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Description
For Fixed Income. Type of Stipulation. Other types may be used by mutual agreement of the counterparties. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Valid values:
ABS = Absolute Prepayment Speed
AMT = Alternative Minimum Tax (Y/N)
AUTOREINV = Auto Reinvestment at or better
BANKQUAL = Bank qualified (Y/N)
BGNCON = Bargain conditions (see StipulationValue (234) for values)
COUPON = Coupon range
CPP = Constant Prepayment Penalty
CPR = Constant Prepayment Rate
CPY = Constant Prepayment Yield
CURRENCY = ISO Currency Code
CUSTOMDATE = Custom start/end date
GEOG = Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT = Valuation Discount
HEP = final CPR of Home Equity Prepayment Curve
INSURED = Insured (Y/N)
ISSUE = Year Or Year/Month of Issue (ex. 234=2002/09)
ISSUER = Issuer's ticker
ISSUESIZE = issue size range
LOOKBACK = Lookback Days
LOT = Explicit lot identifier
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year And Month
MATURITY = Maturity range
MAXSUBS = Maximum substitutions (Repo)
MHP = Percent of Manufactured Housing Prepayment Curve
MINDNOM = Minimum denomination
MININCR = Minimum increment
MINQTY = Minimum quantity
MPR = Monthly Prepayment Rate
PAYFREQ = Payment frequency, calendar
PIECES = Number Of Pieces
PMAX = Pools Maximum
PPC = Percent of Prospectus Prepayment Curve
PPL = Pools per Lot
PPM = Pools per Million
PPT = Pools per Trade
PRICE = Price Range
PRICEFREQ = Pricing frequency
PROD = Production Year
PROTECT = Call protection
PSA = Percent of BMA Prepayment Curve
PURPOSE = Purpose
PXSOURCE = Benchmark price source
RATING = Rating source and range
REDEMPTION = Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED = Restricted (Y/N)
SECTOR = Market Sector
SECTYPE = Security Type included or excluded
SMM = Single Monthly Mortality
STRUCT = Structure
SUBSFREQ = Substitutions frequency (Repo)
SUBSLEFT = Substitutions left (Repo)
TEXT = Freeform Text
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee])
WAL = Weighted Average Life Coupon - value in percent (exact or range)
WALA = Weighted Average Loan Age - value in months (exact or range)
WAM = Weighted Average Maturity - value in months (exact or range)
WHOLE = Whole Pool (Y/N)
YIELD = Yield Range
AVFICO = Average FICO Score
AVSIZE = Average Loan Size
MAXBAL = Maximum Loan Balance
POOL = Pool Identifier
ROLLTYPE = Type of Roll trade
REFTRADE = reference to rolling or closing trade
REFPRIN = principal of rolling or closing trade
REFINT = interest of rolling or closing trade
AVAILQTY = Available offer quantity to be shown to the street
BROKERCREDIT = Broker's sales credit
INTERNALPX = Offer price to be shown to internal brokers
INTERNALQTY = Offer quantity to be shown to internal brokers
LEAVEQTY = The minimum residual offer quantity
MAXORDQTY = Maximum order size
ORDRINCR = Order quantity increment
PRIMARY = Primary or Secondary market indicator
SALESCREDITOVR = Broker sales credit override
TRADERCREDIT = Trader's credit
DISCOUNT = Discount Rate (when price is denominated in percent of par)
YTM = Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
Used In
