CommodityMarketDisruption

ISDA 1993 or 2005 commodity market disruption elements.

Field	Type	Description	Print form title	FFSM title	Properties	Conditions
Choice begin
Branch1
marketDisruptionEvents	MarketDisruptionEventsEnum				0-1, mre
additionalMarketDisruptionEvent	MarketDisruptionEvent				0-∞
Branch2
marketDisruptionEvent	MarketDisruptionEvent				1-∞, mre
Choice end
Choice begin
Branch1
disruptionFallbacks	DisruptionFallbacksEnum				1-1, mre
Branch2
disruptionFallback	SequencedDisruptionFallback				1-∞, mre
Choice end
fallbackReferencePrice	Underlyer				0-1
maximumNumberOfDaysOfDisruption	xsd:nonNegativeInteger				0-1
priceMaterialityPercentage	xsd:decimal				0-1
minimumFuturesContracts	xsd:positiveInteger				0-1

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CommodityMarketDisruption

Selecting one of variants:

marketDisruptionEvent(MarketDisruptionEvent)

Sequence

marketDisruptionEvents(MarketDisruptionEventsEnum)

Applicable;NotApplicable;AsSpecifiedInMasterAgreement;AsSpecifiedInConfirmation;

additionalMarketDisruptionEvent(MarketDisruptionEvent)

Selecting one of variants:

disruptionFallbacks(DisruptionFallbacksEnum)

	AsSpecifiedInMasterAgreement;AsSpecifiedInConfirmation;

disruptionFallback(SequencedDisruptionFallback)

fallback(DisruptionFallback)

Disruption fallback that applies to the trade.

sequence(positiveInteger)

Sequence in which the reference to the disruption fallback should be applied.

fallbackReferencePrice(Underlyer)

A choice of the underlying asset type.

singleUnderlyer(SingleUnderlyer)

	Conditionally filled element. This is to be included in case of reporting information about single underlyer. In other cases this is not supposed to be used. All underlying elements are included only in specified case.
	Describes the swap's underlyer or other derivative's underlyer when it has only one asset component.

underlyingAsset(Asset)

Is substituted by one of the elements: basket bond commodity equity index

	Define the underlying asset, either a listed security or other instrument.

openUnits(decimal)

	The number of units (index or securities) that constitute the underlyer of the swap or other derivative. In the case of a basket swap (basket derivative), this element is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms.

basket(Basket)

	Conditionally filled element. This is to be included in case of reporting information about multiple underlying assets (underlyer basket). In other cases this is not supposed to be used. All underlying elements are included only in specified case.
	Describes the swap's underlyer or other derivative's underlyer when it has multiple asset components.

maximumNumberOfDaysOfDisruption(nonNegativeInteger)

priceMaterialityPercentage(decimal)

minimumFuturesContracts(positiveInteger)