Show/Hide TOC

MT 360 Field Specifications

145. Field 22U: Underlying Product Identifier

FORMAT

Option U 6a (Product Identifier)

PRESENCE

Optional in optional sequence O

DEFINITION

This field specifies the underlying product type.

CODES

One of the following codes may be used:

IRCAFL Interest Rate CapFloor
IRSBAS Interest Rate Swap Basis
IRSFFI Interest Rate Swap FixedFixed
IRSFFL Interest Rate Swap FixedFloat
IRSOIS Interest Rate Swap OIS

USAGE RULES

These product codes must be in line with the ISDA Product Taxonomy.