Component MarketDisruption Scenario base

SYNOPSIS: The MarketDisruption component is a subcomponent of the Instrument used to specify the market disruption provisions of the swap.
ELABORATION:

ID Abbr
4158MktDsrptn

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2169

Members

ID Name Abbr Presence Description
41087MarketDisruptionProvisionProv optional SYNOPSIS: The consequences of market disruption events.
4159MarketDisruptionEventGrpEvntoptionalSYNOPSIS: The MarketDisruptionEventGrp is a repeating subcomponent of the MarketDisruption component used to specify the market disruption events.
ELABORATION:
41088MarketDisruptionFallbackProvisionFallbckProv optional SYNOPSIS: Specifies the location of the fallback provision documentation.
4160MarketDisruptionFallbackGrpFallbckoptionalSYNOPSIS: The MarketDisruptionFallbackGrp is a repeating subcomponent of the MarketDisruption component used to specify the market disruption fallback provisions.
ELABORATION:
4161MarketDisruptionFallbackReferencePriceGrpFallbckRefPxoptionalSYNOPSIS: The MarketDisruptionFallbackReferencePriceGrp is a repeating subcomponent of the MarketDisruption component used to specify the fallback reference price and underlying security provisions
ELABORATION:
41089MarketDisruptionMaximumDaysMaxDays optional SYNOPSIS: Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5).
ELABORATION: ISDA 2005 Commodity Definition.
41090MarketDisruptionMaterialityPercentageMtrltyPctage optional SYNOPSIS: Used when a price materiality percentage applies to the price source disruption event and this event has been specified.
ELABORATION: Applicable to 2005 Commodity Definitions only.
41091MarketDisruptionMinimumFuturesContractsMinCtrcts optional SYNOPSIS: Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred.
ELABORATION: Applicable to 1993 Commodity Definitions only.