Code Set NameData TypeDescriptionPedigree
StipulationTypeCodeSetString

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)


AMT=

Alternative Minimum Tax (Y/N)

Added FIX.4.4 [AlternativeMinimumTax]
AUTOREINV=

Auto Reinvestment at <rate> or better

Added FIX.4.4 [AutoReinvestment]
BANKQUAL=

Bank qualified (Y/N)

Added FIX.4.4 [BankQualified]
BGNCON=

Bargain conditions (see StipulationValue (234) for values)

Added FIX.4.4 [BargainConditions]
COUPON=

Coupon range

Added FIX.4.4 [CouponRange]
CURRENCY=

ISO Currency Code

Added FIX.4.4 [ISOCurrencyCode]
CUSTOMDATE=

Custom start/end date

Added FIX.4.4 [CustomStart]
GEOG=

Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets])

Added FIX.4.3 [Geographics]
HAIRCUT=

Valuation Discount

Added FIX.4.4 [ValuationDiscount]
INSURED=

Insured (Y/N)

Added FIX.4.4 [Insured]
ISSUE=

Year Or Year/Month of Issue (ex. 234=2002/09)

Added FIX.4.3 [IssueDate]
ISSUER=

Issuer's ticker

Added FIX.4.4 [Issuer]
ISSUESIZE=

issue size range

Added FIX.4.4 [IssueSizeRange]
LOOKBACK=

Lookback Days

Added FIX.4.4 [LookbackDays]
LOT=

Explicit lot identifier

Added FIX.4.4 [ExplicitLotIdentifier]
LOTVAR=

Lot Variance (value in percent maximum over- or under-allocation allowed)

Added FIX.4.3 [LotVariance]
MAT=

Maturity Year And Month

Added FIX.4.3 [MaturityYearAndMonth]
MATURITY=

Maturity range

Added FIX.4.4 [MaturityRange]
MAXSUBS=

Maximum substitutions (Repo)

Added FIX.4.4 [MaximumSubstitutions]
MINDNOM=

Minimum denomination

Added FIX.4.4 [MinimumDenomination]
MININCR=

Minimum increment

Added FIX.4.4 [MinimumIncrement]
MINQTY=

Minimum quantity

Added FIX.4.4 [MinimumQuantity]
PAYFREQ=

Payment frequency, calendar

Added FIX.4.4 [PaymentFrequency]
PIECES=

Number Of Pieces

Added FIX.4.3 [NumberOfPieces]
PMAX=

Pools Maximum

Added FIX.4.3 [PoolsMaximum]
PPL=

Pools per Lot

Added FIX.4.3 [PoolsPerLot]
PPM=

Pools per Million

Added FIX.4.3 [PoolsPerMillion]
PPT=

Pools per Trade

Added FIX.4.3 [PoolsPerTrade]
PRICE=

Price Range

Added FIX.4.4 [PriceRange]
PRICEFREQ=

Pricing frequency

Added FIX.4.4 [PricingFrequency]
PROD=

Production Year

Added FIX.4.3 [ProductionYear]
PROTECT=

Call protection

Added FIX.4.4 [CallProtection]
PURPOSE=

Purpose

Added FIX.4.4 [Purpose]
PXSOURCE=

Benchmark price source

Added FIX.4.4 [BenchmarkPriceSource]
RATING=

Rating source and range

Added FIX.4.4 [RatingSourceAndRange]
REDEMPTION=

Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible

Added FIX.4.4 [TypeOfRedemption]
RESTRICTED=

Restricted (Y/N)

Added FIX.4.4 [Restricted]
SECTOR=

Market Sector

Added FIX.4.4 [MarketSector]
SECTYPE=

Security Type included or excluded

Added FIX.4.4 [SecurityTypeIncludedOrExcluded]
STRUCT=

Structure

Added FIX.4.4 [Structure]
SUBSFREQ=

Substitutions frequency (Repo)

Added FIX.4.4 [SubstitutionsFrequency]
SUBSLEFT=

Substitutions left (Repo)

Added FIX.4.4 [SubstitutionsLeft]
TEXT=

Freeform Text

Added FIX.4.4 [FreeformText]
TRDVAR=

Trade Variance (value in percent maximum over- or under-allocation allowed)

Added FIX.4.3 [TradeVariance]
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])

Added FIX.4.3 [WeightedAverageCoupon]
WAL=

Weighted Average Life Coupon - value in percent (exact or range)

Added FIX.4.3 [WeightedAverageLifeCoupon]
WALA=

Weighted Average Loan Age - value in months (exact or range)

Added FIX.4.3 [WeightedAverageLoanAge]
WAM=

Weighted Average Maturity - value in months (exact or range)

Added FIX.4.3 [WeightedAverageMaturity]
WHOLE=

Whole Pool (Y/N)

Added FIX.4.4 [WholePool]
YIELD=

Yield Range

Added FIX.4.4 [YieldRange]
ORIGAMT=

Original amount

The original issued amount of a mortgage backed security or other loan/asset backed security.

Added EP161 [OriginalAmount]
POOLEFFDT=

Pool effective date

Added EP161 [PoolEffectiveDate]
POOLINITFCTR=

Pool initial factor

For morttgage backed securities, the part of the mortgage that is outstanding on trade inception, i.e. has not been repaid yet as principal. It is expressed as a multiplier factor to the mortgage: where 1 means that the whole mortage amount is outstanding, 0.8 means that80% remains to be repaid and 20% has been repaid.

Added EP161 [PoolInitialFactor]
TRANCHE=

Tranche identifier

Identifies the tranche of a mortgage backed security, loan, collateralized mortgage obligation or similar securities that can be split into different risk or maturity (for example) classes.

Added EP161 [Tranche]
SUBSTITUTION=

Substitution (Y/N)

Indicates whether substitution is applicable (Y) or (N).

Added EP161 [Substitution]
MULTEXCHFLLBCK=

Multiple exchange fallback (Y/N)

For an index option transaction, indicates whether a relevant Multiple Exchange Index Annex is applicable (Y) to the transaction or not (N). This annex defines additional provisions which are applicable where an index is comprised of component securities that are traded on multiple exchanges.

Added EP208 [MULTEXCHFLLBCK]
COMPSECFLLBCK=

Component security fallback (Y/N)

For an index option transaction, indicates whether a relevant Component Security Index Annex is applicable (Y) to the transaction or not (N).

Added EP208 [COMPSECFLLBCK]
LOCLJRSDCTN=

Local jurisdiction (Y/N)

Local Jurisdiction is used in the AEJ Master Confirmation to determine applicability (Y), or not (N), of local taxes (including taxes, duties, and similar charges) imposed by the taxing authority of the local jurisdiction.

Added EP208 [LOCLJRSDCTN]
RELVJRSDCTN=

Relevant jurisdiction (Y/N)

Relevant Jurisdiction is used in the AEJ Master Confirmation to determine applicability (Y), or not (N), of local taxes (including taxes, duties and similar charges) that would be imposed by the taxing authority of the country of underlier on a hypothetical broker dealer assuming that the applicable hedge positions are held by its office in the Relevant Jurisdiction.

Added EP208 [RELVJRSDCTN]
— CDS General Terms —
INCURRCVY=

Incurred recovery (Y/N)

Specifies whether incurred recovery is applicable (Y) or not (N). Outstanding Swap Notional Amount is defined at any time on any day, as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and all Incurred Recovery Amounts (if any) determined under this Confirmation at or prior to such time.Incurred Recovery Amount not populated: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under this Confirmation at or prior to such time. 2009 CDX Tranche Terms.

Added EP161 [IncurredRecovery]
ADDTRM=

Additional term

Used for representing information contained in the Additional Terms field of the 2003 Master Credit Derivatives confirm.

Added EP161 [AdditionalTerm]
MODEQTYDLVY=

Modified equity delivery

Indicates whether delivery of selected obligationshaving an amountgreater than the reference entity notional amount is allowed (Y) or (N). 2005 iTraxx tranched Transactions Standard Terms Supplement.

Added EP161 [ModifiedEquityDelivery]
NOREFOBLIG=

No reference obligation (Y/N)

When specified as Y this indicates that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one. 2003 ISDA Credit Derivatives Definitions.

Added EP161 [NoReferenceOblication]
UNKREFOBLIG=

Unknown reference obligation (Y/N)

When specified as Y this indicates that the Reference obligation associated with the Credit Default Swap is currently not known. This is not valid for Legal Confirmation purposes, but is valid for earlier stages in the trade life cycle (e.g. Broker Confirmation). 2003 FpML-CD-4.0.

Added EP161 [UnknownReferenceObligation]
ALLGUARANTEES=

All guarantees (Y/N)

Indicates whether an obligation of the Reference Entity, guaranteed by the Reference Entity on behalf of a non-Affiliate, is to be considered an Obligation for the purpose of the transaction (Y) or (N). ISDA 2003 Term: All Guarantees.

Added EP161 [AllGuarantees]
REFPX=

Reference price (Y/N)

Specifies the reference price expressed as a percentage between 0 and 1 (e.g. 0.05 is 5%). The reference price is used to determine (a) for physically settled trades, the Physical Settlement Amount, which equals the Floating Rate Payer Calculation Amount times the Reference Price and (b) for cash settled trades, the Cash Settlement Amount, which equals the greater of (i) the difference between the Reference Price and the Final Price and (ii) zero. ISDA 2003 Term: Reference Price.

Added EP161 [ReferencePrice]
REFPOLICY=

Reference policy (Y/N)

Indicates whether the reference obligation is guaranteed (Y), or not (N), under a reference policy. If the Reference Obligation is guaranteed under a Reference Policy, and such Reference Policy by its terms excludes any component of the Expected Principal Amount for purposes of determining the liability of the relevant Insurer, or the Insurer is otherwise not required to pay any such amounts under the terms of the Reference Policy, the relevant component or amount shall also be excluded for purposes of determining the Expected Principal Amount with respect to any determination of Principal Shortfall hereunder. 2006 ISDA CDS on MBS Terms.

Added EP161 [ReferencePolicy]
SECRDLIST=

Secured list (Y/N)

Specifies whether a list of Syndicated Secured Obligations (also known as the Relevant Secured List) exists (Y), or not (N), for the Reference Entity. With respect to any day, the list of Syndicated Secured Obligations of the Designated Priority of the Reference Entity published by Markit Group Limited or any successor thereto appointed by the Specified Dealers (the Secured List Publisher) on or most recently before such day, which list is currently available at [http://www.markit.com]. ISDA 2003 Term: Relevant Secured List.

Added EP161 [SecuredList]
— Other —
AVFICO=

Average FICO Score

Added EP68 [AverageFICOScore]
AVSIZE=

Average Loan Size

Added EP68 [AverageLoanSize]
MAXBAL=

Maximum Loan Balance

Added EP68 [MaximumLoanBalance]
POOL=

Pool Identifier

Added EP68 [PoolIdentifier]
ROLLTYPE=

Type of Roll trade

Added EP68 [TypeOfRollTrade]
REFTRADE=

Reference to rolling or closing trade

Added EP68 Updated EP258 [ReferenceToRollingOrClosingTrade]
REFPRIN=

Principal to rolling or closing trade

Added EP68 Updated EP258 [PrincipalOfRollingOrClosingTrade]
REFINT=

Interest of rolling or closing trade

Added EP68 Updated EP258 [InterestOfRollingOrClosingTrade]
AVAILQTY=

Available offer quantity to be shown to the street

Added EP68 [AvailableOfferQuantityToBeShownToTheStreet]
BROKERCREDIT=

Broker's sales credit

Added EP68 [BrokerCredit]
INTERNALPX=

Offer price to be shown to internal brokers

Added EP68 [OfferPriceToBeShownToInternalBrokers]
INTERNALQTY=

Offer quantity to be shown to internal brokers

Added EP68 [OfferQuantityToBeShownToInternalBrokers]
LEAVEQTY=

The minimum residual offer quantity

Added EP68 [TheMinimumResidualOfferQuantity]
MAXORDQTY=

Maximum order size

Added EP68 [MaximumOrderSize]
ORDRINCR=

Order quantity increment

Added EP68 [OrderQuantityIncrement]
PRIMARY=

Primary or Secondary market indicator

Added EP68 [PrimaryOrSecondaryMarketIndicator]
SALESCREDITOVR=

Broker sales credit override

Added EP68 [BrokerSalesCreditOverride]
TRADERCREDIT=

Trader's credit

Added EP68 [TraderCredit]
DISCOUNT=

Discount Rate (when price is denominated in percent of par)

Added EP68 [DiscountRate]
YTM=

Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)

Added EP68 [YieldToMaturity]
PAYOFF=

Interest payoff of rolling or amending trade

Added EP258 [InterestPayoffOfRollingOrAmendingTrade]
— Prepayment Speeds —
ABS=

Absolute Prepayment Speed

Added FIX.4.3 [AbsolutePrepaymentSpeed]
CPP=

Constant Prepayment Penalty

Added FIX.4.3 [ConstantPrepaymentPenalty]
CPR=

Constant Prepayment Rate

Added FIX.4.3 [ConstantPrepaymentRate]
CPY=

Constant Prepayment Yield

Added FIX.4.3 [ConstantPrepaymentYield]
HEP=

final CPR of Home Equity Prepayment Curve

Added FIX.4.3 [FinalCPROfHomeEquityPrepaymentCurve]
MHP=

Percent of Manufactured Housing Prepayment Curve

Added FIX.4.3 [PercentOfManufacturedHousingPrepaymentCurve]
MPR=

Monthly Prepayment Rate

Added FIX.4.3 [MonthlyPrepaymentRate]
PPC=

Percent of Prospectus Prepayment Curve

Added FIX.4.3 [PercentOfProspectusPrepaymentCurve]
PSA=

Percent of BMA Prepayment Curve

Added FIX.4.3 [PercentOfBMAPrepaymentCurve]
SMM=

Single Monthly Mortality

Added FIX.4.3 [SingleMonthlyMortality]
Added FIX.4.2

Used in fields:
[LegStipulationType] [StipulationType] [UnderlyingStipType]