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General Fields
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1
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Instrument identification code
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{ISIN}
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2
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Instrument full name
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{ALPHANUM-350}
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3
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Instrument classification
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{CFI_CODE}
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4
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Commodities derivative indicator
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"true" — Yes
"false" — No
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Issuer related fields
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5
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Issuer or operator of the trading venue identifier
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{LEI}
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Venue related fields
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6
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Trading venue
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{MIC}
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7
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Financial instrument short name
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{FISN}
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8
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Request for admission to trading by issuer
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"true" — Yes
"false" — No
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9
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Date of approval of the admission to trading
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{DATE_TIME_FORMAT}
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10
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Date of request for admission to trading
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{DATE_TIME_FORMAT}
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11
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Date of admission to trading or date of first trade
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{DATE_TIME_FORMAT}
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12
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Termination date
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{DATE_TIME_FORMAT}
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Notional related fields
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13
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Notional currency 1
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{CURRENCYCODE_3}
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Bonds or other forms of securitised debt related fields
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14
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Total issued nominal amount
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{DECIMAL-18/5}
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15
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Maturity date
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{DATEFORMAT}
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16
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Currency of nominal value
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{CURRENCYCODE_3}
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17
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Nominal value per unit/minimum traded value
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{DECIMAL-18/5}
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18
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Fixed rate
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{DECIMAL-11/10}
Expressed as a percentage (e.g. 7.0 means 7 % and 0.3 means 0,3 %)
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19
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Identifier of the index/benchmark of a floating rate bond
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{ISIN}
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20
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Name of the index/benchmark of a floating rate bond
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{INDEX}
Or
{ALPHANUM-25} — if the index name is not included in the {INDEX} list
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21
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Term of the index/benchmark of a floating rate bond.
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{INTEGER-3}+"DAYS" — days
{INTEGER-3}+"WEEK" — weeks
{INTEGER-3}+"MNTH" — months
{INTEGER-3}+"YEAR" — years
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22
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Base Point Spread of the index/benchmark of a floating rate bond
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{INTEGER-5}
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23
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Seniority of the bond
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"SNDB" — Senior Debt
"MZZD" — Mezzanine
"SBOD" — Subordinated Debt
"JUND" — Junior Debt
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Derivatives and Securitised Derivatives related fields
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24
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Expiry date
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{DATEFORMAT}
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25
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Price multiplier
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{DECIMAL-18/17}
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26
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Underlying instrument code
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{ISIN}
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27
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Underlying issuer
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{LEI}
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28
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Underlying index name
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{INDEX}
Or
{ALPHANUM-25} — if the index name is not included in the {INDEX} list
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29
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Term of the underlying index
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{INTEGER-3}+"DAYS" — days
{INTEGER-3}+"WEEK" — weeks
{INTEGER-3}+"MNTH" — months
{INTEGER-3}+"YEAR" — years
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30
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Option type
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"PUTO" — Put
"CALL" — Call
"OTHR" — where it cannot be determined whether it is a call or a put
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31
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Strike price
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{DECIMAL-18/13} in case the price is expressed as monetary value
{DECIMAL-11/10} in case the price is expressed as percentage or yield
{DECIMAL-18/17} in case the price is expressed as basis points
"PNDG" in case the price is not available
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32
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Strike price currency
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{CURRENCYCODE_3}
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33
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Option exercise style
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"EURO" — European
"AMER" — American
"ASIA" — Asian
"BERM" — Bermudan
"OTHR" — Any other type
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34
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Delivery type
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"PHYS" — Physically Settled
"CASH" — Cash settled
"OPTN" — Optional for counterparty or when determined by a third party
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Commodity and emission allowances derivatives
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35
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Base product
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Only values in the "Base product" column of the classification of commodities and emission allowances derivatives table are allowed.
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36
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Sub product
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Only values in the "Sub product" column of the classification of commodities and emission allowances derivatives table are allowed.
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37
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Further sub product
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Only values in the "Further sub product" of the classification of commodities and emission allowances derivatives table are allowed.
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38
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Transaction type
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"FUTR" — Futures
"OPTN" — Options
"TAPO" — TAPOS
"SWAP" — SWAPS
"MINI" — Minis
"OTCT" — OTC
"ORIT" — Outright
"CRCK" — Crack
"DIFF" — Differential
"OTHR" — Other
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39
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Final price type
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"ARGM" — Argus/McCloskey
"BLTC" — Baltic
"EXOF" — Exchange
"GBCL" — GlobalCOAL
"IHSM" — IHS McCloskey
"PLAT" — Platts
"OTHR" — Other
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Interest rate derivatives
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(— The fields in this section should only be populated for instruments that have non-financial instrument of type interest rates as underlying.
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40
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Reference rate
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{INDEX}
Or
{ALPHANUM-25}- if the reference rate is not included in the {INDEX} list
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41
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IR Term of contract
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{INTEGER-3}+"DAYS" — days
{INTEGER-3}+"WEEK" — weeks
{INTEGER-3}+"MNTH" — months
{INTEGER-3}+"YEAR" — years
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42
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Notional currency 2
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{CURRENCYCODE_3}
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43
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Fixed rate of leg 1
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{DECIMAL -11/10}
Expressed as a percentage (e.g. 7.0 means 7 % and 0.3 means 0,3 %)
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44
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Fixed rate of leg 2
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{DECIMAL -11/10}
Expressed as a percentage (e.g. 7.0 means 7 % and 0.3 means 0,3 %)
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45
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Floating rate of leg 2
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{INDEX}
Or
{ALPHANUM-25} — if the reference rate is not included in the {INDEX} list
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46
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IR Term of contract of leg 2
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{INTEGER-3}+"DAYS" — days
{INTEGER-3}+"WEEK" — weeks
{INTEGER-3}+"MNTH" — months
{INTEGER-3}+"YEAR" — years
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Foreign exchange derivatives
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(— The fields in this section should only be populated for instruments that have non-financial instrument of type foreign exchange as underlying.
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47
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Notional currency 2
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{CURRENCYCODE_3}
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48
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FX Type
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"FXCR" — FX Cross Rates
"FXEM" — FX Emerging Markets
"FXMJ" — FX Majors
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