LegCalculatedCcyLastQty(1074)=<amount of calculated currency> Leg Tenor InstrumentLeg[1]/ N → LegSettlType(587)=<tenor> Leg Termination Date InstrumentLeg[1]/ Y → LegSettlDate(588)=<date> Far Leg NDF Leg instrument identification code and type InstrumentLeg[2]/ Y → LegSymbol(600)=<ccy2>/<ccy1> SecurityType(609)=NDF (Non-deliverable forward) SecurityID(48) and SecurityIDSource(22) are omitted Leg Instrument attributes InstrumentLeg[2]/ Y → LegCFICode(608)=<cficode> LegAssetClass(2067)=2 (Currency) Leg Price, Price Notation and Currency InstrumentLeg[2]/ Y → currency> LegSettlCurrency(675)=<settlement currency> Price of the far leg is not known at trade time but on the future LegMaturityDate(611). Leg Notional Amount InstrumentLeg[2]/ Y → LegQtyType(1591)=0 (Units (shares, par, currency)) LegLastQty(1418)=<amount of currency> Quantity of the dealt currency of the far leg is not known at trade time but on the future LegMaturityDate(611). Leg Fixing Date InstrumentLeg[2]/ Y → LegMaturityDate(611)=<fixing date> Leg Tenor InstrumentLeg[2]/ N → LegSettlType(587)=<tenor> Leg Termination Date InstrumentLeg[2]/ Y → LegSettlDate(588)=<date> ISIN A foreign exchange option contract with an ISIN will simply reference the ISIN for the contract, and will be mapped as shown below. The option's underlying foreign exchange contract is not detailed as it is defined as part of the reference data provided through the ISIN. Element FIX Mapping Rq'd Instrument identification code and type Instrument/ Y SecurityID(48)=<identifier> SecurityIDSource(22)=4 (ISIN)
LegCalculatedCcyLastQty(1074)=<amount of calculated currency> → Leg Tenor InstrumentLeg[1]/ LegSettlType(587)=<tenor> N → Leg Termination Date InstrumentLeg[1]/ LegSettlDate(588)=<date> Y Far Leg NDF → Leg instrument identification code and type InstrumentLeg[2]/ LegSymbol(600)=<ccy2>/<ccy1> SecurityType(609)=NDF (Non-deliverable forward) SecurityID(48) and SecurityIDSource(22) are omitted Y → Leg Instrument attributes InstrumentLeg[2]/ LegCFICode(608)=<cficode> LegAssetClass(2067)=2 (Currency) Y → Leg Price, Price Notation and Currency InstrumentLeg[2]/ currency> LegSettlCurrency(675)=<settlement currency> Price of the far leg is not known at trade time but on the future LegMaturityDate(611). Y → Leg Notional Amount InstrumentLeg[2]/ LegQtyType(1591)=0 (Units (shares, par, currency)) LegLastQty(1418)=<amount of currency> Quantity of the dealt currency of the far leg is not known at trade time but on the future LegMaturityDate(611). Y → Leg Fixing Date InstrumentLeg[2]/ LegMaturityDate(611)=<fixing date> Y → Leg Tenor InstrumentLeg[2]/ LegSettlType(587)=<tenor> N → Leg Termination Date InstrumentLeg[2]/ LegSettlDate(588)=<date> Y ISIN A foreign exchange option contract with an ISIN will simply reference the ISIN for the contract, and will be mapped as shown below. The option's underlying foreign exchange contract is not detailed as it is defined as part of the reference data provided through the ISIN. Element FIX Mapping Rq'd Instrument identification code and type Instrument/ SecurityID(48)=<identifier> SecurityIDSource(22)=4 (ISIN) Y
NEX-Group-FIX-5-0-APA-Specification-v0-6.docx