| Tag |
Field Name |
Req'd |
Comments |
| 55 |
Symbol |
N |
Common, "human understood" representation of the security. SecurityID 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.
|
| 65 |
SymbolSfx |
N |
Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN
or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.
|
| 48 |
SecurityID |
N |
Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. |
| 22 |
SecurityIDSource |
N |
Required if SecurityID is specified. |
|
Component Block - <SecAltIDGrp> |
N |
Number of alternate Security Identifiers |
| 460 |
Product |
N |
Indicates the type of product the security is associated with (high-level category) |
| 461 |
CFICode |
N |
Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is
recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
|
| 167 |
SecurityType |
N |
It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
Required for Fixed Income. Refer to Volume 7 - Fixed Income
Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations
and Guidelines for Futures and Options Markets.)
|
| 762 |
SecuritySubType |
N |
Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. |
| 200 |
MaturityMonthYear |
N |
Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month
and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified.
|
| 541 |
MaturityDate |
N |
Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month
and year (e.g. S&P futures).may use MaturityMonthYear and/or this field.
When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages
as a means of data enrichment.
|
| 224 |
CouponPaymentDate |
N |
Date interest is to be paid. Used in identifying Corporate Bond issues. |
| 225 |
IssueDate |
N |
Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. |
| 239 |
RepoCollateralSecurityType |
N |
|
| 226 |
RepurchaseTerm |
N |
|
| 227 |
RepurchaseRate |
N |
|
| 228 |
Factor |
N |
For Fixed Income: Amortization 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 1. 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
|
| 255 |
CreditRating |
N |
|
| 543 |
InstrRegistry |
N |
The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded.
Can be used in conjunction with ISIN to address ISIN uniqueness issues.
|
| 470 |
CountryOfIssue |
N |
ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN
SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.
|
| 471 |
StateOrProvinceOfIssue |
N |
A two-character state or province abbreviation. |
| 472 |
LocaleOfIssue |
N |
The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). |
| 240 |
RedemptionDate |
N |
|
| 202 |
StrikePrice |
N |
Used for derivatives, such as options and covered warrants |
| 947 |
StrikeCurrency |
N |
Used for derivatives |
| 206 |
OptAttribute |
N |
Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate
actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose.
|
| 231 |
ContractMultiplier |
N |
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g.
contracts vs. shares) amount.
|
| 223 |
CouponRate |
N |
For Fixed Income. |
| 207 |
SecurityExchange |
N |
Can be used to identify the security. |
| 106 |
Issuer |
N |
|
| 348 |
EncodedIssuerLen |
N |
Must be set if EncodedIssuer field is specified and must immediately precede it. |
| 349 |
EncodedIssuer |
N |
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding
field.
|
| 107 |
SecurityDesc |
N |
|
| 350 |
EncodedSecurityDescLen |
N |
Must be set if EncodedSecurityDesc field is specified and must immediately precede it. |
| 351 |
EncodedSecurityDesc |
N |
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding
field.
|
| 691 |
Pool |
N |
Identifies MBS / ABS pool |
| 667 |
ContractSettlMonth |
N |
Must be present for MBS/TBA |
| 875 |
CPProgram |
N |
The program under which a commercial paper is issued |
| 876 |
CPRegType |
N |
The registration type of a commercial paper issuance |
|
Component Block - <EvntGrp> |
N |
Number of repeating EventType group entries. |
| 873 |
DatedDate |
N |
If different from IssueDate |
| 874 |
InterestAccrualDate |
N |
If different from IssueDate and DatedDate |
| 965 |
SecurityStatus |
N |
Gives the current state of the instrument |
| 966 |
SettleOnOpenFlag |
N |
Indicator to determine if Instrument is Settle on Open. |
| 1049 |
InstrmtAssignmentMethod |
N |
|
| 967 |
StrikeMultiplier |
N |
Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. |
| 968 |
StrikeValue |
N |
Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. |
| 969 |
MinPriceIncrement |
N |
Minimum price increment for the instrument. Could also be used to represent tick value. |
| 970 |
PositionLimit |
N |
Position Limit for the instrument. |
| 971 |
NTPositionLimit |
N |
Near-term Position Limit for the instrument. |
|
Component Block - <InstrumentParties> |
N |
Used to identify the parties listing a specific instrument |
| 996 |
UnitofMeasure |
N |
Used to indicate the size of the underlying commodity on which the contract is based (e.g., 2500 lbs of lean cattle, 1000
barrels of crude oil, 1000 bushels of corn, etc.)
|
| 997 |
TimeUnit |
N |
Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) |
| 1079 |
MaturityTime |
N |
|
