<UnderlyingInstrument> component block – FIX 5.0 – FIX Dictionary

FIX 5.0 : <UnderlyingInstrument> component block

Description

The Underlying<Instrument> component block, like the <Instrument> component block, contains all the fields commonly used to describe a security or instrument. In the case of the Underlying<Instrument> component block it describes an instrument which underlies the primary instrument Refer to the <Instrument> component block comments as this component block mirrors <Instrument>, except for the noted fields.

Structure

Tag	Field Name	Req'd	Comments
311	UnderlyingSymbol	N
312	UnderlyingSymbolSfx	N
309	UnderlyingSecurityID	N
305	UnderlyingSecurityIDSource	N
Component Block - <UndSecAltIDGrp>		N
462	UnderlyingProduct	N
463	UnderlyingCFICode	N
310	UnderlyingSecurityType	N
763	UnderlyingSecuritySubType	N
313	UnderlyingMaturityMonthYear	N
542	UnderlyingMaturityDate	N
241	UnderlyingCouponPaymentDate	N
242	UnderlyingIssueDate	N
243	UnderlyingRepoCollateralSecurityType	N
244	UnderlyingRepurchaseTerm	N
245	UnderlyingRepurchaseRate	N
246	UnderlyingFactor	N
256	UnderlyingCreditRating	N
595	UnderlyingInstrRegistry	N
592	UnderlyingCountryOfIssue	N
593	UnderlyingStateOrProvinceOfIssue	N
594	UnderlyingLocaleOfIssue	N
247	UnderlyingRedemptionDate	N
316	UnderlyingStrikePrice	N
941	UnderlyingStrikeCurrency	N
317	UnderlyingOptAttribute	N
436	UnderlyingContractMultiplier	N
435	UnderlyingCouponRate	N
308	UnderlyingSecurityExchange	N
306	UnderlyingIssuer	N
362	EncodedUnderlyingIssuerLen	N
363	EncodedUnderlyingIssuer	N
307	UnderlyingSecurityDesc	N
364	EncodedUnderlyingSecurityDescLen	N
365	EncodedUnderlyingSecurityDesc	N
877	UnderlyingCPProgram	N
878	UnderlyingCPRegType	N
318	UnderlyingCurrency	N	Specific to the (not in )
879	UnderlyingQty	N	Specific to the (not in ) Unit amount of the underlying security (par, shares, currency, etc.)
810	UnderlyingPx	N	Specific to the (not in ) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.
882	UnderlyingDirtyPrice	N	Specific to the (not in ) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest
883	UnderlyingEndPrice	N	Specific to the (not in ) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.
884	UnderlyingStartValue	N	Specific to the (not in ) Currency value attributed to this collateral at the start of the agreement
885	UnderlyingCurrentValue	N	Specific to the (not in ) Currency value currently attributed to this collateral
886	UnderlyingEndValue	N	Specific to the (not in ) Currency value attributed to this collateral at the end of the agreement
Component Block - <UnderlyingStipulations>		N	Specific to the (not in ) Insert here the contents of the Component Block
972	UnderlyingAllocationPercent	N	Specific to the Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.
975	UnderlyingSettlementType	N	Specific to the Indicates order settlement period for the underlying deliverable component.
973	UnderlyingCashAmount	N	Specific to the Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value.
974	UnderlyingCashType	N	Specific to the Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)
998	UnderlyingUnitofMeasure	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.)
1000	UnderlyingTimeUnit	N	Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
1038	UnderlyingCapValue	N
Component Block - <UndlyInstrumentParties>		N
1039	UnderlyingSettlMethod	N
1044	UnderlyingAdjustedQuantity	N	Specific to the (not in ). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).
1045	UnderlyingFXRate	N	Specific to the (not in ). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).
1046	UnderlyingFXRateCalc	N	Specific to the (not in ). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).