Instrument identification code and type Instrument/ Y Symbol(55)=<ccy2>/<ccy1> SecurityType(167)=FXNDF (Non-deliverable forward) Normal rate representation is based on the order of currencies in Symbol(55), i.e. USD/KRW indicates "KRW in USD". SecurityID(48) and SecurityIDSource(22) are omitted Instrument attributes Instrument/ Y CFICode(461)=<cficode> AssetClass(1938)=2 (Currency) Price, Price Notation and Currency PriceType(423)= Y 20 = Normal rate representation [i.e. currency-1 in currency-2] 21 = Inverse rate representation [i.e. currency-2 in currency-1] LastPx(31)=<rate> Currency(15)=<dealt currency> SettlCurrency(120)=<settlement currency> Omit under these conditions: TradePriceCondition(1839)= 15 = Non-price forming trade - the "NPFT" flag 17 = Price is pending - the "PNDG" flag 18 = Price is not applicable - the "NOAP" flag Notional Amount QtyType(854)=0 (Units (shares, par, currency)) Y LastQty(32)=<amount of dealt currency> CalculatedCcyLastQty(1056)=<amount of calculated currency> SettlType(63)=<tenor> N Termination Date SettlDate(64)=<date> Y (NDF) ISIN A foreign exchange contract for a non-deliverable forward swap with an ISIN assigned for the contract will be mapped as below. The two sides of the swap contract are not detailed as they are 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) SecurityType(167)=FXSWAP (FX Swap) Instrument attributes Instrument/ Y
Instrument identification code and type Instrument/ Symbol(55)=<ccy2>/<ccy1> SecurityType(167)=FXNDF (Non-deliverable forward) Normal rate representation is based on the order of currencies in Symbol(55), i.e. USD/KRW indicates "KRW in USD". SecurityID(48) and SecurityIDSource(22) are omitted Y Instrument attributes Instrument/ CFICode(461)=<cficode> AssetClass(1938)=2 (Currency) Y Price, Price Notation and Currency PriceType(423)= 20 = Normal rate representation [i.e. currency-1 in currency-2] 21 = Inverse rate representation [i.e. currency-2 in currency-1] LastPx(31)=<rate> Currency(15)=<dealt currency> SettlCurrency(120)=<settlement currency> Omit under these conditions: TradePriceCondition(1839)= 15 = Non-price forming trade - the "NPFT" flag 17 = Price is pending - the "PNDG" flag 18 = Price is not applicable - the "NOAP" flag Y Notional Amount QtyType(854)=0 (Units (shares, par, currency)) LastQty(32)=<amount of dealt currency> CalculatedCcyLastQty(1056)=<amount of calculated currency> Y SettlType(63)=<tenor> N Termination Date SettlDate(64)=<date> Y (NDF) ISIN A foreign exchange contract for a non-deliverable forward swap with an ISIN assigned for the contract will be mapped as below. The two sides of the swap contract are not detailed as they are 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) SecurityType(167)=FXSWAP (FX Swap) Y Instrument attributes Instrument/ Y
NEX-Group-FIX-5-0-APA-Specification-v0-6.docx