdditionalTermBondCouponType</Name>
<Type>int</Type>
<AbbrName>CpnTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1946</EnumDatatype>
<Description>Coupon type of the bond.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40012</Tag>
<Name>AdditionalTermBondCouponRate</Name>
<Type>Percentage</Type>
<AbbrName>CpnRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Coupon rate of the bond. See also CouponRate(223).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40013</Tag>
<Name>AdditionalTermBondMaturityDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>MatDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The maturity date of the bond.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40014</Tag>
<Name>AdditionalTermBondParValue</Name>
<Type>Amt</Type>
<AbbrName>Par</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The par value of the bond.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40015</Tag>
<Name>AdditionalTermBondCurrentTotalIssuedAmount</Name>
<Type>Amt</Type>
<AbbrName>CurTotAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total issued amount of the bond.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40016</Tag>
<Name>AdditionalTermBondCouponFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>CpnPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the frequency of the bond's coupon payment. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40017</Tag>
<Name>AdditionalTermBondCouponFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>CpnUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1949</EnumDatatype>
<Description>Time unit associated with the frequency of the bond's coupon payment. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40018</Tag>
<Name>AdditionalTermBondDayCount</Name>
<Type>int</Type>
<AbbrName>DayCnt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1950</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>The day count convention used in interest calculations for a bond or an interest bearing security.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40019</Tag>
<Name>NoAdditionalTerms</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of additional terms in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40020</Tag>
<Name>AdditionalTermConditionPrecedentBondIndicator</Name>
<Type>Boolean</Type>
<AbbrName>PrcdntInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40021</Tag>
<Name>AdditionalTermDiscrepancyClauseIndicator</Name>
<Type>Boolean</Type>
<AbbrName>DscrpncyInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the discrepancy clause is applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40022</Tag>
<Name>NoCashSettlTerms</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of elements in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40023</Tag>
<Name>CashSettlCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency the CashSettlAmount(40034) is denominated in. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40024</Tag>
<Name>CashSettlValuationFirstBusinessDayOffset</Name>
<Type>int</Type>
<AbbrName>BizDayOfst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for the purpose of cash settlement.</Description>
<Elaboration>Associated with ISDA 2003 Term: Valuation Date.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40916</Tag>
<Name>CashSettlValuationSubsequentBusinessDaysOffset</Name>
<Type>int</Type>
<AbbrName>SbsqntBizDayOfst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement.</Description>
<Elaboration>Associated with ISDA 2003 Term: Valuation Date</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40917</Tag>
<Name>CashSettlNumOfValuationDates</Name>
<Type>int</Type>
<AbbrName>NumValDts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Where multiple valuation dates are specified as being applicable for cash settlement, this specifies the number of applicable valuation dates.</Description>
<Elaboration>Associated with ISDA 2003 Term: Valuation Date</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40025</Tag>
<Name>CashSettlValuationTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>ValTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The time of valuation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40026</Tag>
<Name>CashSettlBusinessCenter</Name>
<Type>String</Type>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40027</Tag>
<Name>CashSettlQuoteMethod</Name>
<Type>int</Type>
<AbbrName>QteMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The type of quote used to determine the cash settlement price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="169">
<Tag>40028</Tag>
<Name>CashSettlQuoteAmount</Name>
<Type>Amt</Type>
<AbbrName>QteAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount.</Description>
<Elaboration>ISDA 2003 Term: Quotation Amount.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40029</Tag>
<Name>CashSettlQuoteCurrency</Name>
<Type>Currency</Type>
<AbbrName>QteCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency the CashSettlQuoteAmount(40028) is denominated in. Uses ISO 4217 Currency Code.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40030</Tag>
<Name>CashSettlMinimumQuoteAmount</Name>
<Type>Amt</Type>
<AbbrName>MinQteAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount.</Description>
<Elaboration>ISDA 2003 Term: Minimum Quotation Amount.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40031</Tag>
<Name>CashSettlMinimumQuoteCurrency</Name>
<Type>Currency</Type>
<AbbrName>MinQteCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency the CashSettlMinimumQuoteAmount(40030) is denominated in. Uses ISO 4217 Currency Code.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40032</Tag>
<Name>CashSettlDealer</Name>
<Type>String</Type>
<AbbrName>Dlr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation.</Description>
<Elaboration>ISDA 2003 Term: Dealer.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40033</Tag>
<Name>CashSettlBusinessDays</Name>
<Type>int</Type>
<AbbrName>BizDays</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of business days used in the determination of the cash settlement payment date. </Description>
<Elaboration>If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied.
ISDA 2003 Term: Cash Settlement Date.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40034</Tag>
<Name>CashSettlAmount</Name>
<Type>Amt</Type>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date.</Description>
<Elaboration>If not specified this is not to be included in the message and the parties to the trade are expected to calculate the value. The value is the greater of (a) floating rate payer calculation amount x (reference price - final price) or (b) zero. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount </Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="169">
<Tag>40035</Tag>
<Name>CashSettlRecoveryFactor</Name>
<Type>float</Type>
<AbbrName>RcvryFctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount calculated is (1 - CashSettlRecoveryFactor(40035)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40036</Tag>
<Name>CashSettlFixedTermIndicator</Name>
<Type>Boolean</Type>
<AbbrName>FixedInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether fixed settlement is applicable or not applicable in a recovery lock.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40037</Tag>
<Name>CashSettlAccruedInterestIndicator</Name>
<Type>Boolean</Type>
<AbbrName>AcrdIntInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether accrued interest is included or not in the value provided in CashSettlAmount(40034). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest.
For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. </Description>
<Elaboration>ISDA 2003 Term: Include/Exclude Accrued Interest.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40038</Tag>
<Name>CashSettlValuationMethod</Name>
<Type>int</Type>
<AbbrName>ValMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.</Description>
<Elaboration>ISDA 2003 Term: Valuation Method</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40039</Tag>
<Name>CashSettlTermXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A named string value referenced by UnderlyingSettlTermXIDRef(41315). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40040</Tag>
<Name>NoContractualDefinitions</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of financing definitions in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40041</Tag>
<Name>ContractualDefinition</Name>
<Type>String</Type>
<AbbrName>Def</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies which contract definition, such as those published by ISDA, will apply for the terms of the trade. See http://www.fpml.org/coding-scheme/contractual-definitions for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40042</Tag>
<Name>NoContractualMatrices</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of contractual matrices in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="192">
<Tag>40043</Tag>
<Name>ContractualMatrixSource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the applicable contract matrix. See http://www.fpml.org/coding-scheme/matrix-type-1-0.xml for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40044</Tag>
<Name>ContractualMatrixDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40045</Tag>
<Name>ContractualMatrixTerm</Name>
<Type>String</Type>
<AbbrName>Trm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the applicable key into the relevent contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the ContractualMatrixTerm(40045) is not applicable and is to be omitted. See http://www.fpml.org/coding-scheme/credit-matrix-transaction-type for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40046</Tag>
<Name>NoFinancingTermSupplements</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of financing terms supplements in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40047</Tag>
<Name>FinancingTermSupplementDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the applicable contractual supplement. See http://www.fpml.org/coding-scheme/contractual-supplement for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40048</Tag>
<Name>FinancingTermSupplementDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The publication date of the applicable version of the contractual supplement.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40049</Tag>
<Name>NoStreams</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of swap streams in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40050</Tag>
<Name>StreamType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of swap stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40051</Tag>
<Name>StreamDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A short descriptive name given to the payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as reference.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40052</Tag>
<Name>StreamPaySide</Name>
<Type>int</Type>
<AbbrName>PaySide</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40214</EnumDatatype>
<Description>The side of the party paying the stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40053</Tag>
<Name>StreamReceiveSide</Name>
<Type>int</Type>
<AbbrName>RcvSide</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40214</EnumDatatype>
<Description>The side of the party receiving the stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40054</Tag>
<Name>StreamNotional</Name>
<Type>Amt</Type>
<AbbrName>Notl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Notional, or initial notional value for the payment stream. Use the PaymentScheduleGrp component to specify the rate steps. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40055</Tag>
<Name>StreamCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency the StreamNotional(40054) is denominated in. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40056</Tag>
<Name>StreamText</Name>
<Type>String</Type>
<AbbrName>Txt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Free form text to specify additional information or enumeration description when a standard value does not apply.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40057</Tag>
<Name>UnderlyingStreamEffectiveDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted effective date. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40058</Tag>
<Name>UnderlyingStreamEffectiveDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the underlying instrument's stream's effective, or relative effective, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40059</Tag>
<Name>UnderlyingStreamEffectiveDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the underlying instrument's stream's effective, or relative effective, date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40060</Tag>
<Name>UnderlyingStreamEffectiveDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the effective date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40061</Tag>
<Name>UnderlyingStreamEffectiveDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative effective date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40062</Tag>
<Name>UnderlyingStreamEffectiveDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative effective date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40063</Tag>
<Name>UnderlyingStreamEffectiveDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative effective date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40064</Tag>
<Name>UnderlyingStreamEffectiveDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted effective date. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40065</Tag>
<Name>StreamTerminationDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted termination date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40066</Tag>
<Name>StreamTerminationDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the instrument's stream's termination, or relative termination, date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40067</Tag>
<Name>StreamTerminationDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the instrument's stream's termination, or relative termination, date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40068</Tag>
<Name>StreamTerminationDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the termination date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40069</Tag>
<Name>StreamTerminationDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative termination date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40070</Tag>
<Name>StreamTerminationDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative termination date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40071</Tag>
<Name>StreamTerminationDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative termination date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40072</Tag>
<Name>StreamTerminationDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted termination date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40073</Tag>
<Name>StreamCalculationPeriodBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust calculation periods. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40074</Tag>
<Name>StreamCalculationPeriodBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust calculation periods, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40075</Tag>
<Name>StreamFirstPeriodStartDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstStartDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted first calculation period start date if before the effective date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40076</Tag>
<Name>StreamFirstPeriodStartDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>FirstStartDtBizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the instrument's stream's first calculation period start date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40077</Tag>
<Name>StreamFirstPeriodStartDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the instrument's stream's first calculation period start date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40078</Tag>
<Name>StreamFirstPeriodStartDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstStartDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted first calculation period start date, if it is before the effective date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40079</Tag>
<Name>StreamFirstRegularPeriodStartDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstReglrStartDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted first start date of the regular calculation period, if there is an initial stub period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40080</Tag>
<Name>StreamFirstCompoundingPeriodEndDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstCmpndgEndDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted end date of the initial compounding period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40081</Tag>
<Name>StreamLastRegularPeriodEndDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>LastReglrEndDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted last regular period end date if there is a final stub period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40082</Tag>
<Name>StreamCalculationFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the frequency at which calculation period end dates occur.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40083</Tag>
<Name>StreamCalculationFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1949</EnumDatatype>
<Description>Time unit associated with the frequency at which calculation period end dates occur.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40084</Tag>
<Name>StreamCalculationRollConvention</Name>
<Type>String</Type>
<AbbrName>Roll</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40922</EnumDatatype>
<Description>The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the DateAdjustment component within the Instrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40085</Tag>
<Name>NoSettlRateFallbacks</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of settlement rate fallbacks in the repeating group</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40086</Tag>
<Name>SettlRatePostponementMaximumDays</Name>
<Type>int</Type>
<AbbrName>MaxDays</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40087</Tag>
<Name>LegPaymentStreamNonDeliverableSettlRateSource</Name>
<Type>int</Type>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1446</EnumDatatype>
<Description>Identifies the source of the rate information.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40088</Tag>
<Name>SettlRatePostponementSurvey</Name>
<Type>Boolean</Type>
<AbbrName>Survey</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether to request a settlement rate quote from the market.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40089</Tag>
<Name>SettlRatePostponementCalculationAgent</Name>
<Type>int</Type>
<AbbrName>CalcAgent</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40098</EnumDatatype>
<Description>Used to identify the settlement rate postponement calculation agent.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40090</Tag>
<Name>NoProvisions</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of provisions in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40091</Tag>
<Name>ProvisionType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of provisions.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40092</Tag>
<Name>ProvisionDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted date of the provision.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40093</Tag>
<Name>ProvisionDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the instrument's provision's dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40094</Tag>
<Name>ProvisionDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the instrument's provision's dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40095</Tag>
<Name>ProvisionDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted date of the provision.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40096</Tag>
<Name>ProvisionDateTenorPeriod</Name>
<Type>int</Type>
<AbbrName>TenorPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the provision's tenor period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40097</Tag>
<Name>ProvisionDateTenorUnit</Name>
<Type>String</Type>
<AbbrName>TenorUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit associated with the provision's tenor period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40098</Tag>
<Name>ProvisionCalculationAgent</Name>
<Type>int</Type>
<AbbrName>CalcAgent</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to identify the calculation agent. The calculation agent may be identified in ProvisionCalculationAgent(40098) or in the ProvisionParties component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40099</Tag>
<Name>ProvisionOptionSinglePartyBuyerSide</Name>
<Type>int</Type>
<AbbrName>BuyerSide</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="169">
<Tag>40100</Tag>
<Name>ProvisionOptionSinglePartySellerSide</Name>
<Type>int</Type>
<AbbrName>SellerSide</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40099</EnumDatatype>
<Description>If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40101</Tag>
<Name>ProvisionOptionExerciseStyle</Name>
<Type>int</Type>
<AbbrName>ExerStyle</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1194</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>The instrument provision option’s exercise style.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40102</Tag>
<Name>ProvisionOptionExerciseMultipleNotional</Name>
<Type>Amt</Type>
<AbbrName>MultplNotl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40103</Tag>
<Name>ProvisionOptionExerciseMinimumNotional</Name>
<Type>Amt</Type>
<AbbrName>MinNotl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The minimum notional amount that can be exercised on a given exercise date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40104</Tag>
<Name>ProvisionOptionExerciseMaximumNotional</Name>
<Type>Amt</Type>
<AbbrName>MaxNotl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The maximum notional amount that can be exercised on a given exercise date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40105</Tag>
<Name>ProvisionOptionMinimumNumber</Name>
<Type>int</Type>
<AbbrName>MinNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The minimum number of options that can be exercised on a given exercise date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40106</Tag>
<Name>ProvisionOptionMaximumNumber</Name>
<Type>int</Type>
<AbbrName>MaxNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40107</Tag>
<Name>ProvisionOptionExerciseConfirmation</Name>
<Type>Boolean</Type>
<AbbrName>ExerCnfm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="169">
<Tag>40108</Tag>
<Name>ProvisionCashSettlMethod</Name>
<Type>int</Type>
<AbbrName>SettlMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40109</Tag>
<Name>ProvisionCashSettlCurrency</Name>
<Type>Currency</Type>
<AbbrName>SettlCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of settlement. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40110</Tag>
<Name>ProvisionCashSettlCurrency2</Name>
<Type>Currency</Type>
<AbbrName>SettlCcy2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40111</Tag>
<Name>ProvisionCashSettlQuoteType</Name>
<Type>int</Type>
<AbbrName>SettlQteTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the type of quote to be used. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40112</Tag>
<Name>ProvisionCashSettlQuoteSource</Name>
<Type>int</Type>
<AbbrName>SettlQteSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40790</EnumDatatype>
<Description>Identifies the source of quote information. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40113</Tag>
<Name>ProvisionText</Name>
<Type>String</Type>
<AbbrName>Txt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Free form text to specify additional information or enumeration description when a standard value does not apply.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40114</Tag>
<Name>ProvisionCashSettlValueTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>Tm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40115</Tag>
<Name>ProvisionCashSettlValueTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>TmBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="187">
<Tag>40116</Tag>
<Name>ProvisionCashSettlValueDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The cash settlement valuation date adjustment business day convention. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40117</Tag>
<Name>ProvisionCashSettlValueDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the provision's cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40118</Tag>
<Name>ProvisionCashSettlValueDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the cash settlement value date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40119</Tag>
<Name>ProvisionCashSettlValueDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative cash settlement value date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40120</Tag>
<Name>ProvisionCashSettlValueDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative cash settlement value date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40121</Tag>
<Name>ProvisionCashSettlValueDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the provision's relative cash settlement value date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40122</Tag>
<Name>ProvisionCashSettlValueDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted cash settlement value date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40123</Tag>
<Name>ProvisionOptionExerciseBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the instrument's provision's option exercise date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40124</Tag>
<Name>ProvisionOptionExerciseBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the instrument's provision's option exercise date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40125</Tag>
<Name>ProvisionOptionExerciseEarliestDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>ErlstOfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40126</Tag>
<Name>ProvisionOptionExerciseEarliestDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>ErlstOfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40127</Tag>
<Name>ProvisionOptionExerciseFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40128</Tag>
<Name>ProvisionOptionExerciseFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1949</EnumDatatype>
<Description>Time unit associated with the frequency of subsequent exercise dates in the exercise period following the earliest exercise date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40129</Tag>
<Name>ProvisionOptionExerciseStartDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted first day of the exercise period for an American style option.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40130</Tag>
<Name>ProvisionOptionExerciseStartDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>StartDtReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the option exercise start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40131</Tag>
<Name>ProvisionOptionExerciseStartDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>StartDtOfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative option exercise start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40132</Tag>
<Name>ProvisionOptionExerciseStartDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>StartDtOfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative option exercise start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40133</Tag>
<Name>ProvisionOptionExerciseStartDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>StartDtOfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the provision's relative option exercise start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40134</Tag>
<Name>ProvisionOptionExerciseStartDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted first day of the exercise period for an American style option.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40135</Tag>
<Name>ProvisionOptionExercisePeriodSkip</Name>
<Type>int</Type>
<AbbrName>Skip</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40136</Tag>
<Name>ProvisionOptionExerciseBoundsFirstDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40137</Tag>
<Name>ProvisionOptionExerciseBoundsLastDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>LastDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40138</Tag>
<Name>ProvisionOptionExerciseEarliestTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>ErlstTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40139</Tag>
<Name>ProvisionOptionExerciseEarliestTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>ErlstTmBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the business center calendar used with the provision's earliest time for notice of exercise.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40140</Tag>
<Name>ProvisionOptionExerciseLatestTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>LtstTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40141</Tag>
<Name>ProvisionOptionExerciseLatestTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>LtstTmBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the business center calendar used with the provision's latest time for notice of exercise.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40142</Tag>
<Name>NoProvisionOptionExerciseFixedDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of provision option exercise fixed dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40143</Tag>
<Name>ProvisionOptionExerciseFixedDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A predetermined option exercise date, unadjusted or adjusted depending on ProvisionOptionExerciseFixedDateType(40144).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40144</Tag>
<Name>ProvisionOptionExerciseFixedDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of date (e.g. adjusted for holidays).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40145</Tag>
<Name>ProvisionOptionExpirationDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40146</Tag>
<Name>ProvisionOptionExpirationDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the instrument's provision's option expiration date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40147</Tag>
<Name>ProvisionOptionExpirationDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the instrument's provision's option expiration date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40148</Tag>
<Name>ProvisionOptionExpirationDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the option expiration date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40149</Tag>
<Name>ProvisionOptionExpirationDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative option expiration date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40150</Tag>
<Name>ProvisionOptionExpirationDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative option expiration date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40151</Tag>
<Name>ProvisionOptionExpirationDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the provision's relative option expiration date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40152</Tag>
<Name>ProvisionOptionExpirationDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40153</Tag>
<Name>ProvisionOptionExpirationTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>ExpTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The latest time for exercise on the expiration date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40154</Tag>
<Name>ProvisionOptionExpirationTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>ExpTmBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the business center calendar used with the provision's latest exercise time on expiration date.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40155</Tag>
<Name>ProvisionOptionRelevantUnderlyingDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40156</Tag>
<Name>ProvisionOptionRelevantUnderlyingDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the instrument's provision's option underlying date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40157</Tag>
<Name>ProvisionOptionRelevantUnderlyingDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the instrument's provision's option underlying date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40158</Tag>
<Name>ProvisionOptionRelevantUnderlyingDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40159</Tag>
<Name>ProvisionOptionRelevantUnderlyingDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative option relevant underlying date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40160</Tag>
<Name>ProvisionOptionRelevantUnderlyingDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative option relevant underlying date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40161</Tag>
<Name>ProvisionOptionRelevantUnderlyingDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the provision's relative option relevant underlying date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40162</Tag>
<Name>ProvisionOptionRelevantUnderlyingDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40163</Tag>
<Name>ProvisionCashSettlPaymentDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the provisional cash settlement payment's termination or relative termination date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40164</Tag>
<Name>ProvisionCashSettlPaymentDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the provisional cash settlement payment's termination or relative termination date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40165</Tag>
<Name>ProvisionCashSettlPaymentDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the cash settlement payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40166</Tag>
<Name>ProvisionCashSettlPaymentDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative cash settlement payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40167</Tag>
<Name>ProvisionCashSettlPaymentDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative cash settlement payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40168</Tag>
<Name>ProvisionCashSettlPaymentDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the provision's relative cash settlement payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40169</Tag>
<Name>ProvisionCashSettlPaymentDateRangeFirst</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtFirst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>First date in range when a settlement date range is provided.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40170</Tag>
<Name>ProvisionCashSettlPaymentDateRangeLast</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtLast</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The last date in range when a settlement date range is provided.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40171</Tag>
<Name>NoProvisionCashSettlPaymentDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of provision cash settlement payment dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40172</Tag>
<Name>ProvisionCashSettlPaymentDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The cash settlement payment date, unadjusted or adjusted depending on ProvisionCashSettlPaymentDateType(40173).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40173</Tag>
<Name>ProvisionCashSettlPaymentDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of date (e.g. adjusted for holidays).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40174</Tag>
<Name>NoProvisionPartyIDs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of parties identified in the contract provision.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40175</Tag>
<Name>ProvisionPartyID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The party identifier/code for the payment settlement party. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40176</Tag>
<Name>ProvisionPartyIDSource</Name>
<Type>char</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>447</EnumDatatype>
<Description>Identifies class or source of the ProvisionPartyID(40175) value. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40177</Tag>
<Name>ProvisionPartyRole</Name>
<Type>int</Type>
<AbbrName>R</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>452</EnumDatatype>
<Description>Identifies the type or role of ProvisionPartyID(40175) specified. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40178</Tag>
<Name>NoProvisionPartySubIDs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of sub-party IDs to be reported for the party.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40179</Tag>
<Name>ProvisionPartySubID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Party sub-identifier, if applicable, for ProvisionPartyID(40175). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40180</Tag>
<Name>ProvisionPartySubIDType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>803</EnumDatatype>
<UnionDataType>Reserved4000Plus</UnionDataType>
<Description>The type of ProvisionPartySubID(40179). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40181</Tag>
<Name>NoProtectionTerms</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of protection terms in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40182</Tag>
<Name>ProtectionTermNotional</Name>
<Type>Amt</Type>
<AbbrName>Notl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The notional amount of protection coverage. </Description>
<Elaboration>ISDA 2003 Term: Floating Rate Payer Calculation Amount.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40183</Tag>
<Name>ProtectionTermCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The currency of ProtectionTermNotional(40182). Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40184</Tag>
<Name>ProtectionTermSellerNotifies</Name>
<Type>Boolean</Type>
<AbbrName>Seller</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring.
ProtectionTermSellerNotifies(40184)=Y indicates that the seller notifies.</Description>
<Elaboration>ISDA 2003 Term: Notifying Party.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40185</Tag>
<Name>ProtectionTermBuyerNotifies</Name>
<Type>Boolean</Type>
<AbbrName>Buyer</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring.
ProtectionTermBuyerNotifies(40185)=Y indicates that the buyer notifies. </Description>
<Elaboration>ISDA 2003 Term: Notifying Party.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40186</Tag>
<Name>ProtectionTermEventBusinessCenter</Name>
<Type>String</Type>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40187</Tag>
<Name>ProtectionTermStandardSources</Name>
<Type>Boolean</Type>
<AbbrName>StdSrcs</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether ISDA defined Standard Public Sources are applicable (ProtectionTermStandardSources(40187)=Y) or not.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40188</Tag>
<Name>ProtectionTermEventMinimumSources</Name>
<Type>int</Type>
<AbbrName>MinSrcs</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. </Description>
<Elaboration>ISDA 2003 Term: Specified Number.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40189</Tag>
<Name>ProtectionTermEventNewsSource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Newspaper or electronic news service or source that may publish relevant information used in the determination of whether or not a credit event has occurred.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40190</Tag>
<Name>ProtectionTermXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A named string value referenced by UnderlyingProtectionTermXIDRef(41314).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40191</Tag>
<Name>NoProtectionTermEvents</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of protection term events in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="187">
<Tag>40192</Tag>
<Name>ProtectionTermEventType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of credit event applicable to the protection terms.
See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="187">
<Tag>40193</Tag>
<Name>ProtectionTermEventValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Protection term event value appropriate to ProtectionTermEvenType(40192).
See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40194</Tag>
<Name>ProtectionTermEventCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Applicable currency if ProtectionTermEventValue(40193) is an amount. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40195</Tag>
<Name>ProtectionTermEventPeriod</Name>
<Type>int</Type>
<AbbrName>Period</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for protection term events.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40196</Tag>
<Name>ProtectionTermEventUnit</Name>
<Type>String</Type>
<AbbrName>Unit</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit associated with protection term events.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40197</Tag>
<Name>ProtectionTermEventDayType</Name>
<Type>int</Type>
<AbbrName>DayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40810</EnumDatatype>
<Description>Day type for events that specify a period and unit. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40198</Tag>
<Name>ProtectionTermEventRateSource</Name>
<Type>String</Type>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Rate source for events that specify a rate source, e.g. Floating rate interest shortfall.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40199</Tag>
<Name>NoProtectionTermEventQualifiers</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of qualifiers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40200</Tag>
<Name>ProtectionTermEventQualifier</Name>
<Type>char</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Protection term event qualifier. Used to further qualify ProtectionTermEventType(40192). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40201</Tag>
<Name>NoProtectionTermObligations</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of obligations in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="187">
<Tag>40202</Tag>
<Name>ProtectionTermObligationType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of obligation applicable to the protection terms.
See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="187">
<Tag>40203</Tag>
<Name>ProtectionTermObligationValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Protection term obligation value appropriate to ProtectionTermObligationType(40202).
See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40204</Tag>
<Name>NoPhysicalSettlTerms</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of entries in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40205</Tag>
<Name>PhysicalSettlCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of physical settlement. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40206</Tag>
<Name>PhysicalSettlBusinessDays</Name>
<Type>int</Type>
<AbbrName>BizDays</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of business days used in the determination of physical settlement. Its precise meaning is dependant on the context in which this element is used. </Description>
<Elaboration>ISDA 2003 Term: Business Day.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40207</Tag>
<Name>PhysicalSettlMaximumBusinessDays</Name>
<Type>int</Type>
<AbbrName>MaxBizDays</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A maximum number of business days. Its precise meaning is dependant on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40208</Tag>
<Name>PhysicalSettlTermXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A named string value referenced by UnderlyingSettlTermXIDRef(41315). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40209</Tag>
<Name>NoPhysicalSettlDeliverableObligations</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of entries in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="169">
<Tag>40210</Tag>
<Name>PhysicalSettlDeliverableObligationType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of deliverable obligation applicable for physical settlement. See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="169">
<Tag>40211</Tag>
<Name>PhysicalSettlDeliverableObligationValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Physical settlement deliverable obligation value appropriate to PhysicalSettlDeliverableObligationType(40210). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for applicable obligation type values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40212</Tag>
<Name>NoPayments</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of additional settlement or bullet payments.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40213</Tag>
<Name>PaymentType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Type of payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40214</Tag>
<Name>PaymentPaySide</Name>
<Type>int</Type>
<AbbrName>PaySide</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The side of the party paying the payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40215</Tag>
<Name>PaymentReceiveSide</Name>
<Type>int</Type>
<AbbrName>RcvSide</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40214</EnumDatatype>
<Description>The side of the party receiving the payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40216</Tag>
<Name>PaymentCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency in which PaymentAmount(40217) is denominated. Uses ISO 4271 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40217</Tag>
<Name>PaymentAmount</Name>
<Type>Amt</Type>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The total payment amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40218</Tag>
<Name>PaymentPrice</Name>
<Type>Price</Type>
<AbbrName>Px</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The price determining the payment amount expressed in terms specified in PaymentPriceType(40919) and expressed in market format. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40219</Tag>
<Name>PaymentDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted payment date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40220</Tag>
<Name>PaymentBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the payment date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40221</Tag>
<Name>PaymentBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40222</Tag>
<Name>PaymentDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted payment date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40224</Tag>
<Name>PaymentDiscountFactor</Name>
<Type>float</Type>
<AbbrName>DiscFctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The value representing the discount factor used to calculate the present value of the cash flow.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40225</Tag>
<Name>PaymentPresentValueAmount</Name>
<Type>Amt</Type>
<AbbrName>PVAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The amount representing the present value of the forecast payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40226</Tag>
<Name>PaymentPresentValueCurrency</Name>
<Type>Currency</Type>
<AbbrName>PVCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency the PaymentPresentValueAmount(40225) is denominated in. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40227</Tag>
<Name>PaymentSettlStyle</Name>
<Type>int</Type>
<AbbrName>SettlStyle</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Payment settlement style.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40228</Tag>
<Name>LegPaymentStreamNonDeliverableSettlReferencePage</Name>
<Type>String</Type>
<AbbrName>RefPg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reference "page" from the rate source.
When LegPaymentStreamNonDeliverableSettlRateSource(40087) = 3 (ISDA Settlement Rate Option) this contains a value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40229</Tag>
<Name>PaymentText</Name>
<Type>String</Type>
<AbbrName>Txt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Free form text to specify additional information or enumeration description when a sdtandard value does not apply. Identifies the payment type when PaymentType(40213) = 99 (Other).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40230</Tag>
<Name>NoPaymentSettls</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of additional settlements or bullet payments. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40231</Tag>
<Name>PaymentSettlAmount</Name>
<Type>Amt</Type>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The payment settlement amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40232</Tag>
<Name>PaymentSettlCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency the PaymentSettlAmount(40231) is denominated in. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40233</Tag>
<Name>NoPaymentSettlPartyIDs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of parties identified in the additional settlement or bullet payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40234</Tag>
<Name>PaymentSettlPartyID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The payment settlement party identifier. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40235</Tag>
<Name>PaymentSettlPartyIDSource</Name>
<Type>char</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>447</EnumDatatype>
<Description>Identifies the class or source of PaymentSettlPartyID(40234) value (e.g. BIC). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40236</Tag>
<Name>PaymentSettlPartyRole</Name>
<Type>int</Type>
<AbbrName>R</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>452</EnumDatatype>
<Description>Identifies the role of PaymentSettlPartyID(40234) (e.g. the beneficiary's bank or depository institution).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40237</Tag>
<Name>PaymentSettlPartyRoleQualifier</Name>
<Type>int</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1674</EnumDatatype>
<Description>Qualifies the value of PaymentSettlPartyRole(40236).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40238</Tag>
<Name>NoPaymentSettlPartySubIDs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of sub-party IDs to be reported for the party.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40239</Tag>
<Name>PaymentSettlPartySubID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Party sub-identifier, if applicable, for PaymentSettlPartyRole(40236). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40240</Tag>
<Name>PaymentSettlPartySubIDType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>803</EnumDatatype>
<UnionDataType>Reserved4000Plus</UnionDataType>
<Description>The type of PaymentSettlPartySubID(40239) value. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40241</Tag>
<Name>NoLegStreams</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of swap streams in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40242</Tag>
<Name>LegStreamType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40050</EnumDatatype>
<Description>Type of swap stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40243</Tag>
<Name>LegStreamDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A short descriptive name given to the payment stream, e.g. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as a reference.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40244</Tag>
<Name>LegStreamPaySide</Name>
<Type>int</Type>
<AbbrName>PaySide</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40214</EnumDatatype>
<Description>The side of the party paying the stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40245</Tag>
<Name>LegStreamReceiveSide</Name>
<Type>int</Type>
<AbbrName>RcvSide</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40214</EnumDatatype>
<Description>The side of the party receiving the stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40246</Tag>
<Name>LegStreamNotional</Name>
<Type>Amt</Type>
<AbbrName>Notl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Notional, or initial notional value for the payment stream. The LegPaymentSchedule component should be used for specifying the steps.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40247</Tag>
<Name>LegStreamCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency the LegStreamNotional(40246) is denominated in. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40248</Tag>
<Name>LegStreamText</Name>
<Type>String</Type>
<AbbrName>Txt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Free form text to specify additional information or enumeration description when a standard value does not apply.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40249</Tag>
<Name>LegStreamEffectiveDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted effective date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40250</Tag>
<Name>LegStreamEffectiveDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the instrument leg's stream's effective date or relative effective date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40251</Tag>
<Name>LegStreamEffectiveDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the instrument leg's stream's effective date or relative effective date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40252</Tag>
<Name>LegStreamEffectiveDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the effective date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40253</Tag>
<Name>LegStreamEffectiveDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative effective date offset. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40254</Tag>
<Name>LegStreamEffectiveDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative effective date offset. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40255</Tag>
<Name>LegStreamEffectiveDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative effective date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40256</Tag>
<Name>LegStreamEffectiveDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted effective date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40257</Tag>
<Name>LegStreamTerminationDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted termination date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40258</Tag>
<Name>LegStreamTerminationDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the instrument leg's stream's termination, or relative termination, date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40259</Tag>
<Name>LegStreamTerminationDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the instrument leg's stream's termination, or relative termination, date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40260</Tag>
<Name>LegStreamTerminationDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the termination date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40261</Tag>
<Name>LegStreamTerminationDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative termination date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40262</Tag>
<Name>LegStreamTerminationDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative termination date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40263</Tag>
<Name>LegStreamTerminationDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative termination date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40264</Tag>
<Name>LegStreamTerminationDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted termination date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40265</Tag>
<Name>LegStreamCalculationPeriodBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust calculation periods. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40266</Tag>
<Name>LegStreamCalculationPeriodBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust calculation periods, e.g. "GLBO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40267</Tag>
<Name>LegStreamFirstPeriodStartDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstStartDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted first calculation period start date if before the effective date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40268</Tag>
<Name>LegStreamFirstPeriodStartDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>FirstStartDtBizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the instrument leg's stream's first calculation period start date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40269</Tag>
<Name>LegStreamFirstPeriodStartDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the instrument leg's stream's first calculation period start date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40270</Tag>
<Name>LegStreamFirstPeriodStartDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstStartDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted first calculation period start date, if it is before the effective date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40271</Tag>
<Name>LegStreamFirstRegularPeriodStartDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstReglrStartDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted first start date of the regular calculation period, if there is an initial stub period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40272</Tag>
<Name>LegStreamFirstCompoundingPeriodEndDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstCmpndgEndDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted end date of the initial compounding period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40273</Tag>
<Name>LegStreamLastRegularPeriodEndDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>LastReglrEndDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted last regular period end date if there is a final stub period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40274</Tag>
<Name>LegStreamCalculationFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the frequency at which calculation period end dates occur. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40275</Tag>
<Name>LegStreamCalculationFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1949</EnumDatatype>
<Description>Time unit associated with the frequency at which calculation period end dates occur. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40276</Tag>
<Name>LegStreamCalculationRollConvention</Name>
<Type>String</Type>
<AbbrName>Roll</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40922</EnumDatatype>
<Description>The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the LegDateAdjustment component within the InstrumentLeg component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40277</Tag>
<Name>NoCashSettlDealers</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of dealers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40278</Tag>
<Name>NoBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40279</Tag>
<Name>LegPaymentStreamType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40738</EnumDatatype>
<Description>Identifies the type of payment stream applicable to the swap stream associated with the instrument leg.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40280</Tag>
<Name>LegPaymentStreamMarketRate</Name>
<Type>int</Type>
<AbbrName>MktRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40281</Tag>
<Name>LegPaymentStreamDelayIndicator</Name>
<Type>Boolean</Type>
<AbbrName>DelayInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount.
Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap.
Commercial mortage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40282</Tag>
<Name>LegPaymentStreamSettlCurrency</Name>
<Type>Currency</Type>
<AbbrName>SettlCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40283</Tag>
<Name>LegPaymentStreamDayCount</Name>
<Type>int</Type>
<AbbrName>DayCnt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1950</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>The day count convention used in the payment stream calculations.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40284</Tag>
<Name>LegPaymentStreamAccrualDays</Name>
<Type>int</Type>
<AbbrName>AcrlDays</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40285</Tag>
<Name>LegPaymentStreamDiscountType</Name>
<Type>int</Type>
<AbbrName>DiscTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40744</EnumDatatype>
<Description>The method of calculating discounted payment amounts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40286</Tag>
<Name>LegPaymentStreamDiscountRate</Name>
<Type>Percentage</Type>
<AbbrName>Disc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40287</Tag>
<Name>LegPaymentStreamDiscountRateDayCount</Name>
<Type>int</Type>
<AbbrName>DiscDayCnt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1950</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>The day count convention applied to the LegPaymentStreamDiscountRate(40286).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40288</Tag>
<Name>LegPaymentStreamCompoundingMethod</Name>
<Type>int</Type>
<AbbrName>CmpndgMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40747</EnumDatatype>
<Description>Compounding method.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40289</Tag>
<Name>LegPaymentStreamInitialPrincipalExchangeIndicator</Name>
<Type>Boolean</Type>
<AbbrName>InitPrncplExchInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether there is an initial exchange of principal on the effective date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40290</Tag>
<Name>LegPaymentStreamInterimPrincipalExchangeIndicator</Name>
<Type>Boolean</Type>
<AbbrName>IntrmPrncplExchInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether there are intermediate or interim exchanges of principal during the term of the swap.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40291</Tag>
<Name>LegPaymentStreamFinalPrincipalExchangeIndicator</Name>
<Type>Boolean</Type>
<AbbrName>FnlPrncplExchInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether there is a final exchange of principal on the termination date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40292</Tag>
<Name>LegPaymentStreamPaymentDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40293</Tag>
<Name>LegPaymentStreamPaymentDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40294</Tag>
<Name>LegPaymentStreamPaymentFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the frequency of payments. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40295</Tag>
<Name>LegPaymentStreamPaymentFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40754</EnumDatatype>
<Description>Time unit associated with the frequency of payments. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40296</Tag>
<Name>LegPaymentStreamPaymentRollConvention</Name>
<Type>String</Type>
<AbbrName>Roll</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40922</EnumDatatype>
<Description>The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the LegDateAdjustment component within the InstrumentLeg component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40297</Tag>
<Name>LegPaymentStreamFirstPaymentDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted first payment date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40298</Tag>
<Name>LegPaymentStreamLastRegularPaymentDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>LastReglrDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted last regular payment date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40299</Tag>
<Name>LegPaymentStreamPaymentDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when payment dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40300</Tag>
<Name>LegPaymentStreamPaymentDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative payment date offset. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40301</Tag>
<Name>LegPaymentStreamPaymentDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative payment date offset. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40302</Tag>
<Name>LegPaymentStreamPaymentDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40303</Tag>
<Name>LegPaymentStreamResetDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the reset dates are relative to an anchor date.
If the reset frequency is specified as daily this element must not be included.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40304</Tag>
<Name>LegPaymentStreamResetDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40305</Tag>
<Name>LegPaymentStreamResetDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40306</Tag>
<Name>LegPaymentStreamResetFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for frequency of resets.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40307</Tag>
<Name>LegPaymentStreamResetFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1949</EnumDatatype>
<Description>Time unit associated with frequency of resets.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40308</Tag>
<Name>LegPaymentStreamResetWeeklyRollConvention</Name>
<Type>String</Type>
<AbbrName>WklyRoll</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40766</EnumDatatype>
<Description>Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40309</Tag>
<Name>LegPaymentStreamInitialFixingDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>InitReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the initial fixing date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40310</Tag>
<Name>LegPaymentStreamInitialFixingDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>InitBizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40311</Tag>
<Name>LegPaymentStreamInitialFixingDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40312</Tag>
<Name>LegPaymentStreamInitialFixingDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>InitPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative initial fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40313</Tag>
<Name>LegPaymentStreamInitialFixingDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>InitUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative initial fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40314</Tag>
<Name>LegPaymentStreamInitialFixingDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>InitDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative initial fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40315</Tag>
<Name>LegPaymentStreamInitialFixingDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>InitDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted initial fixing date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40316</Tag>
<Name>LegPaymentStreamFixingDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>FixngReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the fixing date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40317</Tag>
<Name>LegPaymentStreamFixingDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>FixngBizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40318</Tag>
<Name>LegPaymentStreamFixingDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40319</Tag>
<Name>LegPaymentStreamFixingDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>FixngPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40320</Tag>
<Name>LegPaymentStreamFixingDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>FixngUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40321</Tag>
<Name>LegPaymentStreamFixingDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>FixngDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40322</Tag>
<Name>LegPaymentStreamFixingDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FixngDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted fixing date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40323</Tag>
<Name>LegPaymentStreamRateCutoffDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>CutoffPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative rate cut-off date offset.</Description>
<Elaboration>This is generally the number of days preceeding the period end date or termination date, as appropriate, for the specified floating rate index. </Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40324</Tag>
<Name>LegPaymentStreamRateCutoffDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>CutoffUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative rate cut-off date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40325</Tag>
<Name>LegPaymentStreamRateCutoffDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>CutoffDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative rate cut-off date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40326</Tag>
<Name>LegPaymentStreamRate</Name>
<Type>Percentage</Type>
<AbbrName>Rt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The rate applicable to the fixed rate payment stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40327</Tag>
<Name>LegPaymentStreamFixedAmount</Name>
<Type>Amt</Type>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The leg instrument payment stream's fixed payment amount. In a CDS, this can be an alternative to LegPaymentStreamRate(40326).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40328</Tag>
<Name>LegPaymentStreamRateOrAmountCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency in which LegPaymentStreamFixedAmount(40327) or LegPaymentStreamRate(40326) is denominated. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40329</Tag>
<Name>LegPaymentStreamFutureValueNotional</Name>
<Type>Amt</Type>
<AbbrName>FutValNotl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40330</Tag>
<Name>LegPaymentStreamFutureValueDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FutValDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted value date of the future value amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40331</Tag>
<Name>LegPaymentStreamRateIndex</Name>
<Type>String</Type>
<AbbrName>Ndx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The payment stream floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40332</Tag>
<Name>LegPaymentStreamRateIndexSource</Name>
<Type>int</Type>
<AbbrName>NdxSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40790</EnumDatatype>
<Description>The source of the payment stream floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40333</Tag>
<Name>LegPaymentStreamRateIndexCurveUnit</Name>
<Type>String</Type>
<AbbrName>NdxUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40791</EnumDatatype>
<Description>Time unit associated with the payment stream's floating rate index curve period. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40334</Tag>
<Name>LegPaymentStreamRateIndexCurvePeriod</Name>
<Type>int</Type>
<AbbrName>NdxPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the payment stream's floating rate index curve period. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40335</Tag>
<Name>LegPaymentStreamRateMultiplier</Name>
<Type>float</Type>
<AbbrName>RtMult</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40336</Tag>
<Name>LegPaymentStreamRateSpread</Name>
<Type>PriceOffset</Type>
<AbbrName>Spread</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The basis points spread from the index specified in LegPaymentStreamRateIndex(40331).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40337</Tag>
<Name>LegPaymentStreamRateSpreadPositionType</Name>
<Type>int</Type>
<AbbrName>SpreadPosTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40795</EnumDatatype>
<Description>Identifies whether the rate spread is applied to a long or short position.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40338</Tag>
<Name>LegPaymentStreamRateTreatment</Name>
<Type>int</Type>
<AbbrName>RtTrtmt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40796</EnumDatatype>
<Description>Specifies the yield calculation treatment for the index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40339</Tag>
<Name>LegPaymentStreamCapRate</Name>
<Type>Percentage</Type>
<AbbrName>CapRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The cap rate, if any, which applies to the floating rate. It is only required where the floating rate on a swap stream is capped at a certain level The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40340</Tag>
<Name>LegPaymentStreamCapRateBuySide</Name>
<Type>int</Type>
<AbbrName>CapRtBuy</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40798</EnumDatatype>
<Description>Reference to the buyer of the cap rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40341</Tag>
<Name>LegPaymentStreamCapRateSellSide</Name>
<Type>int</Type>
<AbbrName>CapRtSell</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40798</EnumDatatype>
<Description>Reference to the seller of the cap rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40342</Tag>
<Name>LegPaymentStreamFloorRate</Name>
<Type>Percentage</Type>
<AbbrName>FlrRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40343</Tag>
<Name>LegPaymentStreamFloorRateBuySide</Name>
<Type>int</Type>
<AbbrName>FlrRtBuy</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40801</EnumDatatype>
<Description>Reference to the buyer of the floor rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40344</Tag>
<Name>LegPaymentStreamFloorRateSellSide</Name>
<Type>int</Type>
<AbbrName>FlrRtSell</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40801</EnumDatatype>
<Description>Reference to the seller of the floor rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40345</Tag>
<Name>LegPaymentStreamInitialRate</Name>
<Type>Percentage</Type>
<AbbrName>InitRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40346</Tag>
<Name>LegPaymentStreamFinalRateRoundingDirection</Name>
<Type>char</Type>
<AbbrName>FnlRtRndDirctn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>468</EnumDatatype>
<Description>Specifies the rounding direction.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40347</Tag>
<Name>LegPaymentStreamFinalRatePrecision</Name>
<Type>int</Type>
<AbbrName>FnlRtPrcsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40348</Tag>
<Name>LegPaymentStreamAveragingMethod</Name>
<Type>int</Type>
<AbbrName>AvgngMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40806</EnumDatatype>
<Description>When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40349</Tag>
<Name>LegPaymentStreamNegativeRateTreatment</Name>
<Type>int</Type>
<AbbrName>NegtvRtTrtmt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40807</EnumDatatype>
<Description>The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40350</Tag>
<Name>LegPaymentStreamInflationLagPeriod</Name>
<Type>int</Type>
<AbbrName>LagPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determineds the reference period for which the inflation index is observed. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40351</Tag>
<Name>LegPaymentStreamInflationLagUnit</Name>
<Type>String</Type>
<AbbrName>LagUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40809</EnumDatatype>
<Description>Time unit associated with the inflation lag period. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40352</Tag>
<Name>LegPaymentStreamInflationLagDayType</Name>
<Type>int</Type>
<AbbrName>LagDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40810</EnumDatatype>
<Description>The inflation lag period day type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40353</Tag>
<Name>LegPaymentStreamInflationInterpolationMethod</Name>
<Type>int</Type>
<AbbrName>IntrpltnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40811</EnumDatatype>
<Description>The method used when calculating the inflation index level from multiple points. The most common is linear method.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40354</Tag>
<Name>LegPaymentStreamInflationIndexSource</Name>
<Type>int</Type>
<AbbrName>InfltnNdxSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40790</EnumDatatype>
<Description>The inflation index reference source. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40355</Tag>
<Name>LegPaymentStreamInflationPublicationSource</Name>
<Type>String</Type>
<AbbrName>PublctnSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The publication source, such as relevant web site, news publication or a government body, where inflation information is obtained.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40356</Tag>
<Name>LegPaymentStreamInflationInitialIndexLevel</Name>
<Type>float</Type>
<AbbrName>InitLvl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Initial known index level for the first calculation period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40357</Tag>
<Name>LegPaymentStreamInflationFallbackBondApplicable</Name>
<Type>Boolean</Type>
<AbbrName>FallbckBond</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="169">
<Tag>40358</Tag>
<Name>LegPaymentStreamFRADiscounting</Name>
<Type>int</Type>
<AbbrName>FRADisc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40816</EnumDatatype>
<Description>The method of Forward Rate Agreement (FRA) discounting, if any, that will apply.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40359</Tag>
<Name>LegPaymentStreamNonDeliverableRefCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Non-deliverable settlement reference currency. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40360</Tag>
<Name>LegPaymentStreamNonDeliverableFixingDatesBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the payment stream's fixing date for the non-deliverable settlement terms. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40361</Tag>
<Name>LegPaymentStreamNonDeliverableFixingDatesBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40362</Tag>
<Name>LegPaymentStreamNonDeliverableFixingDatesRelativeTo</Name>
<Type>int</Type>
<AbbrName>FixngReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40363</Tag>
<Name>LegPaymentStreamNonDeliverableFixingDatesOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>FixngPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative non-deliverable fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40364</Tag>
<Name>LegPaymentStreamNonDeliverableFixingDatesOffsetUnit</Name>
<Type>String</Type>
<AbbrName>FixngUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative non-deliverable fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40365</Tag>
<Name>LegPaymentStreamNonDeliverableFixingDatesOffsetDayType</Name>
<Type>int</Type>
<AbbrName>FixngDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative non-deliverable fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40366</Tag>
<Name>LegSettlRateFallbackRateSource</Name>
<Type>int</Type>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1446</EnumDatatype>
<Description>Identifies the source of rate information.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40367</Tag>
<Name>NoLegNonDeliverableFixingDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of fixing dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40368</Tag>
<Name>LegNonDeliverableFixingDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The non-deliverable fixing date. Type of date is specified in LegNonDeliverableFixingDateType(40369).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40369</Tag>
<Name>LegNonDeliverableFixingDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40827</EnumDatatype>
<Description>Specifies the type of date (e.g. adjusted for holidays).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40370</Tag>
<Name>LegSettlRateFallbackReferencePage</Name>
<Type>String</Type>
<AbbrName>RefPg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reference "page" from the rate source.
When LegSettlRateFallbackRateSource(40366) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40371</Tag>
<Name>PaymentStreamNonDeliverableSettlRateSource</Name>
<Type>int</Type>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1446</EnumDatatype>
<Description>Identifies the source of rate information.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40372</Tag>
<Name>PaymentStreamNonDeliverableSettlReferencePage</Name>
<Type>String</Type>
<AbbrName>RefPg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reference "page" from the rate source.
When PaymentStreamNonDeliverableSettlRateSource(40371) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40373</Tag>
<Name>SettlRateFallbackRateSource</Name>
<Type>int</Type>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1446</EnumDatatype>
<Description>Identifies the source of rate information.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40374</Tag>
<Name>NoLegPaymentSchedules</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of swap schedules in the repeating group</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40375</Tag>
<Name>LegPaymentScheduleType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40829</EnumDatatype>
<Description>Specifies the type of schedule. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40376</Tag>
<Name>LegPaymentScheduleStubType</Name>
<Type>int</Type>
<AbbrName>StubTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40873</EnumDatatype>
<Description>Indicates to which stub this schedule applies. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40377</Tag>
<Name>LegPaymentScheduleStartDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40378</Tag>
<Name>LegPaymentScheduleEndDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>EndDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted end date of a cashflow payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40379</Tag>
<Name>LegPaymentSchedulePaySide</Name>
<Type>int</Type>
<AbbrName>PaySide</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40214</EnumDatatype>
<Description>The side of the party paying the step schedule.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40380</Tag>
<Name>LegPaymentScheduleReceiveSide</Name>
<Type>int</Type>
<AbbrName>RcvSide</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40214</EnumDatatype>
<Description>The side of the party receiving the step schedule.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40381</Tag>
<Name>LegPaymentScheduleNotional</Name>
<Type>Amt</Type>
<AbbrName>Notl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The notional value for this step schedule, or amount of a cashflow payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40382</Tag>
<Name>LegPaymentScheduleCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The currency for this step schedule. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40383</Tag>
<Name>LegPaymentScheduleRate</Name>
<Type>Percentage</Type>
<AbbrName>Rt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The rate value for this step schedule.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40384</Tag>
<Name>LegPaymentScheduleRateMultiplier</Name>
<Type>float</Type>
<AbbrName>RtMult</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40385</Tag>
<Name>LegPaymentScheduleRateSpread</Name>
<Type>PriceOffset</Type>
<AbbrName>Spread</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The spread value for this step schedule.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40386</Tag>
<Name>LegPaymentScheduleRateSpreadPositionType</Name>
<Type>int</Type>
<AbbrName>SpreadPosTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40795</EnumDatatype>
<Description>Identifies whether the rate spread is applied to a long or a short position.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40387</Tag>
<Name>LegPaymentScheduleRateTreatment</Name>
<Type>int</Type>
<AbbrName>RtTrtmt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40796</EnumDatatype>
<Description>Specifies the yield calculation treatment for the step schedule.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40388</Tag>
<Name>LegPaymentScheduleFixedAmount</Name>
<Type>Amt</Type>
<AbbrName>FixedAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The explicit payment amount for this step schedule.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40389</Tag>
<Name>LegPaymentScheduleFixedCurrency</Name>
<Type>Currency</Type>
<AbbrName>FixedCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The currency of the fixed amount. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40390</Tag>
<Name>LegPaymentScheduleStepFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>StepPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the step frequency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40391</Tag>
<Name>LegPaymentScheduleStepFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>StepUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1949</EnumDatatype>
<Description>Time unit associated with the step frequency. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40392</Tag>
<Name>LegPaymentScheduleStepOffsetValue</Name>
<Type>Amt</Type>
<AbbrName>StepVal</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The explicit amount that the notional changes on each step date. This can be a positive or negative amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40393</Tag>
<Name>LegPaymentScheduleStepRate</Name>
<Type>Percentage</Type>
<AbbrName>StepRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in LegPaymentScheduleStepRelativeTo(40395). The percentage can be either positive or negative.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40394</Tag>
<Name>LegPaymentScheduleStepOffsetRate</Name>
<Type>Percentage</Type>
<AbbrName>StepOfstRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The explicit amount that the rate changes on each step date. This can be a positive or negative value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40395</Tag>
<Name>LegPaymentScheduleStepRelativeTo</Name>
<Type>int</Type>
<AbbrName>StepReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40849</EnumDatatype>
<Description>Specifies whether the LegPaymentScheduleStepRate(40393) or LegPaymentScheduleStepOffsetValue(40392) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40396</Tag>
<Name>LegPaymentScheduleFixingDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FixngDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted fixing date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40397</Tag>
<Name>LegPaymentScheduleWeight</Name>
<Type>float</Type>
<AbbrName>Wt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Floating rate observation weight for cashflow payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40398</Tag>
<Name>LegPaymentScheduleFixingDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>FixngReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the fixing date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40399</Tag>
<Name>LegPaymentScheduleFixingDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>FixngBizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40400</Tag>
<Name>LegPaymentScheduleFixingDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40401</Tag>
<Name>LegPaymentScheduleFixingDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>FixngPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40402</Tag>
<Name>LegPaymentScheduleFixingDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>FixngUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40403</Tag>
<Name>LegPaymentScheduleFixingDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>FixngDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40404</Tag>
<Name>LegPaymentScheduleFixingDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FixngDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted fixing date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40405</Tag>
<Name>LegPaymentScheduleFixingTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>FixngTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The fxing time associated with the step schedule.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40406</Tag>
<Name>LegPaymentScheduleFixingTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>FixngTmBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Business center for determining fixing time.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40407</Tag>
<Name>LegPaymentScheduleInterimExchangePaymentDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>IntrmExchDtReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the interim exchange payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40408</Tag>
<Name>LegPaymentScheduleInterimExchangeDatesBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>IntrmExchDtBizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40409</Tag>
<Name>LegPaymentScheduleInterimExchangeDatesBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40410</Tag>
<Name>LegPaymentScheduleInterimExchangeDatesOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>IntrmExchDtPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative interim exchange date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40411</Tag>
<Name>LegPaymentScheduleInterimExchangeDatesOffsetUnit</Name>
<Type>String</Type>
<AbbrName>IntrmExchDtUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative interim exchange date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40412</Tag>
<Name>LegPaymentScheduleInterimExchangeDatesOffsetDayType</Name>
<Type>int</Type>
<AbbrName>IntrmExchDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative interim exchange date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40413</Tag>
<Name>LegPaymentScheduleInterimExchangeDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>IntrmExchDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted interim exchange date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40414</Tag>
<Name>NoLegPaymentScheduleRateSources</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of rate sources in the repeating group</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40415</Tag>
<Name>LegPaymentScheduleRateSource</Name>
<Type>int</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1446</EnumDatatype>
<Description>Identifies the source of rate information.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40416</Tag>
<Name>LegPaymentScheduleRateSourceType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1447</EnumDatatype>
<Description>Rate source type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40417</Tag>
<Name>LegPaymentScheduleReferencePage</Name>
<Type>String</Type>
<AbbrName>RefPg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reference "page" from the rate source.
For FX, the reference page to the spot rate to be used for the reference FX spot rate.
When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40418</Tag>
<Name>NoLegPaymentStubs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of stubs in the repeating group</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40419</Tag>
<Name>LegPaymentStubType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40873</EnumDatatype>
<Description>Stub type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40420</Tag>
<Name>LegPaymentStubLength</Name>
<Type>int</Type>
<AbbrName>Lngth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40874</EnumDatatype>
<Description>Optional indication whether stub is shorter or longer than the regular swap period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40421</Tag>
<Name>LegPaymentStubRate</Name>
<Type>Percentage</Type>
<AbbrName>Rt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The agreed upon fixed rate for this stub.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40422</Tag>
<Name>LegPaymentStubFixedAmount</Name>
<Type>Amt</Type>
<AbbrName>FixedAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A fixed payment amount for the stub.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40423</Tag>
<Name>LegPaymentStubFixedCurrency</Name>
<Type>Currency</Type>
<AbbrName>FixedCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The currency of the fixed payment amount. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40424</Tag>
<Name>LegPaymentStubIndex</Name>
<Type>String</Type>
<AbbrName>Ndx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The stub floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40425</Tag>
<Name>LegPaymentStubIndexSource</Name>
<Type>int</Type>
<AbbrName>NdxSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40790</EnumDatatype>
<Description>The source for the stub floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40426</Tag>
<Name>LegPaymentStubIndexCurvePeriod</Name>
<Type>int</Type>
<AbbrName>NdxPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40427</Tag>
<Name>LegPaymentStubIndexCurveUnit</Name>
<Type>String</Type>
<AbbrName>NdxUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40791</EnumDatatype>
<Description>Time unit associated with the floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40428</Tag>
<Name>LegPaymentStubIndexRateMultiplier</Name>
<Type>float</Type>
<AbbrName>RtMult</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40429</Tag>
<Name>LegPaymentStubIndexRateSpread</Name>
<Type>PriceOffset</Type>
<AbbrName>Spread</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Spread from floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40430</Tag>
<Name>LegPaymentStubIndexRateSpreadPositionType</Name>
<Type>int</Type>
<AbbrName>SpreadPosTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40795</EnumDatatype>
<Description>Identifies whether the rate spread is applied to a long or a short position.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40431</Tag>
<Name>LegPaymentStubIndexRateTreatment</Name>
<Type>int</Type>
<AbbrName>RtTrtmt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40796</EnumDatatype>
<Description>Specifies the yield calculation treatment for the stub index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40432</Tag>
<Name>LegPaymentStubIndexCapRate</Name>
<Type>Percentage</Type>
<AbbrName>CapRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40433</Tag>
<Name>LegPaymentStubIndexCapRateBuySide</Name>
<Type>int</Type>
<AbbrName>CapRtBuy</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40798</EnumDatatype>
<Description>Reference to the buyer of the cap rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40434</Tag>
<Name>LegPaymentStubIndexCapRateSellSide</Name>
<Type>int</Type>
<AbbrName>CapRtSell</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40798</EnumDatatype>
<Description>Reference to the seller of the cap rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40435</Tag>
<Name>LegPaymentStubIndexFloorRate</Name>
<Type>Percentage</Type>
<AbbrName>FlrRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40436</Tag>
<Name>LegPaymentStubIndexFloorRateBuySide</Name>
<Type>int</Type>
<AbbrName>FlrRtBuy</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40801</EnumDatatype>
<Description>Reference to the buyer of the floor rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40437</Tag>
<Name>LegPaymentStubIndexFloorRateSellSide</Name>
<Type>int</Type>
<AbbrName>FlrRtSell</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40801</EnumDatatype>
<Description>Reference to the seller of the floor rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40438</Tag>
<Name>LegPaymentStubIndex2</Name>
<Type>String</Type>
<AbbrName>Ndx2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The second stub floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40439</Tag>
<Name>LegPaymentStubIndex2Source</Name>
<Type>int</Type>
<AbbrName>Ndx2Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40790</EnumDatatype>
<Description>The source for the second stub floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40440</Tag>
<Name>LegPaymentStubIndex2CurvePeriod</Name>
<Type>int</Type>
<AbbrName>Ndx2Period</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Secondary time unit multiplier for the stub floating rate index curve.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40441</Tag>
<Name>LegPaymentStubIndex2CurveUnit</Name>
<Type>String</Type>
<AbbrName>Ndx2Unit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40791</EnumDatatype>
<Description>Secondary time unit associated with the stub floating rate index curve.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40442</Tag>
<Name>LegPaymentStubIndex2RateMultiplier</Name>
<Type>float</Type>
<AbbrName>RtMult2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40443</Tag>
<Name>LegPaymentStubIndex2RateSpread</Name>
<Type>PriceOffset</Type>
<AbbrName>Spread2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Spread from the second floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40444</Tag>
<Name>LegPaymentStubIndex2RateSpreadPositionType</Name>
<Type>int</Type>
<AbbrName>Spread2PosTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40795</EnumDatatype>
<Description>Identifies whether the rate spread is applied to a long or a short position.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40445</Tag>
<Name>LegPaymentStubIndex2RateTreatment</Name>
<Type>int</Type>
<AbbrName>RtTrtmt2</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40796</EnumDatatype>
<Description>Specifies the yield calculation treatment for the second stub index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40446</Tag>
<Name>LegPaymentStubIndex2CapRate</Name>
<Type>Percentage</Type>
<AbbrName>CapRt2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40447</Tag>
<Name>LegPaymentStubIndex2FloorRate</Name>
<Type>Percentage</Type>
<AbbrName>FlrRt2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40448</Tag>
<Name>NoLegProvisions</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of provisions in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40449</Tag>
<Name>LegProvisionType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40091</EnumDatatype>
<Description>Type of provisions.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40450</Tag>
<Name>LegProvisionDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted date of the provision.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40451</Tag>
<Name>LegProvisionDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the instrument leg's provision's date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40452</Tag>
<Name>LegProvisionDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the instrument leg's provision's date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40453</Tag>
<Name>LegProvisionDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted date of the provision.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40454</Tag>
<Name>LegProvisionDateTenorPeriod</Name>
<Type>int</Type>
<AbbrName>TenorPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the leg provision's tenor period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40455</Tag>
<Name>LegProvisionDateTenorUnit</Name>
<Type>String</Type>
<AbbrName>TenorUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40097</EnumDatatype>
<Description>Time unit associated with the leg provision's tenor period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40456</Tag>
<Name>LegProvisionCalculationAgent</Name>
<Type>int</Type>
<AbbrName>CalcAgent</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40098</EnumDatatype>
<Description>Used to identify the calculation agent. The calculation agent may be identified in LegProvisionCalculationAgent(40456) or in the ProvisionParties component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40457</Tag>
<Name>LegProvisionOptionSinglePartyBuyerSide</Name>
<Type>int</Type>
<AbbrName>BuyerSide</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40099</EnumDatatype>
<Description>If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="169">
<Tag>40458</Tag>
<Name>LegProvisionOptionSinglePartySellerSide</Name>
<Type>int</Type>
<AbbrName>SellerSide</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40099</EnumDatatype>
<Description>If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40459</Tag>
<Name>LegProvisionOptionExerciseStyle</Name>
<Type>int</Type>
<AbbrName>ExerStyle</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1194</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>The instrument provision option exercise style.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40460</Tag>
<Name>LegProvisionOptionExerciseMultipleNotional</Name>
<Type>Amt</Type>
<AbbrName>MultplNotl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40461</Tag>
<Name>LegProvisionOptionExerciseMinimumNotional</Name>
<Type>Amt</Type>
<AbbrName>MinNotl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The minimum notional amount that can be exercised on a given exercise date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40462</Tag>
<Name>LegProvisionOptionExerciseMaximumNotional</Name>
<Type>Amt</Type>
<AbbrName>MaxNotl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The maximum notional amount that can be exercised on a given exercise date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40463</Tag>
<Name>LegProvisionOptionMinimumNumber</Name>
<Type>int</Type>
<AbbrName>MinNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The minimum number of options that can be exercised on a given exercise date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40464</Tag>
<Name>LegProvisionOptionMaximumNumber</Name>
<Type>int</Type>
<AbbrName>MaxNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40465</Tag>
<Name>LegProvisionOptionExerciseConfirmation</Name>
<Type>Boolean</Type>
<AbbrName>ExerCnfm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40466</Tag>
<Name>LegProvisionCashSettlMethod</Name>
<Type>int</Type>
<AbbrName>SettlMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40108</EnumDatatype>
<Description>An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40467</Tag>
<Name>LegProvisionCashSettlCurrency</Name>
<Type>Currency</Type>
<AbbrName>SettlCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of settlement. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40468</Tag>
<Name>LegProvisionCashSettlCurrency2</Name>
<Type>Currency</Type>
<AbbrName>SettlCcy2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40469</Tag>
<Name>LegProvisionCashSettlQuoteType</Name>
<Type>int</Type>
<AbbrName>SettlQteTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40111</EnumDatatype>
<Description>Identifies the type of quote to be used. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40470</Tag>
<Name>LegProvisionCashSettlQuoteSource</Name>
<Type>int</Type>
<AbbrName>SettlQteSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40790</EnumDatatype>
<Description>Identifies the source of quote information. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40471</Tag>
<Name>BusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40472</Tag>
<Name>LegProvisionText</Name>
<Type>String</Type>
<AbbrName>Txt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Free form text to specify additional information or enumeration description when a standard value does not apply.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40473</Tag>
<Name>NoLegProvisionCashSettlPaymentDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of provision cash settlement payment dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40474</Tag>
<Name>LegProvisionCashSettlPaymentDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The cash settlement payment date, unadjusted or adjusted depending on LegProvisionCashSettlPaymentDateType(40521).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40475</Tag>
<Name>LegProvisionCashSettlPaymentDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40173</EnumDatatype>
<Description>Specifies the type of date (e.g. adjusted for holidays).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40476</Tag>
<Name>LegProvisionOptionExerciseBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the instrument leg's provision's option exercise date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40477</Tag>
<Name>LegProvisionOptionExerciseBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the instrument leg's provision's option exercise date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40478</Tag>
<Name>LegProvisionOptionExerciseEarliestDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>ErlstOfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40479</Tag>
<Name>LegProvisionOptionExerciseEarliestDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>ErlstOfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40126</EnumDatatype>
<Description>Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40480</Tag>
<Name>LegProvisionOptionExerciseFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40481</Tag>
<Name>LegProvisionOptionExerciseFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1949</EnumDatatype>
<Description>Time unit associated with subsequent exercise dates in the exercise period following the earliest exercise date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40482</Tag>
<Name>LegProvisionOptionExerciseStartDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted first day of the exercise period for an American style option.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40483</Tag>
<Name>LegProvisionOptionExerciseStartDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>StartDtReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the option exercise start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40484</Tag>
<Name>LegProvisionOptionExerciseStartDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>StartDtOfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative option exercise start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40485</Tag>
<Name>LegProvisionOptionExerciseStartDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>StartDtOfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative option exercise start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40486</Tag>
<Name>LegProvisionOptionExerciseStartDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>StartDtOfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the provision's relative option exercise start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40487</Tag>
<Name>LegProvisionOptionExerciseStartDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted first day of the exercise period for an American style option.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40488</Tag>
<Name>LegProvisionOptionExercisePeriodSkip</Name>
<Type>int</Type>
<AbbrName>Skip</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40489</Tag>
<Name>LegProvisionOptionExerciseBoundsFirstDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40490</Tag>
<Name>LegProvisionOptionExerciseBoundsLastDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>LastDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40491</Tag>
<Name>LegProvisionOptionExerciseEarliestTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>ErlstTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40492</Tag>
<Name>LegProvisionOptionExerciseEarliestTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>ErlstTmBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the business center calendar used with the provision's earliest time for notice of exercise.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40493</Tag>
<Name>LegProvisionOptionExerciseLatestTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>LtstTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40494</Tag>
<Name>LegProvisionOptionExerciseLatestTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>LtstTmBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the business center calendar used with the provision's latest time for notice of exercise.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40495</Tag>
<Name>NoLegProvisionOptionExerciseFixedDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of provision option exercise fixed dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40496</Tag>
<Name>LegProvisionOptionExerciseFixedDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A predetermined option exercise date unadjusted or adjusted depending on LegProvisionOptionExerciseFixedDateType(40497).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40497</Tag>
<Name>LegProvisionOptionExerciseFixedDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40144</EnumDatatype>
<Description>Specifies the type of date (e.g. adjusted for holidays).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40498</Tag>
<Name>LegProvisionOptionExpirationDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40499</Tag>
<Name>LegProvisionOptionExpirationDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the instrument leg's provision's option expiration date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40500</Tag>
<Name>LegProvisionOptionExpirationDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the instrument leg's provision's option expiration date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40501</Tag>
<Name>LegProvisionOptionExpirationDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the option expiration date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40502</Tag>
<Name>LegProvisionOptionExpirationDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative option expiration date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40503</Tag>
<Name>LegProvisionOptionExpirationDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative option expiration date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40504</Tag>
<Name>LegProvisionOptionExpirationDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the provision's relative option expiration date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40505</Tag>
<Name>LegProvisionOptionExpirationDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40506</Tag>
<Name>LegProvisionOptionExpirationTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>ExpTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The latest time for exercise on the expiration date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40507</Tag>
<Name>LegProvisionOptionExpirationTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>ExpTmBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the business center calendar used with the provision's latest exercise time on expiration date.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40508</Tag>
<Name>LegProvisionOptionRelevantUnderlyingDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40509</Tag>
<Name>LegProvisionOptionRelevantUnderlyingDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the instrument leg's provision's option relevant underlying date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40510</Tag>
<Name>LegProvisionOptionRelevantUnderlyingDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the instrument leg's provision's option underlying date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40511</Tag>
<Name>LegProvisionOptionRelevantUnderlyingDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40512</Tag>
<Name>LegProvisionOptionRelevantUnderlyingDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative option relevant underlying date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40513</Tag>
<Name>LegProvisionOptionRelevantUnderlyingDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative option relevant underlying date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40514</Tag>
<Name>LegProvisionOptionRelevantUnderlyingDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the provision's relative option relevant underlying date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40515</Tag>
<Name>LegProvisionOptionRelevantUnderlyingDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40516</Tag>
<Name>LegProvisionCashSettlPaymentDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the provisional cash settlement payment's termination, or relative termination, date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40517</Tag>
<Name>LegProvisionCashSettlPaymentDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the provisional cash settlement payment's termination, or relative termination, date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40518</Tag>
<Name>LegProvisionCashSettlPaymentDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the cash settlement payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40519</Tag>
<Name>LegProvisionCashSettlPaymentDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative cash settlement payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40520</Tag>
<Name>LegProvisionCashSettlPaymentDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative cash settlement payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40521</Tag>
<Name>LegProvisionCashSettlPaymentDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the provision's relative cash settlement payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40522</Tag>
<Name>LegProvisionCashSettlPaymentDateRangeFirst</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtFirst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The first date in range when a settlement date range is provided.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40523</Tag>
<Name>LegProvisionCashSettlPaymentDateRangeLast</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtLast</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The last date in range when a settlement date range is provided.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40524</Tag>
<Name>LegProvisionCashSettlValueTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>Tm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40525</Tag>
<Name>LegProvisionCashSettlValueTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>TmBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the business center calendar used with the provision's cash settlement valuation time.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40526</Tag>
<Name>LegProvisionCashSettlValueDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the provision's cash settlement valuation date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40527</Tag>
<Name>LegProvisionCashSettlValueDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the provision's cash settlement valuation date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40528</Tag>
<Name>LegProvisionCashSettlValueDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the cash settlement value date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40529</Tag>
<Name>LegProvisionCashSettlValueDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative cash settlement value date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40530</Tag>
<Name>LegProvisionCashSettlValueDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative cash settlement value date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40531</Tag>
<Name>LegProvisionCashSettlValueDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the provision's relative cash settlement value date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40532</Tag>
<Name>LegProvisionCashSettlValueDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted cash settlement value date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40533</Tag>
<Name>NoLegProvisionPartyIDs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of parties identified in the contract provision.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40534</Tag>
<Name>LegProvisionPartyID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The party identifier/code for the payment settlement party. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40535</Tag>
<Name>LegProvisionPartyIDSource</Name>
<Type>char</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>447</EnumDatatype>
<UnionDataType>Reserved4000Plus</UnionDataType>
<Description>Identifies the class or source of LegProvisionPartyID(40534). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40536</Tag>
<Name>LegProvisionPartyRole</Name>
<Type>int</Type>
<AbbrName>R</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>452</EnumDatatype>
<Description>Identifies the type or role of LegProvisionPartyID(40534) specified. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40537</Tag>
<Name>NoLegProvisionPartySubIDs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of sub-party IDs to be reported for the party.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40538</Tag>
<Name>LegProvisionPartySubID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Party sub-identifier, if applicable, for LegProvisionPartyRole(40536). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40539</Tag>
<Name>LegProvisionPartySubIDType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>803</EnumDatatype>
<UnionDataType>Reserved4000Plus</UnionDataType>
<Description>The type of LegProvisionPartySubID(40538) value. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40540</Tag>
<Name>NoUnderlyingStreams</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of swap streams in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40541</Tag>
<Name>UnderlyingStreamType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40050</EnumDatatype>
<Description>Type of swap stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40542</Tag>
<Name>UnderlyingStreamDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A short descriptive name given to payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as a reference.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40543</Tag>
<Name>UnderlyingStreamPaySide</Name>
<Type>int</Type>
<AbbrName>PaySide</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40214</EnumDatatype>
<Description>The side of the party paying the stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40544</Tag>
<Name>UnderlyingStreamReceiveSide</Name>
<Type>int</Type>
<AbbrName>RcvSide</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40214</EnumDatatype>
<Description>The side of the party receiving the stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40545</Tag>
<Name>UnderlyingStreamNotional</Name>
<Type>Amt</Type>
<AbbrName>Notl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Notional, or initial notional value for the payment stream. Use SwapSchedule for steps.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40546</Tag>
<Name>UnderlyingStreamCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency the UnderlyingStreamNotional(40545) is denominated in. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40547</Tag>
<Name>UnderlyingStreamText</Name>
<Type>String</Type>
<AbbrName>Txt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Free form text to specify additional information or enumeration description when a standard value does not apply.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40548</Tag>
<Name>UnderlyingStreamTerminationDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted termination date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40549</Tag>
<Name>UnderlyingStreamTerminationDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the underlying instrument's stream's termination, or relative termination, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40550</Tag>
<Name>UnderlyingStreamTerminationDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the underlying instrument's stream's termination, or relative termination, date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40551</Tag>
<Name>UnderlyingStreamTerminationDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the termination date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40552</Tag>
<Name>UnderlyingStreamTerminationDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative termination date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40553</Tag>
<Name>UnderlyingStreamTerminationDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative termination date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40554</Tag>
<Name>UnderlyingStreamTerminationDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative termination date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40555</Tag>
<Name>UnderlyingStreamTerminationDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted termination date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40556</Tag>
<Name>UnderlyingStreamCalculationPeriodBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the calculation periods. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40557</Tag>
<Name>UnderlyingStreamCalculationPeriodBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the calculation periods, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40558</Tag>
<Name>UnderlyingStreamFirstPeriodStartDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstStartDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted first calculation period start date if before the effective date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40559</Tag>
<Name>UnderlyingStreamFirstPeriodStartDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>FirstStartDtBizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the underlying instrument's stream's first calculation period start date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40560</Tag>
<Name>UnderlyingStreamFirstPeriodStartDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>FirstStartDtBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the underlying instrument's stream's first calculation period start date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40561</Tag>
<Name>UnderlyingStreamFirstPeriodStartDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstStartDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted first calculation period start date, if it is before the effective date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40562</Tag>
<Name>UnderlyingStreamFirstRegularPeriodStartDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstReglrStartDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted first start date of the regular calculation period, if there is an initial stub period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40563</Tag>
<Name>UnderlyingStreamFirstCompoundingPeriodEndDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstCmpndgEndDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted end date of the initial compounding period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40564</Tag>
<Name>UnderlyingStreamLastRegularPeriodEndDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>LastReglrEndDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted last regular period end date if there is a final stub period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40565</Tag>
<Name>UnderlyingStreamCalculationFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the frequency at which calculation period end dates occur.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40566</Tag>
<Name>UnderlyingStreamCalculationFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1949</EnumDatatype>
<Description>Time unit associated with the frequency at which calculation period end dates occur.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40567</Tag>
<Name>UnderlyingStreamCalculationRollConvention</Name>
<Type>String</Type>
<AbbrName>Roll</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40922</EnumDatatype>
<Description>The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40568</Tag>
<Name>UnderlyingPaymentStreamType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40738</EnumDatatype>
<Description>Identifies the type of payment stream applicable to the swap stream associated with the underlying instrument. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40569</Tag>
<Name>UnderlyingPaymentStreamMarketRate</Name>
<Type>int</Type>
<AbbrName>MktRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40570</Tag>
<Name>UnderlyingPaymentStreamDelayIndicator</Name>
<Type>Boolean</Type>
<AbbrName>DelayInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount.
Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap.
Commercial mortage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40571</Tag>
<Name>UnderlyingPaymentStreamSettlCurrency</Name>
<Type>Currency</Type>
<AbbrName>SettlCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40572</Tag>
<Name>UnderlyingPaymentStreamDayCount</Name>
<Type>int</Type>
<AbbrName>DayCnt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1950</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>The day count convention used in the payment stream calculations.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40573</Tag>
<Name>UnderlyingPaymentStreamAccrualDays</Name>
<Type>int</Type>
<AbbrName>AcrlDays</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40574</Tag>
<Name>UnderlyingPaymentStreamDiscountType</Name>
<Type>int</Type>
<AbbrName>DiscTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40744</EnumDatatype>
<Description>The method of calculating discounted payment amounts</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40575</Tag>
<Name>UnderlyingPaymentStreamDiscountRate</Name>
<Type>Percentage</Type>
<AbbrName>Disc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40576</Tag>
<Name>UnderlyingPaymentStreamDiscountRateDayCount</Name>
<Type>int</Type>
<AbbrName>DiscDayCnt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1950</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>The day count convention applied to the UnderlyingPaymentStreamDiscountRate(40575).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40577</Tag>
<Name>UnderlyingPaymentStreamCompoundingMethod</Name>
<Type>int</Type>
<AbbrName>CmpndgMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40747</EnumDatatype>
<Description>Compounding Method.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40578</Tag>
<Name>UnderlyingPaymentStreamInitialPrincipalExchangeIndicator</Name>
<Type>Boolean</Type>
<AbbrName>InitPrncplExchInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether there is an initial exchange of principal on the effective date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40579</Tag>
<Name>UnderlyingPaymentStreamInterimPrincipalExchangeIndicator</Name>
<Type>Boolean</Type>
<AbbrName>IntrmPrncplExchInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether there are intermediate or interim exchanges of principal during the term of the swap.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40580</Tag>
<Name>UnderlyingPaymentStreamFinalPrincipalExchangeIndicator</Name>
<Type>Boolean</Type>
<AbbrName>FnlPrncplExchInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether there is a final exchange of principal on the termination date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40581</Tag>
<Name>UnderlyingPaymentStreamPaymentDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40582</Tag>
<Name>UnderlyingPaymentStreamPaymentDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40583</Tag>
<Name>UnderlyingPaymentStreamPaymentFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the frequency of payments.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40584</Tag>
<Name>UnderlyingPaymentStreamPaymentFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40754</EnumDatatype>
<Description>Time unit associated with the frequency of payments.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40585</Tag>
<Name>UnderlyingPaymentStreamPaymentRollConvention</Name>
<Type>String</Type>
<AbbrName>Roll</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40922</EnumDatatype>
<Description>The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40586</Tag>
<Name>UnderlyingPaymentStreamFirstPaymentDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted first payment date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40587</Tag>
<Name>UnderlyingPaymentStreamLastRegularPaymentDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>LastReglrDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted last regular payment date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40588</Tag>
<Name>UnderlyingPaymentStreamPaymentDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when payment dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40589</Tag>
<Name>UnderlyingPaymentStreamPaymentDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40590</Tag>
<Name>UnderlyingPaymentStreamPaymentDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40591</Tag>
<Name>UnderlyingPaymentStreamPaymentDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40592</Tag>
<Name>UnderlyingPaymentStreamResetDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the reset dates are relative to an anchor date.
If the reset frequency is specified as daily this element must not be included.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40593</Tag>
<Name>UnderlyingPaymentStreamResetDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40594</Tag>
<Name>UnderlyingPaymentStreamResetDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40595</Tag>
<Name>UnderlyingPaymentStreamResetFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for frequency of resets.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40596</Tag>
<Name>UnderlyingPaymentStreamResetFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1949</EnumDatatype>
<Description>Time unit associated with frequency of resets.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40597</Tag>
<Name>UnderlyingPaymentStreamResetWeeklyRollConvention</Name>
<Type>String</Type>
<AbbrName>WklyRoll</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40766</EnumDatatype>
<Description>Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40598</Tag>
<Name>UnderlyingPaymentStreamInitialFixingDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>InitReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the initial fixing date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40599</Tag>
<Name>UnderlyingPaymentStreamInitialFixingDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>InitBizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40600</Tag>
<Name>UnderlyingPaymentStreamInitialFixingDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40601</Tag>
<Name>UnderlyingPaymentStreamInitialFixingDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>InitPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative initial fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40602</Tag>
<Name>UnderlyingPaymentStreamInitialFixingDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>InitUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative initial fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40603</Tag>
<Name>UnderlyingPaymentStreamInitialFixingDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>InitDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative initial fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40604</Tag>
<Name>UnderlyingPaymentStreamInitialFixingDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>InitDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted initial fixing date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40605</Tag>
<Name>UnderlyingPaymentStreamFixingDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>FixngReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the fixing date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40606</Tag>
<Name>UnderlyingPaymentStreamFixingDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>FixngBizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40607</Tag>
<Name>UnderlyingPaymentStreamFixingDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40608</Tag>
<Name>UnderlyingPaymentStreamFixingDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>FixngPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40609</Tag>
<Name>UnderlyingPaymentStreamFixingDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>FixngUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40610</Tag>
<Name>UnderlyingPaymentStreamFixingDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>FixngDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40611</Tag>
<Name>UnderlyingPaymentStreamFixingDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FixngDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted fixing date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40612</Tag>
<Name>UnderlyingPaymentStreamRateCutoffDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>CutoffPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative rate cut-off date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40613</Tag>
<Name>UnderlyingPaymentStreamRateCutoffDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>CutoffUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative rate cut-off date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40614</Tag>
<Name>UnderlyingPaymentStreamRateCutoffDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>CutoffDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative rate cut-off date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40615</Tag>
<Name>UnderlyingPaymentStreamRate</Name>
<Type>Percentage</Type>
<AbbrName>Rt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The rate applicable to the fixed rate payment stream. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40616</Tag>
<Name>UnderlyingPaymentStreamFixedAmount</Name>
<Type>Amt</Type>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The underlying payment stream's fixed payment amount. In CDS an alternative to UnderlyingPaymentStreamRate(40615).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40617</Tag>
<Name>UnderlyingPaymentStreamRateOrAmountCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency in which UnderlyingPaymentStreamFixedAmount(40616) or UnderlyingPaymentStreamRate(40615) is denominated. Users ISO 4271 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40618</Tag>
<Name>UnderlyingPaymentStreamFutureValueNotional</Name>
<Type>Amt</Type>
<AbbrName>FutValNotl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40619</Tag>
<Name>UnderlyingPaymentStreamFutureValueDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FutValDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted value date of the future value amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40620</Tag>
<Name>UnderlyingPaymentStreamRateIndex</Name>
<Type>String</Type>
<AbbrName>Ndx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The payment stream's floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40621</Tag>
<Name>UnderlyingPaymentStreamRateIndexSource</Name>
<Type>int</Type>
<AbbrName>NdxSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40790</EnumDatatype>
<Description>The source of the payment stream floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40622</Tag>
<Name>UnderlyingPaymentStreamRateIndexCurveUnit</Name>
<Type>String</Type>
<AbbrName>NdxUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40791</EnumDatatype>
<Description>Time unit associated with the underlying instrument’s floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40623</Tag>
<Name>UnderlyingPaymentStreamRateIndexCurvePeriod</Name>
<Type>int</Type>
<AbbrName>NdxPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the underlying instrument’s floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40624</Tag>
<Name>UnderlyingPaymentStreamRateMultiplier</Name>
<Type>float</Type>
<AbbrName>RtMult</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40625</Tag>
<Name>UnderlyingPaymentStreamRateSpread</Name>
<Type>PriceOffset</Type>
<AbbrName>Spread</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Spread from floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40626</Tag>
<Name>UnderlyingPaymentStreamRateSpreadPositionType</Name>
<Type>int</Type>
<AbbrName>SpreadPosTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40795</EnumDatatype>
<Description>Identifies a short or long spread value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40627</Tag>
<Name>UnderlyingPaymentStreamRateTreatment</Name>
<Type>int</Type>
<AbbrName>RtTrtmt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40796</EnumDatatype>
<Description>Specifies the yield calculation treatment for the index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40628</Tag>
<Name>UnderlyingPaymentStreamCapRate</Name>
<Type>Percentage</Type>
<AbbrName>CapRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40629</Tag>
<Name>UnderlyingPaymentStreamCapRateBuySide</Name>
<Type>int</Type>
<AbbrName>CapRtBuy</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40798</EnumDatatype>
<Description>Reference to the buyer of the cap rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40630</Tag>
<Name>UnderlyingPaymentStreamCapRateSellSide</Name>
<Type>int</Type>
<AbbrName>CapRtSell</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40798</EnumDatatype>
<Description>Reference to the seller of the cap rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40631</Tag>
<Name>UnderlyingPaymentStreamFloorRate</Name>
<Type>Percentage</Type>
<AbbrName>FlrRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40632</Tag>
<Name>UnderlyingPaymentStreamFloorRateBuySide</Name>
<Type>int</Type>
<AbbrName>FlrRtBuy</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40801</EnumDatatype>
<Description>Reference to the buyer of the floor rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40633</Tag>
<Name>UnderlyingPaymentStreamFloorRateSellSide</Name>
<Type>int</Type>
<AbbrName>FlrRtSell</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40801</EnumDatatype>
<Description>Reference to the seller of the floor rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40634</Tag>
<Name>UnderlyingPaymentStreamInitialRate</Name>
<Type>Percentage</Type>
<AbbrName>InitRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40635</Tag>
<Name>UnderlyingPaymentStreamFinalRateRoundingDirection</Name>
<Type>char</Type>
<AbbrName>FnlRtRndDirctn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>468</EnumDatatype>
<Description>Specifies the rounding direction.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40636</Tag>
<Name>UnderlyingPaymentStreamFinalRatePrecision</Name>
<Type>int</Type>
<AbbrName>FnlRtPrcsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40637</Tag>
<Name>UnderlyingPaymentStreamAveragingMethod</Name>
<Type>int</Type>
<AbbrName>AvgngMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40806</EnumDatatype>
<Description>When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40638</Tag>
<Name>UnderlyingPaymentStreamNegativeRateTreatment</Name>
<Type>int</Type>
<AbbrName>NegtvRtTrtmt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40807</EnumDatatype>
<Description>The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40639</Tag>
<Name>UnderlyingPaymentStreamInflationLagPeriod</Name>
<Type>int</Type>
<AbbrName>LagPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determines the reference period for which the inflation index is observed.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40640</Tag>
<Name>UnderlyingPaymentStreamInflationLagUnit</Name>
<Type>String</Type>
<AbbrName>LagUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40809</EnumDatatype>
<Description>Time unit associated with the inflation lag period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40641</Tag>
<Name>UnderlyingPaymentStreamInflationLagDayType</Name>
<Type>int</Type>
<AbbrName>LagDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40810</EnumDatatype>
<Description>The inflation lag period day type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40642</Tag>
<Name>UnderlyingPaymentStreamInflationInterpolationMethod</Name>
<Type>int</Type>
<AbbrName>IntrpltnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40811</EnumDatatype>
<Description>The method used when calculating the Inflation Index Level from multiple points - the most common is Linear.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40643</Tag>
<Name>UnderlyingPaymentStreamInflationIndexSource</Name>
<Type>int</Type>
<AbbrName>InfltnNdxSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40790</EnumDatatype>
<Description>The inflation index reference source. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40644</Tag>
<Name>UnderlyingPaymentStreamInflationPublicationSource</Name>
<Type>String</Type>
<AbbrName>PublctnSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The current main publication source such as relevant web site or a government body.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40645</Tag>
<Name>UnderlyingPaymentStreamInflationInitialIndexLevel</Name>
<Type>float</Type>
<AbbrName>InitLvl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Initial known index level for the first calculation period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40646</Tag>
<Name>UnderlyingPaymentStreamInflationFallbackBondApplicable</Name>
<Type>Boolean</Type>
<AbbrName>FallbckBond</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="169">
<Tag>40647</Tag>
<Name>UnderlyingPaymentStreamFRADiscounting</Name>
<Type>int</Type>
<AbbrName>FRADisc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40816</EnumDatatype>
<Description>The method of Forward Rate Agreement (FRA) discounting, if any, that will apply.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40648</Tag>
<Name>UnderlyingPaymentStreamNonDeliverableRefCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The non-deliverable settlement reference currency. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40649</Tag>
<Name>UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the payment stream's fixing date for the non-deliverable terms. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40650</Tag>
<Name>UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40651</Tag>
<Name>UnderlyingPaymentStreamNonDeliverableFixingDatesRelativeTo</Name>
<Type>int</Type>
<AbbrName>FixngReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40652</Tag>
<Name>UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>FixngPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative non-deliverable fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40653</Tag>
<Name>UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit</Name>
<Type>String</Type>
<AbbrName>FixngUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative non-deliverable fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40654</Tag>
<Name>UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetDayType</Name>
<Type>int</Type>
<AbbrName>FixngDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative non-deliverable fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40655</Tag>
<Name>SettlRateFallbackReferencePage</Name>
<Type>String</Type>
<AbbrName>RefPg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reference "page" from the rate source.
When SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40656</Tag>
<Name>NoUnderlyingNonDeliverableFixingDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of Fixing dates in the repeating group</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40657</Tag>
<Name>UnderlyingNonDeliverableFixingDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The non-deliverable fixing date unadjusted or adjusted depending on UnderlyingNonDeliverableFixingDateType(40658).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40658</Tag>
<Name>UnderlyingNonDeliverableFixingDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40827</EnumDatatype>
<Description>Specifies the type of date (e.g. adjusted for holidays).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40659</Tag>
<Name>NoUnderlyingSettlRateFallbacks</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of settlement rate fallbacks in the repeating group</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40660</Tag>
<Name>UnderlyingSettlRatePostponementMaximumDays</Name>
<Type>int</Type>
<AbbrName>MaxDays</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40661</Tag>
<Name>UnderlyingPaymentStreamNonDeliverableSettlRateSource</Name>
<Type>int</Type>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1446</EnumDatatype>
<Description>Identifies the source of rate information.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40662</Tag>
<Name>UnderlyingSettlRatePostponementSurvey</Name>
<Type>Boolean</Type>
<AbbrName>Survey</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether to request a settlement rate quote from the market.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40663</Tag>
<Name>UnderlyingSettlRatePostponementCalculationAgent</Name>
<Type>int</Type>
<AbbrName>CalcAgent</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40098</EnumDatatype>
<Description>Used to identify the settlement rate postponement calculation agent.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40664</Tag>
<Name>NoUnderlyingPaymentSchedules</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of swap schedules in the repeating group</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40665</Tag>
<Name>UnderlyingPaymentScheduleType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40829</EnumDatatype>
<Description>Type of schedule. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40666</Tag>
<Name>UnderlyingPaymentScheduleStubType</Name>
<Type>int</Type>
<AbbrName>StubTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40873</EnumDatatype>
<Description>Indicates to which stub this schedule applies. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40667</Tag>
<Name>UnderlyingPaymentScheduleStartDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40668</Tag>
<Name>UnderlyingPaymentScheduleEndDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>EndDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted end date of a cashflow payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40669</Tag>
<Name>UnderlyingPaymentSchedulePaySide</Name>
<Type>int</Type>
<AbbrName>PaySide</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40214</EnumDatatype>
<Description>The side of the party paying the step schedule.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40670</Tag>
<Name>UnderlyingPaymentScheduleReceiveSide</Name>
<Type>int</Type>
<AbbrName>RcvSide</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40214</EnumDatatype>
<Description>The side of the party receiving the step schedule.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40671</Tag>
<Name>UnderlyingPaymentScheduleNotional</Name>
<Type>Amt</Type>
<AbbrName>Notl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The notional value for this step, or amount of a cashflow payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40672</Tag>
<Name>UnderlyingPaymentScheduleCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The currency for this step. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40673</Tag>
<Name>UnderlyingPaymentScheduleRate</Name>
<Type>Percentage</Type>
<AbbrName>Rt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The rate value for this step.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40674</Tag>
<Name>UnderlyingPaymentScheduleRateMultiplier</Name>
<Type>float</Type>
<AbbrName>RtMult</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40675</Tag>
<Name>UnderlyingPaymentScheduleRateSpread</Name>
<Type>PriceOffset</Type>
<AbbrName>Spread</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The spread value for this step.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40676</Tag>
<Name>UnderlyingPaymentScheduleRateSpreadPositionType</Name>
<Type>int</Type>
<AbbrName>SpreadPosTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40795</EnumDatatype>
<Description>Identifies whether the rate spread is applied to a long or short position.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40677</Tag>
<Name>UnderlyingPaymentScheduleRateTreatment</Name>
<Type>int</Type>
<AbbrName>RtTrtmt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40796</EnumDatatype>
<Description>Specifies the yield calculation treatment for the step schedule.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40678</Tag>
<Name>UnderlyingPaymentScheduleFixedAmount</Name>
<Type>Amt</Type>
<AbbrName>FixedAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The explicit payment amount for this step.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40679</Tag>
<Name>UnderlyingPaymentScheduleFixedCurrency</Name>
<Type>Currency</Type>
<AbbrName>FixedCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The currency of the fixed amount. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40680</Tag>
<Name>UnderlyingPaymentScheduleStepFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>StepPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the step frequency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40681</Tag>
<Name>UnderlyingPaymentScheduleStepFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>StepUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1949</EnumDatatype>
<Description>Time unit associated with the step frequency. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40682</Tag>
<Name>UnderlyingPaymentScheduleStepOffsetValue</Name>
<Type>Amt</Type>
<AbbrName>StepVal</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The explicit amount that the notional changes on each step date. This can be a positive or negative amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40683</Tag>
<Name>UnderlyingPaymentScheduleStepRate</Name>
<Type>Percentage</Type>
<AbbrName>StepRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in UnderlyingPaymentScheduleStepRelativeTo(40685). The percentage can be either positive or negative.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40684</Tag>
<Name>UnderlyingPaymentScheduleStepOffsetRate</Name>
<Type>Percentage</Type>
<AbbrName>StepOfstRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The explicit amount that the rate changes on each step date. This can be a positive or negative value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40685</Tag>
<Name>UnderlyingPaymentScheduleStepRelativeTo</Name>
<Type>int</Type>
<AbbrName>StepReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40849</EnumDatatype>
<Description>Specifies whether the UnderlyingPaymentScheduleStepRate(40683) or UnderlyingPaymentScheduleStepOffsetValue(40682) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40686</Tag>
<Name>UnderlyingPaymentScheduleFixingDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FixngDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted fixing date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40687</Tag>
<Name>UnderlyingPaymentScheduleWeight</Name>
<Type>float</Type>
<AbbrName>Wt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Floating rate observation weight for cashflow payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40688</Tag>
<Name>UnderlyingPaymentScheduleFixingDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>FixngReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the fixing date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40689</Tag>
<Name>UnderlyingPaymentScheduleFixingDateBusinessDayCnvtn</Name>
<Type>int</Type>
<AbbrName>FixngBizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40690</Tag>
<Name>UnderlyingPaymentScheduleFixingDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40691</Tag>
<Name>UnderlyingPaymentScheduleFixingDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>FixngPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40692</Tag>
<Name>UnderlyingPaymentScheduleFixingDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>FixngUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40693</Tag>
<Name>UnderlyingPaymentScheduleFixingDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>FixngDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40694</Tag>
<Name>UnderlyingPaymentScheduleFixingDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FixngDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted fixing date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40695</Tag>
<Name>UnderlyingPaymentScheduleFixingTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>FixngTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The fixing time.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40696</Tag>
<Name>UnderlyingPaymentScheduleFixingTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>FixngTmBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40697</Tag>
<Name>UnderlyingPaymentScheduleInterimExchangePaymentDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>IntrmExchDtReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the interim exchange payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40698</Tag>
<Name>UnderlyingPaymentScheduleInterimExchangeDatesBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>IntrmExchDtBizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40699</Tag>
<Name>UnderlyingPaymentScheduleInterimExchangeDatesBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40700</Tag>
<Name>UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>IntrmExchDtPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative interim exchange date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40701</Tag>
<Name>UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit</Name>
<Type>String</Type>
<AbbrName>IntrmExchDtUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative interim exchange date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40702</Tag>
<Name>UnderlyingPaymentScheduleInterimExchangeDatesOffsetDayType</Name>
<Type>int</Type>
<AbbrName>IntrmExchDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative interim exchange date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40703</Tag>
<Name>UnderlyingPaymentScheduleInterimExchangeDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>IntrmExchDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted interim exchange date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40704</Tag>
<Name>NoUnderlyingPaymentScheduleRateSources</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of rate sources in the repeating group</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40705</Tag>
<Name>UnderlyingPaymentScheduleRateSource</Name>
<Type>int</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1446</EnumDatatype>
<Description>Identifies the source of rate information.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40706</Tag>
<Name>UnderlyingPaymentScheduleRateSourceType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1447</EnumDatatype>
<Description>Rate source type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40707</Tag>
<Name>UnderlyingPaymentScheduleReferencePage</Name>
<Type>String</Type>
<AbbrName>RefPg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reference “page” from the rate source.
For FX, the reference page to the spot rate to be used for the reference FX spot rate.
When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40708</Tag>
<Name>NoUnderlyingPaymentStubs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of stubs in the repeating group</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40709</Tag>
<Name>UnderlyingPaymentStubType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40873</EnumDatatype>
<Description>Stub type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40710</Tag>
<Name>UnderlyingPaymentStubLength</Name>
<Type>int</Type>
<AbbrName>Lngth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40874</EnumDatatype>
<Description>Optional indication whether stub is shorter or longer than the regular swap period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40711</Tag>
<Name>UnderlyingPaymentStubRate</Name>
<Type>Percentage</Type>
<AbbrName>Rt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The agreed upon fixed rate for this stub.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40712</Tag>
<Name>UnderlyingPaymentStubFixedAmount</Name>
<Type>Amt</Type>
<AbbrName>FixedAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A fixed payment amount for the stub.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40713</Tag>
<Name>UnderlyingPaymentStubFixedCurrency</Name>
<Type>Currency</Type>
<AbbrName>FixedCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The currency of the fixed payment amount. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40714</Tag>
<Name>UnderlyingPaymentStubIndex</Name>
<Type>String</Type>
<AbbrName>Ndx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The stub floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40715</Tag>
<Name>UnderlyingPaymentStubIndexSource</Name>
<Type>int</Type>
<AbbrName>NdxSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40790</EnumDatatype>
<Description>The source for the underlying payment stub floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40716</Tag>
<Name>UnderlyingPaymentStubIndexCurvePeriod</Name>
<Type>int</Type>
<AbbrName>NdxPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the underlying payment stub floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40717</Tag>
<Name>UnderlyingPaymentStubIndexCurveUnit</Name>
<Type>String</Type>
<AbbrName>NdxUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40791</EnumDatatype>
<Description>Time unit associated with the underlying payment stub floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40718</Tag>
<Name>UnderlyingPaymentStubIndexRateMultiplier</Name>
<Type>float</Type>
<AbbrName>RtMult</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40719</Tag>
<Name>UnderlyingPaymentStubIndexRateSpread</Name>
<Type>PriceOffset</Type>
<AbbrName>Spread</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Spread from floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40720</Tag>
<Name>UnderlyingPaymentStubIndexRateSpreadPositionType</Name>
<Type>int</Type>
<AbbrName>SpreadPosTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40795</EnumDatatype>
<Description>Identifies whether the rate spread is applied to a long or short position. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40721</Tag>
<Name>UnderlyingPaymentStubIndexRateTreatment</Name>
<Type>int</Type>
<AbbrName>RtTrtmt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40796</EnumDatatype>
<Description>Specifies the yield calculation treatment for the stub index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40722</Tag>
<Name>UnderlyingPaymentStubIndexCapRate</Name>
<Type>Percentage</Type>
<AbbrName>CapRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40723</Tag>
<Name>UnderlyingPaymentStubIndexCapRateBuySide</Name>
<Type>int</Type>
<AbbrName>CapRtBuy</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40798</EnumDatatype>
<Description>Reference to the buyer of the cap rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40724</Tag>
<Name>UnderlyingPaymentStubIndexCapRateSellSide</Name>
<Type>int</Type>
<AbbrName>CapRtSell</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40798</EnumDatatype>
<Description>Reference to the seller of the cap rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40725</Tag>
<Name>UnderlyingPaymentStubIndexFloorRate</Name>
<Type>Percentage</Type>
<AbbrName>FlrRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40726</Tag>
<Name>UnderlyingPaymentStubIndexFloorRateBuySide</Name>
<Type>int</Type>
<AbbrName>FlrRtBuy</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40801</EnumDatatype>
<Description>Reference to the buyer of the floor rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40727</Tag>
<Name>UnderlyingPaymentStubIndexFloorRateSellSide</Name>
<Type>int</Type>
<AbbrName>FlrRtSell</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40801</EnumDatatype>
<Description>Reference to the seller of the floor rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40728</Tag>
<Name>UnderlyingPaymentStubIndex2</Name>
<Type>String</Type>
<AbbrName>Ndx2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The second stub floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40729</Tag>
<Name>UnderlyingPaymentStubIndex2Source</Name>
<Type>int</Type>
<AbbrName>Ndx2Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40790</EnumDatatype>
<Description>The source of the second stub floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40730</Tag>
<Name>UnderlyingPaymentStubIndex2CurvePeriod</Name>
<Type>int</Type>
<AbbrName>Ndx2Period</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Secondary time unit multiplier for the stub floating rate index curve.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40731</Tag>
<Name>UnderlyingPaymentStubIndex2CurveUnit</Name>
<Type>String</Type>
<AbbrName>Ndx2Unit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40791</EnumDatatype>
<Description>Secondary time unit associated with the stub floating rate index curve.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40732</Tag>
<Name>UnderlyingPaymentStubIndex2RateMultiplier</Name>
<Type>float</Type>
<AbbrName>RtMult2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40733</Tag>
<Name>UnderlyingPaymentStubIndex2RateSpread</Name>
<Type>PriceOffset</Type>
<AbbrName>Spread2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Spread from the second floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40734</Tag>
<Name>UnderlyingPaymentStubIndex2RateSpreadPositionType</Name>
<Type>int</Type>
<AbbrName>Spread2PosTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40795</EnumDatatype>
<Description>Identifies whether the rate spread is applied to a long or short position. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40735</Tag>
<Name>UnderlyingPaymentStubIndex2RateTreatment</Name>
<Type>int</Type>
<AbbrName>RtTrtmt2</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40796</EnumDatatype>
<Description>Specifies the yield calculation treatment for the second stub index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40736</Tag>
<Name>UnderlyingPaymentStubIndex2CapRate</Name>
<Type>Percentage</Type>
<AbbrName>CapRt2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40737</Tag>
<Name>UnderlyingPaymentStubIndex2FloorRate</Name>
<Type>Percentage</Type>
<AbbrName>FlrRt2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40738</Tag>
<Name>PaymentStreamType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the type of payment stream associated with the swap.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40739</Tag>
<Name>PaymentStreamMarketRate</Name>
<Type>int</Type>
<AbbrName>MktRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40740</Tag>
<Name>PaymentStreamDelayIndicator</Name>
<Type>Boolean</Type>
<AbbrName>DelayInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount.
Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap.
Commercial mortgage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40741</Tag>
<Name>PaymentStreamSettlCurrency</Name>
<Type>Currency</Type>
<AbbrName>SettlCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40742</Tag>
<Name>PaymentStreamDayCount</Name>
<Type>int</Type>
<AbbrName>DayCnt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1950</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>The day count convention used in the payment stream calculations.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40743</Tag>
<Name>PaymentStreamAccrualDays</Name>
<Type>int</Type>
<AbbrName>AcrlDays</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40744</Tag>
<Name>PaymentStreamDiscountType</Name>
<Type>int</Type>
<AbbrName>DiscTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The method of calculating discounted payment amounts</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40745</Tag>
<Name>PaymentStreamDiscountRate</Name>
<Type>Percentage</Type>
<AbbrName>Disc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40746</Tag>
<Name>PaymentStreamDiscountRateDayCount</Name>
<Type>int</Type>
<AbbrName>DiscDayCnt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1950</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>The day count convention applied to the PaymentStreamDiscountRate(40745). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40747</Tag>
<Name>PaymentStreamCompoundingMethod</Name>
<Type>int</Type>
<AbbrName>CmpndgMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Compounding method.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40748</Tag>
<Name>PaymentStreamInitialPrincipalExchangeIndicator</Name>
<Type>Boolean</Type>
<AbbrName>InitPrncplExchInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether there is an initial exchange of principal on the effective date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40749</Tag>
<Name>PaymentStreamInterimPrincipalExchangeIndicator</Name>
<Type>Boolean</Type>
<AbbrName>IntrmPrncplExchInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether there are intermediate or interim exchanges of principal during the term of the swap.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40750</Tag>
<Name>PaymentStreamFinalPrincipalExchangeIndicator</Name>
<Type>Boolean</Type>
<AbbrName>FnlPrncplExchInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether there is a final exchange of principal on the termination date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40751</Tag>
<Name>PaymentStreamPaymentDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40752</Tag>
<Name>PaymentStreamPaymentDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40753</Tag>
<Name>PaymentStreamPaymentFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the frequency of payments.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40754</Tag>
<Name>PaymentStreamPaymentFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit associated with the frequency of payments. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40755</Tag>
<Name>PaymentStreamPaymentRollConvention</Name>
<Type>String</Type>
<AbbrName>Roll</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40922</EnumDatatype>
<Description>The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the DateAdjustment component within the Instrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40756</Tag>
<Name>PaymentStreamFirstPaymentDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted first payment date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40757</Tag>
<Name>PaymentStreamLastRegularPaymentDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>LastReglrDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted last regular payment date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40758</Tag>
<Name>PaymentStreamPaymentDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when payment dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40759</Tag>
<Name>PaymentStreamPaymentDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40760</Tag>
<Name>PaymentStreamPaymentDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative initial fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40761</Tag>
<Name>PaymentStreamResetDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the reset dates are relative to an anchor date.
If the reset frequency is specified as daily this element must not be included.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40762</Tag>
<Name>PaymentStreamResetDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40763</Tag>
<Name>PaymentStreamResetDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40764</Tag>
<Name>PaymentStreamResetFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the frequency of resets.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40765</Tag>
<Name>PaymentStreamResetFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1949</EnumDatatype>
<Description>Time unit associated with the frequency of resets.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40766</Tag>
<Name>PaymentStreamResetWeeklyRollConvention</Name>
<Type>String</Type>
<AbbrName>WklyRoll</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40767</Tag>
<Name>PaymentStreamInitialFixingDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>InitReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the initial fixing date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40768</Tag>
<Name>PaymentStreamInitialFixingDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>InitBizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40769</Tag>
<Name>PaymentStreamInitialFixingDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40770</Tag>
<Name>PaymentStreamInitialFixingDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>InitPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative initial fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40771</Tag>
<Name>PaymentStreamInitialFixingDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>InitUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative initial fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40772</Tag>
<Name>PaymentStreamInitialFixingDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>InitDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative initial fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40773</Tag>
<Name>PaymentStreamInitialFixingDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>InitDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted initial fixing date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40774</Tag>
<Name>PaymentStreamFixingDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>FixngReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the fixing date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40775</Tag>
<Name>PaymentStreamFixingDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>FixngBizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40776</Tag>
<Name>PaymentStreamFixingDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40777</Tag>
<Name>PaymentStreamFixingDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>FixngPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40778</Tag>
<Name>PaymentStreamFixingDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>FixngUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40779</Tag>
<Name>PaymentStreamFixingDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>FixngDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40780</Tag>
<Name>PaymentStreamFixingDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FixngDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted fixing date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40781</Tag>
<Name>PaymentStreamRateCutoffDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>CutoffPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative rate cut-off date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40782</Tag>
<Name>PaymentStreamRateCutoffDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>CutoffUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative rate cut-off date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40783</Tag>
<Name>PaymentStreamRateCutoffDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>CutoffDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative rate cut-off date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40784</Tag>
<Name>PaymentStreamRate</Name>
<Type>Percentage</Type>
<AbbrName>Rt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The rate applicable to the fixed rate payment stream. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40785</Tag>
<Name>PaymentStreamFixedAmount</Name>
<Type>Amt</Type>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The payment stream's fixed payment amount. In CDS an alternative to PaymentStreamRate(40784).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40786</Tag>
<Name>PaymentStreamRateOrAmountCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency in which PaymentStreamFixedAmount(40785) or PaymentStreamRate(40784) is denominated. Uses ISO 4271 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40787</Tag>
<Name>PaymentStreamFutureValueNotional</Name>
<Type>Amt</Type>
<AbbrName>FutValNotl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40788</Tag>
<Name>PaymentStreamFutureValueDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FutValDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted value date of the future value amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40789</Tag>
<Name>PaymentStreamRateIndex</Name>
<Type>String</Type>
<AbbrName>Ndx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The payment stream floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40790</Tag>
<Name>PaymentStreamRateIndexSource</Name>
<Type>int</Type>
<AbbrName>NdxSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The source of the payment stream floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40791</Tag>
<Name>PaymentStreamRateIndexCurveUnit</Name>
<Type>String</Type>
<AbbrName>NdxUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit associated with the floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40792</Tag>
<Name>PaymentStreamRateIndexCurvePeriod</Name>
<Type>int</Type>
<AbbrName>NdxPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40793</Tag>
<Name>PaymentStreamRateMultiplier</Name>
<Type>float</Type>
<AbbrName>RtMult</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40794</Tag>
<Name>PaymentStreamRateSpread</Name>
<Type>PriceOffset</Type>
<AbbrName>Spread</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Spread from floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40795</Tag>
<Name>PaymentStreamRateSpreadPositionType</Name>
<Type>int</Type>
<AbbrName>SpreadPosTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies whether the rate spread is applied to a long or short position.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40796</Tag>
<Name>PaymentStreamRateTreatment</Name>
<Type>int</Type>
<AbbrName>RtTrtmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the yield calculation treatment for the index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40797</Tag>
<Name>PaymentStreamCapRate</Name>
<Type>Percentage</Type>
<AbbrName>CapRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40798</Tag>
<Name>PaymentStreamCapRateBuySide</Name>
<Type>int</Type>
<AbbrName>CapRtBuy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference to the buyer of the cap rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40799</Tag>
<Name>PaymentStreamCapRateSellSide</Name>
<Type>int</Type>
<AbbrName>CapRtSell</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40798</EnumDatatype>
<Description>Reference to the seller of the cap rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40800</Tag>
<Name>PaymentStreamFloorRate</Name>
<Type>Percentage</Type>
<AbbrName>FlrRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40801</Tag>
<Name>PaymentStreamFloorRateBuySide</Name>
<Type>int</Type>
<AbbrName>FlrRtBuy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference to the buyer of the floor rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40802</Tag>
<Name>PaymentStreamFloorRateSellSide</Name>
<Type>int</Type>
<AbbrName>FlrRtSell</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40801</EnumDatatype>
<Description>Reference to the seller of the floor rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40803</Tag>
<Name>PaymentStreamInitialRate</Name>
<Type>Percentage</Type>
<AbbrName>InitRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40804</Tag>
<Name>PaymentStreamFinalRateRoundingDirection</Name>
<Type>char</Type>
<AbbrName>FnlRtRndDirctn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>468</EnumDatatype>
<Description>Specifies the rounding direction.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40805</Tag>
<Name>PaymentStreamFinalRatePrecision</Name>
<Type>int</Type>
<AbbrName>FnlRtPrcsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40806</Tag>
<Name>PaymentStreamAveragingMethod</Name>
<Type>int</Type>
<AbbrName>AvgngMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40807</Tag>
<Name>PaymentStreamNegativeRateTreatment</Name>
<Type>int</Type>
<AbbrName>NegtvRtTrtmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40808</Tag>
<Name>PaymentStreamInflationLagPeriod</Name>
<Type>int</Type>
<AbbrName>LagPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determines the reference period for which the inflation index is observed.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40809</Tag>
<Name>PaymentStreamInflationLagUnit</Name>
<Type>String</Type>
<AbbrName>LagUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit associated with the inflation lag period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40810</Tag>
<Name>PaymentStreamInflationLagDayType</Name>
<Type>int</Type>
<AbbrName>LagDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The inflation lag period day type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40811</Tag>
<Name>PaymentStreamInflationInterpolationMethod</Name>
<Type>int</Type>
<AbbrName>IntrpltnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The method used when calculating the Inflation Index Level from multiple points - the most common is Linear.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40812</Tag>
<Name>PaymentStreamInflationIndexSource</Name>
<Type>int</Type>
<AbbrName>InfltnNdxSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40790</EnumDatatype>
<Description>The inflation index reference source. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40813</Tag>
<Name>PaymentStreamInflationPublicationSource</Name>
<Type>String</Type>
<AbbrName>PublctnSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The current main publication source such as relevant web site or a government body.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40814</Tag>
<Name>PaymentStreamInflationInitialIndexLevel</Name>
<Type>float</Type>
<AbbrName>InitLvl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Initial known index level for the first calculation period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40815</Tag>
<Name>PaymentStreamInflationFallbackBondApplicable</Name>
<Type>Boolean</Type>
<AbbrName>FallbckBond</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="169">
<Tag>40816</Tag>
<Name>PaymentStreamFRADiscounting</Name>
<Type>int</Type>
<AbbrName>FRADisc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The method of Forward Rate Agreement (FRA) discounting, if any, that will apply.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40817</Tag>
<Name>PaymentStreamNonDeliverableRefCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The non-deliverable settlement reference currency. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40818</Tag>
<Name>PaymentStreamNonDeliverableFixingDatesBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the payment stream's fixing date for the non-deliverable settlement terms. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40819</Tag>
<Name>PaymentStreamNonDeliverableFixingDatesBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40820</Tag>
<Name>PaymentStreamNonDeliverableFixingDatesRelativeTo</Name>
<Type>int</Type>
<AbbrName>FixngReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40821</Tag>
<Name>PaymentStreamNonDeliverableFixingDatesOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>FixngPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative non-deliverable fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40822</Tag>
<Name>PaymentStreamNonDeliverableFixingDatesOffsetUnit</Name>
<Type>String</Type>
<AbbrName>FixngUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative non-deliverable fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40823</Tag>
<Name>PaymentStreamNonDeliverableFixingDatesOffsetDayType</Name>
<Type>int</Type>
<AbbrName>FixngDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative non-deliverable fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40824</Tag>
<Name>UnderlyingPaymentStreamNonDeliverableSettlReferencePage</Name>
<Type>String</Type>
<AbbrName>RefPg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reference "page" from the rate source.
When UnderlyingPaymentStreamNonDeliverableSettlRateSource(40661) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40825</Tag>
<Name>NoNonDeliverableFixingDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of Fixing dates in the repeating group</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40826</Tag>
<Name>NonDeliverableFixingDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Non-deliverable fixing date unadjusted or adjusted depending on NonDeliverableFixingDateType(40827).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40827</Tag>
<Name>NonDeliverableFixingDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of date (e.g. adjusted for holidays).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40828</Tag>
<Name>NoPaymentSchedules</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of swap schedules in the repeating group</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40829</Tag>
<Name>PaymentScheduleType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of schedule.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40830</Tag>
<Name>PaymentScheduleStubType</Name>
<Type>int</Type>
<AbbrName>StubTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40873</EnumDatatype>
<Description>Indicates to which stub this schedule applies. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40831</Tag>
<Name>PaymentScheduleStartDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40832</Tag>
<Name>PaymentScheduleEndDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>EndDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted end date of a cash flow payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40833</Tag>
<Name>PaymentSchedulePaySide</Name>
<Type>int</Type>
<AbbrName>PaySide</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40214</EnumDatatype>
<Description>The side of the party paying the step schedule.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40834</Tag>
<Name>PaymentScheduleReceiveSide</Name>
<Type>int</Type>
<AbbrName>RcvSide</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40214</EnumDatatype>
<Description>The side of the party receiving the stepf schedule.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40835</Tag>
<Name>PaymentScheduleNotional</Name>
<Type>Amt</Type>
<AbbrName>Notl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The notional value for this step, or amount of a cashflow payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40836</Tag>
<Name>PaymentScheduleCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The currency for this step. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40837</Tag>
<Name>PaymentScheduleRate</Name>
<Type>Percentage</Type>
<AbbrName>Rt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The rate value for this step schedule.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40838</Tag>
<Name>PaymentScheduleRateMultiplier</Name>
<Type>float</Type>
<AbbrName>RtMult</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40839</Tag>
<Name>PaymentScheduleRateSpread</Name>
<Type>PriceOffset</Type>
<AbbrName>Spread</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The spread value for this step schedule.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40840</Tag>
<Name>PaymentScheduleRateSpreadPositionType</Name>
<Type>int</Type>
<AbbrName>SpreadPosTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40795</EnumDatatype>
<Description>Identifies whether the rate spread is applied to a long or short position.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40841</Tag>
<Name>PaymentScheduleRateTreatment</Name>
<Type>int</Type>
<AbbrName>RtTrtmt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40796</EnumDatatype>
<Description>Specifies the yield calculation treatment for the step schedule.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40842</Tag>
<Name>PaymentScheduleFixedAmount</Name>
<Type>Amt</Type>
<AbbrName>FixedAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The explicit payment amount for this step schedule.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40843</Tag>
<Name>PaymentScheduleFixedCurrency</Name>
<Type>Currency</Type>
<AbbrName>FixedCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The currency of the fixed amount. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40844</Tag>
<Name>PaymentScheduleStepFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>StepPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the step frequency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40845</Tag>
<Name>PaymentScheduleStepFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>StepUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1949</EnumDatatype>
<Description>Time unit associated with the step frequency. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40846</Tag>
<Name>PaymentScheduleStepOffsetValue</Name>
<Type>Amt</Type>
<AbbrName>StepVal</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The explicit amount that the notional changes on each step date. This can be a positive or negative amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40847</Tag>
<Name>PaymentScheduleStepRate</Name>
<Type>Percentage</Type>
<AbbrName>StepRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in PaymentScheduleStepRelativeTo(40849). The percentage can be either positive or negative.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40848</Tag>
<Name>PaymentScheduleStepOffsetRate</Name>
<Type>Percentage</Type>
<AbbrName>StepOfstRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The explicit amount that the rate changes on each step date. This can be a positive or negative value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40849</Tag>
<Name>PaymentScheduleStepRelativeTo</Name>
<Type>int</Type>
<AbbrName>StepReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies whether the PaymentScheduleStepRate(40847) or PaymentScheduleStepOffsetValue(40846) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40850</Tag>
<Name>PaymentScheduleFixingDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FixngDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted fixing date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40851</Tag>
<Name>PaymentScheduleWeight</Name>
<Type>float</Type>
<AbbrName>Wt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Floating rate observation weight for cashflow payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40852</Tag>
<Name>PaymentScheduleFixingDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>FixngReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the fixing date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40853</Tag>
<Name>PaymentScheduleFixingDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>FixngBizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40854</Tag>
<Name>PaymentScheduleFixingDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40855</Tag>
<Name>PaymentScheduleFixingDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>FixngPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40856</Tag>
<Name>PaymentScheduleFixingDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>FixngUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40857</Tag>
<Name>PaymentScheduleFixingDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>FixngDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative fixing date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40858</Tag>
<Name>PaymentScheduleFixingDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FixngDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted fixing date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40859</Tag>
<Name>PaymentScheduleFixingTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>FixngTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The fixing time associated with the step schedule.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40860</Tag>
<Name>PaymentScheduleFixingTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>FixngTmBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Business center for determining fixing time.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40861</Tag>
<Name>PaymentScheduleInterimExchangePaymentDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>IntrmExchDtReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the interim exchange payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40862</Tag>
<Name>PaymentScheduleInterimExchangeDatesBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>IntrmExchDtBizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40863</Tag>
<Name>PaymentScheduleInterimExchangeDatesBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40864</Tag>
<Name>PaymentScheduleInterimExchangeDatesOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>IntrmExchDtPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative interim exchange date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40865</Tag>
<Name>PaymentScheduleInterimExchangeDatesOffsetUnit</Name>
<Type>String</Type>
<AbbrName>IntrmExchDtUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative interim exchange date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40866</Tag>
<Name>PaymentScheduleInterimExchangeDatesOffsetDayType</Name>
<Type>int</Type>
<AbbrName>IntrmExchDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative interim exchange date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40867</Tag>
<Name>PaymentScheduleInterimExchangeDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>IntrmExchDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted interim exchange date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40868</Tag>
<Name>NoPaymentScheduleRateSources</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of swap schedule rate sources.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40869</Tag>
<Name>PaymentScheduleRateSource</Name>
<Type>int</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1446</EnumDatatype>
<Description>Identifies the source of rate information.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40870</Tag>
<Name>PaymentScheduleRateSourceType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1447</EnumDatatype>
<Description>Rate source type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40871</Tag>
<Name>PaymentScheduleReferencePage</Name>
<Type>String</Type>
<AbbrName>RefPg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reference “page” from the rate source.
For FX, the reference page to the spot rate to be used for the reference FX spot rate.
When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40872</Tag>
<Name>NoPaymentStubs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of stubs in the repeating group</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40873</Tag>
<Name>PaymentStubType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Stub type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40874</Tag>
<Name>PaymentStubLength</Name>
<Type>int</Type>
<AbbrName>Lngth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Optional indication whether stub is shorter or longer than the regular swap period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40875</Tag>
<Name>PaymentStubRate</Name>
<Type>Percentage</Type>
<AbbrName>Rt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The agreed upon fixed rate for this stub.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40876</Tag>
<Name>PaymentStubFixedAmount</Name>
<Type>Amt</Type>
<AbbrName>FixedAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A fixed payment amount for the stub.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40877</Tag>
<Name>PaymentStubFixedCurrency</Name>
<Type>Currency</Type>
<AbbrName>FixedCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The currency of the fixed payment amount. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40878</Tag>
<Name>PaymentStubIndex</Name>
<Type>String</Type>
<AbbrName>Ndx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The stub floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40879</Tag>
<Name>PaymentStubIndexSource</Name>
<Type>int</Type>
<AbbrName>NdxSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40790</EnumDatatype>
<Description>The source of the stub floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40880</Tag>
<Name>PaymentStubIndexCurvePeriod</Name>
<Type>int</Type>
<AbbrName>NdxPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the stub floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40881</Tag>
<Name>PaymentStubIndexCurveUnit</Name>
<Type>String</Type>
<AbbrName>NdxUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40791</EnumDatatype>
<Description>Time unit associated with the stub floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40882</Tag>
<Name>PaymentStubIndexRateMultiplier</Name>
<Type>float</Type>
<AbbrName>RtMult</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40883</Tag>
<Name>PaymentStubIndexRateSpread</Name>
<Type>PriceOffset</Type>
<AbbrName>Spread</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Spread from floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40884</Tag>
<Name>PaymentStubIndexRateSpreadPositionType</Name>
<Type>int</Type>
<AbbrName>SpreadPosTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40795</EnumDatatype>
<Description>Identifies whether the rate spread is applied to a long or short position.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40885</Tag>
<Name>PaymentStubIndexRateTreatment</Name>
<Type>int</Type>
<AbbrName>RtTrtmt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40796</EnumDatatype>
<Description>Specifies the yield calculation treatment for the payment stub index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40886</Tag>
<Name>PaymentStubIndexCapRate</Name>
<Type>Percentage</Type>
<AbbrName>CapRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40887</Tag>
<Name>PaymentStubIndexCapRateBuySide</Name>
<Type>int</Type>
<AbbrName>CapRtBuy</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40798</EnumDatatype>
<Description>Reference to the buyer of the cap rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40888</Tag>
<Name>PaymentStubIndexCapRateSellSide</Name>
<Type>int</Type>
<AbbrName>CapRtSell</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40798</EnumDatatype>
<Description>Reference to the seller of the cap rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40889</Tag>
<Name>PaymentStubIndexFloorRate</Name>
<Type>Percentage</Type>
<AbbrName>FlrRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40890</Tag>
<Name>PaymentStubIndexFloorRateBuySide</Name>
<Type>int</Type>
<AbbrName>FlrRtBuy</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40801</EnumDatatype>
<Description>Reference to the buyer of the floor rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40891</Tag>
<Name>PaymentStubIndexFloorRateSellSide</Name>
<Type>int</Type>
<AbbrName>FlrRtSell</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40801</EnumDatatype>
<Description>Reference to the seller of the floor rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40892</Tag>
<Name>PaymentStubIndex2</Name>
<Type>String</Type>
<AbbrName>Ndx2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The second stub floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40893</Tag>
<Name>PaymentStubIndex2Source</Name>
<Type>int</Type>
<AbbrName>Ndx2Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40790</EnumDatatype>
<Description>The source of the second stub floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40894</Tag>
<Name>PaymentStubIndex2CurvePeriod</Name>
<Type>int</Type>
<AbbrName>Ndx2Period</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Secondary time unit multiplier for the stub floating rate index curve.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40895</Tag>
<Name>PaymentStubIndex2CurveUnit</Name>
<Type>String</Type>
<AbbrName>Ndx2Unit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40791</EnumDatatype>
<Description>Secondary time unit associated with the stub floating rate index curve.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40896</Tag>
<Name>PaymentStubIndex2RateMultiplier</Name>
<Type>float</Type>
<AbbrName>RtMult2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40897</Tag>
<Name>PaymentStubIndex2RateSpread</Name>
<Type>PriceOffset</Type>
<AbbrName>Spread2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Spread from the second floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40898</Tag>
<Name>PaymentStubIndex2RateSpreadPositionType</Name>
<Type>int</Type>
<AbbrName>Spread2PosTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40795</EnumDatatype>
<Description>Identifies whether the rate spread is applied to a long or short position.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40899</Tag>
<Name>PaymentStubIndex2RateTreatment</Name>
<Type>int</Type>
<AbbrName>RtTrtmt2</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40796</EnumDatatype>
<Description>Specifies the yield calculation treatment for the second stub index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40900</Tag>
<Name>PaymentStubIndex2CapRate</Name>
<Type>Percentage</Type>
<AbbrName>CapRt2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40901</Tag>
<Name>PaymentStubIndex2FloorRate</Name>
<Type>Percentage</Type>
<AbbrName>FlrRt2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40902</Tag>
<Name>NoLegSettlRateFallbacks</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of settlement rate fallbacks in the repeating group</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40903</Tag>
<Name>LegSettlRatePostponementMaximumDays</Name>
<Type>int</Type>
<AbbrName>MaxDays</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40904</Tag>
<Name>UnderlyingSettlRateFallbackRateSource</Name>
<Type>int</Type>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1446</EnumDatatype>
<Description>Identifies the source of rate information.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40905</Tag>
<Name>LegSettlRatePostponementSurvey</Name>
<Type>Boolean</Type>
<AbbrName>Survey</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether to request a settlement rate quote from the market.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40906</Tag>
<Name>LegSettlRatePostponementCalculationAgent</Name>
<Type>int</Type>
<AbbrName>CalcAgent</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40098</EnumDatatype>
<Description>Used to identify the settlement rate postponement calculation agent.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40907</Tag>
<Name>StreamEffectiveDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted effective date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40908</Tag>
<Name>StreamEffectiveDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the instrument's stream's effective, or relative effective, date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40909</Tag>
<Name>StreamEffectiveDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the instrument's stream's effective, or relative effective, date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40910</Tag>
<Name>StreamEffectiveDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the effective date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40911</Tag>
<Name>StreamEffectiveDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative effective date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40912</Tag>
<Name>StreamEffectiveDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative effective date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40913</Tag>
<Name>StreamEffectiveDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative effective date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40914</Tag>
<Name>StreamEffectiveDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted effective date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40915</Tag>
<Name>UnderlyingSettlRateFallbackReferencePage</Name>
<Type>String</Type>
<AbbrName>RefPg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reference "page" from the rate source.
When UnderlyingSettlRateFallbackRateSource(40904) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40919</Tag>
<Name>PaymentPriceType</Name>
<Type>int</Type>
<AbbrName>PxTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>423</EnumDatatype>
<Description>Specifies the type of price for PaymentPrice(40218).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161" updated="FIX.5.0SP2" updatedEP="208">
<Tag>40920</Tag>
<Name>PaymentStreamPaymentDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the day type of the relative payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40921</Tag>
<Name>BusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument unless specifically overridden.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40922</Tag>
<Name>DateRollConvention</Name>
<Type>String</Type>
<AbbrName>Roll</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. Additional values may be used by mutual agreement of the counterparties.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40923</Tag>
<Name>NoLegBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40924</Tag>
<Name>LegBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A business center whose calendar is used for date adjustment, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40925</Tag>
<Name>LegBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40926</Tag>
<Name>LegDateRollConvention</Name>
<Type>String</Type>
<AbbrName>Roll</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40922</EnumDatatype>
<Description>The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40927</Tag>
<Name>NoLegPaymentScheduleFixingDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40928</Tag>
<Name>NoLegPaymentScheduleInterimExchangeDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40929</Tag>
<Name>NoLegPaymentStreamNonDeliverableFixingDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40930</Tag>
<Name>NoLegPaymentStreamPaymentDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40931</Tag>
<Name>NoLegPaymentStreamResetDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40932</Tag>
<Name>NoLegPaymentStreamInitialFixingDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40933</Tag>
<Name>NoLegPaymentStreamFixingDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40934</Tag>
<Name>NoLegProvisionCashSettlPaymentDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40935</Tag>
<Name>NoLegProvisionCashSettlValueDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40936</Tag>
<Name>NoLegProvisionOptionExerciseBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40937</Tag>
<Name>NoLegProvisionOptionExpirationDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40938</Tag>
<Name>NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40939</Tag>
<Name>NoLegProvisionDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40940</Tag>
<Name>NoLegStreamCalculationPeriodBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40941</Tag>
<Name>NoLegStreamFirstPeriodStartDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40942</Tag>
<Name>NoLegStreamEffectiveDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40943</Tag>
<Name>NoLegStreamTerminationDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40944</Tag>
<Name>NoPaymentBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40945</Tag>
<Name>NoPaymentScheduleInterimExchangeDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40946</Tag>
<Name>NoPaymentStreamNonDeliverableFixingDatesBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40947</Tag>
<Name>NoPaymentStreamPaymentDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40948</Tag>
<Name>NoPaymentStreamResetDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40949</Tag>
<Name>NoPaymentStreamInitialFixingDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40950</Tag>
<Name>NoPaymentStreamFixingDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40951</Tag>
<Name>NoProtectionTermEventNewsSources</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of event news sources in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40952</Tag>
<Name>NoProvisionCashSettlPaymentDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40953</Tag>
<Name>NoProvisionCashSettlValueDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40954</Tag>
<Name>NoProvisionOptionExerciseBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40955</Tag>
<Name>NoProvisionOptionExpirationDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40956</Tag>
<Name>NoProvisionOptionRelevantUnderlyingDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40957</Tag>
<Name>NoProvisionDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40958</Tag>
<Name>NoStreamCalculationPeriodBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40959</Tag>
<Name>NoStreamFirstPeriodStartDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40960</Tag>
<Name>NoStreamEffectiveBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40961</Tag>
<Name>NoStreamTerminationDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40962</Tag>
<Name>NoUnderlyingBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40963</Tag>
<Name>UnderlyingBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40964</Tag>
<Name>UnderlyingBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40965</Tag>
<Name>UnderlyingDateRollConvention</Name>
<Type>String</Type>
<AbbrName>Roll</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40922</EnumDatatype>
<Description>The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40966</Tag>
<Name>NoUnderlyingPaymentScheduleFixingDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40967</Tag>
<Name>NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40968</Tag>
<Name>NoUnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40969</Tag>
<Name>NoUnderlyingPaymentStreamPaymentDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40970</Tag>
<Name>NoUnderlyingPaymentStreamResetDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40971</Tag>
<Name>NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40972</Tag>
<Name>NoUnderlyingPaymentStreamFixingDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40973</Tag>
<Name>NoUnderlyingStreamCalculationPeriodBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40974</Tag>
<Name>NoUnderlyingStreamFirstPeriodStartDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40975</Tag>
<Name>NoUnderlyingStreamEffectiveDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40976</Tag>
<Name>NoUnderlyingStreamTerminationDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40977</Tag>
<Name>NoPaymentScheduleFixingDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40978</Tag>
<Name>EncodedLegStreamTextLen</Name>
<Type>Length</Type>
<AssociatedDataTag>40979</AssociatedDataTag>
<AbbrName>EncTxtLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedLegStreamText(40979) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40979</Tag>
<Name>EncodedLegStreamText</Name>
<Type>data</Type>
<AbbrName>EncTxt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegStreamText(40248) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40980</Tag>
<Name>EncodedLegProvisionTextLen</Name>
<Type>Length</Type>
<AssociatedDataTag>40981</AssociatedDataTag>
<AbbrName>EncTxtLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedLegProvisionText(40472) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40981</Tag>
<Name>EncodedLegProvisionText</Name>
<Type>data</Type>
<AbbrName>EncTxt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description> Encoded (non-ASCII characters) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegProvisionText(40472) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40982</Tag>
<Name>EncodedStreamTextLen</Name>
<Type>Length</Type>
<AssociatedDataTag>40983</AssociatedDataTag>
<AbbrName>EncTxtLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedStreamText(40983) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40983</Tag>
<Name>EncodedStreamText</Name>
<Type>data</Type>
<AbbrName>EncTxt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the StreamText(40056) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40984</Tag>
<Name>EncodedPaymentTextLen</Name>
<Type>Length</Type>
<AssociatedDataTag>40985</AssociatedDataTag>
<AbbrName>EncTxtLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedPaymentText(40985) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40985</Tag>
<Name>EncodedPaymentText</Name>
<Type>data</Type>
<AbbrName>EncTxt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the PaymentText(40229) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the PaymentText(40229) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40986</Tag>
<Name>EncodedProvisionTextLen</Name>
<Type>Length</Type>
<AssociatedDataTag>40987</AssociatedDataTag>
<AbbrName>EncTxtLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedProvisionText(40987) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40987</Tag>
<Name>EncodedProvisionText</Name>
<Type>data</Type>
<AbbrName>EncTxt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description> Encoded (non-ASCII characters) representation of the ProvisionText(40113) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ProvisionText(40113) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40988</Tag>
<Name>EncodedUnderlyingStreamTextLen</Name>
<Type>Length</Type>
<AssociatedDataTag>40989</AssociatedDataTag>
<AbbrName>EncTxtLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedUnderlyingStreamText(40989) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>40989</Tag>
<Name>EncodedUnderlyingStreamText</Name>
<Type>data</Type>
<AbbrName>EncTxt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingStreamText(40547) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>41406</Tag>
<Name>ProvisionCashSettlQuoteReferencePage</Name>
<Type>String</Type>
<AbbrName>RefPg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reference "page" from the quote source.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>41407</Tag>
<Name>LegProvisionCashSettlQuoteReferencePage</Name>
<Type>String</Type>
<AbbrName>RefPg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reference "page" from the quote source.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2340</Tag>
<Name>EventMonthYear</Name>
<Type>MonthYear</Type>
<AbbrName>MoYr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used with derivatives when an event is express as a month-year with optional day or month or week of month.
Format:
YYYYMM (e.g. 199903)
YYYYMMDD (e.g. 20030323)
YYYYMMwN (e.g. 200303w2) for week
A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2341</Tag>
<Name>LegEventMonthYear</Name>
<Type>MonthYear</Type>
<AbbrName>MoYr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used with derivatives when an event is express as a month-year with optional day or month or week of month.
Format:
YYYYMM (e.g. 199903)
YYYYMMDD (e.g. 20030323)
YYYYMMwN (e.g. 200303w2) for week
A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="161">
<Tag>2342</Tag>
<Name>UnderlyingEventMonthYear</Name>
<Type>MonthYear</Type>
<AbbrName>MoYr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used with derivatives when an event is express as a month-year with optional day or month or week of month.
Format:
YYYYMM (e.g. 199903)
YYYYMMDD (e.g. 20030323)
YYYYMMwN (e.g. 200303w2) for week
A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="162">
<Tag>2084</Tag>
<Name>PreviousClearingBusinessDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>PrevBizDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The date of the previous clearing business day.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="162" updated="FIX.5.0SP2" updatedEP="169">
<Tag>2085</Tag>
<Name>ValuationDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>ValDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The valuation date of the trade.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="162" updated="FIX.5.0SP2" updatedEP="169">
<Tag>2086</Tag>
<Name>ValuationTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>ValTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The valuation time of the trade.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="162">
<Tag>2087</Tag>
<Name>ValuationBusinessCenter</Name>
<Type>String</Type>
<AbbrName>ValBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the business center whose calendar is used for valuation, e.g. "GLOB". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="162">
<Tag>2088</Tag>
<Name>MarginAmtFXRate</Name>
<Type>float</Type>
<AbbrName>FxRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Foreign exchange rate used to compute the MarginAmt(1645) from the MarginAmtCcy(1646) and the Currency(15).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="162">
<Tag>2089</Tag>
<Name>MarginAmtFXRateCalc</Name>
<Type>char</Type>
<AbbrName>FxRtCalc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1046</EnumDatatype>
<Description>Specifies whether or not MarginAmtFXRate(2088) should be multipled or divided.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="162">
<Tag>2090</Tag>
<Name>CollateralFXRate</Name>
<Type>float</Type>
<AbbrName>FxRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Foreign exchange rate used to compute the CurrentCollateralAmount(1704) from the CollateralCurrency(1646) and the Currency(15).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="162">
<Tag>2091</Tag>
<Name>CollateralFXRateCalc</Name>
<Type>char</Type>
<AbbrName>FxRtCalc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1046</EnumDatatype>
<Description>Specifies whether or not CollateralFXRate(2090) should be multipled or divided.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="162">
<Tag>2092</Tag>
<Name>CollateralAmountMarketSegmentID</Name>
<Type>String</Type>
<AbbrName>MktSegID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Market segment associated with the collateral amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="162">
<Tag>2093</Tag>
<Name>CollateralAmountMarketID</Name>
<Type>String</Type>
<AbbrName>MktID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Market associated with the collateral amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="162">
<Tag>2094</Tag>
<Name>PayCollectFXRate</Name>
<Type>float</Type>
<AbbrName>FxRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Foreign exchange rate used to compute the PayAmount(1710) or CollectAmount(1711) from the PayCollectCurrency(1709) and the Currency(15).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="162">
<Tag>2095</Tag>
<Name>PayCollectFXRateCalc</Name>
<Type>char</Type>
<AbbrName>FxRtCalc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1046</EnumDatatype>
<Description>Specifies whether or not PayCollectFXRate(2094) should be multipled or divided.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="162">
<Tag>2096</Tag>
<Name>PosAmtStreamDesc</Name>
<Type>String</Type>
<AbbrName>StrmDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Corresponds to the value in StreamDesc(40051) in the StreamGrp component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="162">
<Tag>2097</Tag>
<Name>PositionFXRate</Name>
<Type>float</Type>
<AbbrName>FxRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Foreign exchange rate used to compute the PosAmt(708) from the PositionCurrency(1055) and the Currency (15).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="162">
<Tag>2098</Tag>
<Name>PositionFXRateCalc</Name>
<Type>char</Type>
<AbbrName>FxRtCalc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1046</EnumDatatype>
<Description>Specifies whether or not PositionFXRate(2097) should be multipled or divided.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="162">
<Tag>2099</Tag>
<Name>PosAmtMarketSegmentID</Name>
<Type>String</Type>
<AbbrName>MktSegID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Market segment associated with the position amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="162">
<Tag>2100</Tag>
<Name>PosAmtMarketID</Name>
<Type>String</Type>
<AbbrName>MktID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Market associated with the position amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="162">
<Tag>2101</Tag>
<Name>TerminatedIndicator</Name>
<Type>Boolean</Type>
<AbbrName>TrmtdInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates if the position has been terminated.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="164">
<Tag>2102</Tag>
<Name>ShortMarkingExemptIndicator</Name>
<Type>Boolean</Type>
<AbbrName>SMEInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the originating account is exempt (Y) from marking orders as short or not (N). This designation may be used on both buy and sell orders.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="165">
<Tag>2103</Tag>
<Name>RelatedRegulatoryTradeIDSource</Name>
<Type>String</Type>
<AbbrName>RegSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the identifier of the reporting entity as assigned by regulatory agency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="167">
<Tag>2104</Tag>
<Name>NoAttachments</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>The number of attached files.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="167">
<Tag>2105</Tag>
<Name>AttachmentName</Name>
<Type>String</Type>
<AbbrName>Name</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the file name of the attachment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="167">
<Tag>2106</Tag>
<Name>AttachmentMediaType</Name>
<Type>String</Type>
<AbbrName>MediaTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The MIME media type (and optional subtype) of the attachment. The values used are those assigned, listed and maintained by IANA (www.iana.org) [RFC2046]. See http://www.iana.org/assignments/media-types/index.html for available types.
Examples values (RFC number provided for reference here only):
"application/pdf" (see [RFC3778])
"application/msword" (for .doc files)
"multipart/signed" (see [RFC1847])
"application/vnd.openxmlformats-officedocument.wordprocessingml.document" (for .docx files)
</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="167">
<Tag>2107</Tag>
<Name>AttachmentClassification</Name>
<Type>String</Type>
<AbbrName>Clsfn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies semantically the type of the attached document from a business perspective. The default classification scheme reuses the FIX standard classification scheme of a high level section (pretrade, trade, posttrade, etc.) and a category, then a specific application or document type. The expression follows {"section/category/application type"}.
The goal here is to map the attachment into the sections and categories of the FIX business messages if possible. The classification scheme can be expanded or replaced by counterparty agreement. This approach permits the introduction and reference to other business ontologies.
Example:
posttrade/confirmation/confirm
pretrade//termsheet</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="167">
<Tag>2108</Tag>
<Name>AttachmentExternalURL</Name>
<Type>String</Type>
<AbbrName>URL</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to specify an external URL where the attachment can be obtained.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="167">
<Tag>2109</Tag>
<Name>AttachmentEncodingType</Name>
<Type>int</Type>
<AbbrName>EncTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>The encoding type of the content provided in EncodedAttachment(2112).</Description>
<Elaboration>MessageEncoding(347) that defines how FIX fields of type Data are encoded. The MessageEncoding(347) is used embed text in another character set (e.g. Unicode or Shift-JIS) within FIX.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="167">
<Tag>2110</Tag>
<Name>UnencodedAttachmentLen</Name>
<Type>int</Type>
<AbbrName>UnencAttchmntLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unencoded content length in bytes. Can be used to validate successful unencoding.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="167">
<Tag>2111</Tag>
<Name>EncodedAttachmentLen</Name>
<Type>Length</Type>
<AssociatedDataTag>2112</AssociatedDataTag>
<AbbrName>EncAttchmntLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded the EncodedAttachment(2112) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="167">
<Tag>2112</Tag>
<Name>EncodedAttachment</Name>
<Type>data</Type>
<AbbrName>EncAttchmnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The content of the attachment in the encoding format specified in the AttachmentEncodingType(2109) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="167">
<Tag>2113</Tag>
<Name>NoAttachmentKeywords</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>The number of attachment keywords.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="167">
<Tag>2114</Tag>
<Name>AttachmentKeyword</Name>
<Type>String</Type>
<AbbrName>Keywd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Can be used to provide data or keyword tagging of the content of the attachment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="168">
<Tag>2115</Tag>
<Name>NegotiationMethod</Name>
<Type>int</Type>
<AbbrName>NegottnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Specifies the negotiation method to be used.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="168">
<Tag>2116</Tag>
<Name>NextAuctionTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>NxtAuctTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The time of the next auction.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2304</Tag>
<Name>NoAssetAttributes</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>The number of asset attribute entries in the group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2305</Tag>
<Name>AssetAttributeType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the name of the attribute.
See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2306</Tag>
<Name>AssetAttributeValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the value of the asset attribute.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2307</Tag>
<Name>AssetAttributeLimit</Name>
<Type>String</Type>
<AbbrName>Lmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Limit or lower acceptable value of the attribute.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="204">
<Tag>1233</Tag>
<Name>CommRate</Name>
<Type>float</Type>
<AbbrName>Rt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The commission rate when Commission(12) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="204">
<Tag>1238</Tag>
<Name>CommUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>UOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>The commission rate unit of measure.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>40994</Tag>
<Name>NoComplexEventAveragingObservations</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>The number of averaging observations in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>40995</Tag>
<Name>ComplexEventAveragingObservationNumber</Name>
<Type>int</Type>
<AbbrName>ObsvtnNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Cross reference to the ordinal observation as specified either in the ComplexEventScheduleGrp or ComplexEventPeriodDateGrp components. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>40996</Tag>
<Name>ComplexEventAveragingWeight</Name>
<Type>float</Type>
<AbbrName>Wt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The weight factor to be applied to the observation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>40997</Tag>
<Name>NoComplexEventCreditEvents</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>The number of credit events specified in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>40998</Tag>
<Name>ComplexEventCreditEventType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of credit event.
See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>40999</Tag>
<Name>ComplexEventCreditEventValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The credit event value appropriate to ComplexEventCreditEventType(40998).
See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41000</Tag>
<Name>ComplexEventCreditEventCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the applicable currency when ComplexEventCreditEventValue(40999) is an amount. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41001</Tag>
<Name>ComplexEventCreditEventPeriod</Name>
<Type>int</Type>
<AbbrName>Period</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for complex credit events.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41002</Tag>
<Name>ComplexEventCreditEventUnit</Name>
<Type>String</Type>
<AbbrName>Unit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40196</EnumDatatype>
<Description>Time unit associated with complex credit events.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41003</Tag>
<Name>ComplexEventCreditEventDayType</Name>
<Type>int</Type>
<AbbrName>DayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41024</EnumDatatype>
<Description>Specifies the day type for the complex credit events.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41004</Tag>
<Name>ComplexEventCreditEventRateSource</Name>
<Type>int</Type>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the source of rate information used for credit events.
See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41005</Tag>
<Name>NoComplexEventCreditEventQualifiers</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>The number of qualifiers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41006</Tag>
<Name>ComplexEventCreditEventQualifier</Name>
<Type>char</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40200</EnumDatatype>
<Description>Specifies a complex event qualifier. Used to further qualify ComplexEventCreditEventType(40998).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41007</Tag>
<Name>NoComplexEventPeriodDateTimes</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>The number of entries in the date-time repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41008</Tag>
<Name>ComplexEventPeriodDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The averaging date for an Asian option.
The trigger date for a Barrier or Knock option.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41009</Tag>
<Name>ComplexEventPeriodTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>Tm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The averaging time for an Asian option. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41010</Tag>
<Name>NoComplexEventPeriods</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>The number of periods in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41011</Tag>
<Name>ComplexEventPeriodType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the period type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41012</Tag>
<Name>ComplexEventBusinessCenter</Name>
<Type>String</Type>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center used to determine dates and times in the schedule or date-time group.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41013</Tag>
<Name>NoComplexEventRateSources</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>The number of rate sources in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41014</Tag>
<Name>ComplexEventRateSource</Name>
<Type>int</Type>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1446</EnumDatatype>
<Description>Identifies the source of rate information.</Description>
<Elaboration>For FX, the reference source to be used for the FX spot rate.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41015</Tag>
<Name>ComplexEventRateSourceType</Name>
<Type>int</Type>
<AbbrName>RtSrcTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1447</EnumDatatype>
<Description>Indicates whether the rate source specified is a primary or secondary source.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41016</Tag>
<Name>ComplexEventReferencePage</Name>
<Type>String</Type>
<AbbrName>RefPg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reference page from the rate source.
For FX, the reference page to the spot rate is to be used for the reference FX spot rate.
When ComplexEventRateSource(41014) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41017</Tag>
<Name>ComplexEventReferencePageHeading</Name>
<Type>String</Type>
<AbbrName>RefHdng</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reference page heading from the rate source.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41018</Tag>
<Name>NoComplexEventDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>The number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41019</Tag>
<Name>ComplexEventDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the complex event date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41020</Tag>
<Name>ComplexEventDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted complex event date.</Description>
<Elaboration>For example the second expiration date for a calendar spread option strategy.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41021</Tag>
<Name>ComplexEventDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the complex event date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41022</Tag>
<Name>ComplexEventDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41023</Tag>
<Name>ComplexEventDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41024</Tag>
<Name>ComplexEventDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the day type of the relative date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41025</Tag>
<Name>ComplexEventDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the complex event date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41026</Tag>
<Name>ComplexEventDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted complex event date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41027</Tag>
<Name>ComplexEventFixingTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>FixngTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The local market fixing time.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41028</Tag>
<Name>ComplexEventFixingTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>FixngBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to determine the actual fixing times.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41029</Tag>
<Name>NoComplexEventCreditEventSources</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of event sources in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41030</Tag>
<Name>ComplexEventCreditEventSource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2117</Tag>
<Name>ComplexOptPayoutPaySide</Name>
<Type>int</Type>
<AbbrName>OptPay</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40214</EnumDatatype>
<Description>Trade side of payout payer.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2118</Tag>
<Name>ComplexOptPayoutReceiveSide</Name>
<Type>int</Type>
<AbbrName>OptRcv</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40214</EnumDatatype>
<Description>Trade side of payout receiver.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2119</Tag>
<Name>ComplexOptPayoutUnderlier</Name>
<Type>String</Type>
<AbbrName>OptUndlr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference to the underlier whose payments are being passed through.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2120</Tag>
<Name>ComplexOptPayoutPercentage</Name>
<Type>Percentage</Type>
<AbbrName>OptPctage</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Percentage of observed price for calculating the payout associated with the event.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2121</Tag>
<Name>ComplexOptPayoutTime</Name>
<Type>int</Type>
<AbbrName>OptTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies when the payout is to occur.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2122</Tag>
<Name>ComplexOptPayoutCurrency</Name>
<Type>Currency</Type>
<AbbrName>OptCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of the payout amount. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2123</Tag>
<Name>ComplexEventPricePercentage</Name>
<Type>Percentage</Type>
<AbbrName>PxPctage</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2124</Tag>
<Name>ComplexEventCurrencyOne</Name>
<Type>Currency</Type>
<AbbrName>Ccy1</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes.</Description>
<Elaboration>Applicable for complex FX option strategies.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2125</Tag>
<Name>ComplexEventCurrencyTwo</Name>
<Type>Currency</Type>
<AbbrName>Ccy2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the second reference currencyof the trade. Uses ISO 4217 currency codes.</Description>
<Elaboration>Applicable for complex FX option strategies.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2126</Tag>
<Name>ComplexEventQuoteBasis</Name>
<Type>int</Type>
<AbbrName>QteBasis</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For foreign exchange Quanto option feature.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2127</Tag>
<Name>ComplexEventFixedFXRate</Name>
<Type>float</Type>
<AbbrName>Rt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the fixed FX rate alternative for FX Quantro options.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2128</Tag>
<Name>ComplexEventDeterminationMethod</Name>
<Type>String</Type>
<AbbrName>Meth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the method according to which an amount or a date is determined.
See http://www.fpml.org/coding-scheme/determination-method for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2129</Tag>
<Name>ComplexEventCalculationAgent</Name>
<Type>int</Type>
<AbbrName>CalcAgent</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40098</EnumDatatype>
<Description>Used to identify the calculation agent.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2130</Tag>
<Name>ComplexEventStrikePrice</Name>
<Type>Price</Type>
<AbbrName>StrkPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Upper strike price for Asian option feature. Strike percentage for a Strike Spread.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2131</Tag>
<Name>ComplexEventStrikeFactor</Name>
<Type>float</Type>
<AbbrName>StrkFctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Strike factor for Asian option feature. Upper strike percentage for a Strike Spread.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2132</Tag>
<Name>ComplexEventStrikeNumberOfOptions</Name>
<Type>int</Type>
<AbbrName>StrkNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Upper string number of options for a Strike Spread.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2133</Tag>
<Name>ComplexEventCreditEventsXIDRef</Name>
<Type>XIDREF</Type>
<AbbrName>CdtEvntXIDRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference to credit event table elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2134</Tag>
<Name>ComplexEventCreditEventNotifyingParty</Name>
<Type>int</Type>
<AbbrName>NotifygPty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2135</Tag>
<Name>ComplexEventCreditEventBusinessCenter</Name>
<Type>String</Type>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2136</Tag>
<Name>ComplexEventCreditEventStandardSources</Name>
<Type>Boolean</Type>
<AbbrName>StdSrcs</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2137</Tag>
<Name>ComplexEventCreditEventMinimumSources</Name>
<Type>int</Type>
<AbbrName>MinSrcs</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two.</Description>
<Elaboration>ISDA 2003 Term: Specified Number.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2138</Tag>
<Name>ComplexEventXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier of this complex event for cross referencing elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2139</Tag>
<Name>ComplexEventXIDRef</Name>
<Type>XIDREF</Type>
<AbbrName>XIDRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference to a complex event elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41031</Tag>
<Name>NoComplexEventSchedules</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of schedules in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41032</Tag>
<Name>ComplexEventScheduleStartDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The start date of the schedule.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41033</Tag>
<Name>ComplexEventScheduleEndDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>EndDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The end date of the schedule.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41034</Tag>
<Name>ComplexEventScheduleFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the schedule date frequency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41035</Tag>
<Name>ComplexEventScheduleFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40196</EnumDatatype>
<Description>Time unit associated with the schedule date frequency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41036</Tag>
<Name>ComplexEventScheduleRollConvention</Name>
<Type>String</Type>
<AbbrName>Roll</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40922</EnumDatatype>
<Description>The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the DateAdjustment component in Instrument.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41037</Tag>
<Name>NoDeliverySchedules</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of delivery schedules in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41038</Tag>
<Name>DeliveryScheduleType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of delivery schedule.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41039</Tag>
<Name>DeliveryScheduleXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier for this instance of delivery schedule for cross referencing elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41040</Tag>
<Name>DeliveryScheduleNotional</Name>
<Type>Qty</Type>
<AbbrName>Notl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Physical delivery quantity.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41041</Tag>
<Name>DeliveryScheduleNotionalUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>NotlUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Specifies the delivery quantity unit of measure (UOM).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41042</Tag>
<Name>DeliveryScheduleNotionalCommodityFrequency</Name>
<Type>int</Type>
<AbbrName>NotlFreq</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41308</EnumDatatype>
<Description>The frequency of notional delivery.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41043</Tag>
<Name>DeliveryScheduleNegativeTolerance</Name>
<Type>float</Type>
<AbbrName>NegtvTlrnc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryScheduleToleranceType(41046). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41044</Tag>
<Name>DeliverySchedulePositiveTolerance</Name>
<Type>float</Type>
<AbbrName>PostvTlrnc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryScheduleToleranceType(41046). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41045</Tag>
<Name>DeliveryScheduleToleranceUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>TlrncUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Specifies the tolerance value's unit of measure (UOM).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41046</Tag>
<Name>DeliveryScheduleToleranceType</Name>
<Type>int</Type>
<AbbrName>TlrncTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the tolerance value type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41047</Tag>
<Name>DeliveryScheduleSettlCountry</Name>
<Type>Country</Type>
<AbbrName>Ctry</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the country where delivery takes place. Uses ISO 3166 2-character country code.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41048</Tag>
<Name>DeliveryScheduleSettlTimeZone</Name>
<Type>String</Type>
<AbbrName>TZ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Delivery timezone specified as "prevailing" rather than "standard" or "daylight".
See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="179">
<Tag>41049</Tag>
<Name>DeliveryScheduleSettlFlowType</Name>
<Type>int</Type>
<AbbrName>FlowTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the commodity delivery flow type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41050</Tag>
<Name>DeliveryScheduleSettlHolidaysProcessingInstruction</Name>
<Type>int</Type>
<AbbrName>Holidays</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether holidays are included in the settlement periods. Required for electricity contracts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41051</Tag>
<Name>NoDeliveryScheduleSettlDays</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of delivery schedules in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41052</Tag>
<Name>DeliveryScheduleSettlDay</Name>
<Type>int</Type>
<AbbrName>Day</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the day or group of days for delivery. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41053</Tag>
<Name>DeliveryScheduleSettlTotalHours</Name>
<Type>int</Type>
<AbbrName>TotHrs</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The sum of the total hours specified in the DeliveryScheduleSettlTimeGrp component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41054</Tag>
<Name>NoDeliveryScheduleSettlTimes</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of hour ranges in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41055</Tag>
<Name>DeliveryScheduleSettlStart</Name>
<Type>String</Type>
<AbbrName>Start</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in DeliveryScheduleSettlTimeType(41057).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41056</Tag>
<Name>DeliveryScheduleSettlEnd</Name>
<Type>String</Type>
<AbbrName>End</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in DeliveryScheduleSettlTimeType(41057).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41057</Tag>
<Name>DeliveryScheduleSettlTimeType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the format of the delivery start and end time values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41058</Tag>
<Name>DeliveryStreamType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of delivery stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41059</Tag>
<Name>DeliveryStreamPipeline</Name>
<Type>String</Type>
<AbbrName>Ppln</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The name of the oil delivery pipeline.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41060</Tag>
<Name>DeliveryStreamEntryPoint</Name>
<Type>String</Type>
<AbbrName>EntryPnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The point at which the commodity will enter the delivery mechanism or pipeline.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41061</Tag>
<Name>DeliveryStreamWithdrawalPoint</Name>
<Type>String</Type>
<AbbrName>WthdrwlPnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The point at which the commodity product will be withdrawn prior to delivery.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41062</Tag>
<Name>DeliveryStreamDeliveryPoint</Name>
<Type>String</Type>
<AbbrName>DlvryPnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product.
For bullion, see http://www.fpml.org/coding-scheme/bullion-delivery-location for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41063</Tag>
<Name>DeliveryStreamDeliveryRestriction</Name>
<Type>int</Type>
<AbbrName>DlvryRstctn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies under what conditions the buyer and seller should be excused of their delivery obligations.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41064</Tag>
<Name>DeliveryStreamDeliveryContingency</Name>
<Type>String</Type>
<AbbrName>Cntgncy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the electricity delivery contingency.
See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41065</Tag>
<Name>DeliveryStreamDeliveryContingentPartySide</Name>
<Type>int</Type>
<AbbrName>CntgPty</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41080</EnumDatatype>
<Description>The trade side value of the party responsible for electricity delivery contingency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41066</Tag>
<Name>DeliveryStreamDeliverAtSourceIndicator</Name>
<Type>Boolean</Type>
<AbbrName>DlvrAtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When this element is specified and set to 'Y', delivery of the coal product is to be at its source.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41067</Tag>
<Name>DeliveryStreamRiskApportionment</Name>
<Type>String</Type>
<AbbrName>RiskApprtnmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product.
See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41218</Tag>
<Name>DeliveryStreamRiskApportionmentSource</Name>
<Type>String</Type>
<AbbrName>RiskApprtnmtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the source or legal framework for the risk apportionment.
See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41068</Tag>
<Name>DeliveryStreamTitleTransferLocation</Name>
<Type>String</Type>
<AbbrName>TtlXfer</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the title transfer location.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41069</Tag>
<Name>DeliveryStreamTitleTransferCondition</Name>
<Type>int</Type>
<AbbrName>TtlXferCond</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the condition of title transfer.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41070</Tag>
<Name>DeliveryStreamImporterOfRecord</Name>
<Type>String</Type>
<AbbrName>Imprtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41071</Tag>
<Name>DeliveryStreamNegativeTolerance</Name>
<Type>float</Type>
<AbbrName>NegtvTlrnc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryStreamToleranceType(41074). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41072</Tag>
<Name>DeliveryStreamPositiveTolerance</Name>
<Type>float</Type>
<AbbrName>PostvTlrnc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryStreamToleranceType(41074). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41073</Tag>
<Name>DeliveryStreamToleranceUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>TlrncUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Specifies the tolerance value's unit of measure (UOM).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41074</Tag>
<Name>DeliveryStreamToleranceType</Name>
<Type>int</Type>
<AbbrName>TlrncTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41046</EnumDatatype>
<Description>Specifies the tolerance value type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41075</Tag>
<Name>DeliveryStreamToleranceOptionSide</Name>
<Type>int</Type>
<AbbrName>TlrncOptSide</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the tolerance is at the seller's or buyer's option.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41076</Tag>
<Name>DeliveryStreamTotalPositiveTolerance</Name>
<Type>Percentage</Type>
<AbbrName>TotPostvTlrnc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The positive percent tolerance which applies to the total quantity delivered over all shipment periods.
Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41077</Tag>
<Name>DeliveryStreamTotalNegativeTolerance</Name>
<Type>Percentage</Type>
<AbbrName>TotNegtvTlrnc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The negative percent tolerance which applies to the total quantity delivered over all shipment periods.
Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41078</Tag>
<Name>DeliveryStreamNotionalConversionFactor</Name>
<Type>float</Type>
<AbbrName>CnvrsnFctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41079</Tag>
<Name>DeliveryStreamTransportEquipment</Name>
<Type>String</Type>
<AbbrName>Eqpmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The transportation equipment with which the commodity product will be delivered and received. </Description>
<Elaboration>Examples of transportation equipment or mode are barge, truck, railcar, etc.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41080</Tag>
<Name>DeliveryStreamElectingPartySide</Name>
<Type>int</Type>
<AbbrName>ElctngSide</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A reference to the party able to choose whether the gas is delivered for a particular period as found in a swing or interruptible contract.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41081</Tag>
<Name>NoDeliveryStreamCycles</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of delivery cycles in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41082</Tag>
<Name>DeliveryStreamCycleDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The delivery cycles during which the oil product will be transported in the pipeline.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41083</Tag>
<Name>EncodedDeliveryStreamCycleDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>41084</AssociatedDataTag>
<AbbrName>EncDescLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedDeliveryStreamCycleDesc(41084) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41084</Tag>
<Name>EncodedDeliveryStreamCycleDesc</Name>
<Type>data</Type>
<AbbrName>EncDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DeliveryStreamCycleDesc(41082) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41085</Tag>
<Name>NoDeliveryStreamCommoditySources</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of commodity sources in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41086</Tag>
<Name>DeliveryStreamCommoditySource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product.
See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>1513</Tag>
<Name>DocumentationText</Name>
<Type>String</Type>
<AbbrName>DcmntnTxt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A sentence or phrase pertenant to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System"</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>1525</Tag>
<Name>EncodedDocumentationTextLen</Name>
<Type>Length</Type>
<AssociatedDataTag>1527</AssociatedDataTag>
<AbbrName>EncDcmntnTxtLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedDocumentationText(1527) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>1527</Tag>
<Name>EncodedDocumentationText</Name>
<Type>data</Type>
<AbbrName>EncDcmntnTxt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the DocumentationText(1513) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DocumentationText(1513) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="238">
<Tag>1575</Tag>
<Name>SwapSubClass</Name>
<Type>String</Type>
<AbbrName>SwapSubClss</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The sub-classification or notional schedule type of the swap.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>1577</Tag>
<Name>SettlRateIndex</Name>
<Type>String</Type>
<AbbrName>SettlNdx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>1580</Tag>
<Name>SettlRateIndexLocation</Name>
<Type>String</Type>
<AbbrName>SettlNdxLctn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>This is an optional qualifying attribute of SettlRateIndex(1577) such as the delivery zone for an electricity contract.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>1581</Tag>
<Name>OptionExpirationDesc</Name>
<Type>String</Type>
<AbbrName>ExpDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Description of the option expiration.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>1678</Tag>
<Name>EncodedOptionExpirationDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>1697</AssociatedDataTag>
<AbbrName>EncExpDescLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedOptionExpirationDesc(1697) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>1697</Tag>
<Name>EncodedOptionExpirationDesc</Name>
<Type>data</Type>
<AbbrName>EncExpDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the OptionExpirationDesc(1581).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>1698</Tag>
<Name>StrikeUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>StrkUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Used to express the unit of measure (UOM) of the price if different from the contract.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>1866</Tag>
<Name>StrikeIndex</Name>
<Type>String</Type>
<AbbrName>StrkNdx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the index used to calculate the strike price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2001</Tag>
<Name>StrikeIndexSpread</Name>
<Type>PriceOffset</Type>
<AbbrName>StrkSpread</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the strike price offset from the named index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2002</Tag>
<Name>ValuationSource</Name>
<Type>String</Type>
<AbbrName>ValSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the source of trade valuation data.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2140</Tag>
<Name>ValuationReferenceModel</Name>
<Type>String</Type>
<AbbrName>ValRefModel</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the methodology and/or assumptions used to generate the trade value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2141</Tag>
<Name>StrategyType</Name>
<Type>String</Type>
<AbbrName>StrtTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of trade strategy.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2142</Tag>
<Name>CommonPricingIndicator</Name>
<Type>Boolean</Type>
<AbbrName>CmnPxng</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2143</Tag>
<Name>SettlDisruptionProvision</Name>
<Type>int</Type>
<AbbrName>SettlDsrptnProv</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the consequences of bullion settlement disruption events. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>2144</Tag>
<Name>InstrumentRoundingDirection</Name>
<Type>char</Type>
<AbbrName>RndDirctn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>468</EnumDatatype>
<Description>Specifies the rounding direction if not overridden elsewhere.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2145</Tag>
<Name>InstrumentRoundingPrecision</Name>
<Type>int</Type>
<AbbrName>RndPrcsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2146</Tag>
<Name>LegSettleOnOpenFlag</Name>
<Type>String</Type>
<AbbrName>SettlOnOpenFlag</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicator to determine if the instrument is to settle on open.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2147</Tag>
<Name>LegInstrmtAssignmentMethod</Name>
<Type>char</Type>
<AbbrName>AsgnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1049</EnumDatatype>
<Description>Specifies the method under which assignment was conducted.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2148</Tag>
<Name>LegSecurityStatus</Name>
<Type>String</Type>
<AbbrName>Status</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>965</EnumDatatype>
<Description>Used for derivatives. Denotes the current state of the InstrumentLeg.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2149</Tag>
<Name>LegRestructuringType</Name>
<Type>String</Type>
<AbbrName>RestrctTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1449</EnumDatatype>
<Description>A category of CDS credit event in which the underlying bond experiences a restructuring.
Used to define a CDS instrument.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2150</Tag>
<Name>LegSeniority</Name>
<Type>String</Type>
<AbbrName>Snrty</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1450</EnumDatatype>
<Description>Specifies which issue (underlying bond) will receive payment priority in the event of a default.
Used to define a CDS instrument.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2151</Tag>
<Name>LegNotionalPercentageOutstanding</Name>
<Type>Percentage</Type>
<AbbrName>NotlPctOut</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index.
Used to calculate the true value of a CDS trade or position.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2152</Tag>
<Name>LegOriginalNotionalPercentageOutstanding</Name>
<Type>Percentage</Type>
<AbbrName>OrigNotlPctOut</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to reflect the Original value prior to the application of a credit event. See LegNotionalPercentageOutstanding(2151).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2153</Tag>
<Name>LegAttachmentPoint</Name>
<Type>Percentage</Type>
<AbbrName>AttchPnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Lower bound percentage of the loss that the tranche can endure.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2154</Tag>
<Name>LegDetachmentPoint</Name>
<Type>Percentage</Type>
<AbbrName>DetchPnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Upper bound percentage of the loss the tranche can endure.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2155</Tag>
<Name>LegObligationType</Name>
<Type>String</Type>
<AbbrName>ObligTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1739</EnumDatatype>
<Description>Type of reference obligation for credit derivatives contracts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="238">
<Tag>2156</Tag>
<Name>LegSwapSubClass</Name>
<Type>String</Type>
<AbbrName>SwapSubClss</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1575</EnumDatatype>
<Description>The sub-classification or notional schedule type of the swap.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2157</Tag>
<Name>LegNthToDefault</Name>
<Type>int</Type>
<AbbrName>NthDflt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The Nth reference obligation in a CDS reference basket. If specified without LegMthToDefault(2158) the default will trigger a CDS payout. If LegMthToDefault(2158) is also present then payout occurs between the Nth and Mth obligations to default.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2158</Tag>
<Name>LegMthToDefault</Name>
<Type>int</Type>
<AbbrName>MthDflt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The Mth reference obligation to default in a CDS reference basket. When an NthToDefault(2157) to MthToDefault(2158) are represented then the CDS payout occurs between the Nth and Mth obligations to default.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2159</Tag>
<Name>LegSettledEntityMatrixSource</Name>
<Type>String</Type>
<AbbrName>SettldMtrxSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Relevant settled entity matrix source.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2160</Tag>
<Name>LegSettledEntityMatrixPublicationDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>SettldMtrxDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The publication date of the applicable version of the matrix. When this element is omitted, the Standard Terms Supplement defines rules for which version of the matrix is applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2161</Tag>
<Name>LegCouponType</Name>
<Type>int</Type>
<AbbrName>CpnTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1946</EnumDatatype>
<Description>Specifies the coupon type of the bond.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2162</Tag>
<Name>LegTotalIssuedAmount</Name>
<Type>Amt</Type>
<AbbrName>TotAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2163</Tag>
<Name>LegCouponFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>CpnPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the frequency of the bond's coupon payment. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2164</Tag>
<Name>LegCouponFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>CpnUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1949</EnumDatatype>
<Description>Time unit associated with the frequency of the bond's coupon payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2165</Tag>
<Name>LegCouponDayCount</Name>
<Type>int</Type>
<AbbrName>CpnDayCnt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1950</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>The day count convention used in interest calculations for a bond or an interest bearing security.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2166</Tag>
<Name>LegConvertibleBondEquityID</Name>
<Type>String</Type>
<AbbrName>CnvrtBondEqtyID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the equity in which a convertible bond can be converted to.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2167</Tag>
<Name>LegConvertibleBondEquityIDSource</Name>
<Type>String</Type>
<AbbrName>CnvrtBondEqtyIDSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Identifies class or source of the LegConvertibleBondEquitySecurityID(2166) value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2168</Tag>
<Name>LegContractPriceRefMonth</Name>
<Type>MonthYear</Type>
<AbbrName>PxRefMo</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference month if there is no applicable LegMaturityMonthYear(610) value for the contract or security.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2169</Tag>
<Name>LegLienSeniority</Name>
<Type>int</Type>
<AbbrName>LienSnrty</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1954</EnumDatatype>
<Description>Indicates the seniority level of the lien in a loan.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2170</Tag>
<Name>LegLoanFacility</Name>
<Type>int</Type>
<AbbrName>LoanFclty</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1955</EnumDatatype>
<Description>Specifies the type of loan when the credit default swap's reference obligation is a loan.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="192">
<Tag>2171</Tag>
<Name>LegReferenceEntityType</Name>
<Type>int</Type>
<AbbrName>RefEntityTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1956</EnumDatatype>
<Description>Specifies the type of reference entity for first-to-default CDS basket contracts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2172</Tag>
<Name>LegIndexSeries</Name>
<Type>int</Type>
<AbbrName>NdxSeries</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The series identifier of a credit default swap index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2173</Tag>
<Name>LegIndexAnnexVersion</Name>
<Type>int</Type>
<AbbrName>NdxAnxVer</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The version of a credit default swap index annex.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2174</Tag>
<Name>LegIndexAnnexDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>NdxAnxDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The date of a credit default swap index series annex.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2175</Tag>
<Name>LegIndexAnnexSource</Name>
<Type>String</Type>
<AbbrName>NdxAnxSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The source of a credit default swap series annex.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2176</Tag>
<Name>LegSettlRateIndex</Name>
<Type>String</Type>
<AbbrName>SettlNdx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2177</Tag>
<Name>LegSettlRateIndexLocation</Name>
<Type>String</Type>
<AbbrName>SettlNdxLctn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>This is an optional qualifying attribute of LegSettlementRateIndex(2176) such as the delivery zone for an electricity contract.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2178</Tag>
<Name>LegOptionExpirationDesc</Name>
<Type>String</Type>
<AbbrName>ExpDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Description of the option expiration.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2179</Tag>
<Name>EncodedLegOptionExpirationDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>2180</AssociatedDataTag>
<AbbrName>EncExpDescLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedLegOptionExpirationDesc(2180) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2180</Tag>
<Name>EncodedLegOptionExpirationDesc</Name>
<Type>data</Type>
<AbbrName>EncExpDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegOptionExpirationDesc(2178).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2181</Tag>
<Name>LegStrikeMultiplier</Name>
<Type>float</Type>
<AbbrName>StrkMult</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2182</Tag>
<Name>LegStrikeValue</Name>
<Type>float</Type>
<AbbrName>StrkValu</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of shares/units for the financial instrument involved in the option trade. Used for derivatives.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2183</Tag>
<Name>LegStrikeUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>StrkUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Used to express the unit of measure (UOM) of the price if different from the contract. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2184</Tag>
<Name>LegStrikeIndex</Name>
<Type>String</Type>
<AbbrName>StrkNdx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the index used to calculate the strike price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2185</Tag>
<Name>LegStrikeIndexSpread</Name>
<Type>PriceOffset</Type>
<AbbrName>StrkSpread</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the strike price offset from the named index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2186</Tag>
<Name>LegStrikePriceDeterminationMethod</Name>
<Type>int</Type>
<AbbrName>StrkPxDtrmnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1478</EnumDatatype>
<Description>Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2187</Tag>
<Name>LegStrikePriceBoundaryMethod</Name>
<Type>int</Type>
<AbbrName>StrkPxBndryMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1479</EnumDatatype>
<Description>Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2188</Tag>
<Name>LegStrikePriceBoundaryPrecision</Name>
<Type>Percentage</Type>
<AbbrName>StrkPxBndryPrcsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used in combination with StrikePriceBoundaryMethod(2187) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2189</Tag>
<Name>LegUnderlyingPriceDeterminationMethod</Name>
<Type>int</Type>
<AbbrName>PxDtrmnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1481</EnumDatatype>
<Description>Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option").</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2190</Tag>
<Name>LegMinPriceIncrement</Name>
<Type>float</Type>
<AbbrName>MinPxIncr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Minimum price increment for a given exchange-traded instrument. Could also be used to represent tick value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2191</Tag>
<Name>LegMinPriceIncrementAmount</Name>
<Type>Amt</Type>
<AbbrName>MinPxIncrAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Minimum price increment amount associated with the LegMinPriceIncrement(2190). For listed derivatives, the value can be calculated by multiplying LegMinPriceIncrement(2190) by LegContractMultiplier(614).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>2192</Tag>
<Name>LegSettlMethod</Name>
<Type>String</Type>
<AbbrName>SettlMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1193</EnumDatatype>
<Description>Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="238">
<Tag>2193</Tag>
<Name>LegOptPayoutType</Name>
<Type>int</Type>
<AbbrName>OptPayoutTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1482</EnumDatatype>
<Description>Indicates the type of valuation method or trigger payout for an in-the-money option.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2194</Tag>
<Name>LegOptPayoutAmount</Name>
<Type>Amt</Type>
<AbbrName>OptPayAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2195</Tag>
<Name>LegPriceQuoteMethod</Name>
<Type>String</Type>
<AbbrName>PxQteMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1196</EnumDatatype>
<Description>Specifies the method for price quotation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2196</Tag>
<Name>LegValuationMethod</Name>
<Type>String</Type>
<AbbrName>ValMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1197</EnumDatatype>
<Description>Specifies the type of valuation method applied.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2197</Tag>
<Name>LegValuationSource</Name>
<Type>String</Type>
<AbbrName>ValSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the source of trade valuation data.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2198</Tag>
<Name>LegValuationReferenceModel</Name>
<Type>String</Type>
<AbbrName>ValRefModel</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the methodology and/or assumptions used to generate the trade value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2199</Tag>
<Name>LegListMethod</Name>
<Type>int</Type>
<AbbrName>ListMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1198</EnumDatatype>
<Description>Indicates whether instruments are pre-listed only or can also be defined via user request.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2200</Tag>
<Name>LegCapPrice</Name>
<Type>Price</Type>
<AbbrName>CapPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to express the ceiling price of a capped call.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2201</Tag>
<Name>LegFloorPrice</Name>
<Type>Price</Type>
<AbbrName>FlrPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to express the floor price of a capped put.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2202</Tag>
<Name>LegFlexibleIndicator</Name>
<Type>Boolean</Type>
<AbbrName>FlexInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative to LegCFICode(608) Standard/Non-standard attribute.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2203</Tag>
<Name>LegFlexProductEligibilityIndicator</Name>
<Type>Boolean</Type>
<AbbrName>FlexProdElig</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate if a product or group of product supports the creation of flexible securities.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2205</Tag>
<Name>LegPositionLimit</Name>
<Type>int</Type>
<AbbrName>PosLmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Position Limit for a given exchange-traded product.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2206</Tag>
<Name>LegNTPositionLimit</Name>
<Type>int</Type>
<AbbrName>NTPosLmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Position limit in the near-term contract for a given exchange-traded product.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2207</Tag>
<Name>LegCPProgram</Name>
<Type>int</Type>
<AbbrName>CPPgm</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>875</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>The program under which a commercial paper is issued.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2208</Tag>
<Name>LegCPRegType</Name>
<Type>String</Type>
<AbbrName>CPRegTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The registration type of a commercial paper issuance.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2209</Tag>
<Name>LegShortSaleRestriction</Name>
<Type>int</Type>
<AbbrName>ShrtRstctn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1687</EnumDatatype>
<Description>Indicates whether a restriction applies to short selling a security.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2211</Tag>
<Name>LegStrategyType</Name>
<Type>String</Type>
<AbbrName>StrtTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2141</EnumDatatype>
<Description>Specifies the type of trade strategy.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2212</Tag>
<Name>LegCommonPricingIndicator</Name>
<Type>Boolean</Type>
<AbbrName>CmnPxng</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2213</Tag>
<Name>LegSettlDisruptionProvision</Name>
<Type>int</Type>
<AbbrName>SettlDsrptnProv</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2143</EnumDatatype>
<Description>Specifies the consequences of bullion settlement disruption events. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>2214</Tag>
<Name>LegInstrumentRoundingDirection</Name>
<Type>char</Type>
<AbbrName>RndDirctn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>468</EnumDatatype>
<Description>Specifies the rounding direction if not overridden elsewhere.</Description>
<Elaboration>Applicable for complex FX option strategies.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2215</Tag>
<Name>LegInstrumentRoundingPrecision</Name>
<Type>int</Type>
<AbbrName>RndPrcsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41087</Tag>
<Name>MarketDisruptionProvision</Name>
<Type>int</Type>
<AbbrName>Prov</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The consequences of market disruption events.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41088</Tag>
<Name>MarketDisruptionFallbackProvision</Name>
<Type>int</Type>
<AbbrName>FallbckProv</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the location of the fallback provision documentation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41089</Tag>
<Name>MarketDisruptionMaximumDays</Name>
<Type>int</Type>
<AbbrName>MaxDays</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5).</Description>
<Elaboration>ISDA 2005 Commodity Definition.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41090</Tag>
<Name>MarketDisruptionMaterialityPercentage</Name>
<Type>Percentage</Type>
<AbbrName>MtrltyPctage</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used when a price materiality percentage applies to the price source disruption event and this event has been specified.</Description>
<Elaboration>Applicable to 2005 Commodity Definitions only.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41091</Tag>
<Name>MarketDisruptionMinimumFuturesContracts</Name>
<Type>int</Type>
<AbbrName>MinCtrcts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. </Description>
<Elaboration>Applicable to 1993 Commodity Definitions only.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41092</Tag>
<Name>NoMarketDisruptionEvents</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of disruption events in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="187">
<Tag>41093</Tag>
<Name>MarketDisruptionEvent</Name>
<Type>String</Type>
<AbbrName>Evnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the market disruption event.
For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values.
For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41094</Tag>
<Name>NoMarketDisruptionFallbacks</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of fallbacks in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41095</Tag>
<Name>MarketDisruptionFallbackType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of disruption fallback.
See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41096</Tag>
<Name>NoMarketDisruptionFallbackReferencePrices</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of fallback reference securities in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41097</Tag>
<Name>MarketDisruptionFallbackUnderlierType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The type of reference price underlier.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41098</Tag>
<Name>MarketDisruptionFallbackUnderlierSecurityID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the identifier value of the security.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41099</Tag>
<Name>MarketDisruptionFallbackUnderlierSecurityIDSource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<Description>Specifies the class or source scheme of the security identifier.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41100</Tag>
<Name>MarketDisruptionFallbackUnderlierSecurityDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the description of the underlying security.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41101</Tag>
<Name>EncodedMarketDisruptionFallbackUnderlierSecurityDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>41102</AssociatedDataTag>
<AbbrName>EncDescLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41102</Tag>
<Name>EncodedMarketDisruptionFallbackUnderlierSecurityDesc</Name>
<Type>data</Type>
<AbbrName>EncDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41103</Tag>
<Name>MarketDisruptionFallbackOpenUnits</Name>
<Type>Qty</Type>
<AbbrName>OpnUnits</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41104</Tag>
<Name>MarketDisruptionFallbackBasketCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41105</Tag>
<Name>MarketDisruptionFallbackBasketDivisor</Name>
<Type>float</Type>
<AbbrName>Dvsr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2216</Tag>
<Name>MiscFeeRate</Name>
<Type>Percentage</Type>
<AbbrName>Rt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The fee rate when MiscFeeAmt(137) is a percentage of trade quantity.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2217</Tag>
<Name>MiscFeeAmountDue</Name>
<Type>Amt</Type>
<AbbrName>AmtDue</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The fee amount due if different from MiscFeeAmt(137).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41106</Tag>
<Name>ExerciseDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A description of the option exercise.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41107</Tag>
<Name>EncodedExerciseDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>41108</AssociatedDataTag>
<AbbrName>EncDescLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedExerciseDesc(41102) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41108</Tag>
<Name>EncodedExerciseDesc</Name>
<Type>data</Type>
<AbbrName>EncDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ExerciseDesc(41106) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41109</Tag>
<Name>AutomaticExerciseIndicator</Name>
<Type>Boolean</Type>
<AbbrName>AutoExerInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41110</Tag>
<Name>AutomaticExerciseThresholdRate</Name>
<Type>float</Type>
<AbbrName>AutoRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The threshold rate for triggering automatic exercise.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41111</Tag>
<Name>ExerciseConfirmationMethod</Name>
<Type>int</Type>
<AbbrName>ExerCnfm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41112</Tag>
<Name>ManualNoticeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>ManNtcBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the business center used for adjusting the time for manual exercise notice.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41113</Tag>
<Name>FallbackExerciseIndicator</Name>
<Type>Boolean</Type>
<AbbrName>FallbckExerInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41114</Tag>
<Name>LimitedRightToConfirmIndicator</Name>
<Type>Boolean</Type>
<AbbrName>LtdRightCnfmInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41115</Tag>
<Name>ExerciseSplitTicketIndicator</Name>
<Type>Boolean</Type>
<AbbrName>ExerSplitTktInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41116</Tag>
<Name>NoOptionExerciseBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41117</Tag>
<Name>OptionExerciseBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the option exercise dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41118</Tag>
<Name>OptionExerciseBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41119</Tag>
<Name>OptionExerciseEarliestDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>ErlstOfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41024</EnumDatatype>
<Description>Specifies the day type of the relative earliest option exercise date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41120</Tag>
<Name>OptionExerciseEarliestDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>ErlstOfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative earliest exercise date offset. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41121</Tag>
<Name>OptionExerciseEarliestDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>ErlstOfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40126</EnumDatatype>
<Description>Time unit associated with the relative earliest exercise date offset. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41122</Tag>
<Name>OptionExerciseFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the frequency of exercise dates. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41123</Tag>
<Name>OptionExerciseFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40196</EnumDatatype>
<Description>Time unit associated with the frequency of exercise dates. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41124</Tag>
<Name>OptionExerciseStartDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted start date for calculating periodic exercise dates.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41125</Tag>
<Name>OptionExerciseStartDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>StartDtReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the option exercise start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41126</Tag>
<Name>OptionExerciseStartDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>StartDtOfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative exercise start date offset. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41127</Tag>
<Name>OptionExerciseStartDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>StartDtOfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative exercise start date offset. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41128</Tag>
<Name>OptionExerciseStartDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>StartDtOfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative option exercise start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41129</Tag>
<Name>OptionExerciseStartDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted start date for calculating periodic exercise dates.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41130</Tag>
<Name>OptionExerciseSkip</Name>
<Type>int</Type>
<AbbrName>Skip</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41131</Tag>
<Name>OptionExerciseNominationDeadline</Name>
<Type>LocalMktDate</Type>
<AbbrName>NomntnDdln</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Last date (adjusted) for establishing the option exercise terms.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41132</Tag>
<Name>OptionExerciseFirstDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted first exercise date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41133</Tag>
<Name>OptionExerciseLastDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>LastDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted last exercise date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41134</Tag>
<Name>OptionExerciseEarliestTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>ErlstTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41135</Tag>
<Name>OptionExerciseLatestTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>LtstTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The latest exercise time. See also OptionExerciseEarliestTime(41134).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41136</Tag>
<Name>OptionExerciseTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>TmBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center used to determine the locale for option exercise time, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41137</Tag>
<Name>NoOptionExerciseDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41138</Tag>
<Name>OptionExerciseDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The option exercise fixed date, unadjusted or adjusted depending on OptionExerciseDateType(41139).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41139</Tag>
<Name>OptionExerciseDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41140</Tag>
<Name>NoOptionExerciseExpirationDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41141</Tag>
<Name>OptionExerciseExpirationDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41142</Tag>
<Name>OptionExerciseExpirationDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41143</Tag>
<Name>OptionExerciseExpirationDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the option exercise expiration date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41144</Tag>
<Name>OptionExerciseExpirationDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative exercise expiration date offset. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41145</Tag>
<Name>OptionExerciseExpirationDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative exercise expiration date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41146</Tag>
<Name>OptionExerciseExpirationFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the frequency of exercise expiration dates. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41147</Tag>
<Name>OptionExerciseExpirationFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40196</EnumDatatype>
<Description>Time unit associated with the frequency of exercise expiration dates. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41148</Tag>
<Name>OptionExerciseExpirationRollConvention</Name>
<Type>String</Type>
<AbbrName>Roll</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40922</EnumDatatype>
<Description>The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the DateAdjustment component in Instrument.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41149</Tag>
<Name>OptionExerciseExpirationDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative option exercise expiration date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41150</Tag>
<Name>OptionExerciseExpirationTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>Tm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The option exercise expiration time.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41151</Tag>
<Name>OptionExerciseExpirationTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>TmBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center used to determine the locale for option exercise expiration time, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41152</Tag>
<Name>NoOptionExerciseExpirationDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of fixed exercise expiration dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41153</Tag>
<Name>OptionExerciseExpirationDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>An adjusted or unadjusted fixed option exercise expiration date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41154</Tag>
<Name>OptionExerciseExpirationDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41139</EnumDatatype>
<Description>Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41155</Tag>
<Name>PaymentUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>UOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Used to express the unit of measure (UOM) of the payment amount if not in the currency of the trade.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41156</Tag>
<Name>PaymentDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41157</Tag>
<Name>PaymentDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative payment date offset. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41158</Tag>
<Name>PaymentDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative payment date offset. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41159</Tag>
<Name>PaymentDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the day type of the relative payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41160</Tag>
<Name>PaymentForwardStartType</Name>
<Type>int</Type>
<AbbrName>FwdStartTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Forward start premium type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41161</Tag>
<Name>NoPaymentScheduleFixingDays</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of fixing days in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41162</Tag>
<Name>PaymentScheduleFixingDayOfWeek</Name>
<Type>int</Type>
<AbbrName>DayOfWk</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41228</EnumDatatype>
<Description>The day of the week on which fixing will take place. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41163</Tag>
<Name>PaymentScheduleFixingDayNumber</Name>
<Type>int</Type>
<AbbrName>DayNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The occurrence of the day of week on which fixing takes place. </Description>
<Elaboration>For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41164</Tag>
<Name>PaymentScheduleXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier of this PaymentSchedule for cross referencing elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41165</Tag>
<Name>PaymentScheduleXIDRef</Name>
<Type>XIDREF</Type>
<AbbrName>XIDRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference to payment schedule elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41166</Tag>
<Name>PaymentScheduleRateCurrency</Name>
<Type>Currency</Type>
<AbbrName>RtCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The currency of the schedule rate. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41167</Tag>
<Name>PaymentScheduleRateUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>RtUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>The schedule rate unit of measure (UOM).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41168</Tag>
<Name>PaymentScheduleRateConversionFactor</Name>
<Type>float</Type>
<AbbrName>RtFctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number to be multiplied by the derived floating rate of the payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41169</Tag>
<Name>PaymentScheduleRateSpreadType</Name>
<Type>int</Type>
<AbbrName>SpreadTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41206</EnumDatatype>
<Description>Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41170</Tag>
<Name>PaymentScheduleSettlPeriodPrice</Name>
<Type>Price</Type>
<AbbrName>SettlPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The schedule settlement period price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41171</Tag>
<Name>PaymentScheduleSettlPeriodPriceCurrency</Name>
<Type>Currency</Type>
<AbbrName>SettlPxCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of the schedule settlement period price. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41172</Tag>
<Name>PaymentScheduleSettlPeriodPriceUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>SettlPxUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>The settlement period price unit of measure (UOM).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41173</Tag>
<Name>PaymentScheduleStepUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>StepUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>The schedule step unit of measure (UOM).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41174</Tag>
<Name>PaymentScheduleFixingDayDistribution</Name>
<Type>int</Type>
<AbbrName>FixngDayDistrib</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41214</EnumDatatype>
<Description>The distribution of fixing days.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41175</Tag>
<Name>PaymentScheduleFixingDayCount</Name>
<Type>int</Type>
<AbbrName>FixngDayCnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of days over which fixing should take place.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41176</Tag>
<Name>PaymentScheduleFixingLagPeriod</Name>
<Type>int</Type>
<AbbrName>FixngLagPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the fixing lag duration. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41177</Tag>
<Name>PaymentScheduleFixingLagUnit</Name>
<Type>String</Type>
<AbbrName>FixngLagUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40809</EnumDatatype>
<Description>Time unit associated with the fixing lag duration. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41178</Tag>
<Name>PaymentScheduleFixingFirstObservationDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>FixngFirstObsvtnPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative first observation date offset.</Description>
<Elaboration>If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41179</Tag>
<Name>PaymentScheduleFixingFirstObservationDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>FixngFirstObsvtnUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative first observation date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41180</Tag>
<Name>PaymentStreamFlatRateIndicator</Name>
<Type>Boolean</Type>
<AbbrName>FlatRtInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction “Fixed”. If 'N' it is taken on each Pricing Date “Floating”.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41181</Tag>
<Name>PaymentStreamFlatRateAmount</Name>
<Type>Amt</Type>
<AbbrName>FlatRtAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the actual monetary value of the flat rate when PaymentStreamFlatRateIndicator(41180) = 'Y'.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41182</Tag>
<Name>PaymentStreamFlatRateCurrency</Name>
<Type>Currency</Type>
<AbbrName>FlatRtCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41183</Tag>
<Name>PaymentStreamMaximumPaymentAmount</Name>
<Type>Amt</Type>
<AbbrName>MaxPmtAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the limit on the total payment amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41184</Tag>
<Name>PaymentStreamMaximumPaymentCurrency</Name>
<Type>Currency</Type>
<AbbrName>MaxPmtCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41185</Tag>
<Name>PaymentStreamMaximumTransactionAmount</Name>
<Type>Amt</Type>
<AbbrName>MaxTxnAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the limit on the payment amount that goes out in any particular calculation period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41186</Tag>
<Name>PaymentStreamMaximumTransactionCurrency</Name>
<Type>Currency</Type>
<AbbrName>MaxTxnCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41187</Tag>
<Name>PaymentStreamFixedAmountUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>FixedAmtUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Specifies the fixed payment amount unit of measure (UOM).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41188</Tag>
<Name>PaymentStreamTotalFixedAmount</Name>
<Type>Amt</Type>
<AbbrName>FixedAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the total fixed payment amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41189</Tag>
<Name>PaymentStreamWorldScaleRate</Name>
<Type>float</Type>
<AbbrName>WorldScaleRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41190</Tag>
<Name>PaymentStreamContractPrice</Name>
<Type>Price</Type>
<AbbrName>CtrctPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41191</Tag>
<Name>PaymentStreamContractPriceCurrency</Name>
<Type>Currency</Type>
<AbbrName>CtrctPxCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of PaymentStreamContractPrice(41190). Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41192</Tag>
<Name>NoPaymentStreamPricingBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41193</Tag>
<Name>PaymentStreamPricingBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the payment stream's pricing dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41194</Tag>
<Name>PaymentStreamRateIndex2CurvePeriod</Name>
<Type>int</Type>
<AbbrName>Ndx2Period</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Secondary time unit multiplier for the payment stream's floating rate index curve. </Description>
<Elaboration>May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41195</Tag>
<Name>PaymentStreamRateIndex2CurveUnit</Name>
<Type>String</Type>
<AbbrName>Ndx2Unit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40791</EnumDatatype>
<Description>Secondary time unit associated with the payment stream's floating rate index curve. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41196</Tag>
<Name>PaymentStreamRateIndexLocation</Name>
<Type>String</Type>
<AbbrName>NdxLctn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the location of the floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41197</Tag>
<Name>PaymentStreamRateIndexLevel</Name>
<Type>Qty</Type>
<AbbrName>NdxLvl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41198</Tag>
<Name>PaymentStreamRateIndexUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>NdxUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>The unit of measure (UOM) of the rate index level.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41199</Tag>
<Name>PaymentStreamSettlLevel</Name>
<Type>int</Type>
<AbbrName>SettlLvl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies how weather index units are to be calculated.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41200</Tag>
<Name>PaymentStreamReferenceLevel</Name>
<Type>Qty</Type>
<AbbrName>RefLvl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41201</Tag>
<Name>PaymentStreamReferenceLevelUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>RefUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>The unit of measure (UOM) of the rate reference level. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41202</Tag>
<Name>PaymentStreamReferenceLevelEqualsZeroIndicator</Name>
<Type>Boolean</Type>
<AbbrName>RefLvlZero</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When set to 'Y', it indicates the weather reference level equals zero.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41203</Tag>
<Name>PaymentStreamRateSpreadCurrency</Name>
<Type>Currency</Type>
<AbbrName>SpreadCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41204</Tag>
<Name>PaymentStreamRateSpreadUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>SpreadUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Species the unit of measure (UOM) of the floating rate spread. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41205</Tag>
<Name>PaymentStreamRateConversionFactor</Name>
<Type>float</Type>
<AbbrName>RtFctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number to be multiplied by the derived floating rate of the payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41206</Tag>
<Name>PaymentStreamRateSpreadType</Name>
<Type>int</Type>
<AbbrName>SpreadTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41207</Tag>
<Name>PaymentStreamLastResetRate</Name>
<Type>Percentage</Type>
<AbbrName>LastResetRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41208</Tag>
<Name>PaymentStreamFinalRate</Name>
<Type>Percentage</Type>
<AbbrName>FnlRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41209</Tag>
<Name>PaymentStreamCalculationLagPeriod</Name>
<Type>int</Type>
<AbbrName>CalcLagPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the calculation lag duration.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41210</Tag>
<Name>PaymentStreamCalculationLagUnit</Name>
<Type>String</Type>
<AbbrName>CalcLagUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40809</EnumDatatype>
<Description>Time unit associated with the calculation lag duration.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41211</Tag>
<Name>PaymentStreamFirstObservationDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>FirstObsvtnOfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative first observation date offset.</Description>
<Elaboration>If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41212</Tag>
<Name>PaymentStreamFirstObservationDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>FirstObsvtnOfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative first observation date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41213</Tag>
<Name>PaymentStreamPricingDayType</Name>
<Type>int</Type>
<AbbrName>PxngDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41024</EnumDatatype>
<Description>Specifies the commodity pricing day type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41214</Tag>
<Name>PaymentStreamPricingDayDistribution</Name>
<Type>int</Type>
<AbbrName>PxngDayDistrib</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The distribution of pricing days.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41215</Tag>
<Name>PaymentStreamPricingDayCount</Name>
<Type>int</Type>
<AbbrName>PxngDayCnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of days over which pricing should take place.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41216</Tag>
<Name>PaymentStreamPricingBusinessCalendar</Name>
<Type>String</Type>
<AbbrName>PxngClndr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the business calendar to use for pricing.
See http://www.fpml.org/coding-scheme/commodity-business-calendar for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41217</Tag>
<Name>PaymentStreamPricingBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>PxngBizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the payent stream's pricing dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41220</Tag>
<Name>NoPaymentStreamPaymentDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of payment dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41221</Tag>
<Name>PaymentStreamPaymentDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted or unadjusted fixed stream payment date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41222</Tag>
<Name>PaymentStreamPaymentDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41139</EnumDatatype>
<Description>Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41223</Tag>
<Name>PaymentStreamMasterAgreementPaymentDatesIndicator</Name>
<Type>Boolean</Type>
<AbbrName>MADts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When set to 'Y', it indicates that payment dates are specified in the relevant master agreement.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41224</Tag>
<Name>NoPaymentStreamPricingDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of pricing dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41225</Tag>
<Name>PaymentStreamPricingDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted or unadjusted fixed stream pricing date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41226</Tag>
<Name>PaymentStreamPricingDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41139</EnumDatatype>
<Description>Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41227</Tag>
<Name>NoPaymentStreamPricingDays</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of pricing days in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41228</Tag>
<Name>PaymentStreamPricingDayOfWeek</Name>
<Type>int</Type>
<AbbrName>DayOfWk</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The day of the week on which pricing takes place.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41229</Tag>
<Name>PaymentStreamPricingDayNumber</Name>
<Type>int</Type>
<AbbrName>DayNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The occurrence of the day of week on which pricing takes place. </Description>
<Elaboration>For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3. </Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41230</Tag>
<Name>NoPricingDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41231</Tag>
<Name>PricingDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust pricing or fixing dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41232</Tag>
<Name>PricingDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted pricing or fixing date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41233</Tag>
<Name>PricingDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust pricing or fixing dates. Used only to override the business day convention defined in the DateAdjustment component within the Instrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41234</Tag>
<Name>PricingDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted pricing or fixing date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41235</Tag>
<Name>PricingTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>Tm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the local market time of the pricing or fixing.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41236</Tag>
<Name>PricingTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>TmBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41237</Tag>
<Name>NoStreamAssetAttributes</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of asset attribute entries in the group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41238</Tag>
<Name>StreamAssetAttributeType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the name of the attribute.
See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41239</Tag>
<Name>StreamAssetAttributeValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the value of the attribute.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41240</Tag>
<Name>StreamAssetAttributeLimit</Name>
<Type>String</Type>
<AbbrName>Lmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Limit or lower acceptable value of the attribute.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41241</Tag>
<Name>NoStreamCalculationPeriodDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of calculation period dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41242</Tag>
<Name>StreamCalculationPeriodDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted or unadjusted fixed calculation period date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41243</Tag>
<Name>StreamCalculationPeriodDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41139</EnumDatatype>
<Description>Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41244</Tag>
<Name>StreamCalculationPeriodDatesXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier of this calculation period for cross referencing elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41245</Tag>
<Name>StreamCalculationPeriodDatesXIDRef</Name>
<Type>XIDREF</Type>
<AbbrName>XIDRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Cross reference to another calculation period for duplicating its properties.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41246</Tag>
<Name>StreamCalculationBalanceOfFirstPeriod</Name>
<Type>Boolean</Type>
<AbbrName>BalFirst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41247</Tag>
<Name>StreamCalculationCorrectionPeriod</Name>
<Type>int</Type>
<AbbrName>CrrctnPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the length of time after the publication of the data when corrections can be made.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41248</Tag>
<Name>StreamCalculationCorrectionUnit</Name>
<Type>String</Type>
<AbbrName>CrrctnUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40196</EnumDatatype>
<Description>Time unit associated with the length of time after the publication of the data when corrections can be made.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41249</Tag>
<Name>NoStreamCommoditySettlBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41250</Tag>
<Name>StreamCommoditySettlBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the commodity delivery date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41251</Tag>
<Name>StreamCommodityBase</Name>
<Type>String</Type>
<AbbrName>Base</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. </Description>
<Elaboration>Examples of general commodity base types include: Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41252</Tag>
<Name>StreamCommodityType</Name>
<Type>String</Type>
<AbbrName>CmdtyTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of commodity product.
For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values.
For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values.
For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41253</Tag>
<Name>StreamCommoditySecurityID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the market identifier for the commodity.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41254</Tag>
<Name>StreamCommoditySecurityIDSource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<Description>Identifies the class or source of the StreamCommoditySecurityIDSource(41253) value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41255</Tag>
<Name>StreamCommodityDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Description of the commodity asset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41256</Tag>
<Name>EncodedStreamCommodityDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>41257</AssociatedDataTag>
<AbbrName>EncDescLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedStreamCommodityDesc(41257) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41257</Tag>
<Name>EncodedStreamCommodityDesc</Name>
<Type>data</Type>
<AbbrName>EncDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the StreamCommodityDesc(41255) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41258</Tag>
<Name>StreamCommodityUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>UOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>The unit of measure (UOM) of the commodity asset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41259</Tag>
<Name>StreamCommodityCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the currency of the commodity asset. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41260</Tag>
<Name>StreamCommodityExchange</Name>
<Type>Exchange</Type>
<AbbrName>Exch</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the exchange where the commodity is traded.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41261</Tag>
<Name>StreamCommodityRateSource</Name>
<Type>int</Type>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the source of rate information used for commodities.
See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41262</Tag>
<Name>StreamCommodityRateReferencePage</Name>
<Type>String</Type>
<AbbrName>RefPg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reference "page" from the rate source.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41263</Tag>
<Name>StreamCommodityRateReferencePageHeading</Name>
<Type>String</Type>
<AbbrName>RefHdng</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the page heading from the rate source.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41264</Tag>
<Name>StreamDataProvider</Name>
<Type>String</Type>
<AbbrName>DataPrvdr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the commodity data or information provider.
See http://www.fpml.org/coding-scheme/commodity-information-provider for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41265</Tag>
<Name>StreamCommodityPricingType</Name>
<Type>String</Type>
<AbbrName>PxngTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies how the pricing or rate setting of the trade is to be determined or based upon.
See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41266</Tag>
<Name>StreamCommodityNearbySettlDayPeriod</Name>
<Type>int</Type>
<AbbrName>Period</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the nearby settlement day.</Description>
<Elaboration>When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41267</Tag>
<Name>StreamCommodityNearbySettlDayUnit</Name>
<Type>String</Type>
<AbbrName>Unit</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit associated with the nearby settlement day.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41268</Tag>
<Name>StreamCommoditySettlDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted commodity delivery date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41269</Tag>
<Name>StreamCommoditySettlDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41270</Tag>
<Name>StreamCommoditySettlDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted commodity delivery date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41271</Tag>
<Name>StreamCommoditySettlMonth</Name>
<Type>int</Type>
<AbbrName>Mo</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies a fixed single month for commodity delivery. </Description>
<Elaboration>Use "1" for January, "2" for February, etc.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41272</Tag>
<Name>StreamCommoditySettlDateRollPeriod</Name>
<Type>int</Type>
<AbbrName>RollPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the commodity delivery date roll. </Description>
<Elaboration>For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41273</Tag>
<Name>StreamCommoditySettlDateRollUnit</Name>
<Type>String</Type>
<AbbrName>RollUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit associated with the commodity delivery date roll.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41274</Tag>
<Name>StreamCommoditySettlDayType</Name>
<Type>int</Type>
<AbbrName>DayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41024</EnumDatatype>
<Description>Specifies the commodity delivery roll day type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41275</Tag>
<Name>StreamCommodityXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier of this stream commodity for cross referencing elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41276</Tag>
<Name>StreamCommodityXIDRef</Name>
<Type>XIDREF</Type>
<AbbrName>XIDRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference to a stream commodity elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41277</Tag>
<Name>NoStreamCommodityAltIDs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of alternate security identifers.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41278</Tag>
<Name>StreamCommodityAltID</Name>
<Type>String</Type>
<AbbrName>AltID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Alternate security identifier value for the commodity.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41279</Tag>
<Name>StreamCommodityAltIDSource</Name>
<Type>String</Type>
<AbbrName>AltIDSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the class or source of the alternate commodity security identifier.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41280</Tag>
<Name>NoStreamCommodityDataSources</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of data sources in the repeating group. The order of entry determines priority – first is the main source, second is fallback, third is second fallback.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41281</Tag>
<Name>StreamCommodityDataSourceID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Data source identifier.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41282</Tag>
<Name>StreamCommodityDataSourceIDType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of data source identifier.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41283</Tag>
<Name>NoStreamCommoditySettlDays</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of days in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41284</Tag>
<Name>StreamCommoditySettlDay</Name>
<Type>int</Type>
<AbbrName>Day</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41052</EnumDatatype>
<Description>Specifies the day or group of days for delivery. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41285</Tag>
<Name>StreamCommoditySettlTotalHours</Name>
<Type>int</Type>
<AbbrName>TotHrs</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Sum of the hours specified in StreamCommoditySettlTimeGrp.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41286</Tag>
<Name>NoStreamCommoditySettlTimes</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of hour ranges in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41287</Tag>
<Name>StreamCommoditySettlStart</Name>
<Type>String</Type>
<AbbrName>Start</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The start time for commodities settlement where delivery occurs over time. The time format is specified by the settlement time type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41288</Tag>
<Name>StreamCommoditySettlEnd</Name>
<Type>String</Type>
<AbbrName>End</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The end time for commodities settlement where delivery occurs over time. The time format is specified by the settlement time type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41588</Tag>
<Name>StreamCommoditySettlTimeType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41057</EnumDatatype>
<Description>Specifies the format of the commodities settlement start and end times.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41289</Tag>
<Name>NoStreamCommoditySettlPeriods</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of commodity settlement periods in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41290</Tag>
<Name>StreamCommoditySettlCountry</Name>
<Type>Country</Type>
<AbbrName>Ctry</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the country where delivery takes place. Uses ISO 3166 2-character country code.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41291</Tag>
<Name>StreamCommoditySettlTimeZone</Name>
<Type>String</Type>
<AbbrName>TZ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight".
See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="179">
<Tag>41292</Tag>
<Name>StreamCommoditySettlFlowType</Name>
<Type>int</Type>
<AbbrName>FlowTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41049</EnumDatatype>
<Description>Specifies the commodity delivery flow type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41293</Tag>
<Name>StreamCommoditySettlPeriodNotional</Name>
<Type>Qty</Type>
<AbbrName>Notl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the delivery quantity associated with this settlement period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41294</Tag>
<Name>StreamCommoditySettlPeriodNotionalUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>NotlUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41295</Tag>
<Name>StreamCommoditySettlPeriodFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the settlement period frequency. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41296</Tag>
<Name>StreamCommoditySettlPeriodFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40196</EnumDatatype>
<Description>Time unit associated with the settlement period frequency. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41297</Tag>
<Name>StreamCommoditySettlPeriodPrice</Name>
<Type>Price</Type>
<AbbrName>Px</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The settlement period price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41298</Tag>
<Name>StreamCommoditySettlPeriodPriceUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>PxUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Specifies the settlement period price unit of measure (UOM). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41299</Tag>
<Name>StreamCommoditySettlPeriodPriceCurrency</Name>
<Type>Currency</Type>
<AbbrName>PxCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The currency of the settlement period price. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41300</Tag>
<Name>StreamCommoditySettlHolidaysProcessingInstruction</Name>
<Type>int</Type>
<AbbrName>Holidays</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41050</EnumDatatype>
<Description>Indicates whether holidays are included in the settlement periods. Required for electricity contracts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41301</Tag>
<Name>StreamCommoditySettlPeriodXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier of this settlement period for cross referencing elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41302</Tag>
<Name>StreamCommoditySettlPeriodXIDRef</Name>
<Type>XIDREF</Type>
<AbbrName>XIDRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Cross reference to another settlement period for duplicating its properties.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41303</Tag>
<Name>StreamXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier of this Stream for cross referencing elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41305</Tag>
<Name>StreamNotionalXIDRef</Name>
<Type>XIDREF</Type>
<AbbrName>NotlXIDRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Cross reference to another Stream notional for duplicating its properties.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41306</Tag>
<Name>StreamNotionalFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>NotlPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the swap stream's notional frequency. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41307</Tag>
<Name>StreamNotionalFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>NotlUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>997</EnumDatatype>
<Description>Time unit associated with the swap stream's notional frequency. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41308</Tag>
<Name>StreamNotionalCommodityFrequency</Name>
<Type>int</Type>
<AbbrName>NotlFreq</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The commodity's notional or quantity delivery frequency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41309</Tag>
<Name>StreamNotionalUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>NotlUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Specifies the delivery stream quantity unit of measure (UOM). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41310</Tag>
<Name>StreamTotalNotional</Name>
<Type>Qty</Type>
<AbbrName>TotNotl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total notional or delivery quantity over the term of the contract.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41311</Tag>
<Name>StreamTotalNotionalUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>TotNotlUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41312</Tag>
<Name>NoMandatoryClearingJurisdictions</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of mandatory clearing jurisdictions.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41313</Tag>
<Name>MandatoryClearingJurisdiction</Name>
<Type>String</Type>
<AbbrName>Jrsdctn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier of the regulatory jurisdiction requiring the trade to be cleared.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2301</Tag>
<Name>LastQtyChanged</Name>
<Type>Qty</Type>
<AbbrName>QtyChngd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The positive or negative change in quantity when this report is a trade correction or continuation. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2302</Tag>
<Name>TradeVersion</Name>
<Type>String</Type>
<AbbrName>TrdVer</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the version of a trade or contract. This is used by systems or trading platforms in conjunction with TradeID(1003) to uniquely identify the version of a trade or contract. If used the conditions for a change of version are subject to bilateral agreement. It is recommended to change the version only for significant updates to the business entity rather than for minor changes to trade details or systematic distribution of reports. Examples where the version would change are trade quantity modification, customer account assignment or trade novation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2303</Tag>
<Name>HistoricalReportIndicator</Name>
<Type>Boolean</Type>
<AbbrName>HistrclRpt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates that the trade or event being reported occurred in the past and the trade is terminated or no longer active.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41316</Tag>
<Name>NoLegAdditionalTermBondRefs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of bonds in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41317</Tag>
<Name>LegAdditionalTermBondSecurityID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Security identifier of the bond.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41318</Tag>
<Name>LegAdditionalTermBondSecurityIDSource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Identifies the source scheme of the LegAdditionalTermBondSecurityID(41317) value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41319</Tag>
<Name>LegAdditionalTermBondDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Description of the bond.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41320</Tag>
<Name>EncodedLegAdditionalTermBondDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>41321</AssociatedDataTag>
<AbbrName>EncDescLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedLegAdditionalTermBondDesc(41321) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41321</Tag>
<Name>EncodedLegAdditionalTermBondDesc</Name>
<Type>data</Type>
<AbbrName>EncDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the LegAdditionalTermBondDesc(41319) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegAdditionalTermBondDesc(41319) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41322</Tag>
<Name>LegAdditionalTermBondCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41323</Tag>
<Name>LegAdditionalTermBondIssuer</Name>
<Type>String</Type>
<AbbrName>Issr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Issuer of the bond.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41324</Tag>
<Name>EncodedLegAdditionalTermBondIssuerLen</Name>
<Type>Length</Type>
<AssociatedDataTag>41325</AssociatedDataTag>
<AbbrName>EncIssrLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedLegAdditionalTermBondIssuer(41325) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41325</Tag>
<Name>EncodedLegAdditionalTermBondIssuer</Name>
<Type>data</Type>
<AbbrName>EncIssr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the LegAdditionalTermBondIssuer(41323) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegAdditionalTermBondIssuer(41323) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41326</Tag>
<Name>LegAdditionalTermBondSeniority</Name>
<Type>String</Type>
<AbbrName>Snrty</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1450</EnumDatatype>
<Description>Specifies the bond's payment priority in the event of a default.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41327</Tag>
<Name>LegAdditionalTermBondCouponType</Name>
<Type>int</Type>
<AbbrName>CpnTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1946</EnumDatatype>
<Description>Specifies the coupon type of the bond.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41328</Tag>
<Name>LegAdditionalTermBondCouponRate</Name>
<Type>Percentage</Type>
<AbbrName>CpnRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Coupon rate of the bond. See also CouponRate(223).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41329</Tag>
<Name>LegAdditionalTermBondMaturityDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>MatDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The maturity date of the bond.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41330</Tag>
<Name>LegAdditionalTermBondParValue</Name>
<Type>Amt</Type>
<AbbrName>Par</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The par value of the bond.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41331</Tag>
<Name>LegAdditionalTermBondCurrentTotalIssuedAmount</Name>
<Type>Amt</Type>
<AbbrName>CurTotAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total issued amount of the bond.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41332</Tag>
<Name>LegAdditionalTermBondCouponFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>CpnPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the frequency of the bond's coupon payment. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41333</Tag>
<Name>LegAdditionalTermBondCouponFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>CpnUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1949</EnumDatatype>
<Description>Time unit associated with the frequency of the bond's coupon payment. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41334</Tag>
<Name>LegAdditionalTermBondDayCount</Name>
<Type>int</Type>
<AbbrName>DayCnt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1950</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>The day count convention used in interest calculations for a bond or an interest bearing security.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41335</Tag>
<Name>NoLegAdditionalTerms</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of additional terms in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41336</Tag>
<Name>LegAdditionalTermConditionPrecedentBondIndicator</Name>
<Type>Boolean</Type>
<AbbrName>PrcdntInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41337</Tag>
<Name>LegAdditionalTermDiscrepancyClauseIndicator</Name>
<Type>Boolean</Type>
<AbbrName>DscrpncyInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the discrepancy clause is applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2308</Tag>
<Name>NoLegAssetAttributes</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of asset attribute entries in the group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2309</Tag>
<Name>LegAssetAttributeType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the name of the attribute.
See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2310</Tag>
<Name>LegAssetAttributeValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the value of the attribute.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2311</Tag>
<Name>LegAssetAttributeLimit</Name>
<Type>String</Type>
<AbbrName>Lmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Limit or lower acceptable value of the attribute.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41342</Tag>
<Name>NoLegCashSettlDealers</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of dealers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41343</Tag>
<Name>LegCashSettlDealer</Name>
<Type>String</Type>
<AbbrName>Dlr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation.</Description>
<Elaboration>ISDA 2003 Term: Dealer</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41344</Tag>
<Name>NoLegCashSettlTerms</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of elements in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41345</Tag>
<Name>LegCashSettlCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency the LegCashSettlAmount(41357) is denominated in. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41346</Tag>
<Name>LegCasSettlValuationFirstBusinessDayOffset</Name>
<Type>int</Type>
<AbbrName>BizDayOfst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for purposes of cash settlement.</Description>
<Elaboration>Associated with ISDA 2003 Term: Valuation Date.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41347</Tag>
<Name>LegCashSettlValuationSubsequentBusinessDaysOffset</Name>
<Type>int</Type>
<AbbrName>SbsqntBizDayOfst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41348</Tag>
<Name>LegCashSettlNumOfValuationDates</Name>
<Type>int</Type>
<AbbrName>NumValDts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies the number of applicable valuation dates.</Description>
<Elaboration>Associated with ISDA 2003 Term: Valuation Date</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41349</Tag>
<Name>LegCashSettlValuationTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>ValTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time of valuation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41350</Tag>
<Name>LegCashSettlBusinessCenter</Name>
<Type>String</Type>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41351</Tag>
<Name>LegCashSettlQuoteMethod</Name>
<Type>int</Type>
<AbbrName>QteMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40027</EnumDatatype>
<Description>The type of quote used to determine the cash settlement price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41352</Tag>
<Name>LegCashSettlQuoteAmount</Name>
<Type>Amt</Type>
<AbbrName>QteAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount.</Description>
<Elaboration>ISDA 2003 Term: Quotation Amount.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41353</Tag>
<Name>LegCashSettlQuoteCurrency</Name>
<Type>Currency</Type>
<AbbrName>QteCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency the LegCashSettlQuoteAmount(41352) is denominated in. Uses ISO 4217 Currency Code.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41354</Tag>
<Name>LegCashSettlMinimumQuoteAmount</Name>
<Type>Amt</Type>
<AbbrName>MinQteAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount.</Description>
<Elaboration>ISDA 2003 Term: Minimum Quotation Amount.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41355</Tag>
<Name>LegCashSettlMinimumQuoteCurrency</Name>
<Type>Currency</Type>
<AbbrName>MinQteCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency the LegCashSettlQuoteMinimumAmount(41354) is denominated in. Uses ISO 4217 Currency Code. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41356</Tag>
<Name>LegCashSettlBusinessDays</Name>
<Type>int</Type>
<AbbrName>BizDays</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of business days used in the determination of the cash settlement payment date. </Description>
<Elaboration>If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41357</Tag>
<Name>LegCashSettlAmount</Name>
<Type>Amt</Type>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date.</Description>
<Elaboration>If not specified this would typically be calculated as ((100 or the reference price) - reference obligation price) x floating rate payer calculation amount. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41358</Tag>
<Name>LegCashSettlRecoveryFactor</Name>
<Type>float</Type>
<AbbrName>RcvryFctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount calculated is (1 - LegCashSettlRecoveryFactor(41358)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41359</Tag>
<Name>LegCashSettlFixedTermIndicator</Name>
<Type>Boolean</Type>
<AbbrName>FixedInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether fixed settlement is applicable or not applicable in a recovery lock.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41360</Tag>
<Name>LegCashSettlAccruedInterestIndicator</Name>
<Type>Boolean</Type>
<AbbrName>AcrdIntInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether accrued interest is included or not in the value provided in LegCashSettlAmount(41357).
For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest.
For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. </Description>
<Elaboration>ISDA 2003 Term: Include/Exclude Accrued Interest.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41361</Tag>
<Name>LegCashSettlValuationMethod</Name>
<Type>int</Type>
<AbbrName>ValMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40038</EnumDatatype>
<Description>The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. </Description>
<Elaboration>ISDA 2003 Term: Valuation Method.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41362</Tag>
<Name>LegCashSettlTermXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A named string value referenced by UnderlyingSettlTermXIDRef(41315).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41363</Tag>
<Name>NoLegComplexEventAveragingObservations</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>The number of averaging observations in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41364</Tag>
<Name>LegComplexEventAveragingObservationNumber</Name>
<Type>int</Type>
<AbbrName>ObsvtnNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Cross reference to the ordinal observation as specified either in the LegComplexEventScheduleGrp or LegComplexEventPeriodDateGrp components.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41365</Tag>
<Name>LegComplexEventAveragingWeight</Name>
<Type>float</Type>
<AbbrName>Wt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The weight factor to be applied to the observation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41366</Tag>
<Name>NoLegComplexEventCreditEvents</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>The number of credit events specified in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41367</Tag>
<Name>LegComplexEventCreditEventType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of credit event.
See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41368</Tag>
<Name>LegComplexEventCreditEventValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The credit event value appropriate to LegComplexEventCreditEventType(41367).
See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41369</Tag>
<Name>LegComplexEventCreditEventCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the applicable currency when LegComplexEventCreditEventCurrency(41368) is an amount. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41370</Tag>
<Name>LegComplexEventCreditEventPeriod</Name>
<Type>int</Type>
<AbbrName>Period</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for complex credit events.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41371</Tag>
<Name>LegComplexEventCreditEventUnit</Name>
<Type>String</Type>
<AbbrName>Unit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40196</EnumDatatype>
<Description>Time unit associated with complex credit events.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41372</Tag>
<Name>LegComplexEventCreditEventDayType</Name>
<Type>int</Type>
<AbbrName>DayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41024</EnumDatatype>
<Description>Specifies the day type for the complex credit events.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41373</Tag>
<Name>LegComplexEventCreditEventRateSource</Name>
<Type>int</Type>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the source of rate information used for credit events.
See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41374</Tag>
<Name>NoLegComplexEventCreditEventQualifiers</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of qualifiers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41375</Tag>
<Name>LegComplexEventCreditEventQualifier</Name>
<Type>char</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40200</EnumDatatype>
<Description>Specifies a complex event qualifier. Used to further qualify LegComplexEventCreditEventType(41367). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41376</Tag>
<Name>NoLegComplexEventPeriodDateTimes</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of entries in the date-time repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41377</Tag>
<Name>LegComplexEventPeriodDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Averaging date for an Asian option.
Trigger date for a Barrier or Knock option.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41378</Tag>
<Name>LegComplexEventPeriodTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>Tm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Averaging time for an Asian option.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41379</Tag>
<Name>NoLegComplexEventPeriods</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of periods in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41380</Tag>
<Name>LegComplexEventPeriodType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41011</EnumDatatype>
<Description>Specifies the period type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41381</Tag>
<Name>LegComplexEventBusinessCenter</Name>
<Type>String</Type>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center for adjusting dates and times in the schedule or date-time group.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41382</Tag>
<Name>NoLegComplexEventRateSources</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of rate sources in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41383</Tag>
<Name>LegComplexEventRateSource</Name>
<Type>int</Type>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1446</EnumDatatype>
<Description>Identifies the source of rate information.
For FX, the reference source to be used for the FX spot rate.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41384</Tag>
<Name>LegComplexEventRateSourceType</Name>
<Type>int</Type>
<AbbrName>RtSrcTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1447</EnumDatatype>
<Description>Indicates whether the rate source specified is a primary or secondary source.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41385</Tag>
<Name>LegComplexEventReferencePage</Name>
<Type>String</Type>
<AbbrName>RefPg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reference page from the rate source.
For FX, the reference page to the spot rate is to be used for the reference FX spot rate.
When LegComplexEventRateSource(41383) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41386</Tag>
<Name>LegComplexEvenReferencePageHeading</Name>
<Type>String</Type>
<AbbrName>RefHdng</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reference page heading from the rate source.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41387</Tag>
<Name>NoLegComplexEventDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41388</Tag>
<Name>LegComplexEventDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the event date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41389</Tag>
<Name>LegComplexEventDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted complex event date.</Description>
<Elaboration>For example the second expiration date for a calendar spread option strategy.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41390</Tag>
<Name>LegComplexEventDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the complex event date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41391</Tag>
<Name>LegComplexEventDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41392</Tag>
<Name>LegComplexEventDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41393</Tag>
<Name>LegComplexEventDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41024</EnumDatatype>
<Description>Specifies the day type of the relative date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41394</Tag>
<Name>LegComplexEventDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the event date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41395</Tag>
<Name>LegComplexEventDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted complex event date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41396</Tag>
<Name>LegComplexEventFixingTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>FixngTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The local market fixing time.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41397</Tag>
<Name>LegComplexEventFixingTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>FixngBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center for determining the actual fixing times.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41398</Tag>
<Name>NoLegComplexEventCreditEventSources</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of event sources in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41399</Tag>
<Name>LegComplexEventCreditEventSource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2218</Tag>
<Name>NoLegComplexEvents</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of complex events in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2219</Tag>
<Name>LegComplexEventType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1484</EnumDatatype>
<Description>Identifies the type of complex event.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2220</Tag>
<Name>LegComplexOptPayoutPaySide</Name>
<Type>int</Type>
<AbbrName>OptPay</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40214</EnumDatatype>
<Description>Trade side of payout payer.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2221</Tag>
<Name>LegComplexOptPayoutReceiveSide</Name>
<Type>int</Type>
<AbbrName>OptRcv</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40214</EnumDatatype>
<Description>Trade side of payout receiver.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2222</Tag>
<Name>LegComplexOptPayoutUnderlier</Name>
<Type>String</Type>
<AbbrName>OptUndlr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference to the underlier whose payments are being passed through.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2223</Tag>
<Name>LegComplexOptPayoutAmount</Name>
<Type>Amt</Type>
<AbbrName>OptPayAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2224</Tag>
<Name>LegComplexOptPayoutPercentage</Name>
<Type>Percentage</Type>
<AbbrName>OptPctage</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Percentage of observed price for calculating the payout associated with the event.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2225</Tag>
<Name>LegComplexOptPayoutTime</Name>
<Type>int</Type>
<AbbrName>OptTm</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2121</EnumDatatype>
<Description>Specifies when the payout is to occur.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2226</Tag>
<Name>LegComplexOptPayoutCurrency</Name>
<Type>Currency</Type>
<AbbrName>OptCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of the payout amount. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2227</Tag>
<Name>LegComplexEventPrice</Name>
<Type>Price</Type>
<AbbrName>Px</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the price at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2228</Tag>
<Name>LegComplexEventPricePercentage</Name>
<Type>Percentage</Type>
<AbbrName>PxPctage</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2229</Tag>
<Name>LegComplexEventPriceBoundaryMethod</Name>
<Type>int</Type>
<AbbrName>PxBndryMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1487</EnumDatatype>
<Description>Specifies the boundary condition to be used for the event price relative to the complex event price at the point the complex event outcome takes effect as determined by the LegComplexEventPriceTimeType(2231).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2230</Tag>
<Name>LegComplexEventPriceBoundaryPrecision</Name>
<Type>Percentage</Type>
<AbbrName>PxBndryPrcsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used in combination with LegComplexEventPriceBoundaryMethod(2229) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2231</Tag>
<Name>LegComplexEventPriceTimeType</Name>
<Type>int</Type>
<AbbrName>PxTmTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1489</EnumDatatype>
<Description>Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the LegComplexEventType(2219).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2232</Tag>
<Name>LegComplexEventCondition</Name>
<Type>int</Type>
<AbbrName>Cond</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1490</EnumDatatype>
<Description>Specifies the condition between complex events when more than one event is specified.
Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2233</Tag>
<Name>LegComplexEventCurrencyOne</Name>
<Type>Currency</Type>
<AbbrName>Ccy1</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes.</Description>
<Elaboration>Applicable for complex FX option strategies.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2234</Tag>
<Name>LegComplexEventCurrencyTwo</Name>
<Type>Currency</Type>
<AbbrName>Ccy2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the second reference currency of the trade. Uses ISO 4217 currency codes.</Description>
<Elaboration>Applicable for complex FX option strategies.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2235</Tag>
<Name>LegComplexEventQuoteBasis</Name>
<Type>int</Type>
<AbbrName>QteBasis</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2126</EnumDatatype>
<Description>For foreign exchange Quanto option feature.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2236</Tag>
<Name>LegComplexEventFixedFXRate</Name>
<Type>float</Type>
<AbbrName>Rt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the fixed FX rate alternative for FX Quantro options.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2237</Tag>
<Name>LegComplexEventDeterminationMethod</Name>
<Type>String</Type>
<AbbrName>Meth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the method according to which an amount or a date is determined.
See http://www.fpml.org/coding-scheme/determination-method for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2238</Tag>
<Name>LegComplexEventCalculationAgent</Name>
<Type>int</Type>
<AbbrName>CalcAgent</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40098</EnumDatatype>
<Description>Used to identify the calculation agent.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2239</Tag>
<Name>LegComplexEventStrikePrice</Name>
<Type>Price</Type>
<AbbrName>StrkPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Upper strike price for Asian option feature. Strike percentage for a Strike Spread.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2240</Tag>
<Name>LegComplexEventStrikeFactor</Name>
<Type>float</Type>
<AbbrName>StrkFctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Strike factor for Asian option feature. Upper strike percentage for a Strike Spread.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2241</Tag>
<Name>LegComplexEventStrikeNumberOfOptions</Name>
<Type>int</Type>
<AbbrName>StrkNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Upper string number of options for a Strike Spread.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2242</Tag>
<Name>LegComplexEventCreditEventsXIDRef</Name>
<Type>XIDREF</Type>
<AbbrName>CdtEvntXIDRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference to credit event table elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2243</Tag>
<Name>LegComplexEventCreditEventNotifyingParty</Name>
<Type>int</Type>
<AbbrName>NotifygPty</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2134</EnumDatatype>
<Description>The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2244</Tag>
<Name>LegComplexEventCreditEventBusinessCenter</Name>
<Type>String</Type>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2245</Tag>
<Name>LegComplexEventCreditEventStandardSources</Name>
<Type>Boolean</Type>
<AbbrName>StdSrcs</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2246</Tag>
<Name>LegComplexEventCreditEventMinimumSources</Name>
<Type>int</Type>
<AbbrName>MinSrcs</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two.</Description>
<Elaboration>ISDA 2003 Term: Specified Number.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2248</Tag>
<Name>LegComplexEventXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier of this complex event for cross referencing elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2249</Tag>
<Name>LegComplexEventXIDRef</Name>
<Type>XIDREF</Type>
<AbbrName>XIDRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference to a complex event elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2250</Tag>
<Name>NoLegComplexEventDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of complex event dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="195">
<Tag>2251</Tag>
<Name>LegComplexEventStartDate</Name>
<Type>UTCDateOnly</Type>
<AbbrName>StartDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options.
The start date must always be less than or equal to end date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="195">
<Tag>2252</Tag>
<Name>LegComplexEventEndDate</Name>
<Type>UTCDateOnly</Type>
<AbbrName>EndDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options.
The end date must always be greater than or equal to start date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2253</Tag>
<Name>NoLegComplexEventTimes</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of complex event times in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2204</Tag>
<Name>LegComplexEventStartTime</Name>
<Type>UTCTimeOnly</Type>
<AbbrName>StartTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The start time of the time range on which a complex event date is effective.
The start time must always be less than or equal to the end time.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2247</Tag>
<Name>LegComplexEventEndTime</Name>
<Type>UTCTimeOnly</Type>
<AbbrName>EndTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The end time of the time range on which a complex event date is effective.
The end time must always be greater than or equal to the start time.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41400</Tag>
<Name>NoLegComplexEventSchedules</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of schedules in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41401</Tag>
<Name>LegComplexEventScheduleStartDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The start date of the schedule.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41402</Tag>
<Name>LegComplexEventScheduleEndDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>EndDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The end date of the schedule.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41403</Tag>
<Name>LegComplexEventScheduleFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the schedule date frequency. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41404</Tag>
<Name>LegComplexEventScheduleFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40196</EnumDatatype>
<Description>Time unit associated with the schedule date frequency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41405</Tag>
<Name>LegComplexEventScheduleRollConvention</Name>
<Type>String</Type>
<AbbrName>Roll</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40922</EnumDatatype>
<Description>The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the LegDateAdjustment component in InstrumentLeg.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41408</Tag>
<Name>NoLegDeliverySchedules</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of delivery schedules in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41409</Tag>
<Name>LegDeliveryScheduleType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41038</EnumDatatype>
<Description>Specifies the type of delivery schedule.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41410</Tag>
<Name>LegDeliveryScheduleXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier for this instance of delivery schedule for cross referencing elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41411</Tag>
<Name>LegDeliveryScheduleNotional</Name>
<Type>Qty</Type>
<AbbrName>Notl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Physical delivery quantity.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41412</Tag>
<Name>LegDeliveryScheduleNotionalUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>NotlUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Specifies the delivery quantity unit of measure (UOM). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41413</Tag>
<Name>LegDeliveryScheduleNotionalCommodityFrequency</Name>
<Type>int</Type>
<AbbrName>NotlFreq</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41308</EnumDatatype>
<Description>The frequency of notional delivery.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41414</Tag>
<Name>LegDeliveryScheduleNegativeTolerance</Name>
<Type>float</Type>
<AbbrName>NegtvTlrnc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryScheduleToleranceType(41417). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41415</Tag>
<Name>LegDeliverySchedulePositiveTolerance</Name>
<Type>float</Type>
<AbbrName>PostvTlrnc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryScheduleToleranceType(41417). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41416</Tag>
<Name>LegDeliveryScheduleToleranceUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>TlrncUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Specifies the tolerance value's unit of measure (UOM).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41417</Tag>
<Name>LegDeliveryScheduleToleranceType</Name>
<Type>int</Type>
<AbbrName>TlrncTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41046</EnumDatatype>
<Description>Specifies the tolerance value type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41418</Tag>
<Name>LegDeliveryScheduleSettlCountry</Name>
<Type>Country</Type>
<AbbrName>Ctry</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the country where delivery takes place. Uses ISO 3166 2-character country code.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41419</Tag>
<Name>LegDeliveryScheduleSettlTimeZone</Name>
<Type>String</Type>
<AbbrName>TZ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Delivery timezone specified as "prevailing" rather than "standard" or "daylight".
See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41420</Tag>
<Name>LegDeliveryScheduleSettlFlowType</Name>
<Type>int</Type>
<AbbrName>FlowTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41049</EnumDatatype>
<Description>Specifies the delivery flow type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41421</Tag>
<Name>LegDeliveryScheduleSettlHolidaysProcessingInstruction</Name>
<Type>int</Type>
<AbbrName>Holidays</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41050</EnumDatatype>
<Description>Indicates whether holidays are included in the settlement periods. Required for electricity contracts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41422</Tag>
<Name>NoLegDeliveryScheduleSettlDays</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of delivery schedules in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41423</Tag>
<Name>LegDeliveryScheduleSettlDay</Name>
<Type>int</Type>
<AbbrName>Day</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41052</EnumDatatype>
<Description>Specifies the day or group of days for delivery.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41424</Tag>
<Name>LegDeliveryScheduleSettlTotalHours</Name>
<Type>int</Type>
<AbbrName>TotHrs</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The sum of the total hours specified in the LegDeliveryScheduleSettlTimeGrp component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41425</Tag>
<Name>NoLegDeliveryScheduleSettlTimes</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of hour ranges in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41426</Tag>
<Name>LegDeliveryScheduleSettlStart</Name>
<Type>String</Type>
<AbbrName>Start</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in LegDeliveryScheduleSettlTimeType(41428).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41427</Tag>
<Name>LegDeliveryScheduleSettlEnd</Name>
<Type>String</Type>
<AbbrName>End</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in LegDeliveryScheduleSettlTimeType(41428).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41428</Tag>
<Name>LegDeliveryScheduleSettlTimeType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41057</EnumDatatype>
<Description>Specifies the format of the delivery start and end time values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41429</Tag>
<Name>LegDeliveryStreamType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41058</EnumDatatype>
<Description>Specifies the type of delivery stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41430</Tag>
<Name>LegDeliveryStreamPipeline</Name>
<Type>String</Type>
<AbbrName>Ppln</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The name of the oil delivery pipeline.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41431</Tag>
<Name>LegDeliveryStreamEntryPoint</Name>
<Type>String</Type>
<AbbrName>EntryPnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The point at which the commodity will enter the delivery mechanism or pipeline.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41432</Tag>
<Name>LegDeliveryStreamWithdrawalPoint</Name>
<Type>String</Type>
<AbbrName>WthdrwlPnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The point at which the commodity product will be withdrawn prior to delivery.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41433</Tag>
<Name>LegDeliveryStreamDeliveryPoint</Name>
<Type>String</Type>
<AbbrName>DlvryPnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product.
For bullion, see http://www.fpml.org/coding-scheme/bullion-delivery-location for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41434</Tag>
<Name>LegDeliveryStreamDeliveryRestriction</Name>
<Type>int</Type>
<AbbrName>DlvryRstctn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41063</EnumDatatype>
<Description>Specifies under what conditions the buyer and seller should be excused of their delivery obligations.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41435</Tag>
<Name>LegDeliveryStreamDeliveryContingency</Name>
<Type>String</Type>
<AbbrName>Cntgncy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the electricity delivery contingency. See
http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41436</Tag>
<Name>LegDeliveryStreamDeliveryContingentPartySide</Name>
<Type>int</Type>
<AbbrName>CntgPty</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41080</EnumDatatype>
<Description>The trade side value of the party responsible for electricity delivery contingency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41437</Tag>
<Name>LegDeliveryStreamDeliverAtSourceIndicator</Name>
<Type>Boolean</Type>
<AbbrName>DlvrAtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When this element is specified and set to 'Y', delivery of the coal product is to be at its source.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41438</Tag>
<Name>LegDeliveryStreamRiskApportionment</Name>
<Type>String</Type>
<AbbrName>RiskApprtnmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product.
See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41219</Tag>
<Name>LegDeliveryStreamRiskApportionmentSource</Name>
<Type>String</Type>
<AbbrName>RiskApprtnmtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the source or legal framework for the risk apportionment.
See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41439</Tag>
<Name>LegDeliveryStreamTitleTransferLocation</Name>
<Type>String</Type>
<AbbrName>TtlXfer</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the title transfer location.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41440</Tag>
<Name>LegDeliveryStreamTitleTransferCondition</Name>
<Type>int</Type>
<AbbrName>TtlXferCond</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41069</EnumDatatype>
<Description>Specifies the condition of title transfer.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41441</Tag>
<Name>LegDeliveryStreamImporterOfRecord</Name>
<Type>String</Type>
<AbbrName>Imprtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41442</Tag>
<Name>LegDeliveryStreamNegativeTolerance</Name>
<Type>float</Type>
<AbbrName>NegtvTlrnc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryStreamToleranceType(41445). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41443</Tag>
<Name>LegDeliveryStreamPositiveTolerance</Name>
<Type>float</Type>
<AbbrName>PostvTlrnc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryStreamToleranceType(41445). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41444</Tag>
<Name>LegDeliveryStreamToleranceUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>TlrncUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Specifies the tolerance value's unit of measure (UOM).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41445</Tag>
<Name>LegDeliveryStreamToleranceType</Name>
<Type>int</Type>
<AbbrName>TlrncTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41046</EnumDatatype>
<Description>Specifies the tolerance value type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41446</Tag>
<Name>LegDeliveryStreamToleranceOptionSide</Name>
<Type>int</Type>
<AbbrName>TlrncOptSide</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41075</EnumDatatype>
<Description>Indicates whether the tolerance is at the seller's or buyer's option.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41447</Tag>
<Name>LegDeliveryStreamTotalPositiveTolerance</Name>
<Type>Percentage</Type>
<AbbrName>TotPostvTlrnc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The positive percent tolerance which applies to the total quantity delivered over all shipment periods.
Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41448</Tag>
<Name>LegDeliveryStreamTotalNegativeTolerance</Name>
<Type>Percentage</Type>
<AbbrName>TotNegtvTlrnc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The negative percent tolerance which applies to the total quantity delivered over all shipment periods.
Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41449</Tag>
<Name>LegDeliveryStreamNotionalConversionFactor</Name>
<Type>float</Type>
<AbbrName>CnvrsnFctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41450</Tag>
<Name>LegDeliveryStreamTransportEquipment</Name>
<Type>String</Type>
<AbbrName>Eqpmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The transportation equipment with which the commodity product will be delivered and received.</Description>
<Elaboration>Examples of transportation equipment or mode are barge, truck, railcar, etc.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41451</Tag>
<Name>LegDeliveryStreamElectingPartySide</Name>
<Type>int</Type>
<AbbrName>ElctngSide</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41080</EnumDatatype>
<Description>A reference to the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41452</Tag>
<Name>NoLegStreamAssetAttributes</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of asset attribute entries in the group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41453</Tag>
<Name>LegStreamAssetAttributeType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the name of the attribute.
See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41454</Tag>
<Name>LegStreamAssetAttributeValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the value of the attribute.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41455</Tag>
<Name>LegStreamAssetAttributeLimit</Name>
<Type>String</Type>
<AbbrName>Lmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Limit or lower acceptable value of the attribute.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41456</Tag>
<Name>NoLegDeliveryStreamCycles</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of commodity sources in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41457</Tag>
<Name>LegDeliveryStreamCycleDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The delivery cycles during which the oil product will be transported in the pipeline. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41458</Tag>
<Name>EncodedLegDeliveryStreamCycleDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>41459</AssociatedDataTag>
<AbbrName>EncDescLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedLegDeliveryStreamCycleDesc(41459) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41459</Tag>
<Name>EncodedLegDeliveryStreamCycleDesc</Name>
<Type>data</Type>
<AbbrName>EncDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the LegDeliveryStreamCycleDesc(41457) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegLeg DeliveryStream(41457) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41460</Tag>
<Name>NoLegDeliveryStreamCommoditySources</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of commodity sources in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41461</Tag>
<Name>LegDeliveryStreamCommoditySource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product.
See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2254</Tag>
<Name>NoLegInstrumentParties</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of parties in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2255</Tag>
<Name>LegInstrumentPartyID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to identify party id related to instrument.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2256</Tag>
<Name>LegInstrumentPartyIDSource</Name>
<Type>char</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>447</EnumDatatype>
<Description>Used to identify source of instrument party id.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2257</Tag>
<Name>LegInstrumentPartyRole</Name>
<Type>int</Type>
<AbbrName>R</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>452</EnumDatatype>
<Description>Used to identify the role of instrument party id.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2258</Tag>
<Name>NoLegInstrumentPartySubIDs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of parties sub-IDs in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2259</Tag>
<Name>LegInstrumentPartySubID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>PartySubID value within an instrument party repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2260</Tag>
<Name>LegInstrumentPartySubIDType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>803</EnumDatatype>
<Description>Type of LegInstrumentPartySubID (2259) value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41462</Tag>
<Name>LegMarketDisruptionProvision</Name>
<Type>int</Type>
<AbbrName>Prov</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41087</EnumDatatype>
<Description>The consequences of market disruption events.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41463</Tag>
<Name>LegMarketDisruptionFallbackProvision</Name>
<Type>int</Type>
<AbbrName>FallbckProv</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41088</EnumDatatype>
<Description>Specifies the location of the fallback provision documentation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41464</Tag>
<Name>LegMarketDisruptionMaximumDays</Name>
<Type>int</Type>
<AbbrName>MaxDays</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5).</Description>
<Elaboration>ISDA 2005 Commodity Definition.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41465</Tag>
<Name>LegMarketDisruptionMaterialityPercentage</Name>
<Type>Percentage</Type>
<AbbrName>MtrltyPctage</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used when a price materiality percentage applies to the price source disruption event and this event has been specified.</Description>
<Elaboration>Applicable to 2005 Commodity Definitions only.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41466</Tag>
<Name>LegMarketDisruptionMinimumFuturesContracts</Name>
<Type>int</Type>
<AbbrName>MinCtrcts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. </Description>
<Elaboration>Applicable to 1993 Commodity Definitions only.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41467</Tag>
<Name>NoLegMarketDisruptionEvents</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of disruption events in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="187">
<Tag>41468</Tag>
<Name>LegMarketDisruptionEvent</Name>
<Type>String</Type>
<AbbrName>Evnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the market disruption event.
For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values.
For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41469</Tag>
<Name>NoLegMarketDisruptionFallbacks</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of fallbacks in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41470</Tag>
<Name>LegMarketDisruptionFallbackType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of disruption fallback.
See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41471</Tag>
<Name>NoLegMarketDisruptionFallbackReferencePrices</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of fallback reference securities in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41472</Tag>
<Name>LegMarketDisruptionFallbackUnderlierType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41097</EnumDatatype>
<Description>The type of reference price underlier.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41473</Tag>
<Name>LegMarketDisruptionFallbackUnderlierSecurityID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the identifier value of the security.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41474</Tag>
<Name>LegMarketDisruptionFallbackUnderlierSecurityIDSource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<Description>Specifies the class or source scheme of the security identifier.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41475</Tag>
<Name>LegMarketDisruptionFallbackUnderlierSecurityDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the description of the underlying security.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41476</Tag>
<Name>EncodedLegMarketDisruptionFallbackUnderlierSecurityDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>41477</AssociatedDataTag>
<AbbrName>EncDescLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc (41477) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41477</Tag>
<Name>EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc</Name>
<Type>data</Type>
<AbbrName>EncDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41478</Tag>
<Name>LegMarketDisruptionFallbackOpenUnits</Name>
<Type>Qty</Type>
<AbbrName>OpnUnits</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41479</Tag>
<Name>LegMarketDisruptionFallbackBasketCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41480</Tag>
<Name>LegMarketDisruptionFallbackBasketDivisor</Name>
<Type>float</Type>
<AbbrName>Dvsr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41481</Tag>
<Name>LegExerciseDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A description of the option exercise.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41482</Tag>
<Name>EncodedLegExerciseDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>41483</AssociatedDataTag>
<AbbrName>EncDescLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedLegExerciseDesc(41483) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41483</Tag>
<Name>EncodedLegExerciseDesc</Name>
<Type>data</Type>
<AbbrName>EncDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the LegExerciseDesc(41481) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegExerciseDesc(41481) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41484</Tag>
<Name>LegAutomaticExerciseIndicator</Name>
<Type>Boolean</Type>
<AbbrName>AutoExerInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41485</Tag>
<Name>LegAutomaticExerciseThresholdRate</Name>
<Type>float</Type>
<AbbrName>AutoRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The threshold rate for triggering automatic exercise.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41486</Tag>
<Name>LegExerciseConfirmationMethod</Name>
<Type>int</Type>
<AbbrName>ExerCnfm</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41111</EnumDatatype>
<Description>Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41487</Tag>
<Name>LegManualNoticeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>ManNtcBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the business center used for adjusting the time for manual exercise notice.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41488</Tag>
<Name>LegFallbackExerciseIndicator</Name>
<Type>Boolean</Type>
<AbbrName>FallbckExerInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41489</Tag>
<Name>LegLimitRightToConfirmIndicator</Name>
<Type>Boolean</Type>
<AbbrName>LtdRightCnfmInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41490</Tag>
<Name>LegExerciseSplitTicketIndicator</Name>
<Type>Boolean</Type>
<AbbrName>ExerSplitTktInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41491</Tag>
<Name>NoLegOptionExerciseBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41492</Tag>
<Name>LegOptionExerciseBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the option exercise dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41493</Tag>
<Name>LegOptionExerciseBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41494</Tag>
<Name>LegOptionExerciseEarliestDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>ErlstOfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41024</EnumDatatype>
<Description>Specifies the day type of the relative earliest exercise date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41495</Tag>
<Name>LegOptionExerciseEarliestDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>ErlstOfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative earliest exercise date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41496</Tag>
<Name>LegOptionExerciseEarliestDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>ErlstOfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40126</EnumDatatype>
<Description>Time unit associated with the relative earliest exercise date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41497</Tag>
<Name>LegOptionExerciseFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the frequency of exercise dates. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41498</Tag>
<Name>LegOptionExerciseFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40196</EnumDatatype>
<Description>Time unit associated with the frequency of exercise dates.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41499</Tag>
<Name>LegOptionExerciseStartDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted start date for calculating periodic exercise dates.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41500</Tag>
<Name>LegOptionExerciseStartDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>StartDtReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the option exercise start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41501</Tag>
<Name>LegOptionExerciseStartDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>StartDtOfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative exercise start date offset. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41502</Tag>
<Name>LegOptionExerciseStartDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>StartDtOfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative exercise start date offset. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41503</Tag>
<Name>LegOptionExerciseStartDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>StartDtOfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative option exercise start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41504</Tag>
<Name>LegOptionExerciseStartDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted start date for calculating periodic exercise dates.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41505</Tag>
<Name>LegOptionExerciseSkip</Name>
<Type>int</Type>
<AbbrName>Skip</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41506</Tag>
<Name>LegOptionExerciseNominationDeadline</Name>
<Type>LocalMktDate</Type>
<AbbrName>NomntnDdln</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The last date (adjusted) for establishing the option exercise terms.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41507</Tag>
<Name>LegOptionExerciseFirstDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted first exercise date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41508</Tag>
<Name>LegOptionExerciseLastDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>LastDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted last exercise date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41509</Tag>
<Name>LegOptionExerciseEarliestTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>ErlstTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41510</Tag>
<Name>LegOptionExerciseLatestTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>LtstTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The latest exercise time. See also LegOptionExerciseEarliestTime(41509).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41511</Tag>
<Name>LegOptionExerciseTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>TmBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center used to determine the locale for option exercise time, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41512</Tag>
<Name>NoLegOptionExerciseDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41513</Tag>
<Name>LegOptionExerciseDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted or unadjusted option exercise fixed date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41514</Tag>
<Name>LegOptionExerciseDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41139</EnumDatatype>
<Description>Specifies the type of option exercise date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41515</Tag>
<Name>NoLegOptionExerciseExpirationDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41516</Tag>
<Name>LegOptionExerciseExpirationDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41517</Tag>
<Name>LegOptionExerciseExpirationDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41518</Tag>
<Name>LegOptionExerciseExpirationDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the option exercise expiration date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41519</Tag>
<Name>LegOptionExerciseExpirationDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative exercise expiration date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41520</Tag>
<Name>LegOptionExerciseExpirationDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative exercise expiration date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41521</Tag>
<Name>LegOptionExerciseExpirationFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the frequency of exercise expiration dates.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41522</Tag>
<Name>LegOptionExerciseExpirationFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40196</EnumDatatype>
<Description>Time unit associated with the frequency of exercise expiration dates.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41523</Tag>
<Name>LegOptionExerciseExpirationRollConvention</Name>
<Type>String</Type>
<AbbrName>Roll</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40922</EnumDatatype>
<Description>The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the LegDateAdjustment component in InstrumentLeg.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41524</Tag>
<Name>LegOptionExerciseExpirationDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41024</EnumDatatype>
<Description>Specifies the day type of the relative option exercise expiration date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41525</Tag>
<Name>LegOptionExerciseExpirationTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>Tm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The option exercise expiration time.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41526</Tag>
<Name>LegOptionExerciseExpirationTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>TmBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center used to determine the locale for option exercise expiration time, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41527</Tag>
<Name>NoLegOptionExerciseExpirationDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of fixed exercise expiration dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41528</Tag>
<Name>LegOptionExerciseExpirationDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted or unadjusted option exercise expiration fixed date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41529</Tag>
<Name>LegOptionExerciseExpirationDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41139</EnumDatatype>
<Description>Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41530</Tag>
<Name>NoLegPaymentScheduleFixingDays</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of fixing days in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41531</Tag>
<Name>LegPaymentScheduleFixingDayOfWeek</Name>
<Type>int</Type>
<AbbrName>DayOfWk</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41228</EnumDatatype>
<Description>The day of the week on which fixing takes place. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41532</Tag>
<Name>LegPaymentScheduleFixingDayNumber</Name>
<Type>int</Type>
<AbbrName>DayNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The occurrence of the day of week on which fixing takes place.</Description>
<Elaboration>For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41533</Tag>
<Name>LegPaymentScheduleXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier of this LegPaymentSchedule for cross referencing elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41534</Tag>
<Name>LegPaymentScheduleXIDRef</Name>
<Type>XIDREF</Type>
<AbbrName>XIDRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference to payment schedule elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41535</Tag>
<Name>LegPaymentScheduleRateCurrency</Name>
<Type>Currency</Type>
<AbbrName>RtCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The currency of the schedule rate. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41536</Tag>
<Name>LegPaymentScheduleRateUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>RtUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>The schedule rate unit of measure (UOM).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41537</Tag>
<Name>LegPaymentScheduleRateConversionFactor</Name>
<Type>float</Type>
<AbbrName>RtFctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number multipled by the derived floating rate of the leg's payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41538</Tag>
<Name>LegPaymentScheduleRateSpreadType</Name>
<Type>int</Type>
<AbbrName>SpreadTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41206</EnumDatatype>
<Description>Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41539</Tag>
<Name>LegPaymentScheduleSettlPeriodPrice</Name>
<Type>Price</Type>
<AbbrName>SettlPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The schedule settlement period price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41540</Tag>
<Name>LegPaymentScheduleSettlPeriodPriceCurrency</Name>
<Type>Currency</Type>
<AbbrName>SettlPxCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The currency of the schedule settlement period price. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41541</Tag>
<Name>LegPaymentScheduleSettlPeriodPriceUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>SettlPxUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>The settlement period price unit of measure (UOM).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41542</Tag>
<Name>LegPaymentScheduleStepUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>StepUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>The schedule step unit of measure (UOM).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41543</Tag>
<Name>LegPaymentScheduleFixingDayDistribution</Name>
<Type>int</Type>
<AbbrName>FixngDayDistrib</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41214</EnumDatatype>
<Description>The distribution of fixing days.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41544</Tag>
<Name>LegPaymentScheduleFixingDayCount</Name>
<Type>int</Type>
<AbbrName>FixngDayCnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of days over which fixing should take place. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41545</Tag>
<Name>LegPaymentScheduleFixingLagPeriod</Name>
<Type>int</Type>
<AbbrName>FixngLagPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the fixing lag duration. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41546</Tag>
<Name>LegPaymentScheduleFixingLagUnit</Name>
<Type>String</Type>
<AbbrName>FixngLagUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40809</EnumDatatype>
<Description>Time unit associated with the fixing lag duration.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41547</Tag>
<Name>LegPaymentScheduleFixingFirstObservationDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>FixngFirstObsvtnPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative first observation date offset.</Description>
<Elaboration>If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41548</Tag>
<Name>LegPaymentScheduleFixingFirstObservationDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>FixngFirstObsvtnUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative first observation date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41549</Tag>
<Name>LegPaymentStreamFlatRateIndicator</Name>
<Type>Boolean</Type>
<AbbrName>FlatRtInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the trade date of the transaction "Fixed". If 'N' it is taken on each pricing date "Floating".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41550</Tag>
<Name>LegPaymentStreamFlatRateAmount</Name>
<Type>Amt</Type>
<AbbrName>FlatRtAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the actual monetary value of the flat rate when LegPaymentStreamFlatRateIndicator(41549) = 'Y'.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41551</Tag>
<Name>LegPaymentStreamFlatRateCurrency</Name>
<Type>Currency</Type>
<AbbrName>FlatRtCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41552</Tag>
<Name>LegStreamMaximumPaymentAmount</Name>
<Type>Amt</Type>
<AbbrName>MaxPmtAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the limit on the total payment amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41553</Tag>
<Name>LegStreamMaximumPaymentCurrency</Name>
<Type>Currency</Type>
<AbbrName>MaxPmtCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41554</Tag>
<Name>LegStreamMaximumTransactionAmount</Name>
<Type>Amt</Type>
<AbbrName>MaxTxnAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the limit on the payment amount that goes out in any particular calculation period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41555</Tag>
<Name>LegStreamMaximumTransactionCurrency</Name>
<Type>Currency</Type>
<AbbrName>MaxTxnCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41556</Tag>
<Name>LegPaymentStreamFixedAmountUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>FixedAmtUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>The fixed payment amount unit of measure (UOM).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41557</Tag>
<Name>LegPaymentStreamTotalFixedAmount</Name>
<Type>Amt</Type>
<AbbrName>FixedAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the total fixed payment amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41558</Tag>
<Name>LegPaymentStreamWorldScaleRate</Name>
<Type>float</Type>
<AbbrName>WorldScaleRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41559</Tag>
<Name>LegPaymentStreamContractPrice</Name>
<Type>Price</Type>
<AbbrName>CtrctPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41560</Tag>
<Name>LegPaymentStreamContractPriceCurrency</Name>
<Type>Currency</Type>
<AbbrName>CtrctPxCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of LegPaymentStreamContractPrice(41559). Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41561</Tag>
<Name>NoLegPaymentStreamPricingBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41562</Tag>
<Name>LegPaymentStreamPricingBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the pricing dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41563</Tag>
<Name>LegPaymentStreamRateIndex2CurveUnit</Name>
<Type>String</Type>
<AbbrName>Ndx2Unit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40791</EnumDatatype>
<Description>Secondary time unit associated with the payment stream's floating rate index curve. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41564</Tag>
<Name>LegPaymentStreamRateIndex2CurvePeriod</Name>
<Type>int</Type>
<AbbrName>Ndx2Period</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Secondary time unit multiplier for the payment stream's floating rate index curve. </Description>
<Elaboration>May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41565</Tag>
<Name>LegPaymentStreamRateIndexLocation</Name>
<Type>String</Type>
<AbbrName>NdxLctn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the location of the floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41566</Tag>
<Name>LegPaymentStreamRateIndexLevel</Name>
<Type>Qty</Type>
<AbbrName>NdxLvl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41567</Tag>
<Name>LegPaymentStreamRateIndexUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>NdxUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>The unit of measure (UOM) of the rate index level. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41568</Tag>
<Name>LegPaymentStreamSettlLevel</Name>
<Type>int</Type>
<AbbrName>SettlLvl</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41199</EnumDatatype>
<Description>Specifies how weather index units are to be calculated.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41569</Tag>
<Name>LegPaymentStreamReferenceLevel</Name>
<Type>Qty</Type>
<AbbrName>RefLvl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41570</Tag>
<Name>LegPaymentStreamReferenceLevelUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>RefUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>The unit of measure (UOM) of the rate reference level. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41571</Tag>
<Name>LegPaymentStreamReferenceLevelEqualsZeroIndicator</Name>
<Type>Boolean</Type>
<AbbrName>RefLvlZero</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When set to 'Y', it indicates that the weather reference level equals zero.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41572</Tag>
<Name>LegPaymentStreamRateSpreadCurrency</Name>
<Type>Currency</Type>
<AbbrName>SpreadCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41573</Tag>
<Name>LegPaymentStreamRateSpreadUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>SpreadUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Specifies the unit of measure (UOM) of the floating rate spread. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41574</Tag>
<Name>LegPaymentStreamRateConversionFactor</Name>
<Type>float</Type>
<AbbrName>RtFctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number to be multiplied by the derived floating rate of the leg's payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41575</Tag>
<Name>LegPaymentStreamRateSpreadType</Name>
<Type>int</Type>
<AbbrName>SpreadTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41206</EnumDatatype>
<Description>Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41576</Tag>
<Name>LegPaymentStreamLastResetRate</Name>
<Type>Percentage</Type>
<AbbrName>LastResetRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41577</Tag>
<Name>LegPaymentStreamFinalRate</Name>
<Type>Percentage</Type>
<AbbrName>FnlRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41578</Tag>
<Name>LegPaymentStreamCalculationLagPeriod</Name>
<Type>int</Type>
<AbbrName>CalcLagPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the calculation lag duration.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41579</Tag>
<Name>LegPaymentStreamCalculationLagUnit</Name>
<Type>String</Type>
<AbbrName>CalcLagUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40809</EnumDatatype>
<Description>Time unit associated with the calculation lag duration. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41580</Tag>
<Name>LegPaymentStreamFirstObservationDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>FirstObsvtnOfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative first observation date offset.</Description>
<Elaboration>If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41581</Tag>
<Name>LegPaymentStreamFirstObservationDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>FirstObsvtnOfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative first observation date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41582</Tag>
<Name>LegPaymentStreamPricingDayType</Name>
<Type>int</Type>
<AbbrName>PxngDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41024</EnumDatatype>
<Description>Specifies the commodity pricing day type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41583</Tag>
<Name>LegPaymentStreamPricingDayDistribution</Name>
<Type>int</Type>
<AbbrName>PxngDayDistrib</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41214</EnumDatatype>
<Description>The distribution of pricing days.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41584</Tag>
<Name>LegPaymentStreamPricingDayCount</Name>
<Type>int</Type>
<AbbrName>PxngDayCnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of days over which pricing should take place.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41585</Tag>
<Name>LegPaymentStreamPricingBusinessCalendar</Name>
<Type>String</Type>
<AbbrName>PxngClndr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the business calendar to use for pricing.
See http://www.fpml.org/coding-scheme/commodity-business-calendar for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41586</Tag>
<Name>LegPaymentStreamPricingBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>PxngBizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the payment stream's pricing dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41589</Tag>
<Name>NoLegPaymentStreamPaymentDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of payment dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41590</Tag>
<Name>LegPaymentStreamPaymentDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted or unadjusted fixed stream payment date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41591</Tag>
<Name>LegPaymentStreamPaymentDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41139</EnumDatatype>
<Description>Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41592</Tag>
<Name>LegPaymentStreamMasterAgreementPaymentDatesIndicator</Name>
<Type>Boolean</Type>
<AbbrName>MADts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When set to 'Y', it indicates that payment dates are specified in the relevant master agreement.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41593</Tag>
<Name>NoLegPaymentStreamPricingDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of pricing dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41594</Tag>
<Name>LegPaymentStreamPricingDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted or unadusted fixed stream pricing date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41595</Tag>
<Name>LegPaymentStreamPricingDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41139</EnumDatatype>
<Description>Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41596</Tag>
<Name>NoLegPaymentStreamPricingDays</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of pricing days in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41597</Tag>
<Name>LegPaymentStreamPricingDayOfWeek</Name>
<Type>int</Type>
<AbbrName>DayOfWk</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41228</EnumDatatype>
<Description>The day of the week on which pricing takes place.. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41598</Tag>
<Name>LegPaymentStreamPricingDayNumber</Name>
<Type>int</Type>
<AbbrName>DayNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The occurrence of the day of week on which pricing takes place.</Description>
<Elaboration>For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3. </Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41599</Tag>
<Name>NoLegPhysicalSettlTerms</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of entries in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41600</Tag>
<Name>LegPhysicalSettlTermXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A named string value referenced by UnderlyingSettlTermXIDRef(41315).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41601</Tag>
<Name>LegPhysicalSettlCurency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of physical settlement. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41602</Tag>
<Name>LegPhysicalSettlBusinessDays</Name>
<Type>int</Type>
<AbbrName>BizDays</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of business days used in the determination of physical settlement. Its precise meaning is dependant on the context in which this is used.</Description>
<Elaboration>ISDA 2003 Term: Business Day.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41603</Tag>
<Name>LegPhysicalSettlMaximumBusinessDays</Name>
<Type>int</Type>
<AbbrName>MaxBizDays</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A maximum number of business days. Its precise meaning is dependant on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41604</Tag>
<Name>NoLegPhysicalSettlDeliverableObligations</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of entries in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41605</Tag>
<Name>LegPhysicalSettlDeliverableObligationType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of delivery obligation applicable for physical settlement.
See http://www.fixptradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41606</Tag>
<Name>LegPhysicalSettlDeliverableObligationValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Physical settlement delivery obligation value appropriate to LegPhysicalSettlDeliverableObligationType(41605).
See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41607</Tag>
<Name>NoLegPricingDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41608</Tag>
<Name>LegPricingDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the pricing or fixing date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41609</Tag>
<Name>LegPricingDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted pricing or fixing date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41610</Tag>
<Name>LegPricingDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the pricing or fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41611</Tag>
<Name>LegPricingDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted pricing or fixing date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41612</Tag>
<Name>LegPricingTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>Tm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The local market pricing or fixing time.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41613</Tag>
<Name>LegPricingTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>TmBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41614</Tag>
<Name>NoLegProtectionTermEventNewsSources</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of event sources in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41615</Tag>
<Name>LegProtectionTermEventNewsSource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41616</Tag>
<Name>NoLegProtectionTerms</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of protection terms in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41617</Tag>
<Name>LegProtectionTermXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A named string value referenced from UnderlyingLegProtectionTermXIDRef(41314).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41618</Tag>
<Name>LegProtectionTermNotional</Name>
<Type>Amt</Type>
<AbbrName>Notl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The notional amount of protection coverage. </Description>
<Elaboration>ISDA 2003 Term: Floating Rate Payer Calculation Amount.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41619</Tag>
<Name>LegProtectionTermCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The currency of LegProtectionTermNotional(41618). Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41620</Tag>
<Name>LegProtectionTermSellerNotifies</Name>
<Type>Boolean</Type>
<AbbrName>Seller</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. LegProtectionTermSellerNotifies(41620)=Y indicates that the seller notifies.</Description>
<Elaboration>ISDA 2003 Term: Notifying Party.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41621</Tag>
<Name>LegProtectionTermBuyerNotifies</Name>
<Type>Boolean</Type>
<AbbrName>Buyer</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. LegProtectionTermBuyerNotifies(41621)=Y indicates that the buyer notifies.</Description>
<Elaboration>ISDA 2003 Term: Notifying Party.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41622</Tag>
<Name>LegProtectionTermEventBusinessCenter</Name>
<Type>String</Type>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41623</Tag>
<Name>LegProtectionTermStandardSources</Name>
<Type>Boolean</Type>
<AbbrName>StdSrcs</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether ISDA defined Standard Public Sources are applicable (LegProtectionTermStandardSources(41623)=Y) or not.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41624</Tag>
<Name>LegProtectionTermEventMinimumSources</Name>
<Type>int</Type>
<AbbrName>MinSrcs</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. </Description>
<Elaboration>ISDA 2003 Term: Specified Number.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41625</Tag>
<Name>NoLegProtectionTermEvents</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of protection term events in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41626</Tag>
<Name>LegProtectionTermEventType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of credit event applicable to the protection terms.
See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41627</Tag>
<Name>LegProtectionTermEventValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the protection term event value appropriate to LegProtectionTermEventType(41626). See http:///www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41628</Tag>
<Name>LegProtectionTermEventCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Applicable currency if the event value is an amount. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41629</Tag>
<Name>LegProtectionTermEventPeriod</Name>
<Type>int</Type>
<AbbrName>Period</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for protection term events. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41630</Tag>
<Name>LegProtectionTermEventUnit</Name>
<Type>String</Type>
<AbbrName>Unit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40196</EnumDatatype>
<Description>Time unit associated with protection term events.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41631</Tag>
<Name>LegProtectionTermEventDayType</Name>
<Type>int</Type>
<AbbrName>DayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40810</EnumDatatype>
<Description>Specifies the day type for protection term events.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41632</Tag>
<Name>LegProtectionTermEventRateSource</Name>
<Type>String</Type>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Rate source for events that specify a rate source, e.g. floating rate interest shortfall.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41633</Tag>
<Name>NoLegProtectionTermEventQualifiers</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of qualifiers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41634</Tag>
<Name>LegProtectionTermEventQualifier</Name>
<Type>char</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40200</EnumDatatype>
<Description>Specifies the protection term event qualifier. Used to further qualify LegProtectionTermEventType(41626).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41635</Tag>
<Name>NoLegProtectionTermObligations</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of obligations in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41636</Tag>
<Name>LegProtectionTermObligationType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of obligation applicable to the protection terms.
See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41637</Tag>
<Name>LegProtectionTermObligationValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The value associated with the protection term obligation specified in LegProtectionTermObligationType(41636). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41638</Tag>
<Name>NoLegStreamCalculationPeriodDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of calculation period dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41639</Tag>
<Name>LegStreamCalculationPeriodDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted or unadjusted fixed calculation period date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41640</Tag>
<Name>LegStreamCalculationPeriodDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41139</EnumDatatype>
<Description>Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41641</Tag>
<Name>LegStreamCalculationPeriodDatesXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier of this calculation period for cross referencing elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41642</Tag>
<Name>LegStreamCalculationPeriodDatesXIDRef</Name>
<Type>XIDREF</Type>
<AbbrName>XIDRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Cross reference to another calculation period for duplicating its properties.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41643</Tag>
<Name>LegStreamCalculationBalanceOfFirstPeriod</Name>
<Type>Boolean</Type>
<AbbrName>BalFirst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41644</Tag>
<Name>LegStreamCalculationCorrectionPeriod</Name>
<Type>int</Type>
<AbbrName>CrrctnPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the length of time after the publication of the data when corrections can be made.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41645</Tag>
<Name>LegStreamCalculationCorrectionUnit</Name>
<Type>String</Type>
<AbbrName>CrrctnUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40196</EnumDatatype>
<Description>Time unit associated with the length of time after the publication of the data when corrections can be made.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41646</Tag>
<Name>NoLegStreamCommoditySettlBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41647</Tag>
<Name>LegStreamCommoditySettlBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the commodity delivery date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41648</Tag>
<Name>LegStreamCommodityBase</Name>
<Type>String</Type>
<AbbrName>Base</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. </Description>
<Elaboration>Examples of general commodity base types include: Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41649</Tag>
<Name>LegStreamCommodityType</Name>
<Type>String</Type>
<AbbrName>CmdtyTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of commodity product.
For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values.
For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values.
For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41650</Tag>
<Name>LegStreamCommoditySecurityID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the market identifier for the commodity.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41651</Tag>
<Name>LegStreamCommoditySecurityIDSource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<Description>Identifies the class or source of the LegStreamCommoditySecurityIDSource(41650) value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41652</Tag>
<Name>LegStreamCommodityDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Description of the commodity asset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41653</Tag>
<Name>EncodedLegStreamCommodityDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>41654</AssociatedDataTag>
<AbbrName>EncDescLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedLegStreamCommodityDesc(41654) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41654</Tag>
<Name>EncodedLegStreamCommodityDesc</Name>
<Type>data</Type>
<AbbrName>EncDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegStreamCommodityDesc(41652) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41655</Tag>
<Name>LegStreamCommodityUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>UOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>The unit of measure (UOM) of the commodity asset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41656</Tag>
<Name>LegStreamCommodityCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the currency of the commodity asset. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41657</Tag>
<Name>LegStreamCommodityExchange</Name>
<Type>Exchange</Type>
<AbbrName>Exch</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the exchange where the commodity is traded.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41658</Tag>
<Name>LegStreamCommodityRateSource</Name>
<Type>int</Type>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the source of rate information used for commodities.
See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41659</Tag>
<Name>LegStreamCommodityRateReferencePage</Name>
<Type>String</Type>
<AbbrName>RefPg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reference "page" from the rate source.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41660</Tag>
<Name>LegStreamCommodityRateReferencePageHeading</Name>
<Type>String</Type>
<AbbrName>RefHdng</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the page heading from the rate source.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41661</Tag>
<Name>LegStreamDataProvider</Name>
<Type>String</Type>
<AbbrName>DataPrvdr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the commodity data or information provider.
See http://www.fpml.org/coding-scheme/commodity-information-provider for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41662</Tag>
<Name>LegStreamCommodityPricingType</Name>
<Type>String</Type>
<AbbrName>PxngTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies how the pricing or rate setting of the trade is to be determined or based upon.
See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41663</Tag>
<Name>LegStreamCommodityNearbySettlDayPeriod</Name>
<Type>int</Type>
<AbbrName>Period</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the nearby settlement day. </Description>
<Elaboration>When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41664</Tag>
<Name>LegStreamCommodityNearbySettlDayUnit</Name>
<Type>String</Type>
<AbbrName>Unit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41267</EnumDatatype>
<Description>Time unit associated with the nearby settlement day. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41665</Tag>
<Name>LegStreamCommoditySettlDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted commodity delivery date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41666</Tag>
<Name>LegStreamCommoditySettlDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41667</Tag>
<Name>LegStreamCommoditySettlDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted commodity delivery date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41668</Tag>
<Name>LegStreamCommoditySettlMonth</Name>
<Type>int</Type>
<AbbrName>Mo</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies a fixed single month for commodity delivery. </Description>
<Elaboration>Use "1" for January, "2" for February, etc.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41669</Tag>
<Name>LegStreamCommoditySettlDateRollPeriod</Name>
<Type>int</Type>
<AbbrName>RollPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the commodity delivery date roll.</Description>
<Elaboration>For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41670</Tag>
<Name>LegStreamCommoditySettlDateRollUnit</Name>
<Type>String</Type>
<AbbrName>RollUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41273</EnumDatatype>
<Description>Time unit associated with the commodity delivery date roll.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41671</Tag>
<Name>LegStreamCommoditySettlDayType</Name>
<Type>int</Type>
<AbbrName>DayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41024</EnumDatatype>
<Description>Specifies the commodity delivery roll day type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41672</Tag>
<Name>LegStreamCommodityXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier of this stream commodity for cross referencing elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41673</Tag>
<Name>LegStreamCommodityXIDRef</Name>
<Type>XIDREF</Type>
<AbbrName>XIDRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference to a stream commodity elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41674</Tag>
<Name>NoLegStreamCommodityAltIDs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of alternate security identifers.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41675</Tag>
<Name>LegStreamCommodityAltID</Name>
<Type>String</Type>
<AbbrName>AltID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Alternate security identifier value for the commodity.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41676</Tag>
<Name>LegStreamCommodityAltIDSource</Name>
<Type>String</Type>
<AbbrName>AltIDSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the class or source of the alternate commodity security identifier. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41677</Tag>
<Name>NoLegStreamCommodityDataSources</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of data sources in the repeating group. The order of entry determines priority – first is the main source, second is fallback, third is second fallback.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41678</Tag>
<Name>LegStreamCommodityDataSourceID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the data source identifier.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41679</Tag>
<Name>LegStreamCommodityDataSourceIDType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41282</EnumDatatype>
<Description>Specifies the type of data source identifier.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41680</Tag>
<Name>NoLegStreamCommoditySettlDays</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of days in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41681</Tag>
<Name>LegStreamCommoditySettlDay</Name>
<Type>int</Type>
<AbbrName>Day</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41052</EnumDatatype>
<Description>Specifies the day or group of days for delivery.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41682</Tag>
<Name>LegStreamCommoditySettlTotalHours</Name>
<Type>int</Type>
<AbbrName>TotHrs</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Sum of the hours specified in LegStreamCommoditySettlTimeGrp.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41683</Tag>
<Name>NoLegStreamCommoditySettlTimes</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of hour ranges in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41684</Tag>
<Name>LegStreamCommoditySettlStart</Name>
<Type>String</Type>
<AbbrName>Start</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The start time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41685</Tag>
<Name>LegStreamCommoditySettlEnd</Name>
<Type>String</Type>
<AbbrName>End</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The end time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41935</Tag>
<Name>LegStreamCommoditySettlTimeType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41057</EnumDatatype>
<Description>Specifies the format of the commodity settlement start and end times.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41686</Tag>
<Name>NoLegStreamCommoditySettlPeriods</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of commodity settlement periods in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41687</Tag>
<Name>LegStreamCommoditySettlCountry</Name>
<Type>Country</Type>
<AbbrName>Ctry</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the country where delivery takes place. Uses ISO 3166 2-character country code.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41688</Tag>
<Name>LegStreamCommoditySettlTimeZone</Name>
<Type>String</Type>
<AbbrName>TZ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight".
See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41689</Tag>
<Name>LegStreamCommoditySettlFlowType</Name>
<Type>int</Type>
<AbbrName>FlowTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41049</EnumDatatype>
<Description>Specifies the commodity delivery flow type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41690</Tag>
<Name>LegStreamCommoditySettlPeriodNotional</Name>
<Type>Qty</Type>
<AbbrName>Notl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Delivery quantity associated with this settlement period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41691</Tag>
<Name>LegStreamCommoditySettlPeriodNotionalUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>NotlUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41692</Tag>
<Name>LegStreamCommoditySettlPeriodFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the settlement period frequency. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41693</Tag>
<Name>LegStreamCommoditySettlPeriodFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40196</EnumDatatype>
<Description>Time unit associated with the settlement period frequency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41694</Tag>
<Name>LegStreamCommoditySettlPeriodPrice</Name>
<Type>Price</Type>
<AbbrName>Px</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The settlement period price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41695</Tag>
<Name>LegStreamCommoditySettlPeriodPriceUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>PxUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>The settlement period price unit of measure (UOM).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41696</Tag>
<Name>LegStreamCommoditySettlPeriodPriceCurrency</Name>
<Type>Currency</Type>
<AbbrName>PxCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The currency of the settlement period price. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41697</Tag>
<Name>LegStreamCommoditySettlHolidaysProcessingInstruction</Name>
<Type>int</Type>
<AbbrName>Holidays</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41050</EnumDatatype>
<Description>Indicates whether holidays are included in the settlement periods. Required for electricity contracts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41698</Tag>
<Name>LegStreamCommoditySettlPeriodXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier of this settlement period for cross referencing elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41699</Tag>
<Name>LegStreamCommoditySettlPeriodXIDRef</Name>
<Type>XIDREF</Type>
<AbbrName>XIDRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Cross reference to another settlement period for duplicating its properties.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41700</Tag>
<Name>LegStreamXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier of this LegStream for cross referencing elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41702</Tag>
<Name>LegStreamNotionalXIDRef</Name>
<Type>XIDREF</Type>
<AbbrName>NotlXIDRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Cross reference to another LegStream notional for duplicating its properties.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41703</Tag>
<Name>LegStreamNotionalFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>NotlPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the swap stream's notional frequency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41704</Tag>
<Name>LegStreamNotionalFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>NotlUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>997</EnumDatatype>
<Description>Time unit associated with the swap stream's notional frequency. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41705</Tag>
<Name>LegStreamNotionalCommodityFrequency</Name>
<Type>int</Type>
<AbbrName>NotlFreq</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41308</EnumDatatype>
<Description>The commodity's notional or quantity delivery frequency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41706</Tag>
<Name>LegStreamNotionalUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>NotlUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Specifies the delivery quantity unit of measure (UOM).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41707</Tag>
<Name>LegStreamTotalNotional</Name>
<Type>Qty</Type>
<AbbrName>TotNotl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the total notional or delivery quantity over the term of the contract.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41708</Tag>
<Name>LegStreamTotalNotionalUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>TotNotlUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2312</Tag>
<Name>NoUnderlyingAssetAttributes</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of asset attribute entries in the group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2313</Tag>
<Name>UnderlyingAssetAttributeType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the name of the attribute.
See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2314</Tag>
<Name>UnderlyingAssetAttributeValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the value of the attribute.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2315</Tag>
<Name>UnderlyingAssetAttributeLimit</Name>
<Type>String</Type>
<AbbrName>Lmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Limit or lower acceptable value of the attribute.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41713</Tag>
<Name>NoUnderlyingComplexEventAveragingObservations</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>The number of averaging observations in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41714</Tag>
<Name>UnderlyingComplexEventAveragingObservationNumber</Name>
<Type>int</Type>
<AbbrName>ObsvtnNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Cross reference to the ordinal observation as specified either in the UnderlyingComplexEventScheduleGrp or UnderlyingComplexEventPeriodDateGrp components.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41715</Tag>
<Name>UnderlyingComplexEventAveragingWeight</Name>
<Type>float</Type>
<AbbrName>Wt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The weight factor to be applied to the observation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41716</Tag>
<Name>NoUnderlyingComplexEventCreditEvents</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>The number of credit events specified in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41717</Tag>
<Name>UnderlyingComplexEventCreditEventType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of credit event.
See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41718</Tag>
<Name>UnderlyingComplexEventCreditEventValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The credit event value appropriate to UnderlyingComplexEventCreditEventType(41717).
See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41719</Tag>
<Name>UnderlyingComplexEventCreditEventCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the applicable currency when UnderlyingComplexEventCreditEventValue(41718) is an amount. Uses ISO 4217 currency codes. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41720</Tag>
<Name>UnderlyingComplexEventCreditEventPeriod</Name>
<Type>int</Type>
<AbbrName>Period</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for complex credit events.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41721</Tag>
<Name>UnderlyingComplexEventCreditEventUnit</Name>
<Type>String</Type>
<AbbrName>Unit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40196</EnumDatatype>
<Description>Time unit associated with complex credit events.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41722</Tag>
<Name>UnderlyingComplexEventCreditEventDayType</Name>
<Type>int</Type>
<AbbrName>DayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41024</EnumDatatype>
<Description>Specifies the day type for the complex credit events. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41723</Tag>
<Name>UnderlyingComplexEventCreditEventRateSource</Name>
<Type>int</Type>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the source of rate information used for credit events.
See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41724</Tag>
<Name>NoUnderlyingComplexEventCreditEventQualifiers</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of qualifiers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41725</Tag>
<Name>UnderlyingComplexEventCreditEventQualifier</Name>
<Type>char</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40200</EnumDatatype>
<Description>Specifies a complex event qualifier. Used to further qualify UnderlyingComplexEventCreditEventType(41717). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41726</Tag>
<Name>NoUnderlyingComplexEventPeriodDateTimes</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of entries in the date-time repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41727</Tag>
<Name>UnderlyingComplexEventPeriodDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The averaging date for an Asian option.
The trigger date for a Barrier or Knock option.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41728</Tag>
<Name>UnderlyingComplexEventPeriodTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>Tm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The averaging time for an Asian option.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41729</Tag>
<Name>NoUnderlyingComplexEventPeriods</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of periods in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41730</Tag>
<Name>UnderlyingComplexEventPeriodType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41011</EnumDatatype>
<Description>Specifies the period type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41731</Tag>
<Name>UnderlyingComplexEventBusinessCenter</Name>
<Type>String</Type>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center for adjusting dates and times in the schedule or date-time group.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41732</Tag>
<Name>NoUnderlyingComplexEventRateSources</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of rate sources in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41733</Tag>
<Name>UnderlyingComplexEventRateSource</Name>
<Type>int</Type>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1446</EnumDatatype>
<Description>Identifies the source of rate information.
</Description>
<Elaboration>For FX, the reference source to be used for the FX spot rate.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41734</Tag>
<Name>UnderlyingComplexEventRateSourceType</Name>
<Type>int</Type>
<AbbrName>RtSrcTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1447</EnumDatatype>
<Description>Indicates whether the rate source specified is a primary or secondary source.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41735</Tag>
<Name>UnderlyingComplexEventReferencePage</Name>
<Type>String</Type>
<AbbrName>RefPg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reference page from the rate source.
For FX, the reference page to the spot rate is to be used for the reference FX spot rate.
When UnderlyingComplexEventRateSource(41733) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41736</Tag>
<Name>UnderlyingComplexEventReferencePageHeading</Name>
<Type>String</Type>
<AbbrName>RefHdg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reference page heading from the rate source.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41737</Tag>
<Name>NoUnderlyingComplexEventDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41738</Tag>
<Name>UnderlyingComplexEventDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar is used to adjust the event date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41739</Tag>
<Name>UnderlyingComplexEventDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted complex event date.</Description>
<Elaboration>For example the second expiration date for a calendar spread option strategy.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41740</Tag>
<Name>UnderlyingComplexEventDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the complex event date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41741</Tag>
<Name>UnderlyingComplexEventDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41742</Tag>
<Name>UnderlyingComplexEventDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41743</Tag>
<Name>UnderlyingComplexEventDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41024</EnumDatatype>
<Description>Specifies the day type of the relative date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41744</Tag>
<Name>UnderlyingComplexEventDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the event date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41745</Tag>
<Name>UnderlyingComplexEventDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted complex event date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41746</Tag>
<Name>UnderlyingComplexEventFixingTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>FixngTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The local market fixing time.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41747</Tag>
<Name>UnderlyingComplexEventFixingTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>FixngBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center for determining the actual fixing times.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41748</Tag>
<Name>NoUnderlyingComplexEventCreditEventSources</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of event sources in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41749</Tag>
<Name>UnderlyingComplexEventCreditEventSource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2261</Tag>
<Name>UnderlyingComplexOptPayoutPaySide</Name>
<Type>int</Type>
<AbbrName>OptPay</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40214</EnumDatatype>
<Description>Trade side of payout payer.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2262</Tag>
<Name>UnderlyingComplexOptPayoutReceiveSide</Name>
<Type>int</Type>
<AbbrName>OptRcv</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40214</EnumDatatype>
<Description>Trade side of payout receiver.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2263</Tag>
<Name>UnderlyingComplexOptPayoutUnderlier</Name>
<Type>String</Type>
<AbbrName>OptUndlr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference to the underlier whose payments are being passed through.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2264</Tag>
<Name>UnderlyingComplexOptPayoutPercentage</Name>
<Type>Percentage</Type>
<AbbrName>OptPctage</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Percentage of observed price for calculating the payout associated with the event.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2265</Tag>
<Name>UnderlyingComplexOptPayoutTime</Name>
<Type>int</Type>
<AbbrName>OptTm</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2121</EnumDatatype>
<Description>The time when the payout is to occur.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2266</Tag>
<Name>UnderlyingComplexOptPayoutCurrency</Name>
<Type>Currency</Type>
<AbbrName>OptCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of the payout amount. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2267</Tag>
<Name>UnderlyingComplexEventPricePercentage</Name>
<Type>Percentage</Type>
<AbbrName>PxPctage</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2268</Tag>
<Name>UnderlyingComplexEventCurrencyOne</Name>
<Type>Currency</Type>
<AbbrName>Ccy1</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes.</Description>
<Elaboration>Applicable for complex FX option strategies.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2269</Tag>
<Name>UnderlyingComplexEventCurrencyTwo</Name>
<Type>Currency</Type>
<AbbrName>Ccy2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the second reference currency of the trade. Uses ISO 4217 currency codes.</Description>
<Elaboration>Applicable for complex FX option strategies.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2270</Tag>
<Name>UnderlyingComplexEventQuoteBasis</Name>
<Type>int</Type>
<AbbrName>QteBasis</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2126</EnumDatatype>
<Description>Specifies the currency pairing for the quote. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2271</Tag>
<Name>UnderlyingComplexEventFixedFXRate</Name>
<Type>float</Type>
<AbbrName>Rt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the fixed FX rate alternative for FX Quantro options.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2272</Tag>
<Name>UnderlyingComplexEventDeterminationMethod</Name>
<Type>String</Type>
<AbbrName>Meth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the method according to which an amount or a date is determined.
See http://www.fpml.org/coding-scheme/determination-method for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2273</Tag>
<Name>UnderlyingComplexEventCalculationAgent</Name>
<Type>int</Type>
<AbbrName>CalcAgent</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40098</EnumDatatype>
<Description>Used to identify the calculation agent.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2274</Tag>
<Name>UnderlyingComplexEventStrikePrice</Name>
<Type>Price</Type>
<AbbrName>StrkPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Upper strike price for Asian option feature. Strike percentage for a Strike Spread.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2275</Tag>
<Name>UnderlyingComplexEventStrikeFactor</Name>
<Type>float</Type>
<AbbrName>StrkFctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Strike factor for Asian option feature. Upper strike percentage for a Strike Spread.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2276</Tag>
<Name>UnderlyingComplexEventStrikeNumberOfOptions</Name>
<Type>int</Type>
<AbbrName>StrkNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Upper string number of options for a Strike Spread.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2277</Tag>
<Name>UnderlyingComplexEventCreditEventsXIDRef</Name>
<Type>XIDREF</Type>
<AbbrName>CdtEvntXIDRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference to credit event table elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2278</Tag>
<Name>UnderlyingComplexEventCreditEventNotifyingParty</Name>
<Type>int</Type>
<AbbrName>NotifygPty</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2134</EnumDatatype>
<Description>The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2279</Tag>
<Name>UnderlyingComplexEventCreditEventBusinessCenter</Name>
<Type>String</Type>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2280</Tag>
<Name>UnderlyingComplexEventCreditEventStandardSources</Name>
<Type>Boolean</Type>
<AbbrName>StdSrcs</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2281</Tag>
<Name>UnderlyingComplexEventCreditEventMinimumSources</Name>
<Type>int</Type>
<AbbrName>MinSrcs</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. </Description>
<Elaboration>ISDA 2003 Term: Specified Number.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2282</Tag>
<Name>UnderlyingComplexEventXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier of this complex event for cross referencing elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2283</Tag>
<Name>UnderlyingComplexEventXIDRef</Name>
<Type>XIDREF</Type>
<AbbrName>XIDRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference to a complex event elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41750</Tag>
<Name>NoUnderlyingComplexEventSchedules</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of schedules in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41751</Tag>
<Name>UnderlyingComplexEventScheduleStartDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The start date of the schedule.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41752</Tag>
<Name>UnderlyingComplexEventScheduleEndDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>EndDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The end date of the schedule.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41753</Tag>
<Name>UnderlyingComplexEventScheduleFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the schedule date frequency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41754</Tag>
<Name>UnderlyingComplexEventScheduleFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40196</EnumDatatype>
<Description>Time unit associated with the schedule date frequency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41755</Tag>
<Name>UnderlyingComplexEventScheduleRollConvention</Name>
<Type>String</Type>
<AbbrName>Roll</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40922</EnumDatatype>
<Description>The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41756</Tag>
<Name>NoUnderlyingDeliverySchedules</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of delivery schedules in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41757</Tag>
<Name>UnderlyingDeliveryScheduleType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41038</EnumDatatype>
<Description>Specifies the type of delivery schedule.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41758</Tag>
<Name>UnderlyingDeliveryScheduleXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier for this instance of delivery schedule for cross referencing elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41759</Tag>
<Name>UnderlyingDeliveryScheduleNotional</Name>
<Type>Qty</Type>
<AbbrName>Notl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Physical delivery quantity.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41760</Tag>
<Name>UnderlyingDeliveryScheduleNotionalUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>NotlUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Specifies the delivery quantity unit of measure (UOM).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41761</Tag>
<Name>UnderlyingDeliveryScheduleNotionalCommodityFrequency</Name>
<Type>int</Type>
<AbbrName>NotlFreq</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41308</EnumDatatype>
<Description>The frequency of notional delivery.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41762</Tag>
<Name>UnderlyingDeliveryScheduleNegativeTolerance</Name>
<Type>float</Type>
<AbbrName>NegtvTlrnc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryScheduleToleranceType(41765). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41763</Tag>
<Name>UnderlyingDeliverySchedulePositiveTolerance</Name>
<Type>float</Type>
<AbbrName>PostvTlrnc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryScheduleToleranceType(41765). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41764</Tag>
<Name>UnderlyingDeliveryScheduleToleranceUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>TlrncUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Specifies the tolerance value's unit of measure (UOM).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41765</Tag>
<Name>UnderlyingDeliveryScheduleToleranceType</Name>
<Type>int</Type>
<AbbrName>TlrncTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41046</EnumDatatype>
<Description>Specifies the tolerance value type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41766</Tag>
<Name>UnderlyingDeliveryScheduleSettlCountry</Name>
<Type>Country</Type>
<AbbrName>Ctry</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the country where delivery takes place. Uses ISO 3166 2-character country code.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41767</Tag>
<Name>UnderlyingDeliveryScheduleSettlTimeZone</Name>
<Type>String</Type>
<AbbrName>TZ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Delivery timezone specified as "prevailing" rather than "standard" or "daylight".
See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41768</Tag>
<Name>UnderlyingDeliveryScheduleSettlFlowType</Name>
<Type>int</Type>
<AbbrName>FlowTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41049</EnumDatatype>
<Description>Specifies the delivery flow type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41769</Tag>
<Name>UnderlyingDeliveryScheduleSettlHolidaysProcessingInstruction</Name>
<Type>int</Type>
<AbbrName>Holidays</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41050</EnumDatatype>
<Description>Indicates whether holidays are included in the settlement periods. Required for electricity contracts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41770</Tag>
<Name>NoUnderlyingDeliveryScheduleSettlDays</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of delivery schedules in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41771</Tag>
<Name>UnderlyingDeliveryScheduleSettlDay</Name>
<Type>int</Type>
<AbbrName>Day</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41052</EnumDatatype>
<Description>Specifies the day or group of days for delivery.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41772</Tag>
<Name>UnderlyingDeliveryScheduleSettlTotalHours</Name>
<Type>int</Type>
<AbbrName>TotHrs</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The sum of the total hours specified in the UnderlyingDeliveryScheduleSettlTimeGrp component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41773</Tag>
<Name>NoUnderlyingDeliveryScheduleSettlTimes</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of hour ranges in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41774</Tag>
<Name>UnderlyingDeliveryScheduleSettlStart</Name>
<Type>String</Type>
<AbbrName>Start</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in UnderlyingDeliveryScheduleSettlTimeType(41776).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41775</Tag>
<Name>UnderlyingDeliveryScheduleSettlEnd</Name>
<Type>String</Type>
<AbbrName>End</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in UnderlyingDeliveryScheduleSettlTimeType(41776).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41776</Tag>
<Name>UnderlyingDeliveryScheduleSettlTimeType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41057</EnumDatatype>
<Description>Specifies the format of the delivery start and end time values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41777</Tag>
<Name>UnderlyingDeliveryStreamType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41058</EnumDatatype>
<Description>Specifies the type of delivery stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41778</Tag>
<Name>UnderlyingDeliveryStreamPipeline</Name>
<Type>String</Type>
<AbbrName>Ppln</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The name of the oil delivery pipeline.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41779</Tag>
<Name>UnderlyingDeliveryStreamEntryPoint</Name>
<Type>String</Type>
<AbbrName>EntryPnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The point at which the commodity will enter the delivery mechanism or pipeline.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41780</Tag>
<Name>UnderlyingDeliveryStreamWithdrawalPoint</Name>
<Type>String</Type>
<AbbrName>WthdrwlPnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The point at which the commodity product will be withdrawn prior to delivery.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41781</Tag>
<Name>UnderlyingDeliveryStreamDeliveryPoint</Name>
<Type>String</Type>
<AbbrName>DlvryPnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product.
For bullion see http://www.fpml.org/coding-scheme/bullion-delivery-location for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41782</Tag>
<Name>UnderlyingDeliveryStreamDeliveryRestriction</Name>
<Type>int</Type>
<AbbrName>DlvryRstctn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41063</EnumDatatype>
<Description>Specifies under what conditions the buyer and seller should be excused of their delivery obligations.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41783</Tag>
<Name>UnderlyingDeliveryStreamDeliveryContingency</Name>
<Type>String</Type>
<AbbrName>Cntgncy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the electricity delivery contingency.
See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41784</Tag>
<Name>UnderlyingDeliveryStreamDeliveryContingentPartySide</Name>
<Type>int</Type>
<AbbrName>CntgPty</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41080</EnumDatatype>
<Description>The trade side value of the party responsible for electricity delivery contingency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41785</Tag>
<Name>UnderlyingDeliveryStreamDeliverAtSourceIndicator</Name>
<Type>Boolean</Type>
<AbbrName>DlvrAtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When this element is specified and set to 'Y', delivery of the coal product is to be at its source.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41786</Tag>
<Name>UnderlyingDeliveryStreamRiskApportionment</Name>
<Type>String</Type>
<AbbrName>RiskApprtnmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product.
See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41587</Tag>
<Name>UnderlyingDeliveryStreamRiskApportionmentSource</Name>
<Type>String</Type>
<AbbrName>RiskApprtnmtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the source or legal framework for the risk apportionment.
See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41787</Tag>
<Name>UnderlyingDeliveryStreamTitleTransferLocation</Name>
<Type>String</Type>
<AbbrName>TtlXfer</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the title transfer location.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41788</Tag>
<Name>UnderlyingDeliveryStreamTitleTransferCondition</Name>
<Type>int</Type>
<AbbrName>TltXferCond</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41069</EnumDatatype>
<Description>Specifies the title transfer condition.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41789</Tag>
<Name>UnderlyingDeliveryStreamImporterOfRecord</Name>
<Type>String</Type>
<AbbrName>Imprtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41790</Tag>
<Name>UnderlyingDeliveryStreamNegativeTolerance</Name>
<Type>float</Type>
<AbbrName>NegtvTlrnc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryStreamToleranceType(41793). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41791</Tag>
<Name>UnderlyingDeliveryStreamPositiveTolerance</Name>
<Type>float</Type>
<AbbrName>PostvTlrnc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryStreamToleranceType(41793). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41792</Tag>
<Name>UnderlyingDeliveryStreamToleranceUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>TlrncUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Specifies the tolerance value's unit of measure (UOM).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41793</Tag>
<Name>UnderlyingDeliveryStreamToleranceType</Name>
<Type>int</Type>
<AbbrName>TlrncTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41046</EnumDatatype>
<Description>Specifies the tolerance value type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41794</Tag>
<Name>UnderlyingDeliveryStreamToleranceOptionSide</Name>
<Type>int</Type>
<AbbrName>TlrncOptSide</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41075</EnumDatatype>
<Description>Indicates whether the tolerance is at the seller's or buyer's option.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41795</Tag>
<Name>UnderlyingDeliveryStreamTotalPositiveTolerance</Name>
<Type>Percentage</Type>
<AbbrName>TotPostvTlrnc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The positive percent tolerance which applies to the total quantity delivered over all shipment periods.
Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41796</Tag>
<Name>UnderlyingDeliveryStreamTotalNegativeTolerance</Name>
<Type>Percentage</Type>
<AbbrName>TotNegtvTlrnc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The negative percent tolerance which applies to the total quantity delivered over all shipment periods.
Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41797</Tag>
<Name>UnderlyingDeliveryStreamNotionalConversionFactor</Name>
<Type>float</Type>
<AbbrName>CnvrsnFctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41798</Tag>
<Name>UnderlyingDeliveryStreamTransportEquipment</Name>
<Type>String</Type>
<AbbrName>Eqpmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The transportation equipment with which the commodity product will be delivered and received.</Description>
<Elaboration>Examples of transportation equipment or mode are barge, truck, railcar, etc.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41799</Tag>
<Name>UnderlyingDeliveryStreamElectingPartySide</Name>
<Type>int</Type>
<AbbrName>ElctngSide</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41080</EnumDatatype>
<Description>A reference to the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41800</Tag>
<Name>NoUnderlyingStreamAssetAttributes</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of asset attribute entries in the group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41801</Tag>
<Name>UnderlyingStreamAssetAttributeType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the name of the attribute.
See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41802</Tag>
<Name>UnderlyingStreamAssetAttributeValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the value of the attribute.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41803</Tag>
<Name>UnderlyingStreamAssetAttributeLimit</Name>
<Type>String</Type>
<AbbrName>Lmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The limit or lower acceptable value of the attribute.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41804</Tag>
<Name>NoUnderlyingDeliveryStreamCycles</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of delivery cycles in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41805</Tag>
<Name>UnderlyingDeliveryStreamCycleDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The delivery cycles during which the oil product will be transported in the pipeline.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41806</Tag>
<Name>EncodedUnderlyingDeliveryStreamCycleDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>41807</AssociatedDataTag>
<AbbrName>EncDescLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedUnderlyingDeliveryStreamCycleDesc(41807) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41807</Tag>
<Name>EncodedUnderlyingDeliveryStreamCycleDesc</Name>
<Type>data</Type>
<AbbrName>EncDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the UnderlyingDeliveryStreamCycleDesc(41805) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingDeliveryStreamCycleDesc(41805) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41808</Tag>
<Name>NoUnderlyingDeliveryStreamCommoditySources</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of commodity sources in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41809</Tag>
<Name>UnderlyingDeliveryStreamCommoditySource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product.
See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41810</Tag>
<Name>UnderlyingExerciseDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A description of the option exercise.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41811</Tag>
<Name>EncodedUnderlyingExerciseDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>41812</AssociatedDataTag>
<AbbrName>EncDescLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedUnderlyingExerciseDesc(41812) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41812</Tag>
<Name>EncodedUnderlyingExerciseDesc</Name>
<Type>data</Type>
<AbbrName>EncDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the UnderlyingExerciseDesc(41810) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingExerciseDesc(41810) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41813</Tag>
<Name>UnderlyingAutomaticExerciseIndicator</Name>
<Type>Boolean</Type>
<AbbrName>AutoExerInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41814</Tag>
<Name>UnderlyingAutomaticExerciseThresholdRate</Name>
<Type>float</Type>
<AbbrName>AutoRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The threshold rate for triggering automatic exercise.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41815</Tag>
<Name>UnderlyingExerciseConfirmationMethod</Name>
<Type>int</Type>
<AbbrName>ExerCnfm</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41111</EnumDatatype>
<Description>Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41816</Tag>
<Name>UnderlyingManualNoticeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>ManNtcBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the business center used for adjusting the time for manual exercise notice.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41817</Tag>
<Name>UnderlyingFallbackExerciseIndicator</Name>
<Type>Boolean</Type>
<AbbrName>FallbckExerInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41818</Tag>
<Name>UnderlyingLimitedRightToConfirmIndicator</Name>
<Type>Boolean</Type>
<AbbrName>LtdRightCnfmInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the Expiration date. If true ("Y") specific rules will apply in relation to the settlement mode.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41819</Tag>
<Name>UnderlyingExerciseSplitTicketIndicator</Name>
<Type>Boolean</Type>
<AbbrName>ExerSplitTktInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41820</Tag>
<Name>NoUnderlyingOptionExerciseBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41821</Tag>
<Name>UnderlyingOptionExerciseBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the option exercise dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41822</Tag>
<Name>UnderlyingOptionExerciseBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41823</Tag>
<Name>UnderlyingOptionExerciseEarliestDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>ErlstOfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41024</EnumDatatype>
<Description>Specifies the day type of the relative earliest exercise date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41824</Tag>
<Name>UnderlyingOptionExerciseEarliestDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>ErlstOfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative earliest exercise date offset. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41825</Tag>
<Name>UnderlyingOptionExerciseEarliestDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>ErlstOfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40126</EnumDatatype>
<Description>Time unit associated with the relative earliest exercise date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41826</Tag>
<Name>UnderlyingOptionExerciseFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the frequency of exercise dates. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41827</Tag>
<Name>UnderlyingOptionExerciseFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40196</EnumDatatype>
<Description>Time unit associated with the frequency of exercise dates. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41828</Tag>
<Name>UnderlyingOptionExerciseStartDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted start date for calculating periodic exercise dates.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41829</Tag>
<Name>UnderlyingOptionExerciseStartDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>StartDtReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the option exercise start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41830</Tag>
<Name>UnderlyingOptionExerciseStartDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>StartDtOfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative exercise start date offset. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41831</Tag>
<Name>UnderlyingOptionExerciseStartDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>StartDtOfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative exercise start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41832</Tag>
<Name>UnderlyingOptionExerciseStartDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>StartDtOfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative option exercise start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41833</Tag>
<Name>UnderlyingOptionExerciseStartDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted start date for calculating periodic exercise dates.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41834</Tag>
<Name>UnderlyingOptionExerciseSkip</Name>
<Type>int</Type>
<AbbrName>Skip</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41835</Tag>
<Name>UnderlyingOptionExerciseNominationDeadline</Name>
<Type>LocalMktDate</Type>
<AbbrName>NomntnDdln</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The last date (adjusted) for establishing the option exercise terms.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41836</Tag>
<Name>UnderlyingOptionExerciseFirstDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted first exercise date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41837</Tag>
<Name>UnderlyingOptionExerciseLastDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>LastDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted last exercise date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41838</Tag>
<Name>UnderlyingOptionExerciseEarliestTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>ErlstTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41839</Tag>
<Name>UnderlyingOptionExerciseLatestTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>LtstTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Latest exercise time. See also UnderlyingOptionExerciseEarliestTime(41838).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41840</Tag>
<Name>UnderlyingOptionExerciseTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>TmBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center used to determine the locale for option exercise time, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41841</Tag>
<Name>NoUnderlyingOptionExerciseDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41842</Tag>
<Name>UnderlyingOptionExerciseDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted or unadjusted option exercise fixed date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41843</Tag>
<Name>UnderlyingOptionExerciseDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41139</EnumDatatype>
<Description>Specifies the type of option exercise date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41844</Tag>
<Name>NoUnderlyingOptionExerciseExpirationDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41845</Tag>
<Name>UnderlyingOptionExerciseExpirationDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41846</Tag>
<Name>UnderlyingOptionExerciseExpirationDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41847</Tag>
<Name>UnderlyingOptionExerciseExpirationDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the option exercise expiration date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41848</Tag>
<Name>UnderlyingOptionExerciseExpirationDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative exercise expiration date offset. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41849</Tag>
<Name>UnderlyingOptionExerciseExpirationDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative exercise expiration date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41850</Tag>
<Name>UnderlyingOptionExerciseExpirationFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the frequency of exercise expiration dates. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41851</Tag>
<Name>UnderlyingOptionExerciseExpirationFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40196</EnumDatatype>
<Description>Time unit associated with the frequency of exercise expiration dates. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41852</Tag>
<Name>UnderlyingOptionExerciseExpirationRollConvention</Name>
<Type>String</Type>
<AbbrName>Roll</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40922</EnumDatatype>
<Description>The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41853</Tag>
<Name>UnderlyingOptionExerciseExpirationDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41024</EnumDatatype>
<Description>Specifies the day type of the relative option exercise expiration date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41854</Tag>
<Name>UnderlyingOptionExerciseExpirationTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>Tm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The option exercise expiration time.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41855</Tag>
<Name>UnderlyingOptionExerciseExpirationTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>TmBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center used to determine the locale for option exercise expiration time, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41856</Tag>
<Name>NoUnderlyingOptionExerciseExpirationDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of fixed exercise expiration dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41857</Tag>
<Name>UnderlyingOptionExerciseExpirationDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted or unadjusted option exercise expiration fixed date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41858</Tag>
<Name>UnderlyingOptionExerciseExpirationDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41139</EnumDatatype>
<Description>Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2284</Tag>
<Name>UnderlyingSettlRateIndex</Name>
<Type>String</Type>
<AbbrName>SettlNdx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2285</Tag>
<Name>UnderlyingSettlRateIndexLocation</Name>
<Type>String</Type>
<AbbrName>SettlNdxLctn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>This is an optional qualifying attribute of UnderlyingSettlementRateIndex(2284) such as the delivery zone for an electricity contract.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2286</Tag>
<Name>UnderlyingOptionExpirationDesc</Name>
<Type>String</Type>
<AbbrName>ExpDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Description of the option expiration.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2287</Tag>
<Name>EncodedUnderlyingOptionExpirationDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>2288</AssociatedDataTag>
<AbbrName>EncExpDescLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedUnderlyingOptionExpirationDesc(2288) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2288</Tag>
<Name>EncodedUnderlyingOptionExpirationDesc</Name>
<Type>data</Type>
<AbbrName>EncExpDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingOptionExpirationDesc(2286).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="238">
<Tag>2289</Tag>
<Name>UnderlyingSwapSubClass</Name>
<Type>String</Type>
<AbbrName>SwapSubClss</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1575</EnumDatatype>
<Description>The sub-classification or notional schedule type of the swap.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2290</Tag>
<Name>UnderlyingStrikeUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>StrkUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Used to express the unit of measure (UOM) of the price if different from the contract.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2291</Tag>
<Name>UnderlyingStrikeIndex</Name>
<Type>String</Type>
<AbbrName>StrkNdx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the index used to calculate the strike price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2292</Tag>
<Name>UnderlyingStrikeIndexSpread</Name>
<Type>PriceOffset</Type>
<AbbrName>StrkSpread</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the strike price offset from the named index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2293</Tag>
<Name>UnderlyingValuationSource</Name>
<Type>String</Type>
<AbbrName>ValSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the source of trade valuation data.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2294</Tag>
<Name>UnderlyingValuationReferenceModel</Name>
<Type>String</Type>
<AbbrName>ValRefModel</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the methodology and/or assumptions used to generate the trade value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2295</Tag>
<Name>UnderlyingStrategyType</Name>
<Type>String</Type>
<AbbrName>StrtTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2141</EnumDatatype>
<Description>Specifies the type of trade strategy.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2296</Tag>
<Name>UnderlyingCommonPricingIndicator</Name>
<Type>Boolean</Type>
<AbbrName>CmnPxng</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2297</Tag>
<Name>UnderlyingSettlDisruptionProvision</Name>
<Type>int</Type>
<AbbrName>SettlDsrptnProv</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2143</EnumDatatype>
<Description>Specifies the consequences of settlement disruption events.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>2298</Tag>
<Name>UnderlyingInstrumentRoundingDirection</Name>
<Type>char</Type>
<AbbrName>RndDirctn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>468</EnumDatatype>
<Description>Specifies the rounding direction if not overridden elsewhere.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>2299</Tag>
<Name>UnderlyingInstrumentRoundingPrecision</Name>
<Type>int</Type>
<AbbrName>RndPrcsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41859</Tag>
<Name>UnderlyingMarketDisruptionProvision</Name>
<Type>int</Type>
<AbbrName>Prov</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41087</EnumDatatype>
<Description>The consequences of market disruption events.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41860</Tag>
<Name>UnderlyingMarketDisruptionFallbackProvision</Name>
<Type>int</Type>
<AbbrName>FallbckProv</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41088</EnumDatatype>
<Description>Specifies the location of the fallback provision documentation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41861</Tag>
<Name>UnderlyingMarketDisruptionMaximumDays</Name>
<Type>int</Type>
<AbbrName>MaxDays</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5).</Description>
<Elaboration>ISDA 2005 Commodity Definition.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41862</Tag>
<Name>UnderlyingMarketDisruptionMaterialityPercentage</Name>
<Type>Percentage</Type>
<AbbrName>MtrltyPctage</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used when a price materiality percentage applies to the price source disruption event and this event has been specified.</Description>
<Elaboration>Applicable to 2005 Commodity Definitions only.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41863</Tag>
<Name>UnderlyingMarketDisruptionMinimumFuturesContracts</Name>
<Type>int</Type>
<AbbrName>MinCtrcts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. </Description>
<Elaboration>Applicable to 1993 Commodity Definitions only.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41864</Tag>
<Name>NoUnderlyingMarketDisruptionEvents</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of disruption events in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="187">
<Tag>41865</Tag>
<Name>UnderlyingMarketDisruptionEvent</Name>
<Type>String</Type>
<AbbrName>Evnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the market disruption event.
For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values.
For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41866</Tag>
<Name>NoUnderlyingMarketDisruptionFallbacks</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of fallbacks in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41867</Tag>
<Name>UnderlyingMarketDisruptionFallbackType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of disruption fallback.
See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41868</Tag>
<Name>NoUnderlyingMarketDisruptionFallbackReferencePrices</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of fallback reference securities in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41869</Tag>
<Name>UnderlyingMarketDisruptionFallbackUnderlierType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41097</EnumDatatype>
<Description>The type of reference price underlier.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41870</Tag>
<Name>UnderlyingMarketDisruptionFallbackUnderlierSecurityID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the identifier value of the security.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41871</Tag>
<Name>UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<Description>Specifies the class or source scheme of the security identifier.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41872</Tag>
<Name>UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the description of underlying security.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41873</Tag>
<Name>EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>41874</AssociatedDataTag>
<AbbrName>EncDescLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41874</Tag>
<Name>EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc</Name>
<Type>data</Type>
<AbbrName>EncDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41875</Tag>
<Name>UnderlyingMarketDisruptionFallbackOpenUnits</Name>
<Type>Qty</Type>
<AbbrName>OpnUnits</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41876</Tag>
<Name>UnderlyingMarketDisruptionFallbackBasketCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41877</Tag>
<Name>UnderlyingMarketDisruptionFallbackBasketDivisor</Name>
<Type>float</Type>
<AbbrName>Dvsr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41878</Tag>
<Name>NoUnderlyingPaymentScheduleFixingDays</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of fixing days in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41879</Tag>
<Name>UnderlyingPaymentScheduleFixingDayOfWeek</Name>
<Type>int</Type>
<AbbrName>DayOfWk</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41228</EnumDatatype>
<Description>The day of the week on which fixing takes place. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41880</Tag>
<Name>UnderlyingPaymentScheduleFixingDayNumber</Name>
<Type>int</Type>
<AbbrName>DayNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The occurrence of the day of week on which fixing takes place. </Description>
<Elaboration>For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41881</Tag>
<Name>UnderlyingPaymentScheduleXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier of this UnderlyingPaymentSchedule for cross referencing elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41882</Tag>
<Name>UnderlyingPaymentScheduleXIDRef</Name>
<Type>XIDREF</Type>
<AbbrName>XIDRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference to payment schedule elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41883</Tag>
<Name>UnderlyingPaymentScheduleRateCurrency</Name>
<Type>Currency</Type>
<AbbrName>RtCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of the schedule rate. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41884</Tag>
<Name>UnderlyingPaymentScheduleRateUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>RtUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>The schedule rate unit of measure (UOM).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41885</Tag>
<Name>UnderlyingPaymentScheduleRateConversionFactor</Name>
<Type>float</Type>
<AbbrName>RtFctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number to be multiplied by the derived floating rate of the underlying's payment schedule in order to arrive at the payment rate. If ommitted, the schedule rate conversion factor is 1. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41886</Tag>
<Name>UnderlyingPaymentScheduleRateSpreadType</Name>
<Type>int</Type>
<AbbrName>SpreadTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41206</EnumDatatype>
<Description>Specifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41887</Tag>
<Name>UnderlyingPaymentScheduleSettlPeriodPrice</Name>
<Type>Price</Type>
<AbbrName>SettlPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The schedule settlement period price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41888</Tag>
<Name>UnderlyingPaymentScheduleSettlPeriodPriceCurrency</Name>
<Type>Currency</Type>
<AbbrName>SettlPxCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The currency of the schedule settlement period price. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41889</Tag>
<Name>UnderlyingPaymentScheduleSettlPeriodPriceUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>SettlPxUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>The settlement period price unit of measure (UOM).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41890</Tag>
<Name>UnderlyingPaymentScheduleStepUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>StepUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>The schedule step unit of measure (UOM).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41891</Tag>
<Name>UnderlyingPaymentScheduleFixingDayDistribution</Name>
<Type>int</Type>
<AbbrName>FixngDayDistrib</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41214</EnumDatatype>
<Description>The distribution of fixing days.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41892</Tag>
<Name>UnderlyingPaymentScheduleFixingDayCount</Name>
<Type>int</Type>
<AbbrName>FixngDayCnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of days over which fixing should take place.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41893</Tag>
<Name>UnderlyingPaymentScheduleFixingLagPeriod</Name>
<Type>int</Type>
<AbbrName>FixngLagPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the fixing lag duration. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41894</Tag>
<Name>UnderlyingPaymentScheduleFixingLagUnit</Name>
<Type>String</Type>
<AbbrName>FixngLagUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40809</EnumDatatype>
<Description>Time unit associated with the fixing lag duration.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41895</Tag>
<Name>UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>FixngFirstObsvtnPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative first observation date offset.</Description>
<Elaboration>If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41896</Tag>
<Name>UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>FixngFirstObsvtnUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative first observation date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41897</Tag>
<Name>UnderlyingPaymentStreamFlatRateIndicator</Name>
<Type>Boolean</Type>
<AbbrName>FlatRtInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction "Fixed". If 'N' it is taken on each Pricing Date "Floating".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41898</Tag>
<Name>UnderlyingPaymentStreamFlatRateAmount</Name>
<Type>Amt</Type>
<AbbrName>FlatRtAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the actual monetary value of the flat rate when UnderlyingPaymentStreamFlatRateIndicator(41897) = 'Y'.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41899</Tag>
<Name>UnderlyingPaymentStreamFlatRateCurrency</Name>
<Type>Currency</Type>
<AbbrName>FlatRtCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41900</Tag>
<Name>UnderlyingPaymentStreamMaximumPaymentAmount</Name>
<Type>Amt</Type>
<AbbrName>MaxPmtAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the limit on the total payment amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41901</Tag>
<Name>UnderlyingPaymentStreamMaximumPaymentCurrency</Name>
<Type>Currency</Type>
<AbbrName>MaxPmtCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41902</Tag>
<Name>UnderlyingPaymentStreamMaximumTransactionAmount</Name>
<Type>Amt</Type>
<AbbrName>MaxTxnAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the limit on the payment amount that goes out in any particular calculation period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41903</Tag>
<Name>UnderlyingPaymentStreamMaximumTransactionCurrency</Name>
<Type>Currency</Type>
<AbbrName>MaxTxnCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41904</Tag>
<Name>UnderlyingPaymentStreamFixedAmountUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>FixedAmtUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Fixed payment amount unit of measure (UOM).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41905</Tag>
<Name>UnderlyingPaymentStreamTotalFixedAmount</Name>
<Type>Amt</Type>
<AbbrName>FixedAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the total fixed payment amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41906</Tag>
<Name>UnderlyingPaymentStreamWorldScaleRate</Name>
<Type>float</Type>
<AbbrName>WorldScaleRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41907</Tag>
<Name>UnderlyingPaymentStreamContractPrice</Name>
<Type>Price</Type>
<AbbrName>CtrctPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41908</Tag>
<Name>UnderlyingPaymentStreamContractPriceCurrency</Name>
<Type>Currency</Type>
<AbbrName>CtrctPxCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of UnderlyingPaymentStreamContractPrice(41907). Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41909</Tag>
<Name>NoUnderlyingPaymentStreamPricingBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41910</Tag>
<Name>UnderlyingPaymentStreamPricingBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the payment stream's pricing dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41911</Tag>
<Name>UnderlyingPaymentStreamRateIndex2CurveUnit</Name>
<Type>String</Type>
<AbbrName>Ndx2Unit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40791</EnumDatatype>
<Description>Secondary time unit associated with the payment stream’s floating rate index curve. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41912</Tag>
<Name>UnderlyingPaymentStreamRateIndex2CurvePeriod</Name>
<Type>int</Type>
<AbbrName>Ndx2Period</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Secondary time unit multiplier for the payment stream’s floating rate index curve. </Description>
<Elaboration>May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41913</Tag>
<Name>UnderlyingPaymentStreamRateIndexLocation</Name>
<Type>String</Type>
<AbbrName>NdxLctn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the location of the floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41914</Tag>
<Name>UnderlyingPaymentStreamRateIndexLevel</Name>
<Type>Qty</Type>
<AbbrName>NdxLvl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41915</Tag>
<Name>UnderlyingPaymentStreamRateIndexUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>NdxUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>The unit of measure (UOM) of the rate index level.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41916</Tag>
<Name>UnderlyingPaymentStreamSettlLevel</Name>
<Type>int</Type>
<AbbrName>SettlLvl</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41199</EnumDatatype>
<Description>Specifies how weather index units are to be calculated.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41917</Tag>
<Name>UnderlyingPaymentStreamReferenceLevel</Name>
<Type>Qty</Type>
<AbbrName>RefLvl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41918</Tag>
<Name>UnderlyingPaymentStreamReferenceLevelUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>RefUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>The unit of measure (UOM) of the rate reference level.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41919</Tag>
<Name>UnderlyingPaymentStreamReferenceLevelEqualsZeroIndicator</Name>
<Type>Boolean</Type>
<AbbrName>RefLvlZero</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When set to 'Y', it indicates that the weather reference level equals zero.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41920</Tag>
<Name>UnderlyingPaymentStreamRateSpreadCurrency</Name>
<Type>Currency</Type>
<AbbrName>SpreadCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41921</Tag>
<Name>UnderlyingPaymentStreamRateSpreadUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>SpreadUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Specifies the unit of measure (UOM) of the floating rate spread. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41922</Tag>
<Name>UnderlyingPaymentStreamRateConversionFactor</Name>
<Type>float</Type>
<AbbrName>RtFctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number to be multiplied by the derived floating rate of the underlying's payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41923</Tag>
<Name>UnderlyingPaymentStreamRateSpreadType</Name>
<Type>int</Type>
<AbbrName>SpreadTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41206</EnumDatatype>
<Description>Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41924</Tag>
<Name>UnderlyingPaymentStreamLastResetRate</Name>
<Type>Percentage</Type>
<AbbrName>LastResetRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41925</Tag>
<Name>UnderlyingPaymentStreamFinalRate</Name>
<Type>Percentage</Type>
<AbbrName>FnlRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41926</Tag>
<Name>UnderlyingPaymentStreamCalculationLagPeriod</Name>
<Type>int</Type>
<AbbrName>CalcLagPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the calculation lag duration. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41927</Tag>
<Name>UnderlyingPaymentStreamCalculationLagUnit</Name>
<Type>String</Type>
<AbbrName>CalcLagUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40809</EnumDatatype>
<Description>Time unit associated with the calculation lag duration.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41928</Tag>
<Name>UnderlyingPaymentStreamFirstObservationDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>FirstObsvtnOfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative first observation date offset.</Description>
<Elaboration>If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169" updated="FIX.5.0SP2" updatedEP="208">
<Tag>41929</Tag>
<Name>UnderlyingPaymentStreamFirstObservationDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>FirstObsvtnOfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative first observation date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41930</Tag>
<Name>UnderlyingPaymentStreamPricingDayType</Name>
<Type>int</Type>
<AbbrName>PxngDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41024</EnumDatatype>
<Description>Specifies the commodity pricing day type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41931</Tag>
<Name>UnderlyingPaymentStreamPricingDayDistribution</Name>
<Type>int</Type>
<AbbrName>PxngDayDistrib</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41214</EnumDatatype>
<Description>The distribution of pricing days.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41932</Tag>
<Name>UnderlyingPaymentStreamPricingDayCount</Name>
<Type>int</Type>
<AbbrName>PxngDayCnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of days over which pricing should take place.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41933</Tag>
<Name>UnderlyingPaymentStreamPricingBusinessCalendar</Name>
<Type>String</Type>
<AbbrName>PxngClndr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the business calendar to use for pricing.
See http://www.fpml.org/coding-scheme/commodity-business-calendar for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41934</Tag>
<Name>UnderlyingPaymentStreamPricingBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>PxngBizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the payment stream's pricing dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41937</Tag>
<Name>NoUnderlyingPaymentStreamPaymentDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of payment dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41938</Tag>
<Name>UnderlyingPaymentStreamPaymentDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted or unadjusted fixed stream payment date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41939</Tag>
<Name>UnderlyingPaymentStreamPaymentDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41139</EnumDatatype>
<Description>Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41940</Tag>
<Name>UnderlyingPaymentStreamMasterAgreementPaymentDatesIndicator</Name>
<Type>Boolean</Type>
<AbbrName>MADts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When set to 'Y', it indicates that payment dates are specified in the relevant master agreement.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41941</Tag>
<Name>NoUnderlyingPaymentStreamPricingDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of pricing dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41942</Tag>
<Name>UnderlyingPaymentStreamPricingDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>An adjusted or unadjusted fixed pricing date. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41943</Tag>
<Name>UnderlyingPaymentStreamPricingDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41139</EnumDatatype>
<Description>Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41944</Tag>
<Name>NoUnderlyingPaymentStreamPricingDays</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of pricing days in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41945</Tag>
<Name>UnderlyingPaymentStreamPricingDayOfWeek</Name>
<Type>int</Type>
<AbbrName>DayOfWk</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41228</EnumDatatype>
<Description>The day of the week on which pricing takes place.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41946</Tag>
<Name>UnderlyingPaymentStreamPricingDayNumber</Name>
<Type>int</Type>
<AbbrName>DayNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The occurrence of the day of week on which pricing takes place. </Description>
<Elaboration>For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3. </Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41947</Tag>
<Name>NoUnderlyingPricingDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41948</Tag>
<Name>UnderlyingPricingDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the pricing or fixing date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41949</Tag>
<Name>UnderlyingPricingDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted pricing or fixing date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41950</Tag>
<Name>UnderlyingPricingDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the pricing or fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41951</Tag>
<Name>UnderlyingPricingDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted pricing or fixing date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41952</Tag>
<Name>UnderlyingPricingTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>Tm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The local market pricing or fixing time.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41953</Tag>
<Name>UnderlyingPricingTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>TmBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41954</Tag>
<Name>NoUnderlyingStreamCalculationPeriodDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of calculation period dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41955</Tag>
<Name>UnderlyingStreamCalculationPeriodDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted or unadjusted fixed calculation period date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41956</Tag>
<Name>UnderlyingStreamCalculationPeriodDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41139</EnumDatatype>
<Description>Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41957</Tag>
<Name>UnderlyingStreamCalculationPeriodDatesXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier of this calculation period for cross referencing elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41958</Tag>
<Name>UnderlyingStreamCalculationPeriodDatesXIDRef</Name>
<Type>XIDREF</Type>
<AbbrName>XIDRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Cross reference to another calculation period for duplicating its properties.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41959</Tag>
<Name>UnderlyingStreamCalculationBalanceOfFirstPeriod</Name>
<Type>Boolean</Type>
<AbbrName>BalFirst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41960</Tag>
<Name>UnderlyingStreamCalculationCorrectionPeriod</Name>
<Type>int</Type>
<AbbrName>CrrctnPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the length of time after the publication of the data when corrections can be made.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41961</Tag>
<Name>UnderlyingStreamCalculationCorrectionUnit</Name>
<Type>String</Type>
<AbbrName>CrrctnUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40196</EnumDatatype>
<Description>Time unit associated with the length of time after the publication of the data when corrections can be made. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41962</Tag>
<Name>NoUnderlyingStreamCommoditySettlBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41963</Tag>
<Name>UnderlyingStreamCommoditySettlBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the commodity delivery date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41964</Tag>
<Name>UnderlyingStreamCommodityBase</Name>
<Type>String</Type>
<AbbrName>Base</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. </Description>
<Elaboration>Examples of general commodity base types include:Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41965</Tag>
<Name>UnderlyingStreamCommodityType</Name>
<Type>String</Type>
<AbbrName>CmdtyTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of commodity product.
For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values.
For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values.
For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41966</Tag>
<Name>UnderlyingStreamCommoditySecurityID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the market identifier for the commodity.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41967</Tag>
<Name>UnderlyingStreamCommoditySecurityIDSource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<Description>Identifies the class or source of the UnderlyingStreamCommoditySecurityIDSource(41966) value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41968</Tag>
<Name>UnderlyingStreamCommodityDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Description of the commodity asset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41969</Tag>
<Name>EncodedUnderlyingStreamCommodityDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>41970</AssociatedDataTag>
<AbbrName>EncDescLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedUnderlyingStreamCommodityDesc(41970) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41970</Tag>
<Name>EncodedUnderlyingStreamCommodityDesc</Name>
<Type>data</Type>
<AbbrName>EncDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc(41968) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingStreamCommodityDesc(41968) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41971</Tag>
<Name>UnderlyingStreamCommodityUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>UOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>The unit of measure (UOM) of the commodity asset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41972</Tag>
<Name>UnderlyingStreamCommodityCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the currency of the commodity asset. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41973</Tag>
<Name>UnderlyingStreamCommodityExchange</Name>
<Type>Exchange</Type>
<AbbrName>Exch</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the exchange where the commodity is traded.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41974</Tag>
<Name>UnderlyingStreamCommodityRateSource</Name>
<Type>int</Type>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the source of rate information used for commodities.
See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41975</Tag>
<Name>UnderlyingStreamCommodityRateReferencePage</Name>
<Type>String</Type>
<AbbrName>RefPg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reference "page" from the rate source.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41976</Tag>
<Name>UnderlyingStreamCommodityRateReferencePageHeading</Name>
<Type>String</Type>
<AbbrName>RefHdng</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the page heading from the rate source.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41977</Tag>
<Name>UnderlyingStreamDataProvider</Name>
<Type>String</Type>
<AbbrName>DataPrvdr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the commodity data or information provider.
See http://www.fpml.org/coding-scheme/commodity-information-provider for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41978</Tag>
<Name>UnderlyingStreamCommodityPricingType</Name>
<Type>String</Type>
<AbbrName>PxngTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies how the pricing or rate setting of the trade is to be determined or based upon.
See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41979</Tag>
<Name>UnderlyingStreamCommodityNearbySettlDayPeriod</Name>
<Type>int</Type>
<AbbrName>Period</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the nearby settlement day. </Description>
<Elaboration>When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41980</Tag>
<Name>UnderlyingStreamCommodityNearbySettlDayUnit</Name>
<Type>String</Type>
<AbbrName>Unit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41267</EnumDatatype>
<Description>Time unit associated with the nearby settlement day.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41981</Tag>
<Name>UnderlyingStreamCommoditySettlDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted commodity delivery date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41982</Tag>
<Name>UnderlyingStreamCommoditySettlDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41983</Tag>
<Name>UnderlyingStreamCommoditySettlDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted commodity delivery date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41984</Tag>
<Name>UnderlyingStreamCommoditySettlMonth</Name>
<Type>int</Type>
<AbbrName>Mo</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies a fixed single month for commodity delivery. </Description>
<Elaboration>Use "1" for January, "2" for February, etc.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41985</Tag>
<Name>UnderlyingStreamCommoditySettlDateRollPeriod</Name>
<Type>int</Type>
<AbbrName>RollPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the commodity delivery date roll. </Description>
<Elaboration>For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41986</Tag>
<Name>UnderlyingStreamCommoditySettlDateRollUnit</Name>
<Type>String</Type>
<AbbrName>RollUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41273</EnumDatatype>
<Description>Time unit associated with the commodity delivery date roll.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41987</Tag>
<Name>UnderlyingStreamCommoditySettlDayType</Name>
<Type>int</Type>
<AbbrName>DayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41024</EnumDatatype>
<Description>Specifies the commodity delivery roll day type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41988</Tag>
<Name>UnderlyingStreamCommodityXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier of this stream commodity for cross referencing elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41989</Tag>
<Name>UnderlyingStreamCommodityXIDRef</Name>
<Type>XIDREF</Type>
<AbbrName>XIDRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference to a stream commodity elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41990</Tag>
<Name>NoUnderlyingStreamCommodityAltIDs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of alternate security identifers.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41991</Tag>
<Name>UnderlyingStreamCommodityAltID</Name>
<Type>String</Type>
<AbbrName>AltID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Alternate security identifier value for the commodity.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41992</Tag>
<Name>UnderlyingStreamCommodityAltIDSource</Name>
<Type>String</Type>
<AbbrName>AltIDSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the class or source of the alternate commodity security identifier.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41993</Tag>
<Name>NoUnderlyingStreamCommodityDataSources</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of commodity data sources in the repeating group. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41994</Tag>
<Name>UnderlyingStreamCommodityDataSourceID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Data source identifier.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41995</Tag>
<Name>UnderlyingStreamCommodityDataSourceIDType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41282</EnumDatatype>
<Description>Specifies the type of data source identifier.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41996</Tag>
<Name>NoUnderlyingStreamCommoditySettlDays</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of days in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41997</Tag>
<Name>UnderlyingStreamCommoditySettlDay</Name>
<Type>int</Type>
<AbbrName>Day</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41052</EnumDatatype>
<Description>Specifies the day or group of days for delivery.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41998</Tag>
<Name>UnderlyingStreamCommoditySettlTotalHours</Name>
<Type>int</Type>
<AbbrName>TotHrs</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Sum of the hours specified in UnderlyingStreamCommoditySettlTimeGrp.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41999</Tag>
<Name>NoUnderlyingStreamCommoditySettlTimes</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of hour ranges in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>42000</Tag>
<Name>UnderlyingStreamCommoditySettlStart</Name>
<Type>String</Type>
<AbbrName>Start</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The start time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>42001</Tag>
<Name>UnderlyingStreamCommoditySettlEnd</Name>
<Type>String</Type>
<AbbrName>End</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The end time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>41936</Tag>
<Name>UnderlyingStreamCommoditySettlTimeType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41057</EnumDatatype>
<Description>Specifies the format of the commodity settlement start and end times.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>42002</Tag>
<Name>NoUnderlyingStreamCommoditySettlPeriods</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of commodity settlement periods in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>42003</Tag>
<Name>UnderlyingStreamCommoditySettlCountry</Name>
<Type>Country</Type>
<AbbrName>Ctry</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the country where delivery takes place. Uses ISO 3166 2-character country code.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>42004</Tag>
<Name>UnderlyingStreamCommoditySettlTimeZone</Name>
<Type>String</Type>
<AbbrName>TZ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight".
See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>42005</Tag>
<Name>UnderlyingStreamCommoditySettlFlowType</Name>
<Type>int</Type>
<AbbrName>FlowTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41049</EnumDatatype>
<Description>Specifies the commodity delivery flow type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>42006</Tag>
<Name>UnderlyingStreamCommoditySettlPeriodNotional</Name>
<Type>Qty</Type>
<AbbrName>Notl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the delivery quantity associated with this settlement period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>42007</Tag>
<Name>UnderlyingStreamCommoditySettlPeriodNotionalUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>NotlUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>42008</Tag>
<Name>UnderlyingStreamCommoditySettlPeriodFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the settlement period frequency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>42009</Tag>
<Name>UnderlyingStreamCommoditySettlPeriodFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40196</EnumDatatype>
<Description>Time unit associated with the settlement period frequency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>42010</Tag>
<Name>UnderlyingStreamCommoditySettlPeriodPrice</Name>
<Type>Price</Type>
<AbbrName>Px</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The settlement period price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>42011</Tag>
<Name>UnderlyingStreamCommoditySettlPeriodPriceUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>PxUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Specifies the settlement period price unit of measure (UOM).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>42012</Tag>
<Name>UnderlyingStreamCommoditySettlPeriodPriceCurrency</Name>
<Type>Currency</Type>
<AbbrName>PxCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The currency of the settlement period price. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>42013</Tag>
<Name>UnderlyingStreamCommoditySettlHolidaysProcessingInstruction</Name>
<Type>int</Type>
<AbbrName>Holidays</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41050</EnumDatatype>
<Description>Indicates whether holidays are included in the settlement periods. Required for electricity contracts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>42014</Tag>
<Name>UnderlyingStreamCommoditySettlPeriodXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier of this settlement period for cross referencing elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>42015</Tag>
<Name>UnderlyingStreamCommoditySettlPeriodXIDRef</Name>
<Type>XIDREF</Type>
<AbbrName>XIDRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Cross reference to another settlement period for duplicating its properties.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>42016</Tag>
<Name>UnderlyingStreamXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier of this UnderlyingStream for cross referencing elsewhere in the message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>42018</Tag>
<Name>UnderlyingStreamNotionalXIDRef</Name>
<Type>XIDREF</Type>
<AbbrName>NotlXIDRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Cross reference to another UnderlyingStream notional for duplicating its properties.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>42019</Tag>
<Name>UnderlyingStreamNotionalFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>NotlPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the swap stream's notional frequency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>42020</Tag>
<Name>UnderlyingStreamNotionalFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>NotlUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>997</EnumDatatype>
<Description>Time unit associated with the swap stream's notional frequency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>42021</Tag>
<Name>UnderlyingStreamNotionalCommodityFrequency</Name>
<Type>int</Type>
<AbbrName>NotlFreq</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>41308</EnumDatatype>
<Description>The commodity's notional or quantity delivery frequency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>42022</Tag>
<Name>UnderlyingStreamNotionalUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>NotlUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Specifies the delivery quantity unit of measure (UOM).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>42023</Tag>
<Name>UnderlyingStreamTotalNotional</Name>
<Type>Qty</Type>
<AbbrName>TotNotl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the total notional or delivery quantity over the term of the contract.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="169">
<Tag>42024</Tag>
<Name>UnderlyingStreamTotalNotionalUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>TotNotlUOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="170">
<Tag>2300</Tag>
<Name>AllocGrossTradeAmt</Name>
<Type>Amt</Type>
<AbbrName>GrossTrdAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total amount traded for this account (i.e. quantity * price) expressed in units of currency. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="171">
<Tag>2316</Tag>
<Name>RiskLimitReportStatus</Name>
<Type>int</Type>
<AbbrName>RptStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Status of risk limit report.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="171">
<Tag>2317</Tag>
<Name>RiskLimitReportRejectReason</Name>
<Type>int</Type>
<AbbrName>RejRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The reason for rejecting the PartyRiskLimitsReport(35=CM) or PartyRiskLimitsUpdateReport(35=CR).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="171">
<Tag>2318</Tag>
<Name>RiskLimitCheckRequestID</Name>
<Type>String</Type>
<AbbrName>ChkReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unique identifier of the PartyRiskLimitCheckRequest(35=DF) message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="171">
<Tag>2319</Tag>
<Name>RiskLimitCheckID</Name>
<Type>String</Type>
<AbbrName>LmtChkID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unique and static identifier, at the business entity level, of a risk limit check request.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="171">
<Tag>2320</Tag>
<Name>RiskLimitCheckTransType</Name>
<Type>int</Type>
<AbbrName>TransTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the transaction type of the risk limit check request.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="171">
<Tag>2321</Tag>
<Name>RiskLimitCheckType</Name>
<Type>int</Type>
<AbbrName>ChkTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of limit check message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="171">
<Tag>2322</Tag>
<Name>RiskLimitCheckRequestRefID</Name>
<Type>int</Type>
<AbbrName>ReqRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the message reference identifier of the risk limit check request message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="171">
<Tag>2323</Tag>
<Name>RiskLimitCheckRequestType</Name>
<Type>int</Type>
<AbbrName>ChkReqTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of limit amount check being requested.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="171">
<Tag>2324</Tag>
<Name>RiskLimitCheckAmount</Name>
<Type>Amt</Type>
<AbbrName>LmtChkAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the amount being requested for approval.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="171">
<Tag>2325</Tag>
<Name>RiskLimitCheckRequestStatus</Name>
<Type>int</Type>
<AbbrName>ReqStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the status of the risk limit check request.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="171">
<Tag>2326</Tag>
<Name>RiskLimitCheckRequestResult</Name>
<Type>int</Type>
<AbbrName>ReqRslt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Result of the credit limit check request.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="171">
<Tag>2327</Tag>
<Name>RiskLimitApprovedAmount</Name>
<Type>Amt</Type>
<AbbrName>LmtAprvdAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The credit/risk limit amount approved.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="171">
<Tag>2328</Tag>
<Name>PartyActionRequestID</Name>
<Type>String</Type>
<AbbrName>ActnReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unique identifier of the PartyActionRequest(35=DH) message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="171">
<Tag>2329</Tag>
<Name>PartyActionType</Name>
<Type>int</Type>
<AbbrName>ActnTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of action to take or was taken for a given party.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="171">
<Tag>2330</Tag>
<Name>ApplTestMessageIndicator</Name>
<Type>Boolean</Type>
<AbbrName>ApplTstMsgInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate whether the message being sent is to test the receiving application's availability to process the message. When set to "Y" the message is a test message. If not specified, the message is by default not a test message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="171">
<Tag>2331</Tag>
<Name>PartyActionReportID</Name>
<Type>String</Type>
<AbbrName>ActnRptID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unique identifier of the PartyActionReport(35=DI) message as assigned by the message sender.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="171">
<Tag>2332</Tag>
<Name>PartyActionResponse</Name>
<Type>int</Type>
<AbbrName>ActnRsp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the action taken as a result of the PartyActionType(2239) of the PartyActionRequest(35=DH) message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="171">
<Tag>2333</Tag>
<Name>PartyActionRejectReason</Name>
<Type>int</Type>
<AbbrName>RejRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the reason the PartyActionRequest(35=DH) was rejected.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="171" updated="FIX.5.0SP2" updatedEP="180">
<Tag>2334</Tag>
<Name>RefRiskLimitCheckID</Name>
<Type>String</Type>
<AbbrName>RefRiskLmtChkID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The reference identifier of the PartyRiskLimitCheckRequest(35=DF) message, or a similar out of band message, that contained the approval for the risk/credit limit check request.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="171">
<Tag>2335</Tag>
<Name>RefRiskLimitCheckIDType</Name>
<Type>int</Type>
<AbbrName>RefRiskLmtChkIDTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies which type of identifier is specified in RefRiskLimitCheckID(2334) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="171">
<Tag>2336</Tag>
<Name>RiskLimitVelocityPeriod</Name>
<Type>int</Type>
<AbbrName>Velcty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The time interval for which the clip size limit applies. The velocity time unit is expressed in RiskLimitVelocityUnit(2337).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="171">
<Tag>2337</Tag>
<Name>RiskLimitVelocityUnit</Name>
<Type>String</Type>
<AbbrName>VelctyUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>997</EnumDatatype>
<Description>Unit of time in which RiskLimitVelocityPeriod(2336) is expressed.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="171">
<Tag>2338</Tag>
<Name>RequestingPartyRoleQualifier</Name>
<Type>int</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1674</EnumDatatype>
<Description>Qualifies the value of RequestingPartyRole(1660).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="171">
<Tag>2339</Tag>
<Name>RiskLimitCheckModelType</Name>
<Type>int</Type>
<AbbrName>ChkModelTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of credit limit check model workflow to apply for the specified party</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="172">
<Tag>2343</Tag>
<Name>RiskLimitCheckStatus</Name>
<Type>int</Type>
<AbbrName>RiskLmtChkStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the status of the risk limit check performed on a trade.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="172">
<Tag>2344</Tag>
<Name>SideRiskLimitCheckStatus</Name>
<Type>int</Type>
<AbbrName>RiskLmtChkStat</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2343</EnumDatatype>
<Description>Indicates the status of the risk limit check performed on the side of a trade.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="173">
<Tag>2345</Tag>
<Name>NoEntitlementTypes</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of entitlement types in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="175">
<Tag>2346</Tag>
<Name>LegMidPx</Name>
<Type>Price</Type>
<AbbrName>MidPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Leg Mid price/rate.
For OTC swaps, this is the mid-market mark (for example, as defined by CFTC).
For uncleared OTC swaps, LegMidPx(2346) and the MidPx(631) fields are mutually exclusive.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="176">
<Tag>2347</Tag>
<Name>RegulatoryTransactionType</Name>
<Type>int</Type>
<AbbrName>RegTxnTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the regulatory mandate or rule that the transaction complies with.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="178">
<Tag>50000</Tag>
<Name>BatchID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique Identifier for a batch of messages.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="178">
<Tag>50001</Tag>
<Name>BatchTotalMessages</Name>
<Type>int</Type>
<AbbrName>TotMsg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total # of messages contained within batch.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="178">
<Tag>50002</Tag>
<Name>BatchProcessMode</Name>
<Type>int</Type>
<AbbrName>ProcMode</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the processing mode for a batch of messages.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2350</Tag>
<Name>CollateralPortfolioID</Name>
<Type>String</Type>
<AbbrName>PrtflioID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier of the collateral portfolio when reporting on a portfolio basis.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>42192</Tag>
<Name>DeliveryStreamDeliveryPointSource</Name>
<Type>int</Type>
<AbbrName>DlvryPntSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the class or source of DeliveryStreamDeliveryPoint(41062).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>42193</Tag>
<Name>DeliveryStreamDeliveryPointDesc</Name>
<Type>String</Type>
<AbbrName>DlvryPntDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Description of the delivery point identified in DeliveryStreamDeliveryPoint(41062).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2353</Tag>
<Name>TradingUnitPeriodMultiplier</Name>
<Type>int</Type>
<AbbrName>TrdgUnitPeriodMult</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts.</Description>
<Elaboration>As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2354</Tag>
<Name>LegTradingUnitPeriodMultiplier</Name>
<Type>int</Type>
<AbbrName>TrdgUnitPeriodMult</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts.</Description>
<Elaboration>As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>42195</Tag>
<Name>LegDeliveryStreamDeliveryPointDesc</Name>
<Type>String</Type>
<AbbrName>DlvryPntDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Description of the delivery point identified in LegDeliveryStreamDeliveryPoint(41433).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>42194</Tag>
<Name>LegDeliveryStreamDeliveryPointSource</Name>
<Type>int</Type>
<AbbrName>DlvryPntSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42192</EnumDatatype>
<Description>Identifies the class or source of LegDeliveryStreamDeliveryPoint(41433).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2357</Tag>
<Name>LegTotalTradeQty</Name>
<Type>Qty</Type>
<AbbrName>TotTrdQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Expresses the total quantity traded over the life of the contract when LegLastQty(1418) is to be repeated periodically over the term of the contract. The value is the product of LegLastQty(1418) and LegTradingUnitPeriodMultiplier(2353).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2358</Tag>
<Name>LegLastMultipliedQty</Name>
<Type>Qty</Type>
<AbbrName>LastMultdQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Expresses the quantity bought/sold when LastQty is expressed in contracts. Used in addition to LegLastQty(1418), it is the product of LegLastQty(1418) and LegContractMultiplier(614).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2359</Tag>
<Name>LegTotalGrossTradeAmt</Name>
<Type>Amt</Type>
<AbbrName>TotGrossTrdAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Expresses the full total monetary value of the traded contract. The value is the product of LegLastPx(637) and LegTotalTradeQty(2357) or LegTotalTradeMultipliedQty(2360), if priced in units instead of contracts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2360</Tag>
<Name>LegTotalTradeMultipliedQty</Name>
<Type>Qty</Type>
<AbbrName>TotTrdMultdQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Expresses the total trade quantity in units where LegContractMultiplier(614) is not 1. The value is the product of LegTotalTradeQty(2357) and LegContractMultiplier(614).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>42197</Tag>
<Name>UnderlyingDeliveryStreamDeliveryPointDesc</Name>
<Type>String</Type>
<AbbrName>DlvryPntDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Description of the delivery point identified in UnderlyingDeliveryStreamDeliveryPoint(41781).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>42196</Tag>
<Name>UnderlyingDeliveryStreamDeliveryPointSource</Name>
<Type>int</Type>
<AbbrName>DlvryPntSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42192</EnumDatatype>
<Description>Identifies the class or source of UnderlyingDeliveryStreamDeliveryPoint(41781).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2363</Tag>
<Name>UnderlyingTradingUnitPeriodMultiplier</Name>
<Type>int</Type>
<AbbrName>TrdgUnitPeriodMult</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts.</Description>
<Elaboration>As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts.
</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2364</Tag>
<Name>PosReportAction</Name>
<Type>int</Type>
<AbbrName>Actn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>712</EnumDatatype>
<Description>Indicates action that triggered the Position Report.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2365</Tag>
<Name>SettlForwardPoints</Name>
<Type>PriceOffset</Type>
<AbbrName>SettlFwdPnts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>FX forward points added to SettlPrice(730). The value is expressed in decimal form and may be a negative.</Description>
<Elaboration>As an example, 61.99 points is expressed as 0.006199.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2366</Tag>
<Name>SettlPriceFxRateCalc</Name>
<Type>char</Type>
<AbbrName>SettlPxFxRtCalc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>156</EnumDatatype>
<Description>Specifies whether LastPx(31) [TradeCaptureReport] or SettlPrice(730) [PositionReport] should be multiplied or divided.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2367</Tag>
<Name>TotalTradeQty</Name>
<Type>Qty</Type>
<AbbrName>TotTrdQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Expresses the total quantity traded over the life of the contract when LastQty(32) is repeated periodically over the term of the contract. The value is the product of LastQty(32) and TradingUnitPeriodMultiplier(2353).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2368</Tag>
<Name>LastMultipliedQty</Name>
<Type>Qty</Type>
<AbbrName>LastMultdQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Expresses the quantity bought or sold when LastQty(32) is expressed in number of contracts. Used in addition to LastQty(32). It is the product of LastQty(32) and ContractMultiplier(231).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2369</Tag>
<Name>TotalGrossTradeAmt</Name>
<Type>Amt</Type>
<AbbrName>TotGrossTrdAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Expresses the full total monetary value of the traded contract. The value is the product of LastPx(31) and TotalTradeQty(2367) or TotalTradeMultipliedQty(2370), if priced in units instead of contracts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2370</Tag>
<Name>TotalTradeMultipliedQty</Name>
<Type>Qty</Type>
<AbbrName>TotTrdMultdQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Expresses the total trade quantity in units where ContractMultiplier(231) is not 1. The value is the product of TotalTradeQty(2367) and ContractMultiplier(231).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2371</Tag>
<Name>EncodedTradeContinuationText</Name>
<Type>data</Type>
<AbbrName>EncTrdContntnText</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the TradeContinuationText(2374) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2372</Tag>
<Name>EncodedTradeContinuationTextLen</Name>
<Type>Length</Type>
<AssociatedDataTag>2371</AssociatedDataTag>
<AbbrName>EncTrdContntnTextLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedTradeContinuationText(2371) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179" updated="FIX.5.0SP2" updatedEP="193">
<Tag>2373</Tag>
<Name>IntraFirmTradeIndicator</Name>
<Type>Boolean</Type>
<AbbrName>IntraFirmTrdInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the trade or position was entered into as an intra-group transaction, i.e. between two units of the same parent entity having majority ownership interest in both counterparties.</Description>
<Elaboration>In the context of EMIR this refers to Regulation (EU) 648/2012 Article 3 "intragroup transactions" section 1 which states: "In relation to a non-financial counterparty, an intragroup transaction is an OTC derivative contract entered into with another counterparty which is part of the same group provided that both counterparties are included in the same consolidation on a full basis and they are subject to an appropriate centralised risk evaluation, measurement and control procedures and that counterparty is established in the Union or, if it is established in a third country, the Commission has adopted an implementing act under Article 13(2) in respect of that third country. Canada's similar requirement is under Appendix A to OSC Rule 91-507."</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2374</Tag>
<Name>TradeContinuationText</Name>
<Type>String</Type>
<AbbrName>TrdContntnTxt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Elaboration of the purpose or action of the regulatory report when TradeContinuation(1937)=99 (Other).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2375</Tag>
<Name>TaxonomyType</Name>
<Type>char</Type>
<AbbrName>TxnmyTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The type of identification taxonomy used to identify the security.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2376</Tag>
<Name>PartyRoleQualifier</Name>
<Type>int</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1674</EnumDatatype>
<Description>Used to further qualify the value of PartyRole(452).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2377</Tag>
<Name>DerivativeInstrumentPartyRoleQualifier</Name>
<Type>int</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1674</EnumDatatype>
<Description>Used to further qualify the value of DerivativeInstrumentPartyRole(1295).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2378</Tag>
<Name>InstrumentPartyRoleQualifier</Name>
<Type>int</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1674</EnumDatatype>
<Description>Used to further qualify the value of InstrumentPartyRole(1051).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2379</Tag>
<Name>LegInstrumentPartyRoleQualifier</Name>
<Type>int</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1674</EnumDatatype>
<Description>Used to further qualify the value of LegInstrumentPartyRole(2257).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2380</Tag>
<Name>LegProvisionPartyRoleQualifier</Name>
<Type>int</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1674</EnumDatatype>
<Description>Used to further qualify the value of LegProvisionPartyRole(40536).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2381</Tag>
<Name>Nested2PartyRoleQualifier</Name>
<Type>int</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1674</EnumDatatype>
<Description>Used to further qualify the value of Nested2PartyRole(759).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2382</Tag>
<Name>Nested3PartyRoleQualifier</Name>
<Type>int</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1674</EnumDatatype>
<Description>Used to further qualify the value of Nested3PartyRole(951).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2383</Tag>
<Name>Nested4PartyRoleQualifier</Name>
<Type>int</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1674</EnumDatatype>
<Description>Used to further qualify the value of Nested4PartyRole(1417).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2384</Tag>
<Name>NestedPartyRoleQualifier</Name>
<Type>int</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1674</EnumDatatype>
<Description>Used to further qualify the value of NestedPartyRole(538).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2385</Tag>
<Name>ProvisionPartyRoleQualifier</Name>
<Type>int</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1674</EnumDatatype>
<Description>Used to further qualify the value of ProvisionPartyRole(40177).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2386</Tag>
<Name>RequestedPartyRoleQualifier</Name>
<Type>int</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1674</EnumDatatype>
<Description>Used to further qualify the value of RequestedPartyRole(1509).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2388</Tag>
<Name>RootPartyRoleQualifier</Name>
<Type>int</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1674</EnumDatatype>
<Description>Used to further qualify the value of RootPartyRole(1119).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2389</Tag>
<Name>SettlPartyRoleQualifier</Name>
<Type>int</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1674</EnumDatatype>
<Description>Used to further qualify the value of SettlPartyRole(784).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="179">
<Tag>2391</Tag>
<Name>UnderlyingInstrumentPartyRoleQualifier</Name>
<Type>int</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1674</EnumDatatype>
<Description>Used to further qualify the value of UnderlyingInstrumentPartyRole(1061).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="180">
<Tag>2392</Tag>
<Name>AllocRefRiskLimitCheckID</Name>
<Type>String</Type>
<AbbrName>RefRiskLmtChkID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The reference identifier to the PartyRiskLimitCheckRequest(35=DF), or a similar out of band message, message that contained the approval or rejection for risk/credit limit check for this allocation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="180">
<Tag>2393</Tag>
<Name>AllocRefRiskLimitCheckIDType</Name>
<Type>int</Type>
<AbbrName>RefRiskLmtChkIDTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2335</EnumDatatype>
<Description>Specifies which type of identifier is specified in AllocRefRiskLimitCheckID(2392) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="180">
<Tag>2394</Tag>
<Name>LimitUtilizationAmt</Name>
<Type>Amt</Type>
<AbbrName>LmtUtilztnAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The total amount of the limit that has been drawn down against the counterparty. This includes the amount for prior trades. It may or may not include the amount for the given trade, specified in LastLimitAmt(1632), depending upon whether the given trade is considered pending. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="180">
<Tag>2395</Tag>
<Name>LimitAmt</Name>
<Type>Amt</Type>
<AbbrName>LmtAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The limit for the counterparty. This represents the total limit amount, independent of any amount already utilized.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="180">
<Tag>2396</Tag>
<Name>LimitRole</Name>
<Type>int</Type>
<AbbrName>LmtR</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>452</EnumDatatype>
<Description>Indicates the scope of the limit by role.</Description>
<Elaboration>Used to indicate whether this is a customer account limit, a clearing firm limit, etc.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="181">
<Tag>2397</Tag>
<Name>RegulatoryTradeIDScope</Name>
<Type>int</Type>
<AbbrName>Scope</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the scope to which the RegulatoryTradeID(1903) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="181">
<Tag>2398</Tag>
<Name>SideRegulatoryTradeIDScope</Name>
<Type>int</Type>
<AbbrName>Scope</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2397</EnumDatatype>
<Description>Specifies the scope to which the SideRegulatoryTradeID(1972) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="181">
<Tag>2399</Tag>
<Name>AllocRegulatoryTradeIDScope</Name>
<Type>int</Type>
<AbbrName>Scope</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2397</EnumDatatype>
<Description>Specifies the scope to which the AllocRegulatoryTradeID(1909) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="181">
<Tag>2406</Tag>
<Name>AllocRegulatoryLegRefID</Name>
<Type>String</Type>
<AbbrName>LegRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="181">
<Tag>2411</Tag>
<Name>RegulatoryLegRefID</Name>
<Type>String</Type>
<AbbrName>LegRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="181">
<Tag>2416</Tag>
<Name>SideRegulatoryLegRefID</Name>
<Type>String</Type>
<AbbrName>LegRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="182" updated="FIX.5.0SP2" updatedEP="195">
<Tag>2400</Tag>
<Name>EffectiveBusinessDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>EfctvBizDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies an explicit business date for associated reference data or transaction. Used when an implicit date is not sufficiently specific.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="182">
<Tag>2401</Tag>
<Name>ListManualOrderIndicator</Name>
<Type>Boolean</Type>
<AbbrName>ListManOrdInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates if the list of orders was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="183">
<Tag>2402</Tag>
<Name>EntitlementSubType</Name>
<Type>int</Type>
<AbbrName>SubTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Subtype of an entitlement specified in EntitlementType(1775).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="184">
<Tag>2403</Tag>
<Name>QuoteModelType</Name>
<Type>int</Type>
<AbbrName>QModelTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Quote model type</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="185">
<Tag>2404</Tag>
<Name>ComplianceText</Name>
<Type>String</Type>
<AbbrName>ComplianceTxt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Free text for compliance information required for regulatory reporting.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="185">
<Tag>2351</Tag>
<Name>EncodedComplianceTextLen</Name>
<Type>Length</Type>
<AssociatedDataTag>2352</AssociatedDataTag>
<AbbrName>EncComplianceTxtLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedComplianceText(2352) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="185">
<Tag>2352</Tag>
<Name>EncodedComplianceText</Name>
<Type>data</Type>
<AbbrName>EncComplianceTxt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ComplianceText(2404) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="186" updated="FIX.5.0SP2" updatedEP="201">
<Tag>2405</Tag>
<Name>ExecMethod</Name>
<Type>int</Type>
<AbbrName>ExecMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies how the transaction was executed, e.g. via an automated execution platform or other method.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>2349</Tag>
<Name>PricePrecision</Name>
<Type>int</Type>
<AbbrName>PxPrcsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the price decimal precision of the instrument.</Description>
<Elaboration>For FX, this specifies the pip size in which forward points are calculated. Point (pip) size varies by currency pair. Major currencies are all traded in points of 0.0001, with the exception of JPY which has a point size of 0.01.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>2387</Tag>
<Name>TradeContingency</Name>
<Type>int</Type>
<AbbrName>Cntgncy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the contingency attribute for a trade in an asset class that may be contingent on the clearing of a corresponding paired trade (for example Exchange for Physical (EFP), Exchange for Swap (EFS), Exchange for Related (EFR) or Exchange for Option (EFO), collectively called EFRPs). Once the paired trade clears or fails to clear, the related trade (the trade which carries this attribute) ceases to exist.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>2407</Tag>
<Name>ComplexEventSpotRate</Name>
<Type>Price</Type>
<AbbrName>SpotRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>FX spot rate.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>2408</Tag>
<Name>ComplexEventForwardPoints</Name>
<Type>PriceOffset</Type>
<AbbrName>FwdPnts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>FX forward points added to spot rate. May be a negative value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>2409</Tag>
<Name>LegComplexEventSpotRate</Name>
<Type>Price</Type>
<AbbrName>SpotRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>FX spot rate.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>2410</Tag>
<Name>LegComplexEventForwardPoints</Name>
<Type>PriceOffset</Type>
<AbbrName>FwdPnts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>FX forward points added to spot rate. May be a negative value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>2412</Tag>
<Name>RateSourceReferemcePageHeading</Name>
<Type>String</Type>
<AbbrName>RefHdng</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the page heading from the rate source.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>2413</Tag>
<Name>RelatedToSecurityID</Name>
<Type>String</Type>
<AbbrName>ReltdID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The security identifier of the instrument, instrument leg or underlying instrument with which the related instrument has correlation. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>2414</Tag>
<Name>RelatedToSecurityIDSource</Name>
<Type>String</Type>
<AbbrName>ReltdIDSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Identifies class or source of the RelatedToSecurityID(2413) value. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>2415</Tag>
<Name>RelatedToStreamXIDRef</Name>
<Type>XIDREF</Type>
<AbbrName>ReltdStrmXIDRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>StreamXID(41303), LegStreamXID(41700) or UnderlyingStreamXID(42016) of the stream with which the related instrument has correlation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>2418</Tag>
<Name>FirmTradeEventID</Name>
<Type>String</Type>
<AbbrName>FirmTrdEvntID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>An identifier created by the trading party for the life cycle event associated with this report.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>2419</Tag>
<Name>UnderlyingComplexEventSpotRate</Name>
<Type>Price</Type>
<AbbrName>SpotRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>FX spot rate.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>2420</Tag>
<Name>UnderlyingComplexEventForwardPoints</Name>
<Type>PriceOffset</Type>
<AbbrName>FwdPnts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>FX forward points added to spot rate. May be a negative value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>40223</Tag>
<Name>LegMarketDisruptionValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Applicable value for LegMarketDisruptionEvent(41468).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>40990</Tag>
<Name>LegMarketDisruptionFallbackValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Applicable value for LegMarketDisruptionFallbackType(41470).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>40991</Tag>
<Name>MarketDisruptionValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Applicable value for MarketDisruptionEvent(41093).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>40992</Tag>
<Name>MarketDisruptionFallbackValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Applicable value for MarketDisruptionFallbackType(41095).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>40993</Tag>
<Name>PaymentSubType</Name>
<Type>int</Type>
<AbbrName>SubTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to further clarify the value of PaymentType(40213).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>41304</Tag>
<Name>PaymentLegRefID</Name>
<Type>String</Type>
<AbbrName>LegRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the instrument leg in which this payment applies to by referencing the leg's LegID(1788).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>41338</Tag>
<Name>UnderlyingMarketDisruptionValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Applicable value for UnderlyingMarketDisruptionEvent(41865).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>41339</Tag>
<Name>UnderlyingMarketDisruptionFallbackValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Applicable value for UnderlyingMarketDisruptionFallbackType(41867).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>41340</Tag>
<Name>NoUnderlyingAdditionalTermBondRefs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of bonds in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>41341</Tag>
<Name>UnderlyingAdditionalTermBondSecurityID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Security identifier of the bond. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>41701</Tag>
<Name>UnderlyingAdditionalTermBondSecurityIDSource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Identifies the source scheme of the UnderlyingAdditionalTermBondSecurityID(41341) value. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>41709</Tag>
<Name>UnderlyingAdditionalTermBondDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Description of the bond.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>41710</Tag>
<Name>EncodedUnderlyingAdditionalTermBondDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>41711</AssociatedDataTag>
<AbbrName>EncDescLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedUnderlyingAdditionalTermBondDesc(41711) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>41711</Tag>
<Name>EncodedUnderlyingAdditionalTermBondDesc</Name>
<Type>data</Type>
<AbbrName>EncDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondDesc(41709) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingAdditionalTermBondDesc(41709) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>41712</Tag>
<Name>UnderlyingAdditionalTermBondCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42017</Tag>
<Name>UnderlyingAdditionalTermBondIssuer</Name>
<Type>String</Type>
<AbbrName>Issr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Issuer of the bond.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42025</Tag>
<Name>EncodedUnderlyingAdditionalTermBondIssuerLen</Name>
<Type>Length</Type>
<AssociatedDataTag>42026</AssociatedDataTag>
<AbbrName>EncIssrLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedUnderlyingAdditionalTermBondIssuer(42026) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42026</Tag>
<Name>EncodedUnderlyingAdditionalTermBondIssuer</Name>
<Type>data</Type>
<AbbrName>EncIssr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondIssuer(42017) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingAdditionalTermBondIssuer(42017) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42027</Tag>
<Name>UnderlyingAdditionalTermBondSeniority</Name>
<Type>String</Type>
<AbbrName>Snrty</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1450</EnumDatatype>
<Description>Specifies the bond's payment priority in the event of a default. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42028</Tag>
<Name>UnderlyingAdditionalTermBondCouponType</Name>
<Type>int</Type>
<AbbrName>CpnTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1946</EnumDatatype>
<Description>Coupon type of the bond.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42029</Tag>
<Name>UnderlyingAdditionalTermBondCouponRate</Name>
<Type>Percentage</Type>
<AbbrName>CpnRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Coupon rate of the bond. See also CouponRate(223).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42030</Tag>
<Name>UnderlyingAdditionalTermBondMaturityDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>MatDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The maturity date of the bond.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42031</Tag>
<Name>UnderlyingAdditionalTermBondParValue</Name>
<Type>Amt</Type>
<AbbrName>Par</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The par value of the bond.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42032</Tag>
<Name>UnderlyingAdditionalTermBondCurrentTotalIssuedAmount</Name>
<Type>Amt</Type>
<AbbrName>CurTotAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total issued amount of the bond.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42033</Tag>
<Name>UnderlyingAdditionalTermBondCouponFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>CpnPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the frequency of the bond's coupon payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42034</Tag>
<Name>UnderlyingAdditionalTermBondCouponFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>CpnUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1949</EnumDatatype>
<Description>Time unit associated with the frequency of the bond's coupon payment. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42035</Tag>
<Name>UnderlyingAdditionalTermBondDayCount</Name>
<Type>int</Type>
<AbbrName>DayCnt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1950</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>The day count convention used in interest calculations for a bond or an interest bearing security.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42036</Tag>
<Name>NoUnderlyingAdditionalTerms</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of additional terms in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42037</Tag>
<Name>UnderlyingAdditionalTermConditionPrecedentBondIndicator</Name>
<Type>Boolean</Type>
<AbbrName>PrcdntInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42038</Tag>
<Name>UnderlyingAdditionalTermDiscrepancyClauseIndicator</Name>
<Type>Boolean</Type>
<AbbrName>DscrpncyInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the discrepancy clause is applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42039</Tag>
<Name>NoUnderlyingCashSettlDealers</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of dealers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42040</Tag>
<Name>UnderlyingCashSettlDealer</Name>
<Type>String</Type>
<AbbrName>Dlr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation.</Description>
<Elaboration>ISDA 2003 Term: Dealer</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42041</Tag>
<Name>NoUnderlyingCashSettlTerms</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of elements in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42042</Tag>
<Name>UnderlyingCashSettlCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency the UnderlyingCashSettlAmount(42054) is denominated in. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42043</Tag>
<Name>UnderlyingCashSettlValuationFirstBusinessDayOffset</Name>
<Type>int</Type>
<AbbrName>BizDayOfst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for purposes of cash settlement. </Description>
<Elaboration>Associated with ISDA 2003 Term: Valuation Date.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42044</Tag>
<Name>UnderlyingCashSettlValuationSubsequentBusinessDaysOffset</Name>
<Type>int</Type>
<AbbrName>SbsqntBizDayOfst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement.</Description>
<Elaboration>Associated with ISDA 2003 Term: Valuation Date.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42045</Tag>
<Name>UnderlyingCashSettlNumOfValuationDates</Name>
<Type>int</Type>
<AbbrName>NumValDts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies the number of applicable valuation dates.</Description>
<Elaboration>Associated with ISDA 2003 Term: Valuation Date.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42046</Tag>
<Name>UnderlyingCashSettlValuationTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>ValTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time of valuation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42047</Tag>
<Name>UnderlyingCashSettlBusinessCenter</Name>
<Type>String</Type>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42048</Tag>
<Name>UnderlyingCashSettlQuoteMethod</Name>
<Type>int</Type>
<AbbrName>QteMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40027</EnumDatatype>
<Description>The type of quote used to determine the cash settlement price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42049</Tag>
<Name>UnderlyingCashSettlQuoteAmount</Name>
<Type>Amt</Type>
<AbbrName>QteAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount.</Description>
<Elaboration>ISDA 2003 Term: Quotation Amount.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42050</Tag>
<Name>UnderlyingCashSettlQuoteCurrency</Name>
<Type>Currency</Type>
<AbbrName>QteCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency the UnderlyingCashSettlQuoteAmount(42049) is denominated in. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42051</Tag>
<Name>UnderlyingCashSettlMinimumQuoteAmount</Name>
<Type>Amt</Type>
<AbbrName>MinQteAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount.</Description>
<Elaboration>ISDA 2003 Term: Minimum Quotation Amount.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42052</Tag>
<Name>UnderlyingCashSettlMinimumQuoteCurrency</Name>
<Type>Currency</Type>
<AbbrName>MinQteCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency the UnderlyingCashSettlQuoteAmount(42049) is denominated in. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42053</Tag>
<Name>UnderlyingCashSettlBusinessDays</Name>
<Type>int</Type>
<AbbrName>BizDays</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of business days used in the determination of the cash settlement payment date. </Description>
<Elaboration>If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied.
ISDA 2003 Term: Cash Settlement Date.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42054</Tag>
<Name>UnderlyingCashSettlAmount</Name>
<Type>Amt</Type>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. </Description>
<Elaboration>If not specified this would typically be calculated as ((100 or the reference price) - reference obligation price) x floating rate payer calculation amount. Price values are all expressed as a percentage.
ISDA 2003 Term: Cash Settlement Amount.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42055</Tag>
<Name>UnderlyingCashSettlRecoveryFactor</Name>
<Type>float</Type>
<AbbrName>RcvryFctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount is calculated is (1 - UnderlyingCashSettlRecoveryFactor(42055)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42056</Tag>
<Name>UnderlyingCashSettlFixedTermIndicator</Name>
<Type>Boolean</Type>
<AbbrName>FixedInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether fixed settlement is applicable or not applicable in a recovery lock.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42057</Tag>
<Name>UnderlyingCashSettlAccruedInterestIndicator</Name>
<Type>Boolean</Type>
<AbbrName>AcrdIntInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether accrued interest is included or not in the value provided in UnderlyingCashSettlAmount(42054).
For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest.
For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest.
</Description>
<Elaboration>ISDA 2003 Term: Include/Exclude Accrued Interest.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42058</Tag>
<Name>UnderlyingCashSettlValuationMethod</Name>
<Type>int</Type>
<AbbrName>ValMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40038</EnumDatatype>
<Description>The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. </Description>
<Elaboration>ISDA 2003 Term: Valuation Method </Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42059</Tag>
<Name>UnderlyingCashSettlTermXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Name referenced from UnderlyingSettlementTermXIDRef(41315).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42060</Tag>
<Name>NoUnderlyingPhysicalSettlTerms</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of entries in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42061</Tag>
<Name>UnderlyingPhysicalSettlCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Currency of physical settlement. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42062</Tag>
<Name>UnderlyingPhysicalSettlBusinessDays</Name>
<Type>int</Type>
<AbbrName>BizDays</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A number of business days. Its precise meaning is dependent on the context in which this element is used. </Description>
<Elaboration>ISDA 2003 Term: Business Day.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42063</Tag>
<Name>UnderlyingPhysicalSettlMaximumBusinessDays</Name>
<Type>int</Type>
<AbbrName>MaxBizDays</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A maximum number of business days. Its precise meaning is dependent on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42064</Tag>
<Name>UnderlyingPhysicalSettlTermXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A named string value referenced by UnderlyingSettlementTermXIDRef(41315).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42065</Tag>
<Name>NoUnderlyingPhysicalSettlDeliverableObligations</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of entries in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42066</Tag>
<Name>UnderlyingPhysicalSettlDeliverableObligationType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of delivery obligation applicable for physical settlement.
See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42067</Tag>
<Name>UnderlyingPhysicalSettlDeliverableObligationValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Physical settlement delivery obligation value appropriate to UnderlyingPhysicalSettlDeliverableObligationType(42066).
See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for applicable obligation type values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42068</Tag>
<Name>NoUnderlyingProtectionTerms</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of protection terms in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42069</Tag>
<Name>UnderlyingProtectionTermNotional</Name>
<Type>Amt</Type>
<AbbrName>Notl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The notional amount of protection coverage for a floating rate. </Description>
<Elaboration>ISDA 2003 Term: Floating Rate Payer Calculation Amount.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42070</Tag>
<Name>UnderlyingProtectionTermCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The currency of UnderlyingProtectionTermNotional(42069). Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42071</Tag>
<Name>UnderlyingProtectionTermSellerNotifies</Name>
<Type>Boolean</Type>
<AbbrName>Seller</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring.
UnderlyingProtectionTermSellerNotifies(42071)=Y indicates that the seller notifies.
</Description>
<Elaboration>ISDA 2003 Term: Notifying Party.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42072</Tag>
<Name>UnderlyingProtectionTermBuyerNotifies</Name>
<Type>Boolean</Type>
<AbbrName>Buyer</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring.
UnderlyingProtectionTermBuyerNotifies(42072)=Y indicates that the buyer notifies.</Description>
<Elaboration>ISDA 2003 Term: Notifying Party.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42073</Tag>
<Name>UnderlyingProtectionTermEventBusinessCenter</Name>
<Type>String</Type>
<AbbrName>BizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42074</Tag>
<Name>UnderlyingProtectionTermStandardSources</Name>
<Type>Boolean</Type>
<AbbrName>StdSrcs</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether ISDA defined Standard Public Sources are applicable (UnderlyingProtectionTermStandardSources(42074)=Y) or not.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42075</Tag>
<Name>UnderlyingProtectionTermEventMinimumSources</Name>
<Type>int</Type>
<AbbrName>MinSrcs</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. </Description>
<Elaboration>ISDA 2003 Term: Specified Number.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42076</Tag>
<Name>UnderlyingProtectionTermXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A named string value referenced by UnderlyingProtectionTermXIDRef(41314).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42077</Tag>
<Name>NoUnderlyingProtectionTermEvents</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of protection term events in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42078</Tag>
<Name>UnderlyingProtectionTermEventType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of credit event applicable to the protection terms.
See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42079</Tag>
<Name>UnderlyingProtectionTermEventValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Protection term event value appropriate to UnderlyingProtectionTermEventType(42078).
See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42080</Tag>
<Name>UnderlyingProtectionTermEventCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Applicable currency if UnderlyingProtectionTermEventValue(42079) is an amount. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42081</Tag>
<Name>UnderlyingProtectionTermEventPeriod</Name>
<Type>int</Type>
<AbbrName>Period</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for protection term events.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42082</Tag>
<Name>UnderlyingProtectionTermEventUnit</Name>
<Type>String</Type>
<AbbrName>Unit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40196</EnumDatatype>
<Description>Time unit associated with protection term events.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42083</Tag>
<Name>UnderlyingProtectionTermEventDayType</Name>
<Type>int</Type>
<AbbrName>DayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40810</EnumDatatype>
<Description>Day type for events that specify a period and unit.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42084</Tag>
<Name>UnderlyingProtectionTermEventRateSource</Name>
<Type>String</Type>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Rate source for events that specify a rate source, e.g. Floating rate interest shortfall.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42085</Tag>
<Name>NoUnderlyingProtectionTermEventQualifiers</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of qualifiers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42086</Tag>
<Name>UnderlyingProtectionTermEventQualifier</Name>
<Type>char</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40200</EnumDatatype>
<Description>Protection term event qualifier. Used to further qualify UnderlyingProtectionTermEventType(43078).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42087</Tag>
<Name>NoUnderlyingProtectionTermObligations</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of obligations in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42088</Tag>
<Name>UnderlyingProtectionTermObligationType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of obligation applicable to the protection terms.
See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42089</Tag>
<Name>UnderlyingProtectionTermObligationValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Protection term obligation value appropriate to UnderlyingProtectionTermObligationType(42088).
See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42090</Tag>
<Name>NoUnderlyingProtectionTermEventNewsSources</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of event news sources in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42091</Tag>
<Name>UnderlyingProtectionTermEventNewsSource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Newspaper or electronic news service or source that may publish relevant information used in the determination of whether or not a credit event has occurred.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42092</Tag>
<Name>UnderlyingProvisionCashSettlPaymentDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the provisional cash settlement payment's termination, or relative termination, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42093</Tag>
<Name>UnderlyingProvisionCashSettlPaymentDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the cash settlement payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187" updated="FIX.5.0SP2" updatedEP="208">
<Tag>42094</Tag>
<Name>UnderlyingProvisionCashSettlPaymentDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative cash settlement payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187" updated="FIX.5.0SP2" updatedEP="208">
<Tag>42095</Tag>
<Name>UnderlyingProvisionCashSettlPaymentDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative cash settlement payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187" updated="FIX.5.0SP2" updatedEP="208">
<Tag>42096</Tag>
<Name>UnderlyingProvisionCashSettlPaymentDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the provision's relative cash settlement payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42097</Tag>
<Name>UnderlyingProvisionCashSettlPaymentDateRangeFirst</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtFirst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>First date in range when a settlement date range is provided.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42098</Tag>
<Name>UnderlyingProvisionCashSettlPaymentDateRangeLast</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtLast</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Last date in range when a settlement date range is provided.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42099</Tag>
<Name>NoUnderlyingProvisionCashSettlPaymentDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of UnderlyingProvision cash settlement payment dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42100</Tag>
<Name>UnderlyingProvisionCashSettlPaymentDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The cash settlement payment date, unadjusted or adjusted depending on UnderlyingProvisionCashSettlPaymentDateType(42101).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42101</Tag>
<Name>UnderlyingProvisionCashSettlPaymentDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40173</EnumDatatype>
<Description>Specifies the type of date (e.g. adjusted for holidays).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42102</Tag>
<Name>UnderlyingProvisionCashSettlQuoteSource</Name>
<Type>int</Type>
<AbbrName>SettlQteSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40790</EnumDatatype>
<Description>Identifies the source of quote information.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42103</Tag>
<Name>UnderlyingProvisionCashSettlQuoteReferencePage</Name>
<Type>String</Type>
<AbbrName>RefPg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reference "page" from the quote source.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42104</Tag>
<Name>UnderlyingProvisionCashSettlValueTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>Tm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42105</Tag>
<Name>UnderlyingProvisionCashSettlValueTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>TmBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the business center calendar used with the provision's cash settlement valuation time.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42106</Tag>
<Name>UnderlyingProvisionCashSettlValueDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the cash settlement valuation date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42107</Tag>
<Name>UnderlyingProvisionCashSettlValueDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the cash settlement value date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187" updated="FIX.5.0SP2" updatedEP="208">
<Tag>42108</Tag>
<Name>UnderlyingProvisionCashSettlValueDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative cash settlement value date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187" updated="FIX.5.0SP2" updatedEP="208">
<Tag>42109</Tag>
<Name>UnderlyingProvisionCashSettlValueDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative cash settlement value date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187" updated="FIX.5.0SP2" updatedEP="208">
<Tag>42110</Tag>
<Name>UnderlyingProvisionCashSettlValueDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the provision's relative cash settlement value date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42111</Tag>
<Name>UnderlyingProvisionCashSettlValueDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted cash settlement value date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42112</Tag>
<Name>NoUnderlyingProvisionOptionExerciseFixedDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of UnderlyingProvision option exercise fixed dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42113</Tag>
<Name>UnderlyingProvisionOptionExerciseFixedDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A predetermined option exercise date, unadjusted or adjusted depending on UnderlyingProvisionOptionExerciseFixedDateType(42114).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42114</Tag>
<Name>UnderlyingProvisionOptionExerciseFixedDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40144</EnumDatatype>
<Description>Specifies the type of date (e.g. adjusted for holidays).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42115</Tag>
<Name>UnderlyingProvisionOptionExerciseBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the underlying instrument's provision's option exercise date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187" updated="FIX.5.0SP2" updatedEP="208">
<Tag>42116</Tag>
<Name>UnderlyingProvisionOptionExerciseEarliestDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>ErlstOfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187" updated="FIX.5.0SP2" updatedEP="208">
<Tag>42117</Tag>
<Name>UnderlyingProvisionOptionExerciseEarliestDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>ErlstOfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40126</EnumDatatype>
<Description>Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42118</Tag>
<Name>UnderlyingProvisionOptionExerciseFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise frequency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42119</Tag>
<Name>UnderlyingProvisionOptionExerciseFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1949</EnumDatatype>
<Description>Time unit associated with the frequency of subsequent exercise dates in the exercise period following the earliest exercise date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42120</Tag>
<Name>UnderlyingProvisionOptionExerciseStartDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted first day of the exercise period for an American style option.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42121</Tag>
<Name>UnderlyingProvisionOptionExerciseStartDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>StartDtReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the option exercise start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187" updated="FIX.5.0SP2" updatedEP="208">
<Tag>42122</Tag>
<Name>UnderlyingProvisionOptionExerciseStartDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>StartDtOfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative option exercise start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187" updated="FIX.5.0SP2" updatedEP="208">
<Tag>42123</Tag>
<Name>UnderlyingProvisionOptionExerciseStartDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>StartDtOfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative option exercise start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187" updated="FIX.5.0SP2" updatedEP="208">
<Tag>42124</Tag>
<Name>UnderlyingProvisionOptionExerciseStartDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>StartDtOfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the provision's relative option exercise start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42125</Tag>
<Name>UnderlyingProvisionOptionExerciseStartDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted first day of the exercise period for an American style option.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42126</Tag>
<Name>UnderlyingProvisionOptionExercisePeriodSkip</Name>
<Type>int</Type>
<AbbrName>Skip</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42127</Tag>
<Name>UnderlyingProvisionOptionExerciseBoundsFirstDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42128</Tag>
<Name>UnderlyingProvisionOptionExerciseBoundsLastDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>LastDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42129</Tag>
<Name>UnderlyingProvisionOptionExerciseEarliestTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>ErlstTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42130</Tag>
<Name>UnderlyingProvisionOptionExerciseEarliestTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>ErlstTmBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the business center calendar used with the provision's earliest time for notice of exercise.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42131</Tag>
<Name>UnderlyingProvisionOptionExerciseLatestTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>LtstTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42132</Tag>
<Name>UnderlyingProvisionOptionExerciseLatestTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>LtstTmBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the business center calendar used with the provision's latest time for notice of exercise.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42133</Tag>
<Name>UnderlyingProvisionOptionExpirationDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42134</Tag>
<Name>UnderlyingProvisionOptionExpirationDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the underlying instrument's provision's option expiration date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42135</Tag>
<Name>UnderlyingProvisionOptionExpirationDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the option expiration date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187" updated="FIX.5.0SP2" updatedEP="208">
<Tag>42136</Tag>
<Name>UnderlyingProvisionOptionExpirationDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative option expiration date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187" updated="FIX.5.0SP2" updatedEP="208">
<Tag>42137</Tag>
<Name>UnderlyingProvisionOptionExpirationDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative option expiration date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187" updated="FIX.5.0SP2" updatedEP="208">
<Tag>42138</Tag>
<Name>UnderlyingProvisionOptionExpirationDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the provision's relative option expiration date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42139</Tag>
<Name>UnderlyingProvisionOptionExpirationDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42140</Tag>
<Name>UnderlyingProvisionOptionExpirationTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>ExpTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The latest time for exercise on the expiration date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42141</Tag>
<Name>UnderlyingProvisionOptionExpirationTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>ExpTmBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the business center calendar used with the provision's latest exercise time on expiration date.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42142</Tag>
<Name>UnderlyingProvisionOptionRelevantUnderlyingDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42143</Tag>
<Name>UnderlyingProvisionOptionRelevantUnderlyingDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convnetion used to adjust the underlying instrument provision's option underlying date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42144</Tag>
<Name>UnderlyingProvisionOptionRelevantUnderlyingDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187" updated="FIX.5.0SP2" updatedEP="208">
<Tag>42145</Tag>
<Name>UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative option relevant underlying date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187" updated="FIX.5.0SP2" updatedEP="208">
<Tag>42146</Tag>
<Name>UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative option relevant underlying date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187" updated="FIX.5.0SP2" updatedEP="208">
<Tag>42147</Tag>
<Name>UnderlyingProvisionOptionRelevantUnderlyingDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the provision's relative option relevant underlying date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42148</Tag>
<Name>UnderlyingProvisionOptionRelevantUnderlyingDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42149</Tag>
<Name>NoUnderlyingProvisions</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of provisions in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42150</Tag>
<Name>UnderlyingProvisionType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40091</EnumDatatype>
<Description>Type of provision.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42151</Tag>
<Name>UnderlyingProvisionDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted date of the provision.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42152</Tag>
<Name>UnderlyingProvisionDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the underlying instrument's provision's date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42153</Tag>
<Name>UnderlyingProvisionDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted date of the provision.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42154</Tag>
<Name>UnderlyingProvisionDateTenorPeriod</Name>
<Type>int</Type>
<AbbrName>TenorPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the provision's tenor period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42155</Tag>
<Name>UnderlyingProvisionDateTenorUnit</Name>
<Type>String</Type>
<AbbrName>TenorUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40097</EnumDatatype>
<Description>Time unit associated with the provision's tenor period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42156</Tag>
<Name>UnderlyingProvisionCalculationAgent</Name>
<Type>int</Type>
<AbbrName>CalcAgent</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40098</EnumDatatype>
<Description>Used to identify the calculation agent. The calculation agent may be identified in UnderlyingProvisionCalculationAgent(42156) or in the underlying provision parties component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42157</Tag>
<Name>UnderlyingProvisionOptionSinglePartyBuyerSide</Name>
<Type>int</Type>
<AbbrName>BuyerSide</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40099</EnumDatatype>
<Description>If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42158</Tag>
<Name>UnderlyingProvisionOptionSinglePartySellerSide</Name>
<Type>int</Type>
<AbbrName>SellerSide</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40099</EnumDatatype>
<Description>If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42159</Tag>
<Name>UnderlyingProvisionOptionExerciseStyle</Name>
<Type>int</Type>
<AbbrName>ExerStyle</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1194</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>The instrument provision's exercise style.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42160</Tag>
<Name>UnderlyingProvisionOptionExerciseMultipleNotional</Name>
<Type>Amt</Type>
<AbbrName>MultplNotl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42161</Tag>
<Name>UnderlyingProvisionOptionExerciseMinimumNotional</Name>
<Type>Amt</Type>
<AbbrName>MinNotl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The minimum notional amount that can be exercised on a given exercise date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42162</Tag>
<Name>UnderlyingProvisionOptionExerciseMaximumNotional</Name>
<Type>Amt</Type>
<AbbrName>MaxNotl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The maximum notional amount that can be exercised on a given exercise date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42163</Tag>
<Name>UnderlyingProvisionOptionMinimumNumber</Name>
<Type>int</Type>
<AbbrName>MinNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The minimum number of options that can be exercised on a given exercise date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42164</Tag>
<Name>UnderlyingProvisionOptionMaximumNumber</Name>
<Type>int</Type>
<AbbrName>MaxNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42165</Tag>
<Name>UnderlyingProvisionOptionExerciseConfirmation</Name>
<Type>Boolean</Type>
<AbbrName>ExerCnfm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42166</Tag>
<Name>UnderlyingProvisionCashSettlMethod</Name>
<Type>int</Type>
<AbbrName>SettlMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40108</EnumDatatype>
<Description> An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42167</Tag>
<Name>UnderlyingProvisionCashSettlCurrency</Name>
<Type>Currency</Type>
<AbbrName>SettlCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of settlement. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42168</Tag>
<Name>UnderlyingProvisionCashSettlCurrency2</Name>
<Type>Currency</Type>
<AbbrName>SettlCcy2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42169</Tag>
<Name>UnderlyingProvisionCashSettlQuoteType</Name>
<Type>int</Type>
<AbbrName>SettlQteTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40111</EnumDatatype>
<Description>Identifies the type of quote to be used.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42170</Tag>
<Name>UnderlyingProvisionText</Name>
<Type>String</Type>
<AbbrName>Txt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Free form text to specify additional information or enumeration description when a standard value does not apply.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42171</Tag>
<Name>EncodedUnderlyingProvisionTextLen</Name>
<Type>Length</Type>
<AssociatedDataTag>42172</AssociatedDataTag>
<AbbrName>EncTxtLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedUnderlyingProvisionText(42712) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42172</Tag>
<Name>EncodedUnderlyingProvisionText</Name>
<Type>data</Type>
<AbbrName>EncTxt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingProvisionText(42170) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42173</Tag>
<Name>NoUnderlyingProvisionPartyIDs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of parties identified in the contract provision.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42174</Tag>
<Name>UnderlyingProvisionPartyID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The party identifier for the payment settlement party. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42175</Tag>
<Name>UnderlyingProvisionPartyIDSource</Name>
<Type>char</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>447</EnumDatatype>
<Description>Identifies the class or source of the UnderlyingProvisionPartyID(42174) value. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42176</Tag>
<Name>UnderlyingProvisionPartyRole</Name>
<Type>int</Type>
<AbbrName>R</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>452</EnumDatatype>
<Description>Identifies the type or role of UnderlyingProvisionPartyID(42174) specified.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>40918</Tag>
<Name>UnderlyingProvisionPartyRoleQualifier</Name>
<Type>int</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1674</EnumDatatype>
<Description>Used to further qualify the value of UnderlyingProvisionPartyRole(42176).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42177</Tag>
<Name>NoUnderlyingProvisionPartySubIDs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of sub-party IDs to be reported for the party.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42178</Tag>
<Name>UnderlyingProvisionPartySubID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Underlying provision party sub-identifier, if applicable for UnderlyingProvisionPartyID(42174). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42179</Tag>
<Name>UnderlyingProvisionPartySubIDType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>803</EnumDatatype>
<UnionDataType>Reserved4000Plus</UnionDataType>
<Description>The type of UnderlyingProvisionPartySubID(42178).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42180</Tag>
<Name>NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42181</Tag>
<Name>UnderlyingProvisionCashSettlPaymentDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the provision's cash settlement payment's termination, or relative termination, date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42182</Tag>
<Name>NoUnderlyingProvisionCashSettlValueDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42183</Tag>
<Name>UnderlyingProvisionCashSettlValueDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the cash settlement valuation date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42184</Tag>
<Name>NoUnderlyingProvisionOptionExerciseBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42185</Tag>
<Name>UnderlyingProvisionOptionExerciseBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the underlying instrument's provision's option exercise date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42186</Tag>
<Name>NoUnderlyingProvisionOptionExpirationDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42187</Tag>
<Name>UnderlyingProvisionOptionExpirationDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the underlying instrument's provision's option expiration date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42188</Tag>
<Name>NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42189</Tag>
<Name>UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the underlying instrument's provision's option underlying date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42190</Tag>
<Name>NoUnderlyingProvisionDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="187">
<Tag>42191</Tag>
<Name>UnderlyingProvisionDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used to adjust the underlying instrument's provision's date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="188">
<Tag>2421</Tag>
<Name>FillRefID</Name>
<Type>String</Type>
<AbbrName>FillRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A reference to either the value of the FillExecID(1363) or an implicit position of a fills instance in the FillsGrp component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="188">
<Tag>2422</Tag>
<Name>OrderRequestID</Name>
<Type>int</Type>
<AbbrName>OrdReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique message identifier for an order request as assigned by the submitter of the request.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="188">
<Tag>2423</Tag>
<Name>MassOrderRequestID</Name>
<Type>String</Type>
<AbbrName>MassOrdReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique message identifier for a mass order request as assigned by the submitter of the orders.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="188">
<Tag>2424</Tag>
<Name>MassOrderReportID</Name>
<Type>String</Type>
<AbbrName>MassOrdRptID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique message identifier for a mass order request as assigned by the receiver of the orders.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="188">
<Tag>2425</Tag>
<Name>MassOrderRequestStatus</Name>
<Type>int</Type>
<AbbrName>ReqStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Status of mass order request.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="188">
<Tag>2426</Tag>
<Name>MassOrderRequestResult</Name>
<Type>int</Type>
<AbbrName>ReqRslt</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Request result of mass order request.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="188">
<Tag>2427</Tag>
<Name>OrderResponseLevel</Name>
<Type>int</Type>
<AbbrName>OrdRspLvl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The level of response requested from receiver of mass order messages. A default value should be bilaterally agreed.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="188">
<Tag>2428</Tag>
<Name>NoOrderEntries</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of order entries.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="188">
<Tag>2429</Tag>
<Name>OrderEntryAction</Name>
<Type>char</Type>
<AbbrName>OrdEntryActn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the action to be taken for the given order.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="188">
<Tag>2430</Tag>
<Name>OrderEntryID</Name>
<Type>int</Type>
<AbbrName>OrdEntryID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for an order within a single MassOrder(35=DJ) message that can be used as a reference in the MassOrderAck(35=DK) message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="188">
<Tag>2431</Tag>
<Name>ExecTypeReason</Name>
<Type>int</Type>
<AbbrName>ExecTypRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>The initiating event when an ExecutionReport(35=8) is sent.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="188">
<Tag>2432</Tag>
<Name>TotNoOrderEntries</Name>
<Type>int</Type>
<AbbrName>TotNoOrdEntries</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Totals number of orders for a mass order or its acknowledgment being fragmented across multiple messages.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="189">
<Tag>2433</Tag>
<Name>NoTargetPartySubIDs</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of target party sub IDs in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="189">
<Tag>2434</Tag>
<Name>TargetPartySubID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Party sub-identifier value within a target party repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="189">
<Tag>2435</Tag>
<Name>TargetPartySubIDType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>803</EnumDatatype>
<UnionDataType>Reserved4000Plus</UnionDataType>
<Description>Type of TargetPartySubID(2434) value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="189">
<Tag>2436</Tag>
<Name>TransferInstructionID</Name>
<Type>String</Type>
<AbbrName>InstID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for the transfer instruction assigned by the submitter. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="189">
<Tag>2437</Tag>
<Name>TransferID</Name>
<Type>String</Type>
<AbbrName>XferID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unique identifier assigned to the transfer entity once it is received, for example, by the CCP or the party governing the transfer process. Generally this same identifier for the transfer is used by all parties involved.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="189">
<Tag>2438</Tag>
<Name>TransferReportID</Name>
<Type>String</Type>
<AbbrName>RptID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for the transfer report message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="189">
<Tag>2439</Tag>
<Name>TransferTransType</Name>
<Type>int</Type>
<AbbrName>TransTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the type of transfer transaction.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="189">
<Tag>2440</Tag>
<Name>TransferType</Name>
<Type>int</Type>
<AbbrName>XferTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the type of transfer request.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="189">
<Tag>2441</Tag>
<Name>TransferScope</Name>
<Type>int</Type>
<AbbrName>XferScope</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the type of transfer.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="189">
<Tag>2442</Tag>
<Name>TransferStatus</Name>
<Type>int</Type>
<AbbrName>XferStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Status of the transfer.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="189">
<Tag>2443</Tag>
<Name>TransferRejectReason</Name>
<Type>int</Type>
<AbbrName>RejRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Reason the transfer instruction was rejected.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="189">
<Tag>2444</Tag>
<Name>TransferReportType</Name>
<Type>int</Type>
<AbbrName>RptTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the type of transfer report.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="190">
<Tag>2445</Tag>
<Name>AggressorTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>AgrsrTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Timestamp of aggressive order or quote resulting in match event.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="190">
<Tag>2446</Tag>
<Name>AggressorSide</Name>
<Type>char</Type>
<AbbrName>AgrsrSide</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>54</EnumDatatype>
<Description>Side of aggressive order or quote resulting in match event.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="190">
<Tag>2447</Tag>
<Name>FastMarketIndicator</Name>
<Type>Boolean</Type>
<AbbrName>FastMktInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates if the instrument is in "fast market" state.</Description>
<Elaboration>A "fast market" is a state in which market rules are applied to instrument(s) or entire trading session when market events causes significant price movements due to public information.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="190">
<Tag>2448</Tag>
<Name>LinkageHandlingIndicator</Name>
<Type>Boolean</Type>
<AbbrName>LnkgHandlInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicate whether linkage handling is in effect for an instrument or not.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="190">
<Tag>2449</Tag>
<Name>NumberOfBuyOrders</Name>
<Type>int</Type>
<AbbrName>NumOfBuyOrds</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Number of buy orders involved in a trade.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="190">
<Tag>2450</Tag>
<Name>NumberOfSellOrders</Name>
<Type>int</Type>
<AbbrName>NumOfSellOrds</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Number of sell orders involved in a trade.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="190">
<Tag>2451</Tag>
<Name>SettlPriceDeterminationMethod</Name>
<Type>int</Type>
<AbbrName>SettlPxDtrmnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Calculation method used to determine settlement price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191">
<Tag>2452</Tag>
<Name>MDStatisticReqID</Name>
<Type>String</Type>
<AbbrName>ReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Message identifier for a statistics request.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191">
<Tag>2453</Tag>
<Name>MDStatisticRptID</Name>
<Type>String</Type>
<AbbrName>RptID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Message identifier for a statistics report.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191">
<Tag>2454</Tag>
<Name>MDStatisticName</Name>
<Type>String</Type>
<AbbrName>StatsNme</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The short name or acronym for a set of statistic parameters.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191">
<Tag>2455</Tag>
<Name>MDStatisticDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Can be used to provide an optional textual description for a statistic.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191">
<Tag>2456</Tag>
<Name>MDStatisticType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Type of statistic value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191">
<Tag>2457</Tag>
<Name>MDStatisticScope</Name>
<Type>int</Type>
<AbbrName>Scope</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Entities used as basis for the statistics.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191">
<Tag>2458</Tag>
<Name>MDStatisticSubScope</Name>
<Type>int</Type>
<AbbrName>SubScope</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Sub-scope of the statistics to further reduce the entities used as basis for the statistics.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191">
<Tag>2459</Tag>
<Name>MDStatisticScopeType</Name>
<Type>int</Type>
<AbbrName>ScopeTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Scope details of the statistics to reduce the number of events being used as basis for the statistics.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191">
<Tag>2460</Tag>
<Name>MDStatisticFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Dissemination frequency of statistics.
Special meaning for a value of zero which represents an event-driven dissemination in real time (e.g. as soon as a new trade occurs).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191">
<Tag>2461</Tag>
<Name>MDStatisticFrequencyUnit</Name>
<Type>int</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1429</EnumDatatype>
<Description>Time unit for MDStatisticFrequencyPeriod(2460).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191">
<Tag>2462</Tag>
<Name>MDStatisticDelayPeriod</Name>
<Type>int</Type>
<AbbrName>DelayPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Number of time units between the calculation of the statistic and its dissemination. Can be used to defer or delay publication.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191">
<Tag>2463</Tag>
<Name>MDStatisticDelayUnit</Name>
<Type>int</Type>
<AbbrName>DelayUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1429</EnumDatatype>
<Description>Time unit for MDStatisticDelayPeriod(2462).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191">
<Tag>2464</Tag>
<Name>MDStatisticIntervalType</Name>
<Type>int</Type>
<AbbrName>IntvlTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of interval over which statistic is calculated.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191">
<Tag>2465</Tag>
<Name>MDStatisticIntervalTypeUnit</Name>
<Type>String</Type>
<AbbrName>IntvlTypUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>997</EnumDatatype>
<Description>Time unit for MDStatisticIntervalType(2464).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191">
<Tag>2466</Tag>
<Name>MDStatisticIntervalPeriod</Name>
<Type>int</Type>
<AbbrName>IntvlPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Length of time over which the statistic is calculated. Special meaning for a value of zero to express that there is no aggregation over time. Can be used with other interval types expressing relative date and time ranges to combine them with sliding window peaks, e.g. highest volume across 1 minute intervals of the previous day.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191">
<Tag>2467</Tag>
<Name>MDStatisticIntervalUnit</Name>
<Type>int</Type>
<AbbrName>IntvlUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1429</EnumDatatype>
<Description>Time unit for MDStatisticIntervalPeriod(2466).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191">
<Tag>2468</Tag>
<Name>MDStatisticStartDate</Name>
<Type>UTCTimestamp</Type>
<AbbrName>StartDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>First day of range for which statistical data is collected.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191">
<Tag>2469</Tag>
<Name>MDStatisticEndDate</Name>
<Type>UTCTimestamp</Type>
<AbbrName>EndDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Last day of range for which statistical data is collected.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191">
<Tag>2470</Tag>
<Name>MDStatisticStartTime</Name>
<Type>UTCTimeOnly</Type>
<AbbrName>StartTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Start time of the time range for which statistical data is collected.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191">
<Tag>2471</Tag>
<Name>MDStatisticEndTime</Name>
<Type>UTCTimeOnly</Type>
<AbbrName>EndTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>End time of the time range for which statistical data is collected.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191">
<Tag>2472</Tag>
<Name>MDStatisticRatioType</Name>
<Type>int</Type>
<AbbrName>RatioTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Ratios between various entities.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191">
<Tag>2473</Tag>
<Name>MDStatisticRequestResult</Name>
<Type>int</Type>
<AbbrName>ReqRslt</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Result returned in response to MarketDataStatisticsRequest (35=DO).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191">
<Tag>2474</Tag>
<Name>NoMDStatistics</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of market data statistics.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191">
<Tag>2475</Tag>
<Name>MDStatisticID</Name>
<Type>String</Type>
<AbbrName>StatsID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for a statistic.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191">
<Tag>2476</Tag>
<Name>MDStatisticTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>Tm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time of calculation of a statistic.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191">
<Tag>2477</Tag>
<Name>MDStatisticStatus</Name>
<Type>int</Type>
<AbbrName>Stat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Status for a statistic to indicate its availability.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191">
<Tag>2478</Tag>
<Name>MDStatisticValue</Name>
<Type>float</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Statistical value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191">
<Tag>2479</Tag>
<Name>MDStatisticValueType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of statistical value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191" updated="FIX.5.0SP2" updatedEP="208">
<Tag>2480</Tag>
<Name>MDStatisticValueUnit</Name>
<Type>int</Type>
<AbbrName>ValUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1429</EnumDatatype>
<Description>Unit of time for statistical value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191" updated="FIX.5.0SP2" updatedEP="229">
<Tag>2481</Tag>
<Name>EncodedMDStatisticDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>2482</AssociatedDataTag>
<AbbrName>EncDescLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedMDStatisticDesc(2482) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="191">
<Tag>2482</Tag>
<Name>EncodedMDStatisticDesc</Name>
<Type>data</Type>
<AbbrName>EncDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the MDStatisticDesc(2455) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MDStatisticDesc(2455) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2483</Tag>
<Name>AllocRiskLimitCheckStatus</Name>
<Type>int</Type>
<AbbrName>RiskLmtChkStat</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2343</EnumDatatype>
<Description>Indicates the status of the risk limit check performed on a trade for this allocation instance.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2210</Tag>
<Name>AssetGroup</Name>
<Type>int</Type>
<AbbrName>AssetGrp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2348</Tag>
<Name>LegAssetGroup</Name>
<Type>int</Type>
<AbbrName>AssetGrp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2210</EnumDatatype>
<Description>Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>42199</Tag>
<Name>LegContractualDefinition</Name>
<Type>String</Type>
<AbbrName>Def</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies which contract definition, such as those published by ISDA, will apply for the terms of the trade. See http://www.fpml.org/coding-scheme/contractual-definitions for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>42198</Tag>
<Name>NoLegContractualDefinitions</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of financing definitions in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>42205</Tag>
<Name>LegContractualMatrixDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>42204</Tag>
<Name>LegContractualMatrixSource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the applicable contract matrix. See http://www.fpml.org/coding-scheme/matrix-type-1-0.xml for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>42206</Tag>
<Name>LegContractualMatrixTerm</Name>
<Type>String</Type>
<AbbrName>Trm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the applicable key into the relevent contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the LegContractualMatrixTerm(42206) is not applicable and is to be omitted. See http://www.fpml.org/coding-scheme/credit-matrix-transaction-type for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>42203</Tag>
<Name>NoLegContractualMatrices</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of contractual matrices in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2493</Tag>
<Name>EncodedLegDocumentationText</Name>
<Type>data</Type>
<AbbrName>EncDcmntnTxt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the LegDocumentationText(2505) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the LegDocumentationText(2505) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2494</Tag>
<Name>EncodedLegDocumentationTextLen</Name>
<Type>Length</Type>
<AssociatedDataTag>2493</AssociatedDataTag>
<AbbrName>EncDcmntnTxtLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedLegDocumentationText(2493) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2495</Tag>
<Name>LegAgreementCurrency</Name>
<Type>Currency</Type>
<AbbrName>AgmtCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2496</Tag>
<Name>LegAgreementDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>AgmtDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A reference to the date the underlying agreement specified by LegAgreementID(2498) and LegAgreementDesc(2497) was executed.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2497</Tag>
<Name>LegAgreementDesc</Name>
<Type>String</Type>
<AbbrName>AgmtDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. See http://www.fpml.org/coding-scheme/master-agreement-type for derivative values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2498</Tag>
<Name>LegAgreementID</Name>
<Type>String</Type>
<AbbrName>AgmtID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A common reference to the applicable standing agreement between the counterparties to a financing transaction.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2499</Tag>
<Name>LegAgreementVersion</Name>
<Type>String</Type>
<AbbrName>AgmtVer</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The version of the master agreement.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2500</Tag>
<Name>LegBrokerConfirmationDesc</Name>
<Type>String</Type>
<AbbrName>BrkrCnfmDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Describes the type of broker confirmation executed between the parties. Can be used as an alternative to MasterConfirmationDesc(1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2501</Tag>
<Name>LegCreditSupportAgreementDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>CrdSuprtDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2502</Tag>
<Name>LegCreditSupportAgreementDesc</Name>
<Type>String</Type>
<AbbrName>CrdSuprtDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2503</Tag>
<Name>LegCreditSupportAgreementID</Name>
<Type>String</Type>
<AbbrName>CrdSuprtID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2504</Tag>
<Name>LegDeliveryType</Name>
<Type>int</Type>
<AbbrName>DlvryTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>919</EnumDatatype>
<Description>Identifies type of settlement.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2505</Tag>
<Name>LegDocumentationText</Name>
<Type>String</Type>
<AbbrName>DcmntnTxt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A sentence or phrase pertinent to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2506</Tag>
<Name>LegEndDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>EndDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2507</Tag>
<Name>LegGoverningLaw</Name>
<Type>String</Type>
<AbbrName>Law</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2508</Tag>
<Name>LegMarginRatio</Name>
<Type>Percentage</Type>
<AbbrName>MgnRatio</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 2% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2509</Tag>
<Name>LegMasterConfirmationAnnexDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>CnfmAnxDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The date that an annexation to the master confirmation was executed between the parties.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2510</Tag>
<Name>LegMasterConfirmationDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>CnfmDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Alternative to broker confirmation. The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2511</Tag>
<Name>LegMasterConfirmationDesc</Name>
<Type>String</Type>
<AbbrName>CnfmDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The type of master confirmation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-type for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2512</Tag>
<Name>LegMasterConfirmationAnnexDesc</Name>
<Type>String</Type>
<AbbrName>CnfmAnxDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The type of master confirmation annexation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-annex-type for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2513</Tag>
<Name>LegStartDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2514</Tag>
<Name>LegTerminationType</Name>
<Type>int</Type>
<AbbrName>TrmTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>788</EnumDatatype>
<Description>Type of financing termination.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>42202</Tag>
<Name>LegFinancingTermSupplementDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the publication date of the applicable version of the contractual supplement.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>42201</Tag>
<Name>LegFinancingTermSupplementDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the applicable contractual supplement. See http://www.fpml.org/coding-scheme/contractual-supplement for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>42200</Tag>
<Name>NoLegFinancingTermSupplements</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of financing terms supplements in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2491</Tag>
<Name>UnderlyingAssetGroup</Name>
<Type>int</Type>
<AbbrName>AssetGrp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2210</EnumDatatype>
<Description>Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2484</Tag>
<Name>FirmTransactionID</Name>
<Type>String</Type>
<AbbrName>FirmTxnID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unique transaction entity identifier assigned by the firm.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2485</Tag>
<Name>TransactionID</Name>
<Type>String</Type>
<AbbrName>TxnID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unique transaction entity identifier.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2486</Tag>
<Name>WireReference</Name>
<Type>String</Type>
<AbbrName>WreRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The reference to a wire transfer associated with the transaction. Wire references done via wire services such as Fedwire Output Message Accountabilitty Data "OMAD" or SWIFT Output Sequence Number "OSN".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2487</Tag>
<Name>CollRptRejectReason</Name>
<Type>int</Type>
<AbbrName>RejRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Reject reason code for rejecting the collateral report.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2488</Tag>
<Name>CollRptStatus</Name>
<Type>int</Type>
<AbbrName>RptStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The status of the collateral report.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2489</Tag>
<Name>PackageID</Name>
<Type>String</Type>
<AbbrName>PackageID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier assigned to a collection of trades so that they can be analyzed as one atomic unit for risk assessment and clearing.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="192">
<Tag>2490</Tag>
<Name>TradeNumber</Name>
<Type>int</Type>
<AbbrName>TrdNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Ordinal number of the trade within a series of related trades.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="193">
<Tag>2515</Tag>
<Name>AllocCalculatedCcyQty</Name>
<Type>Qty</Type>
<AbbrName>CalcCcyQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used for the calculated quantity of the other side of the currency trade applicable to the allocation instance.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="193">
<Tag>2516</Tag>
<Name>CollateralRequestInstruction</Name>
<Type>String</Type>
<AbbrName>CollReqInst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>An encoded collateral request processing instruction to the receiver. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="193">
<Tag>2517</Tag>
<Name>CollateralRequestLinkID</Name>
<Type>String</Type>
<AbbrName>CollReqLinkID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A unique identifier to link together a set or group of requests.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="193">
<Tag>2518</Tag>
<Name>CollateralRequestNumber</Name>
<Type>int</Type>
<AbbrName>CollReqNum</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Ordinal number of the request within a set or group of requests.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="193">
<Tag>2519</Tag>
<Name>TotNumCollateralRequests</Name>
<Type>int</Type>
<AbbrName>TotNumCollReqs</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total number of request messages within a set or group of requests.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="193">
<Tag>2520</Tag>
<Name>WarningText</Name>
<Type>String</Type>
<AbbrName>WarnTxt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Communicates the underlying condition when the request response indicates "warning".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="193">
<Tag>2521</Tag>
<Name>EncodedWarningText</Name>
<Type>data</Type>
<AbbrName>EncWarnTxt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the WarningText(2520) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the WarningText(2520) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="193">
<Tag>2522</Tag>
<Name>EncodedWarningTextLen</Name>
<Type>Length</Type>
<AssociatedDataTag>2521</AssociatedDataTag>
<AbbrName>EncWarnTxtLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedWarningtText(2521) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="193">
<Tag>42588</Tag>
<Name>LegStreamCommodityDeliveryPricingRegion</Name>
<Type>String</Type>
<AbbrName>DlvryPxngRgn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list.</Description>
<Elaboration>In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publically reportable commodity swap transactions.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="193">
<Tag>42587</Tag>
<Name>StreamCommodityDeliveryPricingRegion</Name>
<Type>String</Type>
<AbbrName>DlvryPxngRgn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list.</Description>
<Elaboration>In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publicly reportable commodity swap transactions.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="193">
<Tag>2525</Tag>
<Name>AffiliatedFirmsTradeIndicator</Name>
<Type>Boolean</Type>
<AbbrName>AffltdFirmsTrdInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the transaction or position was entered into between two affiliated firms. I.e. one counterparty has an ownership interest in the other counterparty but less than the majority interest. </Description>
<Elaboration>This trade attribute was identified under and applies to the Canadian CSA trade reporting regulations.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="193">
<Tag>2526</Tag>
<Name>InternationalSwapIndicator</Name>
<Type>Boolean</Type>
<AbbrName>IntlSwapInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the swap trade as an "international" transaction.</Description>
<Elaboration>In the context of CFTC Regulation 45.3(h), an international swap is required by U.S. law and the law of another jurisdiction to be reported both to a US Swaps Data Repository and to a different trade repository registered within the other jurisdiction. The additional SDRs must be identified in the appropriate Parties component with PartyRole(452) = 102 (Data repository), PartyRoleQualifier(2376) = 11 (Additional international trade repository) and PartySubIDType(803) = 70 (Location or jurisdiction).</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="193">
<Tag>2527</Tag>
<Name>MultiAssetSwapIndicator</Name>
<Type>Boolean</Type>
<AbbrName>MAsstSwapInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates a swap that does not have one easily identifiable primary underlying asset, but instead involves multiple underlying assets within one trade repository's jurisdiction that belong to different asset classes.</Description>
<Elaboration/>
</Field>
<Field added="FIX.5.0SP2" addedEP="193">
<Tag>42589</Tag>
<Name>UnderlyingStreamCommodityDeliveryPricingRegion</Name>
<Type>String</Type>
<AbbrName>DlvryPxngRgn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list.</Description>
<Elaboration>In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publically reportable commodity swap transactions.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="194">
<Tag>2529</Tag>
<Name>NoRelativeValues</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of relative value metrics entries in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="194">
<Tag>2530</Tag>
<Name>RelativeValueType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Indicates the type of relative value measurement being specified.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="194">
<Tag>2531</Tag>
<Name>RelativeValue</Name>
<Type>float</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The valuation of an instrument relative to a base measurement specified in RelativeValueType(2530). This value can be negative.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="194">
<Tag>2532</Tag>
<Name>RelativeValueSide</Name>
<Type>int</Type>
<AbbrName>Side</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the side of the relative value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="194">
<Tag>2533</Tag>
<Name>BidSpread</Name>
<Type>float</Type>
<AbbrName>BidSpread</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Basis points relative to a benchmark curve on the bid side, such as LIBOR, or a known security, such as 10Y US Treasury bond. The benchmark security or curve name is specified in the SpreadOrBenchmarkCurveData component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="194">
<Tag>2534</Tag>
<Name>OfferSpread</Name>
<Type>float</Type>
<AbbrName>OfrSpread</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Basis points relative to a benchmark curve on the offer side, such as LIBOR, or a known security, such as 10Y US Treasury bond. The benchmark security or curve name is specified in the SpreadOrBenchmarkCurveData component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2528</Tag>
<Name>ClearingSettlPrice</Name>
<Type>Price</Type>
<AbbrName>SetPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Clearing settlement price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2535</Tag>
<Name>MDReportEvent</Name>
<Type>int</Type>
<AbbrName>MDRptEvent</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Technical event within market data feed.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2536</Tag>
<Name>MDReportCount</Name>
<Type>int</Type>
<AbbrName>MDRptCnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Number of reference and market data messages in-between two MarketDataReport(35=DR) messages.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2537</Tag>
<Name>TotNoMarketSegmentReports</Name>
<Type>int</Type>
<AbbrName>TotNoMktSegRpts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total number of reports related to market segments.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2538</Tag>
<Name>TotNoInstrumentReports</Name>
<Type>int</Type>
<AbbrName>TotNoInstrmtRpts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total number of reports related to instruments.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2539</Tag>
<Name>TotNoPartyDetailReports</Name>
<Type>int</Type>
<AbbrName>TotNoPtyDetlRpts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total number of reports related to party detail information.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2540</Tag>
<Name>TotNoEntitlementReports</Name>
<Type>int</Type>
<AbbrName>TotNoEntlmntRpts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total number of reports related to party entitlement information.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2541</Tag>
<Name>TotNoRiskLimitReports</Name>
<Type>int</Type>
<AbbrName>TotNoRiskLmtRpts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total number of reports related to party risk limit information.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2542</Tag>
<Name>MarketSegmentStatus</Name>
<Type>int</Type>
<AbbrName>MktSegStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Status of market segment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2543</Tag>
<Name>MarketSegmentType</Name>
<Type>int</Type>
<AbbrName>MktSegTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to classify the type of market segment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2544</Tag>
<Name>MarketSegmentSubType</Name>
<Type>int</Type>
<AbbrName>MktSegSubTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Used to further categorize market segments within a MarketSegmentType(2543).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2545</Tag>
<Name>NoRelatedMarketSegments</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of related market segments.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2546</Tag>
<Name>RelatedMarketSegmentID</Name>
<Type>String</Type>
<AbbrName>ReltdMktSegID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies a related market segment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2547</Tag>
<Name>MarketSegmentRelationship</Name>
<Type>int</Type>
<AbbrName>MktSegRltnshp</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Type of relationship between two or more market segments.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2548</Tag>
<Name>NoAuctionTypeRules</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of auction order types.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2549</Tag>
<Name>AuctionTypeProductComplex</Name>
<Type>String</Type>
<AbbrName>AuctTypProdCmplx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies an entire suite of products for which the auction order type rule applies. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2550</Tag>
<Name>NoPriceRangeRules</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of rules related to price ranges.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2551</Tag>
<Name>StartPriceRange</Name>
<Type>Price</Type>
<AbbrName>StartPxRng</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Lower boundary for price range.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2552</Tag>
<Name>EndPriceRange</Name>
<Type>Price</Type>
<AbbrName>EndPxRng</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Upper boundary for price range.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2553</Tag>
<Name>PriceRangeValue</Name>
<Type>Price</Type>
<AbbrName>PxRngValu</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Maximum range expressed as absolute value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2554</Tag>
<Name>PriceRangePercentage</Name>
<Type>Percentage</Type>
<AbbrName>PxRngPctage</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Maximum range expressed as percentage.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2555</Tag>
<Name>PriceRangeProductComplex</Name>
<Type>String</Type>
<AbbrName>PxRngProdCmplx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies an entire suite of products in the context of trading rules related to price ranges.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2556</Tag>
<Name>PriceRangeRuleID</Name>
<Type>String</Type>
<AbbrName>PxRngRuleID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier for a price range rule.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2557</Tag>
<Name>FastMarketPercentage</Name>
<Type>Percentage</Type>
<AbbrName>FastMktPctage</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The percentage factor to be applied to trading rule parameters (e.g. price ranges, size ranges, etc.) when fast market conditions are applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2558</Tag>
<Name>NoQuoteSizeRules</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of rules related to quote sizes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2559</Tag>
<Name>QuoteSideIndicator</Name>
<Type>Boolean</Type>
<AbbrName>QuotSideInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether single sided quotes are allowed.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2560</Tag>
<Name>NoFlexProductEligibilities</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of eligibility indicators for the creation of flexible securities.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2561</Tag>
<Name>FlexProductEligibilityComplex</Name>
<Type>String</Type>
<AbbrName>FlexProdEligCmplx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies an entire suite of products which are eligible for the creation of flexible securities.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2562</Tag>
<Name>NumOfComplexInstruments</Name>
<Type>int</Type>
<AbbrName>NumCmplxInstrmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Represents the total number of multileg securities or user defined securities that make up the security.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2563</Tag>
<Name>MarketDepthTimeInterval</Name>
<Type>int</Type>
<AbbrName>MktDepthTmIntvl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the time interval used for netting market data in a price depth feed.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2564</Tag>
<Name>MarketDepthTimeIntervalUnit</Name>
<Type>int</Type>
<AbbrName>MktDepthTmIntvlUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1429</EnumDatatype>
<Description>The time unit associated with the time interval of the netting of market data in a price depth feed.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2565</Tag>
<Name>MDRecoveryTimeInterval</Name>
<Type>int</Type>
<AbbrName>MDRcvryTmIntvl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the time interval between two repetitions of the same market data for cyclic recovery feeds.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2566</Tag>
<Name>MDRecoveryTimeIntervalUnit</Name>
<Type>int</Type>
<AbbrName>MDRcvryTmIntvlUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1429</EnumDatatype>
<Description>The time unit associated with the time interval between two cycles of the same market data in cyclic data recovery feeds.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2567</Tag>
<Name>PrimaryServiceLocationID</Name>
<Type>String</Type>
<AbbrName>SvcLctnID1</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Primary service location identifier.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2568</Tag>
<Name>SecondaryServiceLocationID</Name>
<Type>String</Type>
<AbbrName>SvcLctnID2</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Secondary or alternate service location identifier.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2569</Tag>
<Name>MatchRuleProductComplex</Name>
<Type>String</Type>
<AbbrName>MtchRuleProdCmplx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies an entire suite of products for which the matching rule applies.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2570</Tag>
<Name>CustomerPriority</Name>
<Type>int</Type>
<AbbrName>CustPri</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the kind of priority given to customers.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2571</Tag>
<Name>TickRuleProductComplex</Name>
<Type>String</Type>
<AbbrName>TickRuleProdCmplx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies an entire suite of products for which the price tick rule applies.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2572</Tag>
<Name>PreviousAdjustedOpenInterest</Name>
<Type>Amt</Type>
<AbbrName>PrevAdjOpenInt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Previous day's adjusted open interest.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2573</Tag>
<Name>PreviousUnadjustedOpenInterest</Name>
<Type>Amt</Type>
<AbbrName>PrevUnadjOpenInt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Previous day's unadjusted open interest.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2574</Tag>
<Name>LowExercisePriceOptionIndicator</Name>
<Type>Boolean</Type>
<AbbrName>LowExerPxOptInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates if a given option instrument permits low exercise prices (LEPO).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2575</Tag>
<Name>BlockTradeEligibilityIndicator</Name>
<Type>Boolean</Type>
<AbbrName>BlckTrdEligInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates if a given instrument is eligible for block trading.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2576</Tag>
<Name>InstrumentPricePrecision</Name>
<Type>int</Type>
<AbbrName>PxPrcsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the number of decimal places for instrument prices.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2577</Tag>
<Name>StrikePricePrecision</Name>
<Type>int</Type>
<AbbrName>StrkPxPrcsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the number of decimal places for exercise price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2578</Tag>
<Name>OrigStrikePrice</Name>
<Type>Price</Type>
<AbbrName>OrigStrkPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Original exercise price, e.g. after corporate action requiring changes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2579</Tag>
<Name>SettlSubMethod</Name>
<Type>int</Type>
<AbbrName>SettlSubMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Specifies a suitable settlement sub-method for a given settlement method.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2580</Tag>
<Name>NoClearingPriceParameters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of parameter sets for clearing prices.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2581</Tag>
<Name>BusinessDayType</Name>
<Type>int</Type>
<AbbrName>BizDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>Relative identification of a business day.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2582</Tag>
<Name>ClearingPriceOffset</Name>
<Type>PriceOffset</Type>
<AbbrName>ClrPxOfst</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Constant value required for the calculation of the clearing price, e.g. for variance futures.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2583</Tag>
<Name>VegaMultiplier</Name>
<Type>float</Type>
<AbbrName>VegaMult</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Constant value required for the calculation of the clearing quantity, e.g. for variance futures.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2584</Tag>
<Name>AnnualTradingBusinessDays</Name>
<Type>int</Type>
<AbbrName>AnnlTrdgBizDays</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Number of trading business days in a year.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2585</Tag>
<Name>TotalTradingBusinessDays</Name>
<Type>int</Type>
<AbbrName>TotTrdgBizDays</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Number of trading business days over the lifetime of an instrument.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2586</Tag>
<Name>TradingBusinessDays</Name>
<Type>int</Type>
<AbbrName>TrdgBizDays</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Number of actual trading business days of an instrument.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2587</Tag>
<Name>RealizedVariance</Name>
<Type>float</Type>
<AbbrName>RlzdVarnc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Actual or realized variance of an instrument used to calculate settlement prices, e.g. for variance futures.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2588</Tag>
<Name>StandardVariance</Name>
<Type>float</Type>
<AbbrName>StdVarnc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Standard variance (over the lifetime of an instrument) or initial variance used to calculate settlement prices, e.g. for variance futures.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2589</Tag>
<Name>RelatedClosePrice</Name>
<Type>Price</Type>
<AbbrName>ReltdClsPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Closing price of the underlying required to calculate the RealizedVariance(2587).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2590</Tag>
<Name>OvernightInterestRate</Name>
<Type>float</Type>
<AbbrName>OvrNiteIntRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Overnight interest rate.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2591</Tag>
<Name>AccumulatedReturnModifiedVariationMargin</Name>
<Type>float</Type>
<AbbrName>ARMVM</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The economic cost of the variation margin from one trading day to the next.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="195">
<Tag>2592</Tag>
<Name>CalculationMethod</Name>
<Type>int</Type>
<AbbrName>CalcMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies how the calculation will be made.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="196">
<Tag>2633</Tag>
<Name>NoMiscFeeSubTypes</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Specifies the number of miscellaneous fee sub-types.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="196">
<Tag>2634</Tag>
<Name>MiscFeeSubType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to provide more granular fee types related to a value of MiscFeeType(139).
See http://www.fixtradingcommunity.org/codelists#Misc_Fee_Sub_Types for code list of applicable fees. Other fee sub-types may be used by mutual agreement of the counterparties.</Description>
<Elaboration>Fee sub-types may include market or country specific fee.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="196">
<Tag>2635</Tag>
<Name>MiscFeeSubTypeAmt</Name>
<Type>Amt</Type>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The amount of the specified MiscFeeSubType(2634).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="196">
<Tag>2636</Tag>
<Name>MiscFeeSubTypeDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Can be used to provide an optional textual description of the fee sub-type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="196">
<Tag>2637</Tag>
<Name>EncodedMiscFeeSubTypeDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>2638</AssociatedDataTag>
<AbbrName>EncDescLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedMiscFeeSubTypeDesc(2638) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="196">
<Tag>2638</Tag>
<Name>EncodedMiscFeeSubTypeDesc</Name>
<Type>data</Type>
<AbbrName>EncDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the MiscFeeSubTypeDesc(2636) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MiscFeeSubTypeDesc(2636) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="197">
<Tag>2632</Tag>
<Name>CollateralAmountType</Name>
<Type>int</Type>
<AbbrName>AmtTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The type of value in CurrentCollateralAmount(1704).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="199">
<Tag>2618</Tag>
<Name>PositionID</Name>
<Type>String</Type>
<AbbrName>PosID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for a position entity. Refer to PosMaintRptID(721) for a unique identifier of a position report message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="203">
<Tag>43087</Tag>
<Name>PaymentDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A short descriptive name given to the payment, e.g. Premium, Upfront, etc. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as reference.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="204">
<Tag>2639</Tag>
<Name>NoCommissions</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of commissions in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="204" updated="FIX.5.0SP2" updatedEP="223">
<Tag>2640</Tag>
<Name>CommissionAmount</Name>
<Type>Amt</Type>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The commission amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="204">
<Tag>2641</Tag>
<Name>CommissionAmountType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates what type of commission is being expressed in CommissionAmount(2640).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="204" updated="FIX.5.0SP2" updatedEP="208">
<Tag>2642</Tag>
<Name>CommissionBasis</Name>
<Type>char</Type>
<AbbrName>Basis</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>13</EnumDatatype>
<Description>Specifies the basis or unit used to calculate the commission.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="204">
<Tag>2643</Tag>
<Name>CommissionCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency denomination of the commission amount if different from the trade's currency. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="204" updated="FIX.5.0SP2" updatedEP="223">
<Tag>2644</Tag>
<Name>CommissionUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>UOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>The commission rate unit of measure.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="204">
<Tag>2645</Tag>
<Name>CommissionUnitOfMeasureCurrency</Name>
<Type>Currency</Type>
<AbbrName>UOMCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the currency of the unit of measure. Conditionally required when CommissionUnitOfMeasure(2644) = Ccy (Amount of currency).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="204">
<Tag>2646</Tag>
<Name>CommissionRate</Name>
<Type>float</Type>
<AbbrName>Rt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The commission rate when CommissionAmount(2640) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage or expressed in basis points, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="204">
<Tag>2647</Tag>
<Name>CommissionSharedIndicator</Name>
<Type>Boolean</Type>
<AbbrName>SharedInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the amount in CommissionAmount(2640) is to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="204">
<Tag>2648</Tag>
<Name>CommissionAmountShared</Name>
<Type>Amt</Type>
<AbbrName>AmtShared</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Commission amount to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. If specified, this amount should not exceed the amount in CommissionAmount(2640).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="204">
<Tag>2649</Tag>
<Name>CommissionLegRefID</Name>
<Type>String</Type>
<AbbrName>LegRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="204">
<Tag>2650</Tag>
<Name>CommissionDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Description of the commission.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="204">
<Tag>2651</Tag>
<Name>EncodedCommissionDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>2652</AssociatedDataTag>
<AbbrName>EncDescLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of the encoded (non-ASCII characters) EncodedCommissionDesc(2652) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="204">
<Tag>2652</Tag>
<Name>EncodedCommissionDesc</Name>
<Type>data</Type>
<AbbrName>EncDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the CommissionDesc(2650) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the CommissionDesc(2650) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="204">
<Tag>2653</Tag>
<Name>NoAllocCommissions</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of commissions in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="204">
<Tag>2654</Tag>
<Name>AllocCommissionAmount</Name>
<Type>Amt</Type>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The commission amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="204">
<Tag>2655</Tag>
<Name>AllocCommissionAmountType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2641</EnumDatatype>
<Description>Indicates what type of commission is being expressed in AllocCommissionAmount(2654).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="204" updated="FIX.5.0SP2" updatedEP="208">
<Tag>2656</Tag>
<Name>AllocCommissionBasis</Name>
<Type>char</Type>
<AbbrName>Basis</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>13</EnumDatatype>
<Description>Specifies the basis or unit used to calculate the commission.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="204">
<Tag>2657</Tag>
<Name>AllocCommissionCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency denomination of the commission amount if different from the trade's currency. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="204">
<Tag>2658</Tag>
<Name>AllocCommissionUnitOfMeasure</Name>
<Type>String</Type>
<AbbrName>UOM</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>996</EnumDatatype>
<Description>The commission rate unit of measure.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="204">
<Tag>2659</Tag>
<Name>AllocCommissionUnitOfMeasureCurrency</Name>
<Type>Currency</Type>
<AbbrName>UOMCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the currency of the unit of measure. Conditionally required when AllocCommissionUnitOfMeasure(2658) = Ccy (Currency).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="204">
<Tag>2660</Tag>
<Name>AllocCommissionRate</Name>
<Type>float</Type>
<AbbrName>Rt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The commission rate when AllocCommissionAmount(2654) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage or expressed in basis points, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="204">
<Tag>2661</Tag>
<Name>AllocCommissionSharedIndicator</Name>
<Type>Boolean</Type>
<AbbrName>SharedInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the amount in AllocCommissionAmount(2654) is to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="204">
<Tag>2662</Tag>
<Name>AllocCommissionAmountShared</Name>
<Type>Amt</Type>
<AbbrName>AmtShared</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Commission amount to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. If specified, this amount should not exceed the amount in AllocCommissionAmount(2654).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="204">
<Tag>2663</Tag>
<Name>AllocCommissionLegRefID</Name>
<Type>String</Type>
<AbbrName>LegRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="204">
<Tag>2664</Tag>
<Name>AllocCommissionDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Description of the commission.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="204" updated="FIX.5.0SP2" updatedEP="229">
<Tag>2665</Tag>
<Name>EncodedAllocCommissionDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>2666</AssociatedDataTag>
<AbbrName>EncDescLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of the encoded (non-ASCII characters) EncodedAllocCommissionDesc(2666) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="204">
<Tag>2666</Tag>
<Name>EncodedAllocCommissionDesc</Name>
<Type>data</Type>
<AbbrName>EncDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the AllocCommissionDesc(2664) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the AllocCommissionDesc(2664) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2596</Tag>
<Name>DeltaCrossed</Name>
<Type>Boolean</Type>
<AbbrName>DeltaCrssd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates that the party has taken a position on both a put and a call on the same underlying asset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42207</Tag>
<Name>CashSettlDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted cash settlement date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42208</Tag>
<Name>CashSettlDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the Instrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42209</Tag>
<Name>CashSettlDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the cash settlement date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42210</Tag>
<Name>CashSettlDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative cash settlement date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42211</Tag>
<Name>CashSettlDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative cash settlement date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42212</Tag>
<Name>CashSettlDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative cash settlement date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42213</Tag>
<Name>CashSettlDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted cash settlement date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42214</Tag>
<Name>NoCashSettlDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42215</Tag>
<Name>CashSettlDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42216</Tag>
<Name>CashSettlPriceSource</Name>
<Type>String</Type>
<AbbrName>PxSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The source from which the settlement price is to be obtained.
See http://www.fpml.org/coding-scheme/settlement-price-source for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42217</Tag>
<Name>CashSettlPriceDefault</Name>
<Type>int</Type>
<AbbrName>PxDflt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The default election for determining settlement price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2597</Tag>
<Name>ComplexEventFuturesPriceValuation</Name>
<Type>Boolean</Type>
<AbbrName>FutPxVal</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2598</Tag>
<Name>ComplexEventOptionsPriceValuation</Name>
<Type>Boolean</Type>
<AbbrName>OptPxVal</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2599</Tag>
<Name>ComplexEventPVFinalPriceElectionFallback</Name>
<Type>int</Type>
<AbbrName>PVPxFallbck</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the fallback provisions for the hedging party in the determination of the final settlement price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42218</Tag>
<Name>DividendFloatingRateIndex</Name>
<Type>String</Type>
<AbbrName>Ndx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The dividend accrual floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42219</Tag>
<Name>DividendFloatingRateIndexCurvePeriod</Name>
<Type>int</Type>
<AbbrName>NdxPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the dividend accrual floating rate index curve.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42220</Tag>
<Name>DividendFloatingRateIndexCurveUnit</Name>
<Type>String</Type>
<AbbrName>NdxUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40791</EnumDatatype>
<Description>Time unit associated with the dividend accrual floating rate index curve period.
</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42221</Tag>
<Name>DividendFloatingRateMultiplier</Name>
<Type>float</Type>
<AbbrName>RtMult</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42222</Tag>
<Name>DividendFloatingRateSpread</Name>
<Type>PriceOffset</Type>
<AbbrName>Spread</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The basis points spread from the index specified in DividendFloatingRateIndex(42218).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42223</Tag>
<Name>DividendFloatingRateSpreadPositionType</Name>
<Type>int</Type>
<AbbrName>SpreadPosTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40795</EnumDatatype>
<Description>Identifies whether the rate spread is applied to a long or short position.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42224</Tag>
<Name>DividendFloatingRateTreatment</Name>
<Type>int</Type>
<AbbrName>RtTrtmt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40796</EnumDatatype>
<Description>Specifies the yield calculation treatment for the index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42225</Tag>
<Name>DividendCapRate</Name>
<Type>Percentage</Type>
<AbbrName>CapRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42226</Tag>
<Name>DividendCapRateBuySide</Name>
<Type>int</Type>
<AbbrName>CapRtBuy</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40798</EnumDatatype>
<Description>Reference to the buyer of the cap rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42227</Tag>
<Name>DividendCapRateSellSide</Name>
<Type>int</Type>
<AbbrName>CapRtSell</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40798</EnumDatatype>
<Description>Reference to the seller of the cap rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42228</Tag>
<Name>DividendFloorRate</Name>
<Type>Percentage</Type>
<AbbrName>FlrRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42229</Tag>
<Name>DividendFloorRateBuySide</Name>
<Type>int</Type>
<AbbrName>FlrRtBuy</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40801</EnumDatatype>
<Description>Reference to the buyer of the floor rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42230</Tag>
<Name>DividendFloorRateSellSide</Name>
<Type>int</Type>
<AbbrName>FlrRtSell</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40801</EnumDatatype>
<Description>Reference to the seller of the floor rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42231</Tag>
<Name>DividendInitialRate</Name>
<Type>Percentage</Type>
<AbbrName>InitRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42232</Tag>
<Name>DividendFinalRateRoundingDirection</Name>
<Type>char</Type>
<AbbrName>FnlRtRndDirctn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>468</EnumDatatype>
<Description>Specifies the rounding direction of the final rate.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42233</Tag>
<Name>DividendFinalRatePrecision</Name>
<Type>int</Type>
<AbbrName>FnlRtPrcsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42234</Tag>
<Name>DividendAveragingMethod</Name>
<Type>int</Type>
<AbbrName>AvgngMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40806</EnumDatatype>
<Description>When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42235</Tag>
<Name>DividendNegativeRateTreatment</Name>
<Type>int</Type>
<AbbrName>NegtvRtTrtmt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40807</EnumDatatype>
<Description>The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42236</Tag>
<Name>NoDividendAccrualPaymentDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of entries in the DividendAccrualPaymentDateBusinessCenterGrp.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42237</Tag>
<Name>DividendAccrualPaymentDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42238</Tag>
<Name>DividendAccrualPaymentDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the accrual payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42239</Tag>
<Name>DividendAccrualPaymentDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative accrual payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42240</Tag>
<Name>DividendAccrualPaymentDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative accrual payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42241</Tag>
<Name>DividendAccrualPaymentDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative accrual payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42242</Tag>
<Name>DividendAccrualPaymentDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted accrual payment date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42243</Tag>
<Name>DividendAccrualPaymeentDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>Accrual payment date adjustment business day convention.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42244</Tag>
<Name>DividendAccrualPaymentDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted accrual payment date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42245</Tag>
<Name>DividendReinvestmentIndicator</Name>
<Type>Boolean</Type>
<AbbrName>RnvstmntInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the dividend will be reinvested.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42246</Tag>
<Name>DividendEntitlementEvent</Name>
<Type>int</Type>
<AbbrName>EntlmntEvnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines the contract event which the receiver of the derivative is entitled to the dividend.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42247</Tag>
<Name>DividendAmountType</Name>
<Type>int</Type>
<AbbrName>AmtTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates how the gross cash dividend amount per share is determined.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42248</Tag>
<Name>DividendUnderlierRefID</Name>
<Type>String</Type>
<AbbrName>UndlrRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42249</Tag>
<Name>ExtraordinaryDividendPartySide</Name>
<Type>int</Type>
<AbbrName>ExtrordSide</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40798</EnumDatatype>
<Description>Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42250</Tag>
<Name>ExtraordinaryDividendAmountType</Name>
<Type>int</Type>
<AbbrName>ExtrordAmtTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42247</EnumDatatype>
<Description>Indicates how the extraordinary gross cash dividend per share is determined.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42251</Tag>
<Name>ExtraordinaryDividendCurrency</Name>
<Type>Currency</Type>
<AbbrName>ExtrordCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42252</Tag>
<Name>ExtraordinaryDividendDeterminationMethod</Name>
<Type>String</Type>
<AbbrName>ExtrordDtrmnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the method in which the excess amount is determined.
See http://www.fpml.org/coding-scheme/determination-method for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42253</Tag>
<Name>DividendAccrualFixedRate</Name>
<Type>Percentage</Type>
<AbbrName>AcrlFixedRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The dividend accrual fixed rate per annum expressed as a decimal.
A value of 5% would be represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42254</Tag>
<Name>DividendCompoundingMethod</Name>
<Type>int</Type>
<AbbrName>CmpndgMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40747</EnumDatatype>
<Description>The compounding method to be used when more than one dividend period contributes to a single payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42255</Tag>
<Name>DividendNumOfIndexUnits</Name>
<Type>int</Type>
<AbbrName>NumNdxUnits</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of index units applicable to dividends.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42256</Tag>
<Name>DividendCashPercentage</Name>
<Type>Percentage</Type>
<AbbrName>CshPctage</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Declared cash dividend percentage.
A value of 5% would be represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42257</Tag>
<Name>DividendCashEquivalentPercentage</Name>
<Type>Percentage</Type>
<AbbrName>CshEqvlntPctage</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Declared cash-equivalent dividend percentage.
A value of 5% would be represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42258</Tag>
<Name>NonCashDividendTreatment</Name>
<Type>int</Type>
<AbbrName>NonCshTrtmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines the treatment of non-cash dividends.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42259</Tag>
<Name>DividendComposition</Name>
<Type>int</Type>
<AbbrName>Cmpstn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines how the composition of dividends is to be determined.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42260</Tag>
<Name>SpecialDividendsIndicator</Name>
<Type>Boolean</Type>
<AbbrName>SpeclDividendInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether special dividends are applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42261</Tag>
<Name>MaterialDividendsIndicator</Name>
<Type>Boolean</Type>
<AbbrName>MtrlDividendInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether material non-cash dividends are applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42262</Tag>
<Name>OptionsExchangeDividendsIndicator</Name>
<Type>Boolean</Type>
<AbbrName>ExchDividendInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether option exchange dividends are applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42263</Tag>
<Name>AdditionalDividendsIndicator</Name>
<Type>Boolean</Type>
<AbbrName>AddtnlDividendInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether additional dividends are applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42264</Tag>
<Name>AllDividendsIndicator</Name>
<Type>Boolean</Type>
<AbbrName>AllDividendInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42265</Tag>
<Name>DividendFXTriggerDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the FX trigger date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42266</Tag>
<Name>DividendFXTriggerDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative FX trigger date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42267</Tag>
<Name>DividendFXTriggerDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative FX trigger date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42268</Tag>
<Name>DividendFXTriggerDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative FX trigger date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42269</Tag>
<Name>DividendFXTriggerDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted FX trigger date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42270</Tag>
<Name>DividendFXTriggerDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used for the FX trigger date adjustment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42271</Tag>
<Name>DividendFXTriggerDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted FX trigger date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42272</Tag>
<Name>NoDividendFXTriggerDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of entries in the DividendFXTriggerDateBusinessCenterGrp.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42273</Tag>
<Name>DividendFXTriggerDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42274</Tag>
<Name>NoDividendPeriods</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of entries in the DividendPeriodGrp component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42275</Tag>
<Name>DividendPeriodSequence</Name>
<Type>int</Type>
<AbbrName>Seq</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42276</Tag>
<Name>DividendPeriodStartDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted date on which the dividend period will begin.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42277</Tag>
<Name>DividendPeriodEndDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>EndDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted date on which the dividend period will end.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42278</Tag>
<Name>DividendPeriodUnderlierRefID</Name>
<Type>String</Type>
<AbbrName>UndlrRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42279</Tag>
<Name>DividendPeriodStrikePrice</Name>
<Type>Price</Type>
<AbbrName>StrkPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the fixed strike price of the dividend period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42280</Tag>
<Name>DividendPeriodBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The dividend period dates business day convention.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42281</Tag>
<Name>DividendPeriodValuationDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>ValDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted dividend period valuation date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42282</Tag>
<Name>DividendPeriodValuationDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>ValDtReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the dividend period valuation date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42283</Tag>
<Name>DividendPeriodValuationDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>ValDtOfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative dividend period valuation date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42284</Tag>
<Name>DividendPeriodValuationDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>ValDtOfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative dividend period valuation date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42285</Tag>
<Name>DividendPeriodValuationDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>ValDtOfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative dividend period valuation date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42286</Tag>
<Name>DividendPeriodValuationDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>ValDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted dividend period valuation date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42287</Tag>
<Name>DividendPeriodPaymentDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>PmtDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted dividend period payment date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42288</Tag>
<Name>DividendPeriodPaymentDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>PmtDtReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the dividend period payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42289</Tag>
<Name>DividendPeriodPaymentDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>PmtDtOfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative dividend period payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42290</Tag>
<Name>DividendPeriodPaymentDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>PmtDtOfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative dividend period payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42291</Tag>
<Name>DividendPeriodPaymentDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>PmtDtOfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative dividend period payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42292</Tag>
<Name>DividendPeriodPaymentDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>PmtDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted dividend period payment date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42293</Tag>
<Name>DividendPeriodXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42294</Tag>
<Name>NoDividendPeriodBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of entries in the DividendPeriodBusinessCenterGrp.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42295</Tag>
<Name>DividendPeriodBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42296</Tag>
<Name>NoExtraordinaryEvents</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of extraordinary events in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42297</Tag>
<Name>ExtraordinaryEventType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the type of extraordinary or disruptive event applicable to the reference entity.
See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42298</Tag>
<Name>ExtraordinaryEventValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The extraordinary or disruptive event value appropriate to ExtraordinaryEventType(42297).
See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2600</Tag>
<Name>StrikeIndexCurvePoint</Name>
<Type>String</Type>
<AbbrName>StrkNdxPnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The point on the floating rate index curve. Sample values:
M = combination of a number between 1-12 and an "M" for month, e.g. 3M
Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y
10Y-OLD = see above, then add "-OLD" when appropriate
INTERPOLATED = the point is mathematically derived
2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2601</Tag>
<Name>StrikeIndexQuote</Name>
<Type>int</Type>
<AbbrName>StrkNdxQte</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The quote side from which the index price is to be determined.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2602</Tag>
<Name>ExtraordinaryEventAdjustmentMethod</Name>
<Type>int</Type>
<AbbrName>ExtrordEvntAdjMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2603</Tag>
<Name>ExchangeLookAlike</Name>
<Type>Boolean</Type>
<AbbrName>ExchLookAlike</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. </Description>
<Elaboration>This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)).</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2604</Tag>
<Name>LegStrikeIndexCurvePoint</Name>
<Type>String</Type>
<AbbrName>StrkNdxPnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The point on the floating rate index curve. Sample values:
M = combination of a number between 1-12 and an "M" for month, e.g. 3M
Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y
10Y-OLD = see above, then add "-OLD" when appropriate
INTERPOLATED = the point is mathematically derived
2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2605</Tag>
<Name>LegStrikeIndexQuote</Name>
<Type>int</Type>
<AbbrName>StrkNdxQte</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2601</EnumDatatype>
<Description>The quote side from which the index price is to be determined.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2606</Tag>
<Name>LegExtraordinaryEventAdjustmentMethod</Name>
<Type>int</Type>
<AbbrName>ExtrordEvntAdjMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2602</EnumDatatype>
<Description>Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2607</Tag>
<Name>LegExchangeLookAlike</Name>
<Type>Boolean</Type>
<AbbrName>ExchLookAlike</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. </Description>
<Elaboration>This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)).</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42299</Tag>
<Name>LegCashSettlDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted cash settlement date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42300</Tag>
<Name>LegCashSettlDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the InstrumentLeg component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42301</Tag>
<Name>LegCashSettlDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the cash settlement date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42302</Tag>
<Name>LegCashSettlDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative cash settlement date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42303</Tag>
<Name>LegCashSettlDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative cash settlement date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42304</Tag>
<Name>LegCashSettlDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative cash settlement date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42305</Tag>
<Name>LegCashSettlDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted cash settlement date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42306</Tag>
<Name>NoLegCashSettlDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42307</Tag>
<Name>LegCashSettlDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42308</Tag>
<Name>LegCashSettlPriceSource</Name>
<Type>String</Type>
<AbbrName>PxSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The source from which the settlement price is to be obtained.
See http://www.fpml.org/coding-scheme/settlement-price-source for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42309</Tag>
<Name>LegCashSettlPriceDefault</Name>
<Type>int</Type>
<AbbrName>PxDflt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42217</EnumDatatype>
<Description>The default election for determining settlement price. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2608</Tag>
<Name>LegComplexEventFuturesPriceValuation</Name>
<Type>Boolean</Type>
<AbbrName>FutPxVal</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2609</Tag>
<Name>LegComplexEventOptionsPriceValuation</Name>
<Type>Boolean</Type>
<AbbrName>OptPxVal</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2610</Tag>
<Name>LegComplexEventPVFinalPriceElectionFallback</Name>
<Type>int</Type>
<AbbrName>PVPxFallbck</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2599</EnumDatatype>
<Description>Specifies the fallback provisions for the hedging party in the determination of the final settlement price</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42310</Tag>
<Name>NoLegDividendAccrualPaymentDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of entries in the LegDividendAccrualPaymentDateBusinessCenterGrp.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42311</Tag>
<Name>LegDividendAccrualPaymentDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42312</Tag>
<Name>LegDividendFloatingRateIndex</Name>
<Type>String</Type>
<AbbrName>Ndx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The dividend accrual floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42313</Tag>
<Name>LegDividendFloatingRateIndexCurvePeriod</Name>
<Type>int</Type>
<AbbrName>NdxPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the dividend accrual floating rate index curve.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42314</Tag>
<Name>LegDividendFloatingRateIndexCurveUnit</Name>
<Type>String</Type>
<AbbrName>NdxUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40791</EnumDatatype>
<Description>Time unit associated with the dividend accrual floating rate index curve period.
</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42315</Tag>
<Name>LegDividendFloatingRateMultiplier</Name>
<Type>float</Type>
<AbbrName>RtMult</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42316</Tag>
<Name>LegDividendFloatingRateSpread</Name>
<Type>PriceOffset</Type>
<AbbrName>Spread</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The basis points spread from the index specified in LegDividendFloatingRateIndex(42312).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42317</Tag>
<Name>LegDividendFloatingRateSpreadPositionType</Name>
<Type>int</Type>
<AbbrName>SpreadPosTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40795</EnumDatatype>
<Description>Identifies whether the rate spread is applied to a long or short position.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42318</Tag>
<Name>LegDividendFloatingRateTreatment</Name>
<Type>int</Type>
<AbbrName>RtTrtmt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40796</EnumDatatype>
<Description>Specifies the yield calculation treatment for the index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42319</Tag>
<Name>LegDividendCapRate</Name>
<Type>Percentage</Type>
<AbbrName>CapRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42320</Tag>
<Name>LegDividendCapRateBuySide</Name>
<Type>int</Type>
<AbbrName>CapRtBuy</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40798</EnumDatatype>
<Description>Reference to the buyer of the cap rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42321</Tag>
<Name>LegDividendCapRateSellSide</Name>
<Type>int</Type>
<AbbrName>CapRtSell</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40798</EnumDatatype>
<Description>Reference to the seller of the cap rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42322</Tag>
<Name>LegDividendFloorRate</Name>
<Type>Percentage</Type>
<AbbrName>FlrRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42323</Tag>
<Name>LegDividendFloorRateBuySide</Name>
<Type>int</Type>
<AbbrName>FlrRtBuy</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40801</EnumDatatype>
<Description>Reference to the buyer of the floor rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42324</Tag>
<Name>LegDividendFloorRateSellSide</Name>
<Type>int</Type>
<AbbrName>FlrRtSell</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40801</EnumDatatype>
<Description>Reference to the seller of the floor rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42325</Tag>
<Name>LegDividendInitialRate</Name>
<Type>Percentage</Type>
<AbbrName>InitRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42326</Tag>
<Name>LegDividendFinalRateRoundingDirection</Name>
<Type>char</Type>
<AbbrName>FnlRtRndDirctn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>468</EnumDatatype>
<Description>Specifies the rounding direction of the final rate.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42327</Tag>
<Name>LegDividendFinalRatePrecision</Name>
<Type>int</Type>
<AbbrName>FnlRtPrcsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42328</Tag>
<Name>LegDividendAveragingMethod</Name>
<Type>int</Type>
<AbbrName>AvgngMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40806</EnumDatatype>
<Description>When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42329</Tag>
<Name>LegDividendNegativeRateTreatment</Name>
<Type>int</Type>
<AbbrName>NegtvRtTrtmt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40807</EnumDatatype>
<Description>The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42330</Tag>
<Name>LegDividendAccrualPaymentDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the accrual payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42331</Tag>
<Name>LegDividendAccrualPaymentDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative accrual payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42332</Tag>
<Name>LegDividendAccrualPaymentDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative accrual payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42333</Tag>
<Name>LegDividendAccrualPaymentDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative accrual payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42334</Tag>
<Name>LegDividendAccrualPaymentDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted accrual payment date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42335</Tag>
<Name>LegDividendAccrualPaymentDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>Accrual payment date adjustment business day convention.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42336</Tag>
<Name>LegDividendAccrualPaymentDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted accrual payment date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42337</Tag>
<Name>LegDividendReinvestmentIndicator</Name>
<Type>Boolean</Type>
<AbbrName>RnvstmntInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the dividend will be reinvested.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42338</Tag>
<Name>LegDividendEntitlementEvent</Name>
<Type>int</Type>
<AbbrName>EntlmntEvnt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42246</EnumDatatype>
<Description>Defines the contract event which the receiver of the derivative is entitled to the dividend.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42339</Tag>
<Name>LegDividendAmountType</Name>
<Type>int</Type>
<AbbrName>AmtTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42247</EnumDatatype>
<Description>Indicates how the gross cash dividend amount per share is determined.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42340</Tag>
<Name>LegDividendUnderlierRefID</Name>
<Type>String</Type>
<AbbrName>UndlrRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42341</Tag>
<Name>LegExtraordinaryDividendPartySide</Name>
<Type>int</Type>
<AbbrName>ExtrordSide</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40798</EnumDatatype>
<Description>Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42342</Tag>
<Name>LegExtraordinaryDividendAmountType</Name>
<Type>int</Type>
<AbbrName>ExtrordAmtTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42247</EnumDatatype>
<Description>Indicates how the extraordinary gross cash dividend per share is determined.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42343</Tag>
<Name>LegExtraordinaryDividendCurrency</Name>
<Type>Currency</Type>
<AbbrName>ExtrordCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42344</Tag>
<Name>LegExtraordinaryDividendDeterminationMethod</Name>
<Type>String</Type>
<AbbrName>ExtrordDtrmnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the method in which the excess amount is determined.
See http://www.fpml.org/coding-scheme/determination-method for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42345</Tag>
<Name>LegDividendAccrualFixedRate</Name>
<Type>Percentage</Type>
<AbbrName>AcrlFixedRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The dividend accrual fixed rate per annum expressed as a decimal.
A value of 5% would be represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42346</Tag>
<Name>LegDividendCompoundingMethod</Name>
<Type>int</Type>
<AbbrName>CmpndgMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40747</EnumDatatype>
<Description>The compounding method to be used when more than one dividend period contributes to a single payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42347</Tag>
<Name>LegDividendNumOfIndexUnits</Name>
<Type>int</Type>
<AbbrName>NumNdxUnits</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of index units applicable to dividends.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42348</Tag>
<Name>LegDividendCashPercentage</Name>
<Type>Percentage</Type>
<AbbrName>CshPctage</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Declared cash dividend percentage.
A value of 5% would be represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42349</Tag>
<Name>LegDividendCashEquivalentPercentage</Name>
<Type>Percentage</Type>
<AbbrName>CshEqvlntPctage</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Declared cash-equivalent dividend percentage.
A value of 5% would be represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42350</Tag>
<Name>LegNonCashDividendTreatment</Name>
<Type>int</Type>
<AbbrName>NonCshTrtmt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42258</EnumDatatype>
<Description>Defines the treatment of non-cash dividends.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42351</Tag>
<Name>LegDividendComposition</Name>
<Type>int</Type>
<AbbrName>Cmpstn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42259</EnumDatatype>
<Description>Defines how the composition of dividends is to be determined.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42352</Tag>
<Name>LegSpecialDividendsIndicator</Name>
<Type>Boolean</Type>
<AbbrName>SpeclDividendInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether special dividends are applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42353</Tag>
<Name>LegMaterialDividendsIndicator</Name>
<Type>Boolean</Type>
<AbbrName>MtrlDividendInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether material non-cash dividends are applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42354</Tag>
<Name>LegOptionsExchangeDividendsIndicator</Name>
<Type>Boolean</Type>
<AbbrName>ExchDividendInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether option exchange dividends are applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42355</Tag>
<Name>LegAdditionalDividendsIndicator</Name>
<Type>Boolean</Type>
<AbbrName>AddtnlDividendInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether additional dividends are applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42356</Tag>
<Name>LegAllDividendsIndicator</Name>
<Type>Boolean</Type>
<AbbrName>AllDividendInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42357</Tag>
<Name>LegDividendFXTriggerDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the FX trigger date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42358</Tag>
<Name>LegDividendFXTriggerDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative FX trigger date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42359</Tag>
<Name>LegDividendFXTriggerDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative FX trigger date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42360</Tag>
<Name>LegDividendFXTriggerDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative FX trigger date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42361</Tag>
<Name>LegDividendFXTriggerDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted FX trigger date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42362</Tag>
<Name>LegDividendFXTriggerDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used for the FX trigger date adjustment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42363</Tag>
<Name>LegDividendFXTriggerDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted FX trigger date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42364</Tag>
<Name>NoLegDividendFXTriggerDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of entries in the LegDividendFXTriggerDateBusinessCenterGrp.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42365</Tag>
<Name>LegDividendFXTriggerDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42366</Tag>
<Name>NoLegDividendPeriods</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of entries in the LegDividendPeriodGrp component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42367</Tag>
<Name>LegDividendPeriodSequence</Name>
<Type>int</Type>
<AbbrName>Seq</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42368</Tag>
<Name>LegDividendPeriodStartDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted date on which the dividend period will begin.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42369</Tag>
<Name>LegDividendPeriodEndDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>EndDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted date on which the dividend period will end.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42370</Tag>
<Name>LegDividendPeriodUnderlierRefID</Name>
<Type>String</Type>
<AbbrName>UndlrRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42371</Tag>
<Name>LegDividendPeriodStrikePrice</Name>
<Type>Price</Type>
<AbbrName>StrkPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the fixed strike price of the dividend period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42372</Tag>
<Name>LegDividendPeriodBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The dividend period dates business day convention.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42373</Tag>
<Name>LegDividendPeriodValuationDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>ValDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted dividend period valuation date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42374</Tag>
<Name>LegDividendPeriodValuationDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>ValDtReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the dividend period valuation date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42375</Tag>
<Name>LegDividendPeriodValuationDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>ValDtOfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative dividend period valuation date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42376</Tag>
<Name>LegDividendPeriodValuationDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>ValDtOfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative dividend period valuation date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42377</Tag>
<Name>LegDividendPeriodValuationDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>ValDtOfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative dividend period valuation date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42378</Tag>
<Name>LegDividendPeriodValuationDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>ValDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted dividend period valuation date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42379</Tag>
<Name>LegDividendPeriodPaymentDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>PmtDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted dividend period payment date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42380</Tag>
<Name>LegDividendPeriodPaymentDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>PmtDtReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the dividend period payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42381</Tag>
<Name>LegDividendPeriodPaymentDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>PmtDtOfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative dividend period payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42382</Tag>
<Name>LegDividendPeriodPaymentDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>PmtDtOfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative dividend period payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42383</Tag>
<Name>LegDividendPeriodPaymentDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>PmtDtOfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative dividend period payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42384</Tag>
<Name>LegDividendPeriodPaymentDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>PmtDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted dividend period payment date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42385</Tag>
<Name>LegDividendPeriodXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42386</Tag>
<Name>NoLegDividendPeriodBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>The number of entries in the LegDividendPeriodBusinessCentersGrp component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42387</Tag>
<Name>LegDividendPeriodBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42388</Tag>
<Name>NoLegExtraordinaryEvents</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of extraordinary events in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42389</Tag>
<Name>LegExtraordinaryEventType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the type of extraordinary or disruptive event applicable to the reference entity.
See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42390</Tag>
<Name>LegExtraordinaryEventValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The extraordinary or disruptive event value appropriate to LegExtraordinaryEventType(42389).
See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42391</Tag>
<Name>LegSettlMethodElectingPartySide</Name>
<Type>int</Type>
<AbbrName>SettlMethElctngSide</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40214</EnumDatatype>
<Description>Side value of the party electing the settlement method.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42392</Tag>
<Name>LegMakeWholeDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The date through which option cannot be exercised without penalty.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42393</Tag>
<Name>LegMakeWholeAmount</Name>
<Type>Amt</Type>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Amount to be paid by the buyer of the option if the option is exercised prior to the LegMakeWholeDate(42392).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42394</Tag>
<Name>LegMakeWholeBenchmarkCurveName</Name>
<Type>String</Type>
<AbbrName>Name</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the benchmark floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42395</Tag>
<Name>LegMakeWholeBenchmarkCurvePoint</Name>
<Type>String</Type>
<AbbrName>Point</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The point on the floating rate index curve.
Sample values:
M = combination of a number between 1-12 and an "M" for month, e.g. 3M
Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y
10Y-OLD = see above, then add "-OLD" when appropriate
INTERPOLATED = the point is mathematically derived
2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42396</Tag>
<Name>LegMakeWholeRecallSpread</Name>
<Type>PriceOffset</Type>
<AbbrName>Spread</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Spread over the floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42397</Tag>
<Name>LegMakeWholeBenchmarkQuote</Name>
<Type>int</Type>
<AbbrName>Qte</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2601</EnumDatatype>
<Description>The quote side of the benchmark to be used for calculating the "make whole" amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42398</Tag>
<Name>LegMakeWholeInterpolationMethod</Name>
<Type>int</Type>
<AbbrName>IntrpltnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40811</EnumDatatype>
<Description>The method used when calculating the "make whole" amount. The most common is linear method.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42399</Tag>
<Name>LegPaymentStreamCashSettlIndicator</Name>
<Type>Boolean</Type>
<AbbrName>CshSettlInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether cash settlement is applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42400</Tag>
<Name>LegPaymentStreamCompoundingXIDRef</Name>
<Type>XIDREF</Type>
<AbbrName>CmpndgXIDRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference to the stream which details the compounding fixed or floating rate.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42401</Tag>
<Name>LegPaymentStreamCompoundingSpread</Name>
<Type>PriceOffset</Type>
<AbbrName>CmpndgSpread</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42402</Tag>
<Name>LegPaymentStreamInterpolationMethod</Name>
<Type>int</Type>
<AbbrName>IntrpltnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40811</EnumDatatype>
<Description>The method used when calculating the index rate from multiple points on the curve. The most common is linear method.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42403</Tag>
<Name>LegPaymentStreamInterpolationPeriod</Name>
<Type>int</Type>
<AbbrName>IntrpltnPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42604</EnumDatatype>
<Description>Defines applicable periods for interpolation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42404</Tag>
<Name>LegPaymentStreamCompoundingFixedRate</Name>
<Type>float</Type>
<AbbrName>CmpndgFixedRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The compounding fixed rate applicable to the payment stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42405</Tag>
<Name>NoLegPaymentStreamCompoundingDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42406</Tag>
<Name>LegPaymentStreamCompoundingDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The compounding date. Type of date is specified in LegPaymentStreamCompoundingDateType(42407).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42407</Tag>
<Name>LegPaymentStreamCompoundingDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40827</EnumDatatype>
<Description>Specifies the type of payment compounding date (e.g. adjusted for holidays). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42408</Tag>
<Name>LegPaymentStreamCompoundingDatesBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The compounding dates business day convention.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42409</Tag>
<Name>LegPaymentStreamCompoundingDatesRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the compounding dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42410</Tag>
<Name>LegPaymentStreamCompoundingDatesOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative compounding date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42411</Tag>
<Name>LegPaymentStreamCompoundingDatesOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative compounding date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42412</Tag>
<Name>LegPaymentStreamCompoundingDatesOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative compounding date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42413</Tag>
<Name>LegPaymentStreamCompoundingPeriodSkip</Name>
<Type>int</Type>
<AbbrName>Skip</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42414</Tag>
<Name>LegPaymentStreamCompoundingFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the frequency at which compounding dates occur. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42415</Tag>
<Name>LegPaymentStreamCompoundingFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1949</EnumDatatype>
<Description>Time unit associated with the frequency at which compounding dates occur.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42416</Tag>
<Name>LegPaymentStreamCompoundingRollConvention</Name>
<Type>String</Type>
<AbbrName>Roll</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40922</EnumDatatype>
<Description>The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42417</Tag>
<Name>LegPaymentStreamBoundsFirstDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42418</Tag>
<Name>LegPaymentStreamBoundsLastDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>LastDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42419</Tag>
<Name>NoLegPaymentStreamCompoundingDatesBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42420</Tag>
<Name>LegPaymentStreamCompoundingDatesBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42421</Tag>
<Name>LegPaymentStreamCompoundingEndDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted compounding end date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42422</Tag>
<Name>LegPaymentStreamCompoundingEndDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the compounding end date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42423</Tag>
<Name>LegPaymentStreamCompoundingEndDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative compounding end date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42424</Tag>
<Name>LegPaymentStreamCompoundingEndDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative compounding end date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42425</Tag>
<Name>LegPaymentStreamCompoundingEndDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative compounding end date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42426</Tag>
<Name>LegPaymentStreamCompoundingEndDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted compounding end date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42427</Tag>
<Name>LegPaymentStreamCompoundingRateIndex</Name>
<Type>String</Type>
<AbbrName>Ndx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The payment stream's compounding floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42428</Tag>
<Name>LegPaymentStreamCompoundingRateIndexCurvePeriod</Name>
<Type>int</Type>
<AbbrName>NdxPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the payment stream's compounding floating rate index curve period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42429</Tag>
<Name>LegPaymentStreamCompoundingRateIndexCurveUnit</Name>
<Type>String</Type>
<AbbrName>NdxUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40791</EnumDatatype>
<Description>Time unit associated with the payment stream's compounding floating rate index curve period. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42430</Tag>
<Name>LegPaymentStreamCompoundingRateMultiplier</Name>
<Type>float</Type>
<AbbrName>RtMult</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42431</Tag>
<Name>LegPaymentStreamCompoundingRateSpread</Name>
<Type>PriceOffset</Type>
<AbbrName>Spread</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The basis points spread from the index specified in LegPaymentStreamCompoundingRateIndex(42427).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42432</Tag>
<Name>LegPaymentStreamCompoundingRateSpreadPositionType</Name>
<Type>int</Type>
<AbbrName>SpreadPosTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40795</EnumDatatype>
<Description>Identifies whether the rate spread is applied to a long or short position.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42433</Tag>
<Name>LegPaymentStreamCompoundingRateTreatment</Name>
<Type>int</Type>
<AbbrName>RtTrtmt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40796</EnumDatatype>
<Description>Specifies the yield calculation treatment for the index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42434</Tag>
<Name>LegPaymentStreamCompoundingCapRate</Name>
<Type>Percentage</Type>
<AbbrName>CapRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42435</Tag>
<Name>LegPaymentStreamCompoundingCapRateBuySide</Name>
<Type>int</Type>
<AbbrName>CapRtBuy</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40798</EnumDatatype>
<Description>Reference to the buyer of the compounding cap rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42436</Tag>
<Name>LegPaymentStreamCompoundingCapRateSellSide</Name>
<Type>int</Type>
<AbbrName>CapRtSell</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40798</EnumDatatype>
<Description>Reference to the seller of the compounding cap rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42437</Tag>
<Name>LegPaymentStreamCompoundingFloorRate</Name>
<Type>Percentage</Type>
<AbbrName>FlrRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42438</Tag>
<Name>LegPaymentStreamCompoundingFloorRateBuySide</Name>
<Type>int</Type>
<AbbrName>FlrRtBuy</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40801</EnumDatatype>
<Description>Reference to the buyer of the compounding floor rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42439</Tag>
<Name>LegPaymentStreamCompoundingFloorRateSellSide</Name>
<Type>int</Type>
<AbbrName>FlrRtSell</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40801</EnumDatatype>
<Description>Reference to the seller of the floor rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42440</Tag>
<Name>LegPaymentStreamCompoundingInitialRate</Name>
<Type>Percentage</Type>
<AbbrName>InitRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42441</Tag>
<Name>LegPaymentStreamCompoundingFinalRateRoundingDirection</Name>
<Type>char</Type>
<AbbrName>FnlRtRndDirctn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>468</EnumDatatype>
<Description>Specifies the rounding direction for the compounding floating rate.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42442</Tag>
<Name>LegPaymentStreamCompoundingFinalRatePrecision</Name>
<Type>int</Type>
<AbbrName>FnlRtPrcsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42443</Tag>
<Name>LegPaymentStreamCompoundingAveragingMethod</Name>
<Type>int</Type>
<AbbrName>AvgngMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40806</EnumDatatype>
<Description>Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42444</Tag>
<Name>LegPaymentStreamCompoundingNegativeRateTreatment</Name>
<Type>int</Type>
<AbbrName>NegtvRtTrtmt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40807</EnumDatatype>
<Description>Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42445</Tag>
<Name>LegPaymentStreamCompoundingStartDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted compounding start date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42446</Tag>
<Name>LegPaymentStreamCompoundingStartDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the compounding start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42447</Tag>
<Name>LegPaymentStreamCompoundingStartDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative compounding start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42448</Tag>
<Name>LegPaymentStreamCompoundingStartDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative compounding start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42449</Tag>
<Name>LegPaymentStreamCompoundingStartDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative compounding start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42450</Tag>
<Name>LegPaymentStreamCompoundingStartDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted compounding start date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42451</Tag>
<Name>LegPaymentStreamFormulaImageLength</Name>
<Type>Length</Type>
<AssociatedDataTag>42452</AssociatedDataTag>
<AbbrName>FrmlaImgLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Length in bytes of the LegPaymentStreamFormulaImage(42452) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42452</Tag>
<Name>LegPaymentStreamFormulaImage</Name>
<Type>data</Type>
<AbbrName>FrmlaImg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Image of the formula image when represented through an encoded clip in base64Binary.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42453</Tag>
<Name>LegPaymentStreamFinalPricePaymentDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted final price payment date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42454</Tag>
<Name>LegPaymentStreamFinalPricePaymentDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the final price payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42455</Tag>
<Name>LegPaymentStreamFinalPricePaymentDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative final price payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42456</Tag>
<Name>LegPaymentStreamFinalPricePaymentDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative final price payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42457</Tag>
<Name>LegPaymentStreamFinalPricePaymentDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative final price payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42458</Tag>
<Name>LegPaymentStreamFinalPricePaymentDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted final price payment date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42459</Tag>
<Name>NoLegPaymentStreamFixingDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of fixing dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42460</Tag>
<Name>LegPaymentStreamFixingDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The fixing date. Type of date is specified in LegPaymentStreamFixingDateType(42461).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42461</Tag>
<Name>LegPaymentStreamFixingDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40827</EnumDatatype>
<Description>Specifies the type of fixing date (e.g. adjusted for holidays). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42462</Tag>
<Name>LegPaymentStreamFirstObservationDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstObsvtnDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted initial price observation date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42463</Tag>
<Name>LegPaymentStreamFirstObservationDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>FirstObsvtnReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the initial price observation date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42464</Tag>
<Name>LegPaymentStreamFirstObservationDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>FirstObsvtnOfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the initial price observation date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42465</Tag>
<Name>LegPaymentStreamFirstObservationDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstObsvtnDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted initial price observation date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42466</Tag>
<Name>LegPaymentStreamUnderlierRefID</Name>
<Type>String</Type>
<AbbrName>UndlrRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42467</Tag>
<Name>LegReturnRateNotionalReset</Name>
<Type>Boolean</Type>
<AbbrName>RtnRtNotlReset</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42468</Tag>
<Name>LegPaymentStreamLinkInitialLevel</Name>
<Type>Price</Type>
<AbbrName>LinkInitLvl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Price level at which the correlation or variance swap contract will strike.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42469</Tag>
<Name>LegPaymentStreamLinkClosingLevelIndicator</Name>
<Type>Boolean</Type>
<AbbrName>LinkFClsngLvl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42470</Tag>
<Name>LegPaymentStreamLinkExpiringLevelIndicator</Name>
<Type>Boolean</Type>
<AbbrName>LinkExpngLvl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42471</Tag>
<Name>LegPaymentStreamLinkEstimatedTradingDays</Name>
<Type>int</Type>
<AbbrName>LinkEstTrdgDays</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The expected number of trading days in the variance or correlation swap stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42472</Tag>
<Name>LegPaymentStreamLinkStrikePrice</Name>
<Type>Price</Type>
<AbbrName>LinkStrkPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The strike price of a correlation or variance swap stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42473</Tag>
<Name>LegPaymentStreamLinkStrikePriceType</Name>
<Type>int</Type>
<AbbrName>LinkStrkPxTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42674</EnumDatatype>
<Description>For a variance swap specifies how LegPaymentStreamLinkStrikePrice(42472) is expressed.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42474</Tag>
<Name>LegPaymentStreamLinkMaximumBoundary</Name>
<Type>float</Type>
<AbbrName>LinkMaxBndry</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the maximum or upper boundary for variance or strike determination.
For a variation swap stream all observations above this price level will be excluded from the variance calculation.
For a correlation swap stream the maximum boundary is a percentage of the strike price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42475</Tag>
<Name>LegPaymentStreamLinkMinimumBoundary</Name>
<Type>float</Type>
<AbbrName>LinkMinBndry</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the minimum or lower boundary for variance or strike determination.
For a variation swap stream all observations below this price level will be excluded from the variance calculation.
For a correlation swap stream the minimum boundary is a percentage of the strike price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42476</Tag>
<Name>LegPaymentStreamLinkNumberOfDataSeries</Name>
<Type>int</Type>
<AbbrName>LinkNumDataSeries</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42477</Tag>
<Name>LegPaymentStreamVarianceUnadjustedCap</Name>
<Type>float</Type>
<AbbrName>VarncCap</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42478</Tag>
<Name>LegPaymentStreamRealizedVarianceMethod</Name>
<Type>int</Type>
<AbbrName>RlzdVarncMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42679</EnumDatatype>
<Description>Indicates which price to use to satisfy the boundary condition.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42479</Tag>
<Name>LegPaymentStreamDaysAdjustmentIndicator</Name>
<Type>Boolean</Type>
<AbbrName>DaysAdjmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42480</Tag>
<Name>LegPaymentStreamNearestExchangeContractRefID</Name>
<Type>String</Type>
<AbbrName>ExchCtrctRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42481</Tag>
<Name>LegPaymentStreamVegaNotionalAmount</Name>
<Type>float</Type>
<AbbrName>VegaNotlAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realized volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42482</Tag>
<Name>LegPaymentStreamFormulaCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The currency in which the formula amount is denominated. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42483</Tag>
<Name>LegPaymentStreamFormulaCurrencyDeterminationMethod</Name>
<Type>String</Type>
<AbbrName>CcyDtrmnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the method according to which the formula amount currency is determined.
See http://www.fpml.org/coding-scheme/determination-method for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42484</Tag>
<Name>LegPaymentStreamFormulaReferenceAmount</Name>
<Type>int</Type>
<AbbrName>RefAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document.
See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42485</Tag>
<Name>NoLegPaymentStreamFormulas</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of formulas in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42486</Tag>
<Name>LegPaymentStreamFormula</Name>
<Type>XMLData</Type>
<NotReqXML>1</NotReqXML>
<Description>Contains an XML representation of the formula. Defined for flexibility in choice of language (MathML, OpenMath or text).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42487</Tag>
<Name>LegPaymentStreamFormulaDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A description of the math formula in LegPaymentStreamFormula(42486).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42488</Tag>
<Name>LegPaymentStubEndDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted stub end date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42489</Tag>
<Name>LegPaymentStubEndDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The stub end date business day convention.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42490</Tag>
<Name>LegPaymentStubEndDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the stub end date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42491</Tag>
<Name>LegPaymentStubEndDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative stub end date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42492</Tag>
<Name>LegPaymentStubEndDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative stub end date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42493</Tag>
<Name>LegPaymentStubEndDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative stub end date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42494</Tag>
<Name>LegPaymentStubEndDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted stub end date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42495</Tag>
<Name>NoLegPaymentStubEndDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42496</Tag>
<Name>LegPaymentStubEndDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42497</Tag>
<Name>LegPaymentStubStartDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted stub start date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42498</Tag>
<Name>LegPaymentStubStartDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The stub start date business day convention.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42499</Tag>
<Name>LegPaymentStubStartDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the stub start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42500</Tag>
<Name>LegPaymentStubStartDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative stub start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42501</Tag>
<Name>LegPaymentStubStartDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative stub start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42502</Tag>
<Name>LegPaymentStubStartDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative stub start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42503</Tag>
<Name>LegPaymentStubStartDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted stub start date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42504</Tag>
<Name>NoLegPaymentStubStartDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42505</Tag>
<Name>LegPaymentStubStartDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42506</Tag>
<Name>LegProvisionBreakFeeElection</Name>
<Type>int</Type>
<AbbrName>BrkFeeElctn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42707</EnumDatatype>
<Description>Type of fee elected for the break provision. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42507</Tag>
<Name>LegProvisionBreakFeeRate</Name>
<Type>Percentage</Type>
<AbbrName>BrkFeeRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42508</Tag>
<Name>NoLegReturnRateDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of iterations in the return rate date repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42509</Tag>
<Name>LegReturnRateDateMode</Name>
<Type>int</Type>
<AbbrName>Mode</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42710</EnumDatatype>
<Description>Specifies the valuation type applicable to the return rate date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42510</Tag>
<Name>LegReturnRateValuationDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the return rate valuation dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42511</Tag>
<Name>LegReturnRateValuationDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative return rate valuation date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42512</Tag>
<Name>LegReturnRateValuationDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative return rate valuation date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42513</Tag>
<Name>LegReturnRateValuationDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative return rate valuation date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42514</Tag>
<Name>LegReturnRateValuationStartDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42515</Tag>
<Name>LegReturnRateValuationStartDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>StartDtReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the return rate valuation start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42516</Tag>
<Name>LegReturnRateValuationStartDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>StartDtOfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative return rate valuation start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42517</Tag>
<Name>LegReturnRateValuationStartDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>StartDtOfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative return rate valuation start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42518</Tag>
<Name>LegReturnRateValuationStartDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>StartDtOfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative return rate valuation start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42519</Tag>
<Name>LegReturnRateValuationStartDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42520</Tag>
<Name>LegReturnRateValuationEndDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>EndDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42521</Tag>
<Name>LegReturnRateValuationEndDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>EndDtReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the return rate valuation end date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42522</Tag>
<Name>LegReturnRateValuationEndDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>EndDtOfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative return rate valuation end date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42523</Tag>
<Name>LegReturnRateValuationEndDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>EndDtOfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative return rate valuation end date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42524</Tag>
<Name>LegReturnRateValuationEndDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>EndDtOfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative return rate valuation end date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42525</Tag>
<Name>LegReturnRateValuationEndDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>EndDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42526</Tag>
<Name>LegReturnRateValuationFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the frequency at which return rate valuation dates occur. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42527</Tag>
<Name>LegReturnRateValuationFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1949</EnumDatatype>
<Description>Time unit associated with the frequency at which return rate valuation dates occur.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42528</Tag>
<Name>LegReturnRateValuationFrequencyRollConvention</Name>
<Type>String</Type>
<AbbrName>Roll</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40922</EnumDatatype>
<Description>The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42529</Tag>
<Name>LegReturnRateValuationDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The return rate valuation dates business day convention.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42530</Tag>
<Name>NoLegReturnRateFXConversions</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of iterations in the return rate FX conversion repeating group. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42531</Tag>
<Name>LegReturnRateFXCurrencySymbol</Name>
<Type>String</Type>
<AbbrName>CcySym</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42532</Tag>
<Name>LegReturnRateFXRate</Name>
<Type>float</Type>
<AbbrName>FxRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The rate of exchange between the two currencies specified in LegReturnRateFXCurrencySymbol(42531).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42533</Tag>
<Name>LegReturnRateFXRateCalc</Name>
<Type>char</Type>
<AbbrName>FxRtCalc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>156</EnumDatatype>
<Description>The rate of exchange between the two currencies specified in LegReturnRateFXCurrencySymbol(42531).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42534</Tag>
<Name>NoLegReturnRates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of iterations in the return rate repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42535</Tag>
<Name>LegReturnRatePriceSequence</Name>
<Type>int</Type>
<AbbrName>PxSeq</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42736</EnumDatatype>
<Description>Specifies the type of price sequence of the return rate.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42536</Tag>
<Name>LegReturnRateCommissionBasis</Name>
<Type>char</Type>
<AbbrName>CommBasis</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>13</EnumDatatype>
<Description>Specifies the basis or unit used to calculate the commission.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42537</Tag>
<Name>LegReturnRateCommissionAmount</Name>
<Type>Amt</Type>
<AbbrName>CommAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The commission amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42538</Tag>
<Name>LegReturnRateCommissionCurrency</Name>
<Type>Currency</Type>
<AbbrName>CommCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42539</Tag>
<Name>LegReturnRateTotalCommissionPerTrade</Name>
<Type>Amt</Type>
<AbbrName>TotCommPerTrd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The total commission per trade.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42540</Tag>
<Name>LegReturnRateDeterminationMethod</Name>
<Type>String</Type>
<AbbrName>DtrmnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the method by which the underlier prices are determined.
See http://www.fpml.org/coding-scheme/determination-method for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42541</Tag>
<Name>LegReturnRateAmountRelativeTo</Name>
<Type>int</Type>
<AbbrName>AmtReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the reference amount when the return rate amount is relative to another amount in the trade.
See http://www.fixtradingcommunity.org/codelists#Amount_Relative_To for code list of relative amounts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42542</Tag>
<Name>LegReturnRateQuoteMeasureType</Name>
<Type>String</Type>
<AbbrName>QteTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc.
See http://www.fpml.org/coding-scheme/asset-measure for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42543</Tag>
<Name>LegReturnRateQuoteUnits</Name>
<Type>String</Type>
<AbbrName>QteUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units.
See http://www.fpml.org/coding-scheme/price-quote-units for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42544</Tag>
<Name>LegReturnRateQuoteMethod</Name>
<Type>int</Type>
<AbbrName>QteMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40027</EnumDatatype>
<Description>Specifies the type of quote used to determine the return rate of the swap.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42545</Tag>
<Name>LegReturnRateQuoteCurrency</Name>
<Type>Currency</Type>
<AbbrName>QteCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42546</Tag>
<Name>LegReturnRateQuoteCurrencyType</Name>
<Type>String</Type>
<AbbrName>QteCcyTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in.
See http://www.fpml.org/coding-scheme/reporting-currency-type for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42547</Tag>
<Name>LegReturnRateQuoteTimeType</Name>
<Type>int</Type>
<AbbrName>QteTmTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42748</EnumDatatype>
<Description>Specifies how or the timing when the quote is to be obtained.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42548</Tag>
<Name>LegReturnRateQuoteTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>QteTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The time when the quote is to be generated. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42549</Tag>
<Name>LegReturnRateQuoteDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>QteDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The date when the quote is to be generated.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42550</Tag>
<Name>LegReturnRateQuoteExpirationTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>QteExpTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The time when the quote ceases to be valid.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42551</Tag>
<Name>LegReturnRateQuoteBusinessCenter</Name>
<Type>String</Type>
<AbbrName>QteBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for adjustments associated with LegReturnRateQuoteTimeType(42547) or LegReturnRateQuoteTime(42548) and LegReturnRateQuoteDate(42549), e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42552</Tag>
<Name>LegReturnRateQuoteExchange</Name>
<Type>Exchange</Type>
<AbbrName>QteExch</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42553</Tag>
<Name>LegReturnRateQuotePricingModel</Name>
<Type>String</Type>
<AbbrName>QteModel</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the pricing model used to evaluate the underlying asset price.
See http://www.fpml.org/coding-scheme/pricing-model for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42554</Tag>
<Name>LegReturnRateCashFlowType</Name>
<Type>String</Type>
<AbbrName>CshFlow</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc.
See http://www.fpml.org/coding-scheme/cashflow-type for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42555</Tag>
<Name>LegReturnRateValuationTimeType</Name>
<Type>int</Type>
<AbbrName>ValTmTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42748</EnumDatatype>
<Description>Specifies the timing at which the calculation agent values the underlying. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42556</Tag>
<Name>LegReturnRateValuationTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>ValTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The time at which the calculation agent values the underlying asset. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42557</Tag>
<Name>LegReturnRateValuationTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>ValTmBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for adjustments associated with LegReturnRateValuationTimeType(42555) or LegReturnRateValuationTime(42556), e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42558</Tag>
<Name>LegReturnRateValuationPriceOption</Name>
<Type>int</Type>
<AbbrName>ValPxOpt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42759</EnumDatatype>
<Description>Indicates whether an ISDA price option applies, and if applicable which type of price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42559</Tag>
<Name>LegReturnRateFinalPriceFallback</Name>
<Type>int</Type>
<AbbrName>FnlPxFallbck</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2599</EnumDatatype>
<Description>Specifies the fallback provision for the hedging party in the determination of the final price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42560</Tag>
<Name>NoLegReturnRateInformationSources</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of iterations in the return rate information source repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42561</Tag>
<Name>LegReturnRateInformationSource</Name>
<Type>int</Type>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1446</EnumDatatype>
<Description>Identifies the source of rate information. For FX the references source to be used for the FX spot rate.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42562</Tag>
<Name>LegReturnRateReferencePage</Name>
<Type>String</Type>
<AbbrName>RefPg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reference "page" from the rate source.
For FX, the reference page to the spot rate to be used for the reference FX spot rate.
When LegReturnRateInformationSource(42561) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions.
See: http://www.fpml.org/coding-scheme/settlement-rate-option.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42563</Tag>
<Name>LegReturnRateReferencePageHeading</Name>
<Type>String</Type>
<AbbrName>RefHdng</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the page heading from the rate source.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42564</Tag>
<Name>NoLegReturnRatePrices</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of iterations in the return rate price repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42565</Tag>
<Name>LegReturnRatePriceBasis</Name>
<Type>int</Type>
<AbbrName>PxBasis</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42766</EnumDatatype>
<Description>The basis of the return price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42566</Tag>
<Name>LegReturnRatePrice</Name>
<Type>Price</Type>
<AbbrName>Px</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the price of the underlying swap asset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42567</Tag>
<Name>LegReturnRatePriceCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of the price of the leg swap asset. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42568</Tag>
<Name>LegReturnRatePriceType</Name>
<Type>int</Type>
<AbbrName>PxTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42769</EnumDatatype>
<Description>Specifies whether the LegReturnRatePrice(42566) is expressed in absolute or relative terms.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42569</Tag>
<Name>NoLegReturnRateValuationDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of iterations in the return rate valuation date business center repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42570</Tag>
<Name>LegReturnRateValuationDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42571</Tag>
<Name>NoLegReturnRateValuationDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of iterations in the return rate valuation date repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42572</Tag>
<Name>LegReturnRateValuationDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The return rate valuation date. The type of date is specified in LegReturnRateValuationDateType(42573).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42573</Tag>
<Name>LegReturnRateValuationDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40827</EnumDatatype>
<Description>Specifies the type of return rate valuation date (e.g. adjusted for holidays). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42574</Tag>
<Name>LegSettlMethodElectionDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted settlement method election date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42575</Tag>
<Name>LegSettlMethodElectionDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The settlement method election date adjustment business day convention. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42576</Tag>
<Name>LegSettlMethodElectionDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the settlement method election date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42577</Tag>
<Name>LegSettlMethodElectionDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative settlement method election date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42578</Tag>
<Name>LegSettlMethodElectionDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative settlement method election date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42579</Tag>
<Name>LegSettlMethodElectionDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative settlement method election date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42580</Tag>
<Name>LegSettlMethodElectionDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted settlement method election date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42581</Tag>
<Name>NoLegSettlMethodElectionDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42582</Tag>
<Name>LegSettlMethodElectionDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42583</Tag>
<Name>LegStreamVersion</Name>
<Type>String</Type>
<AbbrName>Ver</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42584</Tag>
<Name>LegStreamVersionEffectiveDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>VerEfctvDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The effective date of the LegStreamVersion(42583).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42585</Tag>
<Name>LegStreamNotionalDeterminationMethod</Name>
<Type>String</Type>
<AbbrName>NotlDtrmnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the method for determining the floating notional value for equity swaps.
See http://www.fpml.org/coding-scheme/determination-method for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42586</Tag>
<Name>LegStreamNotionalAdjustments</Name>
<Type>int</Type>
<AbbrName>NotlAdjmts</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42787</EnumDatatype>
<Description>For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42590</Tag>
<Name>SettlMethodElectingPartySide</Name>
<Type>int</Type>
<AbbrName>SettlMethElctngSide</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40214</EnumDatatype>
<Description>Side value of the party electing the settlement method.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42591</Tag>
<Name>MakeWholeDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The date through which option cannot be exercised without penalty.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42592</Tag>
<Name>MakeWholeAmount</Name>
<Type>Amt</Type>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Amount to be paid by the buyer of the option if the option is exercised prior to the MakeWholeDate(42591).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42593</Tag>
<Name>MakeWholeBenchmarkCurveName</Name>
<Type>String</Type>
<AbbrName>Name</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the benchmark floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42594</Tag>
<Name>MakeWholeBenchmarkCurvePoint</Name>
<Type>String</Type>
<AbbrName>Point</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The point on the floating rate index curve.
Sample values:
M = combination of a number between 1-12 and an "M" for month, e.g. 3M
Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y
10Y-OLD = see above, then add "-OLD" when appropriate
INTERPOLATED = the point is mathematically derived
2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42595</Tag>
<Name>MakeWholeRecallSpread</Name>
<Type>PriceOffset</Type>
<AbbrName>Spread</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Spread over the floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42596</Tag>
<Name>MakeWholeBenchmarkQuote</Name>
<Type>int</Type>
<AbbrName>Qte</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2601</EnumDatatype>
<Description>The quote side of the benchmark to be used for calculating the "make whole" amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42597</Tag>
<Name>MakeWholeInterpolationMethod</Name>
<Type>int</Type>
<AbbrName>IntrpltnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40811</EnumDatatype>
<Description>The method used when calculating the "make whole" amount. The most common is linear method.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42598</Tag>
<Name>PaymentAmountRelativeTo</Name>
<Type>int</Type>
<AbbrName>AmtReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the reference amount when the payment amount is relative to another amount in the message.
See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts.
</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42599</Tag>
<Name>PaymentAmountDeterminationMethod</Name>
<Type>String</Type>
<AbbrName>AmtDtrmnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the method by which a payment amount is determined.
See http://www.fpml.org/coding-scheme/determination-method for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42600</Tag>
<Name>PaymentStreamCashSettlIndicator</Name>
<Type>Boolean</Type>
<AbbrName>CshSettlInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether cash settlement is applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42601</Tag>
<Name>PaymentStreamCompoundingXIDRef</Name>
<Type>XIDREF</Type>
<AbbrName>CmpndgXIDRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference to the stream which details the compounding fixed or floating rate.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42602</Tag>
<Name>PaymentStreamCompoundingSpread</Name>
<Type>PriceOffset</Type>
<AbbrName>CmpndgSpread</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42603</Tag>
<Name>PaymentStreamInterpolationMethod</Name>
<Type>int</Type>
<AbbrName>IntrpltnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40811</EnumDatatype>
<Description>The method used when calculating the index rate from multiple points on the curve. The most common is linear method.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42604</Tag>
<Name>PaymentStreamInterpolationPeriod</Name>
<Type>int</Type>
<AbbrName>IntrpltnPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines applicable periods for interpolation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42605</Tag>
<Name>PaymentStreamCompoundingFixedRate</Name>
<Type>float</Type>
<AbbrName>CmpndgFixedRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The compounding fixed rate applicable to the payment stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42606</Tag>
<Name>NoPaymentStreamCompoundingDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42607</Tag>
<Name>PaymentStreamCompoundingDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The compounding date. The type of date is specified in PaymentStreamCompoundingDateType(42608).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42608</Tag>
<Name>PaymentStreamCompoundingDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40827</EnumDatatype>
<Description>Specifies the type of payment compounding date (e.g. adjusted for holidays). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42609</Tag>
<Name>PaymentStreamCompoundingDatesBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The compounding dates business day convention.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42610</Tag>
<Name>PaymentStreamCompoundingDatesRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the compounding dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42611</Tag>
<Name>PaymentStreamCompoundingDatesOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative compounding date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42612</Tag>
<Name>PaymentStreamCompoundingDatesOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative compounding date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42613</Tag>
<Name>PaymentStreamCompoundingDatesOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative compounding date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42614</Tag>
<Name>PaymentStreamCompoundingPeriodSkip</Name>
<Type>int</Type>
<AbbrName>Skip</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42615</Tag>
<Name>PaymentStreamCompoundingFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the frequency at which compounding dates occur. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42616</Tag>
<Name>PaymentStreamCompoundingFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1949</EnumDatatype>
<Description>Time unit associated with the frequency at which compounding dates occur.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42617</Tag>
<Name>PaymentStreamCompoundingRollConvention</Name>
<Type>String</Type>
<AbbrName>Roll</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40922</EnumDatatype>
<Description>The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42618</Tag>
<Name>PaymentStreamBoundsFirstDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42619</Tag>
<Name>PaymentStreamBoundsLastDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>LastDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42620</Tag>
<Name>NoPaymentStreamCompoundingDatesBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42621</Tag>
<Name>PaymentStreamCompoundingDatesBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42622</Tag>
<Name>PaymentStreamCompoundingEndDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted compounding end date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42623</Tag>
<Name>PaymentStreamCompoundingEndDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the compounding end date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42624</Tag>
<Name>PaymentStreamCompoundingEndDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative compounding end date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42625</Tag>
<Name>PaymentStreamCompoundingEndDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative compounding end date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42626</Tag>
<Name>PaymentStreamCompoundingEndDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative compounding end date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42627</Tag>
<Name>PaymentStreamCompoundingEndDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted compounding end date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42628</Tag>
<Name>PaymentStreamCompoundingRateIndex</Name>
<Type>String</Type>
<AbbrName>Ndx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The payment stream's compounding floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42629</Tag>
<Name>PaymentStreamCompoundingRateIndexCurvePeriod</Name>
<Type>int</Type>
<AbbrName>NdxPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the payment stream's compounding floating rate index curve period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42630</Tag>
<Name>PaymentStreamCompoundingRateIndexCurveUnit</Name>
<Type>String</Type>
<AbbrName>NdxUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40791</EnumDatatype>
<Description>Time unit associated with the payment stream's compounding floating rate index curve period. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42631</Tag>
<Name>PaymentStreamCompoundingRateMultiplier</Name>
<Type>float</Type>
<AbbrName>RtMult</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42632</Tag>
<Name>PaymentStreamCompoundingRateSpread</Name>
<Type>PriceOffset</Type>
<AbbrName>Spread</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The basis points spread from the index specified in PaymentStreamCompoundingRateIndex(42628).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42633</Tag>
<Name>PaymentStreamCompoundingRateSpreadPositionType</Name>
<Type>int</Type>
<AbbrName>SpreadPosTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40795</EnumDatatype>
<Description>Identifies whether the rate spread is applied to a long or short position.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42634</Tag>
<Name>PaymentStreamCompoundingRateTreatment</Name>
<Type>int</Type>
<AbbrName>RtTrtmt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40796</EnumDatatype>
<Description>Specifies the yield calculation treatment for the index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42635</Tag>
<Name>PaymentStreamCompoundingCapRate</Name>
<Type>Percentage</Type>
<AbbrName>CapRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42636</Tag>
<Name>PaymentStreamCompoundingCapRateBuySide</Name>
<Type>int</Type>
<AbbrName>CapRtBuy</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40798</EnumDatatype>
<Description>Reference to the buyer of the compounding cap rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42637</Tag>
<Name>PaymentStreamCompoundingCapRateSellSide</Name>
<Type>int</Type>
<AbbrName>CapRtSell</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40798</EnumDatatype>
<Description>Reference to the seller of the compounding cap rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42638</Tag>
<Name>PaymentStreamCompoundingFloorRate</Name>
<Type>Percentage</Type>
<AbbrName>FlrRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42639</Tag>
<Name>PaymentStreamCompoundingFloorRateBuySide</Name>
<Type>int</Type>
<AbbrName>FlrRtBuy</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40801</EnumDatatype>
<Description>Reference to the buyer of the compounding floor rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42640</Tag>
<Name>PaymentStreamCompoundingFloorRateSellSide</Name>
<Type>int</Type>
<AbbrName>FlrRtSell</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40801</EnumDatatype>
<Description>Reference to the seller of the floor rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42641</Tag>
<Name>PaymentStreamCompoundingInitialRate</Name>
<Type>Percentage</Type>
<AbbrName>InitRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42642</Tag>
<Name>PaymentStreamCompoundingFinalRateRoundingDirection</Name>
<Type>char</Type>
<AbbrName>FnlRtRndDirctn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>468</EnumDatatype>
<Description>Specifies the rounding direction for the compounding floating rate.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42643</Tag>
<Name>PaymentStreamCompoundingFinalRatePrecision</Name>
<Type>int</Type>
<AbbrName>FnlRtPrcsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42644</Tag>
<Name>PaymentStreamCompoundingAveragingMethod</Name>
<Type>int</Type>
<AbbrName>AvgngMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40806</EnumDatatype>
<Description>Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42645</Tag>
<Name>PaymentStreamCompoundingNegativeRateTreatment</Name>
<Type>int</Type>
<AbbrName>NegtvRtTrtmt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40807</EnumDatatype>
<Description>Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42646</Tag>
<Name>PaymentStreamCompoundingStartDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted compounding start date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42647</Tag>
<Name>PaymentStreamCompoundingStartDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the compounding start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42648</Tag>
<Name>PaymentStreamCompoundingStartDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative compounding start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42649</Tag>
<Name>PaymentStreamCompoundingStartDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative compounding start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42650</Tag>
<Name>PaymentStreamCompoundingStartDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative compounding start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42651</Tag>
<Name>PaymentStreamCompoundingStartDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted compounding start date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42652</Tag>
<Name>PaymentStreamFormulaImageLength</Name>
<Type>Length</Type>
<AssociatedDataTag>42653</AssociatedDataTag>
<AbbrName>FrmlaImgLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Length in bytes of the PaymentStreamFormulaImage(42563) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42653</Tag>
<Name>PaymentStreamFormulaImage</Name>
<Type>data</Type>
<AbbrName>FrmlaImg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Image of the formula image when represented through an encoded clip in base64Binary.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42654</Tag>
<Name>PaymentStreamFinalPricePaymentDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted final price payment date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42655</Tag>
<Name>PaymentStreamFinalPricePaymentDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the final price payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42656</Tag>
<Name>PaymentStreamFinalPricePaymentDateOffsetfPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative final price payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42657</Tag>
<Name>PaymentStreamFinalPricePaymentDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative final price payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42658</Tag>
<Name>PaymentStreamFinalPricePaymentDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative final price payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42659</Tag>
<Name>PaymentStreamFinalPricePaymentDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted final price payment date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42660</Tag>
<Name>NoPaymentStreamFixingDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of fixing dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42661</Tag>
<Name>PaymentStreamFixingDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The fixing date. The type of date is specified in PaymentStreamFixingDateType(42662).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42662</Tag>
<Name>PaymentStreamFixingDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40827</EnumDatatype>
<Description>Specifies the type of fixing date (e.g. adjusted for holidays). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42663</Tag>
<Name>PaymentStreamFirstObservationDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstObsvtnDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted initial price observation date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42664</Tag>
<Name>PaymentStreamFirstObservationDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>FirstObsvtnReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the initial price observation date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42665</Tag>
<Name>PaymentStreamFirstObservationDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>FirstObsvtnOfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the initial price observation date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42666</Tag>
<Name>PaymentStreamFirstObservationDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstObsvtnDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted initial price observation date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42667</Tag>
<Name>PaymentStreamUnderlierRefID</Name>
<Type>String</Type>
<AbbrName>UndlrRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42668</Tag>
<Name>ReturnRateNotionalReset</Name>
<Type>Boolean</Type>
<AbbrName>RtnRtNotlReset</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42669</Tag>
<Name>PaymentStreamLinkInitialLevel</Name>
<Type>Price</Type>
<AbbrName>LinkInitLvl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Price level at which the correlation or variance swap contract will strike.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42670</Tag>
<Name>PaymentStreamLinkClosingLevelIndicator</Name>
<Type>Boolean</Type>
<AbbrName>LinkClsngLvl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42671</Tag>
<Name>PaymentStreamLinkExpiringLevelIndicator</Name>
<Type>Boolean</Type>
<AbbrName>LinkExpngLvl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42672</Tag>
<Name>PaymentStreamLinkEstimatedTradingDays</Name>
<Type>int</Type>
<AbbrName>LinkEstTrdgDays</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The expected number of trading days in the variance or correlation swap stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42673</Tag>
<Name>PaymentStreamLinkStrikePrice</Name>
<Type>Price</Type>
<AbbrName>LinkStrkPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The strike price of a correlation or variance swap stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42674</Tag>
<Name>PaymentStreamLinkStrikePriceType</Name>
<Type>int</Type>
<AbbrName>LinkStrkPxTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For a variance swap specifies how PaymentStreamLinkStrikePrice(42673) is expressed.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42675</Tag>
<Name>PaymentStreamLinkMaximumBoundary</Name>
<Type>float</Type>
<AbbrName>LinkMaxBndry</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the maximum or upper boundary for variance or strike determination.
For a variation swap stream all observations above this price level will be excluded from the variance calculation.
For a correlation swap stream the maximum boundary is a percentage of the strike price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42676</Tag>
<Name>PaymentStreamLinkMinimumBoundary</Name>
<Type>float</Type>
<AbbrName>LinkMinBndry</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the minimum or lower boundary for variance or strike determination.
For a variation swap stream all observations below this price level will be excluded from the variance calculation.
For a correlation swap stream the minimum boundary is a percentage of the strike price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42677</Tag>
<Name>PaymentStreamLinkNumberOfDataSeries</Name>
<Type>int</Type>
<AbbrName>LinkNumDataSeries</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42678</Tag>
<Name>PaymentStreamVarianceUnadjustedCap</Name>
<Type>float</Type>
<AbbrName>VarncCap</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42679</Tag>
<Name>PaymentStreamRealizedVarianceMethod</Name>
<Type>int</Type>
<AbbrName>RlzdVarncMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates which price to use to satisfy the boundary condition.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42680</Tag>
<Name>PaymentStreamDaysAdjustmentIndicator</Name>
<Type>Boolean</Type>
<AbbrName>DaysAdjmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42681</Tag>
<Name>PaymentStreamNearestExchangeContractRefID</Name>
<Type>String</Type>
<AbbrName>ExchCtrctRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42682</Tag>
<Name>PaymentStreamVegaNotionalAmount</Name>
<Type>float</Type>
<AbbrName>VegaNotlAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>"Vega Notional" represents the approximate gain/loss at maturity for a 1% difference between RVol (realised volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42683</Tag>
<Name>NoPaymentStreamFormulas</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of formulas in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42684</Tag>
<Name>PaymentStreamFormula</Name>
<Type>XMLData</Type>
<NotReqXML>1</NotReqXML>
<Description>Contains an XML representation of the formula. Defined for flexibility in choice of language (MathML, OpenMath or text).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42685</Tag>
<Name>PaymentStreamFormulaDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A description of the math formula in PaymentStreamFormula(42684).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42686</Tag>
<Name>PaymentStreamFormulaCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The currency in which the formula amount is denominated. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42687</Tag>
<Name>PaymentStreamFormulaCurrencyDeterminationMethod</Name>
<Type>String</Type>
<AbbrName>CcyDtrmnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the method according to which the formula amount currency is determined.
See http://www.fpml.org/coding-scheme/determination-method for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42688</Tag>
<Name>PaymentStreamFormulaReferenceAmount</Name>
<Type>int</Type>
<AbbrName>RefAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document.
See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42689</Tag>
<Name>PaymentStubEndDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted stub end date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42690</Tag>
<Name>PaymentStubEndDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The stub end date business day convention.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42691</Tag>
<Name>PaymentStubEndDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the stub end date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42692</Tag>
<Name>PaymentStubEndDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative stub end date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42693</Tag>
<Name>PaymentStubEndDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative stub end date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42694</Tag>
<Name>PaymentStubEndDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative stub end date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42695</Tag>
<Name>PaymentStubEndDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted stub end date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42696</Tag>
<Name>NoPaymentStubEndDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42697</Tag>
<Name>PaymentStubEndDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42698</Tag>
<Name>PaymentStubStartDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted stub start date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42699</Tag>
<Name>PaymentStubStartDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The stub start date business day convention.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42700</Tag>
<Name>PaymentStubStartDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the stub start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42701</Tag>
<Name>PaymentStubStartDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative stub start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42702</Tag>
<Name>PaymentStubStartDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative stub start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42703</Tag>
<Name>PaymentStubStartDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative stub start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42704</Tag>
<Name>PaymentStubStartDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted stub start date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42705</Tag>
<Name>NoPaymentStubStartDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42706</Tag>
<Name>PaymentStubStartDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42707</Tag>
<Name>ProvisionBreakFeeElection</Name>
<Type>int</Type>
<AbbrName>BrkFeeElctn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of fee elected for the break provision. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42708</Tag>
<Name>ProvisionBreakFeeRate</Name>
<Type>Percentage</Type>
<AbbrName>BrkFeeRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2417</Tag>
<Name>RelatedToDividendPeriodXIDRef</Name>
<Type>XIDREF</Type>
<AbbrName>XIDRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The DividendPeriodXID(42293) of the stream dividend period with which the related instrument has correlation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42709</Tag>
<Name>NoReturnRateDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of iterations in the return rate date repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42710</Tag>
<Name>ReturnRateDateMode</Name>
<Type>int</Type>
<AbbrName>Mode</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the valuation type applicable to the return rate date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42711</Tag>
<Name>ReturnRateValuationDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the return rate valuation dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42712</Tag>
<Name>ReturnRateValuationDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative return rate valuation date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42713</Tag>
<Name>ReturnRateValuationDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative return rate valuation date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42714</Tag>
<Name>ReturnRateValuationDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative return rate valuation date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42715</Tag>
<Name>ReturnRateValuationStartDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42716</Tag>
<Name>ReturnRateValuationStartDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>StartDtReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the return rate valuation start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42717</Tag>
<Name>ReturnRateValuationStartDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>StartDtOfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative return rate valuation start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42718</Tag>
<Name>ReturnRateValuationStartDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>StartDtOfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative return rate valuation start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42719</Tag>
<Name>ReturnRateValuationStartDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>StartDtOfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative return rate valuation start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42720</Tag>
<Name>ReturnRateValuationStartDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42721</Tag>
<Name>ReturnRateValuationEndDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>EndDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42722</Tag>
<Name>ReturnRateValuationEndDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>EndDtReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the return rate valuation end date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42723</Tag>
<Name>ReturnRateValuationEndDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>EndDtOfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative return rate valuation end date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42724</Tag>
<Name>ReturnRateValuationEndDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>EndDtOfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative return rate valuation end date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42725</Tag>
<Name>ReturnRateValuationEndDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>EndDtOfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative return rate valuation end date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42726</Tag>
<Name>ReturnRateValuationEndDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>EndDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42727</Tag>
<Name>ReturnRateValuationFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the frequency at which return rate valuation dates occur. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42728</Tag>
<Name>ReturnRateValuationFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1949</EnumDatatype>
<Description>Time unit associated with the frequency at which return rate valuation dates occur.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42729</Tag>
<Name>ReturnRateValuationFrequencyRollConvention</Name>
<Type>String</Type>
<AbbrName>Roll</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40922</EnumDatatype>
<Description>The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42730</Tag>
<Name>ReturnRateValuationDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The return rate valuation dates business day convention.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42731</Tag>
<Name>NoReturnRateFXConversions</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of iterations in the return rate FX conversion repeating group. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42732</Tag>
<Name>ReturnRateFXCurrencySymbol</Name>
<Type>String</Type>
<AbbrName>CcySym</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42733</Tag>
<Name>ReturnRateFXRate</Name>
<Type>float</Type>
<AbbrName>FxRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The rate of exchange between the two currencies specified in ReturnRateFXCurrencySymbol(42732).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42734</Tag>
<Name>ReturnRateFXRateCalc</Name>
<Type>char</Type>
<AbbrName>FxRtCalc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>156</EnumDatatype>
<Description>Specifies whether ReturnRateFXRate(42733) should be multiplied or divided.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42735</Tag>
<Name>NoReturnRates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of iterations in the return rate repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42736</Tag>
<Name>ReturnRatePriceSequence</Name>
<Type>int</Type>
<AbbrName>PxSeq</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of price sequence of the return rate.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42737</Tag>
<Name>ReturnRateCommissionBasis</Name>
<Type>char</Type>
<AbbrName>CommBasis</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>13</EnumDatatype>
<Description>Specifies the basis or unit used to calculate the commission.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42738</Tag>
<Name>ReturnRateCommissionAmount</Name>
<Type>Amt</Type>
<AbbrName>CommAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The commission amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42739</Tag>
<Name>ReturnRateCommissionCurrency</Name>
<Type>Currency</Type>
<AbbrName>CommCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42740</Tag>
<Name>ReturnRateTotalCommissionPerTrade</Name>
<Type>Amt</Type>
<AbbrName>TotCommPerTrd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The total commission per trade.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42741</Tag>
<Name>ReturnRateDeterminationMethod</Name>
<Type>String</Type>
<AbbrName>DtrmnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the method by which the underlier prices are determined.
See http://www.fpml.org/coding-scheme/determination-method for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42742</Tag>
<Name>ReturnRateAmountRelativeTo</Name>
<Type>int</Type>
<AbbrName>AmtReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the reference amount when the return rate amount is relative to another amount in the trade.
See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42743</Tag>
<Name>ReturnRateQuoteMeasureType</Name>
<Type>String</Type>
<AbbrName>QteTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc.
See http://www.fpml.org/coding-scheme/asset-measure for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42744</Tag>
<Name>ReturnRateQuoteUnits</Name>
<Type>String</Type>
<AbbrName>QteUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units.
See http://www.fpml.org/coding-scheme/price-quote-units for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42745</Tag>
<Name>ReturnRateQuoteMethod</Name>
<Type>int</Type>
<AbbrName>QteMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40027</EnumDatatype>
<Description>Specifies the type of quote used to determine the return rate of the swap.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42746</Tag>
<Name>ReturnRateQuoteCurrency</Name>
<Type>Currency</Type>
<AbbrName>QteCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42747</Tag>
<Name>ReturnRateQuoteCurrencyType</Name>
<Type>String</Type>
<AbbrName>QteCcyTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in.
See http://www.fpml.org/coding-scheme/reporting-currency-type for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42748</Tag>
<Name>ReturnRateQuoteTimeType</Name>
<Type>int</Type>
<AbbrName>QteTmTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies how or the timing when the quote is to be obtained.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42749</Tag>
<Name>ReturnRateQuoteTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>QteTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The time when the quote is to be generated.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42750</Tag>
<Name>ReturnRateQuoteDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>QteDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The date when the quote is to be generated.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42751</Tag>
<Name>ReturnRateQuoteExpirationTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>QteExpTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The time when the quote ceases to be valid.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42752</Tag>
<Name>ReturnRateQuoteBusinessCenter</Name>
<Type>String</Type>
<AbbrName>QteBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for adjustments associated with ReturnRateQuoteTimeType(42748) or ReturnRateQuoteTime(42749) and ReturnRateQuoteDate(42750), e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42753</Tag>
<Name>ReturnRateQuoteExchange</Name>
<Type>Exchange</Type>
<AbbrName>QteExch</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42754</Tag>
<Name>ReturnRateQuotePricingModel</Name>
<Type>String</Type>
<AbbrName>QteModel</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the pricing model used to evaluate the underlying asset price.
See http://www.fpml.org/coding-scheme/pricing-model for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42755</Tag>
<Name>ReturnRateCashFlowType</Name>
<Type>String</Type>
<AbbrName>CshFlow</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc.
See http://www.fpml.org/coding-scheme/cashflow-type for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42756</Tag>
<Name>ReturnRateValuationTimeType</Name>
<Type>int</Type>
<AbbrName>ValTmTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42748</EnumDatatype>
<Description>Specifies the timing at which the calculation agent values the underlying.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42757</Tag>
<Name>ReturnRateValuationTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>ValTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The time at which the calculation agent values the underlying asset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42758</Tag>
<Name>ReturnRateValuationTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>ValTmBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for adjustments associated with ReturnRateValuationTimeType(42756) or ReturnRateValuationTime(42757), e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42759</Tag>
<Name>ReturnRateValuationPriceOption</Name>
<Type>int</Type>
<AbbrName>ValPxOpt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether an ISDA price option applies, and if applicable which type of price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42760</Tag>
<Name>ReturnRateFinalPriceFallback</Name>
<Type>int</Type>
<AbbrName>FnlPxFallbck</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2599</EnumDatatype>
<Description>Specifies the fallback provision for the hedging party in the determination of the final price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42761</Tag>
<Name>NoReturnRateInformationSources</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of iterations in the return rate information source repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42762</Tag>
<Name>ReturnRateInformationSource</Name>
<Type>int</Type>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1446</EnumDatatype>
<Description>Identifies the source of rate information. For FX the references source to be used for the FX spot rate.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42763</Tag>
<Name>ReturnRateReferencePage</Name>
<Type>String</Type>
<AbbrName>RefPg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reference "page" from the rate source.
For FX, the reference page to the spot rate to be used for the reference FX spot rate.
When ReturnRateInformationSource(42762) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions.
See: http://www.fpml.org/coding-scheme/settlement-rate-option</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42764</Tag>
<Name>ReturnRateReferencePageHeading</Name>
<Type>String</Type>
<AbbrName>RefHdng</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the page heading from the rate source.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42765</Tag>
<Name>NoReturnRatePrices</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of iterations in the return rate price repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42766</Tag>
<Name>ReturnRatePriceBasis</Name>
<Type>int</Type>
<AbbrName>PxBasis</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The basis of the return price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42767</Tag>
<Name>ReturnRatePrice</Name>
<Type>Price</Type>
<AbbrName>Px</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the price of the underlying swap asset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42768</Tag>
<Name>ReturnRatePriceCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42769</Tag>
<Name>ReturnRatePriceType</Name>
<Type>int</Type>
<AbbrName>PxTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies whether the ReturnRatePrice(42767) is expressed in absolute or relative terms.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42770</Tag>
<Name>NoReturnRateValuationDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of iterations in the return rate valuation date business center repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42771</Tag>
<Name>ReturnRateValuationDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42772</Tag>
<Name>NoReturnRateValuationDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of iterations in the return rate valuation date repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42773</Tag>
<Name>ReturnRateValuationDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The return rate valuation date. Type of date is specified in ReturnRateValuationDateType(42774).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42774</Tag>
<Name>ReturnRateValuationDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40827</EnumDatatype>
<Description>Specifies the type of return rate valuation date (e.g. adjusted for holidays). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42775</Tag>
<Name>NoSettlMethodElectionDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42776</Tag>
<Name>SettlMethodElectionDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42777</Tag>
<Name>SettlMethodElectionDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted settlement method election date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42778</Tag>
<Name>SettlMethodElectionDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The settlement method election date adjustment business day convention. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42779</Tag>
<Name>SettlMethodElectionDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the settlement method election date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42780</Tag>
<Name>SettlMethodElectionDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative settlement method election date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42781</Tag>
<Name>SettlMethodElectionDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative settlement method election date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42782</Tag>
<Name>SettlMethodElectionDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative settlement method election date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42783</Tag>
<Name>SettlMethodElectionDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted settlement method election date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42784</Tag>
<Name>StreamVersion</Name>
<Type>String</Type>
<AbbrName>Ver</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42785</Tag>
<Name>StreamVersionEffectiveDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>VerEfctvDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The effective date of the StreamVersion(42784).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42786</Tag>
<Name>StreamNotionalDeterminationMethod</Name>
<Type>String</Type>
<AbbrName>NotlDtrmnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the method for determining the floating notional value for equity swaps.
See http://www.fpml.org/coding-scheme/determination-method for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42787</Tag>
<Name>StreamNotionalAdjustments</Name>
<Type>int</Type>
<AbbrName>NotlAdjmts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42788</Tag>
<Name>NoUnderlyingCashSettlDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42789</Tag>
<Name>UnderlyingCashSettlDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42790</Tag>
<Name>UnderlyingCashSettlDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted cash settlement date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42791</Tag>
<Name>UnderlyingCashSettlDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42792</Tag>
<Name>UnderlyingCashSettlDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the cash settlement date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42793</Tag>
<Name>UnderlyingCashSettlDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative cash settlement date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42794</Tag>
<Name>UnderlyingCashSettlDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative cash settlement date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42795</Tag>
<Name>UnderlyingCashSettlDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative cash settlement date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42796</Tag>
<Name>UnderlyingCashSettlDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted cash settlement date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42797</Tag>
<Name>UnderlyingCashSettlPriceSource</Name>
<Type>String</Type>
<AbbrName>PxSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The source from which the settlement price is to be obtained.
See http://www.fpml.org/coding-scheme/settlement-price-source for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42798</Tag>
<Name>UnderlyingCashSettlPriceDefault</Name>
<Type>int</Type>
<AbbrName>PxDflt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42217</EnumDatatype>
<Description>The default election for determining settlement price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2611</Tag>
<Name>UnderlyingComplexEventFuturesPriceValuation</Name>
<Type>Boolean</Type>
<AbbrName>FutPxVal</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2612</Tag>
<Name>UnderlyingComplexEventOptionsPriceValuation</Name>
<Type>Boolean</Type>
<AbbrName>OptPxVal</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2613</Tag>
<Name>UnderlyingComplexEventPVFinalPriceElectionFallback</Name>
<Type>int</Type>
<AbbrName>PVPxFallbck</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2599</EnumDatatype>
<Description>Specifies the fallback provisions for the hedging party in the determination of the final settlement price</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42799</Tag>
<Name>NoUnderlyingDividendAccrualPaymentDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of entries in the UnderlyingDividendAccrualPaymentDateBusinessCenterGrp.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42800</Tag>
<Name>UnderlyingDividendAccrualPaymentDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42801</Tag>
<Name>UnderlyingDividendFloatingRateIndex</Name>
<Type>String</Type>
<AbbrName>Ndx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The dividend accrual floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42802</Tag>
<Name>UnderlyingDividendFloatingRateIndexCurvePeriod</Name>
<Type>int</Type>
<AbbrName>NdxPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the dividend accrual floating rate index curve.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42803</Tag>
<Name>UnderlyingDividendFloatingRateIndexCurveUnit</Name>
<Type>String</Type>
<AbbrName>NdxUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40791</EnumDatatype>
<Description>Time unit associated with the dividend accrual floating rate index curve period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42804</Tag>
<Name>UnderlyingDividendFloatingRateMultiplier</Name>
<Type>float</Type>
<AbbrName>RtMult</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42805</Tag>
<Name>UnderlyingDividendFloatingRateSpread</Name>
<Type>PriceOffset</Type>
<AbbrName>Spread</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The basis points spread from the index specified in UnderlyingDividendFloatingRateIndex(42801).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42806</Tag>
<Name>UnderlyingDividendFloatingRateSpreadPositionType</Name>
<Type>int</Type>
<AbbrName>SpreadPosTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40795</EnumDatatype>
<Description>Identifies whether the rate spread is applied to a long or short position.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42807</Tag>
<Name>UnderlyingDividendFloatingRateTreatment</Name>
<Type>int</Type>
<AbbrName>RtTrtmt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40796</EnumDatatype>
<Description>Specifies the yield calculation treatment for the index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42808</Tag>
<Name>UnderlyingDividendCapRate</Name>
<Type>Percentage</Type>
<AbbrName>CapRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42809</Tag>
<Name>UnderlyingDividendCapRateBuySide</Name>
<Type>int</Type>
<AbbrName>CapRtBuy</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40798</EnumDatatype>
<Description>Reference to the buyer of the cap rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42810</Tag>
<Name>UnderlyingDividendCapRateSellSide</Name>
<Type>int</Type>
<AbbrName>CapRtSell</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40798</EnumDatatype>
<Description>Reference to the seller of the cap rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42811</Tag>
<Name>UnderlyingDividendFloorRate</Name>
<Type>Percentage</Type>
<AbbrName>FlrRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42812</Tag>
<Name>UnderlyingDividendFloorRateBuySide</Name>
<Type>int</Type>
<AbbrName>FlrRtBuy</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40801</EnumDatatype>
<Description>Reference to the buyer of the floor rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42813</Tag>
<Name>UnderlyingDividendFloorRateSellSide</Name>
<Type>int</Type>
<AbbrName>FlrRtSell</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40801</EnumDatatype>
<Description>Reference to the seller of the floor rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42814</Tag>
<Name>UnderlyingDividendInitialRate</Name>
<Type>Percentage</Type>
<AbbrName>InitRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42815</Tag>
<Name>UnderlyingDividendFinalRateRoundingDirection</Name>
<Type>char</Type>
<AbbrName>FnlRtRndDirctn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>468</EnumDatatype>
<Description>Specifies the rounding direction of the final rate.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42816</Tag>
<Name>UnderlyingDividendFinalRatePrecision</Name>
<Type>int</Type>
<AbbrName>FnlRtPrcsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42817</Tag>
<Name>UnderlyingDividendAveragingMethod</Name>
<Type>int</Type>
<AbbrName>AvgngMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40806</EnumDatatype>
<Description>When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42818</Tag>
<Name>UnderlyingDividendNegativeRateTreatment</Name>
<Type>int</Type>
<AbbrName>NegtvRtTrtmt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40807</EnumDatatype>
<Description>The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42819</Tag>
<Name>UnderlyingDividendAccrualPaymentDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the accrual payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42820</Tag>
<Name>UnderlyingDividendAccrualPaymentDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative accrual payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42821</Tag>
<Name>UnderlyingDividendAccrualPaymentDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative accrual payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42822</Tag>
<Name>UnderlyingDividendAccrualPaymentDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative accrual payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42823</Tag>
<Name>UnderlyingDividendAccrualPaymentDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted accrual payment date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42824</Tag>
<Name>UnderlyingDividendAccrualPaymentDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>Accrual payment date adjustment business day convention.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42825</Tag>
<Name>UnderlyingDividendAccrualPaymentDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted accrual payment date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42826</Tag>
<Name>UnderlyingDividendReinvestmentIndicator</Name>
<Type>Boolean</Type>
<AbbrName>RnvstmntInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the dividend will be reinvested.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42827</Tag>
<Name>UnderlyingDividendEntitlementEvent</Name>
<Type>int</Type>
<AbbrName>EntlmntEvnt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42246</EnumDatatype>
<Description>Defines the contract event which the receiver of the derivative is entitled to the dividend.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42828</Tag>
<Name>UnderlyingDividendAmountType</Name>
<Type>int</Type>
<AbbrName>AmtTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42247</EnumDatatype>
<Description>Indicates how the gross cash dividend amount per share is determined.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42829</Tag>
<Name>UnderlyingDividendUnderlierRefID</Name>
<Type>String</Type>
<AbbrName>UndlrRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in a separate instance of the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42830</Tag>
<Name>UnderlyingExtraordinaryDividendPartySide</Name>
<Type>int</Type>
<AbbrName>ExtrordSide</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40798</EnumDatatype>
<Description>Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42831</Tag>
<Name>UnderlyingExtraordinaryDividendAmountType</Name>
<Type>int</Type>
<AbbrName>ExtrordAmtTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42247</EnumDatatype>
<Description>Indicates how the extraordinary gross cash dividend per share is determined.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42832</Tag>
<Name>UnderlyingExtraordinaryDividendCurrency</Name>
<Type>Currency</Type>
<AbbrName>ExtrordCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42833</Tag>
<Name>UnderlyingExtraordinaryDividendDeterminationMethod</Name>
<Type>String</Type>
<AbbrName>ExtrordDtrmnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the method in which the excess amount is determined.
See http://www.fpml.org/coding-scheme/determination-method for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42834</Tag>
<Name>UnderlyingDividendAccrualFixedRate</Name>
<Type>Percentage</Type>
<AbbrName>AcrlFixedRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The dividend accrual fixed rate per annum expressed as a decimal.
A value of 5% would be represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42835</Tag>
<Name>UnderlyingDividendCompoundingMethod</Name>
<Type>int</Type>
<AbbrName>CmpndgMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40747</EnumDatatype>
<Description>The compounding method to be used when more than one dividend period contributes to a single payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42836</Tag>
<Name>UnderlyingDividendNumOfIndexUnits</Name>
<Type>int</Type>
<AbbrName>NumNdxUnits</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of index units applicable to dividends.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42837</Tag>
<Name>UnderlyingDividendCashPercentage</Name>
<Type>Percentage</Type>
<AbbrName>CshPctage</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Declared cash dividend percentage.
A value of 5% would be represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42838</Tag>
<Name>UnderlyingDividendCashEquivalentPercentage</Name>
<Type>Percentage</Type>
<AbbrName>CshEqvlntPctage</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42839</Tag>
<Name>UnderlyingNonCashDividendTreatment</Name>
<Type>int</Type>
<AbbrName>NonCshTrtmt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42258</EnumDatatype>
<Description>Defines the treatment of non-cash dividends.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42840</Tag>
<Name>UnderlyingDividendComposition</Name>
<Type>int</Type>
<AbbrName>Cmpstn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42259</EnumDatatype>
<Description>Defines how the composition of dividends is to be determined.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42841</Tag>
<Name>UnderlyingSpecialDividendsIndicator</Name>
<Type>Boolean</Type>
<AbbrName>SpeclDividendInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether special dividends are applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42842</Tag>
<Name>UnderlyingMaterialDividendsIndicator</Name>
<Type>Boolean</Type>
<AbbrName>MtrlDividendInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether material non-cash dividends are applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42843</Tag>
<Name>UnderlyingOptionsExchangeDividendsIndicator</Name>
<Type>Boolean</Type>
<AbbrName>ExchDividendInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether option exchange dividends are applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42844</Tag>
<Name>UnderlyingAdditionalDividendsIndicator</Name>
<Type>Boolean</Type>
<AbbrName>AddtnlDividendInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether additional dividends are applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42845</Tag>
<Name>UnderlyingAllDividendsIndicator</Name>
<Type>Boolean</Type>
<AbbrName>AllDividendInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42846</Tag>
<Name>UnderlyingDividendFXTriggerDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the FX trigger date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42847</Tag>
<Name>UnderlyingDividendFXTriggerDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative FX trigger date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42848</Tag>
<Name>UnderlyingDividendFXTriggerDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative FX trigger date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42849</Tag>
<Name>UnderlyingDividendFXTriggerDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative FX trigger date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42850</Tag>
<Name>UnderlyingDividendFXTriggerDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted FX trigger date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42851</Tag>
<Name>UnderlyingDividendFXTriggerDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The business day convention used for the FX trigger date adjustment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42852</Tag>
<Name>UnderlyingDividendFXTriggerDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted FX trigger date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42853</Tag>
<Name>NoUnderlyingDividendFXTriggerDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of entries in the UnderlyingDividendFXTriggerDateBusinessCenterGrp.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42854</Tag>
<Name>UnderlyingDividendFXTriggerDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42855</Tag>
<Name>NoUnderlyingDividendPayments</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of entries in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42856</Tag>
<Name>UnderlyingDividendPaymentDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the date that the dividend or coupon payment is due.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42857</Tag>
<Name>UnderlyingDividendPaymentAmount</Name>
<Type>Amt</Type>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The amount of the dividend or coupon payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42858</Tag>
<Name>UnderlyingDividendPaymentCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency the UnderlyingDividendPaymentAmount(42857) is denominated in. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42859</Tag>
<Name>UnderlyingDividendAccruedInterest</Name>
<Type>Amt</Type>
<AbbrName>AcrdInt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Accrued interest on the dividend or coupon payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42860</Tag>
<Name>UnderlyingDividendPayoutRatio</Name>
<Type>float</Type>
<AbbrName>Ratio</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the actual dividend payout ratio associated with the equity or bond underlier.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42861</Tag>
<Name>UnderlyingDividendPayoutConditions</Name>
<Type>String</Type>
<AbbrName>Conds</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the dividend payout conditions that will be applied in the case where the actual ratio is not known, typically because of regulatory or legal uncertainties. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42862</Tag>
<Name>NoUnderlyingDividendPeriods</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of entries in the UnderlyingDividendPeriodGrp component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42863</Tag>
<Name>UnderlyingDividendPeriodSequence</Name>
<Type>int</Type>
<AbbrName>Seq</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42864</Tag>
<Name>UnderlyingDividendPeriodStartDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted date on which the dividend period will begin.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42865</Tag>
<Name>UnderlyingDividendPeriodEndDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>EndDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted date on which the dividend period will end.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42866</Tag>
<Name>UnderlyingDividendPeriodUnderlierRefID</Name>
<Type>String</Type>
<AbbrName>UndlrRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42867</Tag>
<Name>UnderlyingDividendPeriodStrikePrice</Name>
<Type>Price</Type>
<AbbrName>StrkPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the fixed strike price of the dividend period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42868</Tag>
<Name>UnderlyingDividendPeriodBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The dividend period dates business day convention.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42869</Tag>
<Name>UnderlyingDividendPeriodValuationDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>ValDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted dividend period valuation date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42870</Tag>
<Name>UnderlyingDividendPeriodValuationDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>ValDtReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the dividend period valuation date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42871</Tag>
<Name>UnderlyingDividendPeriodValuationDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>ValDtOfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative dividend period valuation date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42872</Tag>
<Name>UnderlyingDividendPeriodValuationDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>ValDtOfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative dividend period valuation date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42873</Tag>
<Name>UnderlyingDividendPeriodValuationDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>ValDtOfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative dividend period valuation date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42874</Tag>
<Name>UnderlyingDividendPeriodValuationDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>ValDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted dividend period valuation date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42875</Tag>
<Name>UnderlyingDividendPeriodPaymentDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>PmtDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted dividend period payment date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42876</Tag>
<Name>UnderlyingDividendPeriodPaymentDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>PmtDtReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the dividend period payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42877</Tag>
<Name>UnderlyingDividendPeriodPaymentDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>PmtDtOfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative dividend period payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42878</Tag>
<Name>UnderlyingDividendPeriodPaymentDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>PmtDtOfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative dividend period payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42879</Tag>
<Name>UnderlyingDividendPeriodPaymentDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>PmtDtOfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative dividend period payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42880</Tag>
<Name>UnderlyingDividendPeriodPaymentDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>PmtDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted dividend period payment date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42881</Tag>
<Name>UnderlyingDividendPeriodXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42882</Tag>
<Name>NoUnderlyingDividendPeriodBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of entries in UnderlyingDividendPeriodBusinessCenterGrp.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42883</Tag>
<Name>UnderlyingDividendPeriodBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42884</Tag>
<Name>NoUnderlyingExtraordinaryEvents</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of extraordinary events in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42885</Tag>
<Name>UnderlyingExtraordinaryEventType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the type of extraordinary or disruptive event applicable to UnderlyingExtraordinaryEventType(42885).
See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42886</Tag>
<Name>UnderlyingExtraordinaryEventValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The extraordinary or disruptive event value appropriate to UnderlyingExtraordinaryEventType(42885).
See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2614</Tag>
<Name>UnderlyingNotional</Name>
<Type>Amt</Type>
<AbbrName>Notl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Notional value for the equity or bond underlier.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2615</Tag>
<Name>UnderlyingNotionalCurrency</Name>
<Type>Currency</Type>
<AbbrName>NotlCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency denomination of the notional value. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2616</Tag>
<Name>UnderlyingNotionalDeterminationMethod</Name>
<Type>String</Type>
<AbbrName>NotlDtrmnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the method of determining the notional amount.
See: http://www.fpml.org/coding-scheme/determination-method for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2617</Tag>
<Name>UnderlyingNotionalAdjustments</Name>
<Type>int</Type>
<AbbrName>NotlAdjmts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the conditions that govern the adjustment to the number of units of the return swap.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2619</Tag>
<Name>UnderlyingNotionalXIDRef</Name>
<Type>XIDREF</Type>
<AbbrName>NotlXIDRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Cross reference to another notional amount for duplicating its properties.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2620</Tag>
<Name>UnderlyingFutureID</Name>
<Type>String</Type>
<AbbrName>FutID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>In the case of an index underlier specifies the unique identifier for the referenced futures contract.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2621</Tag>
<Name>UnderlyingFutureIDSource</Name>
<Type>String</Type>
<AbbrName>FutIDSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<Description>Identifies the source of the UnderlyingFutureID(2620).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2622</Tag>
<Name>UnderlyingStrikeIndexCurvePoint</Name>
<Type>String</Type>
<AbbrName>StrkNdxPnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The point on the floating rate index curve. Sample values:
M = combination of a number between 1-12 and an "M" for month, e.g. 3M
Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y
10Y-OLD = see above, then add "-OLD" when appropriate
INTERPOLATED = the point is mathematically derived
2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2623</Tag>
<Name>UnderlyingStrikeIndexQuote</Name>
<Type>int</Type>
<AbbrName>StrkNdxQte</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2601</EnumDatatype>
<Description>The quote side from which the index price is to be determined.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2624</Tag>
<Name>UnderlyingExtraordinaryEventAdjustmentMethod</Name>
<Type>int</Type>
<AbbrName>ExtrordEvntAdjMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2602</EnumDatatype>
<Description>Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2625</Tag>
<Name>UnderlyingExchangeLookAlike</Name>
<Type>Boolean</Type>
<AbbrName>ExchLookAlike</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. </Description>
<Elaboration>This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)).</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2626</Tag>
<Name>UnderlyingAverageVolumeLimitationPercentage</Name>
<Type>Amt</Type>
<AbbrName>AvgLmtPctg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The limit of average percentage of individual securities traded in a day or a number of days.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2627</Tag>
<Name>UnderlyingAverageVolumeLimitationPeriodDays</Name>
<Type>int</Type>
<AbbrName>AvgLmtDys</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the limitation period for average daily trading volume in number of days.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2628</Tag>
<Name>UnderlyingDepositoryReceiptIndicator</Name>
<Type>Boolean</Type>
<AbbrName>DpstryRcptInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the underlier is a depository receipt.</Description>
<Elaboration>A depository receipt is a negotiable certificate issued by a trust company or security depository.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2629</Tag>
<Name>UnderlyingOpenUnits</Name>
<Type>Qty</Type>
<AbbrName>OpnUnits</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of units (units of the index or number of securities, par amount of a bond) that constitute the underlier. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2630</Tag>
<Name>UnderlyingBasketDivisor</Name>
<Type>float</Type>
<AbbrName>BsktDvsr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>2631</Tag>
<Name>UnderlyingInstrumentXID</Name>
<Type>XID</Type>
<AbbrName>XID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier for referencing this UnderlyingInstrument from a parent instrument or a convertible instrument.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42887</Tag>
<Name>UnderlyingSettlMethodElectingPartySide</Name>
<Type>int</Type>
<AbbrName>SettlMethElctngSide</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40214</EnumDatatype>
<Description>Side value of the party electing the settlement method.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42888</Tag>
<Name>UnderlyingMakeWholeDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The date through which the option cannot be exercised without penalty.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42889</Tag>
<Name>UnderlyingMakeWholeAmount</Name>
<Type>Amt</Type>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Amount to be paid by the buyer of the option if the option is exercised prior to the UnderlyingMakeWholeDate(42888).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42890</Tag>
<Name>UnderlyingMakeWholeBenchmarkCurveName</Name>
<Type>String</Type>
<AbbrName>Name</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the benchmark floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42891</Tag>
<Name>UnderlyingMakeWholeBenchmarkCurvePoint</Name>
<Type>String</Type>
<AbbrName>Point</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The point on the floating rate index curve.
Sample values:
M = combination of a number between 1-12 and an "M" for month, e.g. 3M
Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y
10Y-OLD = see above, then add "-OLD" when appropriate
INTERPOLATED = the point is mathematically derived
2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42892</Tag>
<Name>UnderlyingMakeWholeRecallSpread</Name>
<Type>PriceOffset</Type>
<AbbrName>Spread</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Spread over the floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42893</Tag>
<Name>UnderlyingMakeWholeBenchmarkQuote</Name>
<Type>int</Type>
<AbbrName>Qte</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2601</EnumDatatype>
<Description>The quote side of the benchmark to be used for calculating the "make whole" amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42894</Tag>
<Name>UnderlyingMakeWholeInterpolationMethod</Name>
<Type>int</Type>
<AbbrName>IntrpltnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40811</EnumDatatype>
<Description>The method used when calculating the "make whole" amount. The most common is linear method.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42895</Tag>
<Name>UnderlyingPaymentStreamCashSettlIndicator</Name>
<Type>Boolean</Type>
<AbbrName>CshSettlInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether cash settlement is applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42896</Tag>
<Name>UnderlyingPaymentStreamCompoundingXIDRef</Name>
<Type>XIDREF</Type>
<AbbrName>CmpndgXIDRef</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference to the stream which details the compounding fixed or floating rate.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42897</Tag>
<Name>UnderlyingPaymentStreamCompoundingSpread</Name>
<Type>PriceOffset</Type>
<AbbrName>CmpndgSpread</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42898</Tag>
<Name>UnderlyingPaymentStreamInterpolationMethod</Name>
<Type>int</Type>
<AbbrName>IntrpltnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40811</EnumDatatype>
<Description>The method used when calculating the index rate from multiple points on the curve. The most common is linear method.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42899</Tag>
<Name>UnderlyingPaymentStreamInterpolationPeriod</Name>
<Type>int</Type>
<AbbrName>IntrpltnPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42604</EnumDatatype>
<Description>Defines applicable periods for interpolation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42900</Tag>
<Name>UnderlyingPaymentStreamCompoundingFixedRate</Name>
<Type>float</Type>
<AbbrName>CmpndgFixedRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The compounding fixed rate applicable to the payment stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42901</Tag>
<Name>NoUnderlyingPaymentStreamCompoundingDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42902</Tag>
<Name>UnderlyingPaymentStreamCompoundingDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The compounding date. Type of date is specified in UnderlyingPaymentStreamCompoundingDateType(42903).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42903</Tag>
<Name>UnderlyingPaymentStreamCompoundingDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40827</EnumDatatype>
<Description>Specifies the type of payment compounding date (e.g. adjusted for holidays). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42904</Tag>
<Name>UnderlyingPaymentStreamCompoundingDatesBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The compounding dates business day convention.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42905</Tag>
<Name>UnderlyingPaymentStreamCompoundingDatesRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the compounding dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42906</Tag>
<Name>UnderlyingPaymentStreamCompoundingDatesOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative compounding date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42907</Tag>
<Name>UnderlyingPaymentStreamCompoundingDatesOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative compounding date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42908</Tag>
<Name>UnderlyingPaymentStreamCompoundingDatesOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative compounding date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42909</Tag>
<Name>UnderlyingPaymentStreamCompoundingPeriodSkip</Name>
<Type>int</Type>
<AbbrName>Skip</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42910</Tag>
<Name>UnderlyingPaymentStreamCompoundingFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the frequency at which compounding dates occur. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42911</Tag>
<Name>UnderlyingPaymentStreamCompoundingFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1949</EnumDatatype>
<Description>Time unit associated with the frequency at which compounding dates occur.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42912</Tag>
<Name>UnderlyingPaymentStreamCompoundingRollConvention</Name>
<Type>String</Type>
<AbbrName>Roll</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40922</EnumDatatype>
<Description>The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency.
</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42913</Tag>
<Name>UnderlyingPaymentStreamBoundsFirstDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42914</Tag>
<Name>UnderlyingPaymentStreamBoundsLastDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>LastDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42915</Tag>
<Name>NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42916</Tag>
<Name>UnderlyingPaymentStreamCompoundingDatesBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42917</Tag>
<Name>UnderlyingPaymentStreamCompoundingEndDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted compounding end date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42918</Tag>
<Name>UnderlyingPaymentStreamCompoundingEndDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the compounding end date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42919</Tag>
<Name>UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative compounding end date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42920</Tag>
<Name>UnderlyingPaymentStreamCompoundingEndDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative compounding end date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42921</Tag>
<Name>UnderlyingPaymentStreamCompoundingEndDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative compounding end date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42922</Tag>
<Name>UnderlyingPaymentStreamCompoundingEndDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted compounding end date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42923</Tag>
<Name>UnderlyingPaymentStreamCompoundingRateIndex</Name>
<Type>String</Type>
<AbbrName>Ndx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The payment stream's compounding floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42924</Tag>
<Name>UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod</Name>
<Type>int</Type>
<AbbrName>NdxPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the payment stream's compounding floating rate index curve period.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42925</Tag>
<Name>UnderlyingPaymentStreamCompoundingRateIndexCurveUnit</Name>
<Type>String</Type>
<AbbrName>NdxUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40791</EnumDatatype>
<Description>Time unit associated with the payment stream's compounding floating rate index curve period. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42926</Tag>
<Name>UnderlyingPaymentStreamCompoundingRateMultiplier</Name>
<Type>float</Type>
<AbbrName>RtMult</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42927</Tag>
<Name>UnderlyingPaymentStreamCompoundingRateSpread</Name>
<Type>PriceOffset</Type>
<AbbrName>Spread</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The basis points spread from the index specified in UnderlyingPaymentStreamCompoundingRateIndex(42923).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42928</Tag>
<Name>UnderlyingPaymentStreamCompoundingRateSpreadPositionType</Name>
<Type>int</Type>
<AbbrName>SpreadPosTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40795</EnumDatatype>
<Description>Identifies whether the rate spread is applied to a long or short position.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42929</Tag>
<Name>UnderlyingPaymentStreamCompoundingRateTreatment</Name>
<Type>int</Type>
<AbbrName>RtTrtmt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40796</EnumDatatype>
<Description>Specifies the yield calculation treatment for the index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42930</Tag>
<Name>UnderlyingPaymentStreamCompoundingCapRate</Name>
<Type>Percentage</Type>
<AbbrName>CapRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42931</Tag>
<Name>UnderlyingPaymentStreamCompoundingCapRateBuySide</Name>
<Type>int</Type>
<AbbrName>CapRtBuy</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40798</EnumDatatype>
<Description>Reference to the buyer of the compounding cap rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42932</Tag>
<Name>UnderlyingPaymentStreamCompoundingCapRateSellSide</Name>
<Type>int</Type>
<AbbrName>CapRtSell</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40798</EnumDatatype>
<Description>Reference to the seller of the compounding cap rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42933</Tag>
<Name>UnderlyingPaymentStreamCompoundingFloorRate</Name>
<Type>Percentage</Type>
<AbbrName>FlrRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42934</Tag>
<Name>UnderlyingPaymentStreamCompoundingFloorRateBuySide</Name>
<Type>int</Type>
<AbbrName>FlrRtBuy</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40801</EnumDatatype>
<Description>Reference to the buyer of the compounding floor rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42935</Tag>
<Name>UnderlyingPaymentStreamCompoundingFloorRateSellSide</Name>
<Type>int</Type>
<AbbrName>FlrRtSell</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40801</EnumDatatype>
<Description>Reference to the seller of the floor rate option through its trade side.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42936</Tag>
<Name>UnderlyingPaymentStreamCompoundingInitialRate</Name>
<Type>Percentage</Type>
<AbbrName>InitRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42937</Tag>
<Name>UnderlyingPaymentStreamCompoundingFinalRateRoundingDirection</Name>
<Type>char</Type>
<AbbrName>FnlRtRndDirctn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>468</EnumDatatype>
<Description>Specifies the rounding direction for the compounding floating rate.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42938</Tag>
<Name>UnderlyingPaymentStreamCompoundingFinalRatePrecision</Name>
<Type>int</Type>
<AbbrName>FnlRtPrcsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42939</Tag>
<Name>UnderlyingPaymentStreamCompoundingAveragingMethod</Name>
<Type>int</Type>
<AbbrName>AvgngMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40806</EnumDatatype>
<Description>Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42940</Tag>
<Name>UnderlyingPaymentStreamCompoundingNegativeRateTreatment</Name>
<Type>int</Type>
<AbbrName>NegtvRtTrtmt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40807</EnumDatatype>
<Description>Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42941</Tag>
<Name>UnderlyingPaymentStreamCompoundingStartDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted compounding start date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42942</Tag>
<Name>UnderlyingPaymentStreamCompoundingStartDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the compounding start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42943</Tag>
<Name>UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative compounding start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42944</Tag>
<Name>UnderlyingPaymentStreamCompoundingStartDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative compounding start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42945</Tag>
<Name>UnderlyingPaymentStreamCompoundingStartDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative compounding start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42946</Tag>
<Name>UnderlyingPaymentStreamCompoundingStartDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted compounding start date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42947</Tag>
<Name>UnderlyingPaymentStreamFormulaImageLength</Name>
<Type>Length</Type>
<AssociatedDataTag>42948</AssociatedDataTag>
<AbbrName>FrmlaImgLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Length in bytes of the UnderlyingPaymentStreamFormulaImage(42948) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42948</Tag>
<Name>UnderlyingPaymentStreamFormulaImage</Name>
<Type>data</Type>
<AbbrName>FrmlaImg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Image of the formula image when represented through an encoded clip in base64Binary.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42949</Tag>
<Name>UnderlyingPaymentStreamFinalPricePaymentDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted final price payment date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42950</Tag>
<Name>UnderlyingPaymentStreamFinalPricePaymentDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the final price payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42951</Tag>
<Name>UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative final price payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42952</Tag>
<Name>UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative final price payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42953</Tag>
<Name>UnderlyingPaymentStreamFinalPricePaymentDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative final price payment date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42954</Tag>
<Name>UnderlyingPaymentStreamFinalPricePaymentDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted final price payment date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42955</Tag>
<Name>NoUnderlyingPaymentStreamFixingDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of fixing dates in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42956</Tag>
<Name>UnderlyingPaymentStreamFixingDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The fixing date. Type of date is specified in UnderlyingPaymentStreamFixingDateType(42957).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42957</Tag>
<Name>UnderlyingPaymentStreamFixingDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40827</EnumDatatype>
<Description>Specifies the type of fixing date (e.g. adjusted for holidays). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42958</Tag>
<Name>UnderlyingPaymentStreamFirstObservationDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstObsvtnDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted initial price observation date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42959</Tag>
<Name>UnderlyingPaymentStreamFirstObservationDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>FirstObsvtnReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the initial price observation date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42960</Tag>
<Name>UnderlyingPaymentStreamFirstObservationDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>FirstObsvtnOfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the initial price observation date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42961</Tag>
<Name>UnderlyingPaymentStreamFirstObservationDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>FirstObsvtnDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted initial price observation date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42962</Tag>
<Name>UnderlyingPaymentStreamUnderlierRefID</Name>
<Type>String</Type>
<AbbrName>UndlrRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42963</Tag>
<Name>UnderlyingReturnRateNotionalReset</Name>
<Type>Boolean</Type>
<AbbrName>RtnRtNotlReset</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42964</Tag>
<Name>UnderlyingPaymentStreamLinkInitialLevel</Name>
<Type>Price</Type>
<AbbrName>LinkInitLvl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Price level at which the correlation or variance swap contract will strike.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42965</Tag>
<Name>UnderlyingPaymentStreamLinkClosingLevelIndicator</Name>
<Type>Boolean</Type>
<AbbrName>LinkClsngLvl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42966</Tag>
<Name>UnderlyingPaymentStreamLinkExpiringLevelIndicator</Name>
<Type>Boolean</Type>
<AbbrName>LinkExpngLvl</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42967</Tag>
<Name>UnderlyingPaymentStreamLinkEstimatedTradingDays</Name>
<Type>int</Type>
<AbbrName>LinkEstTrdgDays</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The expected number of trading days in the variance or correlation swap stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42968</Tag>
<Name>UnderlyingPaymentStreamLinkStrikePrice</Name>
<Type>Price</Type>
<AbbrName>LinkStrkPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The strike price of a correlation or variance swap stream.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42969</Tag>
<Name>UnderlyingPaymentStreamLinkStrikePriceType</Name>
<Type>int</Type>
<AbbrName>LinkStrkPxTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42674</EnumDatatype>
<Description>For a variance swap specifies how UnderlyingPaymentStreamLinkStrikePrice(42968) is expressed.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42970</Tag>
<Name>UnderlyingPaymentStreamLinkMaximumBoundary</Name>
<Type>float</Type>
<AbbrName>LinkMaxBndry</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the maximum or upper boundary for variance or strike determination.
For a variation swap stream all observations above this price level will be excluded from the variance calculation.
For a correlation swap stream the maximum boundary is a percentage of the strike price.
</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42971</Tag>
<Name>UnderlyingPaymentStreamLinkMinimumBoundary</Name>
<Type>float</Type>
<AbbrName>LinkMinBndry</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the minimum or lower boundary for variance or strike determination.
For a variation swap stream all observations below this price level will be excluded from the variance calculation.
For a correlation swap stream the minimum boundary is a percentage of the strike price.
</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42972</Tag>
<Name>UnderlyingPaymentStreamLinkNumberOfDataSeries</Name>
<Type>int</Type>
<AbbrName>LinkNumDataSeries</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42973</Tag>
<Name>UnderlyingPaymentStreamVarianceUnadjustedCap</Name>
<Type>float</Type>
<AbbrName>VarncCap</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42974</Tag>
<Name>UnderlyingPaymentStreamRealizedVarianceMethod</Name>
<Type>int</Type>
<AbbrName>RlzdVarncMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42679</EnumDatatype>
<Description>Indicates which price to use to satisfy the boundary condition.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42975</Tag>
<Name>UnderlyingPaymentStreamDaysAdjustmentIndicator</Name>
<Type>Boolean</Type>
<AbbrName>DaysAdjmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42976</Tag>
<Name>UnderlyingPaymentStreamNearestExchangeContractRefID</Name>
<Type>String</Type>
<AbbrName>ExchCtrctRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42977</Tag>
<Name>UnderlyingPaymentStreamVegaNotionalAmount</Name>
<Type>float</Type>
<AbbrName>VegaNotlAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42978</Tag>
<Name>UnderlyingPaymentStreamFormulaCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The currency in which the formula amount is denominated. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42979</Tag>
<Name>UnderlyingPaymentStreamFormulaCurrencyDeterminationMethod</Name>
<Type>String</Type>
<AbbrName>CcyDtrmnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the method according to which the formula amount currency is determined.
See http://www.fpml.org/coding-scheme/determination-method for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42980</Tag>
<Name>UnderlyingPaymentStreamFormulaReferenceAmount</Name>
<Type>int</Type>
<AbbrName>RefAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document.
See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42981</Tag>
<Name>NoUnderlyingPaymentStreamFormulas</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of formulas in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42982</Tag>
<Name>UnderlyingPaymentStreamFormula</Name>
<Type>XMLData</Type>
<NotReqXML>1</NotReqXML>
<Description>Contains an XML representation of the formula. Defined for flexibility in choice of language (MathML, OpenMath or text).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42983</Tag>
<Name>UnderlyingPaymentStreamFormulaDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A description of the math formula in UnderlyingPaymentStreamFormula(42982).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42984</Tag>
<Name>UnderlyingPaymentStubEndDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted stub end date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42985</Tag>
<Name>UnderlyingPaymentStubEndDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The stub end date business day convention.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42986</Tag>
<Name>UnderlyingPaymentStubEndDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the stub end date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42987</Tag>
<Name>UnderlyingPaymentStubEndDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative stub end date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42988</Tag>
<Name>UnderlyingPaymentStubEndDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative stub end date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42989</Tag>
<Name>UnderlyingPaymentStubEndDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative stub end date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42990</Tag>
<Name>UnderlyingPaymentStubEndDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted stub end date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42991</Tag>
<Name>NoUnderlyingPaymentStubEndDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42992</Tag>
<Name>UnderlyingPaymentStubEndDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42993</Tag>
<Name>UnderlyingPaymentStubStartDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted stub start date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42994</Tag>
<Name>UnderlyingPaymentStubStartDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The stub start date business day convention.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42995</Tag>
<Name>UnderlyingPaymentStubStartDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the stub start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42996</Tag>
<Name>UnderlyingPaymentStubStartDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative stub start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42997</Tag>
<Name>UnderlyingPaymentStubStartDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative stub start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42998</Tag>
<Name>UnderlyingPaymentStubStartDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative stub start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>42999</Tag>
<Name>UnderlyingPaymentStubStartDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted stub start date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43000</Tag>
<Name>NoUnderlyingPaymentStubStartDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43001</Tag>
<Name>UnderlyingPaymentStubStartDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43002</Tag>
<Name>UnderlyingProvisionBreakFeeElection</Name>
<Type>int</Type>
<AbbrName>BrkFeeElctn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42707</EnumDatatype>
<Description>Type of fee elected for the break provision. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43003</Tag>
<Name>UnderlyingProvisionBreakFeeRate</Name>
<Type>Percentage</Type>
<AbbrName>BrkFeeRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43004</Tag>
<Name>UnderlyingRateSpreadInitialValue</Name>
<Type>float</Type>
<AbbrName>InitVal</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the initial rate spread for a basket underlier.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43005</Tag>
<Name>NoUnderlyingRateSpreadSteps</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of entries in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43006</Tag>
<Name>UnderlyingRateSpreadStepDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The date that the rate spread step takes affect.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43007</Tag>
<Name>UnderlyingRateSpreadStepValue</Name>
<Type>float</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The the value of the new rate spread as of the UnderlyingRateSpreadStepDate(43006).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43008</Tag>
<Name>NoUnderlyingReturnRateDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of iterations in the return rate date repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43009</Tag>
<Name>UnderlyingReturnRateDateMode</Name>
<Type>int</Type>
<AbbrName>Mode</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42710</EnumDatatype>
<Description>Specifies the valuation type applicable to the return rate date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43010</Tag>
<Name>UnderlyingReturnRateValuationDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the return rate valuation dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43011</Tag>
<Name>UnderlyingReturnRateValuationDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative return rate valuation date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43012</Tag>
<Name>UnderlyingReturnRateValuationDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative return rate valuation date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43013</Tag>
<Name>UnderlyingReturnRateValuationDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative return rate valuation date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43014</Tag>
<Name>UnderlyingReturnRateValuationStartDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43015</Tag>
<Name>UnderlyingReturnRateValuationStartDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>StartDtReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the return rate valuation start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43016</Tag>
<Name>UnderlyingReturnRateValuationStartDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>StartDtOfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative return rate valuation start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43017</Tag>
<Name>UnderlyingReturnRateValuationStartDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>StartDtOfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative return rate valuation start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43018</Tag>
<Name>UnderlyingReturnRateValuationStartDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>StartDtOfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative return rate valuation start date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43019</Tag>
<Name>UnderlyingReturnRateValuationStartDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>StartDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43020</Tag>
<Name>UnderlyingReturnRateValuationEndDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>EndDtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43021</Tag>
<Name>UnderlyingReturnRateValuationEndDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>EndDtReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the return rate valuation end date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43022</Tag>
<Name>UnderlyingReturnRateValuationEndDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>EndDtOfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative return rate valuation end date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43023</Tag>
<Name>UnderlyingReturnRateValuationEndDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>EndDtOfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative return rate valuation end date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43024</Tag>
<Name>UnderlyingReturnRateValuationEndDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>EndDtOfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative return rate valuation end date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43025</Tag>
<Name>UnderlyingReturnRateValuationEndDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>EndDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43026</Tag>
<Name>UnderlyingReturnRateValuationFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the frequency at which return rate valuation dates occur. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43027</Tag>
<Name>UnderlyingReturnRateValuationFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1949</EnumDatatype>
<Description>Time unit associated with the frequency at which return rate valuation dates occur.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43028</Tag>
<Name>UnderlyingReturnRateValuationFrequencyRollConvention</Name>
<Type>String</Type>
<AbbrName>Roll</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40922</EnumDatatype>
<Description>The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43029</Tag>
<Name>UnderlyingReturnRateValuationDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The return rate valuation dates business day convention.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43030</Tag>
<Name>NoUnderlyingReturnRateFXConversions</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of iterations in the return rate FX conversion repeating group. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43031</Tag>
<Name>UnderlyingReturnRateFXCurrencySymbol</Name>
<Type>String</Type>
<AbbrName>CcySym</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43032</Tag>
<Name>UnderlyingReturnRateFXRate</Name>
<Type>float</Type>
<AbbrName>FxRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The rate of exchange between the two currencies specified in UnderlyingReturnRateFXCurrencySymbol(43031).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43033</Tag>
<Name>UnderlyingReturnRateFXRateCalc</Name>
<Type>char</Type>
<AbbrName>FxRtCalc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>156</EnumDatatype>
<Description>Specifies whether UnderlyingReturnRateFXRate(43032) should be multiplied or divided.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43034</Tag>
<Name>NoUnderlyingReturnRates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of iterations in the return rate repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43035</Tag>
<Name>UnderlyingReturnRatePriceSequence</Name>
<Type>int</Type>
<AbbrName>PxSeq</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42736</EnumDatatype>
<Description>Specifies the type of price sequence of the return rate.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43036</Tag>
<Name>UnderlyingReturnRateCommissionBasis</Name>
<Type>char</Type>
<AbbrName>CommBasis</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>13</EnumDatatype>
<Description>Specifies the basis or unit used to calculate the commission.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43037</Tag>
<Name>UnderlyingReturnRateCommissionAmount</Name>
<Type>Amt</Type>
<AbbrName>CommAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The commission amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43038</Tag>
<Name>UnderlyingReturnRateCommissionCurrency</Name>
<Type>Currency</Type>
<AbbrName>CommCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43039</Tag>
<Name>UnderlyingReturnRateTotalCommissionPerTrade</Name>
<Type>Amt</Type>
<AbbrName>TotCommPerTrd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The total commission per trade.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43040</Tag>
<Name>UnderlyingReturnRateDeterminationMethod</Name>
<Type>String</Type>
<AbbrName>DtrmnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the method by which the underlier prices are determined.
See http://www.fpml.org/coding-scheme/determination-method for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43041</Tag>
<Name>UnderlyingReturnRateAmountRelativeTo</Name>
<Type>int</Type>
<AbbrName>AmtReltv</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the reference amount when the return rate amount is relative to another amount in the trade.
See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43042</Tag>
<Name>UnderlyingReturnRateQuoteMeasureType</Name>
<Type>String</Type>
<AbbrName>QteTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc.
See http://www.fpml.org/coding-scheme/asset-measure for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43043</Tag>
<Name>UnderlyingReturnRateQuoteUnits</Name>
<Type>String</Type>
<AbbrName>QteUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units.
See http://www.fpml.org/coding-scheme/price-quote-units for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43044</Tag>
<Name>UnderlyingReturnRateQuoteMethod</Name>
<Type>int</Type>
<AbbrName>QteMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40027</EnumDatatype>
<Description>Specifies the type of quote used to determine the return rate of the swap.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43045</Tag>
<Name>UnderlyingReturnRateQuoteCurrency</Name>
<Type>Currency</Type>
<AbbrName>QteCcy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43046</Tag>
<Name>UnderlyingReturnRateQuoteCurrencyType</Name>
<Type>String</Type>
<AbbrName>QteCcyTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in.
See http://www.fpml.org/coding-scheme/reporting-currency-type for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43047</Tag>
<Name>UnderlyingReturnRateQuoteTimeType</Name>
<Type>int</Type>
<AbbrName>QteTmTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42748</EnumDatatype>
<Description>Specifies how or the timing when the quote is to be obtained.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43048</Tag>
<Name>UnderlyingReturnRateQuoteTime</Name>
<Type>LocalMktDate</Type>
<AbbrName>QteTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The time when the quote is to be generated. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43049</Tag>
<Name>UnderlyingReturnRateQuoteDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>QteDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The date when the quote is to be generated.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43050</Tag>
<Name>UnderlyingReturnRateQuoteExpirationTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>QteExpTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The time when the quote ceases to be valid.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43051</Tag>
<Name>UnderlyingReturnRateQuoteBusinessCenter</Name>
<Type>String</Type>
<AbbrName>QteBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for adjustments associated with UnderlyingReturnRateQuoteTimeType(43047) or UnderlyingReturnRateQuoteTime(43048) and UnderlyingReturnRateQuoteDate(43049), e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43052</Tag>
<Name>UnderlyingReturnRateQuoteExchange</Name>
<Type>Exchange</Type>
<AbbrName>QteExch</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43053</Tag>
<Name>UnderlyingReturnRateQuotePricingModel</Name>
<Type>String</Type>
<AbbrName>QteModel</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the pricing model used to evaluate the underlying asset price.
See http://www.fpml.org/coding-scheme/pricing-model for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43054</Tag>
<Name>UnderlyingReturnRateCashFlowType</Name>
<Type>String</Type>
<AbbrName>CshFlow</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc.
See http://www.fpml.org/coding-scheme/cashflow-type for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43055</Tag>
<Name>UnderlyingReturnRateValuationTimeType</Name>
<Type>int</Type>
<AbbrName>ValTmTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42748</EnumDatatype>
<Description>Specifies the timing at which the calculation agent values the underlying.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43056</Tag>
<Name>UnderlyingReturnRateValuationTime</Name>
<Type>LocalMktTime</Type>
<AbbrName>ValTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The time at which the calculation agent values the underlying asset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43057</Tag>
<Name>UnderlyingReturnRateValuationTimeBusinessCenter</Name>
<Type>String</Type>
<AbbrName>ValTmBizCtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for adjustments associated with UnderlyingReturnRateValuationTimeType(43055) or UnderlyingReturnRateValuationTime(43056) , e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43058</Tag>
<Name>UnderlyingReturnRateValuationPriceOption</Name>
<Type>int</Type>
<AbbrName>ValPxOpt</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42759</EnumDatatype>
<Description>Indicates whether an ISDA price option applies, and if applicable which type of price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43059</Tag>
<Name>UnderlyingReturnRateFinalPriceFallback</Name>
<Type>int</Type>
<AbbrName>FnlPxFallbck</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2599</EnumDatatype>
<Description>Specifies the fallback provision for the hedging party in the determination of the final price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43060</Tag>
<Name>NoUnderlyingReturnRateInformationSources</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of iterations in the return rate information source repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43061</Tag>
<Name>UnderlyingReturnRateInformationSource</Name>
<Type>int</Type>
<AbbrName>RtSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1446</EnumDatatype>
<Description>Identifies the source of rate information. For FX the references source to be used for the FX spot rate.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43062</Tag>
<Name>UnderlyingReturnRateReferencePage</Name>
<Type>String</Type>
<AbbrName>RefPg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reference "page" from the rate source.
For FX, the reference page to the spot rate to be used for the reference FX spot rate.
When UnderlyingReturnRateInformationSource(43061) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions.
See: http://www.fpml.org/coding-scheme/settlement-rate-option</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43063</Tag>
<Name>UnderlyingReturnRateReferencePageHeading</Name>
<Type>String</Type>
<AbbrName>RefHdng</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the page heading from the rate source.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43064</Tag>
<Name>NoUnderlyingReturnRatePrices</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of iterations in the return rate price repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43065</Tag>
<Name>UnderlyingReturnRatePriceBasis</Name>
<Type>int</Type>
<AbbrName>PxBasis</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42766</EnumDatatype>
<Description>The basis of the return price.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43066</Tag>
<Name>UnderlyingReturnRatePrice</Name>
<Type>Price</Type>
<AbbrName>Px</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the price of the underlying swap asset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43067</Tag>
<Name>UnderlyingReturnRatePriceCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43068</Tag>
<Name>UnderlyingReturnRatePriceType</Name>
<Type>int</Type>
<AbbrName>PxTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42769</EnumDatatype>
<Description>Specifies whether the UnderlyingReturnRatePrice(43066) is expressed in absolute or relative terms.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43069</Tag>
<Name>NoUnderlyingReturnRateValuationDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of iterations in the return rate valuation date business center repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43070</Tag>
<Name>UnderlyingReturnRateValuationDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43071</Tag>
<Name>NoUnderlyingReturnRateValuationDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of iterations in the return rate valuation date repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43072</Tag>
<Name>UnderlyingReturnRateValuationDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The return rate valuation date. Type of date is specified in UnderlyingReturnRateValuationDateType(43073).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43073</Tag>
<Name>UnderlyingReturnRateValuationDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40827</EnumDatatype>
<Description>Specifies the type of return rate valuation date (e.g. adjusted for holidays). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43074</Tag>
<Name>NoUnderlyingSettlMethodElectionDateBusinessCenters</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of business centers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43075</Tag>
<Name>UnderlyingSettlMethodElectionDateBusinessCenter</Name>
<Type>String</Type>
<AbbrName>Ctr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43076</Tag>
<Name>UnderlyingSettlMethodElectionDateUnadjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>DtUnadj</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The unadjusted settlement method election date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43077</Tag>
<Name>UnderlyingSettlMethodElectionDateBusinessDayConvention</Name>
<Type>int</Type>
<AbbrName>BizDayCnvtn</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40921</EnumDatatype>
<Description>The settlement method election date adjustment business day convention. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43078</Tag>
<Name>UnderlyingSettlMethodElectionDateRelativeTo</Name>
<Type>int</Type>
<AbbrName>Reltv</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>Specifies the anchor date when the settlement method election date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43079</Tag>
<Name>UnderlyingSettlMethodElectionDateOffsetPeriod</Name>
<Type>int</Type>
<AbbrName>OfstPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the relative settlement method election date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43080</Tag>
<Name>UnderlyingSettlMethodElectionDateOffsetUnit</Name>
<Type>String</Type>
<AbbrName>OfstUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40760</EnumDatatype>
<Description>Time unit associated with the relative settlement method election date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43081</Tag>
<Name>UnderlyingSettlMethodElectionDateOffsetDayType</Name>
<Type>int</Type>
<AbbrName>OfstDayTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40920</EnumDatatype>
<Description>Specifies the day type of the relative settlement method election date offset.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43082</Tag>
<Name>UnderlyingSettlMethodElectionDateAdjusted</Name>
<Type>LocalMktDate</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted settlement method election date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43083</Tag>
<Name>UnderlyingStreamVersion</Name>
<Type>String</Type>
<AbbrName>Ver</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43084</Tag>
<Name>UnderlyingStreamVersionEffectiveDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>VerEfctvDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The effective date of the UnderlyingStreamVersion(43083).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43085</Tag>
<Name>UnderlyingStreamNotionalDeterminationMethod</Name>
<Type>String</Type>
<AbbrName>NotlDtrmnMeth</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the method for determining the floating notional value for equity swaps.
See http://www.fpml.org/coding-scheme/determination-method for values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="208">
<Tag>43086</Tag>
<Name>UnderlyingStreamNotionalAdjustments</Name>
<Type>int</Type>
<AbbrName>NotlAdjmts</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>42787</EnumDatatype>
<Description>For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="209">
<Tag>2356</Tag>
<Name>RemunerationIndicator</Name>
<Type>int</Type>
<AbbrName>RmntnInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the trade price was adjusted for compensation (i.e. includes a mark-up, mark-down or commission) in the price paid.</Description>
<Elaboration>In the context of MSRB and FINRA TRACE reporting requirements, this is used among firms to indicate trade remuneration.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="211">
<Tag>2361</Tag>
<Name>CompressionGroupID</Name>
<Type>String</Type>
<AbbrName>CmprsnGrpID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Use to identify a netting or compression group where trades in the group were netted or compressed. This includes both terminating trades and any remnant trades that result from the operation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="211">
<Tag>2362</Tag>
<Name>SelfMatchPreventionID</Name>
<Type>String</Type>
<AbbrName>SlfMtchPrvntnID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies an order or trade that should not be matched to an opposite order or trade if both buy and sell orders for the same asset contain the same SelfMatchPreventionID(2362) and submitted by the same firm.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="214">
<Tag>2355</Tag>
<Name>PartyRiskLimitStatus</Name>
<Type>int</Type>
<AbbrName>PtyRiskLmtStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The status of risk limits for a party.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="215">
<Tag>2390</Tag>
<Name>TradeConfirmationReferenceID</Name>
<Type>String</Type>
<AbbrName>TrdCnfmRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A reference or control identifier or number used as a trade confirmation key.</Description>
<Elaboration>An example of a control identifier is the DTC ID Control Number.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="216">
<Tag>2667</Tag>
<Name>AlgorithmicTradeIndicator</Name>
<Type>int</Type>
<AbbrName>AlgoTrdInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates that the order or trade originates from a computer program or algorithm requiring little-to-no human intervention. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="216">
<Tag>2668</Tag>
<Name>NoTrdRegPublications</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of regulatory publication rules in repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="216">
<Tag>2669</Tag>
<Name>TrdRegPublicationType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the type of regulatory trade publication.
Additional reasons for the publication type may be specified in TrdRegPublicationReason(2670).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="216">
<Tag>2670</Tag>
<Name>TrdRegPublicationReason</Name>
<Type>int</Type>
<AbbrName>Rsn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Additional reason for trade publication type specified in TrdRegPublicationType(2669).
Reasons may be specific to regulatory trade publication rules.
</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="217">
<Tag>2492</Tag>
<Name>LegDifferentialPrice</Name>
<Type>PriceOffset</Type>
<AbbrName>DiffPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used in pricing a group of individual Trade at Settlement (TAS) and Trade At Marker (TAM) contracts as an atomic unit. The value is the negotiated currency offset either at settlement (TAS) or at the time specified in the product definition (TAM). The final contract price is reported in LegLastPx(637).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="218">
<Tag>2523</Tag>
<Name>CrossedIndicator</Name>
<Type>int</Type>
<AbbrName>CrssdInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the order or quote was crossed with another order or quote having the same context, e.g. having accounts with a common ownership.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="222">
<Tag>2593</Tag>
<Name>NoOrderAttributes</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of order attribute entries.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="222">
<Tag>2594</Tag>
<Name>OrderAttributeType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved1000Plus</UnionDataType>
<Description>The type of order attribute.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="222">
<Tag>2595</Tag>
<Name>OrderAttributeValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The value associated with the order attribute type specified in OrderAttributeType(2594).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="222">
<Tag>2524</Tag>
<Name>TradeReportingIndicator</Name>
<Type>int</Type>
<AbbrName>TrdRptngInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used between parties to convey trade reporting status.</Description>
<Elaboration>In the context of regulatory reporting, this field may be used by the reporting party (e.g. party obligated to report to regulators) to inform their trading counterparty or other interested parties the trade reporting status.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="222">
<Tag>2671</Tag>
<Name>SideTradeReportingIndicator</Name>
<Type>int</Type>
<AbbrName>TrdRptngInd</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2524</EnumDatatype>
<Description>Used between parties to convey trade reporting status.</Description>
<Elaboration>In the context of regulatory reporting, this field may be used by the reporting party (e.g. party obligated to report to regulators) to inform their trading counterparty or other interested parties the trade reporting status.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="223">
<Tag>2672</Tag>
<Name>CrossRequestID</Name>
<Type>String</Type>
<AbbrName>CrssReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique message identifier for a cross request as assigned by the submitter of the request.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="223">
<Tag>2673</Tag>
<Name>FillMatchID</Name>
<Type>String</Type>
<AbbrName>MtchID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier assigned by a matching system to a match event containing multiple executions.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="223">
<Tag>2674</Tag>
<Name>FillMatchSubID</Name>
<Type>String</Type>
<AbbrName>MtchSubID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier assigned by a matching system to a price level (e.g. match step, clip) within a match event containing multiple executions.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="223">
<Tag>2675</Tag>
<Name>MassActionReason</Name>
<Type>int</Type>
<AbbrName>MassActnRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Reason for submission of mass action.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="223">
<Tag>2676</Tag>
<Name>MaximumPricePercentage</Name>
<Type>Percentage</Type>
<AbbrName>MaxPxPctage</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Maximum deviation, in percentage terms, of an execution price from a reference price, e.g. the initial price of a match event.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="223">
<Tag>2677</Tag>
<Name>NotAffectedReason</Name>
<Type>int</Type>
<AbbrName>Rsn</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Reason for order being unaffected by mass action even though it belongs to the orders covered by MassActionScope(1374).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="223">
<Tag>2678</Tag>
<Name>TotalNotAffectedOrders</Name>
<Type>int</Type>
<AbbrName>TotNotAffctdOrds</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total number of orders unaffected by either the OrderMassActionRequest(35=CA) or OrderMassCancelRequest(35=Q).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="223">
<Tag>2679</Tag>
<Name>OrderOwnershipIndicator</Name>
<Type>int</Type>
<AbbrName>OrdOwnershipInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Change of ownership of an order to a specific party.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="223">
<Tag>2680</Tag>
<Name>LegAccount</Name>
<Type>String</Type>
<AbbrName>Acct</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="224">
<Tag>2681</Tag>
<Name>InTheMoneyCondition</Name>
<Type>int</Type>
<AbbrName>ITMCond</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies an option instrument's "in the money" condition.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="224">
<Tag>2682</Tag>
<Name>LegInTheMoneyCondition</Name>
<Type>int</Type>
<AbbrName>ITMCond</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2681</EnumDatatype>
<Description>Specifies an option instrument's "in the money" condition in general terms.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="224">
<Tag>2683</Tag>
<Name>UnderlyingInTheMoneyCondition</Name>
<Type>int</Type>
<AbbrName>ITMCond</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2681</EnumDatatype>
<Description>Specifies an option instrument's "in the money" condition in general terms.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="224">
<Tag>2684</Tag>
<Name>DerivativeInTheMoneyCondition</Name>
<Type>int</Type>
<AbbrName>ITMCond</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2681</EnumDatatype>
<Description>Specifies an option instrument's "in the money" condition in general terms.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="224">
<Tag>2685</Tag>
<Name>ContraryInstructionEligibilityIndicator</Name>
<Type>Boolean</Type>
<AbbrName>CntraryInstEligInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of InTheMoneyCondition(2681). When not specified, the eligibility is undefined or not applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="224">
<Tag>2686</Tag>
<Name>LegContraryInstructionEligibilityIndicator</Name>
<Type>Boolean</Type>
<AbbrName>CntraryInstEligInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of LegInTheMoneyCondition(2682). When not specified, the eligibility is undefined or not applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="224">
<Tag>2687</Tag>
<Name>UnderlyingContraryInstructionEligibilityIndicator</Name>
<Type>Boolean</Type>
<AbbrName>CntraryInstEligInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description> Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of UnderlyingInTheMoneyCondition(2683). When not specified, the eligibility is undefined or not applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="224">
<Tag>2688</Tag>
<Name>DerivativeContraryInstructionEligibilityIndicator</Name>
<Type>Boolean</Type>
<AbbrName>CntraryInstEligInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of DerivativeInTheMoneyCondition(2684). When not specified, the eligibility is undefined or not applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="227">
<Tag>2689</Tag>
<Name>CollateralMarketPrice</Name>
<Type>Price</Type>
<AbbrName>MktPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Market price of the collateral, either from market sources or pre-agreed by the counterparties.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="227">
<Tag>2690</Tag>
<Name>CollateralPercentOverage</Name>
<Type>Percentage</Type>
<AbbrName>PctOvrg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Percentage of over-collateralization particularly when CollateralAmountType(2632) = 4 (Additional collateral value)</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="227">
<Tag>2691</Tag>
<Name>NoSideCollateralAmounts</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of side collateral amount entries.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="227">
<Tag>2692</Tag>
<Name>SideCollateralAmountMarketID</Name>
<Type>String</Type>
<AbbrName>MktID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Market associated with the collateral amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="227">
<Tag>2693</Tag>
<Name>SideCollateralAmountMarketSegmentID</Name>
<Type>String</Type>
<AbbrName>MktSegID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Market segment associated with the collateral amount.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="227">
<Tag>2694</Tag>
<Name>SideCollateralAmountType</Name>
<Type>int</Type>
<AbbrName>AmtTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2632</EnumDatatype>
<Description>The type of value in CurrentCollateralAmount(1704).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="227">
<Tag>2695</Tag>
<Name>SideCollateralCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency of the collateral; optional, defaults to the settlement currency if not specified. Uses ISO 4217 Currency Code.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="227">
<Tag>2696</Tag>
<Name>SideCollateralFXRate</Name>
<Type>float</Type>
<AbbrName>FxRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Foreign exchange rate used to compute the SideCurrentCollateralAmount(2702) from the SideCollateralCurrency(2695) and the Currency(15).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="227">
<Tag>2697</Tag>
<Name>SideCollateralFXRateCalc</Name>
<Type>char</Type>
<AbbrName>FxRtCalc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>1046</EnumDatatype>
<Description>Specifies whether or not SideCollateralFXRate(2696) should be multiplied or divided.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="227">
<Tag>2698</Tag>
<Name>SideCollateralMarketPrice</Name>
<Type>Price</Type>
<AbbrName>MktPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Market price of the collateral, either from market sources or pre-agreed by the counterparties.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="227">
<Tag>2699</Tag>
<Name>SideCollateralPercentOverage</Name>
<Type>Percentage</Type>
<AbbrName>PctOvrg</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Percentage of over-collateralization particularly when SideCollateralAmountType(2694) = 4 (Additional collateral value).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="227">
<Tag>2700</Tag>
<Name>SideCollateralPortfolioID</Name>
<Type>String</Type>
<AbbrName>PrtflioID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier of the collateral portfolio when reporting on a portfolio basis.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="227">
<Tag>2701</Tag>
<Name>SideCollateralType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of collateral on deposit being reported.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="227">
<Tag>2702</Tag>
<Name>SideCurrentCollateralAmount</Name>
<Type>Amt</Type>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Currency value currently attributed to the collateral.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="227">
<Tag>2703</Tag>
<Name>SideHaircutIndicator</Name>
<Type>Boolean</Type>
<AbbrName>HrctInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates, if "Y", that a stated valuation includes a haircut, e.g. that the stated value reflects the subtraction of the haircut. Note that a value of "N" does not imply a haircut is not applicable, only that the haircut (if any) is not reflected in the stated valuation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="228">
<Tag>2704</Tag>
<Name>ExDestinationType</Name>
<Type>int</Type>
<AbbrName>ExDestTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the type of execution destination for the order.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="229">
<Tag>2705</Tag>
<Name>MarketCondition</Name>
<Type>int</Type>
<AbbrName>MktCond</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Market condition. In the context of ESMA RTS 8 it is important that trading venues communicate the condition of the market, particularly "stressed" and "exceptional", in order to provide incentives for firms contributing to liquidity.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="229">
<Tag>2706</Tag>
<Name>NoQuoteAttributes</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of quote attributes entries.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="229">
<Tag>2707</Tag>
<Name>QuoteAttributeType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The type of attribute for the quote.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="229">
<Tag>2708</Tag>
<Name>QuoteAttributeValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The value associated with the quote attribute type specified in QuoteAttributeType(2707).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="230">
<Tag>2709</Tag>
<Name>NoPriceQualifiers</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of price qualifiers in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="230">
<Tag>2710</Tag>
<Name>PriceQualifier</Name>
<Type>int</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Qualifier for price. May be used when the price needs to be explicitly qualified. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="231">
<Tag>2711</Tag>
<Name>MDValueTier</Name>
<Type>int</Type>
<AbbrName>Tier</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Describes the reporting ranges for executed transactions.</Description>
<Elaboration>In context of ESMA RTS 27 Article 9, the execution venue is required to report on transactions within several size ranges (in terms of a value and currency). The thresholds for these ranges are dependent on the type of financial instrument.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="231">
<Tag>2712</Tag>
<Name>MiscFeeQualifier</Name>
<Type>int</Type>
<AbbrName>Qual</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies whether the current entry contributes to the trade or transaction economics, i.e. affects NetMoney(118). </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="231">
<Tag>2713</Tag>
<Name>MiscFeeDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Can be used to provide a textual description of the fee type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="232" updated="FIX.5.0SP2" updatedEP="236">
<Tag>2714</Tag>
<Name>FinancialInstrumentFullName</Name>
<Type>String</Type>
<AbbrName>FullName</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The full normative name of the financial instrument.</Description>
<Elaboration>In the context of ESMA reference data, this is used to provide the full name of the instrument as defined by the Derivatives Service Bureau (DSB).</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="232" updated="FIX.5.0SP2" updatedEP="236">
<Tag>2715</Tag>
<Name>EncodedFinancialInstrumentFullNameLen</Name>
<Type>Length</Type>
<AssociatedDataTag>2716</AssociatedDataTag>
<AbbrName>EncFullNameLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedFinancialInstrumentFullName(2716) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="232" updated="FIX.5.0SP2" updatedEP="236">
<Tag>2716</Tag>
<Name>EncodedFinancialInstrumentFullName</Name>
<Type>data</Type>
<AbbrName>EncFullName</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the FinancialInstrumentFullName(2714) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the FinancialInstrumentFullName(2714) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="232" updated="FIX.5.0SP2" updatedEP="236">
<Tag>2717</Tag>
<Name>LegFinancialInstrumentFullName</Name>
<Type>String</Type>
<AbbrName>FullName</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The full normative name of the multileg's financial instrument.</Description>
<Elaboration>In the context of ESMA reference data, this is used to provide the full name of the instrument as defined by the Derivatives Service Bureau (DSB).</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="232" updated="FIX.5.0SP2" updatedEP="236">
<Tag>2718</Tag>
<Name>EncodedLegFinancialInstrumentFullNameLen</Name>
<Type>Length</Type>
<AssociatedDataTag>2719</AssociatedDataTag>
<AbbrName>EncFullNameLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) individual multileg instrument's EncodedLegFinancialInstrumentFullName(2719).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="232" updated="FIX.5.0SP2" updatedEP="236">
<Tag>2719</Tag>
<Name>EncodedLegFinancialInstrumentFullName</Name>
<Type>data</Type>
<AbbrName>EncFullName</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the LegFinancialInstrumentFullName(2717) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the LegFinancialInstrumentFullName(2717) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="232" updated="FIX.5.0SP2" updatedEP="236">
<Tag>2720</Tag>
<Name>UnderlyingFinancialInstrumentFullName</Name>
<Type>String</Type>
<AbbrName>FullName</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The full normative name of the underlying financial instrument.</Description>
<Elaboration>In the context of ESMA reference data, this is used to provide the full name of the instrument as defined by the Derivatives Service Bureau (DSB).</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="232" updated="FIX.5.0SP2" updatedEP="236">
<Tag>2721</Tag>
<Name>EncodedUnderlyingFinancialInstrumentFullNameLen</Name>
<Type>Length</Type>
<AssociatedDataTag>2722</AssociatedDataTag>
<AbbrName>EncFullNameLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) underlying instrument's EncodedUnderlyingFinancialInstrumentFullName(2722).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="232" updated="FIX.5.0SP2" updatedEP="236">
<Tag>2722</Tag>
<Name>EncodedUnderlyingFinancialInstrumentFullName</Name>
<Type>data</Type>
<AbbrName>EncFullName</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the UnderlyingFinancialInstrumentFullName(2720) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingFinancialInstrumentFullName(2720) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="232">
<Tag>2723</Tag>
<Name>UnderlyingIndexCurveUnit</Name>
<Type>String</Type>
<AbbrName>NdxUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40791</EnumDatatype>
<Description>Curve time unit associated with the underlying index.
</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="232">
<Tag>2724</Tag>
<Name>UnderlyingIndexCurvePeriod</Name>
<Type>int</Type>
<AbbrName>NdxPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Curve time multiplier for the underlying index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="233">
<Tag>2725</Tag>
<Name>CommissionAmountSubType</Name>
<Type>int</Type>
<AbbrName>SubTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Further sub classification of the CommissionAmountType(2641).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="233">
<Tag>2726</Tag>
<Name>AllocCommissionAmountSubType</Name>
<Type>int</Type>
<AbbrName>SubTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2725</EnumDatatype>
<Description>Further sub classification of the AllocCommissionAmountType(2655).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="234">
<Tag>2727</Tag>
<Name>AllocLegRefID</Name>
<Type>String</Type>
<AbbrName>LegRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for a specific leg (uniqueness not defined as part of the FIX specification). AllocLegRefID(2727tbd) references the value from LegID(1788) in the current multileg order or trade message specifying to which leg the allocation instance applies.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>2728</Tag>
<Name>FloatingRateIndexCurvePeriod</Name>
<Type>int</Type>
<AbbrName>Period</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the floating rate index identified in FloatingRateIndexID(2731).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>2729</Tag>
<Name>FloatingRateIndexCurveSpread</Name>
<Type>PriceOffset</Type>
<AbbrName>Spread</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Spread from the floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>2730</Tag>
<Name>FloatingRateIndexCurveUnit</Name>
<Type>String</Type>
<AbbrName>Unit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40791</EnumDatatype>
<Description>Time unit associated with the floating rate index identified in FloatingRateIndexID(2731).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>2731</Tag>
<Name>FloatingRateIndexID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Security identifier of the floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>2732</Tag>
<Name>FloatingRateIndexIDSource</Name>
<Type>String</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<Description>Source for the floating rate index identified in FloatingRateIndexID(2731).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>2733</Tag>
<Name>IndexRollMonth</Name>
<Type>String</Type>
<AbbrName>Mo</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Month identified in the index roll.</Description>
<Elaboration>Use "1" for January, "2" for February, etc.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>2734</Tag>
<Name>NoIndexRollMonths</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of instances of the index roll month.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>2735</Tag>
<Name>AssetSubType</Name>
<Type>String</Type>
<AbbrName>AsstSubTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to provide a more specific description of the asset specified in AssetType(1940).
See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values.
</Description>
<Elaboration>In the context of MiFID II, ESMA RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>2736</Tag>
<Name>CommodityFinalPriceType</Name>
<Type>int</Type>
<AbbrName>CmdtyFnlPxTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Final price type of the commodity as specified by the trading venue.
</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>2737</Tag>
<Name>FinancialInstrumentShortName</Name>
<Type>String</Type>
<AbbrName>ShrtName</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Short name of the financial instrument. Uses ISO 18774 (FINS) values. </Description>
<Elaboration>In the context of MiFID II this maps to ESMA RTS 23 Annex I Table 3 Field 7 and may be used in other RTS that requires a similar field.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>2738</Tag>
<Name>NextIndexRollDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>NxtNdxRollDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Next index roll date.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>2739</Tag>
<Name>LegAssetSubType</Name>
<Type>String</Type>
<AbbrName>AsstSubTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to provide a more specific description of the asset specified in LegAssetType(2069).
See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values.
</Description>
<Elaboration>In the context of MiFID II, ESMA RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>2740</Tag>
<Name>LegFinancialInstrumentShortName</Name>
<Type>String</Type>
<AbbrName>ShrtName</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Short name of the financial instrument. Uses ISO 18774 (FISN) values.</Description>
<Elaboration>In the context of MiFID II this maps to ESMA RTS 23 Annex I Table 3 Field 7 and may be used in other RTS that requires a similar field.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>43088</Tag>
<Name>LegPaymentStreamRateIndexID</Name>
<Type>String</Type>
<AbbrName>NdxID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Security identifier of the floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>43089</Tag>
<Name>LegPaymentStreamRateIndexIDSource</Name>
<Type>String</Type>
<AbbrName>NdxIDSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<Description>Source for the floating rate index identified in LegPaymentStreamRateIndexID(43088).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>2743</Tag>
<Name>LegSecondaryAssetSubType</Name>
<Type>String</Type>
<AbbrName>SubTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to provide a more specific description of the asset specified in LegSecondaryAssetType(2079).
See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values.
</Description>
<Elaboration>In the context of MiFID II RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>43090</Tag>
<Name>PaymentStreamRateIndexID</Name>
<Type>String</Type>
<AbbrName>NdxID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Security identifier of the floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>43091</Tag>
<Name>PaymentStreamRateIndexIDSource</Name>
<Type>String</Type>
<AbbrName>NdxIDSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<Description>Source for the floating rate index identified in PaymentStreamRateIndexID(43090).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>2746</Tag>
<Name>NoReferenceDataDates</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of instances of reference data dates.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>2747</Tag>
<Name>ReferenceDataDate</Name>
<Type>UTCTimestamp</Type>
<AbbrName>Dt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference data entry's date-time of the type specified in ReferenceDataDateType(2748).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>2748</Tag>
<Name>ReferenceDataDateType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference data entry's date-time type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>2741</Tag>
<Name>SecondaryAssetSubType</Name>
<Type>String</Type>
<AbbrName>SubTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to provide a more specific description of the asset specified in SecondaryAssetType(1979).
See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values.</Description>
<Elaboration>In the context of MiFID II, ESMA RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>2742</Tag>
<Name>UnderlyingFinancialInstrumentShortName</Name>
<Type>String</Type>
<AbbrName>ShrtName</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Short name of the financial instrument. Uses ISO 18774 (FINS) values.</Description>
<Elaboration>In the context of MiFID II this maps to ESMA RTS 23 Annex I Table 3 Field 7 and may be used in other RTS that requires a similar field.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>2744</Tag>
<Name>UnderlyingAssetSubType</Name>
<Type>String</Type>
<AbbrName>AsstSubTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to provide a more specific description of the asset specified in UnderlyingAssetType(2015).
See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values.</Description>
<Elaboration>In the context of MiFID II, ESMA RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>43092</Tag>
<Name>UnderlyingPaymentStreamRateIndexID</Name>
<Type>String</Type>
<AbbrName>NdxID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Security identifier of the floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>43093</Tag>
<Name>UnderlyingPaymentStreamRateIndexIDSource</Name>
<Type>String</Type>
<AbbrName>NdxIDSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>22</EnumDatatype>
<Description>Source for the floating rate index identified in UnderlyingPaymentStreamRateIndexID(43092).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>2745</Tag>
<Name>UnderlyingSecondaryAssetSubType</Name>
<Type>String</Type>
<AbbrName>SubTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>May be used to provide a more specific description of the asset specified in UnderlyingSecondaryAssetType(2083).
See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values.</Description>
<Elaboration>In the context of MiFID II, ESMA RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>43094</Tag>
<Name>DeliveryStreamRouteOrCharter</Name>
<Type>String</Type>
<AbbrName>RteChrtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specific delivery route or time charter average. Applicable to commodity freight swaps.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>43095</Tag>
<Name>LegDeliveryStreamRouteOrCharter</Name>
<Type>String</Type>
<AbbrName>RteChrtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specific delivery route or time charter average. Applicable to commodity freight swaps.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="235">
<Tag>43096</Tag>
<Name>UnderlyingDeliveryStreamRouteOrCharter</Name>
<Type>String</Type>
<AbbrName>RteChrtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specific delivery route or time charter average. Applicable to commodity freight swaps.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="237">
<Tag>2749</Tag>
<Name>ExecutionTimestamp</Name>
<Type>UTCTimestamp</Type>
<AbbrName>ExecTS</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time of the individual execution.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="237">
<Tag>2750</Tag>
<Name>ReportingPx</Name>
<Type>Price</Type>
<AbbrName>RptngPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Represents the reportable price on fill when an instance of the Parties component with PartyRole(452) = 73 (Execution Venue) is present to prevent having to compute running totals.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="237">
<Tag>2751</Tag>
<Name>ReportingQty</Name>
<Type>Qty</Type>
<AbbrName>RptngQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Represents the reportable quantity on fill when an instance of the Parties component with PartyRole(452) = 73 (Execution Venue) is present to prevent having to compute running totals.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="238">
<Tag>2752</Tag>
<Name>DeliveryRouteOrCharter</Name>
<Type>String</Type>
<AbbrName>RteChrtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specific delivery route or time charter average. Applicable to commodity freight contracts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="238">
<Tag>2753</Tag>
<Name>ReturnTrigger</Name>
<Type>int</Type>
<AbbrName>RtnTrgr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the type of return or payout trigger for the swap or forward.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="238">
<Tag>2754</Tag>
<Name>LegDeliveryRouteOrCharter</Name>
<Type>String</Type>
<AbbrName>RteChrtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specific delivery route or time charter average. Applicable to commodity freight contracts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="238">
<Tag>2755</Tag>
<Name>LegReturnTrigger</Name>
<Type>int</Type>
<AbbrName>RtnTrgr</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2753</EnumDatatype>
<Description>Indicates the type of return or payout trigger for the swap or forward.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="238">
<Tag>2756</Tag>
<Name>UnderlyingDeliveryRouteOrCharter</Name>
<Type>String</Type>
<AbbrName>RteChrtr</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specific delivery route or time charter average. Applicable to commodity freight contracts.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="238">
<Tag>2757</Tag>
<Name>UnderlyingReturnTrigger</Name>
<Type>int</Type>
<AbbrName>RtnTrgr</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2753</EnumDatatype>
<Description>Indicates the type of return or payout trigger for the swap or forward.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="239">
<Tag>2758</Tag>
<Name>AllocRequestID</Name>
<Type>String</Type>
<AbbrName>ReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for the request message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="239">
<Tag>2759</Tag>
<Name>GroupAmount</Name>
<Type>Amt</Type>
<AbbrName>GrpAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the total notional units or amount of an allocation group. Includes any allocated units or amount.</Description>
<Elaboration>Whether notional units or amount is used depends on the type of listed derivative contract and the clearinghouse. A notional unit is (price x quantity) without the derivative's contract value factor.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="239">
<Tag>2760</Tag>
<Name>GroupRemainingAmount</Name>
<Type>Amt</Type>
<AbbrName>GrpRemAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the remaining notional units or amount of an allocation group that has not yet been allocated.</Description>
<Elaboration>Whether notional units or amount is used depends on the type of listed derivative contract and the clearinghouse. A notional unit is (price x quantity) without the derivative's contract value factor.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="239">
<Tag>2761</Tag>
<Name>AllocGroupAmount</Name>
<Type>Amt</Type>
<AbbrName>GrpAmt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the notional units or amount being allocated.</Description>
<Elaboration>Whether notional units or amount is used depends on the type of listed derivative contract and the clearinghouse. A notional unit is (price x quantity) without the derivative's contract value factor.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="240">
<Tag>2762</Tag>
<Name>PriceMarkup</Name>
<Type>PriceOffset</Type>
<AbbrName>PxMrkup</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Price offset of the markup denominated in the price type of the trade.</Description>
<Elaboration>The field is expressed in a value that can simply be added to or subtracted from the (clean) price to reach the marked- up price. E.g., a percent of par price of 98 marked up to 98.5 should be 0.5, an FX rate of 1.17936 marked up to 1.19 should be 0.01064, a stock price of 22.75 marked up to 22.9 should be 0.15, etc.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="240">
<Tag>2763</Tag>
<Name>AveragePriceType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The average pricing model used for block trades.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="240">
<Tag>2764</Tag>
<Name>AveragePriceStartTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>StartTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Start of the time period during which price averaging occurred.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="240">
<Tag>2765</Tag>
<Name>AveragePriceEndTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>EndTm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>End of the time period during which price averaging occurred.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="240">
<Tag>2766</Tag>
<Name>OrderPercentOfTotalVolume</Name>
<Type>Percentage</Type>
<AbbrName>TotVolPct</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>For Percent-of-volume (POV) average pricing this is the target percentage this order quantity represents of the total trading volume of an instrument during the specified time period. This provides the data needed to ensure that the average price is fair based on the total sum of grouped POV trades. </Description>
<Elaboration>For example, if during the POV time period there are 5 trades including this one with a total volume of 5000 and this trade has a quantity of 1000 then the OrderPercentOfTotalVolume(2766) of this trade is 20 percent expressed as "0.20".</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="240">
<Tag>2767</Tag>
<Name>AllocGroupStatus</Name>
<Type>int</Type>
<AbbrName>GrpStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Status of the trade give-up relative to the group identified in AllocGroupID(1730).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="241">
<Tag>2768</Tag>
<Name>AllocRequestStatus</Name>
<Type>int</Type>
<AbbrName>ReqStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Status of the AllocationInstructionAlertRequest(35=DU).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="241">
<Tag>2769</Tag>
<Name>AllocAvgPxIndicator</Name>
<Type>int</Type>
<AbbrName>AvgPxInd</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>819</EnumDatatype>
<Description>Average pricing indicator at the allocation level.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="241">
<Tag>2770</Tag>
<Name>AllocAvgPxGroupID</Name>
<Type>String</Type>
<AbbrName>AvgPxGrpID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used by submitting firm to group trades being sub-allocated into an average price group. The trades in the average price group will be used to calculate an average price for the group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="241">
<Tag>2771</Tag>
<Name>PreviousAllocGroupID</Name>
<Type>String</Type>
<AbbrName>PrevGrpID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When reporting a group change by the central counterparty to allocations of trades for the same instrument traded at the same price this identifies the previous group identifier.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="246">
<Tag>2772</Tag>
<Name>NoMatchExceptions</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of match exceptions in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="246">
<Tag>2773</Tag>
<Name>MatchExceptionType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Type of matching exception.
</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="246">
<Tag>2774</Tag>
<Name>MatchExceptionElementType</Name>
<Type>int</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Identifies the data point used in the matching operation which resulted in an exception.
</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="246">
<Tag>2775</Tag>
<Name>MatchExceptionElementName</Name>
<Type>String</Type>
<AbbrName>Name</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The matching exception data point name, for example: "Trade currency". This may be used for display purposes, providing a corresponding description for the value in MatchExceptionElementType(2774).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="246">
<Tag>2776</Tag>
<Name>MatchExceptionAllocValue</Name>
<Type>String</Type>
<AbbrName>AllocVal</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The allocating party's data value used in the match operation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="246">
<Tag>2777</Tag>
<Name>MatchExceptionConfirmValue</Name>
<Type>String</Type>
<AbbrName>CnfmVal</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The confirming party's data value used in the match operation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="246">
<Tag>2778</Tag>
<Name>MatchExceptionToleranceValue</Name>
<Type>float</Type>
<AbbrName>TlrncVal</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The data element's tolerance value. Omitted if no tolerance is allowed or not applicable.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="246">
<Tag>2779</Tag>
<Name>MatchExceptionToleranceValueType</Name>
<Type>int</Type>
<AbbrName>TlrncValTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The type of value in MatchExceptionToleranceValue(2778). Omitted if no tolerance is allowed or not applicable.</Description>
<Elaboration>For example, if the tolerance for accrued interest is 0.01% of total accrued interest then MatchExceptionElementType(2774)=1 (Accrued interest), MatchExceptionToleranceValueType(2779)=2 (Percentage) and MatchExcecptionToleranceValue(2778)=0.0001. If tolerance for the exchange rate of an FX trade is "0.001" then MatchExceptionElementType(2774)=2 (Deal pPrice), MatchExceptionToleranceValueType(2779)=1 (Fixed amount) and MatchExcecptionToleranceValue(2778)=0.001.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="246">
<Tag>2780</Tag>
<Name>MatchExceptionText</Name>
<Type>String</Type>
<AbbrName>Txt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Description of the exception.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="246">
<Tag>2781</Tag>
<Name>NoMatchingDataPoints</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of matching data points in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="246">
<Tag>2782</Tag>
<Name>MatchingDataPointIndicator</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Data point's matching type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="246">
<Tag>2783</Tag>
<Name>MatchingDataPointValue</Name>
<Type>String</Type>
<AbbrName>Val</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Value of the matching data point.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="246">
<Tag>2784</Tag>
<Name>MatchingDataPointType</Name>
<Type>int</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2774</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Identifies the data point used in the matching operation.</Description>
<Elaboration>Values may not have applicable tolerance values, in this case this means the data point was used for matching but did not match.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="246">
<Tag>2785</Tag>
<Name>MatchingDataPointName</Name>
<Type>String</Type>
<AbbrName>Name</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The matching data point name, for example: "Trade currency". This may be used for display purposes, providing a corresponding description for the value in MatchingDataPointType(2784).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="246">
<Tag>2797</Tag>
<Name>EncodedMatchExceptionTextLen</Name>
<Type>Length</Type>
<AssociatedDataTag>2798</AssociatedDataTag>
<AbbrName>EncTxtLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedMatchExceptionText(2798) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="246">
<Tag>2798</Tag>
<Name>EncodedMatchExecptionText</Name>
<Type>data</Type>
<AbbrName>EncTxt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the MatchExceptionText(2780) field in the encoded format specified via the MessageEncoding(347) field.
If used, the ASCII (English) representation should also be specified in the MatchExceptionText(2780) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="247">
<Tag>2786</Tag>
<Name>TradeAggregationRequestID</Name>
<Type>String</Type>
<AbbrName>ReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The message identifier for the trade aggregation request.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="247">
<Tag>2787</Tag>
<Name>TradeAggregationRequestRefID</Name>
<Type>String</Type>
<AbbrName>RefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference identifier to a previously sent trade aggregation message being cancelled or replaced.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="247">
<Tag>2788</Tag>
<Name>TradeAggregationTransType</Name>
<Type>int</Type>
<AbbrName>TransTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the trade aggregation transaction type.
</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="247">
<Tag>2789</Tag>
<Name>AggregatedQty</Name>
<Type>Qty</Type>
<AbbrName>AggQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Total quantity of orders or fills quantity aggregated.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="247">
<Tag>2790</Tag>
<Name>TradeAggregationRequestStatus</Name>
<Type>int</Type>
<AbbrName>ReqStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Status of the trade aggregation request.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="247">
<Tag>2791</Tag>
<Name>TradeAggregationRejectReason</Name>
<Type>int</Type>
<AbbrName>RejRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Reason for trade aggregation request being rejected.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="247">
<Tag>2792</Tag>
<Name>TradeAggregationReportID</Name>
<Type>String</Type>
<AbbrName>RptID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for the TradeAggregationReport(35=DX).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="247">
<Tag>2793</Tag>
<Name>AvgSpotRate</Name>
<Type>Price</Type>
<AbbrName>AvgSpotRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The average FX spot rate.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="247">
<Tag>2794</Tag>
<Name>AvgForwardPoints</Name>
<Type>PriceOffset</Type>
<AbbrName>AvgFwdPnts</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The average forward points. May be a negative value.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="247">
<Tag>2795</Tag>
<Name>OffshoreIndicator</Name>
<Type>int</Type>
<AbbrName>OffshrInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the type of the currency rate being used. This is relevant for currencies that have offshore rate that different from onshore rate.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="247">
<Tag>2796</Tag>
<Name>FXBenchmarkRateFix</Name>
<Type>String</Type>
<AbbrName>BnchmkRtFix</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the foreign exchange benchmark rate fixing to be used in valuing the transaction. For example "London 4 p.m." or "Tokyo 3 p.m."</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="249">
<Tag>2799</Tag>
<Name>PayReportID</Name>
<Type>String</Type>
<AbbrName>RptID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique ID of the PayManagementReport(35=EA) message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="249">
<Tag>2800</Tag>
<Name>PayDisputeReason</Name>
<Type>int</Type>
<AbbrName>DsptRsn</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Used to provide the reason for disputing a request or report.
See https://www.fixtrading.org/packages/PayDisputeReason for the list of applicable values.
</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="249">
<Tag>2801</Tag>
<Name>EncodedReplaceText</Name>
<Type>data</Type>
<AbbrName>EncRplcTxt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the ReplaceText(2805) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the ReplaceText(2805) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="249">
<Tag>2802</Tag>
<Name>EncodedReplaceTextLen</Name>
<Type>Length</Type>
<AssociatedDataTag>2801</AssociatedDataTag>
<AbbrName>EncRplcTxtLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedReplaceText(2801) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="249">
<Tag>2803</Tag>
<Name>PayReportRefID</Name>
<Type>String</Type>
<AbbrName>RptRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference identifier of the PayManagementReport(35=EA). To be used with PayReportTransType(2804)=1 (Replace).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="249">
<Tag>2804</Tag>
<Name>PayReportTransType</Name>
<Type>int</Type>
<AbbrName>TxnTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the message transaction type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="249">
<Tag>2805</Tag>
<Name>ReplaceText</Name>
<Type>String</Type>
<AbbrName>RplcTxt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reason for amendment. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="249">
<Tag>2806</Tag>
<Name>PayReportStatus</Name>
<Type>int</Type>
<AbbrName>RptStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies status of the payment report.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="249">
<Tag>2807</Tag>
<Name>CancelText</Name>
<Type>String</Type>
<AbbrName>CxlTxt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the reason for cancelation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="249">
<Tag>2808</Tag>
<Name>EncodedCancelText</Name>
<Type>data</Type>
<AbbrName>EncCxlTxt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the CancelText(2807) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the CancelText(2807) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="249">
<Tag>2809</Tag>
<Name>EncodedCancelTextLen</Name>
<Type>Length</Type>
<AssociatedDataTag>2808</AssociatedDataTag>
<AbbrName>EncCxlTxtLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedCancelText(2808) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="249">
<Tag>2810</Tag>
<Name>PayRequestRefID</Name>
<Type>String</Type>
<AbbrName>ReqRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Reference identifier of the PayManagementRequest(35=DY). To be used with PayRequestTransType(2811)=1 (Cancel).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="249">
<Tag>2811</Tag>
<Name>PayRequestTransType</Name>
<Type>int</Type>
<AbbrName>TxnTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the message transaction type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="249">
<Tag>2812</Tag>
<Name>PayRequestID</Name>
<Type>String</Type>
<AbbrName>ReqID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique ID of the PayManagementRequest(35=DY) message.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="249">
<Tag>2813</Tag>
<Name>PayRequestStatus</Name>
<Type>int</Type>
<AbbrName>ReqStat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies status of the request being responded to.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="249">
<Tag>2814</Tag>
<Name>EncodedPostTradePaymentDesc</Name>
<Type>data</Type>
<AbbrName>EncDesc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Encoded (non-ASCII characters) representation of the PostTradePaymentDesc(2820) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the PostTradePaymentDesc(2820) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="249">
<Tag>2815</Tag>
<Name>EncodedPostTradePaymentDescLen</Name>
<Type>Length</Type>
<AssociatedDataTag>2814</AssociatedDataTag>
<AbbrName>EncDescLen</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Byte length of encoded (non-ASCII characters) EncodedPostTradePaymentDesc(2814) field.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="249">
<Tag>2816</Tag>
<Name>PostTradePaymentAccount</Name>
<Type>String</Type>
<AbbrName>Acct</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The cash account on the books of the receiver of the request or the sender of the report to be debited or credited.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="249">
<Tag>2817</Tag>
<Name>PostTradePaymentAmount</Name>
<Type>Amt</Type>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The payment amount for the specified PostTradePaymentType(2824).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="249">
<Tag>2818</Tag>
<Name>PostTradePaymentCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Specifies the currency in which PostTradePaymentAmount(2817) is denominated. Uses ISO 4271 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="249">
<Tag>2819</Tag>
<Name>PostTradePaymentDebitOrCredit</Name>
<Type>int</Type>
<AbbrName>DbtCrd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Payment side of this individual payment from the requesting firm's perspective.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="249">
<Tag>2820</Tag>
<Name>PostTradePaymentDesc</Name>
<Type>String</Type>
<AbbrName>Desc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>A short descriptive name given to the payment, e.g. Premium, Upfront, etc. The description may be used as reference.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="249">
<Tag>2821</Tag>
<Name>PostTradePaymentID</Name>
<Type>String</Type>
<AbbrName>ID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The identifier for the individual payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="249">
<Tag>2822</Tag>
<Name>PostTradePaymentLinkID</Name>
<Type>String</Type>
<AbbrName>LinkID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to link a group of payments together, e.g. cross-currency payments associated with a swap.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="249">
<Tag>2823</Tag>
<Name>PostTradePaymentStatus</Name>
<Type>int</Type>
<AbbrName>Stat</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate the status of a post-trade payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="249">
<Tag>2824</Tag>
<Name>PostTradePaymentType</Name>
<Type>String</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of post-trade payment.
See ISITC "Payments Cash Purpose Codes" for list of payment type codes to use available at https://isitc.org/market-practices/reference-data-and-standards-market-practice and select "ISITC Classification Code List".</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="249">
<Tag>2825</Tag>
<Name>PostTradePaymentCalculationDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>CalcDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The (actual) date the periodic payments calculations are made.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="249">
<Tag>2826</Tag>
<Name>PostTradePaymentValueDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>ValuDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The adjusted (for holidays and other non-business days) payment date on which the payment is expected to settle.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="249">
<Tag>2827</Tag>
<Name>PostTradePaymentFinalValueDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>FnlValuDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The actual or final payment date on which the payment was made.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="253">
<Tag>2828</Tag>
<Name>CurrentDisplayPrice</Name>
<Type>Price</Type>
<AbbrName>CurDspPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Price at which the order is currently displayed to the market. Can be used on order messages, e.g. NewOrderSingle(35=D), to provide the current displayed price of a parent order when splitting it into smaller child orders. </Description>
<Elaboration>In the context of US CAT this is used when reporting new child orders.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="253">
<Tag>2829</Tag>
<Name>DuplicateClOrdIDIndicator</Name>
<Type>Boolean</Type>
<AbbrName>DupClOrdIDInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate that a ClOrdID(11) value is an intentional duplicate of a previously sent value. Allows to avoid the rejection of an order with OrdRejReason(103) = 6 (Duplicate Order). </Description>
<Elaboration>In the context of US CAT this can be used when the recipient of a previously routed order requires the same identifier to be re-used for a new route.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="253">
<Tag>2830</Tag>
<Name>EventInitiatorType</Name>
<Type>char</Type>
<AbbrName>EvntInitrTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates the type of entity who initiated an event, e.g. modification or cancellation of an order or quote.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="253">
<Tag>2831</Tag>
<Name>NBBOEntryType</Name>
<Type>int</Type>
<AbbrName>NBBOTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of NBBO information.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="253">
<Tag>2832</Tag>
<Name>NBBOPrice</Name>
<Type>Price</Type>
<AbbrName>NBBOPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Price related to NBBO. NBBOEntryType(2831) may be used to indicate entry type, e.g. bid or offer. </Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="253">
<Tag>2833</Tag>
<Name>NBBOQty</Name>
<Type>Qty</Type>
<AbbrName>NBBOQty</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Quantity related to NBBO. NBBOEntryType(2831) may be used to indicte entry type, e.g. bid or offer.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="253">
<Tag>2834</Tag>
<Name>NBBOSource</Name>
<Type>int</Type>
<AbbrName>NBBOSrc</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Source of NBBO information.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="253">
<Tag>2835</Tag>
<Name>OrderOriginationFirmID</Name>
<Type>String</Type>
<AbbrName>OrigntnFirmID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifier for the original owner of an order as part of the OrderAggregationGrp component. Use the Parties component with PartyRole(452) = 13 (Order Origination Firm) to identify the original owner of an individual order outside of an aggregation.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="253">
<Tag>2836</Tag>
<Name>OrderTime</Name>
<Type>UTCTimestamp</Type>
<AbbrName>Tm</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Timestamp for the assignment of a (unique) identifier to an order.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="253">
<Tag>2837</Tag>
<Name>SingleQuoteIndicator</Name>
<Type>Boolean</Type>
<AbbrName>SnglQteInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Used to indicate whether the quoting system allows only one quote to be active at a time for the quote issuer or market maker.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="253">
<Tag>2838</Tag>
<Name>CurrentWorkingPrice</Name>
<Type>Price</Type>
<AbbrName>CurWrkngPx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Current working price of the order relative to the state of the order.</Description>
<Elaboration>In the context of US CAT this can be used for the current price of the parent order when reporting a split into new (child) orders.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="253">
<Tag>2839</Tag>
<Name>TrdRegTimestampManualIndicator</Name>
<Type>Boolean</Type>
<AbbrName>ManInd</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether a given timestamp was manually captured.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2840</Tag>
<Name>CollateralReinvestmentRate</Name>
<Type>Percentage</Type>
<AbbrName>RnvstmntRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Interest rate received for collateral reinvestment.</Description>
<Elaboration>In the context of EU SFTR this is the reinvestment interest rate received from cash collateral made by the lender. If there are multiple reinvestment types, this is an average rate.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2841</Tag>
<Name>UnderlyingRefID</Name>
<Type>String</Type>
<AbbrName>UndlyRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the underlying instrument the entity applies to by referencing the underlying instrument's UnderlyingID(2874).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2842</Tag>
<Name>CollateralReinvestmentAmount</Name>
<Type>Amt</Type>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The cash amount of the specified re-investment type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2843</Tag>
<Name>CollateralReinvestmentCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The currency denomination of the re-invested cash amount. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2844</Tag>
<Name>CollateralReinvestmentType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Indicates the type of investment the cash collateral is re-invested in.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2845</Tag>
<Name>NoCollateralReinvestments</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of instances of CollateralReinvestmentType(2844) in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2846</Tag>
<Name>FundingSource</Name>
<Type>int</Type>
<AbbrName>Src</AbbrName>
<NotReqXML>0</NotReqXML>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Specifies the funding source used to finance margin or collateralized loan.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2847</Tag>
<Name>FundingSourceCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Currency denomination of the market value of the funding source. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2848</Tag>
<Name>FundingSourceMarketValue</Name>
<Type>Amt</Type>
<AbbrName>MktValu</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Market value of the funding source.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2849</Tag>
<Name>NoFundingSources</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of instances of FundingSource(2846) in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>43108</Tag>
<Name>LegPaymentStreamOtherDayCount</Name>
<Type>String</Type>
<AbbrName>OtherDayCnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The industry name of the day count convention not listed in LegPaymentStreamDayCount(40283).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2851</Tag>
<Name>MarginDirection</Name>
<Type>int</Type>
<AbbrName>Dirctn</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Indicates whether the margin described is posted or received.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>43097</Tag>
<Name>PaymentFixedRate</Name>
<Type>Percentage</Type>
<AbbrName>Rt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The rate applicable to the fixed rate payment.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>43098</Tag>
<Name>PaymentFloatingRateIndex</Name>
<Type>String</Type>
<AbbrName>Ndx</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The payment floating rate index. See SpreadOrBenchmarkCurveData(221) for suggested values.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>43099</Tag>
<Name>PaymentFloatingRateIndexCurvePeriod</Name>
<Type>int</Type>
<AbbrName>NdxPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>43100</Tag>
<Name>PaymentFloatingRateIndexCurveUnit</Name>
<Type>String</Type>
<AbbrName>NdxUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40791</EnumDatatype>
<Description>Time unit associated with the floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>43101</Tag>
<Name>PaymentFloatingRateSpread</Name>
<Type>PriceOffset</Type>
<AbbrName>Spread</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Spread from floating rate index.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>43102</Tag>
<Name>PaymentFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>FreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the payment frequency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>43103</Tag>
<Name>PaymentFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>FreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40791</EnumDatatype>
<Description>Time unit associated with the payment frequency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>43104</Tag>
<Name>PaymentRateResetFrequencyPeriod</Name>
<Type>int</Type>
<AbbrName>ResetFreqPeriod</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Time unit multiplier for the floating rate reset frequency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>43105</Tag>
<Name>PaymentRateResetFrequencyUnit</Name>
<Type>String</Type>
<AbbrName>ResetFreqUnit</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>40791</EnumDatatype>
<Description>Time unit associated with the floating rate reset frequency.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>43106</Tag>
<Name>PaymentStreamOtherDayCount</Name>
<Type>String</Type>
<AbbrName>OtherDayCnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The industry name of the day count convention not listed in PaymentStreamDayCount(40742).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2862</Tag>
<Name>SideCollateralReinvestmentRate</Name>
<Type>Percentage</Type>
<AbbrName>RnvstmntRt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Interest rate received for collateral reinvestment.</Description>
<Elaboration>In the context of EU SFTR this is the reinvestment interest rate received from cash collateral made by the lender. If there are multiple reinvestment types, this is an average rate.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2863</Tag>
<Name>SideUnderlyingRefID</Name>
<Type>String</Type>
<AbbrName>UndlyRefID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Identifies the underlying instrument the entity applies to by referencing the underlying instrument's UnderlyingID(2874).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2864</Tag>
<Name>NoSideCollateralReinvestments</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of instances of SideCollateralReinvestmentType(2867) in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2865</Tag>
<Name>SideCollateralReinvestmentAmount</Name>
<Type>Amt</Type>
<AbbrName>Amt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The cash amount of the specified re-investment type.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2866</Tag>
<Name>SideCollateralReinvestmentCurrency</Name>
<Type>Currency</Type>
<AbbrName>Ccy</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The currency denomination of the re-invested cash amount. Uses ISO 4217 currency codes.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2867</Tag>
<Name>SideCollateralReinvestmentType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>2844</EnumDatatype>
<UnionDataType>Reserved100Plus</UnionDataType>
<Description>Indicates the type of investment the cash collateral is re-invested in.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2868</Tag>
<Name>CollateralizationValueDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>CollztnValuDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Date when the collateral is to be assessed or assigned.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2869</Tag>
<Name>RegulatoryReportTypeBusinessDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>RegRptTypBizDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The business date on which the event identified in RegulatoryReportType(1934) took place.</Description>
<Elaboration>In the context of EU SFTR reports with a RegulatoryReportType(1934) value 7 (Post-trade valuation), 31 (Collateral update) or 32 (Margin update), the business date on which the business event took place, which results in the information contained in the report.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2870</Tag>
<Name>ClearingPortfolioID</Name>
<Type>String</Type>
<AbbrName>ClrPrtflioID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>When the transaction is cleared and included in a portfolio of transactions this identifies the portfolio by its unique identifier.</Description>
<Elaboration>In the context of EU SFTR reporting this applies to cleared transactions grouped in a portfolio for which margins are exchanged.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2871</Tag>
<Name>NoTransactionAttributes</Name>
<Type>NumInGroup</Type>
<NotReqXML>1</NotReqXML>
<Description>Number of instances of TransactionAttributeType(2872) in the repeating group.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2872</Tag>
<Name>TransactionAttributeType</Name>
<Type>int</Type>
<AbbrName>Typ</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Type of attribute(s) or characteristic(s) associated with the transaction.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2873</Tag>
<Name>TransactionAttributeValue</Name>
<Type>String</Type>
<AbbrName>Valu</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Value associated with the specificed TransactionAttributeType(2872).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2874</Tag>
<Name>UnderlyingID</Name>
<Type>String</Type>
<AbbrName>UdlyID</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>Unique identifier for the underlying instrument within the context of a message.</Description>
<Elaboration>The UnderlyingID(2874) can be referenced by other fields, for example UnderlyingRefID(tbd2841) and SideUnderlyingRefID(2863), from other components . The scope of uniqueness is agreed upon between counterparties.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>43107</Tag>
<Name>UnderlyingPaymentStreamOtherDayCount</Name>
<Type>String</Type>
<AbbrName>OtherDayCnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The industry name of the day count convention not listed in UnderlyingPaymentStreamDayCount(40572).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2876</Tag>
<Name>PosAmtPrice</Name>
<Type>Price</Type>
<AbbrName>Px</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The price used to calculate the PosAmt(708).</Description>
<Elaboration>This may be used for certain PosAmtType(707) values where the PosAmt(708) is based on the current price of the position's security. In the context of EU SFTR reporting, this is the price used to calculate the loan value for securities loan and borrowing, and buy-sell back. The price may be expressed in units or percentage of the underlying security, yield or an absolute amount that ignores netting. For Buy/Sellback it expresses the initial spot price.</Elaboration>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2877</Tag>
<Name>PosAmtPriceType</Name>
<Type>int</Type>
<AbbrName>PxTyp</AbbrName>
<NotReqXML>0</NotReqXML>
<EnumDatatype>423</EnumDatatype>
<Description>Specifies the type of price for PosAmtPrice(2876).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2878</Tag>
<Name>TerminationDate</Name>
<Type>LocalMktDate</Type>
<AbbrName>TmntnDt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The date of a contract's early termination or other post-trade event when the event is prior to the contract natural end or maturity not defined as part of the security's reference data or contractual terms/agreement.</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2879</Tag>
<Name>CouponOtherDayCount</Name>
<Type>String</Type>
<AbbrName>CpnOtherDayCnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The industry name of the day count convention not listed in CouponDayCount(1950).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2880</Tag>
<Name>LegCouponOtherDayCount</Name>
<Type>String</Type>
<AbbrName>CpnOtherDayCnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The industry name of the day count convention not listed in LegCouponDayCount(2165).</Description>
</Field>
<Field added="FIX.5.0SP2" addedEP="254">
<Tag>2881</Tag>
<Name>UnderlyingCouponOtherDayCount</Name>
<Type>String</Type>
<AbbrName>CpnOtherDayCnt</AbbrName>
<NotReqXML>0</NotReqXML>
<Description>The industry name of the day count convention not listed in UnderlyingCouponDayCount(1993).</Description>
</Field>
</Fields>