| Name | Type | Multiplicity | Definition | Defined In | | InstrumentAssignmentMethod | AssignmentMethodCode | [1..1] | Method under which assignment was conducted. | Option |
| SettleStyle | SettleStyleCode | [1..1] | Specifies whether the option contract settles at the open or close of the market. | Option |
| Standardisation | StandardisationCode | [1..1] | Specifies whether the terms of the security (underlying instruments, expiration date, contract size) are defined according to the exchange specifications or whether they can be user defined. | Option |
| PositionLimit | Number | [1..1] | Indicates the maximum number of listed option contracts on a single security which can be held by an investor or group of investors acting jointly. | Option |
| UnderlyingType | UnderlyingTypeCode | [1..1] | Specifies the type of underlying to which the option relates. | Option |
| CoverIndicator | YesNoIndicator | [1..1] | Indicates whether the underlying financial instrument of an option is owned by the writer of the option. | Option |
| OptionConversionInformation | SecuritiesConversion | | Information on the conversion exchange of an option into another form of securities. | Option |
| OptionRatio | PercentageRate | [1..1] | Expresses the risk of an option leg. Value must be between -1 and 1. A Call Option will require a ratio value between 0 and 1. A Put Option will require a ratio value between -1 and 0. | Option |
| SecuritiesOptionTrade | SecuritiesOptionTrade | [1..1] | Specifies the trade elements for the option. | Option |
| SettlementType | SettlementTypeCode | [1..1] | Indicates whether the trade is to be settled as principal or netted off against another trade. | Option |
| StrikeMultiplier | Number | [1..1] | Multiplier applied to the strike price for the purpose of calculating the settlement value (Used for derivatives). | Option |
| ExpiryLocation | Max4AlphaNumericText | [1..1] | Financial center where option expires. | Option |
| FinalSettlementDate | ISODate | [1..1] | Date on which the trade is settled. i.e., the amounts are due. | Option |
| OptionStyle | OptionStyleCode | [1..1] | Specifies how an option can be exercised (American, European, Bermudan) | Option |
| CurrencyOption | CurrencyOption | | Information specific to a currency option. | Option |
| EarliestExerciseDate | ISODateTime | [1..1] | First date on which an american option can be exercised. | Option |
| SettlementDays | Number | [1..1] | Number of business days between the hit date and the payment date in case of settlement at hit. | Option |
| StrikePrice | Price | [1..1] | Predetermined price at which the holder will have to buy or sell the underlying instrument. | Option |
| OptionStartDate | ISODateTime | [1..1] | First date on which an option becomes effective. | Option |
| ExpiryDateAndTime | ISODateTime | [1..1] | For European options, date on which the option holder can only exercise the right or let it lapse. For American options, the option holder can exercise the right up to the expiry date. | Option |
| OptionType | OptionDefinitionTypeCode | [1..1] | Specifies whether it is a Call option (right to purchase a specific underlying asset) or a Put option (right to sell a specific underlying asset). | Option |
| StrikeValue | Number | [1..1] | Number of shares/units for the financial instrument involved in the option trade (Used for derivatives). | Option |
| SettlementPeriodType | Max35Text | [1..1] | Specifies how settlement will take place for instance at expiration or at hit. | Option |
| UnderlyingAsset | Asset | | Specifies the underlying asset of the derivative. | Derivative |
| NotionalCurrencyAndAmount | CurrencyAndAmount | [1..1] | Amount underlying a financial derivatives contract necessary for calculating payments or receipts. | Derivative |
| DerivativeCovered | YesNoIndicator | [1..1] | Indicates whether the derivative product is covered or not by an underlying financial instrument position. | Derivative |
| ExerciseDate | ISODateTime | [1..1] | Date on which the derivative is exercised. | Derivative |
| InterestIncludedInPrice | YesNoIndicator | [1..1] | Indicates whether the given derivative price includes a prorated accrued interest component. | Derivative |
| Tick | SecuritiesPricing | [1..1] | Minimum price increment with which the contract may be traded. | Derivative |
| ExercisePrice | SecuritiesPricing | [1..1] | Predetermined price at which the holder of a derivative will have to buy or sell the underlying instrument. | Derivative |
| NotionalCurrency | CurrencyCode | [1..1] | Currency of the underlying a financial derivatives contract necessary for calculating payments or receipts. | Derivative |
| VersionNumber | Number | [1..1] | Number allocated by options exchanges to record that an option has undergone a change in its contract specifications (particularly adjustment of the strike price) | Derivative |
| Event | DerivativeEvent | | Describes the state transition of the derivative. | Derivative |
| ExpiryDate | ISODateTime | [1..1] | Date on which an order, a privilege, an entitlement or an offer terminates. For an interest bearing asset, it is the date/time at which it becomes due and has to be repaid. | Asset |
| MaturityDate | ISODateTime | [1..1] | Planned date, at the time of issuance, on which an interest bearing financial instrument becomes due and principal is repaid by the issuer to the investor. | Asset |
| Derivative | Derivative | | Specifies the parameters of a derivative instrument based on a specific asset. | Asset |
| AssetValue | AssetHolding | | Specifies the different values of an asset. | Asset |
| AssetClassification | AssetClassification | | Classification of the asset. | Asset |
| FinancialAssetCategory | FinancialAssetTypeCategoryCode | [1..1] | Categorization of financial asset type. | Asset |
| AssetPartyRole | AssetPartyRole | [0..1] | Party which plays a role for a specific asset. | Asset |
| Issuance | Issuance | [1..∞] | Details regarding the issuance of an asset. | Asset |
| Portfolio | Portfolio | [0..1] | Asset which is part of a portfolio. | Asset |
| InvestmentAmount | CurrencyAndAmount | [1..1] | Invested amount of the portfolio asset. | Asset |
| InvestmentRate | PercentageRate | [1..1] | Invested percentage of the portfolio asset. | Asset |
| EffectiveDate | ISODateTime | [1..1] | Cut off date/time for the information of the specified portfolio asset. | Asset |
| FinancialInstrumentSubStructure | InstrumentSubStructureTypeCode | [1..1] | Indicates the type of deal for structured finance. | Asset |
| InvestmentPlan | InvestmentPlan | [0..1] | Investment plan that invests in a specific asset. | Asset |
| Trade | Trade | | Trade which which involves a specific asset. | Asset |
| Tranche | Tranche | [1..1] | One of a number of related assets offered as part of the same transaction. | Asset |
| LegAdditionalInformation | Leg | | Provides details about the leg. | Asset |
| StandingSettlementInstruction | StandingSettlementInstruction | [1..1] | Standing settlement instruction for which an asset is specified. | Asset |
| GenericAssetIdentification | GenericIdentification | [0..1] | Identifies the asset. | Asset |
| ClearedGrossNotionalAmount | ActiveCurrencyAndAmount | [0..1] | Gross notional amount that was cleared for that product on the report date. | Asset |
