| CASH | = | Cash amount (corporate event) | Added FIX.4.4
Updated EP141
| | [CashAmount] |
| CRES | = | Cash residual amount | Added FIX.4.4
Updated EP141
| | [CashResidualAmount] |
| FMTM | = | Final mark-to-market amount | Added FIX.4.4
Updated EP141
| | [FinalMarkToMarketAmount] |
| IMTM | = | Incremental mark-to-market | Added FIX.4.4
Updated EP141
| | [IncrementalMarkToMarketAmount] |
| PREM | = | Premium amount | Added FIX.4.4
Updated EP141
| | [PremiumAmount] |
| SMTM | = | Start of day mark-to-market | Added FIX.4.4
Updated EP141
| | [StartOfDayMarkToMarketAmount] |
| TVAR | = | Trade variation amount | Added FIX.4.4
Updated EP141
| | [TradeVariationAmount] |
| VADJ | = | Value adjusted amount | Added FIX.4.4
Updated EP141
| | [ValueAdjustedAmount] |
| SETL | = | Settlement value | Added EP4
Updated EP141
| | [SettlementValue] |
| ICPN | = | Initial trade coupon amount | Added EP83
Updated EP141
| | [InitialTradeCouponAmount] |
| ACPN | = | Accrued coupon amount | Added EP83
Updated EP141
| | [AccruedCouponAmount] |
| CPN | = | Coupon amount | Added EP83
Updated EP141
| | [CouponAmount] |
| IACPN | = | Incremental accrued coupon | Added EP83
Updated EP141
| | [IncrementalAccruedCoupon] |
| CMTM | = | Collateralized mark-to-market | Added EP83
Updated EP141
| | [CollateralizedMarkToMarket] |
| ICMTM | = | Incremental collateralized mark-to-market | Added EP83
Updated EP141
| | [IncrementalCollateralizedMarkToMarket] |
| DLV | = | Compensation amount | Added EP83
Updated EP141
| | [CompensationAmount] |
| BANK | = | Total banked amount | Added EP83
Updated EP141
| | [TotalBankedAmount] |
| COLAT | = | Total collateralized amount | Added EP83
Updated EP141
| | [TotalCollateralizedAmount] |
| LSNV | = | Long paired swap or swaption notional value | Added EP140
| | [LongPairedSwapNotionalValue] |
| SSNV | = | Short paired swap or swaption notional value | Added EP140
| | [ShortPairedSwapNotionalValue] |
| SACPN | = | Start-of-day accrued coupon | Added EP162
| | [StartOfDayAccruedCoupon] |
| NPV | = | Net present value | Added EP162
| | [NetPresentValue] |
| SNPV | = | Start-of-day net present value | Added EP162
| | [StartOfDayNetPresentValue] |
| NCF | = | Net cash flow | Added EP162
| | [NetCashFlow] |
| PVFEES | = | Present value of all fees | Added EP162
| | [PresentValueOfFees] |
| PV01 | = | Present value of one basis points Change in value if yield curve shifts 0.01%. | Added EP162
| | [PresentValueOneBasisPoints] |
| 5YREN | = | The five year equivalent notional amount | Added EP162
| | [FiveYearEquivalentNotional] |
| UMTM | = | Undiscounted mark-to-market | Added EP162
| | [UndiscountedMarkToMarket] |
| MTD | = | Mark-to-model | Added EP179
| | [MarkToModel] |
| VMTM | = | Mark-to-market variance | Added EP179
| | [MarkToMarketVariance] |
| VMTD | = | Mark-to-model variance | Added EP179
| | [MarkToModelVariance] |
| UPFRNT | = | Upfront payment | Added EP192
| | [UpfrontPayment] |
| ENDV | = | End value Principal amount of a securities financing transaction on matuity date. | Added EP254
| | [EndVale] |
| MGNLN | = | Outstanding margin loan The amount of the outstanding margin loan. In the event that the loan has a short market value, PosAmt(708) would be a negative value. | Added EP254
| | [OutstandingMarginLoan] |
| LNVL | = | Loan value The amount of the loan. | Added EP254
| | [LoanValue] |