Skip to content
FIXtags

GROUP · SOURCE ID 2262

IndexRollMonthGrp

Definition

Used for specifying multiple roll months in a given year for an index.

Additional detail from the official source

For MiFID II RTS 2 Annex IV Table 2 reference data - all months when the roll is expected as established by the CDS index provider for a given year - repeated for each month in the roll.

This is a reusable definition. Requiredness is relative to this structure; its use and conditions in a message remain on that message's page. Version links browse the other dictionary, not an assumed equivalent component.

Direct members

  1. 2734 NoIndexRollMonthsGroup countFrom usage
  2. 2733 IndexRollMonthfield—

    Required if NoIndexRollMonths(2734) > 0.

Used in messages

Direct parent structures