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  • AdditionalTermBondRefGrp
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  • AffectedMarketSegmentGrp
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LegMarketDisruption

The LegMarketDisruption component is a subcomponent of the InstrumentLeg used to specify the market disruption provisions of the swap.

TagNameTypeRequiredDescription
41462
LegMarketDisruptionProvision
Int Enum
LegMarketDisruptionEventGrp
Component
41463
LegMarketDisruptionFallbackProvision
Int Enum
LegMarketDisruptionFallbackGrp
Component
LegMarketDisruptionFallbackReferencePriceGrp
Component
41464
LegMarketDisruptionMaximumDays
Int
41465
LegMarketDisruptionMaterialityPercentage
Percentage
If specified, the disruption event should be specified in LegMarketDisruptionEventGrp
41466
LegMarketDisruptionMinimumFuturesContracts
Int
Applicable only when LegMarketDisruptionEvent(41468)='DeMinimisTrading'

Used By

  • 6
    Indication of Interest (via InstrmtLegIOIGrp > InstrumentLeg)
  • 7
    Advertisement (via InstrmtLegGrp > InstrumentLeg)
  • 8
    Execution Report (via InstrmtLegExecGrp > InstrumentLeg)
  • a
    Quote Status Request (via InstrmtLegGrp > InstrumentLeg)
  • AA
    Derivative Security List (via RelSymDerivSecGrp > InstrmtLegGrp > InstrumentLeg)
LegInstrumentPtysSubGrpLegMarketDisruptionEventGrp
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