| @id | xsd:ID | | | | 1-1 | |
| instrumentId | InstrumentId | Identification of the underlying asset, using public and/or private identifiers. | Asset identifier. | Underlying asset code. | 0-∞,
mre,
mfr | |
| description | xsd:string | Long name of the underlying asset. | Asset description. | | 0-1,
afr | |
| commodityBase | CommodityBase | A coding scheme value to identify the base type of the commodity being traded. Where
possible, this should follow the naming convention used in the 2005 ISDA Commodity
Definitions. For example, 'Oil'.
| Commodity base type. | | 0-1,
ncf | |
| commodityDetails | CommodityDetails | A coding scheme value to identify the commodity being traded more specifically. Where
possible, this should follow the naming convention used in the 2005 ISDA Commodity
Definitions. For example, 'Brent'.
| Commodity detail type. | | 0-1,
ncf | |
| unit | QuantityUnit | A coding scheme value to identify the unit in which the undelryer is denominated.
Where possible, this should follow the naming convention used in the 2005 ISDA Commodity
Definitions.
| Quantity unit. | | 0-1,
mre,
mfr | |
| currency | Currency | The currency in which the Commodity Reference Price is published. | Commodity currency. | | 0-1,
mre,
mfr | |
| Choice begin |
| Branch1 |
| exchangeId | ExchangeId | An exchange identifier. | Exchange. | | 1-1,
afr | |
| Branch2 |
| publication | CommodityInformationSource | Commodity price information publication source. | Publication. | | 1-1 | |
| Choice end |
| specifiedPrice | SpecifiedPriceEnum | The Specified Price is not defined in the Commodity Reference Price and so needs to
be stated in the Underlyer definition as it will impact the calculation of the Floating
Price.
| Specified price. | | 0-1,
ncf | |
| Choice begin |
| Branch1 |
| deliveryDates | DeliveryDatesEnum | The Delivery Date is a NearbyMonth, for use when the Commodity Transaction references
Futures Contract.
| Delivery dates. | | 1-1,
ncf | |
| Branch2 |
| deliveryDate | AdjustableDate | Adjustable delivery date. | Delivery date. | | 1-1,
ncf | |
| Branch3 |
| deliveryDateYearMonth | xsd:gYearMonth | Delivery date defined as a year and a month. | Delivery date year-month. | | 1-1,
ncf | |
| Choice end |
| deliveryDateRollConvention | Offset | Specifies, for a Commodity Transaction that references a listed future via the deliveryDates
element, the day on which the specified future will roll to the next nearby month
when the referenced future expires. If the future will not roll at all - i.e. the
price will be taken from the expiring contract, 0 should be specified here. If the
future will roll to the next nearby on the last trading day - i.e. the price will
be taken from the next nearby on the last trading day, then 1 should be specified
and so on.
| Delivery date roll convention. | | 0-1,
ncf | |
| multiplier | PositiveDecimal | Specifies the multiplier associated with a Transaction. Multiplier is used as the
rate factor applied to the value of the underlyer as quoted by the price source. If
multiplier is not provided, multiplier is assumed to be 1. (i.e. rate source states
1 BBL of Oil as 90 Dollars. Multiplier of 10 will change the value to 900 dollars.)
| Multiplier. | | 0-1,
ncf | |