Component UnderlyingMarketDisruption Scenario base

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

ID Abbr
4268MktDsrptn

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2169

Members

ID Name Abbr Presence Description
41859UnderlyingMarketDisruptionProvisionProv optional SYNOPSIS: The consequences of market disruption events.
4269UnderlyingMarketDisruptionEventGrpEvntoptionalSYNOPSIS: The UnderlyingMarketDisruptionEventGrp is a repeating subcomponent of the UnderlyingMarketDisruption component used to specify the market disruption events.
ELABORATION:
41860UnderlyingMarketDisruptionFallbackProvisionFallbckProv optional SYNOPSIS: Specifies the location of the fallback provision documentation.
4270UnderlyingMarketDisruptionFallbackGrpFallbckoptionalSYNOPSIS: The UnderlyingMarketDisruptionFallbackGrp is a repeating subcomponent of the UnderlyingMarketDisruption component used to specify the market disruption fallback provisions.
ELABORATION:
4271UnderlyingMarketDisruptionFallbackReferencePriceGrpFallbckRefPxoptionalSYNOPSIS: The UnderlyingMarketDisruptionFallbackReferencePriceGrp is a repeating subcomponent of the UnderlyingMarketDisruption component used to specify the fallback reference price and underlying security provisions
ELABORATION:
41861UnderlyingMarketDisruptionMaximumDaysMaxDays 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.
41862UnderlyingMarketDisruptionMaterialityPercentageMtrltyPctage 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.
41863UnderlyingMarketDisruptionMinimumFuturesContractsMinCtrcts 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.