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Created 2 years ago · No revisions

UnderlyingNotionalAdjustments

Tag: 2617

Specifies the conditions that govern the adjustment to the number of units of the return swap.

Values

Code	Meaning
0	Execution
1	Portfolio rebalancing
2	Standrd

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)

UnderlyingNotionalDeterminationMethod (2616)PositionID (2618)