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  • AdditionalTermBondRefGrp
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  • AffectedMarketSegmentGrp
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UnderlyingMarketDisruption

The UnderlyingMarketDisruption component is a subcomponent of the UnderlyingInstrument used to specify the market disruption provisions of the swap.

TagNameTypeRequiredDescription
41859
UnderlyingMarketDisruptionProvision
Int Enum
UnderlyingMarketDisruptionEventGrp
Component
41860
UnderlyingMarketDisruptionFallbackProvision
Int Enum
UnderlyingMarketDisruptionFallbackGrp
Component
UnderlyingMarketDisruptionFallbackReferencePriceGrp
Component
41861
UnderlyingMarketDisruptionMaximumDays
Int
41862
UnderlyingMarketDisruptionMaterialityPercentage
Percentage
If specified, the disruption event should be specified in UnderlyingMarketDisruptionEventGrp
41863
UnderlyingMarketDisruptionMinimumFuturesContracts
Int
Applicable only when UnderlyingMarketDisruptionEvent(41865)='DeMinimisTrading'

Used By

  • 6
    Indication of Interest (via UndInstrmtGrp > UnderlyingInstrument)
  • 7
    Advertisement (via UndInstrmtGrp > UnderlyingInstrument)
  • 8
    Execution Report (via UndInstrmtGrp > UnderlyingInstrument)
  • a
    Quote Status Request (via UndInstrmtGrp > UnderlyingInstrument)
  • AA
    Derivative Security List (via UnderlyingInstrument)
UnderlyingLegSecurityAltIDGrpUnderlyingMarketDisruptionEventGrp
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