Orchimate 1.3.2 /

FIX Reference Data1.0

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Sub-type qualification/identification of the SecurityType. As an example for SecurityType(167)="REPO", the SecuritySubType="General Collateral" can be used to further specify the type of REPO.

If SecuritySubType is used, then SecurityType is required.

For SecurityType="MLEG" a name of the option or futures strategy name can be specified, such as "Calendar", "Vertical", "Butterfly".

For SecurityType(167)="OPT" the subclassification can be specified, such as "Asian".

For SecurityType(167)="SWAPTION" a value of "Straddle" is used to identify a straddle swaption.

In the context of EU SFTR reporting use the appropriate 4-character code noted in the regulations - "GENE" for general collateral or "SPEC" for specific collateral (without quote marks).