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  • AdditionalTermBondRefGrp
  • AdditionalTermGrp
  • AffectedMarketSegmentGrp
  • AffectedOrdGrp
  • AllocAckGrp
  • AllocCommissionDataGrp
  • AllocGroupSubQtyAttributeGrp
  • AllocGroupSubQtyGrp
  • AllocGrp
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  • ApplicationSequenceControl
  • ApplIDReportGrp
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  • BidCompReqGrp
  • BidCompRspGrp
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  • BusinessCenterGrp
  • CashSettlDate
  • CashSettlDateBusinessCenterGrp
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  • ClearingPriceParametersGrp
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  • CollateralReinvestmentGrp
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  • CommissionDataGrp
  • CompIDReqGrp
  • CompIDStatGrp
  • ComplexEventAveragingObservationGrp
  • ComplexEventCreditEventGrp
  • ComplexEventCreditEventQualifierGrp
  • ComplexEventCreditEventSourceGrp
  • ComplexEventDateBusinessCenterGrp
  • ComplexEventDates
  • ComplexEventPeriodDateGrp
  • ComplexEventPeriodGrp
  • ComplexEventRateSourceGrp
  • ComplexEventRelativeDate
  • ComplexEvents
  • ComplexEventScheduleGrp
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  • ContAmtGrp
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  • DerivativeEventsGrp
  • DerivativeInstrument
  • DerivativeInstrumentAttribute
  • DerivativeInstrumentParties
  • DerivativeInstrumentPartySubIDsGrp
  • DerivativeSecurityAltIDGrp
  • DerivativeSecurityDefinition
  • DerivativeSecurityXML
  • DisclosureInstructionGrp

UnderlyingProtectionTermEventGrp

The UnderlyingProtectionTermEventGrp is a repeating component within the UnderlyingProtectionTermGrp component used to report applicable CDS credit events.

TagNameTypeRequiredDescription
42077
NoUnderlyingProtectionTermEvents
NumInGroup
Required
Number of protection term events in the repeating group.
42078
UnderlyingProtectionTermEventType
String
Required if NoUnderlyingProtectionTermEvents (42078) > 0
42079
UnderlyingProtectionTermEventValue
String
42080
UnderlyingProtectionTermEventCurrency
Currency
42081
UnderlyingProtectionTermEventPeriod
Int
Conditionally required when UnderlyingProtectionTermEventUnit(42082) is specified
42082
UnderlyingProtectionTermEventUnit
String Enum
Conditionally required when UnderlyingProtectionTermEventPeriod(42081) is specified
42083
UnderlyingProtectionTermEventDayType
Int Enum
42084
UnderlyingProtectionTermEventRateSource
String
UnderlyingProtectionTermEventQualifierGrp
Component

Used By

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