TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
1845TradeAllocAmtTypeTypString

Type of the amount associated with a trade allocation.


PosAmtTypeCodeSet
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]
Added EP141

Used in components:
[TradeAllocAmtGrp]