|
| tag |
Document
|
| type |
Document |
| path: |
/Document[1..1] |
| X-path: |
/Document |
| mode: |
|
| minOccurs |
1 |
| maxOccurs |
1 |
| Elements: |
|
|
Document [Sequence] |
|
FinInstrmRptgRefDataDltaRpt |
|
|
|
| tag |
FinInstrmRptgRefDataDltaRpt
|
| type |
FinancialInstrumentReportingReferenceDataDeltaReportV02 |
| fullName |
FinancialInstrumentReportingReferenceDataDeltaReportV02 |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Message Definition |
The FinancialInstrumentReportingReferenceDataDeltaReport message is sent by the trading
venues to the national competent authority to report on changes that have occurred
in the base data between reference data file generation.
|
| Building Block: |
|
|
Name |
ReportHeader |
|
Definition |
Header information related to the global report. |
| Building Block: |
|
|
Name |
FinancialInstrument |
|
Definition |
Provides the details of the reference data that have been updated (since the last
report).
|
| Building Block: |
|
|
Name |
SupplementaryData |
|
Definition |
Additional information that can not be captured in the structured fields and/or any
other specific block.
|
|
FinInstrmRptgRefDataDltaRpt
|
| tag |
RptHdr
|
| type |
SecuritiesMarketReportHeader1 |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/RptHdr[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/RptHdr |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Type Definition |
Provides the securities market transaction report related header details.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/RptHdr [Sequence] |
|
RptgNtty |
Reporting Entity |
|
RptgPrd |
Reporting Period |
|
SubmissnDtTm |
Submission Date Time |
|
FinInstrmRptgRefDataDltaRpt
+RptHdr
|
| tag |
RptgNtty
|
| type |
TradingVenueIdentification1Choice |
| fullName |
ReportingEntity |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/RptHdr[1..1]/RptgNtty[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/RptHdr/RptgNtty |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Reporting Entity
|
|
ISO Element Definition |
Identification of the venue which generates the report.
|
|
ISO Type Definition |
Trade venue related fields.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/RptHdr/RptgNtty [Choice] |
|
MktIdCd |
Market Identification Code |
|
NtlCmptntAuthrty |
National Competent Authority |
|
Othr |
Other |
| Constraint: |
|
|
Name |
ValidMICRule |
|
Definition |
Market Identification code must be an active market at the time of reporting. |
|
FinInstrmRptgRefDataDltaRpt
+RptHdr
++RptgNtty
|
| tag |
MktIdCd
|
| type |
MICIdentifier |
| fullName |
MarketIdentificationCode |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/RptHdr[1..1]/RptgNtty[1..1]/MktIdCd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/RptHdr/RptgNtty/MktIdCd |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Pattern: |
[A-Z0-9]{4,4} |
| Documentation: |
|
|
ISO Element Name |
Market Identification Code
|
|
ISO Type Definition |
Market Identifier Code. The identification of a financial market, as stipulated in
the norm ISO 10383 'Codes for exchanges and market identifications'.
|
|
FinInstrmRptgRefDataDltaRpt
+RptHdr
++RptgNtty
|
| tag |
NtlCmptntAuthrty
|
| type |
CountryCode |
| fullName |
NationalCompetentAuthority |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/RptHdr[1..1]/RptgNtty[1..1]/NtlCmptntAuthrty[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/RptHdr/RptgNtty/NtlCmptntAuthrty |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{2,2} |
| Documentation: |
|
|
ISO Element Name |
National Competent Authority
|
|
ISO Type Definition |
Code to identify a country, a dependency, or another area of particular geopolitical
interest, on the basis of country names obtained from the United Nations (ISO 3166,
Alpha-2 code).
|
| Constraint: |
|
|
Name |
Country |
|
Definition |
The code is checked against the list of country names obtained from the United Nations
(ISO 3166, Alpha-2 code).
|
|
FinInstrmRptgRefDataDltaRpt
+RptHdr
++RptgNtty
|
| tag |
Othr
|
| type |
TradingVenueIdentification2 |
| fullName |
Other |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/RptHdr[1..1]/RptgNtty[1..1]/Othr[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/RptHdr/RptgNtty/Othr |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Other
|
|
ISO Type Definition |
Trading venue related fields.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/RptHdr/RptgNtty/Othr [Sequence] |
|
Id |
Identification |
|
Tp |
Type |
|
FinInstrmRptgRefDataDltaRpt
+RptHdr
++RptgNtty
+++Othr
|
| tag |
Id
|
| type |
Max50Text |
| fullName |
Identification |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/RptHdr[1..1]/RptgNtty[1..1]/Othr[1..1]/Id[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/RptHdr/RptgNtty/Othr/Id |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| minLength |
1 |
| maxLength |
50 |
| Documentation: |
|
|
ISO Element Name |
Identification
|
|
ISO Element Definition |
Identification field of the submitting entity.
|
|
FinInstrmRptgRefDataDltaRpt
+RptHdr
++RptgNtty
+++Othr
|
| tag |
Tp
|
| type |
TradingVenue2Code |
| fullName |
Type |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/RptHdr[1..1]/RptgNtty[1..1]/Othr[1..1]/Tp[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/RptHdr/RptgNtty/Othr/Tp |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
APPA |
| Definition |
Person authorised under the provisions established in the regulation to provide the
service of publishing trade reports on behalf of investment firms.
|
| Name |
ApprovedPublicationArrangement |
| ISO Definition |
Person authorised under the provisions established in the regulation to provide the
service of publishing trade reports on behalf of investment firms.
|
| ISO Name |
ApprovedPublicationArrangement |
|
|
CTPS |
| Definition |
Provider which will consolidate post-trade information into a continuous electronic
data stream and make it publicly available as close to real time as technologically
possible on a reasonable commercial basis and free of charge after 15 minutes.
|
| Name |
ConsolidatedTapeProvider |
| ISO Definition |
Provider which will consolidate post-trade information into a continuous electronic
data stream and make it publicly available as close to real time as technologically
possible on a reasonable commercial basis and free of charge after 15 minutes.
|
| ISO Name |
ConsolidatedTapeProvider |
|
| Documentation: |
|
|
ISO Element Name |
Type
|
|
ISO Element Definition |
Code list of venues to populate free form text identification.
|
|
ISO Type Definition |
Specifies the type of a trading venue which can submit the report.
|
|
FinInstrmRptgRefDataDltaRpt
+RptHdr
|
| tag |
RptgPrd
|
| type |
Period4Choice |
| fullName |
ReportingPeriod |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/RptHdr[1..1]/RptgPrd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/RptHdr/RptgPrd |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Reporting Period
|
|
ISO Element Definition |
Date or date range the report relates to.
|
|
ISO Type Definition |
Choice between date and date-time for the specification of a period.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/RptHdr/RptgPrd [Choice] |
|
Dt |
Date |
|
FrDt |
From Date |
|
ToDt |
To Date |
|
FrDtToDt |
From Date To Date |
|
FinInstrmRptgRefDataDltaRpt
+RptHdr
++RptgPrd
|
| tag |
Dt
|
| type |
ISODate |
| fullName |
Date |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/RptHdr[1..1]/RptgPrd[1..1]/Dt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/RptHdr/RptgPrd/Dt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Date
|
|
FinInstrmRptgRefDataDltaRpt
+RptHdr
++RptgPrd
|
| tag |
FrDt
|
| type |
ISODate |
| fullName |
FromDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/RptHdr[1..1]/RptgPrd[1..1]/FrDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/RptHdr/RptgPrd/FrDt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
From Date
|
|
FinInstrmRptgRefDataDltaRpt
+RptHdr
++RptgPrd
|
| tag |
ToDt
|
| type |
ISODate |
| fullName |
ToDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/RptHdr[1..1]/RptgPrd[1..1]/ToDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/RptHdr/RptgPrd/ToDt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
To Date
|
|
FinInstrmRptgRefDataDltaRpt
+RptHdr
++RptgPrd
|
| tag |
FrDtToDt
|
| type |
Period2 |
| fullName |
FromDateToDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/RptHdr[1..1]/RptgPrd[1..1]/FrDtToDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/RptHdr/RptgPrd/FrDtToDt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
From Date To Date
|
|
ISO Type Definition |
Time span defined by a start date and time, and an end date and time.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/RptHdr/RptgPrd/FrDtToDt [Sequence] |
|
FrDt |
From Date |
|
ToDt |
To Date |
|
FinInstrmRptgRefDataDltaRpt
+RptHdr
++RptgPrd
+++FrDtToDt
|
| tag |
FrDt
|
| type |
ISODate |
| fullName |
FromDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/RptHdr[1..1]/RptgPrd[1..1]/FrDtToDt[1..1]/FrDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/RptHdr/RptgPrd/FrDtToDt/FrDt |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
From Date
|
|
ISO Element Definition |
Date and time at which the range starts.
|
|
FinInstrmRptgRefDataDltaRpt
+RptHdr
++RptgPrd
+++FrDtToDt
|
| tag |
ToDt
|
| type |
ISODate |
| fullName |
ToDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/RptHdr[1..1]/RptgPrd[1..1]/FrDtToDt[1..1]/ToDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/RptHdr/RptgPrd/FrDtToDt/ToDt |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
To Date
|
|
ISO Element Definition |
Date and time at which the range ends.
|
|
FinInstrmRptgRefDataDltaRpt
+RptHdr
|
| tag |
SubmissnDtTm
|
| type |
ISODateTime |
| fullName |
SubmissionDateTime |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/RptHdr[1..1]/SubmissnDtTm[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/RptHdr/SubmissnDtTm |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Submission Date Time
|
|
ISO Element Definition |
Date and time of the report originally submitted by the reporting entity when the
file is generated for submission to their reporting authority.
|
|
FinInstrmRptgRefDataDltaRpt
|
| tag |
FinInstrm
|
| type |
SecuritiesReferenceDeltaStatusReport3Choice |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
unbounded |
| Documentation: |
|
|
ISO Type Definition |
Choice defining financial instruments that are either new or have been modified.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm [Choice] |
|
ModfdRcrd |
Modified Record |
|
NewRcrd |
New Record |
|
TermntdRcrd |
Terminated Record |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
|
| tag |
ModfdRcrd
|
| type |
SecuritiesReferenceDataReport6 |
| fullName |
ModifiedRecord |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Modified Record
|
|
ISO Type Definition |
Provides details on the securities reference data for the required financial instruments.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd [Sequence] |
|
TechRcrdId |
Technical Record Identification |
|
FinInstrmGnlAttrbts |
Financial Instrument General Attributes |
|
Issr |
Issuer |
|
TradgVnRltdAttrbts |
Trading Venue Related Attributes |
|
DebtInstrmAttrbts |
Debt Instrument Attributes |
|
DerivInstrmAttrbts |
Derivative Instrument Attributes |
|
TechAttrbts |
Technical Attributes |
| Constraint: |
|
|
Name |
ValidDebtMaturityDateRule |
|
Definition |
DebtInstrumentAttributes/MaturityDate cannot be a date earlier than TradingVenueRelatedAttributes/FirstTradeDate,
TradingVenueRelatedAttributes/RequestForAdmissionDate or TradingVenueRelatedAttributes/AdmissionApprovalDate.
|
| Constraint: |
|
|
Name |
ValidDerivativeExpiryDateRule |
|
Definition |
DerivativesInstrumentAttributes/ExpiryDate cannot be a date earlier than TradingVenueRelatedAttributes/FirstTradeDate,
TradingVenueRelatedAttributes/RequestForAdmissionDate or TradingVenueRelatedAttributes/AdmissionApprovalDate.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
|
| tag |
TechRcrdId
|
| type |
Max35Text |
| fullName |
TechnicalRecordIdentification |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/TechRcrdId[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/TechRcrdId |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| minLength |
1 |
| maxLength |
35 |
| Documentation: |
|
|
ISO Element Name |
Technical Record Identification
|
|
ISO Element Definition |
Unique identifier of a record in a message used as part of error management and status
advice message.
|
|
ISO Element Usage |
This identification will be used in the status advice report sent back.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
|
| tag |
FinInstrmGnlAttrbts
|
| type |
SecurityInstrumentDescription9 |
| fullName |
FinancialInstrumentGeneralAttributes |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/FinInstrmGnlAttrbts[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/FinInstrmGnlAttrbts |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Financial Instrument General Attributes
|
|
ISO Element Definition |
Attributes and characteristics of the financial instrument.
|
|
ISO Type Definition |
Identifies the security instrument by its name and typical characteristics.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/FinInstrmGnlAttrbts [Sequence] |
|
Id |
Identification |
|
FullNm |
Full Name |
|
ShrtNm |
Short Name |
|
ClssfctnTp |
Classification Type |
|
NtnlCcy |
Notional Currency |
|
CmmdtyDerivInd |
Commodity Derivative Indicator |
| Constraint: |
|
|
Name |
ValidCFIRule |
|
Definition |
The CFI code must be a valid CFI code as defined by 10962. |
| Constraint: |
|
|
Name |
ValidISINRule |
|
Definition |
ISIN code must pass checksum validation. |
| Constraint: |
|
|
Name |
ValidShortNameRule |
|
Definition |
ShortName must conform with ISO 18774. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++FinInstrmGnlAttrbts
|
| tag |
Id
|
| type |
ISINOct2015Identifier |
| fullName |
Identification |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/FinInstrmGnlAttrbts[1..1]/Id[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/FinInstrmGnlAttrbts/Id |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{2,2}[A-Z0-9]{9,9}[0-9]{1,1} |
| Documentation: |
|
|
ISO Element Name |
Identification
|
|
ISO Element Definition |
Code used to identify the financial instrument.
|
|
ISO Type Definition |
International Securities Identification Number (ISIN). A numbering system designed
by the United Nation's International Organisation for Standardisation (ISO). The ISIN
is composed of a 2-character prefix representing the country of issue, followed by
the national security number (if one exists), and a check digit. Each country has
a national numbering agency that assigns ISIN numbers for securities in that country.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++FinInstrmGnlAttrbts
|
| tag |
FullNm
|
| type |
Max350Text |
| fullName |
FullName |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/FinInstrmGnlAttrbts[1..1]/FullNm[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/FinInstrmGnlAttrbts/FullNm |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| minLength |
1 |
| maxLength |
350 |
| Documentation: |
|
|
ISO Element Name |
Full Name
|
|
ISO Element Definition |
Full name of the financial instrument.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++FinInstrmGnlAttrbts
|
| tag |
ShrtNm
|
| type |
Max35Text |
| fullName |
ShortName |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/FinInstrmGnlAttrbts[1..1]/ShrtNm[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/FinInstrmGnlAttrbts/ShrtNm |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| minLength |
1 |
| maxLength |
35 |
| Documentation: |
|
|
ISO Element Name |
Short Name
|
|
ISO Element Definition |
Short name of financial instrument in accordance with ISO 18774.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++FinInstrmGnlAttrbts
|
| tag |
ClssfctnTp
|
| type |
CFIOct2015Identifier |
| fullName |
ClassificationType |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/FinInstrmGnlAttrbts[1..1]/ClssfctnTp[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/FinInstrmGnlAttrbts/ClssfctnTp |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{6,6} |
| Documentation: |
|
|
ISO Element Name |
Classification Type
|
|
ISO Element Definition |
Classification type of the financial instrument, as per the ISO Classification of
Financial Instrument (CFI) codification.
|
|
ISO Type Definition |
Classification type of the financial instrument, as per the ISO 10962 Classification
of Financial Instrument (CFI) codification, for example, common share with voting
rights, fully paid, or registered.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++FinInstrmGnlAttrbts
|
| tag |
NtnlCcy
|
| type |
ActiveOrHistoricCurrencyCode |
| fullName |
NotionalCurrency |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/FinInstrmGnlAttrbts[1..1]/NtnlCcy[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/FinInstrmGnlAttrbts/NtnlCcy |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{3,3} |
| Documentation: |
|
|
ISO Element Name |
Notional Currency
|
|
ISO Element Definition |
Currency in which the notional is denominated.
|
|
ISO Type Definition |
A code allocated to a currency by a Maintenance Agency under an international identification
scheme, as described in the latest edition of the international standard ISO 4217
"Codes for the representation of currencies and funds".
|
| Constraint: |
|
|
Name |
ActiveOrHistoricCurrency |
|
Definition |
The Currency Code must be registered, or have already been registered. Valid active
or historic currency codes are registered with the ISO 4217 Maintenance Agency, consist
of three (3) contiguous letters, and may be or not be withdrawn on the day the message
containing the Currency is exchanged.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++FinInstrmGnlAttrbts
|
| tag |
CmmdtyDerivInd
|
| type |
TrueFalseIndicator |
| fullName |
CommodityDerivativeIndicator |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/FinInstrmGnlAttrbts[1..1]/CmmdtyDerivInd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/FinInstrmGnlAttrbts/CmmdtyDerivInd |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Commodity Derivative Indicator
|
|
ISO Element Definition |
Indicates whether the financial instrument falls within the definition of commodities
derivative under the local regulation.
|
|
ISO Type Definition |
A flag indicating a True or False value.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
|
| tag |
Issr
|
| type |
LEIIdentifier |
| fullName |
Issuer |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/Issr[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/Issr |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Pattern: |
[A-Z0-9]{18,18}[0-9]{2,2} |
| Documentation: |
|
|
ISO Element Name |
Issuer
|
|
ISO Element Definition |
LEI of Issuer or trading venue operator.
|
|
ISO Type Definition |
Legal Entity Identifier is a code allocated to a party as described in ISO 17442 "Financial
Services - Legal Entity Identifier (LEI)".
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
|
| tag |
TradgVnRltdAttrbts
|
| type |
TradingVenueAttributes1 |
| fullName |
TradingVenueRelatedAttributes |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/TradgVnRltdAttrbts[1..unbounded] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/TradgVnRltdAttrbts |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
unbounded |
| Documentation: |
|
|
ISO Element Name |
Trading Venue Related Attributes
|
|
ISO Element Definition |
Traded venue related attributes.
|
|
ISO Type Definition |
Traded venue related fields.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/TradgVnRltdAttrbts [Sequence] |
|
Id |
Identification |
|
IssrReq |
Issuer Request |
|
AdmssnApprvlDtByIssr |
Admission Approval Date By Issuer |
|
ReqForAdmssnDt |
Request For Admission Date |
|
FrstTradDt |
First Trade Date |
|
TermntnDt |
Termination Date |
| Constraint: |
|
|
Name |
ValidateAdmissionIssuerRule |
|
Definition |
When IssuerRequest is equal to true, then AdmissionApprovalDateByIssuer must be present. |
| Constraint: |
|
|
Name |
ValidMICRule |
|
Definition |
Market Identification code must be an active market at the time of reporting. |
| Constraint: |
|
|
Name |
ValidTerminationDateRule |
|
Definition |
TerminationDate cannot be a date earlier than FirstTradeDate, RequestForAdmissionDate
or AdmissionApprovalDate.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++TradgVnRltdAttrbts
|
| tag |
Id
|
| type |
MICIdentifier |
| fullName |
Identification |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/TradgVnRltdAttrbts[1..unbounded]/Id[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/TradgVnRltdAttrbts/Id |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Pattern: |
[A-Z0-9]{4,4} |
| Documentation: |
|
|
ISO Element Name |
Identification
|
|
ISO Element Definition |
Segment MIC for the trading venue or systematic internaliser, where applicable, otherwise
the operating MIC.
|
|
ISO Type Definition |
Market Identifier Code. The identification of a financial market, as stipulated in
the norm ISO 10383 'Codes for exchanges and market identifications'.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++TradgVnRltdAttrbts
|
| tag |
IssrReq
|
| type |
TrueFalseIndicator |
| fullName |
IssuerRequest |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/TradgVnRltdAttrbts[1..unbounded]/IssrReq[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/TradgVnRltdAttrbts/IssrReq |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Issuer Request
|
|
ISO Element Definition |
Indicates whether the issuer of the financial instrument has requested or approved
the trading or admission to trading of their financial instruments on a trading venue.
|
|
ISO Type Definition |
A flag indicating a True or False value.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++TradgVnRltdAttrbts
|
| tag |
AdmssnApprvlDtByIssr
|
| type |
ISODateTime |
| fullName |
AdmissionApprovalDateByIssuer |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/TradgVnRltdAttrbts[1..unbounded]/AdmssnApprvlDtByIssr[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/TradgVnRltdAttrbts/AdmssnApprvlDtByIssr |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Admission Approval Date By Issuer
|
|
ISO Element Definition |
Date and time the issuer has approved the admission to trading or trading of its financial
instruments on the trading venue.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++TradgVnRltdAttrbts
|
| tag |
ReqForAdmssnDt
|
| type |
ISODateTime |
| fullName |
RequestForAdmissionDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/TradgVnRltdAttrbts[1..unbounded]/ReqForAdmssnDt[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/TradgVnRltdAttrbts/ReqForAdmssnDt |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Request For Admission Date
|
|
ISO Element Definition |
Date and time when the request for admission on the trading venue was made for the
instrument.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++TradgVnRltdAttrbts
|
| tag |
FrstTradDt
|
| type |
ISODateTime |
| fullName |
FirstTradeDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/TradgVnRltdAttrbts[1..unbounded]/FrstTradDt[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/TradgVnRltdAttrbts/FrstTradDt |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
First Trade Date
|
|
ISO Element Definition |
Date and time of the admission to trading on the trading venue or the date and time
when the instrument was first traded or an order or quote was first received by the
trading venue.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++TradgVnRltdAttrbts
|
| tag |
TermntnDt
|
| type |
ISODateTime |
| fullName |
TerminationDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/TradgVnRltdAttrbts[1..unbounded]/TermntnDt[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/TradgVnRltdAttrbts/TermntnDt |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Termination Date
|
|
ISO Element Definition |
Date and time when the financial instrument ceases to be traded or to be admitted
to trading on the trading venue. Where this date and time is unavailable, the field
shall not be populated.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
|
| tag |
DebtInstrmAttrbts
|
| type |
DebtInstrument2 |
| fullName |
DebtInstrumentAttributes |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DebtInstrmAttrbts[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DebtInstrmAttrbts |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Debt Instrument Attributes
|
|
ISO Element Definition |
Attributes specific to debt instruments.
|
|
ISO Type Definition |
Specifies the debit instrument.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DebtInstrmAttrbts [Sequence] |
|
TtlIssdNmnlAmt |
Total Issued Nominal Amount |
|
MtrtyDt |
Maturity Date |
|
NmnlValPerUnit |
Nominal Value Per Unit |
|
IntrstRate |
Interest Rate |
|
DebtSnrty |
Debt Seniority |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DebtInstrmAttrbts
|
| tag |
TtlIssdNmnlAmt
|
| type |
ActiveOrHistoricCurrencyAndAmount |
| fullName |
TotalIssuedNominalAmount |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DebtInstrmAttrbts[0..1]/TtlIssdNmnlAmt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DebtInstrmAttrbts/TtlIssdNmnlAmt |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| minInclusive |
0 |
| fractionDigits |
5 |
| totalDigits |
18 |
| Documentation: |
|
|
ISO Element Name |
Total Issued Nominal Amount
|
|
ISO Element Definition |
Total issued nominal amount in monetary value.
|
|
ISO Type Definition |
A number of monetary units specified in an active or a historic currency where the
unit of currency is explicit and compliant with ISO 4217.
|
| Constraint: |
|
|
Name |
CurrencyAmount |
|
Definition |
The number of fractional digits (or minor unit of currency) must comply with ISO 4217.
Note: The decimal separator is a dot.
|
| @Ccy |
| type |
ActiveOrHistoricCurrencyCode |
| use |
required |
| Pattern: |
[A-Z]{3,3} |
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DebtInstrmAttrbts
|
| tag |
MtrtyDt
|
| type |
ISODate |
| fullName |
MaturityDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DebtInstrmAttrbts[0..1]/MtrtyDt[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DebtInstrmAttrbts/MtrtyDt |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Maturity Date
|
|
ISO Element Definition |
Maturity date of the financial instrument.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DebtInstrmAttrbts
|
| tag |
NmnlValPerUnit
|
| type |
ActiveOrHistoricCurrencyAndAmount |
| fullName |
NominalValuePerUnit |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DebtInstrmAttrbts[0..1]/NmnlValPerUnit[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DebtInstrmAttrbts/NmnlValPerUnit |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| minInclusive |
0 |
| fractionDigits |
5 |
| totalDigits |
18 |
| Documentation: |
|
|
ISO Element Name |
Nominal Value Per Unit
|
|
ISO Element Definition |
Nominal value of each instrument. If not available, the minimum traded value should
be populated.
|
|
ISO Type Definition |
A number of monetary units specified in an active or a historic currency where the
unit of currency is explicit and compliant with ISO 4217.
|
| Constraint: |
|
|
Name |
CurrencyAmount |
|
Definition |
The number of fractional digits (or minor unit of currency) must comply with ISO 4217.
Note: The decimal separator is a dot.
|
| @Ccy |
| type |
ActiveOrHistoricCurrencyCode |
| use |
required |
| Pattern: |
[A-Z]{3,3} |
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DebtInstrmAttrbts
|
| tag |
IntrstRate
|
| type |
InterestRate6Choice |
| fullName |
InterestRate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DebtInstrmAttrbts/IntrstRate |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Interest Rate
|
|
ISO Element Definition |
Interest rate of the debt instrument.
|
|
ISO Type Definition |
Choice between a fixed rate and a floating rate.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DebtInstrmAttrbts/IntrstRate [Choice] |
|
Fxd |
Fixed |
|
Fltg |
Floating |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DebtInstrmAttrbts
++++IntrstRate
|
| tag |
Fxd
|
| type |
PercentageRate |
| fullName |
Fixed |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fxd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DebtInstrmAttrbts/IntrstRate/Fxd |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
10 |
| totalDigits |
11 |
| Documentation: |
|
|
ISO Element Name |
Fixed
|
|
ISO Type Definition |
Rate expressed as a percentage, that is, in hundredths, for example, 0.7 is 7/10 of
a percent, and 7.0 is 7%.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DebtInstrmAttrbts
++++IntrstRate
|
| tag |
Fltg
|
| type |
FloatingInterestRate6 |
| fullName |
Floating |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fltg[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DebtInstrmAttrbts/IntrstRate/Fltg |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Floating
|
|
ISO Type Definition |
Provides the index used to define the rate and the basis point spread.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DebtInstrmAttrbts/IntrstRate/Fltg [Sequence] |
|
RefRate |
Reference Rate |
|
Term |
Term |
|
BsisPtSprd |
Basis Point Spread |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DebtInstrmAttrbts
++++IntrstRate
+++++Fltg
|
| tag |
RefRate
|
| type |
BenchmarkCurveName6Choice |
| fullName |
ReferenceRate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fltg[1..1]/RefRate[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/RefRate |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Reference Rate
|
|
ISO Element Definition |
Identifies the reference index for the debt instrument.
|
|
ISO Type Definition |
Choice of format for benchmark curve name.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/RefRate [Choice] |
|
ISIN |
ISIN |
|
Indx |
Index |
|
Nm |
Name |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DebtInstrmAttrbts
++++IntrstRate
+++++Fltg
++++++RefRate
|
| tag |
ISIN
|
| type |
ISINOct2015Identifier |
| fullName |
ISIN |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fltg[1..1]/RefRate[1..1]/ISIN[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/RefRate/ISIN |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{2,2}[A-Z0-9]{9,9}[0-9]{1,1} |
| Documentation: |
|
|
ISO Element Name |
ISIN
|
|
ISO Type Definition |
International Securities Identification Number (ISIN). A numbering system designed
by the United Nation's International Organisation for Standardisation (ISO). The ISIN
is composed of a 2-character prefix representing the country of issue, followed by
the national security number (if one exists), and a check digit. Each country has
a national numbering agency that assigns ISIN numbers for securities in that country.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DebtInstrmAttrbts
++++IntrstRate
+++++Fltg
++++++RefRate
|
| tag |
Indx
|
| type |
BenchmarkCurveName2Code |
| fullName |
Index |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fltg[1..1]/RefRate[1..1]/Indx[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/RefRate/Indx |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
WIBO |
| Definition |
Warsaw Interbank Offered Rate. |
| Name |
WIBOR |
| ISO Definition |
Warsaw Interbank Offered Rate. |
| ISO Name |
WIBOR |
|
|
TREA |
| Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| Name |
Treasury |
| ISO Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| ISO Name |
Treasury |
|
|
TIBO |
| Definition |
Tokyo Interbank Offered Rate. |
| Name |
TIBOR |
| ISO Definition |
Tokyo Interbank Offered Rate. |
| ISO Name |
TIBOR |
|
|
TLBO |
| Definition |
Tel Aviv Interbank Offered Rate. |
| Name |
TELBOR |
| ISO Definition |
Tel Aviv Interbank Offered Rate. |
| ISO Name |
TELBOR |
|
|
SWAP |
| Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| Name |
SWAP |
| ISO Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| ISO Name |
SWAP |
|
|
STBO |
| Definition |
Stockholm Interbank Offered Rate. |
| Name |
STIBOR |
| ISO Definition |
Stockholm Interbank Offered Rate. |
| ISO Name |
STIBOR |
|
|
PRBO |
| Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| Name |
PRIBOR |
| ISO Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| ISO Name |
PRIBOR |
|
|
PFAN |
| Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| Name |
Pfandbriefe |
| ISO Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| ISO Name |
Pfandbriefe |
|
|
NIBO |
| Definition |
Norwegian Interbank Offered Rate. |
| Name |
NIBOR |
| ISO Definition |
Norwegian Interbank Offered Rate. |
| ISO Name |
NIBOR |
|
|
MAAA |
| Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| Name |
MuniAAA |
| ISO Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| ISO Name |
MuniAAA |
|
|
MOSP |
| Definition |
Moscow Prime Offered Rate. |
| Name |
MOSPRIM |
| ISO Definition |
Moscow Prime Offered Rate. |
| ISO Name |
MOSPRIM |
|
|
LIBO |
| Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| Name |
LIBOR |
| ISO Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| ISO Name |
LIBOR |
|
|
LIBI |
| Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| Name |
LIBID |
| ISO Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| ISO Name |
LIBID |
|
|
JIBA |
| Definition |
Johannesburg Interbank Agreed Rate. |
| Name |
JIBAR |
| ISO Definition |
Johannesburg Interbank Agreed Rate. |
| ISO Name |
JIBAR |
|
|
ISDA |
| Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| Name |
ISDAFIX |
| ISO Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| ISO Name |
ISDAFIX |
|
|
GCFR |
| Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| Name |
GCFRepo |
| ISO Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| ISO Name |
GCFRepo |
|
|
FUSW |
| Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| Name |
FutureSWAP |
| ISO Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| ISO Name |
FutureSWAP |
|
|
EUCH |
| Definition |
Swiss Franc LIBOR rate. |
| Name |
EuroSwiss |
| ISO Definition |
Swiss Franc LIBOR rate. |
| ISO Name |
EuroSwiss |
|
|
EUUS |
| Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| Name |
EURODOLLAR |
| ISO Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| ISO Name |
EURODOLLAR |
|
|
EURI |
| Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| Name |
Euribor |
| ISO Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| ISO Name |
Euribor |
|
|
EONS |
| Definition |
Euro OverNight Index Average swap rate. |
| Name |
EONIASwaps |
| ISO Definition |
Euro OverNight Index Average swap rate. |
| ISO Name |
EONIASwaps |
|
|
EONA |
| Definition |
Euro OverNight Index Average rate. |
| Name |
EONIA |
| ISO Definition |
Euro OverNight Index Average rate. |
| ISO Name |
EONIA |
|
|
CIBO |
| Definition |
Copenhagen Interbank Offered Rate. |
| Name |
CIBOR |
| ISO Definition |
Copenhagen Interbank Offered Rate. |
| ISO Name |
CIBOR |
|
|
CDOR |
| Definition |
Canadian Dollar Offered Rate. |
| Name |
CDOR |
| ISO Definition |
Canadian Dollar Offered Rate. |
| ISO Name |
CDOR |
|
|
BUBO |
| Definition |
Budapest Interbank Offered Rate. |
| Name |
BUBOR |
| ISO Definition |
Budapest Interbank Offered Rate. |
| ISO Name |
BUBOR |
|
|
BBSW |
| Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| Name |
BBSW |
| ISO Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| ISO Name |
BBSW |
|
| Documentation: |
|
|
ISO Element Name |
Index
|
|
ISO Type Definition |
Specifies a benchmark curve name.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DebtInstrmAttrbts
++++IntrstRate
+++++Fltg
++++++RefRate
|
| tag |
Nm
|
| type |
Max25Text |
| fullName |
Name |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fltg[1..1]/RefRate[1..1]/Nm[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/RefRate/Nm |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| minLength |
1 |
| maxLength |
25 |
| Documentation: |
|
|
ISO Element Name |
Name
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DebtInstrmAttrbts
++++IntrstRate
+++++Fltg
|
| tag |
Term
|
| type |
InterestRateContractTerm2 |
| fullName |
Term |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fltg[1..1]/Term[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/Term |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Term
|
|
ISO Element Definition |
Term of the index/benchmark of a floating rate bond. The term shall be expressed in
days, weeks, months or years.
|
|
ISO Type Definition |
Describes how interest rates are reported.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/Term [Sequence] |
|
Unit |
Unit |
|
Val |
Value |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DebtInstrmAttrbts
++++IntrstRate
+++++Fltg
++++++Term
|
| tag |
Unit
|
| type |
RateBasis1Code |
| fullName |
Unit |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fltg[1..1]/Term[1..1]/Unit[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/Term/Unit |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
DAYS |
| Definition |
Rate is reported in days. |
| Name |
Days |
| ISO Definition |
Rate is reported in days. |
| ISO Name |
Days |
|
|
MNTH |
| Definition |
Rate is reported in months. |
| Name |
Months |
| ISO Definition |
Rate is reported in months. |
| ISO Name |
Months |
|
|
WEEK |
| Definition |
Rate is reported in weeks. |
| Name |
Weeks |
| ISO Definition |
Rate is reported in weeks. |
| ISO Name |
Weeks |
|
|
YEAR |
| Definition |
Rate is reported in years. |
| Name |
Years |
| ISO Definition |
Rate is reported in years. |
| ISO Name |
Years |
|
| Documentation: |
|
|
ISO Element Name |
Unit
|
|
ISO Element Definition |
Unit for the rate basis.
|
|
ISO Type Definition |
Specifies a rate basis.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DebtInstrmAttrbts
++++IntrstRate
+++++Fltg
++++++Term
|
| tag |
Val
|
| type |
Max3Number |
| fullName |
Value |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fltg[1..1]/Term[1..1]/Val[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/Term/Val |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
0 |
| totalDigits |
3 |
| Documentation: |
|
|
ISO Element Name |
Value
|
|
ISO Element Definition |
Value of the contract term in number of units.
|
|
ISO Type Definition |
Number (max 999) of objects represented as an integer.
|
| Constraint: |
|
|
Name |
NumberRule |
|
Definition |
If Number is negative, then Sign must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DebtInstrmAttrbts
++++IntrstRate
+++++Fltg
|
| tag |
BsisPtSprd
|
| type |
Max5Number |
| fullName |
BasisPointSpread |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fltg[1..1]/BsisPtSprd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/BsisPtSprd |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
0 |
| totalDigits |
5 |
| Documentation: |
|
|
ISO Element Name |
Basis Point Spread
|
|
ISO Element Definition |
Number of basis points above (if positive) or below (if negative) the underlying reference
rate to calculate the actual interest rate applicable for a given period at issuance
of the floating rate instrument.
|
|
ISO Element Usage |
Used to express differences in interest rates, for example, a difference of 0.10%
is equivalent to a change of 10 basis points.
|
|
ISO Type Definition |
Number (max 99999) of objects represented as an integer.
|
| Constraint: |
|
|
Name |
NumberRule |
|
Definition |
If Number is negative, then Sign must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DebtInstrmAttrbts
|
| tag |
DebtSnrty
|
| type |
DebtInstrumentSeniorityType1Code |
| fullName |
DebtSeniority |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DebtInstrmAttrbts[0..1]/DebtSnrty[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DebtInstrmAttrbts/DebtSnrty |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
SBOD |
| Definition |
Debt owed to an unsecured creditor that can only be paid, in the event of a liquidation,
after the claims of secured creditors have been met.
|
| Name |
SubordinatedDebt |
| ISO Definition |
Debt owed to an unsecured creditor that can only be paid, in the event of a liquidation,
after the claims of secured creditors have been met.
|
| ISO Name |
SubordinatedDebt |
|
|
SNDB |
| Definition |
Debt that takes priority over other unsecured or otherwise more junior debt owed by
the issuer.
|
| Name |
SeniorDebt |
| ISO Definition |
Debt that takes priority over other unsecured or otherwise more junior debt owed by
the issuer.
|
| ISO Name |
SeniorDebt |
|
|
MZZD |
| Definition |
Subordinated debt or preferred equity instrument that represents a claim on a company's
assets which is senior only to that of the common shares.
|
| Name |
MezzanineDebt |
| ISO Definition |
Subordinated debt or preferred equity instrument that represents a claim on a company's
assets which is senior only to that of the common shares.
|
| ISO Name |
MezzanineDebt |
|
|
JUND |
| Definition |
Debt that is either unsecured or has a lower priority than of another debt claim on
the same asset or property.
|
| Name |
JuniorDebt |
| ISO Definition |
Debt that is either unsecured or has a lower priority than of another debt claim on
the same asset or property.
|
| ISO Name |
JuniorDebt |
|
| Documentation: |
|
|
ISO Element Name |
Debt Seniority
|
|
ISO Element Definition |
Seniority for a specific debt instrument.
|
|
ISO Type Definition |
Specifies the seniority type of a specific debt instrument.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
|
| tag |
DerivInstrmAttrbts
|
| type |
DerivativeInstrument5 |
| fullName |
DerivativeInstrumentAttributes |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Derivative Instrument Attributes
|
|
ISO Element Definition |
Attributes specific to derivative instruments.
|
|
ISO Type Definition |
Specifies the derivative instrument.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts [Sequence] |
|
XpryDt |
Expiry Date |
|
PricMltplr |
Price Multiplier |
|
UndrlygInstrm |
Underlying Instrument |
|
OptnTp |
Option Type |
|
StrkPric |
Strike Price |
|
OptnExrcStyle |
Option Exercise Style |
|
DlvryTp |
Delivery Type |
|
AsstClssSpcfcAttrbts |
Asset Class Specific Attributes |
| Constraint: |
|
|
Name |
OneElementPresentRule |
|
Definition |
At least one of 5 elements must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
|
| tag |
XpryDt
|
| type |
ISODate |
| fullName |
ExpiryDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/XpryDt[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/XpryDt |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Expiry Date
|
|
ISO Element Definition |
Expiry date of the financial instrument.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
|
| tag |
PricMltplr
|
| type |
NonNegativeDecimalNumber |
| fullName |
PriceMultiplier |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/PricMltplr[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/PricMltplr |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| minInclusive |
0 |
| fractionDigits |
17 |
| totalDigits |
18 |
| Documentation: |
|
|
ISO Element Name |
Price Multiplier
|
|
ISO Element Definition |
Number of units of the underlying instrument represented by a single derivative contract.
For a future or option on an index, the amount per index point.
|
|
ISO Type Definition |
Number of objects represented as a non negative decimal number, for example, 0.75
or 45.6.
|
| Constraint: |
|
|
Name |
MultiplierRule |
|
Definition |
Price Multiplier must not be zero. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
|
| tag |
UndrlygInstrm
|
| type |
FinancialInstrumentIdentification5Choice |
| fullName |
UnderlyingInstrument |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/UndrlygInstrm |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Underlying Instrument
|
|
ISO Element Definition |
Choice to specify the type(s) of underlying instrument(s) that make up the financial
instrument.
|
|
ISO Type Definition |
Choice for identifying the underlying instruments that a derivative can consist of.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/UndrlygInstrm [Choice] |
|
Sngl |
Single |
|
Bskt |
Basket |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
|
| tag |
Sngl
|
| type |
FinancialInstrument48Choice |
| fullName |
Single |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Single
|
|
ISO Type Definition |
Choice to specific an instrument of type ISIN, LEI or Index.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl [Choice] |
|
ISIN |
ISIN |
|
LEI |
LEI |
|
Indx |
Index |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
|
| tag |
ISIN
|
| type |
ISINOct2015Identifier |
| fullName |
ISIN |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/ISIN[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/ISIN |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{2,2}[A-Z0-9]{9,9}[0-9]{1,1} |
| Documentation: |
|
|
ISO Element Name |
ISIN
|
|
ISO Type Definition |
International Securities Identification Number (ISIN). A numbering system designed
by the United Nation's International Organisation for Standardisation (ISO). The ISIN
is composed of a 2-character prefix representing the country of issue, followed by
the national security number (if one exists), and a check digit. Each country has
a national numbering agency that assigns ISIN numbers for securities in that country.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
|
| tag |
LEI
|
| type |
LEIIdentifier |
| fullName |
LEI |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/LEI[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/LEI |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Pattern: |
[A-Z0-9]{18,18}[0-9]{2,2} |
| Documentation: |
|
|
ISO Element Name |
LEI
|
|
ISO Type Definition |
Legal Entity Identifier is a code allocated to a party as described in ISO 17442 "Financial
Services - Legal Entity Identifier (LEI)".
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
|
| tag |
Indx
|
| type |
FinancialInstrument58 |
| fullName |
Index |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/Indx[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Index
|
|
ISO Type Definition |
Specifies underlying instruments or index a derivative has.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx [Sequence] |
|
ISIN |
ISIN |
|
Nm |
Name |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
++++++Indx
|
| tag |
ISIN
|
| type |
ISINOct2015Identifier |
| fullName |
ISIN |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/Indx[1..1]/ISIN[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/ISIN |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{2,2}[A-Z0-9]{9,9}[0-9]{1,1} |
| Documentation: |
|
|
ISO Element Name |
ISIN
|
|
ISO Element Definition |
Identification of the index on which the financial instrument is based.
|
|
ISO Type Definition |
International Securities Identification Number (ISIN). A numbering system designed
by the United Nation's International Organisation for Standardisation (ISO). The ISIN
is composed of a 2-character prefix representing the country of issue, followed by
the national security number (if one exists), and a check digit. Each country has
a national numbering agency that assigns ISIN numbers for securities in that country.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
++++++Indx
|
| tag |
Nm
|
| type |
FloatingInterestRate8 |
| fullName |
Name |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/Indx[1..1]/Nm[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Name
|
|
ISO Element Definition |
Name of the index on which the financial instrument is based.
|
|
ISO Type Definition |
Provides the index used to define the rate and optionally the basis point spread.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm [Sequence] |
|
RefRate |
Reference Rate |
|
Term |
Term |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
++++++Indx
+++++++Nm
|
| tag |
RefRate
|
| type |
BenchmarkCurveName5Choice |
| fullName |
ReferenceRate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/Indx[1..1]/Nm[1..1]/RefRate[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm/RefRate |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Reference Rate
|
|
ISO Element Definition |
Identifies the reference index for the instrument.
|
|
ISO Element Usage |
Index or name if the reference rate is not included in the index list.
|
|
ISO Type Definition |
Choice of format for benchmark curve name.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm/RefRate [Choice] |
|
Indx |
Index |
|
Nm |
Name |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
++++++Indx
+++++++Nm
++++++++RefRate
|
| tag |
Indx
|
| type |
BenchmarkCurveName2Code |
| fullName |
Index |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/Indx[1..1]/Nm[1..1]/RefRate[1..1]/Indx[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm/RefRate/Indx |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
WIBO |
| Definition |
Warsaw Interbank Offered Rate. |
| Name |
WIBOR |
| ISO Definition |
Warsaw Interbank Offered Rate. |
| ISO Name |
WIBOR |
|
|
TREA |
| Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| Name |
Treasury |
| ISO Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| ISO Name |
Treasury |
|
|
TIBO |
| Definition |
Tokyo Interbank Offered Rate. |
| Name |
TIBOR |
| ISO Definition |
Tokyo Interbank Offered Rate. |
| ISO Name |
TIBOR |
|
|
TLBO |
| Definition |
Tel Aviv Interbank Offered Rate. |
| Name |
TELBOR |
| ISO Definition |
Tel Aviv Interbank Offered Rate. |
| ISO Name |
TELBOR |
|
|
SWAP |
| Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| Name |
SWAP |
| ISO Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| ISO Name |
SWAP |
|
|
STBO |
| Definition |
Stockholm Interbank Offered Rate. |
| Name |
STIBOR |
| ISO Definition |
Stockholm Interbank Offered Rate. |
| ISO Name |
STIBOR |
|
|
PRBO |
| Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| Name |
PRIBOR |
| ISO Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| ISO Name |
PRIBOR |
|
|
PFAN |
| Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| Name |
Pfandbriefe |
| ISO Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| ISO Name |
Pfandbriefe |
|
|
NIBO |
| Definition |
Norwegian Interbank Offered Rate. |
| Name |
NIBOR |
| ISO Definition |
Norwegian Interbank Offered Rate. |
| ISO Name |
NIBOR |
|
|
MAAA |
| Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| Name |
MuniAAA |
| ISO Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| ISO Name |
MuniAAA |
|
|
MOSP |
| Definition |
Moscow Prime Offered Rate. |
| Name |
MOSPRIM |
| ISO Definition |
Moscow Prime Offered Rate. |
| ISO Name |
MOSPRIM |
|
|
LIBO |
| Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| Name |
LIBOR |
| ISO Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| ISO Name |
LIBOR |
|
|
LIBI |
| Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| Name |
LIBID |
| ISO Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| ISO Name |
LIBID |
|
|
JIBA |
| Definition |
Johannesburg Interbank Agreed Rate. |
| Name |
JIBAR |
| ISO Definition |
Johannesburg Interbank Agreed Rate. |
| ISO Name |
JIBAR |
|
|
ISDA |
| Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| Name |
ISDAFIX |
| ISO Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| ISO Name |
ISDAFIX |
|
|
GCFR |
| Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| Name |
GCFRepo |
| ISO Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| ISO Name |
GCFRepo |
|
|
FUSW |
| Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| Name |
FutureSWAP |
| ISO Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| ISO Name |
FutureSWAP |
|
|
EUCH |
| Definition |
Swiss Franc LIBOR rate. |
| Name |
EuroSwiss |
| ISO Definition |
Swiss Franc LIBOR rate. |
| ISO Name |
EuroSwiss |
|
|
EUUS |
| Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| Name |
EURODOLLAR |
| ISO Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| ISO Name |
EURODOLLAR |
|
|
EURI |
| Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| Name |
Euribor |
| ISO Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| ISO Name |
Euribor |
|
|
EONS |
| Definition |
Euro OverNight Index Average swap rate. |
| Name |
EONIASwaps |
| ISO Definition |
Euro OverNight Index Average swap rate. |
| ISO Name |
EONIASwaps |
|
|
EONA |
| Definition |
Euro OverNight Index Average rate. |
| Name |
EONIA |
| ISO Definition |
Euro OverNight Index Average rate. |
| ISO Name |
EONIA |
|
|
CIBO |
| Definition |
Copenhagen Interbank Offered Rate. |
| Name |
CIBOR |
| ISO Definition |
Copenhagen Interbank Offered Rate. |
| ISO Name |
CIBOR |
|
|
CDOR |
| Definition |
Canadian Dollar Offered Rate. |
| Name |
CDOR |
| ISO Definition |
Canadian Dollar Offered Rate. |
| ISO Name |
CDOR |
|
|
BUBO |
| Definition |
Budapest Interbank Offered Rate. |
| Name |
BUBOR |
| ISO Definition |
Budapest Interbank Offered Rate. |
| ISO Name |
BUBOR |
|
|
BBSW |
| Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| Name |
BBSW |
| ISO Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| ISO Name |
BBSW |
|
| Documentation: |
|
|
ISO Element Name |
Index
|
|
ISO Type Definition |
Specifies a benchmark curve name.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
++++++Indx
+++++++Nm
++++++++RefRate
|
| tag |
Nm
|
| type |
Max25Text |
| fullName |
Name |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/Indx[1..1]/Nm[1..1]/RefRate[1..1]/Nm[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm/RefRate/Nm |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| minLength |
1 |
| maxLength |
25 |
| Documentation: |
|
|
ISO Element Name |
Name
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
++++++Indx
+++++++Nm
|
| tag |
Term
|
| type |
InterestRateContractTerm2 |
| fullName |
Term |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/Indx[1..1]/Nm[1..1]/Term[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm/Term |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Term
|
|
ISO Element Definition |
Term of the reference rate.
|
|
ISO Type Definition |
Describes how interest rates are reported.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm/Term [Sequence] |
|
Unit |
Unit |
|
Val |
Value |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
++++++Indx
+++++++Nm
++++++++Term
|
| tag |
Unit
|
| type |
RateBasis1Code |
| fullName |
Unit |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/Indx[1..1]/Nm[1..1]/Term[0..1]/Unit[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm/Term/Unit |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
DAYS |
| Definition |
Rate is reported in days. |
| Name |
Days |
| ISO Definition |
Rate is reported in days. |
| ISO Name |
Days |
|
|
MNTH |
| Definition |
Rate is reported in months. |
| Name |
Months |
| ISO Definition |
Rate is reported in months. |
| ISO Name |
Months |
|
|
WEEK |
| Definition |
Rate is reported in weeks. |
| Name |
Weeks |
| ISO Definition |
Rate is reported in weeks. |
| ISO Name |
Weeks |
|
|
YEAR |
| Definition |
Rate is reported in years. |
| Name |
Years |
| ISO Definition |
Rate is reported in years. |
| ISO Name |
Years |
|
| Documentation: |
|
|
ISO Element Name |
Unit
|
|
ISO Element Definition |
Unit for the rate basis.
|
|
ISO Type Definition |
Specifies a rate basis.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
++++++Indx
+++++++Nm
++++++++Term
|
| tag |
Val
|
| type |
Max3Number |
| fullName |
Value |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/Indx[1..1]/Nm[1..1]/Term[0..1]/Val[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm/Term/Val |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
0 |
| totalDigits |
3 |
| Documentation: |
|
|
ISO Element Name |
Value
|
|
ISO Element Definition |
Value of the contract term in number of units.
|
|
ISO Type Definition |
Number (max 999) of objects represented as an integer.
|
| Constraint: |
|
|
Name |
NumberRule |
|
Definition |
If Number is negative, then Sign must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
|
| tag |
Bskt
|
| type |
FinancialInstrument53 |
| fullName |
Basket |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Bskt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Bskt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Basket
|
|
ISO Type Definition |
Specify the ISIN(s) and / or LEI(s) that are present in a basket.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Bskt [Sequence] |
|
ISIN |
ISIN |
|
LEI |
LEI |
| Constraint: |
|
|
Name |
BasketInstrumentUniquenessRule |
|
Definition |
Where an underlying instrument basket is populated, all ISINs or LEIs must be unique. |
| Constraint: |
|
|
Name |
OneElementPresentRule |
|
Definition |
At least one of 5 elements must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Bskt
|
| tag |
ISIN
|
| type |
ISINOct2015Identifier |
| fullName |
ISIN |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Bskt[1..1]/ISIN[0..unbounded] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Bskt/ISIN |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
unbounded |
| Pattern: |
[A-Z]{2,2}[A-Z0-9]{9,9}[0-9]{1,1} |
| Documentation: |
|
|
ISO Element Name |
ISIN
|
|
ISO Element Definition |
Identifies the financial instrument using an ISIN.
|
|
ISO Type Definition |
International Securities Identification Number (ISIN). A numbering system designed
by the United Nation's International Organisation for Standardisation (ISO). The ISIN
is composed of a 2-character prefix representing the country of issue, followed by
the national security number (if one exists), and a check digit. Each country has
a national numbering agency that assigns ISIN numbers for securities in that country.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Bskt
|
| tag |
LEI
|
| type |
LEIIdentifier |
| fullName |
LEI |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Bskt[1..1]/LEI[0..unbounded] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Bskt/LEI |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
unbounded |
| Pattern: |
[A-Z0-9]{18,18}[0-9]{2,2} |
| Documentation: |
|
|
ISO Element Name |
LEI
|
|
ISO Element Definition |
The LEI code of the issuer where the instrument is referring to an issuer rather than
one single instrument.
|
|
ISO Type Definition |
Legal Entity Identifier is a code allocated to a party as described in ISO 17442 "Financial
Services - Legal Entity Identifier (LEI)".
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
|
| tag |
OptnTp
|
| type |
OptionType2Code |
| fullName |
OptionType |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/OptnTp[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/OptnTp |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
CALL |
| Definition |
Right to buy a quantity of an asset for an agreed price at exercise date. |
| Name |
Call |
| ISO Definition |
Right to buy a quantity of an asset for an agreed price at exercise date. |
| ISO Name |
Call |
|
|
PUTO |
| Definition |
Right to sell a quantity of an asset for an agreed price at exercise date. |
| Name |
Put |
| ISO Definition |
Right to sell a quantity of an asset for an agreed price at exercise date. |
| ISO Name |
Put |
|
|
OTHR |
| Definition |
Right where the holder of the option decides whether the option is put or call. |
| Name |
Other |
| ISO Definition |
Right where the holder of the option decides whether the option is put or call. |
| ISO Name |
Other |
|
| Documentation: |
|
|
ISO Element Name |
Option Type
|
|
ISO Element Definition |
Specifies whether it is a call option (right to purchase a specific underlying asset)
or a put option (right to sell a specific underlying asset).
|
|
ISO Element Usage |
Within the scope of MiFIR, RTS 23, the following meanings should be used where a swaption
is being detailed, “Put”, in case of receiver swaption, in which the buyer has the
right to enter into a swap as a fixed-rate receiver. Call”, in case of payer swaption,
in which the buyer has the right to enter into a swap as a fixed-rate payer. Caps
and floors shall interpret this field as, "Put”, in case of a Floor, "Call”, in case
of a Cap. Field only applies to derivatives that are options or warrants.
|
|
ISO Type Definition |
Specifies whether it is a call option (right to purchase a specific underlying asset)
or a put option (right to sell a specific underlying asset) or any other type of option.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
|
| tag |
StrkPric
|
| type |
SecuritiesTransactionPrice4Choice |
| fullName |
StrikePrice |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/StrkPric |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Strike Price
|
|
ISO Element Definition |
Attributes to specify the strike price of a derivative.
|
|
ISO Element Usage |
Within the scope of MiFIR RTS 23, these are the fields 31 and 32. This field only
applies to options, warrants, spread bet on an option on an equity or contract for
difference on an option on an equity. Where price is currently not available but pending,
the value shall be ’PNDG’. Where strike price is not applicable it shall not be populated.
|
|
ISO Type Definition |
Choice element capturing strike price related descriptive information.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/StrkPric [Choice] |
|
Pric |
Price |
|
NoPric |
No Price |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++StrkPric
|
| tag |
Pric
|
| type |
SecuritiesTransactionPrice2Choice |
| fullName |
Price |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/Pric[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/StrkPric/Pric |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Price
|
|
ISO Type Definition |
Choice to define the price of the securities transaction.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/StrkPric/Pric [Choice] |
|
MntryVal |
Monetary Value |
|
Pctg |
Percentage |
|
Yld |
Yield |
|
BsisPts |
Basis Points |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++StrkPric
+++++Pric
|
| tag |
MntryVal
|
| type |
AmountAndDirection61 |
| fullName |
MonetaryValue |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/Pric[1..1]/MntryVal[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/StrkPric/Pric/MntryVal |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Monetary Value
|
|
ISO Type Definition |
Amount of money expressed with an optional currency code and debit/credit indicator.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/StrkPric/Pric/MntryVal [Sequence] |
|
Amt |
Amount |
|
Sgn |
Sign |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++StrkPric
+++++Pric
++++++MntryVal
|
| tag |
Amt
|
| type |
ActiveCurrencyAnd13DecimalAmount |
| fullName |
Amount |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/Pric[1..1]/MntryVal[1..1]/Amt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/StrkPric/Pric/MntryVal/Amt |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| minInclusive |
0 |
| fractionDigits |
13 |
| totalDigits |
18 |
| Documentation: |
|
|
ISO Element Name |
Amount
|
|
ISO Element Definition |
Amount of money that results in an increase (positively signed) or decrease (negatively
signed), with specification of the currency.
|
|
ISO Type Definition |
A number of monetary units specified in an active currency where the unit of currency
is explicit and compliant with ISO 4217. The number of fractional digits (or minor
unit of currency) is not checked as per ISO 4217: It must be lesser than or equal
to 13.
Note: The decimal separator is a dot.
|
| @Ccy |
| type |
ActiveCurrencyCode |
| use |
required |
| Pattern: |
[A-Z]{3,3} |
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++StrkPric
+++++Pric
++++++MntryVal
|
| tag |
Sgn
|
| type |
PlusOrMinusIndicator |
| fullName |
Sign |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/Pric[1..1]/MntryVal[1..1]/Sgn[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/StrkPric/Pric/MntryVal/Sgn |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Sign
|
|
ISO Element Definition |
Indicates that the amount value is positive or negative.
|
|
ISO Type Definition |
Indicates a positive or negative value.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++StrkPric
+++++Pric
|
| tag |
Pctg
|
| type |
PercentageRate |
| fullName |
Percentage |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/Pric[1..1]/Pctg[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/StrkPric/Pric/Pctg |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
10 |
| totalDigits |
11 |
| Documentation: |
|
|
ISO Element Name |
Percentage
|
|
ISO Type Definition |
Rate expressed as a percentage, that is, in hundredths, for example, 0.7 is 7/10 of
a percent, and 7.0 is 7%.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++StrkPric
+++++Pric
|
| tag |
Yld
|
| type |
PercentageRate |
| fullName |
Yield |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/Pric[1..1]/Yld[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/StrkPric/Pric/Yld |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
10 |
| totalDigits |
11 |
| Documentation: |
|
|
ISO Element Name |
Yield
|
|
ISO Type Definition |
Rate expressed as a percentage, that is, in hundredths, for example, 0.7 is 7/10 of
a percent, and 7.0 is 7%.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++StrkPric
+++++Pric
|
| tag |
BsisPts
|
| type |
DecimalNumber |
| fullName |
BasisPoints |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/Pric[1..1]/BsisPts[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/StrkPric/Pric/BsisPts |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
17 |
| totalDigits |
18 |
| Documentation: |
|
|
ISO Element Name |
Basis Points
|
|
ISO Type Definition |
Number of objects represented as a decimal number, for example 0.75 or 45.6.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++StrkPric
|
| tag |
NoPric
|
| type |
SecuritiesTransactionPrice1 |
| fullName |
NoPrice |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/NoPric[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/StrkPric/NoPric |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
No Price
|
|
ISO Type Definition |
Descriptive fields capturing where no strike price is known.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/StrkPric/NoPric [Sequence] |
|
Pdg |
Pending |
|
Ccy |
Currency |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++StrkPric
+++++NoPric
|
| tag |
Pdg
|
| type |
PriceStatus1Code |
| fullName |
Pending |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/NoPric[1..1]/Pdg[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/StrkPric/NoPric/Pdg |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
PNDG |
| Definition |
Price is pending. |
| Name |
Pending |
| ISO Definition |
Price is pending. |
| ISO Name |
Pending |
|
|
NOAP |
| Definition |
No price for transaction (e.g. transfer between accounts). |
| Name |
NotApplicable |
| ISO Definition |
No price for transaction (e.g. transfer between accounts). |
| ISO Name |
NotApplicable |
|
| Documentation: |
|
|
ISO Element Name |
Pending
|
|
ISO Element Definition |
Price is currently not available, but pending.
|
|
ISO Type Definition |
Specifies the status of the price of a financial instrument.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++StrkPric
+++++NoPric
|
| tag |
Ccy
|
| type |
ActiveOrHistoricCurrencyCode |
| fullName |
Currency |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/NoPric[1..1]/Ccy[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/StrkPric/NoPric/Ccy |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{3,3} |
| Documentation: |
|
|
ISO Element Name |
Currency
|
|
ISO Element Definition |
Currency that will be used but for which no price is yet known.
|
|
ISO Type Definition |
A code allocated to a currency by a Maintenance Agency under an international identification
scheme, as described in the latest edition of the international standard ISO 4217
"Codes for the representation of currencies and funds".
|
| Constraint: |
|
|
Name |
ActiveOrHistoricCurrency |
|
Definition |
The Currency Code must be registered, or have already been registered. Valid active
or historic currency codes are registered with the ISO 4217 Maintenance Agency, consist
of three (3) contiguous letters, and may be or not be withdrawn on the day the message
containing the Currency is exchanged.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
|
| tag |
OptnExrcStyle
|
| type |
OptionStyle7Code |
| fullName |
OptionExerciseStyle |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/OptnExrcStyle[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/OptnExrcStyle |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
AMER |
| Definition |
Option can be exercised before or on expiry date. |
| Name |
American |
| ISO Definition |
Option can be exercised before or on expiry date. |
| ISO Name |
American |
|
|
ASIA |
| Definition |
Option where the payoff is not determined by the underlying price at maturity but
by the average underlying price over some pre-set period of time.
|
| Name |
Asian |
| ISO Definition |
Option where the payoff is not determined by the underlying price at maturity but
by the average underlying price over some pre-set period of time.
|
| ISO Name |
Asian |
|
|
BERM |
| Definition |
Option that can be exercised on multiple discrete dates prior to, or on expiry date. |
| Name |
Bermudan |
| ISO Definition |
Option that can be exercised on multiple discrete dates prior to, or on expiry date. |
| ISO Name |
Bermudan |
|
|
EURO |
| Definition |
Option that can be exercised on expiry date only. |
| Name |
European |
| ISO Definition |
Option that can be exercised on expiry date only. |
| ISO Name |
European |
|
|
OTHR |
| Definition |
Other type of option style. |
| Name |
Other |
| ISO Definition |
Other type of option style. |
| ISO Name |
Other |
|
| Documentation: |
|
|
ISO Element Name |
Option Exercise Style
|
|
ISO Element Definition |
Indication as to whether the option may be exercised only at a fixed date (European,
and Asian style), a series of pre-specified dates (Bermudan) or at any time during
the life of the contract (American style).
|
|
ISO Element Usage |
Within the scope of MiFIR, RTS 23, this field is only applicable for options, warrants
and entitlement certificates.
|
|
ISO Type Definition |
Specifies how an option for a derivative or securities derivative can be exercised.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
|
| tag |
DlvryTp
|
| type |
PhysicalTransferType4Code |
| fullName |
DeliveryType |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/DlvryTp[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/DlvryTp |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
PHYS |
| Definition |
Physical transfer. |
| Name |
Physical |
| ISO Definition |
Physical transfer. |
| ISO Name |
Physical |
|
|
OPTL |
| Definition |
Determined by a third party or optional for counterparty. |
| Name |
Optional |
| ISO Definition |
Determined by a third party or optional for counterparty. |
| ISO Name |
Optional |
|
|
CASH |
| Definition |
Cash transfer. |
| Name |
Cash |
| ISO Definition |
Cash transfer. |
| ISO Name |
Cash |
|
| Documentation: |
|
|
ISO Element Name |
Delivery Type
|
|
ISO Element Definition |
Indicates whether the transaction is settled physically or in cash.
|
|
ISO Type Definition |
Specifies the asset delivery type when the financial instrument is settled.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
|
| tag |
AsstClssSpcfcAttrbts
|
| type |
AssetClass2 |
| fullName |
AssetClassSpecificAttributes |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Asset Class Specific Attributes
|
|
ISO Element Definition |
Specific attributes of the underlying asset class of the financial instrument.
|
|
ISO Type Definition |
Structure for defining asset class specific details of a derivative to be declared.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts [Sequence] |
|
Cmmdty |
Commodity |
|
Intrst |
Interest |
|
FX |
Foreign Exchange |
| Constraint: |
|
|
Name |
OneElementPresentRule |
|
Definition |
At least one of the 3 elements must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
|
| tag |
Cmmdty
|
| type |
DerivativeCommodity2 |
| fullName |
Commodity |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Commodity
|
|
ISO Element Definition |
The fields in this section should only be populated for instruments that have non-financial
instrument of type commodity as underlying.
|
|
ISO Type Definition |
Defines the details of a commodity derivative.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty [Sequence] |
|
Pdct |
Product |
|
TxTp |
Transaction Type |
|
FnlPricTp |
Final Price Type |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
|
| tag |
Pdct
|
| type |
AssetClassCommodity3Choice |
| fullName |
Product |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Product
|
|
ISO Element Definition |
Commodity product attributes.
|
|
ISO Type Definition |
Choice to define commodity specific attributes of a derivative.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct [Choice] |
|
Agrcltrl |
Agricultural |
|
Nrgy |
Energy |
|
Envttl |
Environmental |
|
Frtlzr |
Fertilizer |
|
Frght |
Freight |
|
IndstrlPdct |
Industrial Product |
|
Metl |
Metal |
|
OthrC10 |
Other C10 |
|
Ppr |
Paper |
|
Plprpln |
Polypropylene |
|
Infltn |
Inflation |
|
MultiCmmdtyExtc |
Multi Commodity Exotic |
|
OffclEcnmcSttstcs |
Official Economic Statistics |
|
Othr |
Other |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Agrcltrl
|
| type |
AssetClassCommodityAgricultural1Choice |
| fullName |
Agricultural |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Agricultural
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is agricultural.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl [Choice] |
|
GrnOilSeed |
Grain Oil Seed |
|
Soft |
Soft |
|
Ptt |
Potato |
|
OlvOil |
Olive Oil |
|
Dairy |
Dairy |
|
Frstry |
Forestry |
|
Sfd |
Seafood |
|
LiveStock |
Live Stock |
|
Grn |
Grain |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
|
| tag |
GrnOilSeed
|
| type |
AgriculturalCommodityOilSeed1 |
| fullName |
GrainOilSeed |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/GrnOilSeed[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/GrnOilSeed |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Grain Oil Seed
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an agricultural derivative of type oil
seed.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/GrnOilSeed [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++GrnOilSeed
|
| tag |
BasePdct
|
| type |
AssetClassProductType1Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/GrnOilSeed[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/GrnOilSeed/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AGRI |
| Definition |
Commodity of type agricultural. |
| Name |
Agricultural |
| ISO Definition |
Commodity of type agricultural. |
| ISO Name |
Agricultural |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Agricultural.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++GrnOilSeed
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType1Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/GrnOilSeed[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/GrnOilSeed/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
GROS |
| Definition |
Commodity of type grain oil seeds. |
| Name |
GrainOilSeeds |
| ISO Definition |
Commodity of type grain oil seeds. |
| ISO Name |
GrainOilSeeds |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Grain Oil Seeds.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++GrnOilSeed
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType1Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/GrnOilSeed[1..1]/AddtlSubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/GrnOilSeed/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FWHT |
| Definition |
Commodity attribute of type feed wheat. |
| Name |
FeedWheat |
| ISO Definition |
Commodity attribute of type feed wheat. |
| ISO Name |
FeedWheat |
|
|
SOYB |
| Definition |
Commodity attribute of type soybeans. |
| Name |
Soybeans |
| ISO Definition |
Commodity attribute of type soybeans. |
| ISO Name |
Soybeans |
|
|
RPSD |
| Definition |
Commodity attribute of type rapeseed. |
| Name |
Rapeseed |
| ISO Definition |
Commodity attribute of type rapeseed. |
| ISO Name |
Rapeseed |
|
|
OTHR |
| Definition |
Commodity attribute of other type. |
| Name |
Other |
| ISO Definition |
Commodity attribute of other type. |
| ISO Name |
Other |
|
|
CORN |
| Definition |
Commodity attribute of type maize. |
| Name |
Maize |
| ISO Definition |
Commodity attribute of type maize. |
| ISO Name |
Maize |
|
|
RICE |
| Definition |
Commodity attribute of type rice. |
| Name |
Rice |
| ISO Definition |
Commodity attribute of type rice. |
| ISO Name |
Rice |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Grains Oil Seeds.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
|
| tag |
Soft
|
| type |
AgriculturalCommoditySoft1 |
| fullName |
Soft |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Soft[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Soft |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Soft
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an agricultural derivative of type soft.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Soft [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Soft
|
| tag |
BasePdct
|
| type |
AssetClassProductType1Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Soft[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Soft/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AGRI |
| Definition |
Commodity of type agricultural. |
| Name |
Agricultural |
| ISO Definition |
Commodity of type agricultural. |
| ISO Name |
Agricultural |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Agricultural.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Soft
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType2Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Soft[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Soft/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
SOFT |
| Definition |
Commodity of type softs. |
| Name |
Softs |
| ISO Definition |
Commodity of type softs. |
| ISO Name |
Softs |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Softs.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Soft
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType2Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Soft[1..1]/AddtlSubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Soft/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
ROBU |
| Definition |
Commodity attribute of type robusta coffee. |
| Name |
RobustaCoffee |
| ISO Definition |
Commodity attribute of type robusta coffee. |
| ISO Name |
RobustaCoffee |
|
|
CCOA |
| Definition |
Commodity attribute of type cocoa. |
| Name |
Cocoa |
| ISO Definition |
Commodity attribute of type cocoa. |
| ISO Name |
Cocoa |
|
|
BRWN |
| Definition |
Commodity attribute of type raw sugar. |
| Name |
RawSugar |
| ISO Definition |
Commodity attribute of type raw sugar. |
| ISO Name |
RawSugar |
|
|
WHSG |
| Definition |
Commodity attribute of type white sugar. |
| Name |
WhiteSugar |
| ISO Definition |
Commodity attribute of type white sugar. |
| ISO Name |
WhiteSugar |
|
|
OTHR |
| Definition |
Commodity attribute of other type. |
| Name |
Other |
| ISO Definition |
Commodity attribute of other type. |
| ISO Name |
Other |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Softs.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
|
| tag |
Ptt
|
| type |
AgriculturalCommodityPotato1 |
| fullName |
Potato |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Ptt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Ptt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Potato
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an agricultural derivative of type potato.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Ptt [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Ptt
|
| tag |
BasePdct
|
| type |
AssetClassProductType1Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Ptt[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Ptt/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AGRI |
| Definition |
Commodity of type agricultural. |
| Name |
Agricultural |
| ISO Definition |
Commodity of type agricultural. |
| ISO Name |
Agricultural |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Agricultural.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Ptt
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType45Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Ptt[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Ptt/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
POTA |
| Definition |
Commodity of type potato. |
| Name |
Potato |
| ISO Definition |
Commodity of type potato. |
| ISO Name |
Potato |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Potato.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
|
| tag |
OlvOil
|
| type |
AgriculturalCommodityOliveOil1 |
| fullName |
OliveOil |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/OlvOil[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/OlvOil |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Olive Oil
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an agricultural derivative of type olive
oil.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/OlvOil [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++OlvOil
|
| tag |
BasePdct
|
| type |
AssetClassProductType1Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/OlvOil[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/OlvOil/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AGRI |
| Definition |
Commodity of type agricultural. |
| Name |
Agricultural |
| ISO Definition |
Commodity of type agricultural. |
| ISO Name |
Agricultural |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Agricultural.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++OlvOil
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType3Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/OlvOil[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/OlvOil/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
OOLI |
| Definition |
Commodity of type olive oil. |
| Name |
OliveOil |
| ISO Definition |
Commodity of type olive oil. |
| ISO Name |
OliveOil |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Olive Oil.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++OlvOil
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType4Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/OlvOil[1..1]/AddtlSubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/OlvOil/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
LAMP |
| Definition |
Commodity attribute of type lampante. |
| Name |
Lampante |
| ISO Definition |
Commodity attribute of type lampante. |
| ISO Name |
Lampante |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Olive Oil.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
|
| tag |
Dairy
|
| type |
AgriculturalCommodityDairy1 |
| fullName |
Dairy |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Dairy[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Dairy |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Dairy
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an agricultural derivative of type dairy.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Dairy [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Dairy
|
| tag |
BasePdct
|
| type |
AssetClassProductType1Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Dairy[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Dairy/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AGRI |
| Definition |
Commodity of type agricultural. |
| Name |
Agricultural |
| ISO Definition |
Commodity of type agricultural. |
| ISO Name |
Agricultural |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Agricultural.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Dairy
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType20Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Dairy[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Dairy/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
DIRY |
| Definition |
Commodity of type dairy. |
| Name |
Dairy |
| ISO Definition |
Commodity of type dairy. |
| ISO Name |
Dairy |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Dairy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
|
| tag |
Frstry
|
| type |
AgriculturalCommodityForestry1 |
| fullName |
Forestry |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Frstry[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Frstry |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Forestry
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an agricultural derivative of type forestry.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Frstry [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Frstry
|
| tag |
BasePdct
|
| type |
AssetClassProductType1Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Frstry[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Frstry/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AGRI |
| Definition |
Commodity of type agricultural. |
| Name |
Agricultural |
| ISO Definition |
Commodity of type agricultural. |
| ISO Name |
Agricultural |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Agricultural.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Frstry
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType21Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Frstry[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Frstry/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRST |
| Definition |
Commodity of type forestry. |
| Name |
Forestry |
| ISO Definition |
Commodity of type forestry. |
| ISO Name |
Forestry |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Forestry.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
|
| tag |
Sfd
|
| type |
AgriculturalCommoditySeafood1 |
| fullName |
Seafood |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Sfd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Sfd |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Seafood
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an agricultural derivative of type seafood.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Sfd [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Sfd
|
| tag |
BasePdct
|
| type |
AssetClassProductType1Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Sfd[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Sfd/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AGRI |
| Definition |
Commodity of type agricultural. |
| Name |
Agricultural |
| ISO Definition |
Commodity of type agricultural. |
| ISO Name |
Agricultural |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Agricultural.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Sfd
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType23Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Sfd[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Sfd/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
SEAF |
| Definition |
Commodity of type seafood. |
| Name |
Seafood |
| ISO Definition |
Commodity of type seafood. |
| ISO Name |
Seafood |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Seafood.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
|
| tag |
LiveStock
|
| type |
AgriculturalCommodityLiveStock1 |
| fullName |
LiveStock |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/LiveStock[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/LiveStock |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Live Stock
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an agricultural derivative of type livestock.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/LiveStock [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++LiveStock
|
| tag |
BasePdct
|
| type |
AssetClassProductType1Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/LiveStock[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/LiveStock/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AGRI |
| Definition |
Commodity of type agricultural. |
| Name |
Agricultural |
| ISO Definition |
Commodity of type agricultural. |
| ISO Name |
Agricultural |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Agricultural.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++LiveStock
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType22Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/LiveStock[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/LiveStock/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
LSTK |
| Definition |
Commodity of type livestock. |
| Name |
Livestock |
| ISO Definition |
Commodity of type livestock. |
| ISO Name |
Livestock |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Livestock.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
|
| tag |
Grn
|
| type |
AgriculturalCommodityGrain1 |
| fullName |
Grain |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Grn[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Grn |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Grain
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an agricultural derivative of type grain.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Grn [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Grn
|
| tag |
BasePdct
|
| type |
AssetClassProductType1Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Grn[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Grn/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AGRI |
| Definition |
Commodity of type agricultural. |
| Name |
Agricultural |
| ISO Definition |
Commodity of type agricultural. |
| ISO Name |
Agricultural |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Agricultural.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Grn
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType5Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Grn[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Grn/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
GRIN |
| Definition |
Commodity of type grain. |
| Name |
Grain |
| ISO Definition |
Commodity of type grain. |
| ISO Name |
Grain |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Grain.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Grn
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType15Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Grn[1..1]/AddtlSubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Grn/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
MWHT |
| Definition |
Commodity attribute of type milled wheat. |
| Name |
MillingWheat |
| ISO Definition |
Commodity attribute of type milled wheat. |
| ISO Name |
MillingWheat |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Grain.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Nrgy
|
| type |
AssetClassCommodityEnergy1Choice |
| fullName |
Energy |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Energy
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is energy.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy [Choice] |
|
Elctrcty |
Electricity |
|
NtrlGas |
Natural Gas |
|
Oil |
Oil |
|
Coal |
Coal |
|
IntrNrgy |
Inter Energy |
|
RnwblNrgy |
Renewable Energy |
|
LghtEnd |
Light End |
|
Dstllts |
Distillates |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
|
| tag |
Elctrcty
|
| type |
EnergyCommodityElectricity1 |
| fullName |
Electricity |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Elctrcty[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Elctrcty |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Electricity
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an energy derivative of type electricity.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Elctrcty [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Elctrcty
|
| tag |
BasePdct
|
| type |
AssetClassProductType2Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Elctrcty[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Elctrcty/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NRGY |
| Definition |
Commodity of type energy. |
| Name |
Energy |
| ISO Definition |
Commodity of type energy. |
| ISO Name |
Energy |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Elctrcty
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType6Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Elctrcty[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Elctrcty/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
ELEC |
| Definition |
Commodity of type electricity. |
| Name |
Electricity |
| ISO Definition |
Commodity of type electricity. |
| ISO Name |
Electricity |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Electricity.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Elctrcty
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType5Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Elctrcty[1..1]/AddtlSubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Elctrcty/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
BSLD |
| Definition |
Commodity attribute of type base load. |
| Name |
BaseLoad |
| ISO Definition |
Commodity attribute of type base load. |
| ISO Name |
BaseLoad |
|
|
FITR |
| Definition |
Commodity attribute of type financial transmission rights. |
| Name |
FinancialTransmissionRights |
| ISO Definition |
Commodity attribute of type financial transmission rights. |
| ISO Name |
FinancialTransmissionRights |
|
|
PKLD |
| Definition |
Commodity attribute of type peak load. |
| Name |
PeakLoad |
| ISO Definition |
Commodity attribute of type peak load. |
| ISO Name |
PeakLoad |
|
|
OFFP |
| Definition |
Commodity attribute of type off-peak. |
| Name |
OffPeak |
| ISO Definition |
Commodity attribute of type off-peak. |
| ISO Name |
OffPeak |
|
|
OTHR |
| Definition |
Commodity attribute of other type. |
| Name |
Other |
| ISO Definition |
Commodity attribute of other type. |
| ISO Name |
Other |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Electricity.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
|
| tag |
NtrlGas
|
| type |
EnergyCommodityNaturalGas1 |
| fullName |
NaturalGas |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/NtrlGas[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/NtrlGas |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Natural Gas
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an energy derivative of type natural gas.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/NtrlGas [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++NtrlGas
|
| tag |
BasePdct
|
| type |
AssetClassProductType2Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/NtrlGas[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/NtrlGas/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NRGY |
| Definition |
Commodity of type energy. |
| Name |
Energy |
| ISO Definition |
Commodity of type energy. |
| ISO Name |
Energy |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++NtrlGas
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType7Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/NtrlGas[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/NtrlGas/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NGAS |
| Definition |
Commodity of type natural gas. |
| Name |
NaturalGas |
| ISO Definition |
Commodity of type natural gas. |
| ISO Name |
NaturalGas |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Natural Gas.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++NtrlGas
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType6Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/NtrlGas[1..1]/AddtlSubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/NtrlGas/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
GASP |
| Definition |
Commodity attribute of type GASPOOL. |
| Name |
GasPool |
| ISO Definition |
Commodity attribute of type GASPOOL. |
| ISO Name |
GasPool |
|
|
LNGG |
| Definition |
Commodity attribute of type liquid natural gas. |
| Name |
LNG |
| ISO Definition |
Commodity attribute of type liquid natural gas. |
| ISO Name |
LNG |
|
|
NCGG |
| Definition |
Commodity attribute of type NCG (NetConnect Germany). |
| Name |
NCG |
| ISO Definition |
Commodity attribute of type NCG (NetConnect Germany). |
| ISO Name |
NCG |
|
|
TTFG |
| Definition |
Commodity attribute of type TTF (Dutch Title Transfer Facility). |
| Name |
TTF |
| ISO Definition |
Commodity attribute of type TTF (Dutch Title Transfer Facility). |
| ISO Name |
TTF |
|
|
NBPG |
| Definition |
Commodity attribute of type NBP (National Balancing Point). |
| Name |
NBP |
| ISO Definition |
Commodity attribute of type NBP (National Balancing Point). |
| ISO Name |
NBP |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Natural Gas.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
|
| tag |
Oil
|
| type |
EnergyCommodityOil1 |
| fullName |
Oil |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Oil[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Oil |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Oil
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an energy derivative of type oil.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Oil [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Oil
|
| tag |
BasePdct
|
| type |
AssetClassProductType2Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Oil[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Oil/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NRGY |
| Definition |
Commodity of type energy. |
| Name |
Energy |
| ISO Definition |
Commodity of type energy. |
| ISO Name |
Energy |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Oil
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType8Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Oil[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Oil/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
OILP |
| Definition |
Commodity of type oil. |
| Name |
Oil |
| ISO Definition |
Commodity of type oil. |
| ISO Name |
Oil |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Oil.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Oil
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType7Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Oil[1..1]/AddtlSubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Oil/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
BAKK |
| Definition |
Commodity attribute of type bakken. |
| Name |
Bakken |
| ISO Definition |
Commodity attribute of type bakken. |
| ISO Name |
Bakken |
|
|
BDSL |
| Definition |
Commodity attribute of type biodiesel. |
| Name |
Biodiesel |
| ISO Definition |
Commodity attribute of type biodiesel. |
| ISO Name |
Biodiesel |
|
|
BRNT |
| Definition |
Commodity attribute of type brent. |
| Name |
Brent |
| ISO Definition |
Commodity attribute of type brent. |
| ISO Name |
Brent |
|
|
BRNX |
| Definition |
Commodity attribute of type brent NX (New Expiry). |
| Name |
BrentNX |
| ISO Definition |
Commodity attribute of type brent NX (New Expiry). |
| ISO Name |
BrentNX |
|
|
CNDA |
| Definition |
Commodity attribute of type canadian. |
| Name |
Canadian |
| ISO Definition |
Commodity attribute of type canadian. |
| ISO Name |
Canadian |
|
|
COND |
| Definition |
Commodity attribute of type condensate. |
| Name |
Condensate |
| ISO Definition |
Commodity attribute of type condensate. |
| ISO Name |
Condensate |
|
|
DSEL |
| Definition |
Commodity attribute of type diesel. |
| Name |
Diesel |
| ISO Definition |
Commodity attribute of type diesel. |
| ISO Name |
Diesel |
|
|
DUBA |
| Definition |
Commodity attribute of type Dubai. |
| Name |
Dubai |
| ISO Definition |
Commodity attribute of type Dubai. |
| ISO Name |
Dubai |
|
|
ESPO |
| Definition |
Commodity attribute of type ESPO (Eastern Siberia Pacific Ocean). |
| Name |
ESPO |
| ISO Definition |
Commodity attribute of type ESPO (Eastern Siberia Pacific Ocean). |
| ISO Name |
ESPO |
|
|
ETHA |
| Definition |
Commodity attribute of type ethanol. |
| Name |
Ethanol |
| ISO Definition |
Commodity attribute of type ethanol. |
| ISO Name |
Ethanol |
|
|
FUEL |
| Definition |
Commodity attribute of type fuel. |
| Name |
Fuel |
| ISO Definition |
Commodity attribute of type fuel. |
| ISO Name |
Fuel |
|
|
FOIL |
| Definition |
Commodity attribute of type fuel oil. |
| Name |
FuelOil |
| ISO Definition |
Commodity attribute of type fuel oil. |
| ISO Name |
FuelOil |
|
|
GOIL |
| Definition |
Commodity attribute of type gasoil. |
| Name |
Gasoil |
| ISO Definition |
Commodity attribute of type gasoil. |
| ISO Name |
Gasoil |
|
|
GSLN |
| Definition |
Commodity attribute of type gasoline. |
| Name |
Gasoline |
| ISO Definition |
Commodity attribute of type gasoline. |
| ISO Name |
Gasoline |
|
|
HEAT |
| Definition |
Commodity attribute of type heating oil. |
| Name |
HeatingOil |
| ISO Definition |
Commodity attribute of type heating oil. |
| ISO Name |
HeatingOil |
|
|
JTFL |
| Definition |
Commodity attribute of type jet fuel. |
| Name |
JetFuel |
| ISO Definition |
Commodity attribute of type jet fuel. |
| ISO Name |
JetFuel |
|
|
KERO |
| Definition |
Commodity attribute of type kerosene. |
| Name |
Kerosene |
| ISO Definition |
Commodity attribute of type kerosene. |
| ISO Name |
Kerosene |
|
|
LLSO |
| Definition |
Commodity attribute of type light Louisiana sweet (LLS). |
| Name |
LightLouisianaSweet |
| ISO Definition |
Commodity attribute of type light Louisiana sweet (LLS). |
| ISO Name |
LightLouisianaSweet |
|
|
MARS |
| Definition |
Commodity attribute of type mars. |
| Name |
Mars |
| ISO Definition |
Commodity attribute of type mars. |
| ISO Name |
Mars |
|
|
NAPH |
| Definition |
Commodity attribute of type naptha. |
| Name |
Naphta |
| ISO Definition |
Commodity attribute of type naptha. |
| ISO Name |
Naphta |
|
|
NGLO |
| Definition |
Commodity attribute of type NGL (Natural Gas Liquids). |
| Name |
NGL |
| ISO Definition |
Commodity attribute of type NGL (Natural Gas Liquids). |
| ISO Name |
NGL |
|
|
TAPI |
| Definition |
Commodity attribute of type tapis. |
| Name |
Tapis |
| ISO Definition |
Commodity attribute of type tapis. |
| ISO Name |
Tapis |
|
|
WTIO |
| Definition |
Commodity attribute of type WTI (West Texas Intermediate). |
| Name |
WTI |
| ISO Definition |
Commodity attribute of type WTI (West Texas Intermediate). |
| ISO Name |
WTI |
|
|
URAL |
| Definition |
Commodity attribute of type urals. |
| Name |
Urals |
| ISO Definition |
Commodity attribute of type urals. |
| ISO Name |
Urals |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Oil.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
|
| tag |
Coal
|
| type |
EnergyCommodityCoal1 |
| fullName |
Coal |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Coal[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Coal |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Coal
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an energy derivative of type coal.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Coal [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Coal
|
| tag |
BasePdct
|
| type |
AssetClassProductType2Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Coal[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Coal/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NRGY |
| Definition |
Commodity of type energy. |
| Name |
Energy |
| ISO Definition |
Commodity of type energy. |
| ISO Name |
Energy |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Coal
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType24Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Coal[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Coal/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
COAL |
| Definition |
Commodity of type coal. |
| Name |
Coal |
| ISO Definition |
Commodity of type coal. |
| ISO Name |
Coal |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Coal.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
|
| tag |
IntrNrgy
|
| type |
EnergyCommodityInterEnergy1 |
| fullName |
InterEnergy |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/IntrNrgy[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/IntrNrgy |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Inter Energy
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an energy derivative of type inter energy.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/IntrNrgy [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++IntrNrgy
|
| tag |
BasePdct
|
| type |
AssetClassProductType2Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/IntrNrgy[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/IntrNrgy/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NRGY |
| Definition |
Commodity of type energy. |
| Name |
Energy |
| ISO Definition |
Commodity of type energy. |
| ISO Name |
Energy |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++IntrNrgy
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType26Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/IntrNrgy[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/IntrNrgy/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
INRG |
| Definition |
Commodity of type inter energy. |
| Name |
InterEnergy |
| ISO Definition |
Commodity of type inter energy. |
| ISO Name |
InterEnergy |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Inter Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
|
| tag |
RnwblNrgy
|
| type |
EnergyCommodityRenewableEnergy1 |
| fullName |
RenewableEnergy |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/RnwblNrgy[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/RnwblNrgy |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Renewable Energy
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an energy derivative of type renewable
energy.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/RnwblNrgy [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++RnwblNrgy
|
| tag |
BasePdct
|
| type |
AssetClassProductType2Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/RnwblNrgy[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/RnwblNrgy/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NRGY |
| Definition |
Commodity of type energy. |
| Name |
Energy |
| ISO Definition |
Commodity of type energy. |
| ISO Name |
Energy |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++RnwblNrgy
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType28Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/RnwblNrgy[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/RnwblNrgy/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
RNNG |
| Definition |
Commodity of type renewable energy. |
| Name |
RenewableEnergy |
| ISO Definition |
Commodity of type renewable energy. |
| ISO Name |
RenewableEnergy |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Renewable Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
|
| tag |
LghtEnd
|
| type |
EnergyCommodityLightEnd1 |
| fullName |
LightEnd |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/LghtEnd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/LghtEnd |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Light End
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an energy derivative of type light end.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/LghtEnd [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++LghtEnd
|
| tag |
BasePdct
|
| type |
AssetClassProductType2Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/LghtEnd[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/LghtEnd/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NRGY |
| Definition |
Commodity of type energy. |
| Name |
Energy |
| ISO Definition |
Commodity of type energy. |
| ISO Name |
Energy |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++LghtEnd
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType27Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/LghtEnd[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/LghtEnd/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
LGHT |
| Definition |
Commodity of type light ends. |
| Name |
LightEnds |
| ISO Definition |
Commodity of type light ends. |
| ISO Name |
LightEnds |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Light Ends.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
|
| tag |
Dstllts
|
| type |
EnergyCommodityDistillates1 |
| fullName |
Distillates |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Dstllts[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Dstllts |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Distillates
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an energy derivative of type distillates.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Dstllts [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Dstllts
|
| tag |
BasePdct
|
| type |
AssetClassProductType2Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Dstllts[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Dstllts/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NRGY |
| Definition |
Commodity of type energy. |
| Name |
Energy |
| ISO Definition |
Commodity of type energy. |
| ISO Name |
Energy |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Dstllts
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType25Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Dstllts[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Dstllts/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
DIST |
| Definition |
Commodity of type distillates. |
| Name |
Distillates |
| ISO Definition |
Commodity of type distillates. |
| ISO Name |
Distillates |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Distillates.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Envttl
|
| type |
AssetClassCommodityEnvironmental1Choice |
| fullName |
Environmental |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Environmental
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is environmental.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl [Choice] |
|
Emssns |
Emissions |
|
Wthr |
Weather |
|
CrbnRltd |
Carbon Related |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
|
| tag |
Emssns
|
| type |
EnvironmentalCommodityEmission1 |
| fullName |
Emissions |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/Emssns[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/Emssns |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Emissions
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an environmental derivative of type emission.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/Emssns [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
++++++++Emssns
|
| tag |
BasePdct
|
| type |
AssetClassProductType3Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/Emssns[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/Emssns/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
ENVR |
| Definition |
Commodity of type environmental. |
| Name |
Environmental |
| ISO Definition |
Commodity of type environmental. |
| ISO Name |
Environmental |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Environmental.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
++++++++Emssns
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType10Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/Emssns[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/Emssns/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
EMIS |
| Definition |
Commodity of type emission. |
| Name |
Emission |
| ISO Definition |
Commodity of type emission. |
| ISO Name |
Emission |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Emission.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
++++++++Emssns
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType8Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/Emssns[1..1]/AddtlSubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/Emssns/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
CERE |
| Definition |
Commodity attribute of type emissions allowance CER (Certified Emission Reduction). |
| Name |
CER |
| ISO Definition |
Commodity attribute of type emissions allowance CER (Certified Emission Reduction). |
| ISO Name |
CER |
|
|
ERUE |
| Definition |
Commodity attribute of type emissions allowance ERU (European Reduction Unit). |
| Name |
ERU |
| ISO Definition |
Commodity attribute of type emissions allowance ERU (European Reduction Unit). |
| ISO Name |
ERU |
|
|
EUAE |
| Definition |
Commodity attribute of type emissions allowance EUA (European Union Allowance). |
| Name |
EUA |
| ISO Definition |
Commodity attribute of type emissions allowance EUA (European Union Allowance). |
| ISO Name |
EUA |
|
|
EUAA |
| Definition |
Commodity attribute of type emissions allowance EUAA (European Union Aviation Allowance). |
| Name |
EUAA |
| ISO Definition |
Commodity attribute of type emissions allowance EUAA (European Union Aviation Allowance). |
| ISO Name |
EUAA |
|
|
OTHR |
| Definition |
Commodity attribute of other type. |
| Name |
Other |
| ISO Definition |
Commodity attribute of other type. |
| ISO Name |
Other |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Emissions.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
|
| tag |
Wthr
|
| type |
EnvironmentalCommodityWeather1 |
| fullName |
Weather |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/Wthr[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/Wthr |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Weather
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an environmental derivative of type weather.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/Wthr [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
++++++++Wthr
|
| tag |
BasePdct
|
| type |
AssetClassProductType3Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/Wthr[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/Wthr/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
ENVR |
| Definition |
Commodity of type environmental. |
| Name |
Environmental |
| ISO Definition |
Commodity of type environmental. |
| ISO Name |
Environmental |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Environmental.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
++++++++Wthr
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType30Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/Wthr[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/Wthr/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
WTHR |
| Definition |
Commodity of type weather. |
| Name |
Weather |
| ISO Definition |
Commodity of type weather. |
| ISO Name |
Weather |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Weather.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
|
| tag |
CrbnRltd
|
| type |
EnvironmentalCommodityCarbonRelated1 |
| fullName |
CarbonRelated |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/CrbnRltd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/CrbnRltd |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Carbon Related
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an environmental derivative of type carbon
related.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/CrbnRltd [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
++++++++CrbnRltd
|
| tag |
BasePdct
|
| type |
AssetClassProductType3Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/CrbnRltd[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/CrbnRltd/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
ENVR |
| Definition |
Commodity of type environmental. |
| Name |
Environmental |
| ISO Definition |
Commodity of type environmental. |
| ISO Name |
Environmental |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Environmental.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
++++++++CrbnRltd
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType29Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/CrbnRltd[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/CrbnRltd/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
CRBR |
| Definition |
Commodity of type carbon related. |
| Name |
CarbonRelated |
| ISO Definition |
Commodity of type carbon related. |
| ISO Name |
CarbonRelated |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Carbon Related.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Frtlzr
|
| type |
AssetClassCommodityFertilizer1Choice |
| fullName |
Fertilizer |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Fertilizer
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is fertilizer.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr [Choice] |
|
Ammn |
Ammonia |
|
DmmnmPhspht |
Diammonium Phosphate |
|
Ptsh |
Potash |
|
Slphr |
Sulphur |
|
Urea |
Urea |
|
UreaAndAmmnmNtrt |
Urea And Ammonium Nitrate |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
|
| tag |
Ammn
|
| type |
FertilizerCommodityAmmonia1 |
| fullName |
Ammonia |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Ammn[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Ammn |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Ammonia
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a fertilizer derivative of type ammonia.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Ammn [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++Ammn
|
| tag |
BasePdct
|
| type |
AssetClassProductType5Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Ammn[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Ammn/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRTL |
| Definition |
Commodity of type fertilizer. |
| Name |
Fertilizer |
| ISO Definition |
Commodity of type fertilizer. |
| ISO Name |
Fertilizer |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Fertilizer.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++Ammn
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType39Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Ammn[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Ammn/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AMMO |
| Definition |
Commodity of type ammonia. |
| Name |
Ammonia |
| ISO Definition |
Commodity of type ammonia. |
| ISO Name |
Ammonia |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Ammonia.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
|
| tag |
DmmnmPhspht
|
| type |
FertilizerCommodityDiammoniumPhosphate1 |
| fullName |
DiammoniumPhosphate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/DmmnmPhspht[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/DmmnmPhspht |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Diammonium Phosphate
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a fertilizer derivative of type diammonium
phosphate.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/DmmnmPhspht [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++DmmnmPhspht
|
| tag |
BasePdct
|
| type |
AssetClassProductType5Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/DmmnmPhspht[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/DmmnmPhspht/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRTL |
| Definition |
Commodity of type fertilizer. |
| Name |
Fertilizer |
| ISO Definition |
Commodity of type fertilizer. |
| ISO Name |
Fertilizer |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Fertilizer.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++DmmnmPhspht
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType40Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/DmmnmPhspht[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/DmmnmPhspht/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
DAPH |
| Definition |
Commodity of type diammonium phosphate. |
| Name |
DiammoniumPhosphate |
| ISO Definition |
Commodity of type diammonium phosphate. |
| ISO Name |
DiammoniumPhosphate |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Diammonium Phosphate.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
|
| tag |
Ptsh
|
| type |
FertilizerCommodityPotash1 |
| fullName |
Potash |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Ptsh[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Ptsh |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Potash
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a fertilizer derivative of type potash.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Ptsh [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++Ptsh
|
| tag |
BasePdct
|
| type |
AssetClassProductType5Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Ptsh[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Ptsh/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRTL |
| Definition |
Commodity of type fertilizer. |
| Name |
Fertilizer |
| ISO Definition |
Commodity of type fertilizer. |
| ISO Name |
Fertilizer |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Fertilizer.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++Ptsh
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType41Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Ptsh[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Ptsh/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
PTSH |
| Definition |
Commodity of type potash. |
| Name |
Potash |
| ISO Definition |
Commodity of type potash. |
| ISO Name |
Potash |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Potash.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
|
| tag |
Slphr
|
| type |
FertilizerCommoditySulphur1 |
| fullName |
Sulphur |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Slphr[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Slphr |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Sulphur
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a fertilizer derivative of type sulphur.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Slphr [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++Slphr
|
| tag |
BasePdct
|
| type |
AssetClassProductType5Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Slphr[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Slphr/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRTL |
| Definition |
Commodity of type fertilizer. |
| Name |
Fertilizer |
| ISO Definition |
Commodity of type fertilizer. |
| ISO Name |
Fertilizer |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Fertilizer.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++Slphr
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType42Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Slphr[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Slphr/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
SLPH |
| Definition |
Commodity of type sulphur. |
| Name |
Sulphur |
| ISO Definition |
Commodity of type sulphur. |
| ISO Name |
Sulphur |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Sulphur.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
|
| tag |
Urea
|
| type |
FertilizerCommodityUrea1 |
| fullName |
Urea |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Urea[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Urea |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Urea
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a fertilizer derivative of type urea.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Urea [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++Urea
|
| tag |
BasePdct
|
| type |
AssetClassProductType5Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Urea[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Urea/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRTL |
| Definition |
Commodity of type fertilizer. |
| Name |
Fertilizer |
| ISO Definition |
Commodity of type fertilizer. |
| ISO Name |
Fertilizer |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Fertilizer.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++Urea
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType43Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Urea[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Urea/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
UREA |
| Definition |
Commodity of type urea. |
| Name |
Urea |
| ISO Definition |
Commodity of type urea. |
| ISO Name |
Urea |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Urea.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
|
| tag |
UreaAndAmmnmNtrt
|
| type |
FertilizerCommodityUreaAndAmmoniumNitrate1 |
| fullName |
UreaAndAmmoniumNitrate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/UreaAndAmmnmNtrt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/UreaAndAmmnmNtrt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Urea And Ammonium Nitrate
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a fertilizer derivative of type urea and
ammonium nitrate.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/UreaAndAmmnmNtrt [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++UreaAndAmmnmNtrt
|
| tag |
BasePdct
|
| type |
AssetClassProductType5Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/UreaAndAmmnmNtrt[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/UreaAndAmmnmNtrt/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRTL |
| Definition |
Commodity of type fertilizer. |
| Name |
Fertilizer |
| ISO Definition |
Commodity of type fertilizer. |
| ISO Name |
Fertilizer |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Fertilizer.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++UreaAndAmmnmNtrt
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType44Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/UreaAndAmmnmNtrt[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/UreaAndAmmnmNtrt/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
UAAN |
| Definition |
Commodity of type urea and ammonium nitrite. |
| Name |
UreaAndAmmoniumNitrite |
| ISO Definition |
Commodity of type urea and ammonium nitrite. |
| ISO Name |
UreaAndAmmoniumNitrite |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Urea and Ammonium Nitrate.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Frght
|
| type |
AssetClassCommodityFreight1Choice |
| fullName |
Freight |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Freight
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is freight.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght [Choice] |
|
Dry |
Dry |
|
Wet |
Wet |
|
CntnrShip |
Container Ship |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
|
| tag |
Dry
|
| type |
FreightCommodityDry1 |
| fullName |
Dry |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/Dry[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Dry |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Dry
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a freight derivative of type dry.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Dry [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
++++++++Dry
|
| tag |
BasePdct
|
| type |
AssetClassProductType4Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/Dry[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Dry/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRGT |
| Definition |
Commodity of type freight. |
| Name |
Freight |
| ISO Definition |
Commodity of type freight. |
| ISO Name |
Freight |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Freight.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
++++++++Dry
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType31Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/Dry[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Dry/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
DRYF |
| Definition |
Commodity of type dry freight. |
| Name |
Dry |
| ISO Definition |
Commodity of type dry freight. |
| ISO Name |
Dry |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Dry Freight.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
++++++++Dry
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType14Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/Dry[1..1]/AddtlSubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Dry/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
DBCR |
| Definition |
Commodity attribute of type dry bulk carrier. |
| Name |
DryBulkCarrier |
| ISO Definition |
Commodity attribute of type dry bulk carrier. |
| ISO Name |
DryBulkCarrier |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Dry.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
|
| tag |
Wet
|
| type |
FreightCommodityWet1 |
| fullName |
Wet |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/Wet[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Wet |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Wet
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a freight derivative of type wet.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Wet [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
++++++++Wet
|
| tag |
BasePdct
|
| type |
AssetClassProductType4Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/Wet[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Wet/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRGT |
| Definition |
Commodity of type freight. |
| Name |
Freight |
| ISO Definition |
Commodity of type freight. |
| ISO Name |
Freight |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Freight.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
++++++++Wet
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType32Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/Wet[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Wet/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
WETF |
| Definition |
Commodity of type wet freight. |
| Name |
Wet |
| ISO Definition |
Commodity of type wet freight. |
| ISO Name |
Wet |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Wet Freight.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
++++++++Wet
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType12Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/Wet[1..1]/AddtlSubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Wet/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
TNKR |
| Definition |
Commodity attribute of type tanker. |
| Name |
Tanker |
| ISO Definition |
Commodity attribute of type tanker. |
| ISO Name |
Tanker |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Wet.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
|
| tag |
CntnrShip
|
| type |
FreightCommodityContainerShip1 |
| fullName |
ContainerShip |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/CntnrShip[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/CntnrShip |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Container Ship
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a freight derivative of type container
ships.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/CntnrShip [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
++++++++CntnrShip
|
| tag |
BasePdct
|
| type |
AssetClassProductType4Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/CntnrShip[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/CntnrShip/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRGT |
| Definition |
Commodity of type freight. |
| Name |
Freight |
| ISO Definition |
Commodity of type freight. |
| ISO Name |
Freight |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Freight.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
++++++++CntnrShip
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType46Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/CntnrShip[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/CntnrShip/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
CSHP |
| Definition |
Commodity of type container ships. |
| Name |
ContainerShip |
| ISO Definition |
Commodity of type container ships. |
| ISO Name |
ContainerShip |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Container Ship Freight.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
IndstrlPdct
|
| type |
AssetClassCommodityIndustrialProduct1Choice |
| fullName |
IndustrialProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/IndstrlPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Industrial Product
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is industrial product.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct [Choice] |
|
Cnstrctn |
Construction |
|
Manfctg |
Manufacturing |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++IndstrlPdct
|
| tag |
Cnstrctn
|
| type |
IndustrialProductCommodityConstruction1 |
| fullName |
Construction |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/IndstrlPdct[1..1]/Cnstrctn[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct/Cnstrctn |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Construction
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an industrial product derivative of type
construction.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct/Cnstrctn [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++IndstrlPdct
++++++++Cnstrctn
|
| tag |
BasePdct
|
| type |
AssetClassProductType6Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/IndstrlPdct[1..1]/Cnstrctn[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct/Cnstrctn/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
INDP |
| Definition |
Commodity of type industrial product. |
| Name |
IndustrialProduct |
| ISO Definition |
Commodity of type industrial product. |
| ISO Name |
IndustrialProduct |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Industrial Product.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++IndstrlPdct
++++++++Cnstrctn
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType33Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/IndstrlPdct[1..1]/Cnstrctn[1..1]/SubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct/Cnstrctn/SubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
CSTR |
| Definition |
Commodity of type construction. |
| Name |
Construction |
| ISO Definition |
Commodity of type construction. |
| ISO Name |
Construction |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Construction.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++IndstrlPdct
|
| tag |
Manfctg
|
| type |
IndustrialProductCommodityManufacturing1 |
| fullName |
Manufacturing |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/IndstrlPdct[1..1]/Manfctg[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct/Manfctg |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Manufacturing
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an industrial product derivative of type
manufacturing.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct/Manfctg [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++IndstrlPdct
++++++++Manfctg
|
| tag |
BasePdct
|
| type |
AssetClassProductType6Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/IndstrlPdct[1..1]/Manfctg[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct/Manfctg/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
INDP |
| Definition |
Commodity of type industrial product. |
| Name |
IndustrialProduct |
| ISO Definition |
Commodity of type industrial product. |
| ISO Name |
IndustrialProduct |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Industrial Product.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++IndstrlPdct
++++++++Manfctg
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType34Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/IndstrlPdct[1..1]/Manfctg[1..1]/SubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct/Manfctg/SubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
MFTG |
| Definition |
Commodity of type manufacturing. |
| Name |
Manufacturing |
| ISO Definition |
Commodity of type manufacturing. |
| ISO Name |
Manufacturing |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Manufacturing.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Metl
|
| type |
AssetClassCommodityMetal1Choice |
| fullName |
Metal |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Metl[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Metal
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is metal.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl [Choice] |
|
NonPrcs |
Non Precious |
|
Prcs |
Precious |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Metl
|
| tag |
NonPrcs
|
| type |
MetalCommodityNonPrecious1 |
| fullName |
NonPrecious |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Metl[1..1]/NonPrcs[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/NonPrcs |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Non Precious
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a metal derivative of type non-precious.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/NonPrcs [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Metl
++++++++NonPrcs
|
| tag |
BasePdct
|
| type |
AssetClassProductType7Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Metl[1..1]/NonPrcs[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/NonPrcs/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
METL |
| Definition |
Commodity of type metal. |
| Name |
Metal |
| ISO Definition |
Commodity of type metal. |
| ISO Name |
Metal |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Metal.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Metl
++++++++NonPrcs
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType15Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Metl[1..1]/NonPrcs[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/NonPrcs/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NPRM |
| Definition |
Commodity of type non precious metals. |
| Name |
NonPrecious |
| ISO Definition |
Commodity of type non precious metals. |
| ISO Name |
NonPrecious |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Non Precious Metal.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Metl
++++++++NonPrcs
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType10Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Metl[1..1]/NonPrcs[1..1]/AddtlSubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/NonPrcs/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
ALUM |
| Definition |
Commodity attribute of type aluminium. |
| Name |
Aluminium |
| ISO Definition |
Commodity attribute of type aluminium. |
| ISO Name |
Aluminium |
|
|
ALUA |
| Definition |
Commodity attribute of type aluminium alloy. |
| Name |
AluminiumAlloy |
| ISO Definition |
Commodity attribute of type aluminium alloy. |
| ISO Name |
AluminiumAlloy |
|
|
CBLT |
| Definition |
Commodity attribute of type cobalt. |
| Name |
Cobalt |
| ISO Definition |
Commodity attribute of type cobalt. |
| ISO Name |
Cobalt |
|
|
COPR |
| Definition |
Commodity attribute of type copper. |
| Name |
Copper |
| ISO Definition |
Commodity attribute of type copper. |
| ISO Name |
Copper |
|
|
IRON |
| Definition |
Commodity attribute of type iron ore. |
| Name |
IronOre |
| ISO Definition |
Commodity attribute of type iron ore. |
| ISO Name |
IronOre |
|
|
MOLY |
| Definition |
Commodity attribute of type molybdenum. |
| Name |
Molybdenum |
| ISO Definition |
Commodity attribute of type molybdenum. |
| ISO Name |
Molybdenum |
|
|
NASC |
| Definition |
Commodity attribute of type NASAAC (North American Special Aluminum Alloy Contract). |
| Name |
NASAAC |
| ISO Definition |
Commodity attribute of type NASAAC (North American Special Aluminum Alloy Contract). |
| ISO Name |
NASAAC |
|
|
NICK |
| Definition |
Commodity attribute of type nickel. |
| Name |
Nickel |
| ISO Definition |
Commodity attribute of type nickel. |
| ISO Name |
Nickel |
|
|
STEL |
| Definition |
Commodity attribute of type steel. |
| Name |
Steel |
| ISO Definition |
Commodity attribute of type steel. |
| ISO Name |
Steel |
|
|
TINN |
| Definition |
Commodity attribute of type tin. |
| Name |
Tin |
| ISO Definition |
Commodity attribute of type tin. |
| ISO Name |
Tin |
|
|
ZINC |
| Definition |
Commodity attribute of type zinc. |
| Name |
Zinc |
| ISO Definition |
Commodity attribute of type zinc. |
| ISO Name |
Zinc |
|
|
OTHR |
| Definition |
Commodity attribute of other type. |
| Name |
Other |
| ISO Definition |
Commodity attribute of other type. |
| ISO Name |
Other |
|
|
LEAD |
| Definition |
Commodity attribute of type lead. |
| Name |
Lead |
| ISO Definition |
Commodity attribute of type lead. |
| ISO Name |
Lead |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Non-Precious.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Metl
|
| tag |
Prcs
|
| type |
MetalCommodityPrecious1 |
| fullName |
Precious |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Metl[1..1]/Prcs[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/Prcs |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Precious
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a metal derivative of type precious.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/Prcs [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Metl
++++++++Prcs
|
| tag |
BasePdct
|
| type |
AssetClassProductType7Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Metl[1..1]/Prcs[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/Prcs/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
METL |
| Definition |
Commodity of type metal. |
| Name |
Metal |
| ISO Definition |
Commodity of type metal. |
| ISO Name |
Metal |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Metal.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Metl
++++++++Prcs
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType16Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Metl[1..1]/Prcs[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/Prcs/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
PRME |
| Definition |
Commodity of type precious metals. |
| Name |
Precious |
| ISO Definition |
Commodity of type precious metals. |
| ISO Name |
Precious |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Precious Metal.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Metl
++++++++Prcs
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType11Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Metl[1..1]/Prcs[1..1]/AddtlSubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/Prcs/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
GOLD |
| Definition |
Commodity attribute of type gold. |
| Name |
Gold |
| ISO Definition |
Commodity attribute of type gold. |
| ISO Name |
Gold |
|
|
OTHR |
| Definition |
Commodity attribute of other type. |
| Name |
Other |
| ISO Definition |
Commodity attribute of other type. |
| ISO Name |
Other |
|
|
PLDM |
| Definition |
Commodity attribute of type palladium. |
| Name |
Palladium |
| ISO Definition |
Commodity attribute of type palladium. |
| ISO Name |
Palladium |
|
|
PTNM |
| Definition |
Commodity attribute of type platinum. |
| Name |
Platinum |
| ISO Definition |
Commodity attribute of type platinum. |
| ISO Name |
Platinum |
|
|
SLVR |
| Definition |
Commodity attribute of type silver. |
| Name |
Silver |
| ISO Definition |
Commodity attribute of type silver. |
| ISO Name |
Silver |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Precious.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
OthrC10
|
| type |
AssetClassCommodityOtherC102Choice |
| fullName |
OtherC10 |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/OthrC10[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10 |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Other C10
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is other C10.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10 [Choice] |
|
Dlvrbl |
Deliverable |
|
NonDlvrbl |
Non Deliverable |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++OthrC10
|
| tag |
Dlvrbl
|
| type |
OtherC10CommodityDeliverable2 |
| fullName |
Deliverable |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/OthrC10[1..1]/Dlvrbl[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10/Dlvrbl |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Deliverable
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an other c10 of type deliverable.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10/Dlvrbl [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++OthrC10
++++++++Dlvrbl
|
| tag |
BasePdct
|
| type |
AssetClassProductType11Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/OthrC10[1..1]/Dlvrbl[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10/Dlvrbl/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
OTHC |
| Definition |
Commodity of other type C10. |
| Name |
OtherC10 |
| ISO Definition |
Commodity of other type C10. |
| ISO Name |
OtherC10 |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Other C10.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++OthrC10
++++++++Dlvrbl
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType47Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/OthrC10[1..1]/Dlvrbl[1..1]/SubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10/Dlvrbl/SubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
DLVR |
| Definition |
Commodity of type deliverable. |
| Name |
Deliverable |
| ISO Definition |
Commodity of type deliverable. |
| ISO Name |
Deliverable |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product types for specific asset classes.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++OthrC10
|
| tag |
NonDlvrbl
|
| type |
OtherC10CommodityNonDeliverable2 |
| fullName |
NonDeliverable |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/OthrC10[1..1]/NonDlvrbl[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10/NonDlvrbl |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Non Deliverable
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an other c10 of type non-deliverable.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10/NonDlvrbl [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++OthrC10
++++++++NonDlvrbl
|
| tag |
BasePdct
|
| type |
AssetClassProductType11Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/OthrC10[1..1]/NonDlvrbl[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10/NonDlvrbl/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
OTHC |
| Definition |
Commodity of other type C10. |
| Name |
OtherC10 |
| ISO Definition |
Commodity of other type C10. |
| ISO Name |
OtherC10 |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Other C10.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++OthrC10
++++++++NonDlvrbl
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType48Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/OthrC10[1..1]/NonDlvrbl[1..1]/SubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10/NonDlvrbl/SubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
NDLV |
| Definition |
Commodity of type non deliverable. |
| Name |
NonDeliverable |
| ISO Definition |
Commodity of type non deliverable. |
| ISO Name |
NonDeliverable |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product types for specific asset classes.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Ppr
|
| type |
AssetClassCommodityPaper1Choice |
| fullName |
Paper |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Paper
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is paper.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr [Choice] |
|
CntnrBrd |
Container Board |
|
Nwsprnt |
Newsprint |
|
Pulp |
Pulp |
|
RcvrdPpr |
Recovered Paper |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
|
| tag |
CntnrBrd
|
| type |
PaperCommodityContainerBoard1 |
| fullName |
ContainerBoard |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/CntnrBrd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/CntnrBrd |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Container Board
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a paper derivative of type container board.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/CntnrBrd [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
++++++++CntnrBrd
|
| tag |
BasePdct
|
| type |
AssetClassProductType8Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/CntnrBrd[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/CntnrBrd/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
PAPR |
| Definition |
Commodity of type paper. |
| Name |
Paper |
| ISO Definition |
Commodity of type paper. |
| ISO Name |
Paper |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Paper.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
++++++++CntnrBrd
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType35Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/CntnrBrd[1..1]/SubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/CntnrBrd/SubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
CBRD |
| Definition |
Commodity of type containerboard. |
| Name |
Containerboard |
| ISO Definition |
Commodity of type containerboard. |
| ISO Name |
Containerboard |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Containerboard.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
|
| tag |
Nwsprnt
|
| type |
PaperCommodityNewsprint1 |
| fullName |
Newsprint |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/Nwsprnt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/Nwsprnt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Newsprint
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a paper derivative of type newsprint.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/Nwsprnt [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
++++++++Nwsprnt
|
| tag |
BasePdct
|
| type |
AssetClassProductType8Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/Nwsprnt[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/Nwsprnt/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
PAPR |
| Definition |
Commodity of type paper. |
| Name |
Paper |
| ISO Definition |
Commodity of type paper. |
| ISO Name |
Paper |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Paper.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
++++++++Nwsprnt
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType36Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/Nwsprnt[1..1]/SubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/Nwsprnt/SubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
NSPT |
| Definition |
Commodity of type newsprint. |
| Name |
Newsprint |
| ISO Definition |
Commodity of type newsprint. |
| ISO Name |
Newsprint |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Newsprint.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
|
| tag |
Pulp
|
| type |
PaperCommodityPulp1 |
| fullName |
Pulp |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/Pulp[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/Pulp |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Pulp
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a paper derivative of type pulp.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/Pulp [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
++++++++Pulp
|
| tag |
BasePdct
|
| type |
AssetClassProductType8Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/Pulp[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/Pulp/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
PAPR |
| Definition |
Commodity of type paper. |
| Name |
Paper |
| ISO Definition |
Commodity of type paper. |
| ISO Name |
Paper |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Paper.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
++++++++Pulp
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType37Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/Pulp[1..1]/SubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/Pulp/SubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
PULP |
| Definition |
Commodity of type pulp. |
| Name |
Pulp |
| ISO Definition |
Commodity of type pulp. |
| ISO Name |
Pulp |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Pulp.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
|
| tag |
RcvrdPpr
|
| type |
PaperCommodityRecoveredPaper1 |
| fullName |
RecoveredPaper |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/RcvrdPpr[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/RcvrdPpr |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Recovered Paper
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a paper derivative of type recovered paper.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/RcvrdPpr [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
++++++++RcvrdPpr
|
| tag |
BasePdct
|
| type |
AssetClassProductType8Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/RcvrdPpr[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/RcvrdPpr/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
PAPR |
| Definition |
Commodity of type paper. |
| Name |
Paper |
| ISO Definition |
Commodity of type paper. |
| ISO Name |
Paper |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Paper.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
++++++++RcvrdPpr
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType38Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/RcvrdPpr[1..1]/SubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/RcvrdPpr/SubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
RCVP |
| Definition |
Commodity of type recovered paper. |
| Name |
RecoveredPaper |
| ISO Definition |
Commodity of type recovered paper. |
| ISO Name |
RecoveredPaper |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Recovered Paper.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Plprpln
|
| type |
AssetClassCommodityPolypropylene1Choice |
| fullName |
Polypropylene |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Plprpln[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Plprpln |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Polypropylene
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is polypropylene.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Plprpln [Choice] |
|
Plstc |
Plastic |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Plprpln
|
| tag |
Plstc
|
| type |
PolypropyleneCommodityPlastic1 |
| fullName |
Plastic |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Plprpln[1..1]/Plstc[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Plprpln/Plstc |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Plastic
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a polypropylene derivative of type plastic.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Plprpln/Plstc [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Plprpln
++++++++Plstc
|
| tag |
BasePdct
|
| type |
AssetClassProductType9Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Plprpln[1..1]/Plstc[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Plprpln/Plstc/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
POLY |
| Definition |
Commodity of type polypropylene. |
| Name |
Polypropylene |
| ISO Definition |
Commodity of type polypropylene. |
| ISO Name |
Polypropylene |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Polypropylene.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Plprpln
++++++++Plstc
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType18Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Plprpln[1..1]/Plstc[1..1]/SubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Plprpln/Plstc/SubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
PLST |
| Definition |
Commodity of type plastic. |
| Name |
Plastic |
| ISO Definition |
Commodity of type plastic. |
| ISO Name |
Plastic |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Plastic.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Infltn
|
| type |
AssetClassCommodityInflation1 |
| fullName |
Inflation |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Infltn[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Infltn |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Inflation
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is inflation.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Infltn [Sequence] |
|
BasePdct |
Base Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Infltn
|
| tag |
BasePdct
|
| type |
AssetClassProductType12Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Infltn[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Infltn/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
INFL |
| Definition |
Commodity of type inflation. |
| Name |
Inflation |
| ISO Definition |
Commodity of type inflation. |
| ISO Name |
Inflation |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Inflation.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
MultiCmmdtyExtc
|
| type |
AssetClassCommodityMultiCommodityExotic1 |
| fullName |
MultiCommodityExotic |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/MultiCmmdtyExtc[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/MultiCmmdtyExtc |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Multi Commodity Exotic
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is multi commodity exotic.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/MultiCmmdtyExtc [Sequence] |
|
BasePdct |
Base Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++MultiCmmdtyExtc
|
| tag |
BasePdct
|
| type |
AssetClassProductType13Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/MultiCmmdtyExtc[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/MultiCmmdtyExtc/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
MCEX |
| Definition |
Commodity of type multi commodity exotic. |
| Name |
MultiCommodityExotic |
| ISO Definition |
Commodity of type multi commodity exotic. |
| ISO Name |
MultiCommodityExotic |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Multi Commodity Exotic.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
OffclEcnmcSttstcs
|
| type |
AssetClassCommodityOfficialEconomicStatistics1 |
| fullName |
OfficialEconomicStatistics |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/OffclEcnmcSttstcs[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OffclEcnmcSttstcs |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Official Economic Statistics
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is official economic statistics.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OffclEcnmcSttstcs [Sequence] |
|
BasePdct |
Base Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++OffclEcnmcSttstcs
|
| tag |
BasePdct
|
| type |
AssetClassProductType14Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/OffclEcnmcSttstcs[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OffclEcnmcSttstcs/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
OEST |
| Definition |
Commodity of type official economic statistic. |
| Name |
OfficialEconomicStatistic |
| ISO Definition |
Commodity of type official economic statistic. |
| ISO Name |
OfficialEconomicStatistic |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Official Economic Statistics.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Othr
|
| type |
AssetClassCommodityOther1 |
| fullName |
Other |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Othr[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Othr |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Other
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is other.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Othr [Sequence] |
|
BasePdct |
Base Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Othr
|
| tag |
BasePdct
|
| type |
AssetClassProductType15Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Othr[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Othr/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
OTHR |
| Definition |
Commodity of other type. |
| Name |
Other |
| ISO Definition |
Commodity of other type. |
| ISO Name |
Other |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Other.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
|
| tag |
TxTp
|
| type |
AssetClassTransactionType1Code |
| fullName |
TransactionType |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/TxTp[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/TxTp |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
CRCK |
| Definition |
Crack. |
| Name |
Crack |
| ISO Definition |
Crack. |
| ISO Name |
Crack |
|
|
DIFF |
| Definition |
Differential. |
| Name |
Differential |
| ISO Definition |
Differential. |
| ISO Name |
Differential |
|
|
FUTR |
| Definition |
Futures. |
| Name |
Futures |
| ISO Definition |
Futures. |
| ISO Name |
Futures |
|
|
MINI |
| Definition |
Minis. |
| Name |
Minis |
| ISO Definition |
Minis. |
| ISO Name |
Minis |
|
|
OPTN |
| Definition |
Options.
|
| Name |
Options |
| ISO Definition |
Options.
|
| ISO Name |
Options |
|
|
OTCT |
| Definition |
Over-The-Counter. |
| Name |
OTC |
| ISO Definition |
Over-The-Counter. |
| ISO Name |
OTC |
|
|
ORIT |
| Definition |
Outright. |
| Name |
Outright |
| ISO Definition |
Outright. |
| ISO Name |
Outright |
|
|
SWAP |
| Definition |
Swaps. |
| Name |
Swaps |
| ISO Definition |
Swaps. |
| ISO Name |
Swaps |
|
|
TAPO |
| Definition |
TAPOS. |
| Name |
TAPOS |
| ISO Definition |
TAPOS. |
| ISO Name |
TAPOS |
|
|
OTHR |
| Definition |
Other. |
| Name |
Other |
| ISO Definition |
Other. |
| ISO Name |
Other |
|
| Documentation: |
|
|
ISO Element Name |
Transaction Type
|
|
ISO Element Definition |
Transaction type as specified by the trading venue.
|
|
ISO Type Definition |
Code list of transaction type as specified by the trading venue.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
|
| tag |
FnlPricTp
|
| type |
AssetPriceType1Code |
| fullName |
FinalPriceType |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/FnlPricTp[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/FnlPricTp |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
ARGM |
| Definition |
Argus / Mc Closkey price. |
| Name |
ArgusMcCloskey |
| ISO Definition |
Argus / Mc Closkey price. |
| ISO Name |
ArgusMcCloskey |
|
|
BLTC |
| Definition |
Baltic price. |
| Name |
Baltic |
| ISO Definition |
Baltic price. |
| ISO Name |
Baltic |
|
|
EXOF |
| Definition |
Exchange price. |
| Name |
Exchange |
| ISO Definition |
Exchange price. |
| ISO Name |
Exchange |
|
|
GBCL |
| Definition |
Global coal price. |
| Name |
GlobalCoal |
| ISO Definition |
Global coal price. |
| ISO Name |
GlobalCoal |
|
|
IHSM |
| Definition |
IHS Mc Closkey price. |
| Name |
IHSMcCloskey |
| ISO Definition |
IHS Mc Closkey price. |
| ISO Name |
IHSMcCloskey |
|
|
OTHR |
| Definition |
Other price. |
| Name |
Other |
| ISO Definition |
Other price. |
| ISO Name |
Other |
|
|
PLAT |
| Definition |
Platts price. |
| Name |
Platts |
| ISO Definition |
Platts price. |
| ISO Name |
Platts |
|
| Documentation: |
|
|
ISO Element Name |
Final Price Type
|
|
ISO Element Definition |
Final price type as specified by the trading venue.
|
|
ISO Type Definition |
Specifies the type of price for an asset.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
|
| tag |
Intrst
|
| type |
DerivativeInterest3 |
| fullName |
Interest |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Interest
|
|
ISO Element Definition |
The fields in this section should only be populated for instruments that have non-financial
instrument of type interest rates as underlying.
|
|
ISO Type Definition |
Specifies a multi-leg interest derivative.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst [Sequence] |
|
IntrstRate |
Interest Rate |
|
FrstLegIntrstRate |
First Leg Interest Rate |
|
OthrNtnlCcy |
Other Notional Currency |
|
OthrLegIntrstRate |
Other Leg Interest Rate |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
|
| tag |
IntrstRate
|
| type |
FloatingInterestRate8 |
| fullName |
InterestRate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/IntrstRate[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Interest Rate
|
|
ISO Element Definition |
Provides the interest rate in number of days, weeks, months or years.
|
|
ISO Type Definition |
Provides the index used to define the rate and optionally the basis point spread.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate [Sequence] |
|
RefRate |
Reference Rate |
|
Term |
Term |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++IntrstRate
|
| tag |
RefRate
|
| type |
BenchmarkCurveName5Choice |
| fullName |
ReferenceRate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/IntrstRate[1..1]/RefRate[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate/RefRate |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Reference Rate
|
|
ISO Element Definition |
Identifies the reference index for the instrument.
|
|
ISO Element Usage |
Index or name if the reference rate is not included in the index list.
|
|
ISO Type Definition |
Choice of format for benchmark curve name.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate/RefRate [Choice] |
|
Indx |
Index |
|
Nm |
Name |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++IntrstRate
+++++++RefRate
|
| tag |
Indx
|
| type |
BenchmarkCurveName2Code |
| fullName |
Index |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/IntrstRate[1..1]/RefRate[1..1]/Indx[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate/RefRate/Indx |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
WIBO |
| Definition |
Warsaw Interbank Offered Rate. |
| Name |
WIBOR |
| ISO Definition |
Warsaw Interbank Offered Rate. |
| ISO Name |
WIBOR |
|
|
TREA |
| Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| Name |
Treasury |
| ISO Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| ISO Name |
Treasury |
|
|
TIBO |
| Definition |
Tokyo Interbank Offered Rate. |
| Name |
TIBOR |
| ISO Definition |
Tokyo Interbank Offered Rate. |
| ISO Name |
TIBOR |
|
|
TLBO |
| Definition |
Tel Aviv Interbank Offered Rate. |
| Name |
TELBOR |
| ISO Definition |
Tel Aviv Interbank Offered Rate. |
| ISO Name |
TELBOR |
|
|
SWAP |
| Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| Name |
SWAP |
| ISO Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| ISO Name |
SWAP |
|
|
STBO |
| Definition |
Stockholm Interbank Offered Rate. |
| Name |
STIBOR |
| ISO Definition |
Stockholm Interbank Offered Rate. |
| ISO Name |
STIBOR |
|
|
PRBO |
| Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| Name |
PRIBOR |
| ISO Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| ISO Name |
PRIBOR |
|
|
PFAN |
| Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| Name |
Pfandbriefe |
| ISO Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| ISO Name |
Pfandbriefe |
|
|
NIBO |
| Definition |
Norwegian Interbank Offered Rate. |
| Name |
NIBOR |
| ISO Definition |
Norwegian Interbank Offered Rate. |
| ISO Name |
NIBOR |
|
|
MAAA |
| Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| Name |
MuniAAA |
| ISO Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| ISO Name |
MuniAAA |
|
|
MOSP |
| Definition |
Moscow Prime Offered Rate. |
| Name |
MOSPRIM |
| ISO Definition |
Moscow Prime Offered Rate. |
| ISO Name |
MOSPRIM |
|
|
LIBO |
| Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| Name |
LIBOR |
| ISO Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| ISO Name |
LIBOR |
|
|
LIBI |
| Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| Name |
LIBID |
| ISO Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| ISO Name |
LIBID |
|
|
JIBA |
| Definition |
Johannesburg Interbank Agreed Rate. |
| Name |
JIBAR |
| ISO Definition |
Johannesburg Interbank Agreed Rate. |
| ISO Name |
JIBAR |
|
|
ISDA |
| Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| Name |
ISDAFIX |
| ISO Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| ISO Name |
ISDAFIX |
|
|
GCFR |
| Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| Name |
GCFRepo |
| ISO Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| ISO Name |
GCFRepo |
|
|
FUSW |
| Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| Name |
FutureSWAP |
| ISO Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| ISO Name |
FutureSWAP |
|
|
EUCH |
| Definition |
Swiss Franc LIBOR rate. |
| Name |
EuroSwiss |
| ISO Definition |
Swiss Franc LIBOR rate. |
| ISO Name |
EuroSwiss |
|
|
EUUS |
| Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| Name |
EURODOLLAR |
| ISO Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| ISO Name |
EURODOLLAR |
|
|
EURI |
| Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| Name |
Euribor |
| ISO Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| ISO Name |
Euribor |
|
|
EONS |
| Definition |
Euro OverNight Index Average swap rate. |
| Name |
EONIASwaps |
| ISO Definition |
Euro OverNight Index Average swap rate. |
| ISO Name |
EONIASwaps |
|
|
EONA |
| Definition |
Euro OverNight Index Average rate. |
| Name |
EONIA |
| ISO Definition |
Euro OverNight Index Average rate. |
| ISO Name |
EONIA |
|
|
CIBO |
| Definition |
Copenhagen Interbank Offered Rate. |
| Name |
CIBOR |
| ISO Definition |
Copenhagen Interbank Offered Rate. |
| ISO Name |
CIBOR |
|
|
CDOR |
| Definition |
Canadian Dollar Offered Rate. |
| Name |
CDOR |
| ISO Definition |
Canadian Dollar Offered Rate. |
| ISO Name |
CDOR |
|
|
BUBO |
| Definition |
Budapest Interbank Offered Rate. |
| Name |
BUBOR |
| ISO Definition |
Budapest Interbank Offered Rate. |
| ISO Name |
BUBOR |
|
|
BBSW |
| Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| Name |
BBSW |
| ISO Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| ISO Name |
BBSW |
|
| Documentation: |
|
|
ISO Element Name |
Index
|
|
ISO Type Definition |
Specifies a benchmark curve name.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++IntrstRate
+++++++RefRate
|
| tag |
Nm
|
| type |
Max25Text |
| fullName |
Name |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/IntrstRate[1..1]/RefRate[1..1]/Nm[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate/RefRate/Nm |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| minLength |
1 |
| maxLength |
25 |
| Documentation: |
|
|
ISO Element Name |
Name
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++IntrstRate
|
| tag |
Term
|
| type |
InterestRateContractTerm2 |
| fullName |
Term |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/IntrstRate[1..1]/Term[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate/Term |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Term
|
|
ISO Element Definition |
Term of the reference rate.
|
|
ISO Type Definition |
Describes how interest rates are reported.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate/Term [Sequence] |
|
Unit |
Unit |
|
Val |
Value |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++IntrstRate
+++++++Term
|
| tag |
Unit
|
| type |
RateBasis1Code |
| fullName |
Unit |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/IntrstRate[1..1]/Term[0..1]/Unit[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate/Term/Unit |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
DAYS |
| Definition |
Rate is reported in days. |
| Name |
Days |
| ISO Definition |
Rate is reported in days. |
| ISO Name |
Days |
|
|
MNTH |
| Definition |
Rate is reported in months. |
| Name |
Months |
| ISO Definition |
Rate is reported in months. |
| ISO Name |
Months |
|
|
WEEK |
| Definition |
Rate is reported in weeks. |
| Name |
Weeks |
| ISO Definition |
Rate is reported in weeks. |
| ISO Name |
Weeks |
|
|
YEAR |
| Definition |
Rate is reported in years. |
| Name |
Years |
| ISO Definition |
Rate is reported in years. |
| ISO Name |
Years |
|
| Documentation: |
|
|
ISO Element Name |
Unit
|
|
ISO Element Definition |
Unit for the rate basis.
|
|
ISO Type Definition |
Specifies a rate basis.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++IntrstRate
+++++++Term
|
| tag |
Val
|
| type |
Max3Number |
| fullName |
Value |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/IntrstRate[1..1]/Term[0..1]/Val[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate/Term/Val |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
0 |
| totalDigits |
3 |
| Documentation: |
|
|
ISO Element Name |
Value
|
|
ISO Element Definition |
Value of the contract term in number of units.
|
|
ISO Type Definition |
Number (max 999) of objects represented as an integer.
|
| Constraint: |
|
|
Name |
NumberRule |
|
Definition |
If Number is negative, then Sign must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
|
| tag |
FrstLegIntrstRate
|
| type |
InterestRate8Choice |
| fullName |
FirstLegInterestRate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/FrstLegIntrstRate[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
First Leg Interest Rate
|
|
ISO Element Definition |
Interest rate of the notional currency.
|
|
ISO Type Definition |
Choice between a fixed rate and a variable rate.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate [Choice] |
|
Fxd |
Fixed |
|
Fltg |
Floating |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++FrstLegIntrstRate
|
| tag |
Fxd
|
| type |
PercentageRate |
| fullName |
Fixed |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/FrstLegIntrstRate[0..1]/Fxd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fxd |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
10 |
| totalDigits |
11 |
| Documentation: |
|
|
ISO Element Name |
Fixed
|
|
ISO Type Definition |
Rate expressed as a percentage, that is, in hundredths, for example, 0.7 is 7/10 of
a percent, and 7.0 is 7%.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++FrstLegIntrstRate
|
| tag |
Fltg
|
| type |
FloatingInterestRate8 |
| fullName |
Floating |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/FrstLegIntrstRate[0..1]/Fltg[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Floating
|
|
ISO Type Definition |
Provides the index used to define the rate and optionally the basis point spread.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg [Sequence] |
|
RefRate |
Reference Rate |
|
Term |
Term |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++FrstLegIntrstRate
+++++++Fltg
|
| tag |
RefRate
|
| type |
BenchmarkCurveName5Choice |
| fullName |
ReferenceRate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/FrstLegIntrstRate[0..1]/Fltg[1..1]/RefRate[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg/RefRate |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Reference Rate
|
|
ISO Element Definition |
Identifies the reference index for the instrument.
|
|
ISO Element Usage |
Index or name if the reference rate is not included in the index list.
|
|
ISO Type Definition |
Choice of format for benchmark curve name.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg/RefRate [Choice] |
|
Indx |
Index |
|
Nm |
Name |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++FrstLegIntrstRate
+++++++Fltg
++++++++RefRate
|
| tag |
Indx
|
| type |
BenchmarkCurveName2Code |
| fullName |
Index |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/FrstLegIntrstRate[0..1]/Fltg[1..1]/RefRate[1..1]/Indx[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg/RefRate/Indx |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
WIBO |
| Definition |
Warsaw Interbank Offered Rate. |
| Name |
WIBOR |
| ISO Definition |
Warsaw Interbank Offered Rate. |
| ISO Name |
WIBOR |
|
|
TREA |
| Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| Name |
Treasury |
| ISO Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| ISO Name |
Treasury |
|
|
TIBO |
| Definition |
Tokyo Interbank Offered Rate. |
| Name |
TIBOR |
| ISO Definition |
Tokyo Interbank Offered Rate. |
| ISO Name |
TIBOR |
|
|
TLBO |
| Definition |
Tel Aviv Interbank Offered Rate. |
| Name |
TELBOR |
| ISO Definition |
Tel Aviv Interbank Offered Rate. |
| ISO Name |
TELBOR |
|
|
SWAP |
| Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| Name |
SWAP |
| ISO Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| ISO Name |
SWAP |
|
|
STBO |
| Definition |
Stockholm Interbank Offered Rate. |
| Name |
STIBOR |
| ISO Definition |
Stockholm Interbank Offered Rate. |
| ISO Name |
STIBOR |
|
|
PRBO |
| Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| Name |
PRIBOR |
| ISO Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| ISO Name |
PRIBOR |
|
|
PFAN |
| Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| Name |
Pfandbriefe |
| ISO Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| ISO Name |
Pfandbriefe |
|
|
NIBO |
| Definition |
Norwegian Interbank Offered Rate. |
| Name |
NIBOR |
| ISO Definition |
Norwegian Interbank Offered Rate. |
| ISO Name |
NIBOR |
|
|
MAAA |
| Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| Name |
MuniAAA |
| ISO Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| ISO Name |
MuniAAA |
|
|
MOSP |
| Definition |
Moscow Prime Offered Rate. |
| Name |
MOSPRIM |
| ISO Definition |
Moscow Prime Offered Rate. |
| ISO Name |
MOSPRIM |
|
|
LIBO |
| Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| Name |
LIBOR |
| ISO Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| ISO Name |
LIBOR |
|
|
LIBI |
| Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| Name |
LIBID |
| ISO Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| ISO Name |
LIBID |
|
|
JIBA |
| Definition |
Johannesburg Interbank Agreed Rate. |
| Name |
JIBAR |
| ISO Definition |
Johannesburg Interbank Agreed Rate. |
| ISO Name |
JIBAR |
|
|
ISDA |
| Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| Name |
ISDAFIX |
| ISO Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| ISO Name |
ISDAFIX |
|
|
GCFR |
| Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| Name |
GCFRepo |
| ISO Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| ISO Name |
GCFRepo |
|
|
FUSW |
| Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| Name |
FutureSWAP |
| ISO Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| ISO Name |
FutureSWAP |
|
|
EUCH |
| Definition |
Swiss Franc LIBOR rate. |
| Name |
EuroSwiss |
| ISO Definition |
Swiss Franc LIBOR rate. |
| ISO Name |
EuroSwiss |
|
|
EUUS |
| Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| Name |
EURODOLLAR |
| ISO Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| ISO Name |
EURODOLLAR |
|
|
EURI |
| Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| Name |
Euribor |
| ISO Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| ISO Name |
Euribor |
|
|
EONS |
| Definition |
Euro OverNight Index Average swap rate. |
| Name |
EONIASwaps |
| ISO Definition |
Euro OverNight Index Average swap rate. |
| ISO Name |
EONIASwaps |
|
|
EONA |
| Definition |
Euro OverNight Index Average rate. |
| Name |
EONIA |
| ISO Definition |
Euro OverNight Index Average rate. |
| ISO Name |
EONIA |
|
|
CIBO |
| Definition |
Copenhagen Interbank Offered Rate. |
| Name |
CIBOR |
| ISO Definition |
Copenhagen Interbank Offered Rate. |
| ISO Name |
CIBOR |
|
|
CDOR |
| Definition |
Canadian Dollar Offered Rate. |
| Name |
CDOR |
| ISO Definition |
Canadian Dollar Offered Rate. |
| ISO Name |
CDOR |
|
|
BUBO |
| Definition |
Budapest Interbank Offered Rate. |
| Name |
BUBOR |
| ISO Definition |
Budapest Interbank Offered Rate. |
| ISO Name |
BUBOR |
|
|
BBSW |
| Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| Name |
BBSW |
| ISO Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| ISO Name |
BBSW |
|
| Documentation: |
|
|
ISO Element Name |
Index
|
|
ISO Type Definition |
Specifies a benchmark curve name.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++FrstLegIntrstRate
+++++++Fltg
++++++++RefRate
|
| tag |
Nm
|
| type |
Max25Text |
| fullName |
Name |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/FrstLegIntrstRate[0..1]/Fltg[1..1]/RefRate[1..1]/Nm[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg/RefRate/Nm |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| minLength |
1 |
| maxLength |
25 |
| Documentation: |
|
|
ISO Element Name |
Name
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++FrstLegIntrstRate
+++++++Fltg
|
| tag |
Term
|
| type |
InterestRateContractTerm2 |
| fullName |
Term |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/FrstLegIntrstRate[0..1]/Fltg[1..1]/Term[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg/Term |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Term
|
|
ISO Element Definition |
Term of the reference rate.
|
|
ISO Type Definition |
Describes how interest rates are reported.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg/Term [Sequence] |
|
Unit |
Unit |
|
Val |
Value |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++FrstLegIntrstRate
+++++++Fltg
++++++++Term
|
| tag |
Unit
|
| type |
RateBasis1Code |
| fullName |
Unit |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/FrstLegIntrstRate[0..1]/Fltg[1..1]/Term[0..1]/Unit[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg/Term/Unit |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
DAYS |
| Definition |
Rate is reported in days. |
| Name |
Days |
| ISO Definition |
Rate is reported in days. |
| ISO Name |
Days |
|
|
MNTH |
| Definition |
Rate is reported in months. |
| Name |
Months |
| ISO Definition |
Rate is reported in months. |
| ISO Name |
Months |
|
|
WEEK |
| Definition |
Rate is reported in weeks. |
| Name |
Weeks |
| ISO Definition |
Rate is reported in weeks. |
| ISO Name |
Weeks |
|
|
YEAR |
| Definition |
Rate is reported in years. |
| Name |
Years |
| ISO Definition |
Rate is reported in years. |
| ISO Name |
Years |
|
| Documentation: |
|
|
ISO Element Name |
Unit
|
|
ISO Element Definition |
Unit for the rate basis.
|
|
ISO Type Definition |
Specifies a rate basis.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++FrstLegIntrstRate
+++++++Fltg
++++++++Term
|
| tag |
Val
|
| type |
Max3Number |
| fullName |
Value |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/FrstLegIntrstRate[0..1]/Fltg[1..1]/Term[0..1]/Val[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg/Term/Val |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
0 |
| totalDigits |
3 |
| Documentation: |
|
|
ISO Element Name |
Value
|
|
ISO Element Definition |
Value of the contract term in number of units.
|
|
ISO Type Definition |
Number (max 999) of objects represented as an integer.
|
| Constraint: |
|
|
Name |
NumberRule |
|
Definition |
If Number is negative, then Sign must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
|
| tag |
OthrNtnlCcy
|
| type |
ActiveOrHistoricCurrencyCode |
| fullName |
OtherNotionalCurrency |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrNtnlCcy[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrNtnlCcy |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{3,3} |
| Documentation: |
|
|
ISO Element Name |
Other Notional Currency
|
|
ISO Element Definition |
Notional currency in which leg 2 of the contract is denominated, in case of multi-currency
or cross-currency swaps.
Notional currency in which leg 2 of the swap is denominated, in case of swaptions
where the underlying swap is multi-currency.
|
|
ISO Type Definition |
A code allocated to a currency by a Maintenance Agency under an international identification
scheme, as described in the latest edition of the international standard ISO 4217
"Codes for the representation of currencies and funds".
|
| Constraint: |
|
|
Name |
ActiveOrHistoricCurrency |
|
Definition |
The Currency Code must be registered, or have already been registered. Valid active
or historic currency codes are registered with the ISO 4217 Maintenance Agency, consist
of three (3) contiguous letters, and may be or not be withdrawn on the day the message
containing the Currency is exchanged.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
|
| tag |
OthrLegIntrstRate
|
| type |
InterestRate8Choice |
| fullName |
OtherLegInterestRate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrLegIntrstRate[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Other Leg Interest Rate
|
|
ISO Element Definition |
Indication of the interest rate used for leg 2, if applicable.
|
|
ISO Type Definition |
Choice between a fixed rate and a variable rate.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate [Choice] |
|
Fxd |
Fixed |
|
Fltg |
Floating |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++OthrLegIntrstRate
|
| tag |
Fxd
|
| type |
PercentageRate |
| fullName |
Fixed |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrLegIntrstRate[0..1]/Fxd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fxd |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
10 |
| totalDigits |
11 |
| Documentation: |
|
|
ISO Element Name |
Fixed
|
|
ISO Type Definition |
Rate expressed as a percentage, that is, in hundredths, for example, 0.7 is 7/10 of
a percent, and 7.0 is 7%.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++OthrLegIntrstRate
|
| tag |
Fltg
|
| type |
FloatingInterestRate8 |
| fullName |
Floating |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrLegIntrstRate[0..1]/Fltg[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Floating
|
|
ISO Type Definition |
Provides the index used to define the rate and optionally the basis point spread.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg [Sequence] |
|
RefRate |
Reference Rate |
|
Term |
Term |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++OthrLegIntrstRate
+++++++Fltg
|
| tag |
RefRate
|
| type |
BenchmarkCurveName5Choice |
| fullName |
ReferenceRate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrLegIntrstRate[0..1]/Fltg[1..1]/RefRate[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg/RefRate |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Reference Rate
|
|
ISO Element Definition |
Identifies the reference index for the instrument.
|
|
ISO Element Usage |
Index or name if the reference rate is not included in the index list.
|
|
ISO Type Definition |
Choice of format for benchmark curve name.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg/RefRate [Choice] |
|
Indx |
Index |
|
Nm |
Name |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++OthrLegIntrstRate
+++++++Fltg
++++++++RefRate
|
| tag |
Indx
|
| type |
BenchmarkCurveName2Code |
| fullName |
Index |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrLegIntrstRate[0..1]/Fltg[1..1]/RefRate[1..1]/Indx[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg/RefRate/Indx |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
WIBO |
| Definition |
Warsaw Interbank Offered Rate. |
| Name |
WIBOR |
| ISO Definition |
Warsaw Interbank Offered Rate. |
| ISO Name |
WIBOR |
|
|
TREA |
| Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| Name |
Treasury |
| ISO Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| ISO Name |
Treasury |
|
|
TIBO |
| Definition |
Tokyo Interbank Offered Rate. |
| Name |
TIBOR |
| ISO Definition |
Tokyo Interbank Offered Rate. |
| ISO Name |
TIBOR |
|
|
TLBO |
| Definition |
Tel Aviv Interbank Offered Rate. |
| Name |
TELBOR |
| ISO Definition |
Tel Aviv Interbank Offered Rate. |
| ISO Name |
TELBOR |
|
|
SWAP |
| Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| Name |
SWAP |
| ISO Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| ISO Name |
SWAP |
|
|
STBO |
| Definition |
Stockholm Interbank Offered Rate. |
| Name |
STIBOR |
| ISO Definition |
Stockholm Interbank Offered Rate. |
| ISO Name |
STIBOR |
|
|
PRBO |
| Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| Name |
PRIBOR |
| ISO Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| ISO Name |
PRIBOR |
|
|
PFAN |
| Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| Name |
Pfandbriefe |
| ISO Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| ISO Name |
Pfandbriefe |
|
|
NIBO |
| Definition |
Norwegian Interbank Offered Rate. |
| Name |
NIBOR |
| ISO Definition |
Norwegian Interbank Offered Rate. |
| ISO Name |
NIBOR |
|
|
MAAA |
| Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| Name |
MuniAAA |
| ISO Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| ISO Name |
MuniAAA |
|
|
MOSP |
| Definition |
Moscow Prime Offered Rate. |
| Name |
MOSPRIM |
| ISO Definition |
Moscow Prime Offered Rate. |
| ISO Name |
MOSPRIM |
|
|
LIBO |
| Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| Name |
LIBOR |
| ISO Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| ISO Name |
LIBOR |
|
|
LIBI |
| Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| Name |
LIBID |
| ISO Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| ISO Name |
LIBID |
|
|
JIBA |
| Definition |
Johannesburg Interbank Agreed Rate. |
| Name |
JIBAR |
| ISO Definition |
Johannesburg Interbank Agreed Rate. |
| ISO Name |
JIBAR |
|
|
ISDA |
| Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| Name |
ISDAFIX |
| ISO Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| ISO Name |
ISDAFIX |
|
|
GCFR |
| Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| Name |
GCFRepo |
| ISO Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| ISO Name |
GCFRepo |
|
|
FUSW |
| Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| Name |
FutureSWAP |
| ISO Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| ISO Name |
FutureSWAP |
|
|
EUCH |
| Definition |
Swiss Franc LIBOR rate. |
| Name |
EuroSwiss |
| ISO Definition |
Swiss Franc LIBOR rate. |
| ISO Name |
EuroSwiss |
|
|
EUUS |
| Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| Name |
EURODOLLAR |
| ISO Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| ISO Name |
EURODOLLAR |
|
|
EURI |
| Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| Name |
Euribor |
| ISO Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| ISO Name |
Euribor |
|
|
EONS |
| Definition |
Euro OverNight Index Average swap rate. |
| Name |
EONIASwaps |
| ISO Definition |
Euro OverNight Index Average swap rate. |
| ISO Name |
EONIASwaps |
|
|
EONA |
| Definition |
Euro OverNight Index Average rate. |
| Name |
EONIA |
| ISO Definition |
Euro OverNight Index Average rate. |
| ISO Name |
EONIA |
|
|
CIBO |
| Definition |
Copenhagen Interbank Offered Rate. |
| Name |
CIBOR |
| ISO Definition |
Copenhagen Interbank Offered Rate. |
| ISO Name |
CIBOR |
|
|
CDOR |
| Definition |
Canadian Dollar Offered Rate. |
| Name |
CDOR |
| ISO Definition |
Canadian Dollar Offered Rate. |
| ISO Name |
CDOR |
|
|
BUBO |
| Definition |
Budapest Interbank Offered Rate. |
| Name |
BUBOR |
| ISO Definition |
Budapest Interbank Offered Rate. |
| ISO Name |
BUBOR |
|
|
BBSW |
| Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| Name |
BBSW |
| ISO Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| ISO Name |
BBSW |
|
| Documentation: |
|
|
ISO Element Name |
Index
|
|
ISO Type Definition |
Specifies a benchmark curve name.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++OthrLegIntrstRate
+++++++Fltg
++++++++RefRate
|
| tag |
Nm
|
| type |
Max25Text |
| fullName |
Name |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrLegIntrstRate[0..1]/Fltg[1..1]/RefRate[1..1]/Nm[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg/RefRate/Nm |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| minLength |
1 |
| maxLength |
25 |
| Documentation: |
|
|
ISO Element Name |
Name
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++OthrLegIntrstRate
+++++++Fltg
|
| tag |
Term
|
| type |
InterestRateContractTerm2 |
| fullName |
Term |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrLegIntrstRate[0..1]/Fltg[1..1]/Term[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg/Term |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Term
|
|
ISO Element Definition |
Term of the reference rate.
|
|
ISO Type Definition |
Describes how interest rates are reported.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg/Term [Sequence] |
|
Unit |
Unit |
|
Val |
Value |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++OthrLegIntrstRate
+++++++Fltg
++++++++Term
|
| tag |
Unit
|
| type |
RateBasis1Code |
| fullName |
Unit |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrLegIntrstRate[0..1]/Fltg[1..1]/Term[0..1]/Unit[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg/Term/Unit |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
DAYS |
| Definition |
Rate is reported in days. |
| Name |
Days |
| ISO Definition |
Rate is reported in days. |
| ISO Name |
Days |
|
|
MNTH |
| Definition |
Rate is reported in months. |
| Name |
Months |
| ISO Definition |
Rate is reported in months. |
| ISO Name |
Months |
|
|
WEEK |
| Definition |
Rate is reported in weeks. |
| Name |
Weeks |
| ISO Definition |
Rate is reported in weeks. |
| ISO Name |
Weeks |
|
|
YEAR |
| Definition |
Rate is reported in years. |
| Name |
Years |
| ISO Definition |
Rate is reported in years. |
| ISO Name |
Years |
|
| Documentation: |
|
|
ISO Element Name |
Unit
|
|
ISO Element Definition |
Unit for the rate basis.
|
|
ISO Type Definition |
Specifies a rate basis.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++OthrLegIntrstRate
+++++++Fltg
++++++++Term
|
| tag |
Val
|
| type |
Max3Number |
| fullName |
Value |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrLegIntrstRate[0..1]/Fltg[1..1]/Term[0..1]/Val[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg/Term/Val |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
0 |
| totalDigits |
3 |
| Documentation: |
|
|
ISO Element Name |
Value
|
|
ISO Element Definition |
Value of the contract term in number of units.
|
|
ISO Type Definition |
Number (max 999) of objects represented as an integer.
|
| Constraint: |
|
|
Name |
NumberRule |
|
Definition |
If Number is negative, then Sign must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
|
| tag |
FX
|
| type |
DerivativeForeignExchange3 |
| fullName |
ForeignExchange |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/FX[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/FX |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Foreign Exchange
|
|
ISO Element Definition |
The fields in this section should only be populated for instruments that have non-financial
instrument of type foreign exchange as underlying.
|
|
ISO Type Definition |
Attributes of non-financial instrument of type foreign exchange as underlying.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/FX [Sequence] |
|
FxTp |
FX Type |
|
OthrNtnlCcy |
Other Notional Currency |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++FX
|
| tag |
FxTp
|
| type |
AssetFXSubProductType1Code |
| fullName |
FXType |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/FX[0..1]/FxTp[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/FX/FxTp |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
FXCR |
| Definition |
Commodity attribute of type foreign exchange cross rate. |
| Name |
ForeignExchangeCrossRate |
| ISO Definition |
Commodity attribute of type foreign exchange cross rate. |
| ISO Name |
ForeignExchangeCrossRate |
|
|
FXEM |
| Definition |
Commodity attribute of type foreign exchange emerging markets. |
| Name |
ForeignExchangeEmergingMarket |
| ISO Definition |
Commodity attribute of type foreign exchange emerging markets. |
| ISO Name |
ForeignExchangeEmergingMarket |
|
|
FXMJ |
| Definition |
Commodity attribute of type foreign exchange majors. |
| Name |
ForeignExchangeMajor |
| ISO Definition |
Commodity attribute of type foreign exchange majors. |
| ISO Name |
ForeignExchangeMajor |
|
| Documentation: |
|
|
ISO Element Name |
FX Type
|
|
ISO Element Definition |
Type of the underlying currency.
|
|
ISO Type Definition |
Specifies the allowed foreign exchange types for foreign exchange derivatives.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++FX
|
| tag |
OthrNtnlCcy
|
| type |
ActiveOrHistoricCurrencyCode |
| fullName |
OtherNotionalCurrency |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/FX[0..1]/OthrNtnlCcy[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/FX/OthrNtnlCcy |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{3,3} |
| Documentation: |
|
|
ISO Element Name |
Other Notional Currency
|
|
ISO Element Definition |
Underlying currency 2 of the currency pair (the currency 1 will be populated in the
notional currency).
|
|
ISO Type Definition |
A code allocated to a currency by a Maintenance Agency under an international identification
scheme, as described in the latest edition of the international standard ISO 4217
"Codes for the representation of currencies and funds".
|
| Constraint: |
|
|
Name |
ActiveOrHistoricCurrency |
|
Definition |
The Currency Code must be registered, or have already been registered. Valid active
or historic currency codes are registered with the ISO 4217 Maintenance Agency, consist
of three (3) contiguous letters, and may be or not be withdrawn on the day the message
containing the Currency is exchanged.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
|
| tag |
TechAttrbts
|
| type |
RecordTechnicalData4 |
| fullName |
TechnicalAttributes |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/TechAttrbts[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/TechAttrbts |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Technical Attributes
|
|
ISO Element Definition |
Technical attributes.
|
|
ISO Type Definition |
Instrument specific technical data to support identification.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/TechAttrbts [Sequence] |
|
IncnsstncyInd |
Inconsistency Indicator |
|
LastUpd |
Last Update |
|
SubmissnDtTm |
Submission Date Time |
|
RlvntCmptntAuthrty |
Relevant Competent Authority |
|
PblctnPrd |
Publication Period |
|
NvrPblshd |
Never Published |
|
RlvntTradgVn |
Relevant Trading Venue |
| Constraint: |
|
|
Name |
OneElementPresentRule |
|
Definition |
At least one of the 5 elements must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++TechAttrbts
|
| tag |
IncnsstncyInd
|
| type |
TrueFalseIndicator |
| fullName |
InconsistencyIndicator |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/TechAttrbts[0..1]/IncnsstncyInd[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/TechAttrbts/IncnsstncyInd |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Inconsistency Indicator
|
|
ISO Element Definition |
Flag to say if there is an inconsistency across all submitting entities records.
|
|
ISO Type Definition |
A flag indicating a True or False value.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++TechAttrbts
|
| tag |
LastUpd
|
| type |
ISODateTime |
| fullName |
LastUpdate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/TechAttrbts[0..1]/LastUpd[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/TechAttrbts/LastUpd |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Last Update
|
|
ISO Element Definition |
Last date for which data was received for this instrument.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++TechAttrbts
|
| tag |
SubmissnDtTm
|
| type |
ISODateTime |
| fullName |
SubmissionDateTime |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/TechAttrbts[0..1]/SubmissnDtTm[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/TechAttrbts/SubmissnDtTm |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Submission Date Time
|
|
ISO Element Definition |
Defines the date and time when this instrument was originally received at the submission
destination.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++TechAttrbts
|
| tag |
RlvntCmptntAuthrty
|
| type |
CountryCode |
| fullName |
RelevantCompetentAuthority |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/TechAttrbts[0..1]/RlvntCmptntAuthrty[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/TechAttrbts/RlvntCmptntAuthrty |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{2,2} |
| Documentation: |
|
|
ISO Element Name |
Relevant Competent Authority
|
|
ISO Element Definition |
Country code of the relevant competent authority of the instrument.
|
|
ISO Type Definition |
Code to identify a country, a dependency, or another area of particular geopolitical
interest, on the basis of country names obtained from the United Nations (ISO 3166,
Alpha-2 code).
|
| Constraint: |
|
|
Name |
Country |
|
Definition |
The code is checked against the list of country names obtained from the United Nations
(ISO 3166, Alpha-2 code).
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++TechAttrbts
|
| tag |
PblctnPrd
|
| type |
Period4Choice |
| fullName |
PublicationPeriod |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/TechAttrbts[0..1]/PblctnPrd[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/TechAttrbts/PblctnPrd |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Publication Period
|
|
ISO Element Definition |
Period for which the associated instrument has been publically available.
|
|
ISO Type Definition |
Choice between date and date-time for the specification of a period.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/TechAttrbts/PblctnPrd [Choice] |
|
Dt |
Date |
|
FrDt |
From Date |
|
ToDt |
To Date |
|
FrDtToDt |
From Date To Date |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++TechAttrbts
++++PblctnPrd
|
| tag |
Dt
|
| type |
ISODate |
| fullName |
Date |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/TechAttrbts[0..1]/PblctnPrd[0..1]/Dt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/TechAttrbts/PblctnPrd/Dt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Date
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++TechAttrbts
++++PblctnPrd
|
| tag |
FrDt
|
| type |
ISODate |
| fullName |
FromDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/TechAttrbts[0..1]/PblctnPrd[0..1]/FrDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/TechAttrbts/PblctnPrd/FrDt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
From Date
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++TechAttrbts
++++PblctnPrd
|
| tag |
ToDt
|
| type |
ISODate |
| fullName |
ToDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/TechAttrbts[0..1]/PblctnPrd[0..1]/ToDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/TechAttrbts/PblctnPrd/ToDt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
To Date
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++TechAttrbts
++++PblctnPrd
|
| tag |
FrDtToDt
|
| type |
Period2 |
| fullName |
FromDateToDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/TechAttrbts[0..1]/PblctnPrd[0..1]/FrDtToDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/TechAttrbts/PblctnPrd/FrDtToDt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
From Date To Date
|
|
ISO Type Definition |
Time span defined by a start date and time, and an end date and time.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/TechAttrbts/PblctnPrd/FrDtToDt [Sequence] |
|
FrDt |
From Date |
|
ToDt |
To Date |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++TechAttrbts
++++PblctnPrd
+++++FrDtToDt
|
| tag |
FrDt
|
| type |
ISODate |
| fullName |
FromDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/TechAttrbts[0..1]/PblctnPrd[0..1]/FrDtToDt[1..1]/FrDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/TechAttrbts/PblctnPrd/FrDtToDt/FrDt |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
From Date
|
|
ISO Element Definition |
Date and time at which the range starts.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++TechAttrbts
++++PblctnPrd
+++++FrDtToDt
|
| tag |
ToDt
|
| type |
ISODate |
| fullName |
ToDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/TechAttrbts[0..1]/PblctnPrd[0..1]/FrDtToDt[1..1]/ToDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/TechAttrbts/PblctnPrd/FrDtToDt/ToDt |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
To Date
|
|
ISO Element Definition |
Date and time at which the range ends.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++TechAttrbts
|
| tag |
NvrPblshd
|
| type |
TrueFalseIndicator |
| fullName |
NeverPublished |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/TechAttrbts[0..1]/NvrPblshd[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/TechAttrbts/NvrPblshd |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Never Published
|
|
ISO Element Definition |
Flag to say if the record has ever been published.
|
|
ISO Type Definition |
A flag indicating a True or False value.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++ModfdRcrd
+++TechAttrbts
|
| tag |
RlvntTradgVn
|
| type |
MICIdentifier |
| fullName |
RelevantTradingVenue |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/ModfdRcrd[1..1]/TechAttrbts[0..1]/RlvntTradgVn[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/ModfdRcrd/TechAttrbts/RlvntTradgVn |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Pattern: |
[A-Z0-9]{4,4} |
| Documentation: |
|
|
ISO Element Name |
Relevant Trading Venue
|
|
ISO Element Definition |
Trading venue of the record used by the relevant competent authority to determine
the reference data for the instrument.
|
|
ISO Type Definition |
Market Identifier Code. The identification of a financial market, as stipulated in
the norm ISO 10383 'Codes for exchanges and market identifications'.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
|
| tag |
NewRcrd
|
| type |
SecuritiesReferenceDataReport6 |
| fullName |
NewRecord |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
New Record
|
|
ISO Type Definition |
Provides details on the securities reference data for the required financial instruments.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd [Sequence] |
|
TechRcrdId |
Technical Record Identification |
|
FinInstrmGnlAttrbts |
Financial Instrument General Attributes |
|
Issr |
Issuer |
|
TradgVnRltdAttrbts |
Trading Venue Related Attributes |
|
DebtInstrmAttrbts |
Debt Instrument Attributes |
|
DerivInstrmAttrbts |
Derivative Instrument Attributes |
|
TechAttrbts |
Technical Attributes |
| Constraint: |
|
|
Name |
ValidDebtMaturityDateRule |
|
Definition |
DebtInstrumentAttributes/MaturityDate cannot be a date earlier than TradingVenueRelatedAttributes/FirstTradeDate,
TradingVenueRelatedAttributes/RequestForAdmissionDate or TradingVenueRelatedAttributes/AdmissionApprovalDate.
|
| Constraint: |
|
|
Name |
ValidDerivativeExpiryDateRule |
|
Definition |
DerivativesInstrumentAttributes/ExpiryDate cannot be a date earlier than TradingVenueRelatedAttributes/FirstTradeDate,
TradingVenueRelatedAttributes/RequestForAdmissionDate or TradingVenueRelatedAttributes/AdmissionApprovalDate.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
|
| tag |
TechRcrdId
|
| type |
Max35Text |
| fullName |
TechnicalRecordIdentification |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/TechRcrdId[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/TechRcrdId |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| minLength |
1 |
| maxLength |
35 |
| Documentation: |
|
|
ISO Element Name |
Technical Record Identification
|
|
ISO Element Definition |
Unique identifier of a record in a message used as part of error management and status
advice message.
|
|
ISO Element Usage |
This identification will be used in the status advice report sent back.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
|
| tag |
FinInstrmGnlAttrbts
|
| type |
SecurityInstrumentDescription9 |
| fullName |
FinancialInstrumentGeneralAttributes |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/FinInstrmGnlAttrbts[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/FinInstrmGnlAttrbts |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Financial Instrument General Attributes
|
|
ISO Element Definition |
Attributes and characteristics of the financial instrument.
|
|
ISO Type Definition |
Identifies the security instrument by its name and typical characteristics.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/FinInstrmGnlAttrbts [Sequence] |
|
Id |
Identification |
|
FullNm |
Full Name |
|
ShrtNm |
Short Name |
|
ClssfctnTp |
Classification Type |
|
NtnlCcy |
Notional Currency |
|
CmmdtyDerivInd |
Commodity Derivative Indicator |
| Constraint: |
|
|
Name |
ValidCFIRule |
|
Definition |
The CFI code must be a valid CFI code as defined by 10962. |
| Constraint: |
|
|
Name |
ValidISINRule |
|
Definition |
ISIN code must pass checksum validation. |
| Constraint: |
|
|
Name |
ValidShortNameRule |
|
Definition |
ShortName must conform with ISO 18774. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++FinInstrmGnlAttrbts
|
| tag |
Id
|
| type |
ISINOct2015Identifier |
| fullName |
Identification |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/FinInstrmGnlAttrbts[1..1]/Id[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/FinInstrmGnlAttrbts/Id |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{2,2}[A-Z0-9]{9,9}[0-9]{1,1} |
| Documentation: |
|
|
ISO Element Name |
Identification
|
|
ISO Element Definition |
Code used to identify the financial instrument.
|
|
ISO Type Definition |
International Securities Identification Number (ISIN). A numbering system designed
by the United Nation's International Organisation for Standardisation (ISO). The ISIN
is composed of a 2-character prefix representing the country of issue, followed by
the national security number (if one exists), and a check digit. Each country has
a national numbering agency that assigns ISIN numbers for securities in that country.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++FinInstrmGnlAttrbts
|
| tag |
FullNm
|
| type |
Max350Text |
| fullName |
FullName |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/FinInstrmGnlAttrbts[1..1]/FullNm[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/FinInstrmGnlAttrbts/FullNm |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| minLength |
1 |
| maxLength |
350 |
| Documentation: |
|
|
ISO Element Name |
Full Name
|
|
ISO Element Definition |
Full name of the financial instrument.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++FinInstrmGnlAttrbts
|
| tag |
ShrtNm
|
| type |
Max35Text |
| fullName |
ShortName |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/FinInstrmGnlAttrbts[1..1]/ShrtNm[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/FinInstrmGnlAttrbts/ShrtNm |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| minLength |
1 |
| maxLength |
35 |
| Documentation: |
|
|
ISO Element Name |
Short Name
|
|
ISO Element Definition |
Short name of financial instrument in accordance with ISO 18774.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++FinInstrmGnlAttrbts
|
| tag |
ClssfctnTp
|
| type |
CFIOct2015Identifier |
| fullName |
ClassificationType |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/FinInstrmGnlAttrbts[1..1]/ClssfctnTp[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/FinInstrmGnlAttrbts/ClssfctnTp |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{6,6} |
| Documentation: |
|
|
ISO Element Name |
Classification Type
|
|
ISO Element Definition |
Classification type of the financial instrument, as per the ISO Classification of
Financial Instrument (CFI) codification.
|
|
ISO Type Definition |
Classification type of the financial instrument, as per the ISO 10962 Classification
of Financial Instrument (CFI) codification, for example, common share with voting
rights, fully paid, or registered.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++FinInstrmGnlAttrbts
|
| tag |
NtnlCcy
|
| type |
ActiveOrHistoricCurrencyCode |
| fullName |
NotionalCurrency |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/FinInstrmGnlAttrbts[1..1]/NtnlCcy[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/FinInstrmGnlAttrbts/NtnlCcy |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{3,3} |
| Documentation: |
|
|
ISO Element Name |
Notional Currency
|
|
ISO Element Definition |
Currency in which the notional is denominated.
|
|
ISO Type Definition |
A code allocated to a currency by a Maintenance Agency under an international identification
scheme, as described in the latest edition of the international standard ISO 4217
"Codes for the representation of currencies and funds".
|
| Constraint: |
|
|
Name |
ActiveOrHistoricCurrency |
|
Definition |
The Currency Code must be registered, or have already been registered. Valid active
or historic currency codes are registered with the ISO 4217 Maintenance Agency, consist
of three (3) contiguous letters, and may be or not be withdrawn on the day the message
containing the Currency is exchanged.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++FinInstrmGnlAttrbts
|
| tag |
CmmdtyDerivInd
|
| type |
TrueFalseIndicator |
| fullName |
CommodityDerivativeIndicator |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/FinInstrmGnlAttrbts[1..1]/CmmdtyDerivInd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/FinInstrmGnlAttrbts/CmmdtyDerivInd |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Commodity Derivative Indicator
|
|
ISO Element Definition |
Indicates whether the financial instrument falls within the definition of commodities
derivative under the local regulation.
|
|
ISO Type Definition |
A flag indicating a True or False value.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
|
| tag |
Issr
|
| type |
LEIIdentifier |
| fullName |
Issuer |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/Issr[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/Issr |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Pattern: |
[A-Z0-9]{18,18}[0-9]{2,2} |
| Documentation: |
|
|
ISO Element Name |
Issuer
|
|
ISO Element Definition |
LEI of Issuer or trading venue operator.
|
|
ISO Type Definition |
Legal Entity Identifier is a code allocated to a party as described in ISO 17442 "Financial
Services - Legal Entity Identifier (LEI)".
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
|
| tag |
TradgVnRltdAttrbts
|
| type |
TradingVenueAttributes1 |
| fullName |
TradingVenueRelatedAttributes |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/TradgVnRltdAttrbts[1..unbounded] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/TradgVnRltdAttrbts |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
unbounded |
| Documentation: |
|
|
ISO Element Name |
Trading Venue Related Attributes
|
|
ISO Element Definition |
Traded venue related attributes.
|
|
ISO Type Definition |
Traded venue related fields.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/TradgVnRltdAttrbts [Sequence] |
|
Id |
Identification |
|
IssrReq |
Issuer Request |
|
AdmssnApprvlDtByIssr |
Admission Approval Date By Issuer |
|
ReqForAdmssnDt |
Request For Admission Date |
|
FrstTradDt |
First Trade Date |
|
TermntnDt |
Termination Date |
| Constraint: |
|
|
Name |
ValidateAdmissionIssuerRule |
|
Definition |
When IssuerRequest is equal to true, then AdmissionApprovalDateByIssuer must be present. |
| Constraint: |
|
|
Name |
ValidMICRule |
|
Definition |
Market Identification code must be an active market at the time of reporting. |
| Constraint: |
|
|
Name |
ValidTerminationDateRule |
|
Definition |
TerminationDate cannot be a date earlier than FirstTradeDate, RequestForAdmissionDate
or AdmissionApprovalDate.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++TradgVnRltdAttrbts
|
| tag |
Id
|
| type |
MICIdentifier |
| fullName |
Identification |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/TradgVnRltdAttrbts[1..unbounded]/Id[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/TradgVnRltdAttrbts/Id |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Pattern: |
[A-Z0-9]{4,4} |
| Documentation: |
|
|
ISO Element Name |
Identification
|
|
ISO Element Definition |
Segment MIC for the trading venue or systematic internaliser, where applicable, otherwise
the operating MIC.
|
|
ISO Type Definition |
Market Identifier Code. The identification of a financial market, as stipulated in
the norm ISO 10383 'Codes for exchanges and market identifications'.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++TradgVnRltdAttrbts
|
| tag |
IssrReq
|
| type |
TrueFalseIndicator |
| fullName |
IssuerRequest |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/TradgVnRltdAttrbts[1..unbounded]/IssrReq[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/TradgVnRltdAttrbts/IssrReq |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Issuer Request
|
|
ISO Element Definition |
Indicates whether the issuer of the financial instrument has requested or approved
the trading or admission to trading of their financial instruments on a trading venue.
|
|
ISO Type Definition |
A flag indicating a True or False value.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++TradgVnRltdAttrbts
|
| tag |
AdmssnApprvlDtByIssr
|
| type |
ISODateTime |
| fullName |
AdmissionApprovalDateByIssuer |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/TradgVnRltdAttrbts[1..unbounded]/AdmssnApprvlDtByIssr[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/TradgVnRltdAttrbts/AdmssnApprvlDtByIssr |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Admission Approval Date By Issuer
|
|
ISO Element Definition |
Date and time the issuer has approved the admission to trading or trading of its financial
instruments on the trading venue.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++TradgVnRltdAttrbts
|
| tag |
ReqForAdmssnDt
|
| type |
ISODateTime |
| fullName |
RequestForAdmissionDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/TradgVnRltdAttrbts[1..unbounded]/ReqForAdmssnDt[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/TradgVnRltdAttrbts/ReqForAdmssnDt |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Request For Admission Date
|
|
ISO Element Definition |
Date and time when the request for admission on the trading venue was made for the
instrument.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++TradgVnRltdAttrbts
|
| tag |
FrstTradDt
|
| type |
ISODateTime |
| fullName |
FirstTradeDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/TradgVnRltdAttrbts[1..unbounded]/FrstTradDt[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/TradgVnRltdAttrbts/FrstTradDt |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
First Trade Date
|
|
ISO Element Definition |
Date and time of the admission to trading on the trading venue or the date and time
when the instrument was first traded or an order or quote was first received by the
trading venue.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++TradgVnRltdAttrbts
|
| tag |
TermntnDt
|
| type |
ISODateTime |
| fullName |
TerminationDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/TradgVnRltdAttrbts[1..unbounded]/TermntnDt[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/TradgVnRltdAttrbts/TermntnDt |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Termination Date
|
|
ISO Element Definition |
Date and time when the financial instrument ceases to be traded or to be admitted
to trading on the trading venue. Where this date and time is unavailable, the field
shall not be populated.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
|
| tag |
DebtInstrmAttrbts
|
| type |
DebtInstrument2 |
| fullName |
DebtInstrumentAttributes |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DebtInstrmAttrbts[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DebtInstrmAttrbts |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Debt Instrument Attributes
|
|
ISO Element Definition |
Attributes specific to debt instruments.
|
|
ISO Type Definition |
Specifies the debit instrument.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DebtInstrmAttrbts [Sequence] |
|
TtlIssdNmnlAmt |
Total Issued Nominal Amount |
|
MtrtyDt |
Maturity Date |
|
NmnlValPerUnit |
Nominal Value Per Unit |
|
IntrstRate |
Interest Rate |
|
DebtSnrty |
Debt Seniority |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DebtInstrmAttrbts
|
| tag |
TtlIssdNmnlAmt
|
| type |
ActiveOrHistoricCurrencyAndAmount |
| fullName |
TotalIssuedNominalAmount |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DebtInstrmAttrbts[0..1]/TtlIssdNmnlAmt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DebtInstrmAttrbts/TtlIssdNmnlAmt |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| minInclusive |
0 |
| fractionDigits |
5 |
| totalDigits |
18 |
| Documentation: |
|
|
ISO Element Name |
Total Issued Nominal Amount
|
|
ISO Element Definition |
Total issued nominal amount in monetary value.
|
|
ISO Type Definition |
A number of monetary units specified in an active or a historic currency where the
unit of currency is explicit and compliant with ISO 4217.
|
| Constraint: |
|
|
Name |
CurrencyAmount |
|
Definition |
The number of fractional digits (or minor unit of currency) must comply with ISO 4217.
Note: The decimal separator is a dot.
|
| @Ccy |
| type |
ActiveOrHistoricCurrencyCode |
| use |
required |
| Pattern: |
[A-Z]{3,3} |
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DebtInstrmAttrbts
|
| tag |
MtrtyDt
|
| type |
ISODate |
| fullName |
MaturityDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DebtInstrmAttrbts[0..1]/MtrtyDt[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DebtInstrmAttrbts/MtrtyDt |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Maturity Date
|
|
ISO Element Definition |
Maturity date of the financial instrument.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DebtInstrmAttrbts
|
| tag |
NmnlValPerUnit
|
| type |
ActiveOrHistoricCurrencyAndAmount |
| fullName |
NominalValuePerUnit |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DebtInstrmAttrbts[0..1]/NmnlValPerUnit[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DebtInstrmAttrbts/NmnlValPerUnit |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| minInclusive |
0 |
| fractionDigits |
5 |
| totalDigits |
18 |
| Documentation: |
|
|
ISO Element Name |
Nominal Value Per Unit
|
|
ISO Element Definition |
Nominal value of each instrument. If not available, the minimum traded value should
be populated.
|
|
ISO Type Definition |
A number of monetary units specified in an active or a historic currency where the
unit of currency is explicit and compliant with ISO 4217.
|
| Constraint: |
|
|
Name |
CurrencyAmount |
|
Definition |
The number of fractional digits (or minor unit of currency) must comply with ISO 4217.
Note: The decimal separator is a dot.
|
| @Ccy |
| type |
ActiveOrHistoricCurrencyCode |
| use |
required |
| Pattern: |
[A-Z]{3,3} |
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DebtInstrmAttrbts
|
| tag |
IntrstRate
|
| type |
InterestRate6Choice |
| fullName |
InterestRate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DebtInstrmAttrbts/IntrstRate |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Interest Rate
|
|
ISO Element Definition |
Interest rate of the debt instrument.
|
|
ISO Type Definition |
Choice between a fixed rate and a floating rate.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DebtInstrmAttrbts/IntrstRate [Choice] |
|
Fxd |
Fixed |
|
Fltg |
Floating |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DebtInstrmAttrbts
++++IntrstRate
|
| tag |
Fxd
|
| type |
PercentageRate |
| fullName |
Fixed |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fxd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DebtInstrmAttrbts/IntrstRate/Fxd |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
10 |
| totalDigits |
11 |
| Documentation: |
|
|
ISO Element Name |
Fixed
|
|
ISO Type Definition |
Rate expressed as a percentage, that is, in hundredths, for example, 0.7 is 7/10 of
a percent, and 7.0 is 7%.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DebtInstrmAttrbts
++++IntrstRate
|
| tag |
Fltg
|
| type |
FloatingInterestRate6 |
| fullName |
Floating |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fltg[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DebtInstrmAttrbts/IntrstRate/Fltg |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Floating
|
|
ISO Type Definition |
Provides the index used to define the rate and the basis point spread.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DebtInstrmAttrbts/IntrstRate/Fltg [Sequence] |
|
RefRate |
Reference Rate |
|
Term |
Term |
|
BsisPtSprd |
Basis Point Spread |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DebtInstrmAttrbts
++++IntrstRate
+++++Fltg
|
| tag |
RefRate
|
| type |
BenchmarkCurveName6Choice |
| fullName |
ReferenceRate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fltg[1..1]/RefRate[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/RefRate |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Reference Rate
|
|
ISO Element Definition |
Identifies the reference index for the debt instrument.
|
|
ISO Type Definition |
Choice of format for benchmark curve name.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/RefRate [Choice] |
|
ISIN |
ISIN |
|
Indx |
Index |
|
Nm |
Name |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DebtInstrmAttrbts
++++IntrstRate
+++++Fltg
++++++RefRate
|
| tag |
ISIN
|
| type |
ISINOct2015Identifier |
| fullName |
ISIN |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fltg[1..1]/RefRate[1..1]/ISIN[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/RefRate/ISIN |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{2,2}[A-Z0-9]{9,9}[0-9]{1,1} |
| Documentation: |
|
|
ISO Element Name |
ISIN
|
|
ISO Type Definition |
International Securities Identification Number (ISIN). A numbering system designed
by the United Nation's International Organisation for Standardisation (ISO). The ISIN
is composed of a 2-character prefix representing the country of issue, followed by
the national security number (if one exists), and a check digit. Each country has
a national numbering agency that assigns ISIN numbers for securities in that country.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DebtInstrmAttrbts
++++IntrstRate
+++++Fltg
++++++RefRate
|
| tag |
Indx
|
| type |
BenchmarkCurveName2Code |
| fullName |
Index |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fltg[1..1]/RefRate[1..1]/Indx[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/RefRate/Indx |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
WIBO |
| Definition |
Warsaw Interbank Offered Rate. |
| Name |
WIBOR |
| ISO Definition |
Warsaw Interbank Offered Rate. |
| ISO Name |
WIBOR |
|
|
TREA |
| Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| Name |
Treasury |
| ISO Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| ISO Name |
Treasury |
|
|
TIBO |
| Definition |
Tokyo Interbank Offered Rate. |
| Name |
TIBOR |
| ISO Definition |
Tokyo Interbank Offered Rate. |
| ISO Name |
TIBOR |
|
|
TLBO |
| Definition |
Tel Aviv Interbank Offered Rate. |
| Name |
TELBOR |
| ISO Definition |
Tel Aviv Interbank Offered Rate. |
| ISO Name |
TELBOR |
|
|
SWAP |
| Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| Name |
SWAP |
| ISO Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| ISO Name |
SWAP |
|
|
STBO |
| Definition |
Stockholm Interbank Offered Rate. |
| Name |
STIBOR |
| ISO Definition |
Stockholm Interbank Offered Rate. |
| ISO Name |
STIBOR |
|
|
PRBO |
| Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| Name |
PRIBOR |
| ISO Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| ISO Name |
PRIBOR |
|
|
PFAN |
| Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| Name |
Pfandbriefe |
| ISO Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| ISO Name |
Pfandbriefe |
|
|
NIBO |
| Definition |
Norwegian Interbank Offered Rate. |
| Name |
NIBOR |
| ISO Definition |
Norwegian Interbank Offered Rate. |
| ISO Name |
NIBOR |
|
|
MAAA |
| Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| Name |
MuniAAA |
| ISO Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| ISO Name |
MuniAAA |
|
|
MOSP |
| Definition |
Moscow Prime Offered Rate. |
| Name |
MOSPRIM |
| ISO Definition |
Moscow Prime Offered Rate. |
| ISO Name |
MOSPRIM |
|
|
LIBO |
| Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| Name |
LIBOR |
| ISO Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| ISO Name |
LIBOR |
|
|
LIBI |
| Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| Name |
LIBID |
| ISO Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| ISO Name |
LIBID |
|
|
JIBA |
| Definition |
Johannesburg Interbank Agreed Rate. |
| Name |
JIBAR |
| ISO Definition |
Johannesburg Interbank Agreed Rate. |
| ISO Name |
JIBAR |
|
|
ISDA |
| Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| Name |
ISDAFIX |
| ISO Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| ISO Name |
ISDAFIX |
|
|
GCFR |
| Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| Name |
GCFRepo |
| ISO Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| ISO Name |
GCFRepo |
|
|
FUSW |
| Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| Name |
FutureSWAP |
| ISO Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| ISO Name |
FutureSWAP |
|
|
EUCH |
| Definition |
Swiss Franc LIBOR rate. |
| Name |
EuroSwiss |
| ISO Definition |
Swiss Franc LIBOR rate. |
| ISO Name |
EuroSwiss |
|
|
EUUS |
| Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| Name |
EURODOLLAR |
| ISO Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| ISO Name |
EURODOLLAR |
|
|
EURI |
| Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| Name |
Euribor |
| ISO Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| ISO Name |
Euribor |
|
|
EONS |
| Definition |
Euro OverNight Index Average swap rate. |
| Name |
EONIASwaps |
| ISO Definition |
Euro OverNight Index Average swap rate. |
| ISO Name |
EONIASwaps |
|
|
EONA |
| Definition |
Euro OverNight Index Average rate. |
| Name |
EONIA |
| ISO Definition |
Euro OverNight Index Average rate. |
| ISO Name |
EONIA |
|
|
CIBO |
| Definition |
Copenhagen Interbank Offered Rate. |
| Name |
CIBOR |
| ISO Definition |
Copenhagen Interbank Offered Rate. |
| ISO Name |
CIBOR |
|
|
CDOR |
| Definition |
Canadian Dollar Offered Rate. |
| Name |
CDOR |
| ISO Definition |
Canadian Dollar Offered Rate. |
| ISO Name |
CDOR |
|
|
BUBO |
| Definition |
Budapest Interbank Offered Rate. |
| Name |
BUBOR |
| ISO Definition |
Budapest Interbank Offered Rate. |
| ISO Name |
BUBOR |
|
|
BBSW |
| Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| Name |
BBSW |
| ISO Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| ISO Name |
BBSW |
|
| Documentation: |
|
|
ISO Element Name |
Index
|
|
ISO Type Definition |
Specifies a benchmark curve name.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DebtInstrmAttrbts
++++IntrstRate
+++++Fltg
++++++RefRate
|
| tag |
Nm
|
| type |
Max25Text |
| fullName |
Name |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fltg[1..1]/RefRate[1..1]/Nm[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/RefRate/Nm |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| minLength |
1 |
| maxLength |
25 |
| Documentation: |
|
|
ISO Element Name |
Name
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DebtInstrmAttrbts
++++IntrstRate
+++++Fltg
|
| tag |
Term
|
| type |
InterestRateContractTerm2 |
| fullName |
Term |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fltg[1..1]/Term[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/Term |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Term
|
|
ISO Element Definition |
Term of the index/benchmark of a floating rate bond. The term shall be expressed in
days, weeks, months or years.
|
|
ISO Type Definition |
Describes how interest rates are reported.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/Term [Sequence] |
|
Unit |
Unit |
|
Val |
Value |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DebtInstrmAttrbts
++++IntrstRate
+++++Fltg
++++++Term
|
| tag |
Unit
|
| type |
RateBasis1Code |
| fullName |
Unit |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fltg[1..1]/Term[1..1]/Unit[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/Term/Unit |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
DAYS |
| Definition |
Rate is reported in days. |
| Name |
Days |
| ISO Definition |
Rate is reported in days. |
| ISO Name |
Days |
|
|
MNTH |
| Definition |
Rate is reported in months. |
| Name |
Months |
| ISO Definition |
Rate is reported in months. |
| ISO Name |
Months |
|
|
WEEK |
| Definition |
Rate is reported in weeks. |
| Name |
Weeks |
| ISO Definition |
Rate is reported in weeks. |
| ISO Name |
Weeks |
|
|
YEAR |
| Definition |
Rate is reported in years. |
| Name |
Years |
| ISO Definition |
Rate is reported in years. |
| ISO Name |
Years |
|
| Documentation: |
|
|
ISO Element Name |
Unit
|
|
ISO Element Definition |
Unit for the rate basis.
|
|
ISO Type Definition |
Specifies a rate basis.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DebtInstrmAttrbts
++++IntrstRate
+++++Fltg
++++++Term
|
| tag |
Val
|
| type |
Max3Number |
| fullName |
Value |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fltg[1..1]/Term[1..1]/Val[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/Term/Val |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
0 |
| totalDigits |
3 |
| Documentation: |
|
|
ISO Element Name |
Value
|
|
ISO Element Definition |
Value of the contract term in number of units.
|
|
ISO Type Definition |
Number (max 999) of objects represented as an integer.
|
| Constraint: |
|
|
Name |
NumberRule |
|
Definition |
If Number is negative, then Sign must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DebtInstrmAttrbts
++++IntrstRate
+++++Fltg
|
| tag |
BsisPtSprd
|
| type |
Max5Number |
| fullName |
BasisPointSpread |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fltg[1..1]/BsisPtSprd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/BsisPtSprd |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
0 |
| totalDigits |
5 |
| Documentation: |
|
|
ISO Element Name |
Basis Point Spread
|
|
ISO Element Definition |
Number of basis points above (if positive) or below (if negative) the underlying reference
rate to calculate the actual interest rate applicable for a given period at issuance
of the floating rate instrument.
|
|
ISO Element Usage |
Used to express differences in interest rates, for example, a difference of 0.10%
is equivalent to a change of 10 basis points.
|
|
ISO Type Definition |
Number (max 99999) of objects represented as an integer.
|
| Constraint: |
|
|
Name |
NumberRule |
|
Definition |
If Number is negative, then Sign must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DebtInstrmAttrbts
|
| tag |
DebtSnrty
|
| type |
DebtInstrumentSeniorityType1Code |
| fullName |
DebtSeniority |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DebtInstrmAttrbts[0..1]/DebtSnrty[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DebtInstrmAttrbts/DebtSnrty |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
SBOD |
| Definition |
Debt owed to an unsecured creditor that can only be paid, in the event of a liquidation,
after the claims of secured creditors have been met.
|
| Name |
SubordinatedDebt |
| ISO Definition |
Debt owed to an unsecured creditor that can only be paid, in the event of a liquidation,
after the claims of secured creditors have been met.
|
| ISO Name |
SubordinatedDebt |
|
|
SNDB |
| Definition |
Debt that takes priority over other unsecured or otherwise more junior debt owed by
the issuer.
|
| Name |
SeniorDebt |
| ISO Definition |
Debt that takes priority over other unsecured or otherwise more junior debt owed by
the issuer.
|
| ISO Name |
SeniorDebt |
|
|
MZZD |
| Definition |
Subordinated debt or preferred equity instrument that represents a claim on a company's
assets which is senior only to that of the common shares.
|
| Name |
MezzanineDebt |
| ISO Definition |
Subordinated debt or preferred equity instrument that represents a claim on a company's
assets which is senior only to that of the common shares.
|
| ISO Name |
MezzanineDebt |
|
|
JUND |
| Definition |
Debt that is either unsecured or has a lower priority than of another debt claim on
the same asset or property.
|
| Name |
JuniorDebt |
| ISO Definition |
Debt that is either unsecured or has a lower priority than of another debt claim on
the same asset or property.
|
| ISO Name |
JuniorDebt |
|
| Documentation: |
|
|
ISO Element Name |
Debt Seniority
|
|
ISO Element Definition |
Seniority for a specific debt instrument.
|
|
ISO Type Definition |
Specifies the seniority type of a specific debt instrument.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
|
| tag |
DerivInstrmAttrbts
|
| type |
DerivativeInstrument5 |
| fullName |
DerivativeInstrumentAttributes |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Derivative Instrument Attributes
|
|
ISO Element Definition |
Attributes specific to derivative instruments.
|
|
ISO Type Definition |
Specifies the derivative instrument.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts [Sequence] |
|
XpryDt |
Expiry Date |
|
PricMltplr |
Price Multiplier |
|
UndrlygInstrm |
Underlying Instrument |
|
OptnTp |
Option Type |
|
StrkPric |
Strike Price |
|
OptnExrcStyle |
Option Exercise Style |
|
DlvryTp |
Delivery Type |
|
AsstClssSpcfcAttrbts |
Asset Class Specific Attributes |
| Constraint: |
|
|
Name |
OneElementPresentRule |
|
Definition |
At least one of 5 elements must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
|
| tag |
XpryDt
|
| type |
ISODate |
| fullName |
ExpiryDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/XpryDt[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/XpryDt |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Expiry Date
|
|
ISO Element Definition |
Expiry date of the financial instrument.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
|
| tag |
PricMltplr
|
| type |
NonNegativeDecimalNumber |
| fullName |
PriceMultiplier |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/PricMltplr[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/PricMltplr |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| minInclusive |
0 |
| fractionDigits |
17 |
| totalDigits |
18 |
| Documentation: |
|
|
ISO Element Name |
Price Multiplier
|
|
ISO Element Definition |
Number of units of the underlying instrument represented by a single derivative contract.
For a future or option on an index, the amount per index point.
|
|
ISO Type Definition |
Number of objects represented as a non negative decimal number, for example, 0.75
or 45.6.
|
| Constraint: |
|
|
Name |
MultiplierRule |
|
Definition |
Price Multiplier must not be zero. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
|
| tag |
UndrlygInstrm
|
| type |
FinancialInstrumentIdentification5Choice |
| fullName |
UnderlyingInstrument |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/UndrlygInstrm |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Underlying Instrument
|
|
ISO Element Definition |
Choice to specify the type(s) of underlying instrument(s) that make up the financial
instrument.
|
|
ISO Type Definition |
Choice for identifying the underlying instruments that a derivative can consist of.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/UndrlygInstrm [Choice] |
|
Sngl |
Single |
|
Bskt |
Basket |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
|
| tag |
Sngl
|
| type |
FinancialInstrument48Choice |
| fullName |
Single |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Single
|
|
ISO Type Definition |
Choice to specific an instrument of type ISIN, LEI or Index.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl [Choice] |
|
ISIN |
ISIN |
|
LEI |
LEI |
|
Indx |
Index |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
|
| tag |
ISIN
|
| type |
ISINOct2015Identifier |
| fullName |
ISIN |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/ISIN[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/ISIN |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{2,2}[A-Z0-9]{9,9}[0-9]{1,1} |
| Documentation: |
|
|
ISO Element Name |
ISIN
|
|
ISO Type Definition |
International Securities Identification Number (ISIN). A numbering system designed
by the United Nation's International Organisation for Standardisation (ISO). The ISIN
is composed of a 2-character prefix representing the country of issue, followed by
the national security number (if one exists), and a check digit. Each country has
a national numbering agency that assigns ISIN numbers for securities in that country.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
|
| tag |
LEI
|
| type |
LEIIdentifier |
| fullName |
LEI |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/LEI[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/LEI |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Pattern: |
[A-Z0-9]{18,18}[0-9]{2,2} |
| Documentation: |
|
|
ISO Element Name |
LEI
|
|
ISO Type Definition |
Legal Entity Identifier is a code allocated to a party as described in ISO 17442 "Financial
Services - Legal Entity Identifier (LEI)".
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
|
| tag |
Indx
|
| type |
FinancialInstrument58 |
| fullName |
Index |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/Indx[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Index
|
|
ISO Type Definition |
Specifies underlying instruments or index a derivative has.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx [Sequence] |
|
ISIN |
ISIN |
|
Nm |
Name |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
++++++Indx
|
| tag |
ISIN
|
| type |
ISINOct2015Identifier |
| fullName |
ISIN |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/Indx[1..1]/ISIN[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/ISIN |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{2,2}[A-Z0-9]{9,9}[0-9]{1,1} |
| Documentation: |
|
|
ISO Element Name |
ISIN
|
|
ISO Element Definition |
Identification of the index on which the financial instrument is based.
|
|
ISO Type Definition |
International Securities Identification Number (ISIN). A numbering system designed
by the United Nation's International Organisation for Standardisation (ISO). The ISIN
is composed of a 2-character prefix representing the country of issue, followed by
the national security number (if one exists), and a check digit. Each country has
a national numbering agency that assigns ISIN numbers for securities in that country.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
++++++Indx
|
| tag |
Nm
|
| type |
FloatingInterestRate8 |
| fullName |
Name |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/Indx[1..1]/Nm[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Name
|
|
ISO Element Definition |
Name of the index on which the financial instrument is based.
|
|
ISO Type Definition |
Provides the index used to define the rate and optionally the basis point spread.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm [Sequence] |
|
RefRate |
Reference Rate |
|
Term |
Term |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
++++++Indx
+++++++Nm
|
| tag |
RefRate
|
| type |
BenchmarkCurveName5Choice |
| fullName |
ReferenceRate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/Indx[1..1]/Nm[1..1]/RefRate[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm/RefRate |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Reference Rate
|
|
ISO Element Definition |
Identifies the reference index for the instrument.
|
|
ISO Element Usage |
Index or name if the reference rate is not included in the index list.
|
|
ISO Type Definition |
Choice of format for benchmark curve name.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm/RefRate [Choice] |
|
Indx |
Index |
|
Nm |
Name |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
++++++Indx
+++++++Nm
++++++++RefRate
|
| tag |
Indx
|
| type |
BenchmarkCurveName2Code |
| fullName |
Index |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/Indx[1..1]/Nm[1..1]/RefRate[1..1]/Indx[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm/RefRate/Indx |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
WIBO |
| Definition |
Warsaw Interbank Offered Rate. |
| Name |
WIBOR |
| ISO Definition |
Warsaw Interbank Offered Rate. |
| ISO Name |
WIBOR |
|
|
TREA |
| Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| Name |
Treasury |
| ISO Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| ISO Name |
Treasury |
|
|
TIBO |
| Definition |
Tokyo Interbank Offered Rate. |
| Name |
TIBOR |
| ISO Definition |
Tokyo Interbank Offered Rate. |
| ISO Name |
TIBOR |
|
|
TLBO |
| Definition |
Tel Aviv Interbank Offered Rate. |
| Name |
TELBOR |
| ISO Definition |
Tel Aviv Interbank Offered Rate. |
| ISO Name |
TELBOR |
|
|
SWAP |
| Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| Name |
SWAP |
| ISO Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| ISO Name |
SWAP |
|
|
STBO |
| Definition |
Stockholm Interbank Offered Rate. |
| Name |
STIBOR |
| ISO Definition |
Stockholm Interbank Offered Rate. |
| ISO Name |
STIBOR |
|
|
PRBO |
| Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| Name |
PRIBOR |
| ISO Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| ISO Name |
PRIBOR |
|
|
PFAN |
| Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| Name |
Pfandbriefe |
| ISO Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| ISO Name |
Pfandbriefe |
|
|
NIBO |
| Definition |
Norwegian Interbank Offered Rate. |
| Name |
NIBOR |
| ISO Definition |
Norwegian Interbank Offered Rate. |
| ISO Name |
NIBOR |
|
|
MAAA |
| Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| Name |
MuniAAA |
| ISO Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| ISO Name |
MuniAAA |
|
|
MOSP |
| Definition |
Moscow Prime Offered Rate. |
| Name |
MOSPRIM |
| ISO Definition |
Moscow Prime Offered Rate. |
| ISO Name |
MOSPRIM |
|
|
LIBO |
| Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| Name |
LIBOR |
| ISO Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| ISO Name |
LIBOR |
|
|
LIBI |
| Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| Name |
LIBID |
| ISO Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| ISO Name |
LIBID |
|
|
JIBA |
| Definition |
Johannesburg Interbank Agreed Rate. |
| Name |
JIBAR |
| ISO Definition |
Johannesburg Interbank Agreed Rate. |
| ISO Name |
JIBAR |
|
|
ISDA |
| Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| Name |
ISDAFIX |
| ISO Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| ISO Name |
ISDAFIX |
|
|
GCFR |
| Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| Name |
GCFRepo |
| ISO Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| ISO Name |
GCFRepo |
|
|
FUSW |
| Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| Name |
FutureSWAP |
| ISO Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| ISO Name |
FutureSWAP |
|
|
EUCH |
| Definition |
Swiss Franc LIBOR rate. |
| Name |
EuroSwiss |
| ISO Definition |
Swiss Franc LIBOR rate. |
| ISO Name |
EuroSwiss |
|
|
EUUS |
| Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| Name |
EURODOLLAR |
| ISO Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| ISO Name |
EURODOLLAR |
|
|
EURI |
| Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| Name |
Euribor |
| ISO Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| ISO Name |
Euribor |
|
|
EONS |
| Definition |
Euro OverNight Index Average swap rate. |
| Name |
EONIASwaps |
| ISO Definition |
Euro OverNight Index Average swap rate. |
| ISO Name |
EONIASwaps |
|
|
EONA |
| Definition |
Euro OverNight Index Average rate. |
| Name |
EONIA |
| ISO Definition |
Euro OverNight Index Average rate. |
| ISO Name |
EONIA |
|
|
CIBO |
| Definition |
Copenhagen Interbank Offered Rate. |
| Name |
CIBOR |
| ISO Definition |
Copenhagen Interbank Offered Rate. |
| ISO Name |
CIBOR |
|
|
CDOR |
| Definition |
Canadian Dollar Offered Rate. |
| Name |
CDOR |
| ISO Definition |
Canadian Dollar Offered Rate. |
| ISO Name |
CDOR |
|
|
BUBO |
| Definition |
Budapest Interbank Offered Rate. |
| Name |
BUBOR |
| ISO Definition |
Budapest Interbank Offered Rate. |
| ISO Name |
BUBOR |
|
|
BBSW |
| Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| Name |
BBSW |
| ISO Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| ISO Name |
BBSW |
|
| Documentation: |
|
|
ISO Element Name |
Index
|
|
ISO Type Definition |
Specifies a benchmark curve name.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
++++++Indx
+++++++Nm
++++++++RefRate
|
| tag |
Nm
|
| type |
Max25Text |
| fullName |
Name |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/Indx[1..1]/Nm[1..1]/RefRate[1..1]/Nm[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm/RefRate/Nm |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| minLength |
1 |
| maxLength |
25 |
| Documentation: |
|
|
ISO Element Name |
Name
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
++++++Indx
+++++++Nm
|
| tag |
Term
|
| type |
InterestRateContractTerm2 |
| fullName |
Term |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/Indx[1..1]/Nm[1..1]/Term[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm/Term |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Term
|
|
ISO Element Definition |
Term of the reference rate.
|
|
ISO Type Definition |
Describes how interest rates are reported.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm/Term [Sequence] |
|
Unit |
Unit |
|
Val |
Value |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
++++++Indx
+++++++Nm
++++++++Term
|
| tag |
Unit
|
| type |
RateBasis1Code |
| fullName |
Unit |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/Indx[1..1]/Nm[1..1]/Term[0..1]/Unit[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm/Term/Unit |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
DAYS |
| Definition |
Rate is reported in days. |
| Name |
Days |
| ISO Definition |
Rate is reported in days. |
| ISO Name |
Days |
|
|
MNTH |
| Definition |
Rate is reported in months. |
| Name |
Months |
| ISO Definition |
Rate is reported in months. |
| ISO Name |
Months |
|
|
WEEK |
| Definition |
Rate is reported in weeks. |
| Name |
Weeks |
| ISO Definition |
Rate is reported in weeks. |
| ISO Name |
Weeks |
|
|
YEAR |
| Definition |
Rate is reported in years. |
| Name |
Years |
| ISO Definition |
Rate is reported in years. |
| ISO Name |
Years |
|
| Documentation: |
|
|
ISO Element Name |
Unit
|
|
ISO Element Definition |
Unit for the rate basis.
|
|
ISO Type Definition |
Specifies a rate basis.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
++++++Indx
+++++++Nm
++++++++Term
|
| tag |
Val
|
| type |
Max3Number |
| fullName |
Value |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/Indx[1..1]/Nm[1..1]/Term[0..1]/Val[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm/Term/Val |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
0 |
| totalDigits |
3 |
| Documentation: |
|
|
ISO Element Name |
Value
|
|
ISO Element Definition |
Value of the contract term in number of units.
|
|
ISO Type Definition |
Number (max 999) of objects represented as an integer.
|
| Constraint: |
|
|
Name |
NumberRule |
|
Definition |
If Number is negative, then Sign must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
|
| tag |
Bskt
|
| type |
FinancialInstrument53 |
| fullName |
Basket |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Bskt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/UndrlygInstrm/Bskt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Basket
|
|
ISO Type Definition |
Specify the ISIN(s) and / or LEI(s) that are present in a basket.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/UndrlygInstrm/Bskt [Sequence] |
|
ISIN |
ISIN |
|
LEI |
LEI |
| Constraint: |
|
|
Name |
BasketInstrumentUniquenessRule |
|
Definition |
Where an underlying instrument basket is populated, all ISINs or LEIs must be unique. |
| Constraint: |
|
|
Name |
OneElementPresentRule |
|
Definition |
At least one of 5 elements must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Bskt
|
| tag |
ISIN
|
| type |
ISINOct2015Identifier |
| fullName |
ISIN |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Bskt[1..1]/ISIN[0..unbounded] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/UndrlygInstrm/Bskt/ISIN |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
unbounded |
| Pattern: |
[A-Z]{2,2}[A-Z0-9]{9,9}[0-9]{1,1} |
| Documentation: |
|
|
ISO Element Name |
ISIN
|
|
ISO Element Definition |
Identifies the financial instrument using an ISIN.
|
|
ISO Type Definition |
International Securities Identification Number (ISIN). A numbering system designed
by the United Nation's International Organisation for Standardisation (ISO). The ISIN
is composed of a 2-character prefix representing the country of issue, followed by
the national security number (if one exists), and a check digit. Each country has
a national numbering agency that assigns ISIN numbers for securities in that country.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Bskt
|
| tag |
LEI
|
| type |
LEIIdentifier |
| fullName |
LEI |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Bskt[1..1]/LEI[0..unbounded] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/UndrlygInstrm/Bskt/LEI |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
unbounded |
| Pattern: |
[A-Z0-9]{18,18}[0-9]{2,2} |
| Documentation: |
|
|
ISO Element Name |
LEI
|
|
ISO Element Definition |
The LEI code of the issuer where the instrument is referring to an issuer rather than
one single instrument.
|
|
ISO Type Definition |
Legal Entity Identifier is a code allocated to a party as described in ISO 17442 "Financial
Services - Legal Entity Identifier (LEI)".
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
|
| tag |
OptnTp
|
| type |
OptionType2Code |
| fullName |
OptionType |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/OptnTp[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/OptnTp |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
CALL |
| Definition |
Right to buy a quantity of an asset for an agreed price at exercise date. |
| Name |
Call |
| ISO Definition |
Right to buy a quantity of an asset for an agreed price at exercise date. |
| ISO Name |
Call |
|
|
PUTO |
| Definition |
Right to sell a quantity of an asset for an agreed price at exercise date. |
| Name |
Put |
| ISO Definition |
Right to sell a quantity of an asset for an agreed price at exercise date. |
| ISO Name |
Put |
|
|
OTHR |
| Definition |
Right where the holder of the option decides whether the option is put or call. |
| Name |
Other |
| ISO Definition |
Right where the holder of the option decides whether the option is put or call. |
| ISO Name |
Other |
|
| Documentation: |
|
|
ISO Element Name |
Option Type
|
|
ISO Element Definition |
Specifies whether it is a call option (right to purchase a specific underlying asset)
or a put option (right to sell a specific underlying asset).
|
|
ISO Element Usage |
Within the scope of MiFIR, RTS 23, the following meanings should be used where a swaption
is being detailed, “Put”, in case of receiver swaption, in which the buyer has the
right to enter into a swap as a fixed-rate receiver. Call”, in case of payer swaption,
in which the buyer has the right to enter into a swap as a fixed-rate payer. Caps
and floors shall interpret this field as, "Put”, in case of a Floor, "Call”, in case
of a Cap. Field only applies to derivatives that are options or warrants.
|
|
ISO Type Definition |
Specifies whether it is a call option (right to purchase a specific underlying asset)
or a put option (right to sell a specific underlying asset) or any other type of option.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
|
| tag |
StrkPric
|
| type |
SecuritiesTransactionPrice4Choice |
| fullName |
StrikePrice |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/StrkPric |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Strike Price
|
|
ISO Element Definition |
Attributes to specify the strike price of a derivative.
|
|
ISO Element Usage |
Within the scope of MiFIR RTS 23, these are the fields 31 and 32. This field only
applies to options, warrants, spread bet on an option on an equity or contract for
difference on an option on an equity. Where price is currently not available but pending,
the value shall be ’PNDG’. Where strike price is not applicable it shall not be populated.
|
|
ISO Type Definition |
Choice element capturing strike price related descriptive information.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/StrkPric [Choice] |
|
Pric |
Price |
|
NoPric |
No Price |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++StrkPric
|
| tag |
Pric
|
| type |
SecuritiesTransactionPrice2Choice |
| fullName |
Price |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/Pric[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/StrkPric/Pric |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Price
|
|
ISO Type Definition |
Choice to define the price of the securities transaction.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/StrkPric/Pric [Choice] |
|
MntryVal |
Monetary Value |
|
Pctg |
Percentage |
|
Yld |
Yield |
|
BsisPts |
Basis Points |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++StrkPric
+++++Pric
|
| tag |
MntryVal
|
| type |
AmountAndDirection61 |
| fullName |
MonetaryValue |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/Pric[1..1]/MntryVal[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/StrkPric/Pric/MntryVal |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Monetary Value
|
|
ISO Type Definition |
Amount of money expressed with an optional currency code and debit/credit indicator.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/StrkPric/Pric/MntryVal [Sequence] |
|
Amt |
Amount |
|
Sgn |
Sign |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++StrkPric
+++++Pric
++++++MntryVal
|
| tag |
Amt
|
| type |
ActiveCurrencyAnd13DecimalAmount |
| fullName |
Amount |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/Pric[1..1]/MntryVal[1..1]/Amt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/StrkPric/Pric/MntryVal/Amt |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| minInclusive |
0 |
| fractionDigits |
13 |
| totalDigits |
18 |
| Documentation: |
|
|
ISO Element Name |
Amount
|
|
ISO Element Definition |
Amount of money that results in an increase (positively signed) or decrease (negatively
signed), with specification of the currency.
|
|
ISO Type Definition |
A number of monetary units specified in an active currency where the unit of currency
is explicit and compliant with ISO 4217. The number of fractional digits (or minor
unit of currency) is not checked as per ISO 4217: It must be lesser than or equal
to 13.
Note: The decimal separator is a dot.
|
| @Ccy |
| type |
ActiveCurrencyCode |
| use |
required |
| Pattern: |
[A-Z]{3,3} |
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++StrkPric
+++++Pric
++++++MntryVal
|
| tag |
Sgn
|
| type |
PlusOrMinusIndicator |
| fullName |
Sign |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/Pric[1..1]/MntryVal[1..1]/Sgn[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/StrkPric/Pric/MntryVal/Sgn |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Sign
|
|
ISO Element Definition |
Indicates that the amount value is positive or negative.
|
|
ISO Type Definition |
Indicates a positive or negative value.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++StrkPric
+++++Pric
|
| tag |
Pctg
|
| type |
PercentageRate |
| fullName |
Percentage |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/Pric[1..1]/Pctg[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/StrkPric/Pric/Pctg |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
10 |
| totalDigits |
11 |
| Documentation: |
|
|
ISO Element Name |
Percentage
|
|
ISO Type Definition |
Rate expressed as a percentage, that is, in hundredths, for example, 0.7 is 7/10 of
a percent, and 7.0 is 7%.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++StrkPric
+++++Pric
|
| tag |
Yld
|
| type |
PercentageRate |
| fullName |
Yield |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/Pric[1..1]/Yld[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/StrkPric/Pric/Yld |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
10 |
| totalDigits |
11 |
| Documentation: |
|
|
ISO Element Name |
Yield
|
|
ISO Type Definition |
Rate expressed as a percentage, that is, in hundredths, for example, 0.7 is 7/10 of
a percent, and 7.0 is 7%.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++StrkPric
+++++Pric
|
| tag |
BsisPts
|
| type |
DecimalNumber |
| fullName |
BasisPoints |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/Pric[1..1]/BsisPts[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/StrkPric/Pric/BsisPts |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
17 |
| totalDigits |
18 |
| Documentation: |
|
|
ISO Element Name |
Basis Points
|
|
ISO Type Definition |
Number of objects represented as a decimal number, for example 0.75 or 45.6.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++StrkPric
|
| tag |
NoPric
|
| type |
SecuritiesTransactionPrice1 |
| fullName |
NoPrice |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/NoPric[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/StrkPric/NoPric |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
No Price
|
|
ISO Type Definition |
Descriptive fields capturing where no strike price is known.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/StrkPric/NoPric [Sequence] |
|
Pdg |
Pending |
|
Ccy |
Currency |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++StrkPric
+++++NoPric
|
| tag |
Pdg
|
| type |
PriceStatus1Code |
| fullName |
Pending |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/NoPric[1..1]/Pdg[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/StrkPric/NoPric/Pdg |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
PNDG |
| Definition |
Price is pending. |
| Name |
Pending |
| ISO Definition |
Price is pending. |
| ISO Name |
Pending |
|
|
NOAP |
| Definition |
No price for transaction (e.g. transfer between accounts). |
| Name |
NotApplicable |
| ISO Definition |
No price for transaction (e.g. transfer between accounts). |
| ISO Name |
NotApplicable |
|
| Documentation: |
|
|
ISO Element Name |
Pending
|
|
ISO Element Definition |
Price is currently not available, but pending.
|
|
ISO Type Definition |
Specifies the status of the price of a financial instrument.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++StrkPric
+++++NoPric
|
| tag |
Ccy
|
| type |
ActiveOrHistoricCurrencyCode |
| fullName |
Currency |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/NoPric[1..1]/Ccy[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/StrkPric/NoPric/Ccy |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{3,3} |
| Documentation: |
|
|
ISO Element Name |
Currency
|
|
ISO Element Definition |
Currency that will be used but for which no price is yet known.
|
|
ISO Type Definition |
A code allocated to a currency by a Maintenance Agency under an international identification
scheme, as described in the latest edition of the international standard ISO 4217
"Codes for the representation of currencies and funds".
|
| Constraint: |
|
|
Name |
ActiveOrHistoricCurrency |
|
Definition |
The Currency Code must be registered, or have already been registered. Valid active
or historic currency codes are registered with the ISO 4217 Maintenance Agency, consist
of three (3) contiguous letters, and may be or not be withdrawn on the day the message
containing the Currency is exchanged.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
|
| tag |
OptnExrcStyle
|
| type |
OptionStyle7Code |
| fullName |
OptionExerciseStyle |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/OptnExrcStyle[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/OptnExrcStyle |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
AMER |
| Definition |
Option can be exercised before or on expiry date. |
| Name |
American |
| ISO Definition |
Option can be exercised before or on expiry date. |
| ISO Name |
American |
|
|
ASIA |
| Definition |
Option where the payoff is not determined by the underlying price at maturity but
by the average underlying price over some pre-set period of time.
|
| Name |
Asian |
| ISO Definition |
Option where the payoff is not determined by the underlying price at maturity but
by the average underlying price over some pre-set period of time.
|
| ISO Name |
Asian |
|
|
BERM |
| Definition |
Option that can be exercised on multiple discrete dates prior to, or on expiry date. |
| Name |
Bermudan |
| ISO Definition |
Option that can be exercised on multiple discrete dates prior to, or on expiry date. |
| ISO Name |
Bermudan |
|
|
EURO |
| Definition |
Option that can be exercised on expiry date only. |
| Name |
European |
| ISO Definition |
Option that can be exercised on expiry date only. |
| ISO Name |
European |
|
|
OTHR |
| Definition |
Other type of option style. |
| Name |
Other |
| ISO Definition |
Other type of option style. |
| ISO Name |
Other |
|
| Documentation: |
|
|
ISO Element Name |
Option Exercise Style
|
|
ISO Element Definition |
Indication as to whether the option may be exercised only at a fixed date (European,
and Asian style), a series of pre-specified dates (Bermudan) or at any time during
the life of the contract (American style).
|
|
ISO Element Usage |
Within the scope of MiFIR, RTS 23, this field is only applicable for options, warrants
and entitlement certificates.
|
|
ISO Type Definition |
Specifies how an option for a derivative or securities derivative can be exercised.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
|
| tag |
DlvryTp
|
| type |
PhysicalTransferType4Code |
| fullName |
DeliveryType |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/DlvryTp[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/DlvryTp |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
PHYS |
| Definition |
Physical transfer. |
| Name |
Physical |
| ISO Definition |
Physical transfer. |
| ISO Name |
Physical |
|
|
OPTL |
| Definition |
Determined by a third party or optional for counterparty. |
| Name |
Optional |
| ISO Definition |
Determined by a third party or optional for counterparty. |
| ISO Name |
Optional |
|
|
CASH |
| Definition |
Cash transfer. |
| Name |
Cash |
| ISO Definition |
Cash transfer. |
| ISO Name |
Cash |
|
| Documentation: |
|
|
ISO Element Name |
Delivery Type
|
|
ISO Element Definition |
Indicates whether the transaction is settled physically or in cash.
|
|
ISO Type Definition |
Specifies the asset delivery type when the financial instrument is settled.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
|
| tag |
AsstClssSpcfcAttrbts
|
| type |
AssetClass2 |
| fullName |
AssetClassSpecificAttributes |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Asset Class Specific Attributes
|
|
ISO Element Definition |
Specific attributes of the underlying asset class of the financial instrument.
|
|
ISO Type Definition |
Structure for defining asset class specific details of a derivative to be declared.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts [Sequence] |
|
Cmmdty |
Commodity |
|
Intrst |
Interest |
|
FX |
Foreign Exchange |
| Constraint: |
|
|
Name |
OneElementPresentRule |
|
Definition |
At least one of the 3 elements must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
|
| tag |
Cmmdty
|
| type |
DerivativeCommodity2 |
| fullName |
Commodity |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Commodity
|
|
ISO Element Definition |
The fields in this section should only be populated for instruments that have non-financial
instrument of type commodity as underlying.
|
|
ISO Type Definition |
Defines the details of a commodity derivative.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty [Sequence] |
|
Pdct |
Product |
|
TxTp |
Transaction Type |
|
FnlPricTp |
Final Price Type |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
|
| tag |
Pdct
|
| type |
AssetClassCommodity3Choice |
| fullName |
Product |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Product
|
|
ISO Element Definition |
Commodity product attributes.
|
|
ISO Type Definition |
Choice to define commodity specific attributes of a derivative.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct [Choice] |
|
Agrcltrl |
Agricultural |
|
Nrgy |
Energy |
|
Envttl |
Environmental |
|
Frtlzr |
Fertilizer |
|
Frght |
Freight |
|
IndstrlPdct |
Industrial Product |
|
Metl |
Metal |
|
OthrC10 |
Other C10 |
|
Ppr |
Paper |
|
Plprpln |
Polypropylene |
|
Infltn |
Inflation |
|
MultiCmmdtyExtc |
Multi Commodity Exotic |
|
OffclEcnmcSttstcs |
Official Economic Statistics |
|
Othr |
Other |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Agrcltrl
|
| type |
AssetClassCommodityAgricultural1Choice |
| fullName |
Agricultural |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Agricultural
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is agricultural.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl [Choice] |
|
GrnOilSeed |
Grain Oil Seed |
|
Soft |
Soft |
|
Ptt |
Potato |
|
OlvOil |
Olive Oil |
|
Dairy |
Dairy |
|
Frstry |
Forestry |
|
Sfd |
Seafood |
|
LiveStock |
Live Stock |
|
Grn |
Grain |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
|
| tag |
GrnOilSeed
|
| type |
AgriculturalCommodityOilSeed1 |
| fullName |
GrainOilSeed |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/GrnOilSeed[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/GrnOilSeed |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Grain Oil Seed
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an agricultural derivative of type oil
seed.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/GrnOilSeed [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++GrnOilSeed
|
| tag |
BasePdct
|
| type |
AssetClassProductType1Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/GrnOilSeed[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/GrnOilSeed/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AGRI |
| Definition |
Commodity of type agricultural. |
| Name |
Agricultural |
| ISO Definition |
Commodity of type agricultural. |
| ISO Name |
Agricultural |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Agricultural.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++GrnOilSeed
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType1Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/GrnOilSeed[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/GrnOilSeed/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
GROS |
| Definition |
Commodity of type grain oil seeds. |
| Name |
GrainOilSeeds |
| ISO Definition |
Commodity of type grain oil seeds. |
| ISO Name |
GrainOilSeeds |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Grain Oil Seeds.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++GrnOilSeed
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType1Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/GrnOilSeed[1..1]/AddtlSubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/GrnOilSeed/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FWHT |
| Definition |
Commodity attribute of type feed wheat. |
| Name |
FeedWheat |
| ISO Definition |
Commodity attribute of type feed wheat. |
| ISO Name |
FeedWheat |
|
|
SOYB |
| Definition |
Commodity attribute of type soybeans. |
| Name |
Soybeans |
| ISO Definition |
Commodity attribute of type soybeans. |
| ISO Name |
Soybeans |
|
|
RPSD |
| Definition |
Commodity attribute of type rapeseed. |
| Name |
Rapeseed |
| ISO Definition |
Commodity attribute of type rapeseed. |
| ISO Name |
Rapeseed |
|
|
OTHR |
| Definition |
Commodity attribute of other type. |
| Name |
Other |
| ISO Definition |
Commodity attribute of other type. |
| ISO Name |
Other |
|
|
CORN |
| Definition |
Commodity attribute of type maize. |
| Name |
Maize |
| ISO Definition |
Commodity attribute of type maize. |
| ISO Name |
Maize |
|
|
RICE |
| Definition |
Commodity attribute of type rice. |
| Name |
Rice |
| ISO Definition |
Commodity attribute of type rice. |
| ISO Name |
Rice |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Grains Oil Seeds.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
|
| tag |
Soft
|
| type |
AgriculturalCommoditySoft1 |
| fullName |
Soft |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Soft[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Soft |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Soft
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an agricultural derivative of type soft.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Soft [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Soft
|
| tag |
BasePdct
|
| type |
AssetClassProductType1Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Soft[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Soft/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AGRI |
| Definition |
Commodity of type agricultural. |
| Name |
Agricultural |
| ISO Definition |
Commodity of type agricultural. |
| ISO Name |
Agricultural |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Agricultural.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Soft
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType2Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Soft[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Soft/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
SOFT |
| Definition |
Commodity of type softs. |
| Name |
Softs |
| ISO Definition |
Commodity of type softs. |
| ISO Name |
Softs |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Softs.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Soft
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType2Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Soft[1..1]/AddtlSubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Soft/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
ROBU |
| Definition |
Commodity attribute of type robusta coffee. |
| Name |
RobustaCoffee |
| ISO Definition |
Commodity attribute of type robusta coffee. |
| ISO Name |
RobustaCoffee |
|
|
CCOA |
| Definition |
Commodity attribute of type cocoa. |
| Name |
Cocoa |
| ISO Definition |
Commodity attribute of type cocoa. |
| ISO Name |
Cocoa |
|
|
BRWN |
| Definition |
Commodity attribute of type raw sugar. |
| Name |
RawSugar |
| ISO Definition |
Commodity attribute of type raw sugar. |
| ISO Name |
RawSugar |
|
|
WHSG |
| Definition |
Commodity attribute of type white sugar. |
| Name |
WhiteSugar |
| ISO Definition |
Commodity attribute of type white sugar. |
| ISO Name |
WhiteSugar |
|
|
OTHR |
| Definition |
Commodity attribute of other type. |
| Name |
Other |
| ISO Definition |
Commodity attribute of other type. |
| ISO Name |
Other |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Softs.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
|
| tag |
Ptt
|
| type |
AgriculturalCommodityPotato1 |
| fullName |
Potato |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Ptt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Ptt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Potato
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an agricultural derivative of type potato.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Ptt [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Ptt
|
| tag |
BasePdct
|
| type |
AssetClassProductType1Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Ptt[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Ptt/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AGRI |
| Definition |
Commodity of type agricultural. |
| Name |
Agricultural |
| ISO Definition |
Commodity of type agricultural. |
| ISO Name |
Agricultural |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Agricultural.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Ptt
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType45Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Ptt[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Ptt/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
POTA |
| Definition |
Commodity of type potato. |
| Name |
Potato |
| ISO Definition |
Commodity of type potato. |
| ISO Name |
Potato |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Potato.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
|
| tag |
OlvOil
|
| type |
AgriculturalCommodityOliveOil1 |
| fullName |
OliveOil |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/OlvOil[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/OlvOil |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Olive Oil
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an agricultural derivative of type olive
oil.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/OlvOil [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++OlvOil
|
| tag |
BasePdct
|
| type |
AssetClassProductType1Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/OlvOil[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/OlvOil/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AGRI |
| Definition |
Commodity of type agricultural. |
| Name |
Agricultural |
| ISO Definition |
Commodity of type agricultural. |
| ISO Name |
Agricultural |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Agricultural.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++OlvOil
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType3Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/OlvOil[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/OlvOil/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
OOLI |
| Definition |
Commodity of type olive oil. |
| Name |
OliveOil |
| ISO Definition |
Commodity of type olive oil. |
| ISO Name |
OliveOil |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Olive Oil.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++OlvOil
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType4Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/OlvOil[1..1]/AddtlSubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/OlvOil/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
LAMP |
| Definition |
Commodity attribute of type lampante. |
| Name |
Lampante |
| ISO Definition |
Commodity attribute of type lampante. |
| ISO Name |
Lampante |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Olive Oil.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
|
| tag |
Dairy
|
| type |
AgriculturalCommodityDairy1 |
| fullName |
Dairy |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Dairy[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Dairy |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Dairy
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an agricultural derivative of type dairy.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Dairy [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Dairy
|
| tag |
BasePdct
|
| type |
AssetClassProductType1Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Dairy[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Dairy/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AGRI |
| Definition |
Commodity of type agricultural. |
| Name |
Agricultural |
| ISO Definition |
Commodity of type agricultural. |
| ISO Name |
Agricultural |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Agricultural.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Dairy
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType20Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Dairy[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Dairy/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
DIRY |
| Definition |
Commodity of type dairy. |
| Name |
Dairy |
| ISO Definition |
Commodity of type dairy. |
| ISO Name |
Dairy |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Dairy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
|
| tag |
Frstry
|
| type |
AgriculturalCommodityForestry1 |
| fullName |
Forestry |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Frstry[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Frstry |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Forestry
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an agricultural derivative of type forestry.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Frstry [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Frstry
|
| tag |
BasePdct
|
| type |
AssetClassProductType1Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Frstry[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Frstry/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AGRI |
| Definition |
Commodity of type agricultural. |
| Name |
Agricultural |
| ISO Definition |
Commodity of type agricultural. |
| ISO Name |
Agricultural |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Agricultural.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Frstry
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType21Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Frstry[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Frstry/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRST |
| Definition |
Commodity of type forestry. |
| Name |
Forestry |
| ISO Definition |
Commodity of type forestry. |
| ISO Name |
Forestry |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Forestry.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
|
| tag |
Sfd
|
| type |
AgriculturalCommoditySeafood1 |
| fullName |
Seafood |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Sfd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Sfd |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Seafood
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an agricultural derivative of type seafood.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Sfd [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Sfd
|
| tag |
BasePdct
|
| type |
AssetClassProductType1Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Sfd[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Sfd/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AGRI |
| Definition |
Commodity of type agricultural. |
| Name |
Agricultural |
| ISO Definition |
Commodity of type agricultural. |
| ISO Name |
Agricultural |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Agricultural.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Sfd
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType23Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Sfd[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Sfd/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
SEAF |
| Definition |
Commodity of type seafood. |
| Name |
Seafood |
| ISO Definition |
Commodity of type seafood. |
| ISO Name |
Seafood |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Seafood.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
|
| tag |
LiveStock
|
| type |
AgriculturalCommodityLiveStock1 |
| fullName |
LiveStock |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/LiveStock[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/LiveStock |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Live Stock
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an agricultural derivative of type livestock.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/LiveStock [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++LiveStock
|
| tag |
BasePdct
|
| type |
AssetClassProductType1Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/LiveStock[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/LiveStock/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AGRI |
| Definition |
Commodity of type agricultural. |
| Name |
Agricultural |
| ISO Definition |
Commodity of type agricultural. |
| ISO Name |
Agricultural |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Agricultural.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++LiveStock
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType22Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/LiveStock[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/LiveStock/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
LSTK |
| Definition |
Commodity of type livestock. |
| Name |
Livestock |
| ISO Definition |
Commodity of type livestock. |
| ISO Name |
Livestock |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Livestock.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
|
| tag |
Grn
|
| type |
AgriculturalCommodityGrain1 |
| fullName |
Grain |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Grn[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Grn |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Grain
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an agricultural derivative of type grain.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Grn [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Grn
|
| tag |
BasePdct
|
| type |
AssetClassProductType1Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Grn[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Grn/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AGRI |
| Definition |
Commodity of type agricultural. |
| Name |
Agricultural |
| ISO Definition |
Commodity of type agricultural. |
| ISO Name |
Agricultural |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Agricultural.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Grn
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType5Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Grn[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Grn/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
GRIN |
| Definition |
Commodity of type grain. |
| Name |
Grain |
| ISO Definition |
Commodity of type grain. |
| ISO Name |
Grain |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Grain.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Grn
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType15Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Grn[1..1]/AddtlSubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Grn/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
MWHT |
| Definition |
Commodity attribute of type milled wheat. |
| Name |
MillingWheat |
| ISO Definition |
Commodity attribute of type milled wheat. |
| ISO Name |
MillingWheat |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Grain.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Nrgy
|
| type |
AssetClassCommodityEnergy1Choice |
| fullName |
Energy |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Energy
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is energy.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy [Choice] |
|
Elctrcty |
Electricity |
|
NtrlGas |
Natural Gas |
|
Oil |
Oil |
|
Coal |
Coal |
|
IntrNrgy |
Inter Energy |
|
RnwblNrgy |
Renewable Energy |
|
LghtEnd |
Light End |
|
Dstllts |
Distillates |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
|
| tag |
Elctrcty
|
| type |
EnergyCommodityElectricity1 |
| fullName |
Electricity |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Elctrcty[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Elctrcty |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Electricity
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an energy derivative of type electricity.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Elctrcty [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Elctrcty
|
| tag |
BasePdct
|
| type |
AssetClassProductType2Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Elctrcty[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Elctrcty/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NRGY |
| Definition |
Commodity of type energy. |
| Name |
Energy |
| ISO Definition |
Commodity of type energy. |
| ISO Name |
Energy |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Elctrcty
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType6Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Elctrcty[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Elctrcty/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
ELEC |
| Definition |
Commodity of type electricity. |
| Name |
Electricity |
| ISO Definition |
Commodity of type electricity. |
| ISO Name |
Electricity |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Electricity.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Elctrcty
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType5Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Elctrcty[1..1]/AddtlSubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Elctrcty/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
BSLD |
| Definition |
Commodity attribute of type base load. |
| Name |
BaseLoad |
| ISO Definition |
Commodity attribute of type base load. |
| ISO Name |
BaseLoad |
|
|
FITR |
| Definition |
Commodity attribute of type financial transmission rights. |
| Name |
FinancialTransmissionRights |
| ISO Definition |
Commodity attribute of type financial transmission rights. |
| ISO Name |
FinancialTransmissionRights |
|
|
PKLD |
| Definition |
Commodity attribute of type peak load. |
| Name |
PeakLoad |
| ISO Definition |
Commodity attribute of type peak load. |
| ISO Name |
PeakLoad |
|
|
OFFP |
| Definition |
Commodity attribute of type off-peak. |
| Name |
OffPeak |
| ISO Definition |
Commodity attribute of type off-peak. |
| ISO Name |
OffPeak |
|
|
OTHR |
| Definition |
Commodity attribute of other type. |
| Name |
Other |
| ISO Definition |
Commodity attribute of other type. |
| ISO Name |
Other |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Electricity.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
|
| tag |
NtrlGas
|
| type |
EnergyCommodityNaturalGas1 |
| fullName |
NaturalGas |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/NtrlGas[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/NtrlGas |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Natural Gas
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an energy derivative of type natural gas.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/NtrlGas [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++NtrlGas
|
| tag |
BasePdct
|
| type |
AssetClassProductType2Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/NtrlGas[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/NtrlGas/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NRGY |
| Definition |
Commodity of type energy. |
| Name |
Energy |
| ISO Definition |
Commodity of type energy. |
| ISO Name |
Energy |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++NtrlGas
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType7Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/NtrlGas[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/NtrlGas/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NGAS |
| Definition |
Commodity of type natural gas. |
| Name |
NaturalGas |
| ISO Definition |
Commodity of type natural gas. |
| ISO Name |
NaturalGas |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Natural Gas.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++NtrlGas
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType6Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/NtrlGas[1..1]/AddtlSubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/NtrlGas/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
GASP |
| Definition |
Commodity attribute of type GASPOOL. |
| Name |
GasPool |
| ISO Definition |
Commodity attribute of type GASPOOL. |
| ISO Name |
GasPool |
|
|
LNGG |
| Definition |
Commodity attribute of type liquid natural gas. |
| Name |
LNG |
| ISO Definition |
Commodity attribute of type liquid natural gas. |
| ISO Name |
LNG |
|
|
NCGG |
| Definition |
Commodity attribute of type NCG (NetConnect Germany). |
| Name |
NCG |
| ISO Definition |
Commodity attribute of type NCG (NetConnect Germany). |
| ISO Name |
NCG |
|
|
TTFG |
| Definition |
Commodity attribute of type TTF (Dutch Title Transfer Facility). |
| Name |
TTF |
| ISO Definition |
Commodity attribute of type TTF (Dutch Title Transfer Facility). |
| ISO Name |
TTF |
|
|
NBPG |
| Definition |
Commodity attribute of type NBP (National Balancing Point). |
| Name |
NBP |
| ISO Definition |
Commodity attribute of type NBP (National Balancing Point). |
| ISO Name |
NBP |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Natural Gas.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
|
| tag |
Oil
|
| type |
EnergyCommodityOil1 |
| fullName |
Oil |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Oil[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Oil |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Oil
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an energy derivative of type oil.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Oil [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Oil
|
| tag |
BasePdct
|
| type |
AssetClassProductType2Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Oil[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Oil/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NRGY |
| Definition |
Commodity of type energy. |
| Name |
Energy |
| ISO Definition |
Commodity of type energy. |
| ISO Name |
Energy |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Oil
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType8Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Oil[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Oil/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
OILP |
| Definition |
Commodity of type oil. |
| Name |
Oil |
| ISO Definition |
Commodity of type oil. |
| ISO Name |
Oil |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Oil.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Oil
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType7Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Oil[1..1]/AddtlSubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Oil/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
BAKK |
| Definition |
Commodity attribute of type bakken. |
| Name |
Bakken |
| ISO Definition |
Commodity attribute of type bakken. |
| ISO Name |
Bakken |
|
|
BDSL |
| Definition |
Commodity attribute of type biodiesel. |
| Name |
Biodiesel |
| ISO Definition |
Commodity attribute of type biodiesel. |
| ISO Name |
Biodiesel |
|
|
BRNT |
| Definition |
Commodity attribute of type brent. |
| Name |
Brent |
| ISO Definition |
Commodity attribute of type brent. |
| ISO Name |
Brent |
|
|
BRNX |
| Definition |
Commodity attribute of type brent NX (New Expiry). |
| Name |
BrentNX |
| ISO Definition |
Commodity attribute of type brent NX (New Expiry). |
| ISO Name |
BrentNX |
|
|
CNDA |
| Definition |
Commodity attribute of type canadian. |
| Name |
Canadian |
| ISO Definition |
Commodity attribute of type canadian. |
| ISO Name |
Canadian |
|
|
COND |
| Definition |
Commodity attribute of type condensate. |
| Name |
Condensate |
| ISO Definition |
Commodity attribute of type condensate. |
| ISO Name |
Condensate |
|
|
DSEL |
| Definition |
Commodity attribute of type diesel. |
| Name |
Diesel |
| ISO Definition |
Commodity attribute of type diesel. |
| ISO Name |
Diesel |
|
|
DUBA |
| Definition |
Commodity attribute of type Dubai. |
| Name |
Dubai |
| ISO Definition |
Commodity attribute of type Dubai. |
| ISO Name |
Dubai |
|
|
ESPO |
| Definition |
Commodity attribute of type ESPO (Eastern Siberia Pacific Ocean). |
| Name |
ESPO |
| ISO Definition |
Commodity attribute of type ESPO (Eastern Siberia Pacific Ocean). |
| ISO Name |
ESPO |
|
|
ETHA |
| Definition |
Commodity attribute of type ethanol. |
| Name |
Ethanol |
| ISO Definition |
Commodity attribute of type ethanol. |
| ISO Name |
Ethanol |
|
|
FUEL |
| Definition |
Commodity attribute of type fuel. |
| Name |
Fuel |
| ISO Definition |
Commodity attribute of type fuel. |
| ISO Name |
Fuel |
|
|
FOIL |
| Definition |
Commodity attribute of type fuel oil. |
| Name |
FuelOil |
| ISO Definition |
Commodity attribute of type fuel oil. |
| ISO Name |
FuelOil |
|
|
GOIL |
| Definition |
Commodity attribute of type gasoil. |
| Name |
Gasoil |
| ISO Definition |
Commodity attribute of type gasoil. |
| ISO Name |
Gasoil |
|
|
GSLN |
| Definition |
Commodity attribute of type gasoline. |
| Name |
Gasoline |
| ISO Definition |
Commodity attribute of type gasoline. |
| ISO Name |
Gasoline |
|
|
HEAT |
| Definition |
Commodity attribute of type heating oil. |
| Name |
HeatingOil |
| ISO Definition |
Commodity attribute of type heating oil. |
| ISO Name |
HeatingOil |
|
|
JTFL |
| Definition |
Commodity attribute of type jet fuel. |
| Name |
JetFuel |
| ISO Definition |
Commodity attribute of type jet fuel. |
| ISO Name |
JetFuel |
|
|
KERO |
| Definition |
Commodity attribute of type kerosene. |
| Name |
Kerosene |
| ISO Definition |
Commodity attribute of type kerosene. |
| ISO Name |
Kerosene |
|
|
LLSO |
| Definition |
Commodity attribute of type light Louisiana sweet (LLS). |
| Name |
LightLouisianaSweet |
| ISO Definition |
Commodity attribute of type light Louisiana sweet (LLS). |
| ISO Name |
LightLouisianaSweet |
|
|
MARS |
| Definition |
Commodity attribute of type mars. |
| Name |
Mars |
| ISO Definition |
Commodity attribute of type mars. |
| ISO Name |
Mars |
|
|
NAPH |
| Definition |
Commodity attribute of type naptha. |
| Name |
Naphta |
| ISO Definition |
Commodity attribute of type naptha. |
| ISO Name |
Naphta |
|
|
NGLO |
| Definition |
Commodity attribute of type NGL (Natural Gas Liquids). |
| Name |
NGL |
| ISO Definition |
Commodity attribute of type NGL (Natural Gas Liquids). |
| ISO Name |
NGL |
|
|
TAPI |
| Definition |
Commodity attribute of type tapis. |
| Name |
Tapis |
| ISO Definition |
Commodity attribute of type tapis. |
| ISO Name |
Tapis |
|
|
WTIO |
| Definition |
Commodity attribute of type WTI (West Texas Intermediate). |
| Name |
WTI |
| ISO Definition |
Commodity attribute of type WTI (West Texas Intermediate). |
| ISO Name |
WTI |
|
|
URAL |
| Definition |
Commodity attribute of type urals. |
| Name |
Urals |
| ISO Definition |
Commodity attribute of type urals. |
| ISO Name |
Urals |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Oil.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
|
| tag |
Coal
|
| type |
EnergyCommodityCoal1 |
| fullName |
Coal |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Coal[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Coal |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Coal
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an energy derivative of type coal.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Coal [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Coal
|
| tag |
BasePdct
|
| type |
AssetClassProductType2Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Coal[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Coal/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NRGY |
| Definition |
Commodity of type energy. |
| Name |
Energy |
| ISO Definition |
Commodity of type energy. |
| ISO Name |
Energy |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Coal
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType24Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Coal[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Coal/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
COAL |
| Definition |
Commodity of type coal. |
| Name |
Coal |
| ISO Definition |
Commodity of type coal. |
| ISO Name |
Coal |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Coal.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
|
| tag |
IntrNrgy
|
| type |
EnergyCommodityInterEnergy1 |
| fullName |
InterEnergy |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/IntrNrgy[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/IntrNrgy |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Inter Energy
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an energy derivative of type inter energy.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/IntrNrgy [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++IntrNrgy
|
| tag |
BasePdct
|
| type |
AssetClassProductType2Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/IntrNrgy[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/IntrNrgy/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NRGY |
| Definition |
Commodity of type energy. |
| Name |
Energy |
| ISO Definition |
Commodity of type energy. |
| ISO Name |
Energy |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++IntrNrgy
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType26Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/IntrNrgy[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/IntrNrgy/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
INRG |
| Definition |
Commodity of type inter energy. |
| Name |
InterEnergy |
| ISO Definition |
Commodity of type inter energy. |
| ISO Name |
InterEnergy |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Inter Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
|
| tag |
RnwblNrgy
|
| type |
EnergyCommodityRenewableEnergy1 |
| fullName |
RenewableEnergy |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/RnwblNrgy[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/RnwblNrgy |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Renewable Energy
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an energy derivative of type renewable
energy.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/RnwblNrgy [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++RnwblNrgy
|
| tag |
BasePdct
|
| type |
AssetClassProductType2Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/RnwblNrgy[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/RnwblNrgy/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NRGY |
| Definition |
Commodity of type energy. |
| Name |
Energy |
| ISO Definition |
Commodity of type energy. |
| ISO Name |
Energy |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++RnwblNrgy
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType28Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/RnwblNrgy[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/RnwblNrgy/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
RNNG |
| Definition |
Commodity of type renewable energy. |
| Name |
RenewableEnergy |
| ISO Definition |
Commodity of type renewable energy. |
| ISO Name |
RenewableEnergy |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Renewable Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
|
| tag |
LghtEnd
|
| type |
EnergyCommodityLightEnd1 |
| fullName |
LightEnd |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/LghtEnd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/LghtEnd |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Light End
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an energy derivative of type light end.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/LghtEnd [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++LghtEnd
|
| tag |
BasePdct
|
| type |
AssetClassProductType2Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/LghtEnd[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/LghtEnd/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NRGY |
| Definition |
Commodity of type energy. |
| Name |
Energy |
| ISO Definition |
Commodity of type energy. |
| ISO Name |
Energy |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++LghtEnd
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType27Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/LghtEnd[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/LghtEnd/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
LGHT |
| Definition |
Commodity of type light ends. |
| Name |
LightEnds |
| ISO Definition |
Commodity of type light ends. |
| ISO Name |
LightEnds |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Light Ends.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
|
| tag |
Dstllts
|
| type |
EnergyCommodityDistillates1 |
| fullName |
Distillates |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Dstllts[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Dstllts |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Distillates
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an energy derivative of type distillates.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Dstllts [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Dstllts
|
| tag |
BasePdct
|
| type |
AssetClassProductType2Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Dstllts[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Dstllts/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NRGY |
| Definition |
Commodity of type energy. |
| Name |
Energy |
| ISO Definition |
Commodity of type energy. |
| ISO Name |
Energy |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Dstllts
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType25Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Dstllts[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Dstllts/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
DIST |
| Definition |
Commodity of type distillates. |
| Name |
Distillates |
| ISO Definition |
Commodity of type distillates. |
| ISO Name |
Distillates |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Distillates.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Envttl
|
| type |
AssetClassCommodityEnvironmental1Choice |
| fullName |
Environmental |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Environmental
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is environmental.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl [Choice] |
|
Emssns |
Emissions |
|
Wthr |
Weather |
|
CrbnRltd |
Carbon Related |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
|
| tag |
Emssns
|
| type |
EnvironmentalCommodityEmission1 |
| fullName |
Emissions |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/Emssns[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/Emssns |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Emissions
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an environmental derivative of type emission.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/Emssns [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
++++++++Emssns
|
| tag |
BasePdct
|
| type |
AssetClassProductType3Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/Emssns[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/Emssns/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
ENVR |
| Definition |
Commodity of type environmental. |
| Name |
Environmental |
| ISO Definition |
Commodity of type environmental. |
| ISO Name |
Environmental |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Environmental.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
++++++++Emssns
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType10Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/Emssns[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/Emssns/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
EMIS |
| Definition |
Commodity of type emission. |
| Name |
Emission |
| ISO Definition |
Commodity of type emission. |
| ISO Name |
Emission |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Emission.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
++++++++Emssns
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType8Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/Emssns[1..1]/AddtlSubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/Emssns/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
CERE |
| Definition |
Commodity attribute of type emissions allowance CER (Certified Emission Reduction). |
| Name |
CER |
| ISO Definition |
Commodity attribute of type emissions allowance CER (Certified Emission Reduction). |
| ISO Name |
CER |
|
|
ERUE |
| Definition |
Commodity attribute of type emissions allowance ERU (European Reduction Unit). |
| Name |
ERU |
| ISO Definition |
Commodity attribute of type emissions allowance ERU (European Reduction Unit). |
| ISO Name |
ERU |
|
|
EUAE |
| Definition |
Commodity attribute of type emissions allowance EUA (European Union Allowance). |
| Name |
EUA |
| ISO Definition |
Commodity attribute of type emissions allowance EUA (European Union Allowance). |
| ISO Name |
EUA |
|
|
EUAA |
| Definition |
Commodity attribute of type emissions allowance EUAA (European Union Aviation Allowance). |
| Name |
EUAA |
| ISO Definition |
Commodity attribute of type emissions allowance EUAA (European Union Aviation Allowance). |
| ISO Name |
EUAA |
|
|
OTHR |
| Definition |
Commodity attribute of other type. |
| Name |
Other |
| ISO Definition |
Commodity attribute of other type. |
| ISO Name |
Other |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Emissions.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
|
| tag |
Wthr
|
| type |
EnvironmentalCommodityWeather1 |
| fullName |
Weather |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/Wthr[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/Wthr |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Weather
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an environmental derivative of type weather.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/Wthr [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
++++++++Wthr
|
| tag |
BasePdct
|
| type |
AssetClassProductType3Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/Wthr[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/Wthr/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
ENVR |
| Definition |
Commodity of type environmental. |
| Name |
Environmental |
| ISO Definition |
Commodity of type environmental. |
| ISO Name |
Environmental |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Environmental.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
++++++++Wthr
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType30Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/Wthr[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/Wthr/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
WTHR |
| Definition |
Commodity of type weather. |
| Name |
Weather |
| ISO Definition |
Commodity of type weather. |
| ISO Name |
Weather |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Weather.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
|
| tag |
CrbnRltd
|
| type |
EnvironmentalCommodityCarbonRelated1 |
| fullName |
CarbonRelated |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/CrbnRltd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/CrbnRltd |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Carbon Related
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an environmental derivative of type carbon
related.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/CrbnRltd [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
++++++++CrbnRltd
|
| tag |
BasePdct
|
| type |
AssetClassProductType3Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/CrbnRltd[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/CrbnRltd/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
ENVR |
| Definition |
Commodity of type environmental. |
| Name |
Environmental |
| ISO Definition |
Commodity of type environmental. |
| ISO Name |
Environmental |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Environmental.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
++++++++CrbnRltd
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType29Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/CrbnRltd[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/CrbnRltd/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
CRBR |
| Definition |
Commodity of type carbon related. |
| Name |
CarbonRelated |
| ISO Definition |
Commodity of type carbon related. |
| ISO Name |
CarbonRelated |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Carbon Related.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Frtlzr
|
| type |
AssetClassCommodityFertilizer1Choice |
| fullName |
Fertilizer |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Fertilizer
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is fertilizer.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr [Choice] |
|
Ammn |
Ammonia |
|
DmmnmPhspht |
Diammonium Phosphate |
|
Ptsh |
Potash |
|
Slphr |
Sulphur |
|
Urea |
Urea |
|
UreaAndAmmnmNtrt |
Urea And Ammonium Nitrate |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
|
| tag |
Ammn
|
| type |
FertilizerCommodityAmmonia1 |
| fullName |
Ammonia |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Ammn[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Ammn |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Ammonia
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a fertilizer derivative of type ammonia.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Ammn [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++Ammn
|
| tag |
BasePdct
|
| type |
AssetClassProductType5Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Ammn[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Ammn/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRTL |
| Definition |
Commodity of type fertilizer. |
| Name |
Fertilizer |
| ISO Definition |
Commodity of type fertilizer. |
| ISO Name |
Fertilizer |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Fertilizer.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++Ammn
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType39Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Ammn[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Ammn/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AMMO |
| Definition |
Commodity of type ammonia. |
| Name |
Ammonia |
| ISO Definition |
Commodity of type ammonia. |
| ISO Name |
Ammonia |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Ammonia.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
|
| tag |
DmmnmPhspht
|
| type |
FertilizerCommodityDiammoniumPhosphate1 |
| fullName |
DiammoniumPhosphate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/DmmnmPhspht[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/DmmnmPhspht |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Diammonium Phosphate
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a fertilizer derivative of type diammonium
phosphate.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/DmmnmPhspht [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++DmmnmPhspht
|
| tag |
BasePdct
|
| type |
AssetClassProductType5Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/DmmnmPhspht[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/DmmnmPhspht/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRTL |
| Definition |
Commodity of type fertilizer. |
| Name |
Fertilizer |
| ISO Definition |
Commodity of type fertilizer. |
| ISO Name |
Fertilizer |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Fertilizer.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++DmmnmPhspht
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType40Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/DmmnmPhspht[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/DmmnmPhspht/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
DAPH |
| Definition |
Commodity of type diammonium phosphate. |
| Name |
DiammoniumPhosphate |
| ISO Definition |
Commodity of type diammonium phosphate. |
| ISO Name |
DiammoniumPhosphate |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Diammonium Phosphate.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
|
| tag |
Ptsh
|
| type |
FertilizerCommodityPotash1 |
| fullName |
Potash |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Ptsh[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Ptsh |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Potash
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a fertilizer derivative of type potash.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Ptsh [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++Ptsh
|
| tag |
BasePdct
|
| type |
AssetClassProductType5Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Ptsh[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Ptsh/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRTL |
| Definition |
Commodity of type fertilizer. |
| Name |
Fertilizer |
| ISO Definition |
Commodity of type fertilizer. |
| ISO Name |
Fertilizer |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Fertilizer.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++Ptsh
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType41Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Ptsh[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Ptsh/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
PTSH |
| Definition |
Commodity of type potash. |
| Name |
Potash |
| ISO Definition |
Commodity of type potash. |
| ISO Name |
Potash |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Potash.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
|
| tag |
Slphr
|
| type |
FertilizerCommoditySulphur1 |
| fullName |
Sulphur |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Slphr[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Slphr |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Sulphur
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a fertilizer derivative of type sulphur.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Slphr [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++Slphr
|
| tag |
BasePdct
|
| type |
AssetClassProductType5Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Slphr[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Slphr/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRTL |
| Definition |
Commodity of type fertilizer. |
| Name |
Fertilizer |
| ISO Definition |
Commodity of type fertilizer. |
| ISO Name |
Fertilizer |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Fertilizer.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++Slphr
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType42Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Slphr[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Slphr/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
SLPH |
| Definition |
Commodity of type sulphur. |
| Name |
Sulphur |
| ISO Definition |
Commodity of type sulphur. |
| ISO Name |
Sulphur |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Sulphur.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
|
| tag |
Urea
|
| type |
FertilizerCommodityUrea1 |
| fullName |
Urea |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Urea[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Urea |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Urea
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a fertilizer derivative of type urea.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Urea [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++Urea
|
| tag |
BasePdct
|
| type |
AssetClassProductType5Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Urea[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Urea/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRTL |
| Definition |
Commodity of type fertilizer. |
| Name |
Fertilizer |
| ISO Definition |
Commodity of type fertilizer. |
| ISO Name |
Fertilizer |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Fertilizer.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++Urea
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType43Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Urea[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Urea/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
UREA |
| Definition |
Commodity of type urea. |
| Name |
Urea |
| ISO Definition |
Commodity of type urea. |
| ISO Name |
Urea |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Urea.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
|
| tag |
UreaAndAmmnmNtrt
|
| type |
FertilizerCommodityUreaAndAmmoniumNitrate1 |
| fullName |
UreaAndAmmoniumNitrate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/UreaAndAmmnmNtrt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/UreaAndAmmnmNtrt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Urea And Ammonium Nitrate
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a fertilizer derivative of type urea and
ammonium nitrate.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/UreaAndAmmnmNtrt [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++UreaAndAmmnmNtrt
|
| tag |
BasePdct
|
| type |
AssetClassProductType5Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/UreaAndAmmnmNtrt[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/UreaAndAmmnmNtrt/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRTL |
| Definition |
Commodity of type fertilizer. |
| Name |
Fertilizer |
| ISO Definition |
Commodity of type fertilizer. |
| ISO Name |
Fertilizer |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Fertilizer.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++UreaAndAmmnmNtrt
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType44Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/UreaAndAmmnmNtrt[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/UreaAndAmmnmNtrt/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
UAAN |
| Definition |
Commodity of type urea and ammonium nitrite. |
| Name |
UreaAndAmmoniumNitrite |
| ISO Definition |
Commodity of type urea and ammonium nitrite. |
| ISO Name |
UreaAndAmmoniumNitrite |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Urea and Ammonium Nitrate.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Frght
|
| type |
AssetClassCommodityFreight1Choice |
| fullName |
Freight |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Freight
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is freight.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght [Choice] |
|
Dry |
Dry |
|
Wet |
Wet |
|
CntnrShip |
Container Ship |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
|
| tag |
Dry
|
| type |
FreightCommodityDry1 |
| fullName |
Dry |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/Dry[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Dry |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Dry
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a freight derivative of type dry.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Dry [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
++++++++Dry
|
| tag |
BasePdct
|
| type |
AssetClassProductType4Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/Dry[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Dry/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRGT |
| Definition |
Commodity of type freight. |
| Name |
Freight |
| ISO Definition |
Commodity of type freight. |
| ISO Name |
Freight |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Freight.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
++++++++Dry
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType31Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/Dry[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Dry/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
DRYF |
| Definition |
Commodity of type dry freight. |
| Name |
Dry |
| ISO Definition |
Commodity of type dry freight. |
| ISO Name |
Dry |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Dry Freight.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
++++++++Dry
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType14Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/Dry[1..1]/AddtlSubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Dry/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
DBCR |
| Definition |
Commodity attribute of type dry bulk carrier. |
| Name |
DryBulkCarrier |
| ISO Definition |
Commodity attribute of type dry bulk carrier. |
| ISO Name |
DryBulkCarrier |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Dry.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
|
| tag |
Wet
|
| type |
FreightCommodityWet1 |
| fullName |
Wet |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/Wet[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Wet |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Wet
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a freight derivative of type wet.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Wet [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
++++++++Wet
|
| tag |
BasePdct
|
| type |
AssetClassProductType4Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/Wet[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Wet/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRGT |
| Definition |
Commodity of type freight. |
| Name |
Freight |
| ISO Definition |
Commodity of type freight. |
| ISO Name |
Freight |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Freight.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
++++++++Wet
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType32Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/Wet[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Wet/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
WETF |
| Definition |
Commodity of type wet freight. |
| Name |
Wet |
| ISO Definition |
Commodity of type wet freight. |
| ISO Name |
Wet |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Wet Freight.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
++++++++Wet
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType12Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/Wet[1..1]/AddtlSubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Wet/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
TNKR |
| Definition |
Commodity attribute of type tanker. |
| Name |
Tanker |
| ISO Definition |
Commodity attribute of type tanker. |
| ISO Name |
Tanker |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Wet.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
|
| tag |
CntnrShip
|
| type |
FreightCommodityContainerShip1 |
| fullName |
ContainerShip |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/CntnrShip[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/CntnrShip |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Container Ship
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a freight derivative of type container
ships.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/CntnrShip [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
++++++++CntnrShip
|
| tag |
BasePdct
|
| type |
AssetClassProductType4Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/CntnrShip[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/CntnrShip/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRGT |
| Definition |
Commodity of type freight. |
| Name |
Freight |
| ISO Definition |
Commodity of type freight. |
| ISO Name |
Freight |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Freight.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
++++++++CntnrShip
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType46Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/CntnrShip[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/CntnrShip/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
CSHP |
| Definition |
Commodity of type container ships. |
| Name |
ContainerShip |
| ISO Definition |
Commodity of type container ships. |
| ISO Name |
ContainerShip |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Container Ship Freight.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
IndstrlPdct
|
| type |
AssetClassCommodityIndustrialProduct1Choice |
| fullName |
IndustrialProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/IndstrlPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Industrial Product
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is industrial product.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct [Choice] |
|
Cnstrctn |
Construction |
|
Manfctg |
Manufacturing |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++IndstrlPdct
|
| tag |
Cnstrctn
|
| type |
IndustrialProductCommodityConstruction1 |
| fullName |
Construction |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/IndstrlPdct[1..1]/Cnstrctn[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct/Cnstrctn |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Construction
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an industrial product derivative of type
construction.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct/Cnstrctn [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++IndstrlPdct
++++++++Cnstrctn
|
| tag |
BasePdct
|
| type |
AssetClassProductType6Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/IndstrlPdct[1..1]/Cnstrctn[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct/Cnstrctn/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
INDP |
| Definition |
Commodity of type industrial product. |
| Name |
IndustrialProduct |
| ISO Definition |
Commodity of type industrial product. |
| ISO Name |
IndustrialProduct |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Industrial Product.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++IndstrlPdct
++++++++Cnstrctn
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType33Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/IndstrlPdct[1..1]/Cnstrctn[1..1]/SubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct/Cnstrctn/SubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
CSTR |
| Definition |
Commodity of type construction. |
| Name |
Construction |
| ISO Definition |
Commodity of type construction. |
| ISO Name |
Construction |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Construction.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++IndstrlPdct
|
| tag |
Manfctg
|
| type |
IndustrialProductCommodityManufacturing1 |
| fullName |
Manufacturing |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/IndstrlPdct[1..1]/Manfctg[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct/Manfctg |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Manufacturing
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an industrial product derivative of type
manufacturing.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct/Manfctg [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++IndstrlPdct
++++++++Manfctg
|
| tag |
BasePdct
|
| type |
AssetClassProductType6Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/IndstrlPdct[1..1]/Manfctg[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct/Manfctg/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
INDP |
| Definition |
Commodity of type industrial product. |
| Name |
IndustrialProduct |
| ISO Definition |
Commodity of type industrial product. |
| ISO Name |
IndustrialProduct |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Industrial Product.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++IndstrlPdct
++++++++Manfctg
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType34Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/IndstrlPdct[1..1]/Manfctg[1..1]/SubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct/Manfctg/SubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
MFTG |
| Definition |
Commodity of type manufacturing. |
| Name |
Manufacturing |
| ISO Definition |
Commodity of type manufacturing. |
| ISO Name |
Manufacturing |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Manufacturing.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Metl
|
| type |
AssetClassCommodityMetal1Choice |
| fullName |
Metal |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Metl[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Metal
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is metal.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl [Choice] |
|
NonPrcs |
Non Precious |
|
Prcs |
Precious |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Metl
|
| tag |
NonPrcs
|
| type |
MetalCommodityNonPrecious1 |
| fullName |
NonPrecious |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Metl[1..1]/NonPrcs[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/NonPrcs |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Non Precious
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a metal derivative of type non-precious.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/NonPrcs [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Metl
++++++++NonPrcs
|
| tag |
BasePdct
|
| type |
AssetClassProductType7Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Metl[1..1]/NonPrcs[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/NonPrcs/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
METL |
| Definition |
Commodity of type metal. |
| Name |
Metal |
| ISO Definition |
Commodity of type metal. |
| ISO Name |
Metal |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Metal.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Metl
++++++++NonPrcs
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType15Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Metl[1..1]/NonPrcs[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/NonPrcs/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NPRM |
| Definition |
Commodity of type non precious metals. |
| Name |
NonPrecious |
| ISO Definition |
Commodity of type non precious metals. |
| ISO Name |
NonPrecious |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Non Precious Metal.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Metl
++++++++NonPrcs
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType10Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Metl[1..1]/NonPrcs[1..1]/AddtlSubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/NonPrcs/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
ALUM |
| Definition |
Commodity attribute of type aluminium. |
| Name |
Aluminium |
| ISO Definition |
Commodity attribute of type aluminium. |
| ISO Name |
Aluminium |
|
|
ALUA |
| Definition |
Commodity attribute of type aluminium alloy. |
| Name |
AluminiumAlloy |
| ISO Definition |
Commodity attribute of type aluminium alloy. |
| ISO Name |
AluminiumAlloy |
|
|
CBLT |
| Definition |
Commodity attribute of type cobalt. |
| Name |
Cobalt |
| ISO Definition |
Commodity attribute of type cobalt. |
| ISO Name |
Cobalt |
|
|
COPR |
| Definition |
Commodity attribute of type copper. |
| Name |
Copper |
| ISO Definition |
Commodity attribute of type copper. |
| ISO Name |
Copper |
|
|
IRON |
| Definition |
Commodity attribute of type iron ore. |
| Name |
IronOre |
| ISO Definition |
Commodity attribute of type iron ore. |
| ISO Name |
IronOre |
|
|
MOLY |
| Definition |
Commodity attribute of type molybdenum. |
| Name |
Molybdenum |
| ISO Definition |
Commodity attribute of type molybdenum. |
| ISO Name |
Molybdenum |
|
|
NASC |
| Definition |
Commodity attribute of type NASAAC (North American Special Aluminum Alloy Contract). |
| Name |
NASAAC |
| ISO Definition |
Commodity attribute of type NASAAC (North American Special Aluminum Alloy Contract). |
| ISO Name |
NASAAC |
|
|
NICK |
| Definition |
Commodity attribute of type nickel. |
| Name |
Nickel |
| ISO Definition |
Commodity attribute of type nickel. |
| ISO Name |
Nickel |
|
|
STEL |
| Definition |
Commodity attribute of type steel. |
| Name |
Steel |
| ISO Definition |
Commodity attribute of type steel. |
| ISO Name |
Steel |
|
|
TINN |
| Definition |
Commodity attribute of type tin. |
| Name |
Tin |
| ISO Definition |
Commodity attribute of type tin. |
| ISO Name |
Tin |
|
|
ZINC |
| Definition |
Commodity attribute of type zinc. |
| Name |
Zinc |
| ISO Definition |
Commodity attribute of type zinc. |
| ISO Name |
Zinc |
|
|
OTHR |
| Definition |
Commodity attribute of other type. |
| Name |
Other |
| ISO Definition |
Commodity attribute of other type. |
| ISO Name |
Other |
|
|
LEAD |
| Definition |
Commodity attribute of type lead. |
| Name |
Lead |
| ISO Definition |
Commodity attribute of type lead. |
| ISO Name |
Lead |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Non-Precious.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Metl
|
| tag |
Prcs
|
| type |
MetalCommodityPrecious1 |
| fullName |
Precious |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Metl[1..1]/Prcs[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/Prcs |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Precious
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a metal derivative of type precious.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/Prcs [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Metl
++++++++Prcs
|
| tag |
BasePdct
|
| type |
AssetClassProductType7Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Metl[1..1]/Prcs[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/Prcs/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
METL |
| Definition |
Commodity of type metal. |
| Name |
Metal |
| ISO Definition |
Commodity of type metal. |
| ISO Name |
Metal |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Metal.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Metl
++++++++Prcs
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType16Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Metl[1..1]/Prcs[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/Prcs/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
PRME |
| Definition |
Commodity of type precious metals. |
| Name |
Precious |
| ISO Definition |
Commodity of type precious metals. |
| ISO Name |
Precious |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Precious Metal.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Metl
++++++++Prcs
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType11Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Metl[1..1]/Prcs[1..1]/AddtlSubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/Prcs/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
GOLD |
| Definition |
Commodity attribute of type gold. |
| Name |
Gold |
| ISO Definition |
Commodity attribute of type gold. |
| ISO Name |
Gold |
|
|
OTHR |
| Definition |
Commodity attribute of other type. |
| Name |
Other |
| ISO Definition |
Commodity attribute of other type. |
| ISO Name |
Other |
|
|
PLDM |
| Definition |
Commodity attribute of type palladium. |
| Name |
Palladium |
| ISO Definition |
Commodity attribute of type palladium. |
| ISO Name |
Palladium |
|
|
PTNM |
| Definition |
Commodity attribute of type platinum. |
| Name |
Platinum |
| ISO Definition |
Commodity attribute of type platinum. |
| ISO Name |
Platinum |
|
|
SLVR |
| Definition |
Commodity attribute of type silver. |
| Name |
Silver |
| ISO Definition |
Commodity attribute of type silver. |
| ISO Name |
Silver |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Precious.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
OthrC10
|
| type |
AssetClassCommodityOtherC102Choice |
| fullName |
OtherC10 |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/OthrC10[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10 |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Other C10
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is other C10.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10 [Choice] |
|
Dlvrbl |
Deliverable |
|
NonDlvrbl |
Non Deliverable |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++OthrC10
|
| tag |
Dlvrbl
|
| type |
OtherC10CommodityDeliverable2 |
| fullName |
Deliverable |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/OthrC10[1..1]/Dlvrbl[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10/Dlvrbl |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Deliverable
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an other c10 of type deliverable.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10/Dlvrbl [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++OthrC10
++++++++Dlvrbl
|
| tag |
BasePdct
|
| type |
AssetClassProductType11Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/OthrC10[1..1]/Dlvrbl[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10/Dlvrbl/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
OTHC |
| Definition |
Commodity of other type C10. |
| Name |
OtherC10 |
| ISO Definition |
Commodity of other type C10. |
| ISO Name |
OtherC10 |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Other C10.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++OthrC10
++++++++Dlvrbl
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType47Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/OthrC10[1..1]/Dlvrbl[1..1]/SubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10/Dlvrbl/SubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
DLVR |
| Definition |
Commodity of type deliverable. |
| Name |
Deliverable |
| ISO Definition |
Commodity of type deliverable. |
| ISO Name |
Deliverable |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product types for specific asset classes.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++OthrC10
|
| tag |
NonDlvrbl
|
| type |
OtherC10CommodityNonDeliverable2 |
| fullName |
NonDeliverable |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/OthrC10[1..1]/NonDlvrbl[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10/NonDlvrbl |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Non Deliverable
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an other c10 of type non-deliverable.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10/NonDlvrbl [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++OthrC10
++++++++NonDlvrbl
|
| tag |
BasePdct
|
| type |
AssetClassProductType11Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/OthrC10[1..1]/NonDlvrbl[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10/NonDlvrbl/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
OTHC |
| Definition |
Commodity of other type C10. |
| Name |
OtherC10 |
| ISO Definition |
Commodity of other type C10. |
| ISO Name |
OtherC10 |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Other C10.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++OthrC10
++++++++NonDlvrbl
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType48Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/OthrC10[1..1]/NonDlvrbl[1..1]/SubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10/NonDlvrbl/SubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
NDLV |
| Definition |
Commodity of type non deliverable. |
| Name |
NonDeliverable |
| ISO Definition |
Commodity of type non deliverable. |
| ISO Name |
NonDeliverable |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product types for specific asset classes.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Ppr
|
| type |
AssetClassCommodityPaper1Choice |
| fullName |
Paper |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Paper
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is paper.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr [Choice] |
|
CntnrBrd |
Container Board |
|
Nwsprnt |
Newsprint |
|
Pulp |
Pulp |
|
RcvrdPpr |
Recovered Paper |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
|
| tag |
CntnrBrd
|
| type |
PaperCommodityContainerBoard1 |
| fullName |
ContainerBoard |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/CntnrBrd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/CntnrBrd |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Container Board
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a paper derivative of type container board.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/CntnrBrd [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
++++++++CntnrBrd
|
| tag |
BasePdct
|
| type |
AssetClassProductType8Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/CntnrBrd[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/CntnrBrd/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
PAPR |
| Definition |
Commodity of type paper. |
| Name |
Paper |
| ISO Definition |
Commodity of type paper. |
| ISO Name |
Paper |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Paper.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
++++++++CntnrBrd
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType35Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/CntnrBrd[1..1]/SubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/CntnrBrd/SubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
CBRD |
| Definition |
Commodity of type containerboard. |
| Name |
Containerboard |
| ISO Definition |
Commodity of type containerboard. |
| ISO Name |
Containerboard |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Containerboard.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
|
| tag |
Nwsprnt
|
| type |
PaperCommodityNewsprint1 |
| fullName |
Newsprint |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/Nwsprnt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/Nwsprnt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Newsprint
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a paper derivative of type newsprint.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/Nwsprnt [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
++++++++Nwsprnt
|
| tag |
BasePdct
|
| type |
AssetClassProductType8Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/Nwsprnt[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/Nwsprnt/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
PAPR |
| Definition |
Commodity of type paper. |
| Name |
Paper |
| ISO Definition |
Commodity of type paper. |
| ISO Name |
Paper |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Paper.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
++++++++Nwsprnt
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType36Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/Nwsprnt[1..1]/SubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/Nwsprnt/SubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
NSPT |
| Definition |
Commodity of type newsprint. |
| Name |
Newsprint |
| ISO Definition |
Commodity of type newsprint. |
| ISO Name |
Newsprint |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Newsprint.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
|
| tag |
Pulp
|
| type |
PaperCommodityPulp1 |
| fullName |
Pulp |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/Pulp[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/Pulp |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Pulp
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a paper derivative of type pulp.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/Pulp [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
++++++++Pulp
|
| tag |
BasePdct
|
| type |
AssetClassProductType8Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/Pulp[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/Pulp/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
PAPR |
| Definition |
Commodity of type paper. |
| Name |
Paper |
| ISO Definition |
Commodity of type paper. |
| ISO Name |
Paper |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Paper.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
++++++++Pulp
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType37Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/Pulp[1..1]/SubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/Pulp/SubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
PULP |
| Definition |
Commodity of type pulp. |
| Name |
Pulp |
| ISO Definition |
Commodity of type pulp. |
| ISO Name |
Pulp |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Pulp.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
|
| tag |
RcvrdPpr
|
| type |
PaperCommodityRecoveredPaper1 |
| fullName |
RecoveredPaper |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/RcvrdPpr[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/RcvrdPpr |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Recovered Paper
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a paper derivative of type recovered paper.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/RcvrdPpr [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
++++++++RcvrdPpr
|
| tag |
BasePdct
|
| type |
AssetClassProductType8Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/RcvrdPpr[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/RcvrdPpr/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
PAPR |
| Definition |
Commodity of type paper. |
| Name |
Paper |
| ISO Definition |
Commodity of type paper. |
| ISO Name |
Paper |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Paper.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
++++++++RcvrdPpr
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType38Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/RcvrdPpr[1..1]/SubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/RcvrdPpr/SubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
RCVP |
| Definition |
Commodity of type recovered paper. |
| Name |
RecoveredPaper |
| ISO Definition |
Commodity of type recovered paper. |
| ISO Name |
RecoveredPaper |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Recovered Paper.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Plprpln
|
| type |
AssetClassCommodityPolypropylene1Choice |
| fullName |
Polypropylene |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Plprpln[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Plprpln |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Polypropylene
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is polypropylene.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Plprpln [Choice] |
|
Plstc |
Plastic |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Plprpln
|
| tag |
Plstc
|
| type |
PolypropyleneCommodityPlastic1 |
| fullName |
Plastic |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Plprpln[1..1]/Plstc[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Plprpln/Plstc |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Plastic
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a polypropylene derivative of type plastic.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Plprpln/Plstc [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Plprpln
++++++++Plstc
|
| tag |
BasePdct
|
| type |
AssetClassProductType9Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Plprpln[1..1]/Plstc[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Plprpln/Plstc/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
POLY |
| Definition |
Commodity of type polypropylene. |
| Name |
Polypropylene |
| ISO Definition |
Commodity of type polypropylene. |
| ISO Name |
Polypropylene |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Polypropylene.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Plprpln
++++++++Plstc
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType18Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Plprpln[1..1]/Plstc[1..1]/SubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Plprpln/Plstc/SubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
PLST |
| Definition |
Commodity of type plastic. |
| Name |
Plastic |
| ISO Definition |
Commodity of type plastic. |
| ISO Name |
Plastic |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Plastic.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Infltn
|
| type |
AssetClassCommodityInflation1 |
| fullName |
Inflation |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Infltn[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Infltn |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Inflation
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is inflation.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Infltn [Sequence] |
|
BasePdct |
Base Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Infltn
|
| tag |
BasePdct
|
| type |
AssetClassProductType12Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Infltn[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Infltn/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
INFL |
| Definition |
Commodity of type inflation. |
| Name |
Inflation |
| ISO Definition |
Commodity of type inflation. |
| ISO Name |
Inflation |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Inflation.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
MultiCmmdtyExtc
|
| type |
AssetClassCommodityMultiCommodityExotic1 |
| fullName |
MultiCommodityExotic |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/MultiCmmdtyExtc[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/MultiCmmdtyExtc |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Multi Commodity Exotic
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is multi commodity exotic.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/MultiCmmdtyExtc [Sequence] |
|
BasePdct |
Base Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++MultiCmmdtyExtc
|
| tag |
BasePdct
|
| type |
AssetClassProductType13Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/MultiCmmdtyExtc[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/MultiCmmdtyExtc/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
MCEX |
| Definition |
Commodity of type multi commodity exotic. |
| Name |
MultiCommodityExotic |
| ISO Definition |
Commodity of type multi commodity exotic. |
| ISO Name |
MultiCommodityExotic |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Multi Commodity Exotic.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
OffclEcnmcSttstcs
|
| type |
AssetClassCommodityOfficialEconomicStatistics1 |
| fullName |
OfficialEconomicStatistics |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/OffclEcnmcSttstcs[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OffclEcnmcSttstcs |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Official Economic Statistics
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is official economic statistics.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OffclEcnmcSttstcs [Sequence] |
|
BasePdct |
Base Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++OffclEcnmcSttstcs
|
| tag |
BasePdct
|
| type |
AssetClassProductType14Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/OffclEcnmcSttstcs[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OffclEcnmcSttstcs/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
OEST |
| Definition |
Commodity of type official economic statistic. |
| Name |
OfficialEconomicStatistic |
| ISO Definition |
Commodity of type official economic statistic. |
| ISO Name |
OfficialEconomicStatistic |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Official Economic Statistics.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Othr
|
| type |
AssetClassCommodityOther1 |
| fullName |
Other |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Othr[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Othr |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Other
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is other.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Othr [Sequence] |
|
BasePdct |
Base Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Othr
|
| tag |
BasePdct
|
| type |
AssetClassProductType15Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Othr[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Othr/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
OTHR |
| Definition |
Commodity of other type. |
| Name |
Other |
| ISO Definition |
Commodity of other type. |
| ISO Name |
Other |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Other.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
|
| tag |
TxTp
|
| type |
AssetClassTransactionType1Code |
| fullName |
TransactionType |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/TxTp[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/TxTp |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
CRCK |
| Definition |
Crack. |
| Name |
Crack |
| ISO Definition |
Crack. |
| ISO Name |
Crack |
|
|
DIFF |
| Definition |
Differential. |
| Name |
Differential |
| ISO Definition |
Differential. |
| ISO Name |
Differential |
|
|
FUTR |
| Definition |
Futures. |
| Name |
Futures |
| ISO Definition |
Futures. |
| ISO Name |
Futures |
|
|
MINI |
| Definition |
Minis. |
| Name |
Minis |
| ISO Definition |
Minis. |
| ISO Name |
Minis |
|
|
OPTN |
| Definition |
Options.
|
| Name |
Options |
| ISO Definition |
Options.
|
| ISO Name |
Options |
|
|
OTCT |
| Definition |
Over-The-Counter. |
| Name |
OTC |
| ISO Definition |
Over-The-Counter. |
| ISO Name |
OTC |
|
|
ORIT |
| Definition |
Outright. |
| Name |
Outright |
| ISO Definition |
Outright. |
| ISO Name |
Outright |
|
|
SWAP |
| Definition |
Swaps. |
| Name |
Swaps |
| ISO Definition |
Swaps. |
| ISO Name |
Swaps |
|
|
TAPO |
| Definition |
TAPOS. |
| Name |
TAPOS |
| ISO Definition |
TAPOS. |
| ISO Name |
TAPOS |
|
|
OTHR |
| Definition |
Other. |
| Name |
Other |
| ISO Definition |
Other. |
| ISO Name |
Other |
|
| Documentation: |
|
|
ISO Element Name |
Transaction Type
|
|
ISO Element Definition |
Transaction type as specified by the trading venue.
|
|
ISO Type Definition |
Code list of transaction type as specified by the trading venue.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
|
| tag |
FnlPricTp
|
| type |
AssetPriceType1Code |
| fullName |
FinalPriceType |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/FnlPricTp[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/FnlPricTp |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
ARGM |
| Definition |
Argus / Mc Closkey price. |
| Name |
ArgusMcCloskey |
| ISO Definition |
Argus / Mc Closkey price. |
| ISO Name |
ArgusMcCloskey |
|
|
BLTC |
| Definition |
Baltic price. |
| Name |
Baltic |
| ISO Definition |
Baltic price. |
| ISO Name |
Baltic |
|
|
EXOF |
| Definition |
Exchange price. |
| Name |
Exchange |
| ISO Definition |
Exchange price. |
| ISO Name |
Exchange |
|
|
GBCL |
| Definition |
Global coal price. |
| Name |
GlobalCoal |
| ISO Definition |
Global coal price. |
| ISO Name |
GlobalCoal |
|
|
IHSM |
| Definition |
IHS Mc Closkey price. |
| Name |
IHSMcCloskey |
| ISO Definition |
IHS Mc Closkey price. |
| ISO Name |
IHSMcCloskey |
|
|
OTHR |
| Definition |
Other price. |
| Name |
Other |
| ISO Definition |
Other price. |
| ISO Name |
Other |
|
|
PLAT |
| Definition |
Platts price. |
| Name |
Platts |
| ISO Definition |
Platts price. |
| ISO Name |
Platts |
|
| Documentation: |
|
|
ISO Element Name |
Final Price Type
|
|
ISO Element Definition |
Final price type as specified by the trading venue.
|
|
ISO Type Definition |
Specifies the type of price for an asset.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
|
| tag |
Intrst
|
| type |
DerivativeInterest3 |
| fullName |
Interest |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Interest
|
|
ISO Element Definition |
The fields in this section should only be populated for instruments that have non-financial
instrument of type interest rates as underlying.
|
|
ISO Type Definition |
Specifies a multi-leg interest derivative.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst [Sequence] |
|
IntrstRate |
Interest Rate |
|
FrstLegIntrstRate |
First Leg Interest Rate |
|
OthrNtnlCcy |
Other Notional Currency |
|
OthrLegIntrstRate |
Other Leg Interest Rate |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
|
| tag |
IntrstRate
|
| type |
FloatingInterestRate8 |
| fullName |
InterestRate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/IntrstRate[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Interest Rate
|
|
ISO Element Definition |
Provides the interest rate in number of days, weeks, months or years.
|
|
ISO Type Definition |
Provides the index used to define the rate and optionally the basis point spread.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate [Sequence] |
|
RefRate |
Reference Rate |
|
Term |
Term |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++IntrstRate
|
| tag |
RefRate
|
| type |
BenchmarkCurveName5Choice |
| fullName |
ReferenceRate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/IntrstRate[1..1]/RefRate[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate/RefRate |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Reference Rate
|
|
ISO Element Definition |
Identifies the reference index for the instrument.
|
|
ISO Element Usage |
Index or name if the reference rate is not included in the index list.
|
|
ISO Type Definition |
Choice of format for benchmark curve name.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate/RefRate [Choice] |
|
Indx |
Index |
|
Nm |
Name |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++IntrstRate
+++++++RefRate
|
| tag |
Indx
|
| type |
BenchmarkCurveName2Code |
| fullName |
Index |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/IntrstRate[1..1]/RefRate[1..1]/Indx[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate/RefRate/Indx |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
WIBO |
| Definition |
Warsaw Interbank Offered Rate. |
| Name |
WIBOR |
| ISO Definition |
Warsaw Interbank Offered Rate. |
| ISO Name |
WIBOR |
|
|
TREA |
| Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| Name |
Treasury |
| ISO Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| ISO Name |
Treasury |
|
|
TIBO |
| Definition |
Tokyo Interbank Offered Rate. |
| Name |
TIBOR |
| ISO Definition |
Tokyo Interbank Offered Rate. |
| ISO Name |
TIBOR |
|
|
TLBO |
| Definition |
Tel Aviv Interbank Offered Rate. |
| Name |
TELBOR |
| ISO Definition |
Tel Aviv Interbank Offered Rate. |
| ISO Name |
TELBOR |
|
|
SWAP |
| Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| Name |
SWAP |
| ISO Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| ISO Name |
SWAP |
|
|
STBO |
| Definition |
Stockholm Interbank Offered Rate. |
| Name |
STIBOR |
| ISO Definition |
Stockholm Interbank Offered Rate. |
| ISO Name |
STIBOR |
|
|
PRBO |
| Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| Name |
PRIBOR |
| ISO Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| ISO Name |
PRIBOR |
|
|
PFAN |
| Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| Name |
Pfandbriefe |
| ISO Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| ISO Name |
Pfandbriefe |
|
|
NIBO |
| Definition |
Norwegian Interbank Offered Rate. |
| Name |
NIBOR |
| ISO Definition |
Norwegian Interbank Offered Rate. |
| ISO Name |
NIBOR |
|
|
MAAA |
| Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| Name |
MuniAAA |
| ISO Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| ISO Name |
MuniAAA |
|
|
MOSP |
| Definition |
Moscow Prime Offered Rate. |
| Name |
MOSPRIM |
| ISO Definition |
Moscow Prime Offered Rate. |
| ISO Name |
MOSPRIM |
|
|
LIBO |
| Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| Name |
LIBOR |
| ISO Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| ISO Name |
LIBOR |
|
|
LIBI |
| Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| Name |
LIBID |
| ISO Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| ISO Name |
LIBID |
|
|
JIBA |
| Definition |
Johannesburg Interbank Agreed Rate. |
| Name |
JIBAR |
| ISO Definition |
Johannesburg Interbank Agreed Rate. |
| ISO Name |
JIBAR |
|
|
ISDA |
| Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| Name |
ISDAFIX |
| ISO Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| ISO Name |
ISDAFIX |
|
|
GCFR |
| Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| Name |
GCFRepo |
| ISO Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| ISO Name |
GCFRepo |
|
|
FUSW |
| Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| Name |
FutureSWAP |
| ISO Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| ISO Name |
FutureSWAP |
|
|
EUCH |
| Definition |
Swiss Franc LIBOR rate. |
| Name |
EuroSwiss |
| ISO Definition |
Swiss Franc LIBOR rate. |
| ISO Name |
EuroSwiss |
|
|
EUUS |
| Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| Name |
EURODOLLAR |
| ISO Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| ISO Name |
EURODOLLAR |
|
|
EURI |
| Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| Name |
Euribor |
| ISO Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| ISO Name |
Euribor |
|
|
EONS |
| Definition |
Euro OverNight Index Average swap rate. |
| Name |
EONIASwaps |
| ISO Definition |
Euro OverNight Index Average swap rate. |
| ISO Name |
EONIASwaps |
|
|
EONA |
| Definition |
Euro OverNight Index Average rate. |
| Name |
EONIA |
| ISO Definition |
Euro OverNight Index Average rate. |
| ISO Name |
EONIA |
|
|
CIBO |
| Definition |
Copenhagen Interbank Offered Rate. |
| Name |
CIBOR |
| ISO Definition |
Copenhagen Interbank Offered Rate. |
| ISO Name |
CIBOR |
|
|
CDOR |
| Definition |
Canadian Dollar Offered Rate. |
| Name |
CDOR |
| ISO Definition |
Canadian Dollar Offered Rate. |
| ISO Name |
CDOR |
|
|
BUBO |
| Definition |
Budapest Interbank Offered Rate. |
| Name |
BUBOR |
| ISO Definition |
Budapest Interbank Offered Rate. |
| ISO Name |
BUBOR |
|
|
BBSW |
| Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| Name |
BBSW |
| ISO Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| ISO Name |
BBSW |
|
| Documentation: |
|
|
ISO Element Name |
Index
|
|
ISO Type Definition |
Specifies a benchmark curve name.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++IntrstRate
+++++++RefRate
|
| tag |
Nm
|
| type |
Max25Text |
| fullName |
Name |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/IntrstRate[1..1]/RefRate[1..1]/Nm[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate/RefRate/Nm |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| minLength |
1 |
| maxLength |
25 |
| Documentation: |
|
|
ISO Element Name |
Name
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++IntrstRate
|
| tag |
Term
|
| type |
InterestRateContractTerm2 |
| fullName |
Term |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/IntrstRate[1..1]/Term[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate/Term |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Term
|
|
ISO Element Definition |
Term of the reference rate.
|
|
ISO Type Definition |
Describes how interest rates are reported.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate/Term [Sequence] |
|
Unit |
Unit |
|
Val |
Value |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++IntrstRate
+++++++Term
|
| tag |
Unit
|
| type |
RateBasis1Code |
| fullName |
Unit |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/IntrstRate[1..1]/Term[0..1]/Unit[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate/Term/Unit |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
DAYS |
| Definition |
Rate is reported in days. |
| Name |
Days |
| ISO Definition |
Rate is reported in days. |
| ISO Name |
Days |
|
|
MNTH |
| Definition |
Rate is reported in months. |
| Name |
Months |
| ISO Definition |
Rate is reported in months. |
| ISO Name |
Months |
|
|
WEEK |
| Definition |
Rate is reported in weeks. |
| Name |
Weeks |
| ISO Definition |
Rate is reported in weeks. |
| ISO Name |
Weeks |
|
|
YEAR |
| Definition |
Rate is reported in years. |
| Name |
Years |
| ISO Definition |
Rate is reported in years. |
| ISO Name |
Years |
|
| Documentation: |
|
|
ISO Element Name |
Unit
|
|
ISO Element Definition |
Unit for the rate basis.
|
|
ISO Type Definition |
Specifies a rate basis.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++IntrstRate
+++++++Term
|
| tag |
Val
|
| type |
Max3Number |
| fullName |
Value |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/IntrstRate[1..1]/Term[0..1]/Val[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate/Term/Val |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
0 |
| totalDigits |
3 |
| Documentation: |
|
|
ISO Element Name |
Value
|
|
ISO Element Definition |
Value of the contract term in number of units.
|
|
ISO Type Definition |
Number (max 999) of objects represented as an integer.
|
| Constraint: |
|
|
Name |
NumberRule |
|
Definition |
If Number is negative, then Sign must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
|
| tag |
FrstLegIntrstRate
|
| type |
InterestRate8Choice |
| fullName |
FirstLegInterestRate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/FrstLegIntrstRate[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
First Leg Interest Rate
|
|
ISO Element Definition |
Interest rate of the notional currency.
|
|
ISO Type Definition |
Choice between a fixed rate and a variable rate.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate [Choice] |
|
Fxd |
Fixed |
|
Fltg |
Floating |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++FrstLegIntrstRate
|
| tag |
Fxd
|
| type |
PercentageRate |
| fullName |
Fixed |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/FrstLegIntrstRate[0..1]/Fxd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fxd |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
10 |
| totalDigits |
11 |
| Documentation: |
|
|
ISO Element Name |
Fixed
|
|
ISO Type Definition |
Rate expressed as a percentage, that is, in hundredths, for example, 0.7 is 7/10 of
a percent, and 7.0 is 7%.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++FrstLegIntrstRate
|
| tag |
Fltg
|
| type |
FloatingInterestRate8 |
| fullName |
Floating |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/FrstLegIntrstRate[0..1]/Fltg[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Floating
|
|
ISO Type Definition |
Provides the index used to define the rate and optionally the basis point spread.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg [Sequence] |
|
RefRate |
Reference Rate |
|
Term |
Term |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++FrstLegIntrstRate
+++++++Fltg
|
| tag |
RefRate
|
| type |
BenchmarkCurveName5Choice |
| fullName |
ReferenceRate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/FrstLegIntrstRate[0..1]/Fltg[1..1]/RefRate[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg/RefRate |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Reference Rate
|
|
ISO Element Definition |
Identifies the reference index for the instrument.
|
|
ISO Element Usage |
Index or name if the reference rate is not included in the index list.
|
|
ISO Type Definition |
Choice of format for benchmark curve name.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg/RefRate [Choice] |
|
Indx |
Index |
|
Nm |
Name |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++FrstLegIntrstRate
+++++++Fltg
++++++++RefRate
|
| tag |
Indx
|
| type |
BenchmarkCurveName2Code |
| fullName |
Index |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/FrstLegIntrstRate[0..1]/Fltg[1..1]/RefRate[1..1]/Indx[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg/RefRate/Indx |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
WIBO |
| Definition |
Warsaw Interbank Offered Rate. |
| Name |
WIBOR |
| ISO Definition |
Warsaw Interbank Offered Rate. |
| ISO Name |
WIBOR |
|
|
TREA |
| Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| Name |
Treasury |
| ISO Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| ISO Name |
Treasury |
|
|
TIBO |
| Definition |
Tokyo Interbank Offered Rate. |
| Name |
TIBOR |
| ISO Definition |
Tokyo Interbank Offered Rate. |
| ISO Name |
TIBOR |
|
|
TLBO |
| Definition |
Tel Aviv Interbank Offered Rate. |
| Name |
TELBOR |
| ISO Definition |
Tel Aviv Interbank Offered Rate. |
| ISO Name |
TELBOR |
|
|
SWAP |
| Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| Name |
SWAP |
| ISO Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| ISO Name |
SWAP |
|
|
STBO |
| Definition |
Stockholm Interbank Offered Rate. |
| Name |
STIBOR |
| ISO Definition |
Stockholm Interbank Offered Rate. |
| ISO Name |
STIBOR |
|
|
PRBO |
| Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| Name |
PRIBOR |
| ISO Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| ISO Name |
PRIBOR |
|
|
PFAN |
| Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| Name |
Pfandbriefe |
| ISO Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| ISO Name |
Pfandbriefe |
|
|
NIBO |
| Definition |
Norwegian Interbank Offered Rate. |
| Name |
NIBOR |
| ISO Definition |
Norwegian Interbank Offered Rate. |
| ISO Name |
NIBOR |
|
|
MAAA |
| Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| Name |
MuniAAA |
| ISO Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| ISO Name |
MuniAAA |
|
|
MOSP |
| Definition |
Moscow Prime Offered Rate. |
| Name |
MOSPRIM |
| ISO Definition |
Moscow Prime Offered Rate. |
| ISO Name |
MOSPRIM |
|
|
LIBO |
| Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| Name |
LIBOR |
| ISO Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| ISO Name |
LIBOR |
|
|
LIBI |
| Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| Name |
LIBID |
| ISO Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| ISO Name |
LIBID |
|
|
JIBA |
| Definition |
Johannesburg Interbank Agreed Rate. |
| Name |
JIBAR |
| ISO Definition |
Johannesburg Interbank Agreed Rate. |
| ISO Name |
JIBAR |
|
|
ISDA |
| Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| Name |
ISDAFIX |
| ISO Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| ISO Name |
ISDAFIX |
|
|
GCFR |
| Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| Name |
GCFRepo |
| ISO Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| ISO Name |
GCFRepo |
|
|
FUSW |
| Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| Name |
FutureSWAP |
| ISO Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| ISO Name |
FutureSWAP |
|
|
EUCH |
| Definition |
Swiss Franc LIBOR rate. |
| Name |
EuroSwiss |
| ISO Definition |
Swiss Franc LIBOR rate. |
| ISO Name |
EuroSwiss |
|
|
EUUS |
| Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| Name |
EURODOLLAR |
| ISO Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| ISO Name |
EURODOLLAR |
|
|
EURI |
| Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| Name |
Euribor |
| ISO Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| ISO Name |
Euribor |
|
|
EONS |
| Definition |
Euro OverNight Index Average swap rate. |
| Name |
EONIASwaps |
| ISO Definition |
Euro OverNight Index Average swap rate. |
| ISO Name |
EONIASwaps |
|
|
EONA |
| Definition |
Euro OverNight Index Average rate. |
| Name |
EONIA |
| ISO Definition |
Euro OverNight Index Average rate. |
| ISO Name |
EONIA |
|
|
CIBO |
| Definition |
Copenhagen Interbank Offered Rate. |
| Name |
CIBOR |
| ISO Definition |
Copenhagen Interbank Offered Rate. |
| ISO Name |
CIBOR |
|
|
CDOR |
| Definition |
Canadian Dollar Offered Rate. |
| Name |
CDOR |
| ISO Definition |
Canadian Dollar Offered Rate. |
| ISO Name |
CDOR |
|
|
BUBO |
| Definition |
Budapest Interbank Offered Rate. |
| Name |
BUBOR |
| ISO Definition |
Budapest Interbank Offered Rate. |
| ISO Name |
BUBOR |
|
|
BBSW |
| Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| Name |
BBSW |
| ISO Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| ISO Name |
BBSW |
|
| Documentation: |
|
|
ISO Element Name |
Index
|
|
ISO Type Definition |
Specifies a benchmark curve name.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++FrstLegIntrstRate
+++++++Fltg
++++++++RefRate
|
| tag |
Nm
|
| type |
Max25Text |
| fullName |
Name |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/FrstLegIntrstRate[0..1]/Fltg[1..1]/RefRate[1..1]/Nm[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg/RefRate/Nm |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| minLength |
1 |
| maxLength |
25 |
| Documentation: |
|
|
ISO Element Name |
Name
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++FrstLegIntrstRate
+++++++Fltg
|
| tag |
Term
|
| type |
InterestRateContractTerm2 |
| fullName |
Term |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/FrstLegIntrstRate[0..1]/Fltg[1..1]/Term[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg/Term |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Term
|
|
ISO Element Definition |
Term of the reference rate.
|
|
ISO Type Definition |
Describes how interest rates are reported.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg/Term [Sequence] |
|
Unit |
Unit |
|
Val |
Value |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++FrstLegIntrstRate
+++++++Fltg
++++++++Term
|
| tag |
Unit
|
| type |
RateBasis1Code |
| fullName |
Unit |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/FrstLegIntrstRate[0..1]/Fltg[1..1]/Term[0..1]/Unit[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg/Term/Unit |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
DAYS |
| Definition |
Rate is reported in days. |
| Name |
Days |
| ISO Definition |
Rate is reported in days. |
| ISO Name |
Days |
|
|
MNTH |
| Definition |
Rate is reported in months. |
| Name |
Months |
| ISO Definition |
Rate is reported in months. |
| ISO Name |
Months |
|
|
WEEK |
| Definition |
Rate is reported in weeks. |
| Name |
Weeks |
| ISO Definition |
Rate is reported in weeks. |
| ISO Name |
Weeks |
|
|
YEAR |
| Definition |
Rate is reported in years. |
| Name |
Years |
| ISO Definition |
Rate is reported in years. |
| ISO Name |
Years |
|
| Documentation: |
|
|
ISO Element Name |
Unit
|
|
ISO Element Definition |
Unit for the rate basis.
|
|
ISO Type Definition |
Specifies a rate basis.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++FrstLegIntrstRate
+++++++Fltg
++++++++Term
|
| tag |
Val
|
| type |
Max3Number |
| fullName |
Value |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/FrstLegIntrstRate[0..1]/Fltg[1..1]/Term[0..1]/Val[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg/Term/Val |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
0 |
| totalDigits |
3 |
| Documentation: |
|
|
ISO Element Name |
Value
|
|
ISO Element Definition |
Value of the contract term in number of units.
|
|
ISO Type Definition |
Number (max 999) of objects represented as an integer.
|
| Constraint: |
|
|
Name |
NumberRule |
|
Definition |
If Number is negative, then Sign must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
|
| tag |
OthrNtnlCcy
|
| type |
ActiveOrHistoricCurrencyCode |
| fullName |
OtherNotionalCurrency |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrNtnlCcy[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrNtnlCcy |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{3,3} |
| Documentation: |
|
|
ISO Element Name |
Other Notional Currency
|
|
ISO Element Definition |
Notional currency in which leg 2 of the contract is denominated, in case of multi-currency
or cross-currency swaps.
Notional currency in which leg 2 of the swap is denominated, in case of swaptions
where the underlying swap is multi-currency.
|
|
ISO Type Definition |
A code allocated to a currency by a Maintenance Agency under an international identification
scheme, as described in the latest edition of the international standard ISO 4217
"Codes for the representation of currencies and funds".
|
| Constraint: |
|
|
Name |
ActiveOrHistoricCurrency |
|
Definition |
The Currency Code must be registered, or have already been registered. Valid active
or historic currency codes are registered with the ISO 4217 Maintenance Agency, consist
of three (3) contiguous letters, and may be or not be withdrawn on the day the message
containing the Currency is exchanged.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
|
| tag |
OthrLegIntrstRate
|
| type |
InterestRate8Choice |
| fullName |
OtherLegInterestRate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrLegIntrstRate[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Other Leg Interest Rate
|
|
ISO Element Definition |
Indication of the interest rate used for leg 2, if applicable.
|
|
ISO Type Definition |
Choice between a fixed rate and a variable rate.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate [Choice] |
|
Fxd |
Fixed |
|
Fltg |
Floating |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++OthrLegIntrstRate
|
| tag |
Fxd
|
| type |
PercentageRate |
| fullName |
Fixed |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrLegIntrstRate[0..1]/Fxd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fxd |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
10 |
| totalDigits |
11 |
| Documentation: |
|
|
ISO Element Name |
Fixed
|
|
ISO Type Definition |
Rate expressed as a percentage, that is, in hundredths, for example, 0.7 is 7/10 of
a percent, and 7.0 is 7%.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++OthrLegIntrstRate
|
| tag |
Fltg
|
| type |
FloatingInterestRate8 |
| fullName |
Floating |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrLegIntrstRate[0..1]/Fltg[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Floating
|
|
ISO Type Definition |
Provides the index used to define the rate and optionally the basis point spread.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg [Sequence] |
|
RefRate |
Reference Rate |
|
Term |
Term |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++OthrLegIntrstRate
+++++++Fltg
|
| tag |
RefRate
|
| type |
BenchmarkCurveName5Choice |
| fullName |
ReferenceRate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrLegIntrstRate[0..1]/Fltg[1..1]/RefRate[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg/RefRate |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Reference Rate
|
|
ISO Element Definition |
Identifies the reference index for the instrument.
|
|
ISO Element Usage |
Index or name if the reference rate is not included in the index list.
|
|
ISO Type Definition |
Choice of format for benchmark curve name.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg/RefRate [Choice] |
|
Indx |
Index |
|
Nm |
Name |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++OthrLegIntrstRate
+++++++Fltg
++++++++RefRate
|
| tag |
Indx
|
| type |
BenchmarkCurveName2Code |
| fullName |
Index |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrLegIntrstRate[0..1]/Fltg[1..1]/RefRate[1..1]/Indx[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg/RefRate/Indx |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
WIBO |
| Definition |
Warsaw Interbank Offered Rate. |
| Name |
WIBOR |
| ISO Definition |
Warsaw Interbank Offered Rate. |
| ISO Name |
WIBOR |
|
|
TREA |
| Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| Name |
Treasury |
| ISO Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| ISO Name |
Treasury |
|
|
TIBO |
| Definition |
Tokyo Interbank Offered Rate. |
| Name |
TIBOR |
| ISO Definition |
Tokyo Interbank Offered Rate. |
| ISO Name |
TIBOR |
|
|
TLBO |
| Definition |
Tel Aviv Interbank Offered Rate. |
| Name |
TELBOR |
| ISO Definition |
Tel Aviv Interbank Offered Rate. |
| ISO Name |
TELBOR |
|
|
SWAP |
| Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| Name |
SWAP |
| ISO Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| ISO Name |
SWAP |
|
|
STBO |
| Definition |
Stockholm Interbank Offered Rate. |
| Name |
STIBOR |
| ISO Definition |
Stockholm Interbank Offered Rate. |
| ISO Name |
STIBOR |
|
|
PRBO |
| Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| Name |
PRIBOR |
| ISO Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| ISO Name |
PRIBOR |
|
|
PFAN |
| Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| Name |
Pfandbriefe |
| ISO Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| ISO Name |
Pfandbriefe |
|
|
NIBO |
| Definition |
Norwegian Interbank Offered Rate. |
| Name |
NIBOR |
| ISO Definition |
Norwegian Interbank Offered Rate. |
| ISO Name |
NIBOR |
|
|
MAAA |
| Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| Name |
MuniAAA |
| ISO Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| ISO Name |
MuniAAA |
|
|
MOSP |
| Definition |
Moscow Prime Offered Rate. |
| Name |
MOSPRIM |
| ISO Definition |
Moscow Prime Offered Rate. |
| ISO Name |
MOSPRIM |
|
|
LIBO |
| Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| Name |
LIBOR |
| ISO Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| ISO Name |
LIBOR |
|
|
LIBI |
| Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| Name |
LIBID |
| ISO Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| ISO Name |
LIBID |
|
|
JIBA |
| Definition |
Johannesburg Interbank Agreed Rate. |
| Name |
JIBAR |
| ISO Definition |
Johannesburg Interbank Agreed Rate. |
| ISO Name |
JIBAR |
|
|
ISDA |
| Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| Name |
ISDAFIX |
| ISO Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| ISO Name |
ISDAFIX |
|
|
GCFR |
| Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| Name |
GCFRepo |
| ISO Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| ISO Name |
GCFRepo |
|
|
FUSW |
| Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| Name |
FutureSWAP |
| ISO Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| ISO Name |
FutureSWAP |
|
|
EUCH |
| Definition |
Swiss Franc LIBOR rate. |
| Name |
EuroSwiss |
| ISO Definition |
Swiss Franc LIBOR rate. |
| ISO Name |
EuroSwiss |
|
|
EUUS |
| Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| Name |
EURODOLLAR |
| ISO Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| ISO Name |
EURODOLLAR |
|
|
EURI |
| Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| Name |
Euribor |
| ISO Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| ISO Name |
Euribor |
|
|
EONS |
| Definition |
Euro OverNight Index Average swap rate. |
| Name |
EONIASwaps |
| ISO Definition |
Euro OverNight Index Average swap rate. |
| ISO Name |
EONIASwaps |
|
|
EONA |
| Definition |
Euro OverNight Index Average rate. |
| Name |
EONIA |
| ISO Definition |
Euro OverNight Index Average rate. |
| ISO Name |
EONIA |
|
|
CIBO |
| Definition |
Copenhagen Interbank Offered Rate. |
| Name |
CIBOR |
| ISO Definition |
Copenhagen Interbank Offered Rate. |
| ISO Name |
CIBOR |
|
|
CDOR |
| Definition |
Canadian Dollar Offered Rate. |
| Name |
CDOR |
| ISO Definition |
Canadian Dollar Offered Rate. |
| ISO Name |
CDOR |
|
|
BUBO |
| Definition |
Budapest Interbank Offered Rate. |
| Name |
BUBOR |
| ISO Definition |
Budapest Interbank Offered Rate. |
| ISO Name |
BUBOR |
|
|
BBSW |
| Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| Name |
BBSW |
| ISO Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| ISO Name |
BBSW |
|
| Documentation: |
|
|
ISO Element Name |
Index
|
|
ISO Type Definition |
Specifies a benchmark curve name.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++OthrLegIntrstRate
+++++++Fltg
++++++++RefRate
|
| tag |
Nm
|
| type |
Max25Text |
| fullName |
Name |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrLegIntrstRate[0..1]/Fltg[1..1]/RefRate[1..1]/Nm[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg/RefRate/Nm |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| minLength |
1 |
| maxLength |
25 |
| Documentation: |
|
|
ISO Element Name |
Name
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++OthrLegIntrstRate
+++++++Fltg
|
| tag |
Term
|
| type |
InterestRateContractTerm2 |
| fullName |
Term |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrLegIntrstRate[0..1]/Fltg[1..1]/Term[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg/Term |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Term
|
|
ISO Element Definition |
Term of the reference rate.
|
|
ISO Type Definition |
Describes how interest rates are reported.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg/Term [Sequence] |
|
Unit |
Unit |
|
Val |
Value |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++OthrLegIntrstRate
+++++++Fltg
++++++++Term
|
| tag |
Unit
|
| type |
RateBasis1Code |
| fullName |
Unit |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrLegIntrstRate[0..1]/Fltg[1..1]/Term[0..1]/Unit[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg/Term/Unit |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
DAYS |
| Definition |
Rate is reported in days. |
| Name |
Days |
| ISO Definition |
Rate is reported in days. |
| ISO Name |
Days |
|
|
MNTH |
| Definition |
Rate is reported in months. |
| Name |
Months |
| ISO Definition |
Rate is reported in months. |
| ISO Name |
Months |
|
|
WEEK |
| Definition |
Rate is reported in weeks. |
| Name |
Weeks |
| ISO Definition |
Rate is reported in weeks. |
| ISO Name |
Weeks |
|
|
YEAR |
| Definition |
Rate is reported in years. |
| Name |
Years |
| ISO Definition |
Rate is reported in years. |
| ISO Name |
Years |
|
| Documentation: |
|
|
ISO Element Name |
Unit
|
|
ISO Element Definition |
Unit for the rate basis.
|
|
ISO Type Definition |
Specifies a rate basis.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++OthrLegIntrstRate
+++++++Fltg
++++++++Term
|
| tag |
Val
|
| type |
Max3Number |
| fullName |
Value |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrLegIntrstRate[0..1]/Fltg[1..1]/Term[0..1]/Val[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg/Term/Val |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
0 |
| totalDigits |
3 |
| Documentation: |
|
|
ISO Element Name |
Value
|
|
ISO Element Definition |
Value of the contract term in number of units.
|
|
ISO Type Definition |
Number (max 999) of objects represented as an integer.
|
| Constraint: |
|
|
Name |
NumberRule |
|
Definition |
If Number is negative, then Sign must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
|
| tag |
FX
|
| type |
DerivativeForeignExchange3 |
| fullName |
ForeignExchange |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/FX[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/FX |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Foreign Exchange
|
|
ISO Element Definition |
The fields in this section should only be populated for instruments that have non-financial
instrument of type foreign exchange as underlying.
|
|
ISO Type Definition |
Attributes of non-financial instrument of type foreign exchange as underlying.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/FX [Sequence] |
|
FxTp |
FX Type |
|
OthrNtnlCcy |
Other Notional Currency |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++FX
|
| tag |
FxTp
|
| type |
AssetFXSubProductType1Code |
| fullName |
FXType |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/FX[0..1]/FxTp[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/FX/FxTp |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
FXCR |
| Definition |
Commodity attribute of type foreign exchange cross rate. |
| Name |
ForeignExchangeCrossRate |
| ISO Definition |
Commodity attribute of type foreign exchange cross rate. |
| ISO Name |
ForeignExchangeCrossRate |
|
|
FXEM |
| Definition |
Commodity attribute of type foreign exchange emerging markets. |
| Name |
ForeignExchangeEmergingMarket |
| ISO Definition |
Commodity attribute of type foreign exchange emerging markets. |
| ISO Name |
ForeignExchangeEmergingMarket |
|
|
FXMJ |
| Definition |
Commodity attribute of type foreign exchange majors. |
| Name |
ForeignExchangeMajor |
| ISO Definition |
Commodity attribute of type foreign exchange majors. |
| ISO Name |
ForeignExchangeMajor |
|
| Documentation: |
|
|
ISO Element Name |
FX Type
|
|
ISO Element Definition |
Type of the underlying currency.
|
|
ISO Type Definition |
Specifies the allowed foreign exchange types for foreign exchange derivatives.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++FX
|
| tag |
OthrNtnlCcy
|
| type |
ActiveOrHistoricCurrencyCode |
| fullName |
OtherNotionalCurrency |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/FX[0..1]/OthrNtnlCcy[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/FX/OthrNtnlCcy |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{3,3} |
| Documentation: |
|
|
ISO Element Name |
Other Notional Currency
|
|
ISO Element Definition |
Underlying currency 2 of the currency pair (the currency 1 will be populated in the
notional currency).
|
|
ISO Type Definition |
A code allocated to a currency by a Maintenance Agency under an international identification
scheme, as described in the latest edition of the international standard ISO 4217
"Codes for the representation of currencies and funds".
|
| Constraint: |
|
|
Name |
ActiveOrHistoricCurrency |
|
Definition |
The Currency Code must be registered, or have already been registered. Valid active
or historic currency codes are registered with the ISO 4217 Maintenance Agency, consist
of three (3) contiguous letters, and may be or not be withdrawn on the day the message
containing the Currency is exchanged.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
|
| tag |
TechAttrbts
|
| type |
RecordTechnicalData4 |
| fullName |
TechnicalAttributes |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/TechAttrbts[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/TechAttrbts |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Technical Attributes
|
|
ISO Element Definition |
Technical attributes.
|
|
ISO Type Definition |
Instrument specific technical data to support identification.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/TechAttrbts [Sequence] |
|
IncnsstncyInd |
Inconsistency Indicator |
|
LastUpd |
Last Update |
|
SubmissnDtTm |
Submission Date Time |
|
RlvntCmptntAuthrty |
Relevant Competent Authority |
|
PblctnPrd |
Publication Period |
|
NvrPblshd |
Never Published |
|
RlvntTradgVn |
Relevant Trading Venue |
| Constraint: |
|
|
Name |
OneElementPresentRule |
|
Definition |
At least one of the 5 elements must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++TechAttrbts
|
| tag |
IncnsstncyInd
|
| type |
TrueFalseIndicator |
| fullName |
InconsistencyIndicator |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/TechAttrbts[0..1]/IncnsstncyInd[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/TechAttrbts/IncnsstncyInd |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Inconsistency Indicator
|
|
ISO Element Definition |
Flag to say if there is an inconsistency across all submitting entities records.
|
|
ISO Type Definition |
A flag indicating a True or False value.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++TechAttrbts
|
| tag |
LastUpd
|
| type |
ISODateTime |
| fullName |
LastUpdate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/TechAttrbts[0..1]/LastUpd[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/TechAttrbts/LastUpd |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Last Update
|
|
ISO Element Definition |
Last date for which data was received for this instrument.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++TechAttrbts
|
| tag |
SubmissnDtTm
|
| type |
ISODateTime |
| fullName |
SubmissionDateTime |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/TechAttrbts[0..1]/SubmissnDtTm[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/TechAttrbts/SubmissnDtTm |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Submission Date Time
|
|
ISO Element Definition |
Defines the date and time when this instrument was originally received at the submission
destination.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++TechAttrbts
|
| tag |
RlvntCmptntAuthrty
|
| type |
CountryCode |
| fullName |
RelevantCompetentAuthority |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/TechAttrbts[0..1]/RlvntCmptntAuthrty[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/TechAttrbts/RlvntCmptntAuthrty |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{2,2} |
| Documentation: |
|
|
ISO Element Name |
Relevant Competent Authority
|
|
ISO Element Definition |
Country code of the relevant competent authority of the instrument.
|
|
ISO Type Definition |
Code to identify a country, a dependency, or another area of particular geopolitical
interest, on the basis of country names obtained from the United Nations (ISO 3166,
Alpha-2 code).
|
| Constraint: |
|
|
Name |
Country |
|
Definition |
The code is checked against the list of country names obtained from the United Nations
(ISO 3166, Alpha-2 code).
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++TechAttrbts
|
| tag |
PblctnPrd
|
| type |
Period4Choice |
| fullName |
PublicationPeriod |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/TechAttrbts[0..1]/PblctnPrd[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/TechAttrbts/PblctnPrd |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Publication Period
|
|
ISO Element Definition |
Period for which the associated instrument has been publically available.
|
|
ISO Type Definition |
Choice between date and date-time for the specification of a period.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/TechAttrbts/PblctnPrd [Choice] |
|
Dt |
Date |
|
FrDt |
From Date |
|
ToDt |
To Date |
|
FrDtToDt |
From Date To Date |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++TechAttrbts
++++PblctnPrd
|
| tag |
Dt
|
| type |
ISODate |
| fullName |
Date |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/TechAttrbts[0..1]/PblctnPrd[0..1]/Dt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/TechAttrbts/PblctnPrd/Dt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Date
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++TechAttrbts
++++PblctnPrd
|
| tag |
FrDt
|
| type |
ISODate |
| fullName |
FromDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/TechAttrbts[0..1]/PblctnPrd[0..1]/FrDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/TechAttrbts/PblctnPrd/FrDt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
From Date
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++TechAttrbts
++++PblctnPrd
|
| tag |
ToDt
|
| type |
ISODate |
| fullName |
ToDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/TechAttrbts[0..1]/PblctnPrd[0..1]/ToDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/TechAttrbts/PblctnPrd/ToDt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
To Date
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++TechAttrbts
++++PblctnPrd
|
| tag |
FrDtToDt
|
| type |
Period2 |
| fullName |
FromDateToDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/TechAttrbts[0..1]/PblctnPrd[0..1]/FrDtToDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/TechAttrbts/PblctnPrd/FrDtToDt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
From Date To Date
|
|
ISO Type Definition |
Time span defined by a start date and time, and an end date and time.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/TechAttrbts/PblctnPrd/FrDtToDt [Sequence] |
|
FrDt |
From Date |
|
ToDt |
To Date |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++TechAttrbts
++++PblctnPrd
+++++FrDtToDt
|
| tag |
FrDt
|
| type |
ISODate |
| fullName |
FromDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/TechAttrbts[0..1]/PblctnPrd[0..1]/FrDtToDt[1..1]/FrDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/TechAttrbts/PblctnPrd/FrDtToDt/FrDt |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
From Date
|
|
ISO Element Definition |
Date and time at which the range starts.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++TechAttrbts
++++PblctnPrd
+++++FrDtToDt
|
| tag |
ToDt
|
| type |
ISODate |
| fullName |
ToDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/TechAttrbts[0..1]/PblctnPrd[0..1]/FrDtToDt[1..1]/ToDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/TechAttrbts/PblctnPrd/FrDtToDt/ToDt |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
To Date
|
|
ISO Element Definition |
Date and time at which the range ends.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++TechAttrbts
|
| tag |
NvrPblshd
|
| type |
TrueFalseIndicator |
| fullName |
NeverPublished |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/TechAttrbts[0..1]/NvrPblshd[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/TechAttrbts/NvrPblshd |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Never Published
|
|
ISO Element Definition |
Flag to say if the record has ever been published.
|
|
ISO Type Definition |
A flag indicating a True or False value.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++NewRcrd
+++TechAttrbts
|
| tag |
RlvntTradgVn
|
| type |
MICIdentifier |
| fullName |
RelevantTradingVenue |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/NewRcrd[1..1]/TechAttrbts[0..1]/RlvntTradgVn[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/NewRcrd/TechAttrbts/RlvntTradgVn |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Pattern: |
[A-Z0-9]{4,4} |
| Documentation: |
|
|
ISO Element Name |
Relevant Trading Venue
|
|
ISO Element Definition |
Trading venue of the record used by the relevant competent authority to determine
the reference data for the instrument.
|
|
ISO Type Definition |
Market Identifier Code. The identification of a financial market, as stipulated in
the norm ISO 10383 'Codes for exchanges and market identifications'.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
|
| tag |
TermntdRcrd
|
| type |
SecuritiesReferenceDataReport6 |
| fullName |
TerminatedRecord |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Terminated Record
|
|
ISO Type Definition |
Provides details on the securities reference data for the required financial instruments.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd [Sequence] |
|
TechRcrdId |
Technical Record Identification |
|
FinInstrmGnlAttrbts |
Financial Instrument General Attributes |
|
Issr |
Issuer |
|
TradgVnRltdAttrbts |
Trading Venue Related Attributes |
|
DebtInstrmAttrbts |
Debt Instrument Attributes |
|
DerivInstrmAttrbts |
Derivative Instrument Attributes |
|
TechAttrbts |
Technical Attributes |
| Constraint: |
|
|
Name |
ValidDebtMaturityDateRule |
|
Definition |
DebtInstrumentAttributes/MaturityDate cannot be a date earlier than TradingVenueRelatedAttributes/FirstTradeDate,
TradingVenueRelatedAttributes/RequestForAdmissionDate or TradingVenueRelatedAttributes/AdmissionApprovalDate.
|
| Constraint: |
|
|
Name |
ValidDerivativeExpiryDateRule |
|
Definition |
DerivativesInstrumentAttributes/ExpiryDate cannot be a date earlier than TradingVenueRelatedAttributes/FirstTradeDate,
TradingVenueRelatedAttributes/RequestForAdmissionDate or TradingVenueRelatedAttributes/AdmissionApprovalDate.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
|
| tag |
TechRcrdId
|
| type |
Max35Text |
| fullName |
TechnicalRecordIdentification |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/TechRcrdId[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/TechRcrdId |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| minLength |
1 |
| maxLength |
35 |
| Documentation: |
|
|
ISO Element Name |
Technical Record Identification
|
|
ISO Element Definition |
Unique identifier of a record in a message used as part of error management and status
advice message.
|
|
ISO Element Usage |
This identification will be used in the status advice report sent back.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
|
| tag |
FinInstrmGnlAttrbts
|
| type |
SecurityInstrumentDescription9 |
| fullName |
FinancialInstrumentGeneralAttributes |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/FinInstrmGnlAttrbts[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/FinInstrmGnlAttrbts |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Financial Instrument General Attributes
|
|
ISO Element Definition |
Attributes and characteristics of the financial instrument.
|
|
ISO Type Definition |
Identifies the security instrument by its name and typical characteristics.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/FinInstrmGnlAttrbts [Sequence] |
|
Id |
Identification |
|
FullNm |
Full Name |
|
ShrtNm |
Short Name |
|
ClssfctnTp |
Classification Type |
|
NtnlCcy |
Notional Currency |
|
CmmdtyDerivInd |
Commodity Derivative Indicator |
| Constraint: |
|
|
Name |
ValidCFIRule |
|
Definition |
The CFI code must be a valid CFI code as defined by 10962. |
| Constraint: |
|
|
Name |
ValidISINRule |
|
Definition |
ISIN code must pass checksum validation. |
| Constraint: |
|
|
Name |
ValidShortNameRule |
|
Definition |
ShortName must conform with ISO 18774. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++FinInstrmGnlAttrbts
|
| tag |
Id
|
| type |
ISINOct2015Identifier |
| fullName |
Identification |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/FinInstrmGnlAttrbts[1..1]/Id[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/FinInstrmGnlAttrbts/Id |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{2,2}[A-Z0-9]{9,9}[0-9]{1,1} |
| Documentation: |
|
|
ISO Element Name |
Identification
|
|
ISO Element Definition |
Code used to identify the financial instrument.
|
|
ISO Type Definition |
International Securities Identification Number (ISIN). A numbering system designed
by the United Nation's International Organisation for Standardisation (ISO). The ISIN
is composed of a 2-character prefix representing the country of issue, followed by
the national security number (if one exists), and a check digit. Each country has
a national numbering agency that assigns ISIN numbers for securities in that country.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++FinInstrmGnlAttrbts
|
| tag |
FullNm
|
| type |
Max350Text |
| fullName |
FullName |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/FinInstrmGnlAttrbts[1..1]/FullNm[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/FinInstrmGnlAttrbts/FullNm |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| minLength |
1 |
| maxLength |
350 |
| Documentation: |
|
|
ISO Element Name |
Full Name
|
|
ISO Element Definition |
Full name of the financial instrument.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++FinInstrmGnlAttrbts
|
| tag |
ShrtNm
|
| type |
Max35Text |
| fullName |
ShortName |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/FinInstrmGnlAttrbts[1..1]/ShrtNm[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/FinInstrmGnlAttrbts/ShrtNm |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| minLength |
1 |
| maxLength |
35 |
| Documentation: |
|
|
ISO Element Name |
Short Name
|
|
ISO Element Definition |
Short name of financial instrument in accordance with ISO 18774.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++FinInstrmGnlAttrbts
|
| tag |
ClssfctnTp
|
| type |
CFIOct2015Identifier |
| fullName |
ClassificationType |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/FinInstrmGnlAttrbts[1..1]/ClssfctnTp[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/FinInstrmGnlAttrbts/ClssfctnTp |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{6,6} |
| Documentation: |
|
|
ISO Element Name |
Classification Type
|
|
ISO Element Definition |
Classification type of the financial instrument, as per the ISO Classification of
Financial Instrument (CFI) codification.
|
|
ISO Type Definition |
Classification type of the financial instrument, as per the ISO 10962 Classification
of Financial Instrument (CFI) codification, for example, common share with voting
rights, fully paid, or registered.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++FinInstrmGnlAttrbts
|
| tag |
NtnlCcy
|
| type |
ActiveOrHistoricCurrencyCode |
| fullName |
NotionalCurrency |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/FinInstrmGnlAttrbts[1..1]/NtnlCcy[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/FinInstrmGnlAttrbts/NtnlCcy |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{3,3} |
| Documentation: |
|
|
ISO Element Name |
Notional Currency
|
|
ISO Element Definition |
Currency in which the notional is denominated.
|
|
ISO Type Definition |
A code allocated to a currency by a Maintenance Agency under an international identification
scheme, as described in the latest edition of the international standard ISO 4217
"Codes for the representation of currencies and funds".
|
| Constraint: |
|
|
Name |
ActiveOrHistoricCurrency |
|
Definition |
The Currency Code must be registered, or have already been registered. Valid active
or historic currency codes are registered with the ISO 4217 Maintenance Agency, consist
of three (3) contiguous letters, and may be or not be withdrawn on the day the message
containing the Currency is exchanged.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++FinInstrmGnlAttrbts
|
| tag |
CmmdtyDerivInd
|
| type |
TrueFalseIndicator |
| fullName |
CommodityDerivativeIndicator |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/FinInstrmGnlAttrbts[1..1]/CmmdtyDerivInd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/FinInstrmGnlAttrbts/CmmdtyDerivInd |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Commodity Derivative Indicator
|
|
ISO Element Definition |
Indicates whether the financial instrument falls within the definition of commodities
derivative under the local regulation.
|
|
ISO Type Definition |
A flag indicating a True or False value.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
|
| tag |
Issr
|
| type |
LEIIdentifier |
| fullName |
Issuer |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/Issr[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/Issr |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Pattern: |
[A-Z0-9]{18,18}[0-9]{2,2} |
| Documentation: |
|
|
ISO Element Name |
Issuer
|
|
ISO Element Definition |
LEI of Issuer or trading venue operator.
|
|
ISO Type Definition |
Legal Entity Identifier is a code allocated to a party as described in ISO 17442 "Financial
Services - Legal Entity Identifier (LEI)".
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
|
| tag |
TradgVnRltdAttrbts
|
| type |
TradingVenueAttributes1 |
| fullName |
TradingVenueRelatedAttributes |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/TradgVnRltdAttrbts[1..unbounded] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/TradgVnRltdAttrbts |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
unbounded |
| Documentation: |
|
|
ISO Element Name |
Trading Venue Related Attributes
|
|
ISO Element Definition |
Traded venue related attributes.
|
|
ISO Type Definition |
Traded venue related fields.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/TradgVnRltdAttrbts [Sequence] |
|
Id |
Identification |
|
IssrReq |
Issuer Request |
|
AdmssnApprvlDtByIssr |
Admission Approval Date By Issuer |
|
ReqForAdmssnDt |
Request For Admission Date |
|
FrstTradDt |
First Trade Date |
|
TermntnDt |
Termination Date |
| Constraint: |
|
|
Name |
ValidateAdmissionIssuerRule |
|
Definition |
When IssuerRequest is equal to true, then AdmissionApprovalDateByIssuer must be present. |
| Constraint: |
|
|
Name |
ValidMICRule |
|
Definition |
Market Identification code must be an active market at the time of reporting. |
| Constraint: |
|
|
Name |
ValidTerminationDateRule |
|
Definition |
TerminationDate cannot be a date earlier than FirstTradeDate, RequestForAdmissionDate
or AdmissionApprovalDate.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++TradgVnRltdAttrbts
|
| tag |
Id
|
| type |
MICIdentifier |
| fullName |
Identification |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/TradgVnRltdAttrbts[1..unbounded]/Id[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/TradgVnRltdAttrbts/Id |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Pattern: |
[A-Z0-9]{4,4} |
| Documentation: |
|
|
ISO Element Name |
Identification
|
|
ISO Element Definition |
Segment MIC for the trading venue or systematic internaliser, where applicable, otherwise
the operating MIC.
|
|
ISO Type Definition |
Market Identifier Code. The identification of a financial market, as stipulated in
the norm ISO 10383 'Codes for exchanges and market identifications'.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++TradgVnRltdAttrbts
|
| tag |
IssrReq
|
| type |
TrueFalseIndicator |
| fullName |
IssuerRequest |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/TradgVnRltdAttrbts[1..unbounded]/IssrReq[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/TradgVnRltdAttrbts/IssrReq |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Issuer Request
|
|
ISO Element Definition |
Indicates whether the issuer of the financial instrument has requested or approved
the trading or admission to trading of their financial instruments on a trading venue.
|
|
ISO Type Definition |
A flag indicating a True or False value.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++TradgVnRltdAttrbts
|
| tag |
AdmssnApprvlDtByIssr
|
| type |
ISODateTime |
| fullName |
AdmissionApprovalDateByIssuer |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/TradgVnRltdAttrbts[1..unbounded]/AdmssnApprvlDtByIssr[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/TradgVnRltdAttrbts/AdmssnApprvlDtByIssr |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Admission Approval Date By Issuer
|
|
ISO Element Definition |
Date and time the issuer has approved the admission to trading or trading of its financial
instruments on the trading venue.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++TradgVnRltdAttrbts
|
| tag |
ReqForAdmssnDt
|
| type |
ISODateTime |
| fullName |
RequestForAdmissionDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/TradgVnRltdAttrbts[1..unbounded]/ReqForAdmssnDt[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/TradgVnRltdAttrbts/ReqForAdmssnDt |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Request For Admission Date
|
|
ISO Element Definition |
Date and time when the request for admission on the trading venue was made for the
instrument.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++TradgVnRltdAttrbts
|
| tag |
FrstTradDt
|
| type |
ISODateTime |
| fullName |
FirstTradeDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/TradgVnRltdAttrbts[1..unbounded]/FrstTradDt[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/TradgVnRltdAttrbts/FrstTradDt |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
First Trade Date
|
|
ISO Element Definition |
Date and time of the admission to trading on the trading venue or the date and time
when the instrument was first traded or an order or quote was first received by the
trading venue.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++TradgVnRltdAttrbts
|
| tag |
TermntnDt
|
| type |
ISODateTime |
| fullName |
TerminationDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/TradgVnRltdAttrbts[1..unbounded]/TermntnDt[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/TradgVnRltdAttrbts/TermntnDt |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Termination Date
|
|
ISO Element Definition |
Date and time when the financial instrument ceases to be traded or to be admitted
to trading on the trading venue. Where this date and time is unavailable, the field
shall not be populated.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
|
| tag |
DebtInstrmAttrbts
|
| type |
DebtInstrument2 |
| fullName |
DebtInstrumentAttributes |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DebtInstrmAttrbts[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DebtInstrmAttrbts |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Debt Instrument Attributes
|
|
ISO Element Definition |
Attributes specific to debt instruments.
|
|
ISO Type Definition |
Specifies the debit instrument.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DebtInstrmAttrbts [Sequence] |
|
TtlIssdNmnlAmt |
Total Issued Nominal Amount |
|
MtrtyDt |
Maturity Date |
|
NmnlValPerUnit |
Nominal Value Per Unit |
|
IntrstRate |
Interest Rate |
|
DebtSnrty |
Debt Seniority |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DebtInstrmAttrbts
|
| tag |
TtlIssdNmnlAmt
|
| type |
ActiveOrHistoricCurrencyAndAmount |
| fullName |
TotalIssuedNominalAmount |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DebtInstrmAttrbts[0..1]/TtlIssdNmnlAmt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DebtInstrmAttrbts/TtlIssdNmnlAmt |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| minInclusive |
0 |
| fractionDigits |
5 |
| totalDigits |
18 |
| Documentation: |
|
|
ISO Element Name |
Total Issued Nominal Amount
|
|
ISO Element Definition |
Total issued nominal amount in monetary value.
|
|
ISO Type Definition |
A number of monetary units specified in an active or a historic currency where the
unit of currency is explicit and compliant with ISO 4217.
|
| Constraint: |
|
|
Name |
CurrencyAmount |
|
Definition |
The number of fractional digits (or minor unit of currency) must comply with ISO 4217.
Note: The decimal separator is a dot.
|
| @Ccy |
| type |
ActiveOrHistoricCurrencyCode |
| use |
required |
| Pattern: |
[A-Z]{3,3} |
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DebtInstrmAttrbts
|
| tag |
MtrtyDt
|
| type |
ISODate |
| fullName |
MaturityDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DebtInstrmAttrbts[0..1]/MtrtyDt[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DebtInstrmAttrbts/MtrtyDt |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Maturity Date
|
|
ISO Element Definition |
Maturity date of the financial instrument.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DebtInstrmAttrbts
|
| tag |
NmnlValPerUnit
|
| type |
ActiveOrHistoricCurrencyAndAmount |
| fullName |
NominalValuePerUnit |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DebtInstrmAttrbts[0..1]/NmnlValPerUnit[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DebtInstrmAttrbts/NmnlValPerUnit |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| minInclusive |
0 |
| fractionDigits |
5 |
| totalDigits |
18 |
| Documentation: |
|
|
ISO Element Name |
Nominal Value Per Unit
|
|
ISO Element Definition |
Nominal value of each instrument. If not available, the minimum traded value should
be populated.
|
|
ISO Type Definition |
A number of monetary units specified in an active or a historic currency where the
unit of currency is explicit and compliant with ISO 4217.
|
| Constraint: |
|
|
Name |
CurrencyAmount |
|
Definition |
The number of fractional digits (or minor unit of currency) must comply with ISO 4217.
Note: The decimal separator is a dot.
|
| @Ccy |
| type |
ActiveOrHistoricCurrencyCode |
| use |
required |
| Pattern: |
[A-Z]{3,3} |
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DebtInstrmAttrbts
|
| tag |
IntrstRate
|
| type |
InterestRate6Choice |
| fullName |
InterestRate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DebtInstrmAttrbts/IntrstRate |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Interest Rate
|
|
ISO Element Definition |
Interest rate of the debt instrument.
|
|
ISO Type Definition |
Choice between a fixed rate and a floating rate.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DebtInstrmAttrbts/IntrstRate [Choice] |
|
Fxd |
Fixed |
|
Fltg |
Floating |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DebtInstrmAttrbts
++++IntrstRate
|
| tag |
Fxd
|
| type |
PercentageRate |
| fullName |
Fixed |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fxd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DebtInstrmAttrbts/IntrstRate/Fxd |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
10 |
| totalDigits |
11 |
| Documentation: |
|
|
ISO Element Name |
Fixed
|
|
ISO Type Definition |
Rate expressed as a percentage, that is, in hundredths, for example, 0.7 is 7/10 of
a percent, and 7.0 is 7%.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DebtInstrmAttrbts
++++IntrstRate
|
| tag |
Fltg
|
| type |
FloatingInterestRate6 |
| fullName |
Floating |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fltg[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DebtInstrmAttrbts/IntrstRate/Fltg |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Floating
|
|
ISO Type Definition |
Provides the index used to define the rate and the basis point spread.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DebtInstrmAttrbts/IntrstRate/Fltg [Sequence] |
|
RefRate |
Reference Rate |
|
Term |
Term |
|
BsisPtSprd |
Basis Point Spread |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DebtInstrmAttrbts
++++IntrstRate
+++++Fltg
|
| tag |
RefRate
|
| type |
BenchmarkCurveName6Choice |
| fullName |
ReferenceRate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fltg[1..1]/RefRate[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/RefRate |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Reference Rate
|
|
ISO Element Definition |
Identifies the reference index for the debt instrument.
|
|
ISO Type Definition |
Choice of format for benchmark curve name.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/RefRate [Choice] |
|
ISIN |
ISIN |
|
Indx |
Index |
|
Nm |
Name |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DebtInstrmAttrbts
++++IntrstRate
+++++Fltg
++++++RefRate
|
| tag |
ISIN
|
| type |
ISINOct2015Identifier |
| fullName |
ISIN |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fltg[1..1]/RefRate[1..1]/ISIN[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/RefRate/ISIN |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{2,2}[A-Z0-9]{9,9}[0-9]{1,1} |
| Documentation: |
|
|
ISO Element Name |
ISIN
|
|
ISO Type Definition |
International Securities Identification Number (ISIN). A numbering system designed
by the United Nation's International Organisation for Standardisation (ISO). The ISIN
is composed of a 2-character prefix representing the country of issue, followed by
the national security number (if one exists), and a check digit. Each country has
a national numbering agency that assigns ISIN numbers for securities in that country.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DebtInstrmAttrbts
++++IntrstRate
+++++Fltg
++++++RefRate
|
| tag |
Indx
|
| type |
BenchmarkCurveName2Code |
| fullName |
Index |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fltg[1..1]/RefRate[1..1]/Indx[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/RefRate/Indx |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
WIBO |
| Definition |
Warsaw Interbank Offered Rate. |
| Name |
WIBOR |
| ISO Definition |
Warsaw Interbank Offered Rate. |
| ISO Name |
WIBOR |
|
|
TREA |
| Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| Name |
Treasury |
| ISO Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| ISO Name |
Treasury |
|
|
TIBO |
| Definition |
Tokyo Interbank Offered Rate. |
| Name |
TIBOR |
| ISO Definition |
Tokyo Interbank Offered Rate. |
| ISO Name |
TIBOR |
|
|
TLBO |
| Definition |
Tel Aviv Interbank Offered Rate. |
| Name |
TELBOR |
| ISO Definition |
Tel Aviv Interbank Offered Rate. |
| ISO Name |
TELBOR |
|
|
SWAP |
| Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| Name |
SWAP |
| ISO Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| ISO Name |
SWAP |
|
|
STBO |
| Definition |
Stockholm Interbank Offered Rate. |
| Name |
STIBOR |
| ISO Definition |
Stockholm Interbank Offered Rate. |
| ISO Name |
STIBOR |
|
|
PRBO |
| Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| Name |
PRIBOR |
| ISO Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| ISO Name |
PRIBOR |
|
|
PFAN |
| Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| Name |
Pfandbriefe |
| ISO Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| ISO Name |
Pfandbriefe |
|
|
NIBO |
| Definition |
Norwegian Interbank Offered Rate. |
| Name |
NIBOR |
| ISO Definition |
Norwegian Interbank Offered Rate. |
| ISO Name |
NIBOR |
|
|
MAAA |
| Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| Name |
MuniAAA |
| ISO Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| ISO Name |
MuniAAA |
|
|
MOSP |
| Definition |
Moscow Prime Offered Rate. |
| Name |
MOSPRIM |
| ISO Definition |
Moscow Prime Offered Rate. |
| ISO Name |
MOSPRIM |
|
|
LIBO |
| Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| Name |
LIBOR |
| ISO Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| ISO Name |
LIBOR |
|
|
LIBI |
| Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| Name |
LIBID |
| ISO Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| ISO Name |
LIBID |
|
|
JIBA |
| Definition |
Johannesburg Interbank Agreed Rate. |
| Name |
JIBAR |
| ISO Definition |
Johannesburg Interbank Agreed Rate. |
| ISO Name |
JIBAR |
|
|
ISDA |
| Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| Name |
ISDAFIX |
| ISO Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| ISO Name |
ISDAFIX |
|
|
GCFR |
| Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| Name |
GCFRepo |
| ISO Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| ISO Name |
GCFRepo |
|
|
FUSW |
| Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| Name |
FutureSWAP |
| ISO Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| ISO Name |
FutureSWAP |
|
|
EUCH |
| Definition |
Swiss Franc LIBOR rate. |
| Name |
EuroSwiss |
| ISO Definition |
Swiss Franc LIBOR rate. |
| ISO Name |
EuroSwiss |
|
|
EUUS |
| Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| Name |
EURODOLLAR |
| ISO Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| ISO Name |
EURODOLLAR |
|
|
EURI |
| Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| Name |
Euribor |
| ISO Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| ISO Name |
Euribor |
|
|
EONS |
| Definition |
Euro OverNight Index Average swap rate. |
| Name |
EONIASwaps |
| ISO Definition |
Euro OverNight Index Average swap rate. |
| ISO Name |
EONIASwaps |
|
|
EONA |
| Definition |
Euro OverNight Index Average rate. |
| Name |
EONIA |
| ISO Definition |
Euro OverNight Index Average rate. |
| ISO Name |
EONIA |
|
|
CIBO |
| Definition |
Copenhagen Interbank Offered Rate. |
| Name |
CIBOR |
| ISO Definition |
Copenhagen Interbank Offered Rate. |
| ISO Name |
CIBOR |
|
|
CDOR |
| Definition |
Canadian Dollar Offered Rate. |
| Name |
CDOR |
| ISO Definition |
Canadian Dollar Offered Rate. |
| ISO Name |
CDOR |
|
|
BUBO |
| Definition |
Budapest Interbank Offered Rate. |
| Name |
BUBOR |
| ISO Definition |
Budapest Interbank Offered Rate. |
| ISO Name |
BUBOR |
|
|
BBSW |
| Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| Name |
BBSW |
| ISO Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| ISO Name |
BBSW |
|
| Documentation: |
|
|
ISO Element Name |
Index
|
|
ISO Type Definition |
Specifies a benchmark curve name.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DebtInstrmAttrbts
++++IntrstRate
+++++Fltg
++++++RefRate
|
| tag |
Nm
|
| type |
Max25Text |
| fullName |
Name |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fltg[1..1]/RefRate[1..1]/Nm[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/RefRate/Nm |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| minLength |
1 |
| maxLength |
25 |
| Documentation: |
|
|
ISO Element Name |
Name
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DebtInstrmAttrbts
++++IntrstRate
+++++Fltg
|
| tag |
Term
|
| type |
InterestRateContractTerm2 |
| fullName |
Term |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fltg[1..1]/Term[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/Term |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Term
|
|
ISO Element Definition |
Term of the index/benchmark of a floating rate bond. The term shall be expressed in
days, weeks, months or years.
|
|
ISO Type Definition |
Describes how interest rates are reported.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/Term [Sequence] |
|
Unit |
Unit |
|
Val |
Value |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DebtInstrmAttrbts
++++IntrstRate
+++++Fltg
++++++Term
|
| tag |
Unit
|
| type |
RateBasis1Code |
| fullName |
Unit |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fltg[1..1]/Term[1..1]/Unit[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/Term/Unit |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
DAYS |
| Definition |
Rate is reported in days. |
| Name |
Days |
| ISO Definition |
Rate is reported in days. |
| ISO Name |
Days |
|
|
MNTH |
| Definition |
Rate is reported in months. |
| Name |
Months |
| ISO Definition |
Rate is reported in months. |
| ISO Name |
Months |
|
|
WEEK |
| Definition |
Rate is reported in weeks. |
| Name |
Weeks |
| ISO Definition |
Rate is reported in weeks. |
| ISO Name |
Weeks |
|
|
YEAR |
| Definition |
Rate is reported in years. |
| Name |
Years |
| ISO Definition |
Rate is reported in years. |
| ISO Name |
Years |
|
| Documentation: |
|
|
ISO Element Name |
Unit
|
|
ISO Element Definition |
Unit for the rate basis.
|
|
ISO Type Definition |
Specifies a rate basis.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DebtInstrmAttrbts
++++IntrstRate
+++++Fltg
++++++Term
|
| tag |
Val
|
| type |
Max3Number |
| fullName |
Value |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fltg[1..1]/Term[1..1]/Val[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/Term/Val |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
0 |
| totalDigits |
3 |
| Documentation: |
|
|
ISO Element Name |
Value
|
|
ISO Element Definition |
Value of the contract term in number of units.
|
|
ISO Type Definition |
Number (max 999) of objects represented as an integer.
|
| Constraint: |
|
|
Name |
NumberRule |
|
Definition |
If Number is negative, then Sign must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DebtInstrmAttrbts
++++IntrstRate
+++++Fltg
|
| tag |
BsisPtSprd
|
| type |
Max5Number |
| fullName |
BasisPointSpread |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DebtInstrmAttrbts[0..1]/IntrstRate[1..1]/Fltg[1..1]/BsisPtSprd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DebtInstrmAttrbts/IntrstRate/Fltg/BsisPtSprd |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
0 |
| totalDigits |
5 |
| Documentation: |
|
|
ISO Element Name |
Basis Point Spread
|
|
ISO Element Definition |
Number of basis points above (if positive) or below (if negative) the underlying reference
rate to calculate the actual interest rate applicable for a given period at issuance
of the floating rate instrument.
|
|
ISO Element Usage |
Used to express differences in interest rates, for example, a difference of 0.10%
is equivalent to a change of 10 basis points.
|
|
ISO Type Definition |
Number (max 99999) of objects represented as an integer.
|
| Constraint: |
|
|
Name |
NumberRule |
|
Definition |
If Number is negative, then Sign must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DebtInstrmAttrbts
|
| tag |
DebtSnrty
|
| type |
DebtInstrumentSeniorityType1Code |
| fullName |
DebtSeniority |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DebtInstrmAttrbts[0..1]/DebtSnrty[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DebtInstrmAttrbts/DebtSnrty |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
SBOD |
| Definition |
Debt owed to an unsecured creditor that can only be paid, in the event of a liquidation,
after the claims of secured creditors have been met.
|
| Name |
SubordinatedDebt |
| ISO Definition |
Debt owed to an unsecured creditor that can only be paid, in the event of a liquidation,
after the claims of secured creditors have been met.
|
| ISO Name |
SubordinatedDebt |
|
|
SNDB |
| Definition |
Debt that takes priority over other unsecured or otherwise more junior debt owed by
the issuer.
|
| Name |
SeniorDebt |
| ISO Definition |
Debt that takes priority over other unsecured or otherwise more junior debt owed by
the issuer.
|
| ISO Name |
SeniorDebt |
|
|
MZZD |
| Definition |
Subordinated debt or preferred equity instrument that represents a claim on a company's
assets which is senior only to that of the common shares.
|
| Name |
MezzanineDebt |
| ISO Definition |
Subordinated debt or preferred equity instrument that represents a claim on a company's
assets which is senior only to that of the common shares.
|
| ISO Name |
MezzanineDebt |
|
|
JUND |
| Definition |
Debt that is either unsecured or has a lower priority than of another debt claim on
the same asset or property.
|
| Name |
JuniorDebt |
| ISO Definition |
Debt that is either unsecured or has a lower priority than of another debt claim on
the same asset or property.
|
| ISO Name |
JuniorDebt |
|
| Documentation: |
|
|
ISO Element Name |
Debt Seniority
|
|
ISO Element Definition |
Seniority for a specific debt instrument.
|
|
ISO Type Definition |
Specifies the seniority type of a specific debt instrument.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
|
| tag |
DerivInstrmAttrbts
|
| type |
DerivativeInstrument5 |
| fullName |
DerivativeInstrumentAttributes |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Derivative Instrument Attributes
|
|
ISO Element Definition |
Attributes specific to derivative instruments.
|
|
ISO Type Definition |
Specifies the derivative instrument.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts [Sequence] |
|
XpryDt |
Expiry Date |
|
PricMltplr |
Price Multiplier |
|
UndrlygInstrm |
Underlying Instrument |
|
OptnTp |
Option Type |
|
StrkPric |
Strike Price |
|
OptnExrcStyle |
Option Exercise Style |
|
DlvryTp |
Delivery Type |
|
AsstClssSpcfcAttrbts |
Asset Class Specific Attributes |
| Constraint: |
|
|
Name |
OneElementPresentRule |
|
Definition |
At least one of 5 elements must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
|
| tag |
XpryDt
|
| type |
ISODate |
| fullName |
ExpiryDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/XpryDt[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/XpryDt |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Expiry Date
|
|
ISO Element Definition |
Expiry date of the financial instrument.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
|
| tag |
PricMltplr
|
| type |
NonNegativeDecimalNumber |
| fullName |
PriceMultiplier |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/PricMltplr[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/PricMltplr |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| minInclusive |
0 |
| fractionDigits |
17 |
| totalDigits |
18 |
| Documentation: |
|
|
ISO Element Name |
Price Multiplier
|
|
ISO Element Definition |
Number of units of the underlying instrument represented by a single derivative contract.
For a future or option on an index, the amount per index point.
|
|
ISO Type Definition |
Number of objects represented as a non negative decimal number, for example, 0.75
or 45.6.
|
| Constraint: |
|
|
Name |
MultiplierRule |
|
Definition |
Price Multiplier must not be zero. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
|
| tag |
UndrlygInstrm
|
| type |
FinancialInstrumentIdentification5Choice |
| fullName |
UnderlyingInstrument |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/UndrlygInstrm |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Underlying Instrument
|
|
ISO Element Definition |
Choice to specify the type(s) of underlying instrument(s) that make up the financial
instrument.
|
|
ISO Type Definition |
Choice for identifying the underlying instruments that a derivative can consist of.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/UndrlygInstrm [Choice] |
|
Sngl |
Single |
|
Bskt |
Basket |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
|
| tag |
Sngl
|
| type |
FinancialInstrument48Choice |
| fullName |
Single |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Single
|
|
ISO Type Definition |
Choice to specific an instrument of type ISIN, LEI or Index.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl [Choice] |
|
ISIN |
ISIN |
|
LEI |
LEI |
|
Indx |
Index |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
|
| tag |
ISIN
|
| type |
ISINOct2015Identifier |
| fullName |
ISIN |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/ISIN[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/ISIN |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{2,2}[A-Z0-9]{9,9}[0-9]{1,1} |
| Documentation: |
|
|
ISO Element Name |
ISIN
|
|
ISO Type Definition |
International Securities Identification Number (ISIN). A numbering system designed
by the United Nation's International Organisation for Standardisation (ISO). The ISIN
is composed of a 2-character prefix representing the country of issue, followed by
the national security number (if one exists), and a check digit. Each country has
a national numbering agency that assigns ISIN numbers for securities in that country.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
|
| tag |
LEI
|
| type |
LEIIdentifier |
| fullName |
LEI |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/LEI[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/LEI |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Pattern: |
[A-Z0-9]{18,18}[0-9]{2,2} |
| Documentation: |
|
|
ISO Element Name |
LEI
|
|
ISO Type Definition |
Legal Entity Identifier is a code allocated to a party as described in ISO 17442 "Financial
Services - Legal Entity Identifier (LEI)".
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
|
| tag |
Indx
|
| type |
FinancialInstrument58 |
| fullName |
Index |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/Indx[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Index
|
|
ISO Type Definition |
Specifies underlying instruments or index a derivative has.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx [Sequence] |
|
ISIN |
ISIN |
|
Nm |
Name |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
++++++Indx
|
| tag |
ISIN
|
| type |
ISINOct2015Identifier |
| fullName |
ISIN |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/Indx[1..1]/ISIN[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/ISIN |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{2,2}[A-Z0-9]{9,9}[0-9]{1,1} |
| Documentation: |
|
|
ISO Element Name |
ISIN
|
|
ISO Element Definition |
Identification of the index on which the financial instrument is based.
|
|
ISO Type Definition |
International Securities Identification Number (ISIN). A numbering system designed
by the United Nation's International Organisation for Standardisation (ISO). The ISIN
is composed of a 2-character prefix representing the country of issue, followed by
the national security number (if one exists), and a check digit. Each country has
a national numbering agency that assigns ISIN numbers for securities in that country.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
++++++Indx
|
| tag |
Nm
|
| type |
FloatingInterestRate8 |
| fullName |
Name |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/Indx[1..1]/Nm[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Name
|
|
ISO Element Definition |
Name of the index on which the financial instrument is based.
|
|
ISO Type Definition |
Provides the index used to define the rate and optionally the basis point spread.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm [Sequence] |
|
RefRate |
Reference Rate |
|
Term |
Term |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
++++++Indx
+++++++Nm
|
| tag |
RefRate
|
| type |
BenchmarkCurveName5Choice |
| fullName |
ReferenceRate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/Indx[1..1]/Nm[1..1]/RefRate[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm/RefRate |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Reference Rate
|
|
ISO Element Definition |
Identifies the reference index for the instrument.
|
|
ISO Element Usage |
Index or name if the reference rate is not included in the index list.
|
|
ISO Type Definition |
Choice of format for benchmark curve name.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm/RefRate [Choice] |
|
Indx |
Index |
|
Nm |
Name |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
++++++Indx
+++++++Nm
++++++++RefRate
|
| tag |
Indx
|
| type |
BenchmarkCurveName2Code |
| fullName |
Index |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/Indx[1..1]/Nm[1..1]/RefRate[1..1]/Indx[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm/RefRate/Indx |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
WIBO |
| Definition |
Warsaw Interbank Offered Rate. |
| Name |
WIBOR |
| ISO Definition |
Warsaw Interbank Offered Rate. |
| ISO Name |
WIBOR |
|
|
TREA |
| Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| Name |
Treasury |
| ISO Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| ISO Name |
Treasury |
|
|
TIBO |
| Definition |
Tokyo Interbank Offered Rate. |
| Name |
TIBOR |
| ISO Definition |
Tokyo Interbank Offered Rate. |
| ISO Name |
TIBOR |
|
|
TLBO |
| Definition |
Tel Aviv Interbank Offered Rate. |
| Name |
TELBOR |
| ISO Definition |
Tel Aviv Interbank Offered Rate. |
| ISO Name |
TELBOR |
|
|
SWAP |
| Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| Name |
SWAP |
| ISO Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| ISO Name |
SWAP |
|
|
STBO |
| Definition |
Stockholm Interbank Offered Rate. |
| Name |
STIBOR |
| ISO Definition |
Stockholm Interbank Offered Rate. |
| ISO Name |
STIBOR |
|
|
PRBO |
| Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| Name |
PRIBOR |
| ISO Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| ISO Name |
PRIBOR |
|
|
PFAN |
| Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| Name |
Pfandbriefe |
| ISO Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| ISO Name |
Pfandbriefe |
|
|
NIBO |
| Definition |
Norwegian Interbank Offered Rate. |
| Name |
NIBOR |
| ISO Definition |
Norwegian Interbank Offered Rate. |
| ISO Name |
NIBOR |
|
|
MAAA |
| Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| Name |
MuniAAA |
| ISO Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| ISO Name |
MuniAAA |
|
|
MOSP |
| Definition |
Moscow Prime Offered Rate. |
| Name |
MOSPRIM |
| ISO Definition |
Moscow Prime Offered Rate. |
| ISO Name |
MOSPRIM |
|
|
LIBO |
| Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| Name |
LIBOR |
| ISO Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| ISO Name |
LIBOR |
|
|
LIBI |
| Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| Name |
LIBID |
| ISO Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| ISO Name |
LIBID |
|
|
JIBA |
| Definition |
Johannesburg Interbank Agreed Rate. |
| Name |
JIBAR |
| ISO Definition |
Johannesburg Interbank Agreed Rate. |
| ISO Name |
JIBAR |
|
|
ISDA |
| Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| Name |
ISDAFIX |
| ISO Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| ISO Name |
ISDAFIX |
|
|
GCFR |
| Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| Name |
GCFRepo |
| ISO Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| ISO Name |
GCFRepo |
|
|
FUSW |
| Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| Name |
FutureSWAP |
| ISO Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| ISO Name |
FutureSWAP |
|
|
EUCH |
| Definition |
Swiss Franc LIBOR rate. |
| Name |
EuroSwiss |
| ISO Definition |
Swiss Franc LIBOR rate. |
| ISO Name |
EuroSwiss |
|
|
EUUS |
| Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| Name |
EURODOLLAR |
| ISO Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| ISO Name |
EURODOLLAR |
|
|
EURI |
| Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| Name |
Euribor |
| ISO Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| ISO Name |
Euribor |
|
|
EONS |
| Definition |
Euro OverNight Index Average swap rate. |
| Name |
EONIASwaps |
| ISO Definition |
Euro OverNight Index Average swap rate. |
| ISO Name |
EONIASwaps |
|
|
EONA |
| Definition |
Euro OverNight Index Average rate. |
| Name |
EONIA |
| ISO Definition |
Euro OverNight Index Average rate. |
| ISO Name |
EONIA |
|
|
CIBO |
| Definition |
Copenhagen Interbank Offered Rate. |
| Name |
CIBOR |
| ISO Definition |
Copenhagen Interbank Offered Rate. |
| ISO Name |
CIBOR |
|
|
CDOR |
| Definition |
Canadian Dollar Offered Rate. |
| Name |
CDOR |
| ISO Definition |
Canadian Dollar Offered Rate. |
| ISO Name |
CDOR |
|
|
BUBO |
| Definition |
Budapest Interbank Offered Rate. |
| Name |
BUBOR |
| ISO Definition |
Budapest Interbank Offered Rate. |
| ISO Name |
BUBOR |
|
|
BBSW |
| Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| Name |
BBSW |
| ISO Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| ISO Name |
BBSW |
|
| Documentation: |
|
|
ISO Element Name |
Index
|
|
ISO Type Definition |
Specifies a benchmark curve name.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
++++++Indx
+++++++Nm
++++++++RefRate
|
| tag |
Nm
|
| type |
Max25Text |
| fullName |
Name |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/Indx[1..1]/Nm[1..1]/RefRate[1..1]/Nm[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm/RefRate/Nm |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| minLength |
1 |
| maxLength |
25 |
| Documentation: |
|
|
ISO Element Name |
Name
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
++++++Indx
+++++++Nm
|
| tag |
Term
|
| type |
InterestRateContractTerm2 |
| fullName |
Term |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/Indx[1..1]/Nm[1..1]/Term[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm/Term |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Term
|
|
ISO Element Definition |
Term of the reference rate.
|
|
ISO Type Definition |
Describes how interest rates are reported.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm/Term [Sequence] |
|
Unit |
Unit |
|
Val |
Value |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
++++++Indx
+++++++Nm
++++++++Term
|
| tag |
Unit
|
| type |
RateBasis1Code |
| fullName |
Unit |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/Indx[1..1]/Nm[1..1]/Term[0..1]/Unit[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm/Term/Unit |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
DAYS |
| Definition |
Rate is reported in days. |
| Name |
Days |
| ISO Definition |
Rate is reported in days. |
| ISO Name |
Days |
|
|
MNTH |
| Definition |
Rate is reported in months. |
| Name |
Months |
| ISO Definition |
Rate is reported in months. |
| ISO Name |
Months |
|
|
WEEK |
| Definition |
Rate is reported in weeks. |
| Name |
Weeks |
| ISO Definition |
Rate is reported in weeks. |
| ISO Name |
Weeks |
|
|
YEAR |
| Definition |
Rate is reported in years. |
| Name |
Years |
| ISO Definition |
Rate is reported in years. |
| ISO Name |
Years |
|
| Documentation: |
|
|
ISO Element Name |
Unit
|
|
ISO Element Definition |
Unit for the rate basis.
|
|
ISO Type Definition |
Specifies a rate basis.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Sngl
++++++Indx
+++++++Nm
++++++++Term
|
| tag |
Val
|
| type |
Max3Number |
| fullName |
Value |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Sngl[1..1]/Indx[1..1]/Nm[1..1]/Term[0..1]/Val[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Sngl/Indx/Nm/Term/Val |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
0 |
| totalDigits |
3 |
| Documentation: |
|
|
ISO Element Name |
Value
|
|
ISO Element Definition |
Value of the contract term in number of units.
|
|
ISO Type Definition |
Number (max 999) of objects represented as an integer.
|
| Constraint: |
|
|
Name |
NumberRule |
|
Definition |
If Number is negative, then Sign must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
|
| tag |
Bskt
|
| type |
FinancialInstrument53 |
| fullName |
Basket |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Bskt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Bskt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Basket
|
|
ISO Type Definition |
Specify the ISIN(s) and / or LEI(s) that are present in a basket.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Bskt [Sequence] |
|
ISIN |
ISIN |
|
LEI |
LEI |
| Constraint: |
|
|
Name |
BasketInstrumentUniquenessRule |
|
Definition |
Where an underlying instrument basket is populated, all ISINs or LEIs must be unique. |
| Constraint: |
|
|
Name |
OneElementPresentRule |
|
Definition |
At least one of 5 elements must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Bskt
|
| tag |
ISIN
|
| type |
ISINOct2015Identifier |
| fullName |
ISIN |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Bskt[1..1]/ISIN[0..unbounded] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Bskt/ISIN |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
unbounded |
| Pattern: |
[A-Z]{2,2}[A-Z0-9]{9,9}[0-9]{1,1} |
| Documentation: |
|
|
ISO Element Name |
ISIN
|
|
ISO Element Definition |
Identifies the financial instrument using an ISIN.
|
|
ISO Type Definition |
International Securities Identification Number (ISIN). A numbering system designed
by the United Nation's International Organisation for Standardisation (ISO). The ISIN
is composed of a 2-character prefix representing the country of issue, followed by
the national security number (if one exists), and a check digit. Each country has
a national numbering agency that assigns ISIN numbers for securities in that country.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++UndrlygInstrm
+++++Bskt
|
| tag |
LEI
|
| type |
LEIIdentifier |
| fullName |
LEI |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/UndrlygInstrm[0..1]/Bskt[1..1]/LEI[0..unbounded] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/UndrlygInstrm/Bskt/LEI |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
unbounded |
| Pattern: |
[A-Z0-9]{18,18}[0-9]{2,2} |
| Documentation: |
|
|
ISO Element Name |
LEI
|
|
ISO Element Definition |
The LEI code of the issuer where the instrument is referring to an issuer rather than
one single instrument.
|
|
ISO Type Definition |
Legal Entity Identifier is a code allocated to a party as described in ISO 17442 "Financial
Services - Legal Entity Identifier (LEI)".
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
|
| tag |
OptnTp
|
| type |
OptionType2Code |
| fullName |
OptionType |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/OptnTp[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/OptnTp |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
CALL |
| Definition |
Right to buy a quantity of an asset for an agreed price at exercise date. |
| Name |
Call |
| ISO Definition |
Right to buy a quantity of an asset for an agreed price at exercise date. |
| ISO Name |
Call |
|
|
PUTO |
| Definition |
Right to sell a quantity of an asset for an agreed price at exercise date. |
| Name |
Put |
| ISO Definition |
Right to sell a quantity of an asset for an agreed price at exercise date. |
| ISO Name |
Put |
|
|
OTHR |
| Definition |
Right where the holder of the option decides whether the option is put or call. |
| Name |
Other |
| ISO Definition |
Right where the holder of the option decides whether the option is put or call. |
| ISO Name |
Other |
|
| Documentation: |
|
|
ISO Element Name |
Option Type
|
|
ISO Element Definition |
Specifies whether it is a call option (right to purchase a specific underlying asset)
or a put option (right to sell a specific underlying asset).
|
|
ISO Element Usage |
Within the scope of MiFIR, RTS 23, the following meanings should be used where a swaption
is being detailed, “Put”, in case of receiver swaption, in which the buyer has the
right to enter into a swap as a fixed-rate receiver. Call”, in case of payer swaption,
in which the buyer has the right to enter into a swap as a fixed-rate payer. Caps
and floors shall interpret this field as, "Put”, in case of a Floor, "Call”, in case
of a Cap. Field only applies to derivatives that are options or warrants.
|
|
ISO Type Definition |
Specifies whether it is a call option (right to purchase a specific underlying asset)
or a put option (right to sell a specific underlying asset) or any other type of option.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
|
| tag |
StrkPric
|
| type |
SecuritiesTransactionPrice4Choice |
| fullName |
StrikePrice |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/StrkPric |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Strike Price
|
|
ISO Element Definition |
Attributes to specify the strike price of a derivative.
|
|
ISO Element Usage |
Within the scope of MiFIR RTS 23, these are the fields 31 and 32. This field only
applies to options, warrants, spread bet on an option on an equity or contract for
difference on an option on an equity. Where price is currently not available but pending,
the value shall be ’PNDG’. Where strike price is not applicable it shall not be populated.
|
|
ISO Type Definition |
Choice element capturing strike price related descriptive information.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/StrkPric [Choice] |
|
Pric |
Price |
|
NoPric |
No Price |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++StrkPric
|
| tag |
Pric
|
| type |
SecuritiesTransactionPrice2Choice |
| fullName |
Price |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/Pric[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/StrkPric/Pric |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Price
|
|
ISO Type Definition |
Choice to define the price of the securities transaction.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/StrkPric/Pric [Choice] |
|
MntryVal |
Monetary Value |
|
Pctg |
Percentage |
|
Yld |
Yield |
|
BsisPts |
Basis Points |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++StrkPric
+++++Pric
|
| tag |
MntryVal
|
| type |
AmountAndDirection61 |
| fullName |
MonetaryValue |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/Pric[1..1]/MntryVal[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/StrkPric/Pric/MntryVal |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Monetary Value
|
|
ISO Type Definition |
Amount of money expressed with an optional currency code and debit/credit indicator.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/StrkPric/Pric/MntryVal [Sequence] |
|
Amt |
Amount |
|
Sgn |
Sign |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++StrkPric
+++++Pric
++++++MntryVal
|
| tag |
Amt
|
| type |
ActiveCurrencyAnd13DecimalAmount |
| fullName |
Amount |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/Pric[1..1]/MntryVal[1..1]/Amt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/StrkPric/Pric/MntryVal/Amt |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| minInclusive |
0 |
| fractionDigits |
13 |
| totalDigits |
18 |
| Documentation: |
|
|
ISO Element Name |
Amount
|
|
ISO Element Definition |
Amount of money that results in an increase (positively signed) or decrease (negatively
signed), with specification of the currency.
|
|
ISO Type Definition |
A number of monetary units specified in an active currency where the unit of currency
is explicit and compliant with ISO 4217. The number of fractional digits (or minor
unit of currency) is not checked as per ISO 4217: It must be lesser than or equal
to 13.
Note: The decimal separator is a dot.
|
| @Ccy |
| type |
ActiveCurrencyCode |
| use |
required |
| Pattern: |
[A-Z]{3,3} |
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++StrkPric
+++++Pric
++++++MntryVal
|
| tag |
Sgn
|
| type |
PlusOrMinusIndicator |
| fullName |
Sign |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/Pric[1..1]/MntryVal[1..1]/Sgn[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/StrkPric/Pric/MntryVal/Sgn |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Sign
|
|
ISO Element Definition |
Indicates that the amount value is positive or negative.
|
|
ISO Type Definition |
Indicates a positive or negative value.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++StrkPric
+++++Pric
|
| tag |
Pctg
|
| type |
PercentageRate |
| fullName |
Percentage |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/Pric[1..1]/Pctg[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/StrkPric/Pric/Pctg |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
10 |
| totalDigits |
11 |
| Documentation: |
|
|
ISO Element Name |
Percentage
|
|
ISO Type Definition |
Rate expressed as a percentage, that is, in hundredths, for example, 0.7 is 7/10 of
a percent, and 7.0 is 7%.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++StrkPric
+++++Pric
|
| tag |
Yld
|
| type |
PercentageRate |
| fullName |
Yield |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/Pric[1..1]/Yld[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/StrkPric/Pric/Yld |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
10 |
| totalDigits |
11 |
| Documentation: |
|
|
ISO Element Name |
Yield
|
|
ISO Type Definition |
Rate expressed as a percentage, that is, in hundredths, for example, 0.7 is 7/10 of
a percent, and 7.0 is 7%.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++StrkPric
+++++Pric
|
| tag |
BsisPts
|
| type |
DecimalNumber |
| fullName |
BasisPoints |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/Pric[1..1]/BsisPts[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/StrkPric/Pric/BsisPts |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
17 |
| totalDigits |
18 |
| Documentation: |
|
|
ISO Element Name |
Basis Points
|
|
ISO Type Definition |
Number of objects represented as a decimal number, for example 0.75 or 45.6.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++StrkPric
|
| tag |
NoPric
|
| type |
SecuritiesTransactionPrice1 |
| fullName |
NoPrice |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/NoPric[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/StrkPric/NoPric |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
No Price
|
|
ISO Type Definition |
Descriptive fields capturing where no strike price is known.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/StrkPric/NoPric [Sequence] |
|
Pdg |
Pending |
|
Ccy |
Currency |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++StrkPric
+++++NoPric
|
| tag |
Pdg
|
| type |
PriceStatus1Code |
| fullName |
Pending |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/NoPric[1..1]/Pdg[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/StrkPric/NoPric/Pdg |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
PNDG |
| Definition |
Price is pending. |
| Name |
Pending |
| ISO Definition |
Price is pending. |
| ISO Name |
Pending |
|
|
NOAP |
| Definition |
No price for transaction (e.g. transfer between accounts). |
| Name |
NotApplicable |
| ISO Definition |
No price for transaction (e.g. transfer between accounts). |
| ISO Name |
NotApplicable |
|
| Documentation: |
|
|
ISO Element Name |
Pending
|
|
ISO Element Definition |
Price is currently not available, but pending.
|
|
ISO Type Definition |
Specifies the status of the price of a financial instrument.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++StrkPric
+++++NoPric
|
| tag |
Ccy
|
| type |
ActiveOrHistoricCurrencyCode |
| fullName |
Currency |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/StrkPric[0..1]/NoPric[1..1]/Ccy[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/StrkPric/NoPric/Ccy |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{3,3} |
| Documentation: |
|
|
ISO Element Name |
Currency
|
|
ISO Element Definition |
Currency that will be used but for which no price is yet known.
|
|
ISO Type Definition |
A code allocated to a currency by a Maintenance Agency under an international identification
scheme, as described in the latest edition of the international standard ISO 4217
"Codes for the representation of currencies and funds".
|
| Constraint: |
|
|
Name |
ActiveOrHistoricCurrency |
|
Definition |
The Currency Code must be registered, or have already been registered. Valid active
or historic currency codes are registered with the ISO 4217 Maintenance Agency, consist
of three (3) contiguous letters, and may be or not be withdrawn on the day the message
containing the Currency is exchanged.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
|
| tag |
OptnExrcStyle
|
| type |
OptionStyle7Code |
| fullName |
OptionExerciseStyle |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/OptnExrcStyle[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/OptnExrcStyle |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
AMER |
| Definition |
Option can be exercised before or on expiry date. |
| Name |
American |
| ISO Definition |
Option can be exercised before or on expiry date. |
| ISO Name |
American |
|
|
ASIA |
| Definition |
Option where the payoff is not determined by the underlying price at maturity but
by the average underlying price over some pre-set period of time.
|
| Name |
Asian |
| ISO Definition |
Option where the payoff is not determined by the underlying price at maturity but
by the average underlying price over some pre-set period of time.
|
| ISO Name |
Asian |
|
|
BERM |
| Definition |
Option that can be exercised on multiple discrete dates prior to, or on expiry date. |
| Name |
Bermudan |
| ISO Definition |
Option that can be exercised on multiple discrete dates prior to, or on expiry date. |
| ISO Name |
Bermudan |
|
|
EURO |
| Definition |
Option that can be exercised on expiry date only. |
| Name |
European |
| ISO Definition |
Option that can be exercised on expiry date only. |
| ISO Name |
European |
|
|
OTHR |
| Definition |
Other type of option style. |
| Name |
Other |
| ISO Definition |
Other type of option style. |
| ISO Name |
Other |
|
| Documentation: |
|
|
ISO Element Name |
Option Exercise Style
|
|
ISO Element Definition |
Indication as to whether the option may be exercised only at a fixed date (European,
and Asian style), a series of pre-specified dates (Bermudan) or at any time during
the life of the contract (American style).
|
|
ISO Element Usage |
Within the scope of MiFIR, RTS 23, this field is only applicable for options, warrants
and entitlement certificates.
|
|
ISO Type Definition |
Specifies how an option for a derivative or securities derivative can be exercised.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
|
| tag |
DlvryTp
|
| type |
PhysicalTransferType4Code |
| fullName |
DeliveryType |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/DlvryTp[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/DlvryTp |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
PHYS |
| Definition |
Physical transfer. |
| Name |
Physical |
| ISO Definition |
Physical transfer. |
| ISO Name |
Physical |
|
|
OPTL |
| Definition |
Determined by a third party or optional for counterparty. |
| Name |
Optional |
| ISO Definition |
Determined by a third party or optional for counterparty. |
| ISO Name |
Optional |
|
|
CASH |
| Definition |
Cash transfer. |
| Name |
Cash |
| ISO Definition |
Cash transfer. |
| ISO Name |
Cash |
|
| Documentation: |
|
|
ISO Element Name |
Delivery Type
|
|
ISO Element Definition |
Indicates whether the transaction is settled physically or in cash.
|
|
ISO Type Definition |
Specifies the asset delivery type when the financial instrument is settled.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
|
| tag |
AsstClssSpcfcAttrbts
|
| type |
AssetClass2 |
| fullName |
AssetClassSpecificAttributes |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Asset Class Specific Attributes
|
|
ISO Element Definition |
Specific attributes of the underlying asset class of the financial instrument.
|
|
ISO Type Definition |
Structure for defining asset class specific details of a derivative to be declared.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts [Sequence] |
|
Cmmdty |
Commodity |
|
Intrst |
Interest |
|
FX |
Foreign Exchange |
| Constraint: |
|
|
Name |
OneElementPresentRule |
|
Definition |
At least one of the 3 elements must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
|
| tag |
Cmmdty
|
| type |
DerivativeCommodity2 |
| fullName |
Commodity |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Commodity
|
|
ISO Element Definition |
The fields in this section should only be populated for instruments that have non-financial
instrument of type commodity as underlying.
|
|
ISO Type Definition |
Defines the details of a commodity derivative.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty [Sequence] |
|
Pdct |
Product |
|
TxTp |
Transaction Type |
|
FnlPricTp |
Final Price Type |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
|
| tag |
Pdct
|
| type |
AssetClassCommodity3Choice |
| fullName |
Product |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Product
|
|
ISO Element Definition |
Commodity product attributes.
|
|
ISO Type Definition |
Choice to define commodity specific attributes of a derivative.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct [Choice] |
|
Agrcltrl |
Agricultural |
|
Nrgy |
Energy |
|
Envttl |
Environmental |
|
Frtlzr |
Fertilizer |
|
Frght |
Freight |
|
IndstrlPdct |
Industrial Product |
|
Metl |
Metal |
|
OthrC10 |
Other C10 |
|
Ppr |
Paper |
|
Plprpln |
Polypropylene |
|
Infltn |
Inflation |
|
MultiCmmdtyExtc |
Multi Commodity Exotic |
|
OffclEcnmcSttstcs |
Official Economic Statistics |
|
Othr |
Other |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Agrcltrl
|
| type |
AssetClassCommodityAgricultural1Choice |
| fullName |
Agricultural |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Agricultural
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is agricultural.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl [Choice] |
|
GrnOilSeed |
Grain Oil Seed |
|
Soft |
Soft |
|
Ptt |
Potato |
|
OlvOil |
Olive Oil |
|
Dairy |
Dairy |
|
Frstry |
Forestry |
|
Sfd |
Seafood |
|
LiveStock |
Live Stock |
|
Grn |
Grain |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
|
| tag |
GrnOilSeed
|
| type |
AgriculturalCommodityOilSeed1 |
| fullName |
GrainOilSeed |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/GrnOilSeed[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/GrnOilSeed |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Grain Oil Seed
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an agricultural derivative of type oil
seed.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/GrnOilSeed [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++GrnOilSeed
|
| tag |
BasePdct
|
| type |
AssetClassProductType1Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/GrnOilSeed[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/GrnOilSeed/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AGRI |
| Definition |
Commodity of type agricultural. |
| Name |
Agricultural |
| ISO Definition |
Commodity of type agricultural. |
| ISO Name |
Agricultural |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Agricultural.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++GrnOilSeed
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType1Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/GrnOilSeed[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/GrnOilSeed/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
GROS |
| Definition |
Commodity of type grain oil seeds. |
| Name |
GrainOilSeeds |
| ISO Definition |
Commodity of type grain oil seeds. |
| ISO Name |
GrainOilSeeds |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Grain Oil Seeds.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++GrnOilSeed
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType1Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/GrnOilSeed[1..1]/AddtlSubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/GrnOilSeed/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FWHT |
| Definition |
Commodity attribute of type feed wheat. |
| Name |
FeedWheat |
| ISO Definition |
Commodity attribute of type feed wheat. |
| ISO Name |
FeedWheat |
|
|
SOYB |
| Definition |
Commodity attribute of type soybeans. |
| Name |
Soybeans |
| ISO Definition |
Commodity attribute of type soybeans. |
| ISO Name |
Soybeans |
|
|
RPSD |
| Definition |
Commodity attribute of type rapeseed. |
| Name |
Rapeseed |
| ISO Definition |
Commodity attribute of type rapeseed. |
| ISO Name |
Rapeseed |
|
|
OTHR |
| Definition |
Commodity attribute of other type. |
| Name |
Other |
| ISO Definition |
Commodity attribute of other type. |
| ISO Name |
Other |
|
|
CORN |
| Definition |
Commodity attribute of type maize. |
| Name |
Maize |
| ISO Definition |
Commodity attribute of type maize. |
| ISO Name |
Maize |
|
|
RICE |
| Definition |
Commodity attribute of type rice. |
| Name |
Rice |
| ISO Definition |
Commodity attribute of type rice. |
| ISO Name |
Rice |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Grains Oil Seeds.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
|
| tag |
Soft
|
| type |
AgriculturalCommoditySoft1 |
| fullName |
Soft |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Soft[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Soft |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Soft
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an agricultural derivative of type soft.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Soft [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Soft
|
| tag |
BasePdct
|
| type |
AssetClassProductType1Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Soft[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Soft/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AGRI |
| Definition |
Commodity of type agricultural. |
| Name |
Agricultural |
| ISO Definition |
Commodity of type agricultural. |
| ISO Name |
Agricultural |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Agricultural.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Soft
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType2Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Soft[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Soft/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
SOFT |
| Definition |
Commodity of type softs. |
| Name |
Softs |
| ISO Definition |
Commodity of type softs. |
| ISO Name |
Softs |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Softs.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Soft
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType2Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Soft[1..1]/AddtlSubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Soft/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
ROBU |
| Definition |
Commodity attribute of type robusta coffee. |
| Name |
RobustaCoffee |
| ISO Definition |
Commodity attribute of type robusta coffee. |
| ISO Name |
RobustaCoffee |
|
|
CCOA |
| Definition |
Commodity attribute of type cocoa. |
| Name |
Cocoa |
| ISO Definition |
Commodity attribute of type cocoa. |
| ISO Name |
Cocoa |
|
|
BRWN |
| Definition |
Commodity attribute of type raw sugar. |
| Name |
RawSugar |
| ISO Definition |
Commodity attribute of type raw sugar. |
| ISO Name |
RawSugar |
|
|
WHSG |
| Definition |
Commodity attribute of type white sugar. |
| Name |
WhiteSugar |
| ISO Definition |
Commodity attribute of type white sugar. |
| ISO Name |
WhiteSugar |
|
|
OTHR |
| Definition |
Commodity attribute of other type. |
| Name |
Other |
| ISO Definition |
Commodity attribute of other type. |
| ISO Name |
Other |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Softs.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
|
| tag |
Ptt
|
| type |
AgriculturalCommodityPotato1 |
| fullName |
Potato |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Ptt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Ptt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Potato
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an agricultural derivative of type potato.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Ptt [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Ptt
|
| tag |
BasePdct
|
| type |
AssetClassProductType1Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Ptt[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Ptt/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AGRI |
| Definition |
Commodity of type agricultural. |
| Name |
Agricultural |
| ISO Definition |
Commodity of type agricultural. |
| ISO Name |
Agricultural |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Agricultural.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Ptt
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType45Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Ptt[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Ptt/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
POTA |
| Definition |
Commodity of type potato. |
| Name |
Potato |
| ISO Definition |
Commodity of type potato. |
| ISO Name |
Potato |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Potato.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
|
| tag |
OlvOil
|
| type |
AgriculturalCommodityOliveOil1 |
| fullName |
OliveOil |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/OlvOil[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/OlvOil |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Olive Oil
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an agricultural derivative of type olive
oil.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/OlvOil [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++OlvOil
|
| tag |
BasePdct
|
| type |
AssetClassProductType1Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/OlvOil[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/OlvOil/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AGRI |
| Definition |
Commodity of type agricultural. |
| Name |
Agricultural |
| ISO Definition |
Commodity of type agricultural. |
| ISO Name |
Agricultural |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Agricultural.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++OlvOil
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType3Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/OlvOil[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/OlvOil/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
OOLI |
| Definition |
Commodity of type olive oil. |
| Name |
OliveOil |
| ISO Definition |
Commodity of type olive oil. |
| ISO Name |
OliveOil |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Olive Oil.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++OlvOil
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType4Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/OlvOil[1..1]/AddtlSubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/OlvOil/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
LAMP |
| Definition |
Commodity attribute of type lampante. |
| Name |
Lampante |
| ISO Definition |
Commodity attribute of type lampante. |
| ISO Name |
Lampante |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Olive Oil.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
|
| tag |
Dairy
|
| type |
AgriculturalCommodityDairy1 |
| fullName |
Dairy |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Dairy[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Dairy |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Dairy
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an agricultural derivative of type dairy.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Dairy [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Dairy
|
| tag |
BasePdct
|
| type |
AssetClassProductType1Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Dairy[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Dairy/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AGRI |
| Definition |
Commodity of type agricultural. |
| Name |
Agricultural |
| ISO Definition |
Commodity of type agricultural. |
| ISO Name |
Agricultural |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Agricultural.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Dairy
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType20Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Dairy[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Dairy/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
DIRY |
| Definition |
Commodity of type dairy. |
| Name |
Dairy |
| ISO Definition |
Commodity of type dairy. |
| ISO Name |
Dairy |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Dairy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
|
| tag |
Frstry
|
| type |
AgriculturalCommodityForestry1 |
| fullName |
Forestry |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Frstry[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Frstry |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Forestry
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an agricultural derivative of type forestry.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Frstry [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Frstry
|
| tag |
BasePdct
|
| type |
AssetClassProductType1Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Frstry[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Frstry/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AGRI |
| Definition |
Commodity of type agricultural. |
| Name |
Agricultural |
| ISO Definition |
Commodity of type agricultural. |
| ISO Name |
Agricultural |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Agricultural.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Frstry
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType21Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Frstry[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Frstry/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRST |
| Definition |
Commodity of type forestry. |
| Name |
Forestry |
| ISO Definition |
Commodity of type forestry. |
| ISO Name |
Forestry |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Forestry.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
|
| tag |
Sfd
|
| type |
AgriculturalCommoditySeafood1 |
| fullName |
Seafood |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Sfd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Sfd |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Seafood
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an agricultural derivative of type seafood.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Sfd [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Sfd
|
| tag |
BasePdct
|
| type |
AssetClassProductType1Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Sfd[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Sfd/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AGRI |
| Definition |
Commodity of type agricultural. |
| Name |
Agricultural |
| ISO Definition |
Commodity of type agricultural. |
| ISO Name |
Agricultural |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Agricultural.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Sfd
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType23Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Sfd[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Sfd/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
SEAF |
| Definition |
Commodity of type seafood. |
| Name |
Seafood |
| ISO Definition |
Commodity of type seafood. |
| ISO Name |
Seafood |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Seafood.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
|
| tag |
LiveStock
|
| type |
AgriculturalCommodityLiveStock1 |
| fullName |
LiveStock |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/LiveStock[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/LiveStock |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Live Stock
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an agricultural derivative of type livestock.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/LiveStock [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++LiveStock
|
| tag |
BasePdct
|
| type |
AssetClassProductType1Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/LiveStock[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/LiveStock/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AGRI |
| Definition |
Commodity of type agricultural. |
| Name |
Agricultural |
| ISO Definition |
Commodity of type agricultural. |
| ISO Name |
Agricultural |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Agricultural.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++LiveStock
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType22Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/LiveStock[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/LiveStock/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
LSTK |
| Definition |
Commodity of type livestock. |
| Name |
Livestock |
| ISO Definition |
Commodity of type livestock. |
| ISO Name |
Livestock |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Livestock.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
|
| tag |
Grn
|
| type |
AgriculturalCommodityGrain1 |
| fullName |
Grain |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Grn[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Grn |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Grain
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an agricultural derivative of type grain.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Grn [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Grn
|
| tag |
BasePdct
|
| type |
AssetClassProductType1Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Grn[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Grn/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AGRI |
| Definition |
Commodity of type agricultural. |
| Name |
Agricultural |
| ISO Definition |
Commodity of type agricultural. |
| ISO Name |
Agricultural |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Agricultural.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Grn
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType5Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Grn[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Grn/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
GRIN |
| Definition |
Commodity of type grain. |
| Name |
Grain |
| ISO Definition |
Commodity of type grain. |
| ISO Name |
Grain |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Grain.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Agrcltrl
++++++++Grn
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType15Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Agrcltrl[1..1]/Grn[1..1]/AddtlSubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Agrcltrl/Grn/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
MWHT |
| Definition |
Commodity attribute of type milled wheat. |
| Name |
MillingWheat |
| ISO Definition |
Commodity attribute of type milled wheat. |
| ISO Name |
MillingWheat |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Grain.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Nrgy
|
| type |
AssetClassCommodityEnergy1Choice |
| fullName |
Energy |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Energy
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is energy.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy [Choice] |
|
Elctrcty |
Electricity |
|
NtrlGas |
Natural Gas |
|
Oil |
Oil |
|
Coal |
Coal |
|
IntrNrgy |
Inter Energy |
|
RnwblNrgy |
Renewable Energy |
|
LghtEnd |
Light End |
|
Dstllts |
Distillates |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
|
| tag |
Elctrcty
|
| type |
EnergyCommodityElectricity1 |
| fullName |
Electricity |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Elctrcty[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Elctrcty |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Electricity
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an energy derivative of type electricity.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Elctrcty [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Elctrcty
|
| tag |
BasePdct
|
| type |
AssetClassProductType2Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Elctrcty[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Elctrcty/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NRGY |
| Definition |
Commodity of type energy. |
| Name |
Energy |
| ISO Definition |
Commodity of type energy. |
| ISO Name |
Energy |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Elctrcty
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType6Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Elctrcty[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Elctrcty/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
ELEC |
| Definition |
Commodity of type electricity. |
| Name |
Electricity |
| ISO Definition |
Commodity of type electricity. |
| ISO Name |
Electricity |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Electricity.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Elctrcty
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType5Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Elctrcty[1..1]/AddtlSubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Elctrcty/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
BSLD |
| Definition |
Commodity attribute of type base load. |
| Name |
BaseLoad |
| ISO Definition |
Commodity attribute of type base load. |
| ISO Name |
BaseLoad |
|
|
FITR |
| Definition |
Commodity attribute of type financial transmission rights. |
| Name |
FinancialTransmissionRights |
| ISO Definition |
Commodity attribute of type financial transmission rights. |
| ISO Name |
FinancialTransmissionRights |
|
|
PKLD |
| Definition |
Commodity attribute of type peak load. |
| Name |
PeakLoad |
| ISO Definition |
Commodity attribute of type peak load. |
| ISO Name |
PeakLoad |
|
|
OFFP |
| Definition |
Commodity attribute of type off-peak. |
| Name |
OffPeak |
| ISO Definition |
Commodity attribute of type off-peak. |
| ISO Name |
OffPeak |
|
|
OTHR |
| Definition |
Commodity attribute of other type. |
| Name |
Other |
| ISO Definition |
Commodity attribute of other type. |
| ISO Name |
Other |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Electricity.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
|
| tag |
NtrlGas
|
| type |
EnergyCommodityNaturalGas1 |
| fullName |
NaturalGas |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/NtrlGas[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/NtrlGas |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Natural Gas
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an energy derivative of type natural gas.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/NtrlGas [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++NtrlGas
|
| tag |
BasePdct
|
| type |
AssetClassProductType2Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/NtrlGas[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/NtrlGas/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NRGY |
| Definition |
Commodity of type energy. |
| Name |
Energy |
| ISO Definition |
Commodity of type energy. |
| ISO Name |
Energy |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++NtrlGas
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType7Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/NtrlGas[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/NtrlGas/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NGAS |
| Definition |
Commodity of type natural gas. |
| Name |
NaturalGas |
| ISO Definition |
Commodity of type natural gas. |
| ISO Name |
NaturalGas |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Natural Gas.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++NtrlGas
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType6Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/NtrlGas[1..1]/AddtlSubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/NtrlGas/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
GASP |
| Definition |
Commodity attribute of type GASPOOL. |
| Name |
GasPool |
| ISO Definition |
Commodity attribute of type GASPOOL. |
| ISO Name |
GasPool |
|
|
LNGG |
| Definition |
Commodity attribute of type liquid natural gas. |
| Name |
LNG |
| ISO Definition |
Commodity attribute of type liquid natural gas. |
| ISO Name |
LNG |
|
|
NCGG |
| Definition |
Commodity attribute of type NCG (NetConnect Germany). |
| Name |
NCG |
| ISO Definition |
Commodity attribute of type NCG (NetConnect Germany). |
| ISO Name |
NCG |
|
|
TTFG |
| Definition |
Commodity attribute of type TTF (Dutch Title Transfer Facility). |
| Name |
TTF |
| ISO Definition |
Commodity attribute of type TTF (Dutch Title Transfer Facility). |
| ISO Name |
TTF |
|
|
NBPG |
| Definition |
Commodity attribute of type NBP (National Balancing Point). |
| Name |
NBP |
| ISO Definition |
Commodity attribute of type NBP (National Balancing Point). |
| ISO Name |
NBP |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Natural Gas.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
|
| tag |
Oil
|
| type |
EnergyCommodityOil1 |
| fullName |
Oil |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Oil[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Oil |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Oil
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an energy derivative of type oil.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Oil [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Oil
|
| tag |
BasePdct
|
| type |
AssetClassProductType2Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Oil[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Oil/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NRGY |
| Definition |
Commodity of type energy. |
| Name |
Energy |
| ISO Definition |
Commodity of type energy. |
| ISO Name |
Energy |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Oil
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType8Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Oil[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Oil/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
OILP |
| Definition |
Commodity of type oil. |
| Name |
Oil |
| ISO Definition |
Commodity of type oil. |
| ISO Name |
Oil |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Oil.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Oil
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType7Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Oil[1..1]/AddtlSubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Oil/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
BAKK |
| Definition |
Commodity attribute of type bakken. |
| Name |
Bakken |
| ISO Definition |
Commodity attribute of type bakken. |
| ISO Name |
Bakken |
|
|
BDSL |
| Definition |
Commodity attribute of type biodiesel. |
| Name |
Biodiesel |
| ISO Definition |
Commodity attribute of type biodiesel. |
| ISO Name |
Biodiesel |
|
|
BRNT |
| Definition |
Commodity attribute of type brent. |
| Name |
Brent |
| ISO Definition |
Commodity attribute of type brent. |
| ISO Name |
Brent |
|
|
BRNX |
| Definition |
Commodity attribute of type brent NX (New Expiry). |
| Name |
BrentNX |
| ISO Definition |
Commodity attribute of type brent NX (New Expiry). |
| ISO Name |
BrentNX |
|
|
CNDA |
| Definition |
Commodity attribute of type canadian. |
| Name |
Canadian |
| ISO Definition |
Commodity attribute of type canadian. |
| ISO Name |
Canadian |
|
|
COND |
| Definition |
Commodity attribute of type condensate. |
| Name |
Condensate |
| ISO Definition |
Commodity attribute of type condensate. |
| ISO Name |
Condensate |
|
|
DSEL |
| Definition |
Commodity attribute of type diesel. |
| Name |
Diesel |
| ISO Definition |
Commodity attribute of type diesel. |
| ISO Name |
Diesel |
|
|
DUBA |
| Definition |
Commodity attribute of type Dubai. |
| Name |
Dubai |
| ISO Definition |
Commodity attribute of type Dubai. |
| ISO Name |
Dubai |
|
|
ESPO |
| Definition |
Commodity attribute of type ESPO (Eastern Siberia Pacific Ocean). |
| Name |
ESPO |
| ISO Definition |
Commodity attribute of type ESPO (Eastern Siberia Pacific Ocean). |
| ISO Name |
ESPO |
|
|
ETHA |
| Definition |
Commodity attribute of type ethanol. |
| Name |
Ethanol |
| ISO Definition |
Commodity attribute of type ethanol. |
| ISO Name |
Ethanol |
|
|
FUEL |
| Definition |
Commodity attribute of type fuel. |
| Name |
Fuel |
| ISO Definition |
Commodity attribute of type fuel. |
| ISO Name |
Fuel |
|
|
FOIL |
| Definition |
Commodity attribute of type fuel oil. |
| Name |
FuelOil |
| ISO Definition |
Commodity attribute of type fuel oil. |
| ISO Name |
FuelOil |
|
|
GOIL |
| Definition |
Commodity attribute of type gasoil. |
| Name |
Gasoil |
| ISO Definition |
Commodity attribute of type gasoil. |
| ISO Name |
Gasoil |
|
|
GSLN |
| Definition |
Commodity attribute of type gasoline. |
| Name |
Gasoline |
| ISO Definition |
Commodity attribute of type gasoline. |
| ISO Name |
Gasoline |
|
|
HEAT |
| Definition |
Commodity attribute of type heating oil. |
| Name |
HeatingOil |
| ISO Definition |
Commodity attribute of type heating oil. |
| ISO Name |
HeatingOil |
|
|
JTFL |
| Definition |
Commodity attribute of type jet fuel. |
| Name |
JetFuel |
| ISO Definition |
Commodity attribute of type jet fuel. |
| ISO Name |
JetFuel |
|
|
KERO |
| Definition |
Commodity attribute of type kerosene. |
| Name |
Kerosene |
| ISO Definition |
Commodity attribute of type kerosene. |
| ISO Name |
Kerosene |
|
|
LLSO |
| Definition |
Commodity attribute of type light Louisiana sweet (LLS). |
| Name |
LightLouisianaSweet |
| ISO Definition |
Commodity attribute of type light Louisiana sweet (LLS). |
| ISO Name |
LightLouisianaSweet |
|
|
MARS |
| Definition |
Commodity attribute of type mars. |
| Name |
Mars |
| ISO Definition |
Commodity attribute of type mars. |
| ISO Name |
Mars |
|
|
NAPH |
| Definition |
Commodity attribute of type naptha. |
| Name |
Naphta |
| ISO Definition |
Commodity attribute of type naptha. |
| ISO Name |
Naphta |
|
|
NGLO |
| Definition |
Commodity attribute of type NGL (Natural Gas Liquids). |
| Name |
NGL |
| ISO Definition |
Commodity attribute of type NGL (Natural Gas Liquids). |
| ISO Name |
NGL |
|
|
TAPI |
| Definition |
Commodity attribute of type tapis. |
| Name |
Tapis |
| ISO Definition |
Commodity attribute of type tapis. |
| ISO Name |
Tapis |
|
|
WTIO |
| Definition |
Commodity attribute of type WTI (West Texas Intermediate). |
| Name |
WTI |
| ISO Definition |
Commodity attribute of type WTI (West Texas Intermediate). |
| ISO Name |
WTI |
|
|
URAL |
| Definition |
Commodity attribute of type urals. |
| Name |
Urals |
| ISO Definition |
Commodity attribute of type urals. |
| ISO Name |
Urals |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Oil.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
|
| tag |
Coal
|
| type |
EnergyCommodityCoal1 |
| fullName |
Coal |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Coal[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Coal |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Coal
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an energy derivative of type coal.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Coal [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Coal
|
| tag |
BasePdct
|
| type |
AssetClassProductType2Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Coal[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Coal/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NRGY |
| Definition |
Commodity of type energy. |
| Name |
Energy |
| ISO Definition |
Commodity of type energy. |
| ISO Name |
Energy |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Coal
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType24Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Coal[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Coal/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
COAL |
| Definition |
Commodity of type coal. |
| Name |
Coal |
| ISO Definition |
Commodity of type coal. |
| ISO Name |
Coal |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Coal.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
|
| tag |
IntrNrgy
|
| type |
EnergyCommodityInterEnergy1 |
| fullName |
InterEnergy |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/IntrNrgy[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/IntrNrgy |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Inter Energy
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an energy derivative of type inter energy.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/IntrNrgy [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++IntrNrgy
|
| tag |
BasePdct
|
| type |
AssetClassProductType2Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/IntrNrgy[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/IntrNrgy/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NRGY |
| Definition |
Commodity of type energy. |
| Name |
Energy |
| ISO Definition |
Commodity of type energy. |
| ISO Name |
Energy |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++IntrNrgy
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType26Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/IntrNrgy[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/IntrNrgy/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
INRG |
| Definition |
Commodity of type inter energy. |
| Name |
InterEnergy |
| ISO Definition |
Commodity of type inter energy. |
| ISO Name |
InterEnergy |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Inter Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
|
| tag |
RnwblNrgy
|
| type |
EnergyCommodityRenewableEnergy1 |
| fullName |
RenewableEnergy |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/RnwblNrgy[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/RnwblNrgy |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Renewable Energy
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an energy derivative of type renewable
energy.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/RnwblNrgy [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++RnwblNrgy
|
| tag |
BasePdct
|
| type |
AssetClassProductType2Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/RnwblNrgy[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/RnwblNrgy/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NRGY |
| Definition |
Commodity of type energy. |
| Name |
Energy |
| ISO Definition |
Commodity of type energy. |
| ISO Name |
Energy |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++RnwblNrgy
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType28Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/RnwblNrgy[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/RnwblNrgy/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
RNNG |
| Definition |
Commodity of type renewable energy. |
| Name |
RenewableEnergy |
| ISO Definition |
Commodity of type renewable energy. |
| ISO Name |
RenewableEnergy |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Renewable Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
|
| tag |
LghtEnd
|
| type |
EnergyCommodityLightEnd1 |
| fullName |
LightEnd |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/LghtEnd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/LghtEnd |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Light End
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an energy derivative of type light end.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/LghtEnd [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++LghtEnd
|
| tag |
BasePdct
|
| type |
AssetClassProductType2Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/LghtEnd[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/LghtEnd/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NRGY |
| Definition |
Commodity of type energy. |
| Name |
Energy |
| ISO Definition |
Commodity of type energy. |
| ISO Name |
Energy |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++LghtEnd
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType27Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/LghtEnd[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/LghtEnd/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
LGHT |
| Definition |
Commodity of type light ends. |
| Name |
LightEnds |
| ISO Definition |
Commodity of type light ends. |
| ISO Name |
LightEnds |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Light Ends.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
|
| tag |
Dstllts
|
| type |
EnergyCommodityDistillates1 |
| fullName |
Distillates |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Dstllts[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Dstllts |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Distillates
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an energy derivative of type distillates.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Dstllts [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Dstllts
|
| tag |
BasePdct
|
| type |
AssetClassProductType2Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Dstllts[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Dstllts/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NRGY |
| Definition |
Commodity of type energy. |
| Name |
Energy |
| ISO Definition |
Commodity of type energy. |
| ISO Name |
Energy |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Energy.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Nrgy
++++++++Dstllts
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType25Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Nrgy[1..1]/Dstllts[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Nrgy/Dstllts/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
DIST |
| Definition |
Commodity of type distillates. |
| Name |
Distillates |
| ISO Definition |
Commodity of type distillates. |
| ISO Name |
Distillates |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Distillates.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Envttl
|
| type |
AssetClassCommodityEnvironmental1Choice |
| fullName |
Environmental |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Environmental
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is environmental.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl [Choice] |
|
Emssns |
Emissions |
|
Wthr |
Weather |
|
CrbnRltd |
Carbon Related |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
|
| tag |
Emssns
|
| type |
EnvironmentalCommodityEmission1 |
| fullName |
Emissions |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/Emssns[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/Emssns |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Emissions
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an environmental derivative of type emission.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/Emssns [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
++++++++Emssns
|
| tag |
BasePdct
|
| type |
AssetClassProductType3Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/Emssns[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/Emssns/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
ENVR |
| Definition |
Commodity of type environmental. |
| Name |
Environmental |
| ISO Definition |
Commodity of type environmental. |
| ISO Name |
Environmental |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Environmental.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
++++++++Emssns
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType10Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/Emssns[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/Emssns/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
EMIS |
| Definition |
Commodity of type emission. |
| Name |
Emission |
| ISO Definition |
Commodity of type emission. |
| ISO Name |
Emission |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Emission.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
++++++++Emssns
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType8Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/Emssns[1..1]/AddtlSubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/Emssns/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
CERE |
| Definition |
Commodity attribute of type emissions allowance CER (Certified Emission Reduction). |
| Name |
CER |
| ISO Definition |
Commodity attribute of type emissions allowance CER (Certified Emission Reduction). |
| ISO Name |
CER |
|
|
ERUE |
| Definition |
Commodity attribute of type emissions allowance ERU (European Reduction Unit). |
| Name |
ERU |
| ISO Definition |
Commodity attribute of type emissions allowance ERU (European Reduction Unit). |
| ISO Name |
ERU |
|
|
EUAE |
| Definition |
Commodity attribute of type emissions allowance EUA (European Union Allowance). |
| Name |
EUA |
| ISO Definition |
Commodity attribute of type emissions allowance EUA (European Union Allowance). |
| ISO Name |
EUA |
|
|
EUAA |
| Definition |
Commodity attribute of type emissions allowance EUAA (European Union Aviation Allowance). |
| Name |
EUAA |
| ISO Definition |
Commodity attribute of type emissions allowance EUAA (European Union Aviation Allowance). |
| ISO Name |
EUAA |
|
|
OTHR |
| Definition |
Commodity attribute of other type. |
| Name |
Other |
| ISO Definition |
Commodity attribute of other type. |
| ISO Name |
Other |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Emissions.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
|
| tag |
Wthr
|
| type |
EnvironmentalCommodityWeather1 |
| fullName |
Weather |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/Wthr[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/Wthr |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Weather
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an environmental derivative of type weather.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/Wthr [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
++++++++Wthr
|
| tag |
BasePdct
|
| type |
AssetClassProductType3Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/Wthr[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/Wthr/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
ENVR |
| Definition |
Commodity of type environmental. |
| Name |
Environmental |
| ISO Definition |
Commodity of type environmental. |
| ISO Name |
Environmental |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Environmental.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
++++++++Wthr
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType30Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/Wthr[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/Wthr/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
WTHR |
| Definition |
Commodity of type weather. |
| Name |
Weather |
| ISO Definition |
Commodity of type weather. |
| ISO Name |
Weather |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Weather.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
|
| tag |
CrbnRltd
|
| type |
EnvironmentalCommodityCarbonRelated1 |
| fullName |
CarbonRelated |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/CrbnRltd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/CrbnRltd |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Carbon Related
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an environmental derivative of type carbon
related.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/CrbnRltd [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
++++++++CrbnRltd
|
| tag |
BasePdct
|
| type |
AssetClassProductType3Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/CrbnRltd[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/CrbnRltd/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
ENVR |
| Definition |
Commodity of type environmental. |
| Name |
Environmental |
| ISO Definition |
Commodity of type environmental. |
| ISO Name |
Environmental |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Environmental.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Envttl
++++++++CrbnRltd
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType29Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Envttl[1..1]/CrbnRltd[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Envttl/CrbnRltd/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
CRBR |
| Definition |
Commodity of type carbon related. |
| Name |
CarbonRelated |
| ISO Definition |
Commodity of type carbon related. |
| ISO Name |
CarbonRelated |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Carbon Related.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Frtlzr
|
| type |
AssetClassCommodityFertilizer1Choice |
| fullName |
Fertilizer |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Fertilizer
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is fertilizer.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr [Choice] |
|
Ammn |
Ammonia |
|
DmmnmPhspht |
Diammonium Phosphate |
|
Ptsh |
Potash |
|
Slphr |
Sulphur |
|
Urea |
Urea |
|
UreaAndAmmnmNtrt |
Urea And Ammonium Nitrate |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
|
| tag |
Ammn
|
| type |
FertilizerCommodityAmmonia1 |
| fullName |
Ammonia |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Ammn[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Ammn |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Ammonia
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a fertilizer derivative of type ammonia.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Ammn [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++Ammn
|
| tag |
BasePdct
|
| type |
AssetClassProductType5Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Ammn[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Ammn/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRTL |
| Definition |
Commodity of type fertilizer. |
| Name |
Fertilizer |
| ISO Definition |
Commodity of type fertilizer. |
| ISO Name |
Fertilizer |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Fertilizer.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++Ammn
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType39Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Ammn[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Ammn/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
AMMO |
| Definition |
Commodity of type ammonia. |
| Name |
Ammonia |
| ISO Definition |
Commodity of type ammonia. |
| ISO Name |
Ammonia |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Ammonia.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
|
| tag |
DmmnmPhspht
|
| type |
FertilizerCommodityDiammoniumPhosphate1 |
| fullName |
DiammoniumPhosphate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/DmmnmPhspht[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/DmmnmPhspht |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Diammonium Phosphate
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a fertilizer derivative of type diammonium
phosphate.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/DmmnmPhspht [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++DmmnmPhspht
|
| tag |
BasePdct
|
| type |
AssetClassProductType5Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/DmmnmPhspht[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/DmmnmPhspht/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRTL |
| Definition |
Commodity of type fertilizer. |
| Name |
Fertilizer |
| ISO Definition |
Commodity of type fertilizer. |
| ISO Name |
Fertilizer |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Fertilizer.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++DmmnmPhspht
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType40Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/DmmnmPhspht[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/DmmnmPhspht/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
DAPH |
| Definition |
Commodity of type diammonium phosphate. |
| Name |
DiammoniumPhosphate |
| ISO Definition |
Commodity of type diammonium phosphate. |
| ISO Name |
DiammoniumPhosphate |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Diammonium Phosphate.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
|
| tag |
Ptsh
|
| type |
FertilizerCommodityPotash1 |
| fullName |
Potash |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Ptsh[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Ptsh |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Potash
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a fertilizer derivative of type potash.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Ptsh [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++Ptsh
|
| tag |
BasePdct
|
| type |
AssetClassProductType5Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Ptsh[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Ptsh/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRTL |
| Definition |
Commodity of type fertilizer. |
| Name |
Fertilizer |
| ISO Definition |
Commodity of type fertilizer. |
| ISO Name |
Fertilizer |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Fertilizer.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++Ptsh
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType41Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Ptsh[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Ptsh/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
PTSH |
| Definition |
Commodity of type potash. |
| Name |
Potash |
| ISO Definition |
Commodity of type potash. |
| ISO Name |
Potash |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Potash.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
|
| tag |
Slphr
|
| type |
FertilizerCommoditySulphur1 |
| fullName |
Sulphur |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Slphr[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Slphr |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Sulphur
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a fertilizer derivative of type sulphur.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Slphr [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++Slphr
|
| tag |
BasePdct
|
| type |
AssetClassProductType5Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Slphr[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Slphr/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRTL |
| Definition |
Commodity of type fertilizer. |
| Name |
Fertilizer |
| ISO Definition |
Commodity of type fertilizer. |
| ISO Name |
Fertilizer |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Fertilizer.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++Slphr
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType42Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Slphr[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Slphr/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
SLPH |
| Definition |
Commodity of type sulphur. |
| Name |
Sulphur |
| ISO Definition |
Commodity of type sulphur. |
| ISO Name |
Sulphur |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Sulphur.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
|
| tag |
Urea
|
| type |
FertilizerCommodityUrea1 |
| fullName |
Urea |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Urea[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Urea |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Urea
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a fertilizer derivative of type urea.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Urea [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++Urea
|
| tag |
BasePdct
|
| type |
AssetClassProductType5Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Urea[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Urea/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRTL |
| Definition |
Commodity of type fertilizer. |
| Name |
Fertilizer |
| ISO Definition |
Commodity of type fertilizer. |
| ISO Name |
Fertilizer |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Fertilizer.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++Urea
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType43Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/Urea[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/Urea/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
UREA |
| Definition |
Commodity of type urea. |
| Name |
Urea |
| ISO Definition |
Commodity of type urea. |
| ISO Name |
Urea |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Urea.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
|
| tag |
UreaAndAmmnmNtrt
|
| type |
FertilizerCommodityUreaAndAmmoniumNitrate1 |
| fullName |
UreaAndAmmoniumNitrate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/UreaAndAmmnmNtrt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/UreaAndAmmnmNtrt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Urea And Ammonium Nitrate
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a fertilizer derivative of type urea and
ammonium nitrate.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/UreaAndAmmnmNtrt [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++UreaAndAmmnmNtrt
|
| tag |
BasePdct
|
| type |
AssetClassProductType5Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/UreaAndAmmnmNtrt[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/UreaAndAmmnmNtrt/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRTL |
| Definition |
Commodity of type fertilizer. |
| Name |
Fertilizer |
| ISO Definition |
Commodity of type fertilizer. |
| ISO Name |
Fertilizer |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Fertilizer.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frtlzr
++++++++UreaAndAmmnmNtrt
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType44Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frtlzr[1..1]/UreaAndAmmnmNtrt[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frtlzr/UreaAndAmmnmNtrt/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
UAAN |
| Definition |
Commodity of type urea and ammonium nitrite. |
| Name |
UreaAndAmmoniumNitrite |
| ISO Definition |
Commodity of type urea and ammonium nitrite. |
| ISO Name |
UreaAndAmmoniumNitrite |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Urea and Ammonium Nitrate.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Frght
|
| type |
AssetClassCommodityFreight1Choice |
| fullName |
Freight |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Freight
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is freight.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght [Choice] |
|
Dry |
Dry |
|
Wet |
Wet |
|
CntnrShip |
Container Ship |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
|
| tag |
Dry
|
| type |
FreightCommodityDry1 |
| fullName |
Dry |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/Dry[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Dry |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Dry
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a freight derivative of type dry.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Dry [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
++++++++Dry
|
| tag |
BasePdct
|
| type |
AssetClassProductType4Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/Dry[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Dry/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRGT |
| Definition |
Commodity of type freight. |
| Name |
Freight |
| ISO Definition |
Commodity of type freight. |
| ISO Name |
Freight |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Freight.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
++++++++Dry
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType31Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/Dry[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Dry/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
DRYF |
| Definition |
Commodity of type dry freight. |
| Name |
Dry |
| ISO Definition |
Commodity of type dry freight. |
| ISO Name |
Dry |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Dry Freight.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
++++++++Dry
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType14Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/Dry[1..1]/AddtlSubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Dry/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
DBCR |
| Definition |
Commodity attribute of type dry bulk carrier. |
| Name |
DryBulkCarrier |
| ISO Definition |
Commodity attribute of type dry bulk carrier. |
| ISO Name |
DryBulkCarrier |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Dry.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
|
| tag |
Wet
|
| type |
FreightCommodityWet1 |
| fullName |
Wet |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/Wet[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Wet |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Wet
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a freight derivative of type wet.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Wet [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
++++++++Wet
|
| tag |
BasePdct
|
| type |
AssetClassProductType4Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/Wet[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Wet/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRGT |
| Definition |
Commodity of type freight. |
| Name |
Freight |
| ISO Definition |
Commodity of type freight. |
| ISO Name |
Freight |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Freight.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
++++++++Wet
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType32Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/Wet[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Wet/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
WETF |
| Definition |
Commodity of type wet freight. |
| Name |
Wet |
| ISO Definition |
Commodity of type wet freight. |
| ISO Name |
Wet |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Wet Freight.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
++++++++Wet
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType12Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/Wet[1..1]/AddtlSubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/Wet/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
TNKR |
| Definition |
Commodity attribute of type tanker. |
| Name |
Tanker |
| ISO Definition |
Commodity attribute of type tanker. |
| ISO Name |
Tanker |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Wet.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
|
| tag |
CntnrShip
|
| type |
FreightCommodityContainerShip1 |
| fullName |
ContainerShip |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/CntnrShip[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/CntnrShip |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Container Ship
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a freight derivative of type container
ships.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/CntnrShip [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
++++++++CntnrShip
|
| tag |
BasePdct
|
| type |
AssetClassProductType4Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/CntnrShip[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/CntnrShip/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
FRGT |
| Definition |
Commodity of type freight. |
| Name |
Freight |
| ISO Definition |
Commodity of type freight. |
| ISO Name |
Freight |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Freight.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Frght
++++++++CntnrShip
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType46Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Frght[1..1]/CntnrShip[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Frght/CntnrShip/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
CSHP |
| Definition |
Commodity of type container ships. |
| Name |
ContainerShip |
| ISO Definition |
Commodity of type container ships. |
| ISO Name |
ContainerShip |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Container Ship Freight.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
IndstrlPdct
|
| type |
AssetClassCommodityIndustrialProduct1Choice |
| fullName |
IndustrialProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/IndstrlPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Industrial Product
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is industrial product.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct [Choice] |
|
Cnstrctn |
Construction |
|
Manfctg |
Manufacturing |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++IndstrlPdct
|
| tag |
Cnstrctn
|
| type |
IndustrialProductCommodityConstruction1 |
| fullName |
Construction |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/IndstrlPdct[1..1]/Cnstrctn[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct/Cnstrctn |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Construction
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an industrial product derivative of type
construction.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct/Cnstrctn [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++IndstrlPdct
++++++++Cnstrctn
|
| tag |
BasePdct
|
| type |
AssetClassProductType6Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/IndstrlPdct[1..1]/Cnstrctn[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct/Cnstrctn/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
INDP |
| Definition |
Commodity of type industrial product. |
| Name |
IndustrialProduct |
| ISO Definition |
Commodity of type industrial product. |
| ISO Name |
IndustrialProduct |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Industrial Product.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++IndstrlPdct
++++++++Cnstrctn
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType33Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/IndstrlPdct[1..1]/Cnstrctn[1..1]/SubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct/Cnstrctn/SubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
CSTR |
| Definition |
Commodity of type construction. |
| Name |
Construction |
| ISO Definition |
Commodity of type construction. |
| ISO Name |
Construction |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Construction.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++IndstrlPdct
|
| tag |
Manfctg
|
| type |
IndustrialProductCommodityManufacturing1 |
| fullName |
Manufacturing |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/IndstrlPdct[1..1]/Manfctg[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct/Manfctg |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Manufacturing
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an industrial product derivative of type
manufacturing.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct/Manfctg [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++IndstrlPdct
++++++++Manfctg
|
| tag |
BasePdct
|
| type |
AssetClassProductType6Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/IndstrlPdct[1..1]/Manfctg[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct/Manfctg/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
INDP |
| Definition |
Commodity of type industrial product. |
| Name |
IndustrialProduct |
| ISO Definition |
Commodity of type industrial product. |
| ISO Name |
IndustrialProduct |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Industrial Product.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++IndstrlPdct
++++++++Manfctg
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType34Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/IndstrlPdct[1..1]/Manfctg[1..1]/SubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/IndstrlPdct/Manfctg/SubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
MFTG |
| Definition |
Commodity of type manufacturing. |
| Name |
Manufacturing |
| ISO Definition |
Commodity of type manufacturing. |
| ISO Name |
Manufacturing |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Manufacturing.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Metl
|
| type |
AssetClassCommodityMetal1Choice |
| fullName |
Metal |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Metl[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Metal
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is metal.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl [Choice] |
|
NonPrcs |
Non Precious |
|
Prcs |
Precious |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Metl
|
| tag |
NonPrcs
|
| type |
MetalCommodityNonPrecious1 |
| fullName |
NonPrecious |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Metl[1..1]/NonPrcs[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/NonPrcs |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Non Precious
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a metal derivative of type non-precious.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/NonPrcs [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Metl
++++++++NonPrcs
|
| tag |
BasePdct
|
| type |
AssetClassProductType7Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Metl[1..1]/NonPrcs[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/NonPrcs/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
METL |
| Definition |
Commodity of type metal. |
| Name |
Metal |
| ISO Definition |
Commodity of type metal. |
| ISO Name |
Metal |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Metal.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Metl
++++++++NonPrcs
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType15Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Metl[1..1]/NonPrcs[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/NonPrcs/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
NPRM |
| Definition |
Commodity of type non precious metals. |
| Name |
NonPrecious |
| ISO Definition |
Commodity of type non precious metals. |
| ISO Name |
NonPrecious |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Non Precious Metal.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Metl
++++++++NonPrcs
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType10Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Metl[1..1]/NonPrcs[1..1]/AddtlSubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/NonPrcs/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
ALUM |
| Definition |
Commodity attribute of type aluminium. |
| Name |
Aluminium |
| ISO Definition |
Commodity attribute of type aluminium. |
| ISO Name |
Aluminium |
|
|
ALUA |
| Definition |
Commodity attribute of type aluminium alloy. |
| Name |
AluminiumAlloy |
| ISO Definition |
Commodity attribute of type aluminium alloy. |
| ISO Name |
AluminiumAlloy |
|
|
CBLT |
| Definition |
Commodity attribute of type cobalt. |
| Name |
Cobalt |
| ISO Definition |
Commodity attribute of type cobalt. |
| ISO Name |
Cobalt |
|
|
COPR |
| Definition |
Commodity attribute of type copper. |
| Name |
Copper |
| ISO Definition |
Commodity attribute of type copper. |
| ISO Name |
Copper |
|
|
IRON |
| Definition |
Commodity attribute of type iron ore. |
| Name |
IronOre |
| ISO Definition |
Commodity attribute of type iron ore. |
| ISO Name |
IronOre |
|
|
MOLY |
| Definition |
Commodity attribute of type molybdenum. |
| Name |
Molybdenum |
| ISO Definition |
Commodity attribute of type molybdenum. |
| ISO Name |
Molybdenum |
|
|
NASC |
| Definition |
Commodity attribute of type NASAAC (North American Special Aluminum Alloy Contract). |
| Name |
NASAAC |
| ISO Definition |
Commodity attribute of type NASAAC (North American Special Aluminum Alloy Contract). |
| ISO Name |
NASAAC |
|
|
NICK |
| Definition |
Commodity attribute of type nickel. |
| Name |
Nickel |
| ISO Definition |
Commodity attribute of type nickel. |
| ISO Name |
Nickel |
|
|
STEL |
| Definition |
Commodity attribute of type steel. |
| Name |
Steel |
| ISO Definition |
Commodity attribute of type steel. |
| ISO Name |
Steel |
|
|
TINN |
| Definition |
Commodity attribute of type tin. |
| Name |
Tin |
| ISO Definition |
Commodity attribute of type tin. |
| ISO Name |
Tin |
|
|
ZINC |
| Definition |
Commodity attribute of type zinc. |
| Name |
Zinc |
| ISO Definition |
Commodity attribute of type zinc. |
| ISO Name |
Zinc |
|
|
OTHR |
| Definition |
Commodity attribute of other type. |
| Name |
Other |
| ISO Definition |
Commodity attribute of other type. |
| ISO Name |
Other |
|
|
LEAD |
| Definition |
Commodity attribute of type lead. |
| Name |
Lead |
| ISO Definition |
Commodity attribute of type lead. |
| ISO Name |
Lead |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Non-Precious.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Metl
|
| tag |
Prcs
|
| type |
MetalCommodityPrecious1 |
| fullName |
Precious |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Metl[1..1]/Prcs[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/Prcs |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Precious
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a metal derivative of type precious.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/Prcs [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
AddtlSubPdct |
Additional Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Metl
++++++++Prcs
|
| tag |
BasePdct
|
| type |
AssetClassProductType7Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Metl[1..1]/Prcs[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/Prcs/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
METL |
| Definition |
Commodity of type metal. |
| Name |
Metal |
| ISO Definition |
Commodity of type metal. |
| ISO Name |
Metal |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Metal.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Metl
++++++++Prcs
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType16Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Metl[1..1]/Prcs[1..1]/SubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/Prcs/SubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
PRME |
| Definition |
Commodity of type precious metals. |
| Name |
Precious |
| ISO Definition |
Commodity of type precious metals. |
| ISO Name |
Precious |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Precious Metal.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Metl
++++++++Prcs
|
| tag |
AddtlSubPdct
|
| type |
AssetClassDetailedSubProductType11Code |
| fullName |
AdditionalSubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Metl[1..1]/Prcs[1..1]/AddtlSubPdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Metl/Prcs/AddtlSubPdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
GOLD |
| Definition |
Commodity attribute of type gold. |
| Name |
Gold |
| ISO Definition |
Commodity attribute of type gold. |
| ISO Name |
Gold |
|
|
OTHR |
| Definition |
Commodity attribute of other type. |
| Name |
Other |
| ISO Definition |
Commodity attribute of other type. |
| ISO Name |
Other |
|
|
PLDM |
| Definition |
Commodity attribute of type palladium. |
| Name |
Palladium |
| ISO Definition |
Commodity attribute of type palladium. |
| ISO Name |
Palladium |
|
|
PTNM |
| Definition |
Commodity attribute of type platinum. |
| Name |
Platinum |
| ISO Definition |
Commodity attribute of type platinum. |
| ISO Name |
Platinum |
|
|
SLVR |
| Definition |
Commodity attribute of type silver. |
| Name |
Silver |
| ISO Definition |
Commodity attribute of type silver. |
| ISO Name |
Silver |
|
| Documentation: |
|
|
ISO Element Name |
Additional Sub Product
|
|
ISO Element Definition |
Further subproduct type related to instruments that have a non-financial instrument
or commodity as underlying.
|
|
ISO Type Definition |
Further sub product code list for commodity derivative Precious.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
OthrC10
|
| type |
AssetClassCommodityOtherC102Choice |
| fullName |
OtherC10 |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/OthrC10[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10 |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Other C10
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is other C10.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10 [Choice] |
|
Dlvrbl |
Deliverable |
|
NonDlvrbl |
Non Deliverable |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++OthrC10
|
| tag |
Dlvrbl
|
| type |
OtherC10CommodityDeliverable2 |
| fullName |
Deliverable |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/OthrC10[1..1]/Dlvrbl[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10/Dlvrbl |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Deliverable
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an other c10 of type deliverable.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10/Dlvrbl [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++OthrC10
++++++++Dlvrbl
|
| tag |
BasePdct
|
| type |
AssetClassProductType11Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/OthrC10[1..1]/Dlvrbl[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10/Dlvrbl/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
OTHC |
| Definition |
Commodity of other type C10. |
| Name |
OtherC10 |
| ISO Definition |
Commodity of other type C10. |
| ISO Name |
OtherC10 |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Other C10.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++OthrC10
++++++++Dlvrbl
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType47Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/OthrC10[1..1]/Dlvrbl[1..1]/SubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10/Dlvrbl/SubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
DLVR |
| Definition |
Commodity of type deliverable. |
| Name |
Deliverable |
| ISO Definition |
Commodity of type deliverable. |
| ISO Name |
Deliverable |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product types for specific asset classes.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++OthrC10
|
| tag |
NonDlvrbl
|
| type |
OtherC10CommodityNonDeliverable2 |
| fullName |
NonDeliverable |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/OthrC10[1..1]/NonDlvrbl[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10/NonDlvrbl |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Non Deliverable
|
|
ISO Type Definition |
Defines commodity sub-product attributes of an other c10 of type non-deliverable.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10/NonDlvrbl [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++OthrC10
++++++++NonDlvrbl
|
| tag |
BasePdct
|
| type |
AssetClassProductType11Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/OthrC10[1..1]/NonDlvrbl[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10/NonDlvrbl/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
OTHC |
| Definition |
Commodity of other type C10. |
| Name |
OtherC10 |
| ISO Definition |
Commodity of other type C10. |
| ISO Name |
OtherC10 |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Other C10.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++OthrC10
++++++++NonDlvrbl
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType48Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/OthrC10[1..1]/NonDlvrbl[1..1]/SubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OthrC10/NonDlvrbl/SubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
NDLV |
| Definition |
Commodity of type non deliverable. |
| Name |
NonDeliverable |
| ISO Definition |
Commodity of type non deliverable. |
| ISO Name |
NonDeliverable |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product types for specific asset classes.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Ppr
|
| type |
AssetClassCommodityPaper1Choice |
| fullName |
Paper |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Paper
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is paper.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr [Choice] |
|
CntnrBrd |
Container Board |
|
Nwsprnt |
Newsprint |
|
Pulp |
Pulp |
|
RcvrdPpr |
Recovered Paper |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
|
| tag |
CntnrBrd
|
| type |
PaperCommodityContainerBoard1 |
| fullName |
ContainerBoard |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/CntnrBrd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/CntnrBrd |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Container Board
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a paper derivative of type container board.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/CntnrBrd [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
++++++++CntnrBrd
|
| tag |
BasePdct
|
| type |
AssetClassProductType8Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/CntnrBrd[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/CntnrBrd/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
PAPR |
| Definition |
Commodity of type paper. |
| Name |
Paper |
| ISO Definition |
Commodity of type paper. |
| ISO Name |
Paper |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Paper.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
++++++++CntnrBrd
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType35Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/CntnrBrd[1..1]/SubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/CntnrBrd/SubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
CBRD |
| Definition |
Commodity of type containerboard. |
| Name |
Containerboard |
| ISO Definition |
Commodity of type containerboard. |
| ISO Name |
Containerboard |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Containerboard.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
|
| tag |
Nwsprnt
|
| type |
PaperCommodityNewsprint1 |
| fullName |
Newsprint |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/Nwsprnt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/Nwsprnt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Newsprint
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a paper derivative of type newsprint.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/Nwsprnt [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
++++++++Nwsprnt
|
| tag |
BasePdct
|
| type |
AssetClassProductType8Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/Nwsprnt[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/Nwsprnt/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
PAPR |
| Definition |
Commodity of type paper. |
| Name |
Paper |
| ISO Definition |
Commodity of type paper. |
| ISO Name |
Paper |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Paper.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
++++++++Nwsprnt
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType36Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/Nwsprnt[1..1]/SubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/Nwsprnt/SubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
NSPT |
| Definition |
Commodity of type newsprint. |
| Name |
Newsprint |
| ISO Definition |
Commodity of type newsprint. |
| ISO Name |
Newsprint |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Newsprint.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
|
| tag |
Pulp
|
| type |
PaperCommodityPulp1 |
| fullName |
Pulp |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/Pulp[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/Pulp |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Pulp
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a paper derivative of type pulp.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/Pulp [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
++++++++Pulp
|
| tag |
BasePdct
|
| type |
AssetClassProductType8Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/Pulp[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/Pulp/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
PAPR |
| Definition |
Commodity of type paper. |
| Name |
Paper |
| ISO Definition |
Commodity of type paper. |
| ISO Name |
Paper |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Paper.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
++++++++Pulp
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType37Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/Pulp[1..1]/SubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/Pulp/SubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
PULP |
| Definition |
Commodity of type pulp. |
| Name |
Pulp |
| ISO Definition |
Commodity of type pulp. |
| ISO Name |
Pulp |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Pulp.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
|
| tag |
RcvrdPpr
|
| type |
PaperCommodityRecoveredPaper1 |
| fullName |
RecoveredPaper |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/RcvrdPpr[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/RcvrdPpr |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Recovered Paper
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a paper derivative of type recovered paper.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/RcvrdPpr [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
++++++++RcvrdPpr
|
| tag |
BasePdct
|
| type |
AssetClassProductType8Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/RcvrdPpr[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/RcvrdPpr/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
PAPR |
| Definition |
Commodity of type paper. |
| Name |
Paper |
| ISO Definition |
Commodity of type paper. |
| ISO Name |
Paper |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Paper.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Ppr
++++++++RcvrdPpr
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType38Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Ppr[1..1]/RcvrdPpr[1..1]/SubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Ppr/RcvrdPpr/SubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
RCVP |
| Definition |
Commodity of type recovered paper. |
| Name |
RecoveredPaper |
| ISO Definition |
Commodity of type recovered paper. |
| ISO Name |
RecoveredPaper |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Recovered Paper.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Plprpln
|
| type |
AssetClassCommodityPolypropylene1Choice |
| fullName |
Polypropylene |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Plprpln[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Plprpln |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Polypropylene
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is polypropylene.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Plprpln [Choice] |
|
Plstc |
Plastic |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Plprpln
|
| tag |
Plstc
|
| type |
PolypropyleneCommodityPlastic1 |
| fullName |
Plastic |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Plprpln[1..1]/Plstc[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Plprpln/Plstc |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Plastic
|
|
ISO Type Definition |
Defines commodity sub-product attributes of a polypropylene derivative of type plastic.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Plprpln/Plstc [Sequence] |
|
BasePdct |
Base Product |
|
SubPdct |
Sub Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Plprpln
++++++++Plstc
|
| tag |
BasePdct
|
| type |
AssetClassProductType9Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Plprpln[1..1]/Plstc[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Plprpln/Plstc/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
POLY |
| Definition |
Commodity of type polypropylene. |
| Name |
Polypropylene |
| ISO Definition |
Commodity of type polypropylene. |
| ISO Name |
Polypropylene |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Polypropylene.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Plprpln
++++++++Plstc
|
| tag |
SubPdct
|
| type |
AssetClassSubProductType18Code |
| fullName |
SubProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Plprpln[1..1]/Plstc[1..1]/SubPdct[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Plprpln/Plstc/SubPdct |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
PLST |
| Definition |
Commodity of type plastic. |
| Name |
Plastic |
| ISO Definition |
Commodity of type plastic. |
| ISO Name |
Plastic |
|
| Documentation: |
|
|
ISO Element Name |
Sub Product
|
|
ISO Element Definition |
Sub-product for the underlying asset class.
|
|
ISO Type Definition |
Defines the sub-product of type Plastic.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Infltn
|
| type |
AssetClassCommodityInflation1 |
| fullName |
Inflation |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Infltn[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Infltn |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Inflation
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is inflation.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Infltn [Sequence] |
|
BasePdct |
Base Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Infltn
|
| tag |
BasePdct
|
| type |
AssetClassProductType12Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Infltn[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Infltn/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
INFL |
| Definition |
Commodity of type inflation. |
| Name |
Inflation |
| ISO Definition |
Commodity of type inflation. |
| ISO Name |
Inflation |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Inflation.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
MultiCmmdtyExtc
|
| type |
AssetClassCommodityMultiCommodityExotic1 |
| fullName |
MultiCommodityExotic |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/MultiCmmdtyExtc[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/MultiCmmdtyExtc |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Multi Commodity Exotic
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is multi commodity exotic.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/MultiCmmdtyExtc [Sequence] |
|
BasePdct |
Base Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++MultiCmmdtyExtc
|
| tag |
BasePdct
|
| type |
AssetClassProductType13Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/MultiCmmdtyExtc[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/MultiCmmdtyExtc/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
MCEX |
| Definition |
Commodity of type multi commodity exotic. |
| Name |
MultiCommodityExotic |
| ISO Definition |
Commodity of type multi commodity exotic. |
| ISO Name |
MultiCommodityExotic |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Multi Commodity Exotic.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
OffclEcnmcSttstcs
|
| type |
AssetClassCommodityOfficialEconomicStatistics1 |
| fullName |
OfficialEconomicStatistics |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/OffclEcnmcSttstcs[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OffclEcnmcSttstcs |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Official Economic Statistics
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is official economic statistics.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OffclEcnmcSttstcs [Sequence] |
|
BasePdct |
Base Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++OffclEcnmcSttstcs
|
| tag |
BasePdct
|
| type |
AssetClassProductType14Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/OffclEcnmcSttstcs[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/OffclEcnmcSttstcs/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
OEST |
| Definition |
Commodity of type official economic statistic. |
| Name |
OfficialEconomicStatistic |
| ISO Definition |
Commodity of type official economic statistic. |
| ISO Name |
OfficialEconomicStatistic |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Official Economic Statistics.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
|
| tag |
Othr
|
| type |
AssetClassCommodityOther1 |
| fullName |
Other |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Othr[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Othr |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Other
|
|
ISO Type Definition |
Defines commodity attributes of a derivative where the type is other.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Othr [Sequence] |
|
BasePdct |
Base Product |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
++++++Pdct
+++++++Othr
|
| tag |
BasePdct
|
| type |
AssetClassProductType15Code |
| fullName |
BaseProduct |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/Pdct[1..1]/Othr[1..1]/BasePdct[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/Pdct/Othr/BasePdct |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
OTHR |
| Definition |
Commodity of other type. |
| Name |
Other |
| ISO Definition |
Commodity of other type. |
| ISO Name |
Other |
|
| Documentation: |
|
|
ISO Element Name |
Base Product
|
|
ISO Element Definition |
Base product for the underlying asset class as specified in the classification of
commodities derivatives table.
|
|
ISO Type Definition |
Commodity derivative base product code list for Other.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
|
| tag |
TxTp
|
| type |
AssetClassTransactionType1Code |
| fullName |
TransactionType |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/TxTp[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/TxTp |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
CRCK |
| Definition |
Crack. |
| Name |
Crack |
| ISO Definition |
Crack. |
| ISO Name |
Crack |
|
|
DIFF |
| Definition |
Differential. |
| Name |
Differential |
| ISO Definition |
Differential. |
| ISO Name |
Differential |
|
|
FUTR |
| Definition |
Futures. |
| Name |
Futures |
| ISO Definition |
Futures. |
| ISO Name |
Futures |
|
|
MINI |
| Definition |
Minis. |
| Name |
Minis |
| ISO Definition |
Minis. |
| ISO Name |
Minis |
|
|
OPTN |
| Definition |
Options.
|
| Name |
Options |
| ISO Definition |
Options.
|
| ISO Name |
Options |
|
|
OTCT |
| Definition |
Over-The-Counter. |
| Name |
OTC |
| ISO Definition |
Over-The-Counter. |
| ISO Name |
OTC |
|
|
ORIT |
| Definition |
Outright. |
| Name |
Outright |
| ISO Definition |
Outright. |
| ISO Name |
Outright |
|
|
SWAP |
| Definition |
Swaps. |
| Name |
Swaps |
| ISO Definition |
Swaps. |
| ISO Name |
Swaps |
|
|
TAPO |
| Definition |
TAPOS. |
| Name |
TAPOS |
| ISO Definition |
TAPOS. |
| ISO Name |
TAPOS |
|
|
OTHR |
| Definition |
Other. |
| Name |
Other |
| ISO Definition |
Other. |
| ISO Name |
Other |
|
| Documentation: |
|
|
ISO Element Name |
Transaction Type
|
|
ISO Element Definition |
Transaction type as specified by the trading venue.
|
|
ISO Type Definition |
Code list of transaction type as specified by the trading venue.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Cmmdty
|
| tag |
FnlPricTp
|
| type |
AssetPriceType1Code |
| fullName |
FinalPriceType |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Cmmdty[0..1]/FnlPricTp[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Cmmdty/FnlPricTp |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
ARGM |
| Definition |
Argus / Mc Closkey price. |
| Name |
ArgusMcCloskey |
| ISO Definition |
Argus / Mc Closkey price. |
| ISO Name |
ArgusMcCloskey |
|
|
BLTC |
| Definition |
Baltic price. |
| Name |
Baltic |
| ISO Definition |
Baltic price. |
| ISO Name |
Baltic |
|
|
EXOF |
| Definition |
Exchange price. |
| Name |
Exchange |
| ISO Definition |
Exchange price. |
| ISO Name |
Exchange |
|
|
GBCL |
| Definition |
Global coal price. |
| Name |
GlobalCoal |
| ISO Definition |
Global coal price. |
| ISO Name |
GlobalCoal |
|
|
IHSM |
| Definition |
IHS Mc Closkey price. |
| Name |
IHSMcCloskey |
| ISO Definition |
IHS Mc Closkey price. |
| ISO Name |
IHSMcCloskey |
|
|
OTHR |
| Definition |
Other price. |
| Name |
Other |
| ISO Definition |
Other price. |
| ISO Name |
Other |
|
|
PLAT |
| Definition |
Platts price. |
| Name |
Platts |
| ISO Definition |
Platts price. |
| ISO Name |
Platts |
|
| Documentation: |
|
|
ISO Element Name |
Final Price Type
|
|
ISO Element Definition |
Final price type as specified by the trading venue.
|
|
ISO Type Definition |
Specifies the type of price for an asset.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
|
| tag |
Intrst
|
| type |
DerivativeInterest3 |
| fullName |
Interest |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Interest
|
|
ISO Element Definition |
The fields in this section should only be populated for instruments that have non-financial
instrument of type interest rates as underlying.
|
|
ISO Type Definition |
Specifies a multi-leg interest derivative.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst [Sequence] |
|
IntrstRate |
Interest Rate |
|
FrstLegIntrstRate |
First Leg Interest Rate |
|
OthrNtnlCcy |
Other Notional Currency |
|
OthrLegIntrstRate |
Other Leg Interest Rate |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
|
| tag |
IntrstRate
|
| type |
FloatingInterestRate8 |
| fullName |
InterestRate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/IntrstRate[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Interest Rate
|
|
ISO Element Definition |
Provides the interest rate in number of days, weeks, months or years.
|
|
ISO Type Definition |
Provides the index used to define the rate and optionally the basis point spread.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate [Sequence] |
|
RefRate |
Reference Rate |
|
Term |
Term |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++IntrstRate
|
| tag |
RefRate
|
| type |
BenchmarkCurveName5Choice |
| fullName |
ReferenceRate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/IntrstRate[1..1]/RefRate[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate/RefRate |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Reference Rate
|
|
ISO Element Definition |
Identifies the reference index for the instrument.
|
|
ISO Element Usage |
Index or name if the reference rate is not included in the index list.
|
|
ISO Type Definition |
Choice of format for benchmark curve name.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate/RefRate [Choice] |
|
Indx |
Index |
|
Nm |
Name |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++IntrstRate
+++++++RefRate
|
| tag |
Indx
|
| type |
BenchmarkCurveName2Code |
| fullName |
Index |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/IntrstRate[1..1]/RefRate[1..1]/Indx[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate/RefRate/Indx |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
WIBO |
| Definition |
Warsaw Interbank Offered Rate. |
| Name |
WIBOR |
| ISO Definition |
Warsaw Interbank Offered Rate. |
| ISO Name |
WIBOR |
|
|
TREA |
| Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| Name |
Treasury |
| ISO Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| ISO Name |
Treasury |
|
|
TIBO |
| Definition |
Tokyo Interbank Offered Rate. |
| Name |
TIBOR |
| ISO Definition |
Tokyo Interbank Offered Rate. |
| ISO Name |
TIBOR |
|
|
TLBO |
| Definition |
Tel Aviv Interbank Offered Rate. |
| Name |
TELBOR |
| ISO Definition |
Tel Aviv Interbank Offered Rate. |
| ISO Name |
TELBOR |
|
|
SWAP |
| Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| Name |
SWAP |
| ISO Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| ISO Name |
SWAP |
|
|
STBO |
| Definition |
Stockholm Interbank Offered Rate. |
| Name |
STIBOR |
| ISO Definition |
Stockholm Interbank Offered Rate. |
| ISO Name |
STIBOR |
|
|
PRBO |
| Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| Name |
PRIBOR |
| ISO Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| ISO Name |
PRIBOR |
|
|
PFAN |
| Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| Name |
Pfandbriefe |
| ISO Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| ISO Name |
Pfandbriefe |
|
|
NIBO |
| Definition |
Norwegian Interbank Offered Rate. |
| Name |
NIBOR |
| ISO Definition |
Norwegian Interbank Offered Rate. |
| ISO Name |
NIBOR |
|
|
MAAA |
| Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| Name |
MuniAAA |
| ISO Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| ISO Name |
MuniAAA |
|
|
MOSP |
| Definition |
Moscow Prime Offered Rate. |
| Name |
MOSPRIM |
| ISO Definition |
Moscow Prime Offered Rate. |
| ISO Name |
MOSPRIM |
|
|
LIBO |
| Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| Name |
LIBOR |
| ISO Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| ISO Name |
LIBOR |
|
|
LIBI |
| Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| Name |
LIBID |
| ISO Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| ISO Name |
LIBID |
|
|
JIBA |
| Definition |
Johannesburg Interbank Agreed Rate. |
| Name |
JIBAR |
| ISO Definition |
Johannesburg Interbank Agreed Rate. |
| ISO Name |
JIBAR |
|
|
ISDA |
| Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| Name |
ISDAFIX |
| ISO Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| ISO Name |
ISDAFIX |
|
|
GCFR |
| Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| Name |
GCFRepo |
| ISO Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| ISO Name |
GCFRepo |
|
|
FUSW |
| Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| Name |
FutureSWAP |
| ISO Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| ISO Name |
FutureSWAP |
|
|
EUCH |
| Definition |
Swiss Franc LIBOR rate. |
| Name |
EuroSwiss |
| ISO Definition |
Swiss Franc LIBOR rate. |
| ISO Name |
EuroSwiss |
|
|
EUUS |
| Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| Name |
EURODOLLAR |
| ISO Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| ISO Name |
EURODOLLAR |
|
|
EURI |
| Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| Name |
Euribor |
| ISO Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| ISO Name |
Euribor |
|
|
EONS |
| Definition |
Euro OverNight Index Average swap rate. |
| Name |
EONIASwaps |
| ISO Definition |
Euro OverNight Index Average swap rate. |
| ISO Name |
EONIASwaps |
|
|
EONA |
| Definition |
Euro OverNight Index Average rate. |
| Name |
EONIA |
| ISO Definition |
Euro OverNight Index Average rate. |
| ISO Name |
EONIA |
|
|
CIBO |
| Definition |
Copenhagen Interbank Offered Rate. |
| Name |
CIBOR |
| ISO Definition |
Copenhagen Interbank Offered Rate. |
| ISO Name |
CIBOR |
|
|
CDOR |
| Definition |
Canadian Dollar Offered Rate. |
| Name |
CDOR |
| ISO Definition |
Canadian Dollar Offered Rate. |
| ISO Name |
CDOR |
|
|
BUBO |
| Definition |
Budapest Interbank Offered Rate. |
| Name |
BUBOR |
| ISO Definition |
Budapest Interbank Offered Rate. |
| ISO Name |
BUBOR |
|
|
BBSW |
| Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| Name |
BBSW |
| ISO Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| ISO Name |
BBSW |
|
| Documentation: |
|
|
ISO Element Name |
Index
|
|
ISO Type Definition |
Specifies a benchmark curve name.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++IntrstRate
+++++++RefRate
|
| tag |
Nm
|
| type |
Max25Text |
| fullName |
Name |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/IntrstRate[1..1]/RefRate[1..1]/Nm[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate/RefRate/Nm |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| minLength |
1 |
| maxLength |
25 |
| Documentation: |
|
|
ISO Element Name |
Name
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++IntrstRate
|
| tag |
Term
|
| type |
InterestRateContractTerm2 |
| fullName |
Term |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/IntrstRate[1..1]/Term[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate/Term |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Term
|
|
ISO Element Definition |
Term of the reference rate.
|
|
ISO Type Definition |
Describes how interest rates are reported.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate/Term [Sequence] |
|
Unit |
Unit |
|
Val |
Value |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++IntrstRate
+++++++Term
|
| tag |
Unit
|
| type |
RateBasis1Code |
| fullName |
Unit |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/IntrstRate[1..1]/Term[0..1]/Unit[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate/Term/Unit |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
DAYS |
| Definition |
Rate is reported in days. |
| Name |
Days |
| ISO Definition |
Rate is reported in days. |
| ISO Name |
Days |
|
|
MNTH |
| Definition |
Rate is reported in months. |
| Name |
Months |
| ISO Definition |
Rate is reported in months. |
| ISO Name |
Months |
|
|
WEEK |
| Definition |
Rate is reported in weeks. |
| Name |
Weeks |
| ISO Definition |
Rate is reported in weeks. |
| ISO Name |
Weeks |
|
|
YEAR |
| Definition |
Rate is reported in years. |
| Name |
Years |
| ISO Definition |
Rate is reported in years. |
| ISO Name |
Years |
|
| Documentation: |
|
|
ISO Element Name |
Unit
|
|
ISO Element Definition |
Unit for the rate basis.
|
|
ISO Type Definition |
Specifies a rate basis.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++IntrstRate
+++++++Term
|
| tag |
Val
|
| type |
Max3Number |
| fullName |
Value |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/IntrstRate[1..1]/Term[0..1]/Val[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/IntrstRate/Term/Val |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
0 |
| totalDigits |
3 |
| Documentation: |
|
|
ISO Element Name |
Value
|
|
ISO Element Definition |
Value of the contract term in number of units.
|
|
ISO Type Definition |
Number (max 999) of objects represented as an integer.
|
| Constraint: |
|
|
Name |
NumberRule |
|
Definition |
If Number is negative, then Sign must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
|
| tag |
FrstLegIntrstRate
|
| type |
InterestRate8Choice |
| fullName |
FirstLegInterestRate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/FrstLegIntrstRate[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
First Leg Interest Rate
|
|
ISO Element Definition |
Interest rate of the notional currency.
|
|
ISO Type Definition |
Choice between a fixed rate and a variable rate.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate [Choice] |
|
Fxd |
Fixed |
|
Fltg |
Floating |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++FrstLegIntrstRate
|
| tag |
Fxd
|
| type |
PercentageRate |
| fullName |
Fixed |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/FrstLegIntrstRate[0..1]/Fxd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fxd |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
10 |
| totalDigits |
11 |
| Documentation: |
|
|
ISO Element Name |
Fixed
|
|
ISO Type Definition |
Rate expressed as a percentage, that is, in hundredths, for example, 0.7 is 7/10 of
a percent, and 7.0 is 7%.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++FrstLegIntrstRate
|
| tag |
Fltg
|
| type |
FloatingInterestRate8 |
| fullName |
Floating |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/FrstLegIntrstRate[0..1]/Fltg[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Floating
|
|
ISO Type Definition |
Provides the index used to define the rate and optionally the basis point spread.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg [Sequence] |
|
RefRate |
Reference Rate |
|
Term |
Term |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++FrstLegIntrstRate
+++++++Fltg
|
| tag |
RefRate
|
| type |
BenchmarkCurveName5Choice |
| fullName |
ReferenceRate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/FrstLegIntrstRate[0..1]/Fltg[1..1]/RefRate[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg/RefRate |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Reference Rate
|
|
ISO Element Definition |
Identifies the reference index for the instrument.
|
|
ISO Element Usage |
Index or name if the reference rate is not included in the index list.
|
|
ISO Type Definition |
Choice of format for benchmark curve name.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg/RefRate [Choice] |
|
Indx |
Index |
|
Nm |
Name |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++FrstLegIntrstRate
+++++++Fltg
++++++++RefRate
|
| tag |
Indx
|
| type |
BenchmarkCurveName2Code |
| fullName |
Index |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/FrstLegIntrstRate[0..1]/Fltg[1..1]/RefRate[1..1]/Indx[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg/RefRate/Indx |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
WIBO |
| Definition |
Warsaw Interbank Offered Rate. |
| Name |
WIBOR |
| ISO Definition |
Warsaw Interbank Offered Rate. |
| ISO Name |
WIBOR |
|
|
TREA |
| Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| Name |
Treasury |
| ISO Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| ISO Name |
Treasury |
|
|
TIBO |
| Definition |
Tokyo Interbank Offered Rate. |
| Name |
TIBOR |
| ISO Definition |
Tokyo Interbank Offered Rate. |
| ISO Name |
TIBOR |
|
|
TLBO |
| Definition |
Tel Aviv Interbank Offered Rate. |
| Name |
TELBOR |
| ISO Definition |
Tel Aviv Interbank Offered Rate. |
| ISO Name |
TELBOR |
|
|
SWAP |
| Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| Name |
SWAP |
| ISO Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| ISO Name |
SWAP |
|
|
STBO |
| Definition |
Stockholm Interbank Offered Rate. |
| Name |
STIBOR |
| ISO Definition |
Stockholm Interbank Offered Rate. |
| ISO Name |
STIBOR |
|
|
PRBO |
| Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| Name |
PRIBOR |
| ISO Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| ISO Name |
PRIBOR |
|
|
PFAN |
| Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| Name |
Pfandbriefe |
| ISO Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| ISO Name |
Pfandbriefe |
|
|
NIBO |
| Definition |
Norwegian Interbank Offered Rate. |
| Name |
NIBOR |
| ISO Definition |
Norwegian Interbank Offered Rate. |
| ISO Name |
NIBOR |
|
|
MAAA |
| Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| Name |
MuniAAA |
| ISO Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| ISO Name |
MuniAAA |
|
|
MOSP |
| Definition |
Moscow Prime Offered Rate. |
| Name |
MOSPRIM |
| ISO Definition |
Moscow Prime Offered Rate. |
| ISO Name |
MOSPRIM |
|
|
LIBO |
| Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| Name |
LIBOR |
| ISO Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| ISO Name |
LIBOR |
|
|
LIBI |
| Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| Name |
LIBID |
| ISO Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| ISO Name |
LIBID |
|
|
JIBA |
| Definition |
Johannesburg Interbank Agreed Rate. |
| Name |
JIBAR |
| ISO Definition |
Johannesburg Interbank Agreed Rate. |
| ISO Name |
JIBAR |
|
|
ISDA |
| Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| Name |
ISDAFIX |
| ISO Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| ISO Name |
ISDAFIX |
|
|
GCFR |
| Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| Name |
GCFRepo |
| ISO Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| ISO Name |
GCFRepo |
|
|
FUSW |
| Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| Name |
FutureSWAP |
| ISO Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| ISO Name |
FutureSWAP |
|
|
EUCH |
| Definition |
Swiss Franc LIBOR rate. |
| Name |
EuroSwiss |
| ISO Definition |
Swiss Franc LIBOR rate. |
| ISO Name |
EuroSwiss |
|
|
EUUS |
| Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| Name |
EURODOLLAR |
| ISO Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| ISO Name |
EURODOLLAR |
|
|
EURI |
| Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| Name |
Euribor |
| ISO Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| ISO Name |
Euribor |
|
|
EONS |
| Definition |
Euro OverNight Index Average swap rate. |
| Name |
EONIASwaps |
| ISO Definition |
Euro OverNight Index Average swap rate. |
| ISO Name |
EONIASwaps |
|
|
EONA |
| Definition |
Euro OverNight Index Average rate. |
| Name |
EONIA |
| ISO Definition |
Euro OverNight Index Average rate. |
| ISO Name |
EONIA |
|
|
CIBO |
| Definition |
Copenhagen Interbank Offered Rate. |
| Name |
CIBOR |
| ISO Definition |
Copenhagen Interbank Offered Rate. |
| ISO Name |
CIBOR |
|
|
CDOR |
| Definition |
Canadian Dollar Offered Rate. |
| Name |
CDOR |
| ISO Definition |
Canadian Dollar Offered Rate. |
| ISO Name |
CDOR |
|
|
BUBO |
| Definition |
Budapest Interbank Offered Rate. |
| Name |
BUBOR |
| ISO Definition |
Budapest Interbank Offered Rate. |
| ISO Name |
BUBOR |
|
|
BBSW |
| Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| Name |
BBSW |
| ISO Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| ISO Name |
BBSW |
|
| Documentation: |
|
|
ISO Element Name |
Index
|
|
ISO Type Definition |
Specifies a benchmark curve name.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++FrstLegIntrstRate
+++++++Fltg
++++++++RefRate
|
| tag |
Nm
|
| type |
Max25Text |
| fullName |
Name |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/FrstLegIntrstRate[0..1]/Fltg[1..1]/RefRate[1..1]/Nm[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg/RefRate/Nm |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| minLength |
1 |
| maxLength |
25 |
| Documentation: |
|
|
ISO Element Name |
Name
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++FrstLegIntrstRate
+++++++Fltg
|
| tag |
Term
|
| type |
InterestRateContractTerm2 |
| fullName |
Term |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/FrstLegIntrstRate[0..1]/Fltg[1..1]/Term[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg/Term |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Term
|
|
ISO Element Definition |
Term of the reference rate.
|
|
ISO Type Definition |
Describes how interest rates are reported.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg/Term [Sequence] |
|
Unit |
Unit |
|
Val |
Value |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++FrstLegIntrstRate
+++++++Fltg
++++++++Term
|
| tag |
Unit
|
| type |
RateBasis1Code |
| fullName |
Unit |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/FrstLegIntrstRate[0..1]/Fltg[1..1]/Term[0..1]/Unit[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg/Term/Unit |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
DAYS |
| Definition |
Rate is reported in days. |
| Name |
Days |
| ISO Definition |
Rate is reported in days. |
| ISO Name |
Days |
|
|
MNTH |
| Definition |
Rate is reported in months. |
| Name |
Months |
| ISO Definition |
Rate is reported in months. |
| ISO Name |
Months |
|
|
WEEK |
| Definition |
Rate is reported in weeks. |
| Name |
Weeks |
| ISO Definition |
Rate is reported in weeks. |
| ISO Name |
Weeks |
|
|
YEAR |
| Definition |
Rate is reported in years. |
| Name |
Years |
| ISO Definition |
Rate is reported in years. |
| ISO Name |
Years |
|
| Documentation: |
|
|
ISO Element Name |
Unit
|
|
ISO Element Definition |
Unit for the rate basis.
|
|
ISO Type Definition |
Specifies a rate basis.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++FrstLegIntrstRate
+++++++Fltg
++++++++Term
|
| tag |
Val
|
| type |
Max3Number |
| fullName |
Value |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/FrstLegIntrstRate[0..1]/Fltg[1..1]/Term[0..1]/Val[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/FrstLegIntrstRate/Fltg/Term/Val |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
0 |
| totalDigits |
3 |
| Documentation: |
|
|
ISO Element Name |
Value
|
|
ISO Element Definition |
Value of the contract term in number of units.
|
|
ISO Type Definition |
Number (max 999) of objects represented as an integer.
|
| Constraint: |
|
|
Name |
NumberRule |
|
Definition |
If Number is negative, then Sign must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
|
| tag |
OthrNtnlCcy
|
| type |
ActiveOrHistoricCurrencyCode |
| fullName |
OtherNotionalCurrency |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrNtnlCcy[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrNtnlCcy |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{3,3} |
| Documentation: |
|
|
ISO Element Name |
Other Notional Currency
|
|
ISO Element Definition |
Notional currency in which leg 2 of the contract is denominated, in case of multi-currency
or cross-currency swaps.
Notional currency in which leg 2 of the swap is denominated, in case of swaptions
where the underlying swap is multi-currency.
|
|
ISO Type Definition |
A code allocated to a currency by a Maintenance Agency under an international identification
scheme, as described in the latest edition of the international standard ISO 4217
"Codes for the representation of currencies and funds".
|
| Constraint: |
|
|
Name |
ActiveOrHistoricCurrency |
|
Definition |
The Currency Code must be registered, or have already been registered. Valid active
or historic currency codes are registered with the ISO 4217 Maintenance Agency, consist
of three (3) contiguous letters, and may be or not be withdrawn on the day the message
containing the Currency is exchanged.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
|
| tag |
OthrLegIntrstRate
|
| type |
InterestRate8Choice |
| fullName |
OtherLegInterestRate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrLegIntrstRate[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Other Leg Interest Rate
|
|
ISO Element Definition |
Indication of the interest rate used for leg 2, if applicable.
|
|
ISO Type Definition |
Choice between a fixed rate and a variable rate.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate [Choice] |
|
Fxd |
Fixed |
|
Fltg |
Floating |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++OthrLegIntrstRate
|
| tag |
Fxd
|
| type |
PercentageRate |
| fullName |
Fixed |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrLegIntrstRate[0..1]/Fxd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fxd |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
10 |
| totalDigits |
11 |
| Documentation: |
|
|
ISO Element Name |
Fixed
|
|
ISO Type Definition |
Rate expressed as a percentage, that is, in hundredths, for example, 0.7 is 7/10 of
a percent, and 7.0 is 7%.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++OthrLegIntrstRate
|
| tag |
Fltg
|
| type |
FloatingInterestRate8 |
| fullName |
Floating |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrLegIntrstRate[0..1]/Fltg[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Floating
|
|
ISO Type Definition |
Provides the index used to define the rate and optionally the basis point spread.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg [Sequence] |
|
RefRate |
Reference Rate |
|
Term |
Term |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++OthrLegIntrstRate
+++++++Fltg
|
| tag |
RefRate
|
| type |
BenchmarkCurveName5Choice |
| fullName |
ReferenceRate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrLegIntrstRate[0..1]/Fltg[1..1]/RefRate[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg/RefRate |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Reference Rate
|
|
ISO Element Definition |
Identifies the reference index for the instrument.
|
|
ISO Element Usage |
Index or name if the reference rate is not included in the index list.
|
|
ISO Type Definition |
Choice of format for benchmark curve name.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg/RefRate [Choice] |
|
Indx |
Index |
|
Nm |
Name |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++OthrLegIntrstRate
+++++++Fltg
++++++++RefRate
|
| tag |
Indx
|
| type |
BenchmarkCurveName2Code |
| fullName |
Index |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrLegIntrstRate[0..1]/Fltg[1..1]/RefRate[1..1]/Indx[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg/RefRate/Indx |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
WIBO |
| Definition |
Warsaw Interbank Offered Rate. |
| Name |
WIBOR |
| ISO Definition |
Warsaw Interbank Offered Rate. |
| ISO Name |
WIBOR |
|
|
TREA |
| Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| Name |
Treasury |
| ISO Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| ISO Name |
Treasury |
|
|
TIBO |
| Definition |
Tokyo Interbank Offered Rate. |
| Name |
TIBOR |
| ISO Definition |
Tokyo Interbank Offered Rate. |
| ISO Name |
TIBOR |
|
|
TLBO |
| Definition |
Tel Aviv Interbank Offered Rate. |
| Name |
TELBOR |
| ISO Definition |
Tel Aviv Interbank Offered Rate. |
| ISO Name |
TELBOR |
|
|
SWAP |
| Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| Name |
SWAP |
| ISO Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| ISO Name |
SWAP |
|
|
STBO |
| Definition |
Stockholm Interbank Offered Rate. |
| Name |
STIBOR |
| ISO Definition |
Stockholm Interbank Offered Rate. |
| ISO Name |
STIBOR |
|
|
PRBO |
| Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| Name |
PRIBOR |
| ISO Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| ISO Name |
PRIBOR |
|
|
PFAN |
| Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| Name |
Pfandbriefe |
| ISO Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| ISO Name |
Pfandbriefe |
|
|
NIBO |
| Definition |
Norwegian Interbank Offered Rate. |
| Name |
NIBOR |
| ISO Definition |
Norwegian Interbank Offered Rate. |
| ISO Name |
NIBOR |
|
|
MAAA |
| Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| Name |
MuniAAA |
| ISO Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| ISO Name |
MuniAAA |
|
|
MOSP |
| Definition |
Moscow Prime Offered Rate. |
| Name |
MOSPRIM |
| ISO Definition |
Moscow Prime Offered Rate. |
| ISO Name |
MOSPRIM |
|
|
LIBO |
| Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| Name |
LIBOR |
| ISO Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| ISO Name |
LIBOR |
|
|
LIBI |
| Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| Name |
LIBID |
| ISO Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| ISO Name |
LIBID |
|
|
JIBA |
| Definition |
Johannesburg Interbank Agreed Rate. |
| Name |
JIBAR |
| ISO Definition |
Johannesburg Interbank Agreed Rate. |
| ISO Name |
JIBAR |
|
|
ISDA |
| Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| Name |
ISDAFIX |
| ISO Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| ISO Name |
ISDAFIX |
|
|
GCFR |
| Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| Name |
GCFRepo |
| ISO Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| ISO Name |
GCFRepo |
|
|
FUSW |
| Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| Name |
FutureSWAP |
| ISO Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| ISO Name |
FutureSWAP |
|
|
EUCH |
| Definition |
Swiss Franc LIBOR rate. |
| Name |
EuroSwiss |
| ISO Definition |
Swiss Franc LIBOR rate. |
| ISO Name |
EuroSwiss |
|
|
EUUS |
| Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| Name |
EURODOLLAR |
| ISO Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| ISO Name |
EURODOLLAR |
|
|
EURI |
| Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| Name |
Euribor |
| ISO Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| ISO Name |
Euribor |
|
|
EONS |
| Definition |
Euro OverNight Index Average swap rate. |
| Name |
EONIASwaps |
| ISO Definition |
Euro OverNight Index Average swap rate. |
| ISO Name |
EONIASwaps |
|
|
EONA |
| Definition |
Euro OverNight Index Average rate. |
| Name |
EONIA |
| ISO Definition |
Euro OverNight Index Average rate. |
| ISO Name |
EONIA |
|
|
CIBO |
| Definition |
Copenhagen Interbank Offered Rate. |
| Name |
CIBOR |
| ISO Definition |
Copenhagen Interbank Offered Rate. |
| ISO Name |
CIBOR |
|
|
CDOR |
| Definition |
Canadian Dollar Offered Rate. |
| Name |
CDOR |
| ISO Definition |
Canadian Dollar Offered Rate. |
| ISO Name |
CDOR |
|
|
BUBO |
| Definition |
Budapest Interbank Offered Rate. |
| Name |
BUBOR |
| ISO Definition |
Budapest Interbank Offered Rate. |
| ISO Name |
BUBOR |
|
|
BBSW |
| Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| Name |
BBSW |
| ISO Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| ISO Name |
BBSW |
|
| Documentation: |
|
|
ISO Element Name |
Index
|
|
ISO Type Definition |
Specifies a benchmark curve name.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++OthrLegIntrstRate
+++++++Fltg
++++++++RefRate
|
| tag |
Nm
|
| type |
Max25Text |
| fullName |
Name |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrLegIntrstRate[0..1]/Fltg[1..1]/RefRate[1..1]/Nm[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg/RefRate/Nm |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| minLength |
1 |
| maxLength |
25 |
| Documentation: |
|
|
ISO Element Name |
Name
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++OthrLegIntrstRate
+++++++Fltg
|
| tag |
Term
|
| type |
InterestRateContractTerm2 |
| fullName |
Term |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrLegIntrstRate[0..1]/Fltg[1..1]/Term[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg/Term |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Term
|
|
ISO Element Definition |
Term of the reference rate.
|
|
ISO Type Definition |
Describes how interest rates are reported.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg/Term [Sequence] |
|
Unit |
Unit |
|
Val |
Value |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++OthrLegIntrstRate
+++++++Fltg
++++++++Term
|
| tag |
Unit
|
| type |
RateBasis1Code |
| fullName |
Unit |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrLegIntrstRate[0..1]/Fltg[1..1]/Term[0..1]/Unit[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg/Term/Unit |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
DAYS |
| Definition |
Rate is reported in days. |
| Name |
Days |
| ISO Definition |
Rate is reported in days. |
| ISO Name |
Days |
|
|
MNTH |
| Definition |
Rate is reported in months. |
| Name |
Months |
| ISO Definition |
Rate is reported in months. |
| ISO Name |
Months |
|
|
WEEK |
| Definition |
Rate is reported in weeks. |
| Name |
Weeks |
| ISO Definition |
Rate is reported in weeks. |
| ISO Name |
Weeks |
|
|
YEAR |
| Definition |
Rate is reported in years. |
| Name |
Years |
| ISO Definition |
Rate is reported in years. |
| ISO Name |
Years |
|
| Documentation: |
|
|
ISO Element Name |
Unit
|
|
ISO Element Definition |
Unit for the rate basis.
|
|
ISO Type Definition |
Specifies a rate basis.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++Intrst
++++++OthrLegIntrstRate
+++++++Fltg
++++++++Term
|
| tag |
Val
|
| type |
Max3Number |
| fullName |
Value |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/Intrst[0..1]/OthrLegIntrstRate[0..1]/Fltg[1..1]/Term[0..1]/Val[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/Intrst/OthrLegIntrstRate/Fltg/Term/Val |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| fractionDigits |
0 |
| totalDigits |
3 |
| Documentation: |
|
|
ISO Element Name |
Value
|
|
ISO Element Definition |
Value of the contract term in number of units.
|
|
ISO Type Definition |
Number (max 999) of objects represented as an integer.
|
| Constraint: |
|
|
Name |
NumberRule |
|
Definition |
If Number is negative, then Sign must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
|
| tag |
FX
|
| type |
DerivativeForeignExchange3 |
| fullName |
ForeignExchange |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/FX[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/FX |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Foreign Exchange
|
|
ISO Element Definition |
The fields in this section should only be populated for instruments that have non-financial
instrument of type foreign exchange as underlying.
|
|
ISO Type Definition |
Attributes of non-financial instrument of type foreign exchange as underlying.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/FX [Sequence] |
|
FxTp |
FX Type |
|
OthrNtnlCcy |
Other Notional Currency |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++FX
|
| tag |
FxTp
|
| type |
AssetFXSubProductType1Code |
| fullName |
FXType |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/FX[0..1]/FxTp[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/FX/FxTp |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Enumeration: |
|
FXCR |
| Definition |
Commodity attribute of type foreign exchange cross rate. |
| Name |
ForeignExchangeCrossRate |
| ISO Definition |
Commodity attribute of type foreign exchange cross rate. |
| ISO Name |
ForeignExchangeCrossRate |
|
|
FXEM |
| Definition |
Commodity attribute of type foreign exchange emerging markets. |
| Name |
ForeignExchangeEmergingMarket |
| ISO Definition |
Commodity attribute of type foreign exchange emerging markets. |
| ISO Name |
ForeignExchangeEmergingMarket |
|
|
FXMJ |
| Definition |
Commodity attribute of type foreign exchange majors. |
| Name |
ForeignExchangeMajor |
| ISO Definition |
Commodity attribute of type foreign exchange majors. |
| ISO Name |
ForeignExchangeMajor |
|
| Documentation: |
|
|
ISO Element Name |
FX Type
|
|
ISO Element Definition |
Type of the underlying currency.
|
|
ISO Type Definition |
Specifies the allowed foreign exchange types for foreign exchange derivatives.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++DerivInstrmAttrbts
++++AsstClssSpcfcAttrbts
+++++FX
|
| tag |
OthrNtnlCcy
|
| type |
ActiveOrHistoricCurrencyCode |
| fullName |
OtherNotionalCurrency |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/DerivInstrmAttrbts[0..1]/AsstClssSpcfcAttrbts[0..1]/FX[0..1]/OthrNtnlCcy[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/DerivInstrmAttrbts/AsstClssSpcfcAttrbts/FX/OthrNtnlCcy |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{3,3} |
| Documentation: |
|
|
ISO Element Name |
Other Notional Currency
|
|
ISO Element Definition |
Underlying currency 2 of the currency pair (the currency 1 will be populated in the
notional currency).
|
|
ISO Type Definition |
A code allocated to a currency by a Maintenance Agency under an international identification
scheme, as described in the latest edition of the international standard ISO 4217
"Codes for the representation of currencies and funds".
|
| Constraint: |
|
|
Name |
ActiveOrHistoricCurrency |
|
Definition |
The Currency Code must be registered, or have already been registered. Valid active
or historic currency codes are registered with the ISO 4217 Maintenance Agency, consist
of three (3) contiguous letters, and may be or not be withdrawn on the day the message
containing the Currency is exchanged.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
|
| tag |
TechAttrbts
|
| type |
RecordTechnicalData4 |
| fullName |
TechnicalAttributes |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/TechAttrbts[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/TechAttrbts |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Technical Attributes
|
|
ISO Element Definition |
Technical attributes.
|
|
ISO Type Definition |
Instrument specific technical data to support identification.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/TechAttrbts [Sequence] |
|
IncnsstncyInd |
Inconsistency Indicator |
|
LastUpd |
Last Update |
|
SubmissnDtTm |
Submission Date Time |
|
RlvntCmptntAuthrty |
Relevant Competent Authority |
|
PblctnPrd |
Publication Period |
|
NvrPblshd |
Never Published |
|
RlvntTradgVn |
Relevant Trading Venue |
| Constraint: |
|
|
Name |
OneElementPresentRule |
|
Definition |
At least one of the 5 elements must be present. |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++TechAttrbts
|
| tag |
IncnsstncyInd
|
| type |
TrueFalseIndicator |
| fullName |
InconsistencyIndicator |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/TechAttrbts[0..1]/IncnsstncyInd[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/TechAttrbts/IncnsstncyInd |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Inconsistency Indicator
|
|
ISO Element Definition |
Flag to say if there is an inconsistency across all submitting entities records.
|
|
ISO Type Definition |
A flag indicating a True or False value.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++TechAttrbts
|
| tag |
LastUpd
|
| type |
ISODateTime |
| fullName |
LastUpdate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/TechAttrbts[0..1]/LastUpd[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/TechAttrbts/LastUpd |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Last Update
|
|
ISO Element Definition |
Last date for which data was received for this instrument.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++TechAttrbts
|
| tag |
SubmissnDtTm
|
| type |
ISODateTime |
| fullName |
SubmissionDateTime |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/TechAttrbts[0..1]/SubmissnDtTm[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/TechAttrbts/SubmissnDtTm |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Submission Date Time
|
|
ISO Element Definition |
Defines the date and time when this instrument was originally received at the submission
destination.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++TechAttrbts
|
| tag |
RlvntCmptntAuthrty
|
| type |
CountryCode |
| fullName |
RelevantCompetentAuthority |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/TechAttrbts[0..1]/RlvntCmptntAuthrty[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/TechAttrbts/RlvntCmptntAuthrty |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{2,2} |
| Documentation: |
|
|
ISO Element Name |
Relevant Competent Authority
|
|
ISO Element Definition |
Country code of the relevant competent authority of the instrument.
|
|
ISO Type Definition |
Code to identify a country, a dependency, or another area of particular geopolitical
interest, on the basis of country names obtained from the United Nations (ISO 3166,
Alpha-2 code).
|
| Constraint: |
|
|
Name |
Country |
|
Definition |
The code is checked against the list of country names obtained from the United Nations
(ISO 3166, Alpha-2 code).
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++TechAttrbts
|
| tag |
PblctnPrd
|
| type |
Period4Choice |
| fullName |
PublicationPeriod |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/TechAttrbts[0..1]/PblctnPrd[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/TechAttrbts/PblctnPrd |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Publication Period
|
|
ISO Element Definition |
Period for which the associated instrument has been publically available.
|
|
ISO Type Definition |
Choice between date and date-time for the specification of a period.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/TechAttrbts/PblctnPrd [Choice] |
|
Dt |
Date |
|
FrDt |
From Date |
|
ToDt |
To Date |
|
FrDtToDt |
From Date To Date |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++TechAttrbts
++++PblctnPrd
|
| tag |
Dt
|
| type |
ISODate |
| fullName |
Date |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/TechAttrbts[0..1]/PblctnPrd[0..1]/Dt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/TechAttrbts/PblctnPrd/Dt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Date
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++TechAttrbts
++++PblctnPrd
|
| tag |
FrDt
|
| type |
ISODate |
| fullName |
FromDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/TechAttrbts[0..1]/PblctnPrd[0..1]/FrDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/TechAttrbts/PblctnPrd/FrDt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
From Date
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++TechAttrbts
++++PblctnPrd
|
| tag |
ToDt
|
| type |
ISODate |
| fullName |
ToDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/TechAttrbts[0..1]/PblctnPrd[0..1]/ToDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/TechAttrbts/PblctnPrd/ToDt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
To Date
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++TechAttrbts
++++PblctnPrd
|
| tag |
FrDtToDt
|
| type |
Period2 |
| fullName |
FromDateToDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/TechAttrbts[0..1]/PblctnPrd[0..1]/FrDtToDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/TechAttrbts/PblctnPrd/FrDtToDt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
From Date To Date
|
|
ISO Type Definition |
Time span defined by a start date and time, and an end date and time.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/TechAttrbts/PblctnPrd/FrDtToDt [Sequence] |
|
FrDt |
From Date |
|
ToDt |
To Date |
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++TechAttrbts
++++PblctnPrd
+++++FrDtToDt
|
| tag |
FrDt
|
| type |
ISODate |
| fullName |
FromDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/TechAttrbts[0..1]/PblctnPrd[0..1]/FrDtToDt[1..1]/FrDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/TechAttrbts/PblctnPrd/FrDtToDt/FrDt |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
From Date
|
|
ISO Element Definition |
Date and time at which the range starts.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++TechAttrbts
++++PblctnPrd
+++++FrDtToDt
|
| tag |
ToDt
|
| type |
ISODate |
| fullName |
ToDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/TechAttrbts[0..1]/PblctnPrd[0..1]/FrDtToDt[1..1]/ToDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/TechAttrbts/PblctnPrd/FrDtToDt/ToDt |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
To Date
|
|
ISO Element Definition |
Date and time at which the range ends.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++TechAttrbts
|
| tag |
NvrPblshd
|
| type |
TrueFalseIndicator |
| fullName |
NeverPublished |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/TechAttrbts[0..1]/NvrPblshd[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/TechAttrbts/NvrPblshd |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Never Published
|
|
ISO Element Definition |
Flag to say if the record has ever been published.
|
|
ISO Type Definition |
A flag indicating a True or False value.
|
|
FinInstrmRptgRefDataDltaRpt
+FinInstrm
++TermntdRcrd
+++TechAttrbts
|
| tag |
RlvntTradgVn
|
| type |
MICIdentifier |
| fullName |
RelevantTradingVenue |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/FinInstrm[0..unbounded]/TermntdRcrd[1..1]/TechAttrbts[0..1]/RlvntTradgVn[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/FinInstrm/TermntdRcrd/TechAttrbts/RlvntTradgVn |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Pattern: |
[A-Z0-9]{4,4} |
| Documentation: |
|
|
ISO Element Name |
Relevant Trading Venue
|
|
ISO Element Definition |
Trading venue of the record used by the relevant competent authority to determine
the reference data for the instrument.
|
|
ISO Type Definition |
Market Identifier Code. The identification of a financial market, as stipulated in
the norm ISO 10383 'Codes for exchanges and market identifications'.
|
|
FinInstrmRptgRefDataDltaRpt
|
| tag |
SplmtryData
|
| type |
SupplementaryData1 |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/SplmtryData[0..unbounded] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/SplmtryData |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
unbounded |
| Documentation: |
|
|
ISO Type Definition |
Additional information that can not be captured in the structured fields and/or any
other specific block.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/SplmtryData [Sequence] |
|
PlcAndNm |
Place And Name |
|
Envlp |
Envelope |
| Constraint: |
|
|
Name |
SupplementaryDataRule |
|
Definition |
This component may not be used without the explicit approval of a SEG and submission
to the RA of ISO 20022 compliant structure(s) to be used in the Envelope element.
|
|
FinInstrmRptgRefDataDltaRpt
+SplmtryData
|
| tag |
PlcAndNm
|
| type |
Max350Text |
| fullName |
PlaceAndName |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/SplmtryData[0..unbounded]/PlcAndNm[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/SplmtryData/PlcAndNm |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| minLength |
1 |
| maxLength |
350 |
| Documentation: |
|
|
ISO Element Name |
Place And Name
|
|
ISO Element Definition |
Unambiguous reference to the location where the supplementary data must be inserted
in the message instance.
In the case of XML, this is expressed by a valid XPath.
|
|
FinInstrmRptgRefDataDltaRpt
+SplmtryData
|
| tag |
Envlp
|
| type |
SupplementaryDataEnvelope1 |
| fullName |
Envelope |
| path: |
/Document[1..1]/FinInstrmRptgRefDataDltaRpt[1..1]/SplmtryData[0..unbounded]/Envlp[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataDltaRpt/SplmtryData/Envlp |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Envelope
|
|
ISO Element Definition |
Technical element wrapping the supplementary data.
|
|
ISO Type Definition |
Technical component that contains the validated supplementary data information. This
technical envelope allows to segregate the supplementary data information from any
other information.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataDltaRpt/SplmtryData/Envlp [Sequence] |
|