| ID | Abbr |
|---|---|
| 4214 | OptExer |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.5.0SP2 | 169 | FIX.5.0SP2 | 211 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 41481 | LegExerciseDesc | Desc | optional | SYNOPSIS:
A description of the option exercise.
|
| 41482 | EncodedLegExerciseDescLen | EncDescLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedLegExerciseDesc(41483) field.
|
| 41483 | EncodedLegExerciseDesc | EncDesc | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the LegExerciseDesc(41481) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegExerciseDesc(41481) field.
|
| 41484 | LegAutomaticExerciseIndicator | AutoExerInd | optional | SYNOPSIS:
Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money.
|
| 41485 | LegAutomaticExerciseThresholdRate | AutoRt | optional | SYNOPSIS:
The threshold rate for triggering automatic exercise.
|
| 41486 | LegExerciseConfirmationMethod | ExerCnfm | optional | SYNOPSIS:
Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
|
| 41487 | LegManualNoticeBusinessCenter | ManNtcBizCtr | optional | SYNOPSIS:
Identifies the business center used for adjusting the time for manual exercise notice.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
|
| 41488 | LegFallbackExerciseIndicator | FallbckExerInd | optional | SYNOPSIS:
Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001).
|
| 41489 | LegLimitRightToConfirmIndicator | LtdRightCnfmInd | optional | SYNOPSIS:
Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode.
|
| 41490 | LegExerciseSplitTicketIndicator | ExerSplitTktInd | optional | SYNOPSIS:
Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations.
|
| 42391 | LegSettlMethodElectingPartySide | SettlMethElctngSide | optional | SYNOPSIS:
Side value of the party electing the settlement method.
|
| 4360 | LegSettlMethodElectionDate | SettlMethDt | optional | SYNOPSIS:
The LegSettlMethodElectionDate component is a subcomponent within the LegOptionExercise component used to report the settlement method election date.
ELABORATION: |
| 4216 | LegOptionExerciseDates | Dts | optional | SYNOPSIS:
The LegOptionExerciseDates component is a subcomponent of the LegOptionExercise component used to specify option exercise dates.
ELABORATION: |
| 4219 | LegOptionExerciseExpiration | Exp | optional | SYNOPSIS:
The LegOptionExerciseExpiration component is a subcomponent of the LegOptionExercise component used to specify option exercise expiration dates and times. The purpose of LegOptionExercise is to identify the scheduled opportunities for exercise. LegOptionExerciseExpiration identifies the end of the schedule.
ELABORATION: |
| 4428 | LegOptionExerciseMakeWholeProvision | MakeWhole | optional | SYNOPSIS:
LegOptionExerciseMakeWholeProvision is a subcomponent of the LegOptionExercise component used to specify the set of rules of maintaining balance when an option is exercised.
ELABORATION: A "make whole" provision seeks to penalize the the option buyer, i.e. make the seller "whole", if the buyer exercises the option prior to the make whole date, e.g. the early call date of a convertible bond. |