statusstringrequired
Description
The status of the product
contractTypestring
Description
An indicator of the instrument type or product name of the UPI reported under item 2. If this information is contained in the unique product identifier referred to in ASIC item 2, this field may be left blank or omitted.
uniqueProductIdentifierstring
assetClassstring
Description
Asset Class provided by client or sourced from DSB if Unique Product Identifier is populated
productNamestring
Description
Product name provided by client or sourced from DSB if Unique Product Identifier is populated
instrumentTypestring
Description
Indicates whether an instrument is a swap, option or forward etc
deliveryTypestring
Description
Indicates whether a derivatives contract will deliver a physical asset or a cash equivalent at settlement
underlyingCurrencystring
Description
The currency to which the market reference rate or index relates. This may be repeated for cross currency swaps.
otherUnderlyingCurrencystring
Description
The currency to which the market reference rate or index relates. This may be repeated for cross currency swaps.
optionStylestring
Description
Specifies when an option can be exercised. The value “European” specifies that an option can only be exercised on the expiration date; “American” specifies that an option can be exercised any time up to and including on the expiration date; and “Bermudan” specifies that an option can be exercised only at specified times during the life of the contract. Bermudan-style options include variations such as Canary- and Verde-style options.
optionTypestring
Description
Specifies whether an option gives the buyer the right to buy the underlying, ie “Call”, the right to sell the underlying, ie “Sell”, or the right to choose whether to buy or sell the underlying at the time of exercise, ie “Chooser”
returnPricingMethodOrPayoutTriggerstring
Description
Return values indicate how a contract’s payout is determined; Pricing Method values indicate how a contract is valued; Payout Trigger values indicate an event that would result in a contract paying out
valuationMethodOrTriggerstring
senioritystring
Description
Indicates the seniority of the debt security, or debt basket or index underlying a derivative
singleOrMultipleCurrencystring
Description
Indicates whether a single or multiple currencies underlie a derivative
standardContractSpecificationstring
Description
The name of an existing document or reference that provides standard terms and conditions to be applied to the contract having the underlying asset or benchmark identified by the Underlier ID and Underlier ID source for which the UPI is assigned
referenceRatestring
Description
An identifier that can be used to determine the asset(s), index (indices) or benchmark underlying a contract (In the case of products with more than one underlying instrument, multiple values for fields related to the underlying instrument may be represented in the reference data)
referenceRateLegnumber
Description
Indication of which leg the Underlier applies to
otherReferenceRatestring
Description
An identifier that can be used to determine the asset(s), index (indices) or benchmark underlying a contract (in the case of products with more than one underlying instrument, multiple values for fields related to the underlying instrument may be represented in the reference data)
referenceRateSourcestring
Description
The origin, or publisher, of the associated underlier ID
otherReferenceRateSourcestring
Description
The origin, or publisher, of the associated underlier ID
underlyingISINstring
Description
An identifier that can be used to determine the asset(s) ISIN
underlyingLEIstring
Description
An identifier that can be used to determine the asset(s) LEI
underlyingAssetTypestring
Description
A high-level description of the characteristics of an product
underlyingAssetOrUnderlyingContractTypestring
Description
A high-level description of the characteristics of an asset, index or contract underlying a derivative
otherUnderlyingAssetOrUnderlyingContractTypestring
Description
A high-level description of the characteristics of an asset, index or contract underlying a derivative
underlyingAssetSubtypeOrUnderlyingContractSubtypestring
Description
A lower-level description of the characteristics of an asset or contract underlying a derivative
otherUnderlyingAssetSubtypeOrUnderlyingContractSubtypestring
Description
A lower-level description of the characteristics of an asset or contract underlying a derivative
underlyingAssetAdditionalSubtypeOrUnderlyingContractSubtypestring
Description
A lower-level description of the characteristics of an asset or contract underlying a derivative
otherUnderlyingAssetAdditionalSubtypeOrUnderlyingContractSubtypestring
Description
A lower-level description of the characteristics of an asset or contract underlying a derivative
underlyingAssetOrUnderlyingContractTypeOtherstring
Description
For Baskets: A high-level description of the characteristics of an asset, index or contract underlying a derivative
underlyingAssetOrUnderlyingContractTypeLegOtherstring
Description
For Baskets: An indication of which leg the Underlier applies to
otherUnderlyingAssetOrUnderlyingContractTypeOtherstring
Description
For Baskets: AA high-level description of the characteristics of an asset, index or contract underlying a derivative
underlyingAssetSubtypeOrUnderlyingContractSubtypeOtherstring
Description
For Baskets: AA lower-level description of the characteristics of an asset or contract underlying a derivative
otherUnderlyingAssetSubtypeOrUnderlyingContractSubtypeOtherstring
Description
For Baskets: A lower-level description of the characteristics of an asset or contract underlying a derivative
underlyingAssetAdditionalSubtypeOrUnderlyingContractSubtypeOtherstring
Description
For Baskets: AA lower-level description of the characteristics of an asset or contract underlying a derivative
otherUnderlyingAssetAdditionalSubtypeOrUnderlyingContractSubtypeOtherstring
Description
For Baskets: AA lower-level description of the characteristics of an asset or contract underlying a derivative
underlyingCreditIndexSeriesnumber
Description
A number reflecting the constituents of an index for a given period of time
underlyingCreditIndexVersionnumber
Description
A number reflecting any changes to the constituents of an index during the lifetime of the series
underlyingIssuerTypestring
Description
The Underlying Issuer type is a mandatory field required for the generation of a valid CFI code. The current 2015 ISO 10962 CFI taxonomy contains three values – Corporate, Sovereign & Local.
underlyingRateIndexTenorPeriodstring
Description
The unit of time for the tenor of an index (eg day, week, month)
otherUnderlyingRateIndexTenorPeriodstring
Description
The unit of time for the tenor of an index (eg day, week, month)
underlyingRateIndexTenorPeriodMultipliernumber
Description
The number of time units for the tenor of an index
otherUnderlyingRateIndexTenorPeriodMultipliernumber
Description
The number of time units for the tenor of an index
droitAssociatedSecuritySettlementOffsetstring
Description
The number of days to settlement of a security which has an FX transaction associated with
droitBroadVSNarrowstring
Description
Whether an index underlying of a derivative is broad-based ( attribute is set to "Broad") or narrow-based (attribute is set to "Narrow"). In general, the Commodity Exchange Act defines a narrow-based security index as an index of securities that meets one of the following four requirements (1) it has nine or fewer components; (2) one component comprises more than 30 percent of the index weighting; (3) the five highest weighted components comprise more than 60 percent of the index weighting, or (4) the lowest weighted components comprising in the aggregate 25 percent of the index's weighting have an aggregate dollar value of average daily volume over a six-month period of less than $50 million ($30 million if there are at least 15 component securities). However, the legal definition in Section 1a(25) of the Commodity Exchange Act, 7 USC 1a(25), contains several exceptions to this provision.
droitCommodityCodestring
Description
A code to denote future contracts traded on various exchanges. For example, "ICUS C" stands for the Coffee C futures contract traded on ICE.
droitCompoFXFeatureIndicatorboolean
Description
Whether the product has exposure to a floating currency exchange rate
droitContingencyAssociatedWithstring
Description
Whether the product has a contingency that is triggered based on the different underlying asset types
droitIRSBlockCurrencystring
Description
Settlement currency of the transaction
droitDFAUnderlyingAssetTypesstring
Description
The types of underliers in the product, based on Dodd-Frank classification
droitDFAUnderlyingSecurityTypesstring
Description
The types of securities present in the underlying of the instrument, based on Dodd-Frank classification and the definition of Exempted Security under the section 3(a)(12) of the Securities Exchange Act of 1934
droitFacilitateSecuritySettlementIndicatorboolean
Description
Boolean flag for whether an FX transaction is entered into to facilitate a security transaction
droitFXSpotStandardSettlementPeriodstring
Description
The period generally accepted in the market for a currency pair as the standard delivery period
droitFXQuotedCurrencyPairCurrency1string
Description
The base currency in the quoted currency pair
droitFXQuotedCurrencyPairCurrency2string
Description
The counter currency in the quoted currency pair
droitFXSettlementOffsetAfterValuationstring
Description
Settlement offset of an FX transaction after trade is entered into
droitBondReferenceIndicatorboolean
Description
For a swap, whether a swap has a bond reference in its additional terms. For a swaption, whether the swap underlying to the swaption has a bond reference.
droitEmbeddedInterestRateOptionalityIndicatorboolean
Description
Whether a swap has embedded interest rate optionality (ex. cap, collar, call or put) which is designed to shift or limit interest rate exposure
droitContingentSettlementIndicatorboolean
Description
Has contingent settlement or delivery terms, e.g. change of delivery method, settlement date
droitOptionMimicsSwapPayoutIndicatorboolean
Description
Whether the product is an option that is structured to mimic the payout of a swap (e.g., cash-settled options with a high initial delta)
droitSwapClassificationOverridestring
Description
User override on swap classification. User may directly specify a swap as "mixed", "security-based-swap", or "swap", and bypass the logic of classification of underlying and swap type.
droitTRSUnderlierTypestring
Description
Whether the underlier to a TRS is a single loan or security, multiple loans or securities or is comprised of multiple types of underliers
droitCommercialPurposeFXForwardIndicatorboolean
Description
Is product entered entered into in order to facilitate payment for identifiable goods, services or direct investment?
droitMIFIDWholesaleEnergyProductIndicatorboolean
Description
Identifies a product as wholesale energy
droitESMAMarketEquivalentContractIndicatorboolean
Description
Contract is equivalent to a contract traded on a regulated market, MTF, an OTF or such a third country trading venue, with regards to the price, the lot, the delivery date and other contractual terms
droitCommoditySpotSettlementIndicatorboolean
Description
Whether a commodity contract is considered to be spot contract for the purposes of Section C(7) of Annex I to Directive 2004/39/EC. "Spot" settlement here requires settlement in 2 business days, or according to market standards, and the absence of any understanding between the parties to the contract that delivery of the underlying is to be postponed and not to be performed within "spot period".
droitCommodityEnergyBalanceIntentIndicatorboolean
Description
If a trade is entered into with or by an operator or administrator of an energy transmission grid, energy balancing mechanism or pipeline network, and it is necessary to keep in balance the supplies and uses of energy at a given time
droitESMAListedAssetClassstring
droitListedInstrumentTypestring
Description
The contract type of listed derivative
ISDATaxonomystring
Example
InterestRate:IRSwap:FixedFloat
Description
Product identifier defined by ISDA
internalIdentifierstringrequired
Description
Internal identifier of the product being traded
CFTCReportableProductIndicatorboolean
Description
Indicates if the product is deemed reportable for the applicable jurisdiction. This value can be used within Rules to indicate when a submission should generate a message for that jurisdiction and message type.
CFTCReportableProductJustificationstring
Description
Provide specific justification for determining reportability. e.g. reference a regulation or specific rule
SECReportableProductIndicatorboolean
Description
Indicates if the product is deemed reportable for the applicable jurisdiction. This value can be used within Rules to indicate when a submission should generate a message for that jurisdiction and message type.
SECReportableProductJustificationstring
Description
Provide specific justification for determining reportability. e.g. reference a regulation or specific rule
CAReportableProductIndicatorboolean
Description
Indicates if the product is deemed reportable for the applicable jurisdiction. This value can be used within Rules to indicate when a submission should generate a message for that jurisdiction and message type.
CAReportableProductJustificationstring
Description
Provide specific justification for determining reportability. e.g. reference a regulation or specific rule
EMIREUReportableProductIndicatorboolean
Description
Indicates if the product is deemed reportable for the applicable jurisdiction. This value can be used within Rules to indicate when a submission should generate a message for that jurisdiction and message type.
EMIREUReportableProductJustificationstring
Description
Provide specific justification for determining reportability. e.g. reference a regulation or specific rule
FCAReportableProductIndicatorboolean
Description
Indicates if the product is deemed reportable for the applicable jurisdiction. This value can be used within Rules to indicate when a submission should generate a message for that jurisdiction and message type.
FCAReportableProductJustificationstring
Description
Provide specific justification for determining reportability. e.g. reference a regulation or specific rule
ASICReportableProductIndicatorboolean
Description
Indicates if the product is deemed reportable for the applicable jurisdiction. This value can be used within Rules to indicate when a submission should generate a message for that jurisdiction and message type.
ASICReportableProductJustificationstring
Description
Provide specific justification for determining reportability. e.g. reference a regulation or specific rule
MASReportableProductIndicatorboolean
Description
Indicates if the product is deemed reportable for the applicable jurisdiction. This value can be used within Rules to indicate when a submission should generate a message for that jurisdiction and message type.
MASReportableProductJustificationstring
Description
Provide specific justification for determining reportability. e.g. reference a regulation or specific rule
strikePricenumber
Description
For options other than FX options, swaptions and similar products, price at which the owner of an option can buy or sell the underlying asset of the option. For foreign exchange options, exchange rate at which the option can be exercised, expressed as the rate of exchange from converting the unit currency into the quoted currency. In the example 0.9426 USD/EUR, USD is the unit currency and EUR is the quoted currency; USD 1 = EUR 0.9426. Where the strike price is not known when a new transaction is reported, the strike price is updated as it becomes available. For volatility and variance swaps and similar products, the volatility strike price is reported in this data element.
platformIdentifierstring
Description
Identifier of the trading facility (e.g., exchange, multilateral trading facility, swap execution facility) on which the transaction was executed.
loadTypestring
Description
Identification of the delivery profile.
x-extensible-enum:
- BL
- PL
- OP
- BH
- SH
- GD
- OT
daysOfTheWeekstring[]
Description
The days of the week of the delivery.
durationstring[]
Description
The duration of the delivery period.
x-extensible-enum:
- N
- H
- D
- W
- M
- Q
- S
- Y
- O
interconnectionPointstring
Description
Identification of the border(s) or border point(s) of a transportation contract.
deliveryPointOrZonestring[]
Description
Delivery point(s) or market area(s).
ACERFixingIndexOrReferencePricestring[]
Description
Fixing index that sets the price for the contract or the reference price for derivatives.
ACERTypeOfOrganisedMarketPlaceIdentifierstring
Description
In case the market participant uses an organised market place to execute the contract, this organised market place shall be identified by a unique code.
x-extensible-enum:
- ACE
- LEI
ACERContractTradingStartTimestring[]
Description
The start time of the trading hours of the contract.
ACERContractTradingEndTimestring[]
Description
The end time of the trading hours of the contract.
ACERLastTradingDateAndTimestring
Description
The last trading date and time for the reported contract.
ACERContractNamestring
Description
The name of the contract as identified by the organised market place.
ACERContractIdentifierstring
Description
The contract shall be identified by using a unique code identifier provided by the market place or counterparties.
ACEROptionStrikePriceCurrencystring
Description
The manner in which the strike price is expressed.
ACEREnergyCommoditystring[]
Description
The classification of the energy commodity.
x-extensible-enum:
- EL
- NG
- LG
ACEROptionExerciseDatestring[]
Description
The date or dates when the option is exercised. If more than one, further fields may be used.
ACERContractDeliveryStartDatestring[]
Description
For the contract, the start date of delivery.
ACERContractDeliveryEndDatestring[]
Description
For the contract, the end date of delivery.
ACERContractDaysOfTheWeekstring[]
Description
For the contract, the days of the week of the delivery.
ACERContractDeliveryIntervalStartTimestring[]
Description
For the contract, the start time of the Time interval for each block or shape.
ACERContractDeliveryIntervalEndTimestring[]
Description
For the contract, the end time for the Time interval for each block or shape.
strikePriceCurrencystring
Description
For options other than FX options, swaptions and similar products, price at which the owner of an option can buy or sell the underlying asset of the option.