Underlying security's SecurityType.
Valid values: see SecurityType (167) field
(see below for details concerning this fields use in conjunction with SecurityType=REPO)
The following applies when used in conjunction with SecurityType=REPO
Represents the general or specific type of security that underlies a financing agreement
Valid values for SecurityType=REPO:
If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or < UnderlyingStipulations > block e.g.:
| UST | = | US Treasury Note (Deprecated Value Use TNOTE) | Added FIX.4.3
Deprecated FIX.4.4 | | [USTreasuryNoteOld] |
| USTB | = | US Treasury Bill (Deprecated Value Use TBILL) | Added FIX.4.1
Deprecated FIX.4.4 | | [USTreasuryBillOld] |
| — Agency — |
|---|
| EUSUPRA | = | Euro Supranational Coupons Identify the issuer name in Issuer(106). | Added FIX.4.4
Updated EP272
| | [EuroSupranationalCoupons] |
| FAC | = | Federal Agency Coupon | Added FIX.4.3
| | [FederalAgencyCoupon] |
| FADN | = | Federal Agency Discount Note | Added FIX.4.3
| | [FederalAgencyDiscountNote] |
| PEF | = | Private Export Funding Identify the issuer name in Issuer(106). | Added FIX.4.3
Updated EP272
| | [PrivateExportFunding] |
| SUPRA | = | USD Supranational Coupons Identify the issuer name in Issuer(106). | Added FIX.4.4
Updated EP272
| | [USDSupranationalCoupons] |
| — Corporate — |
|---|
| CORP | = | Corporate Bond | Added FIX.4.1
| | [CorporateBond] |
| CPP | = | Corporate Private Placement | Added FIX.4.1
| | [CorporatePrivatePlacement] |
| CB | = | Convertible Bond | Added FIX.4.2
| | [ConvertibleBond] |
| DUAL | = | Dual Currency | Added FIX.4.3
| | [DualCurrency] |
| EUCORP | = | Euro Corporate Bond | Added FIX.4.4
| | [EuroCorporateBond] |
| EUFRN | = | Euro Corporate Floating Rate Notes | Added EP68
| | [EuroCorporateFloatingRateNotes] |
| FRN | = | US Corporate Floating Rate Notes | Added EP68
| | [USCorporateFloatingRateNotes] |
| XLINKD | = | Indexed Linked | Added FIX.4.3
| | [IndexedLinked] |
| STRUCT | = | Structured Notes | Added FIX.4.3
| | [StructuredNotes] |
| YANK | = | Yankee Corporate Bond | Added FIX.4.3
| | [YankeeCorporateBond] |
| DIMSUMCORP | = | Offshore issued Chinese Yuan (CNY) denominated corporate bond | Added EP272
| | [OffshoreIssuedChineseYuanCorporateBond] |
| PRCORP | = | Preferred Corporate Bond | Added EP272
| | [PreferredCorporateBond] |
| — Currency — |
|---|
| FOR | = | Foreign Exchange Contract | Added FIX.4.1
Deprecated EP82 | | [ForeignExchangeContract] |
| FXNDF | = | Non-deliverable forward | Added EP82
| | [NonDeliverableForward] |
| FXSPOT | = | FX Spot | Added EP82
| | [FXSpot] |
| FXFWD | = | FX Forward | Added EP82
| | [FXForward] |
| FXSWAP | = | FX Swap | Added EP82
| | [FXSwap] |
| FXNDS | = | Non-deliverable Swap | Added EP235
| | [NonDeliverableSwap] |
| FXBN | = | FX Bank Note | Added EP272
| | [FXBankNote] |
| FXDN | = | Foreign Currency Discount Note Discount notes issued in foreign currency by Fannie Mae. | Added EP272
| | [ForeignCurrencyDiscountNote] |
| — Derivatives — |
|---|
| CAP | = | Cap In an interest rate cap, the buyer receives payments at the end of each period in which the rate indec exceeds the agreed strike rate. | Added EP169
| | [Cap] |
| CDS | = | Credit Default Swap | Added EP68
Updated EP169
| | [CreditDefaultSwap] |
| CLLR | = | Collar In an interest rate collar, this is a combination of a cap and a floor. | Added EP169
| | [Collar] |
| CMDTYSWAP | = | Commodity swap | Added EP140
Updated EP169
| | [CommoditySwap] |
| EXOTIC | = | Exotic | Added EP169
| | [Exotic] |
| OOC | = | Options on Combo | Added EP-1
| | [OptionsOnCombo] |
| FLR | = | Floor In an interest rate floor, the buyer receives payments at the end of each period in which the rate index is below the agreed strike rate. | Added EP169
| | [Floor] |
| FRA | = | Forward Rate Agreement | Added EP169
| | [FRA] |
| FUT | = | Future | Added FIX.4.1
Updated EP169
| | [Future] |
| FWD | = | Derivative forward | Added EP161
Updated EP169
| | [DerivativeForward] |
| IRS | = | Interest Rate Swap | Added EP54
Updated EP169
| | [InterestRateSwap] |
| TRS | = | Total return swap | Added EP161
| | [TotalReturnSwap] |
| LOANLEASE | = | Loan/lease | Added EP169
| | [LoanLease] |
| OOF | = | Options on Futures | Added EP19
Updated EP169
| | [OptionsOnFutures] |
| OOP | = | Options on Physical - use not recommended | Added EP19
Updated EP169
| | [OptionsOnPhysical] |
| OPT | = | Option | Added FIX.4.1
Updated EP169
| | [Option] |
| SPOTFWD | = | Spot forward | Added EP169
| | [SpotForward] |
| SWAPTION | = | Swap option | Added EP140
Updated EP187
| | [SwapOption] |
| XMISSION | = | Transmission | Added EP169
| | [Transmission] |
| INDEX | = | General type for a contract based on an established index | Added EP179
| | [Index] |
| BDBSKT | = | Bond basket | Added EP208
| | [BondBasket] |
| CFD | = | Contract for difference | Added EP208
| | [ContractForDifference] |
| CRLTNSWAP | = | Correlation swap | Added EP208
| | [CorrelationSwap] |
| DVDNDSWAP | = | Dividend swap | Added EP208
| | [DiviendSwap] |
| EQBSKT | = | Equity basket | Added EP208
| | [EquityBasket] |
| EQFWD | = | Equity forward | Added EP208
| | [EquityForward] |
| RTRNSWAP | = | Return swap | Added EP208
| | [ReturnSwap] |
| VARSWAP | = | Variance swap | Added EP208
| | [VarianceSwap] |
| PRTFLIOSWAP | = | Portfolio swap | Added EP235
Updated EP238
| | [PortfolioSwaps] |
| FUTSWAP | = | Futures on a Swap | Added EP235
| | [FuturesOnASwap] |
| FWDSWAP | = | Forwards on a Swap | Added EP235
| | [ForwardsOnASwap] |
| FWDFRTAGMT | = | Forward Freight Agreement | Added EP235
| | [ForwardFreightAgreement] |
| SPREADBET | = | Spread Betting | Added EP235
| | [SpreadBetting] |
| ETC | = | Exchange traded commodity | Added EP238
| | [ExchangeTradedCommodity] |
| — Equity — |
|---|
| CS | = | Common Stock | Added FIX.4.1
| | [CommonStock] |
| PS | = | Preferred Stock | Added FIX.4.1
| | [PreferredStock] |
| DR | = | Depository Receipts | Added EP236
| | [DepositoryReceipts] |
| — Financing — |
|---|
| REPO | = | Repurchase | Added FIX.4.4
| | [Repurchase] |
| FORWARD | = | Forward | Added FIX.4.4
| | [Forward] |
| BUYSELL | = | Buy Sellback | Added FIX.4.4
| | [BuySellback] |
| SECLOAN | = | Securities Loan | Added FIX.4.4
| | [SecuritiesLoan] |
| SECPLEDGE | = | Securities Pledge | Added FIX.4.4
| | [SecuritiesPledge] |
| DVPLDG | = | Delivery versus pledge | Added EP132
| | [DeliveryVersusPledge] |
| COLLBSKT | = | Collateral basket A collection of securities held as collateral in the customer's collateral fund. The collateral fund is usually managed by a custodian. | Added EP197
| | [CollateralBasket] |
| SFP | = | Structured finance product | Added EP238
| | [StructuredFinanceProduct] |
| MRGNLOAN | = | Margin loan | Added EP254
| | [MarginLoan] |
| — Government — |
|---|
| BRADY | = | Brady Bond | Added FIX.4.3
| | [BradyBond] |
| CAN | = | Canadian Treasury Notes | Added EP68
| | [CanadianTreasuryNotes] |
| CTB | = | Canadian Treasury Bills | Added EP68
| | [CanadianTreasuryBills] |
| EUSOV | = | Euro Sovereigns Identify the issuer name in Issuer(106). | Added FIX.4.4
Updated EP272
| | [EuroSovereigns] |
| PROV | = | Canadian Provincial Bonds | Added EP68
| | [CanadianProvincialBonds] |
| TB | = | Treasury Bill - non US | Added EP68
| | [TreasuryBill] |
| TBOND | = | US Treasury Bond | Added FIX.4.3
| | [USTreasuryBond] |
| TINT | = | Interest Strip From Any Bond Or Note | Added FIX.4.3
| | [InterestStripFromAnyBondOrNote] |
| TBILL | = | US Treasury Bill | Added FIX.4.4
| | [USTreasuryBill] |
| TIPS | = | Treasury Inflation Protected Securities | Added FIX.4.3
| | [TreasuryInflationProtectedSecurities] |
| TCAL | = | Principal Strip Of A Callable Bond Or Note | Added FIX.4.3
| | [PrincipalStripOfACallableBondOrNote] |
| TPRN | = | Principal Strip From A Non-Callable Bond Or Note | Added FIX.4.3
| | [PrincipalStripFromANonCallableBondOrNote] |
| TNOTE | = | US Treasury Note | Added FIX.4.4
| | [USTreasuryNote] |
| DIMSUMSOV | = | Offshore issued Chinese Yuan (CNY) denominated sovereign bond | Added EP272
| | [OffshoreIssuedChineseYuanSovereignBond] |
| SOV | = | Sovereign Bond Sovereign or government bond other than Euro and US issuer. Specify sovereign issuer in Issuer(106). | Added EP272
| | [SovereignBond] |
| TFRN | = | US Treasury Floating Rate Note | Added EP272
| | [USTreasuryFloatingRateNote] |
| — Loan — |
|---|
| TERM | = | Term Loan | Added FIX.4.3
| | [TermLoan] |
| RVLV | = | Revolver Loan | Added FIX.4.3
| | [RevolverLoan] |
| RVLVTRM | = | Revolver/Term Loan | Added FIX.4.3
| | [Revolver] |
| BRIDGE | = | Bridge Loan | Added FIX.4.3
| | [BridgeLoan] |
| LOFC | = | Letter Of Credit | Added FIX.4.3
| | [LetterOfCredit] |
| SWING | = | Swing Line Facility | Added FIX.4.3
| | [SwingLineFacility] |
| DINP | = | Debtor In Possession | Added FIX.4.3
| | [DebtorInPossession] |
| DEFLTED | = | Defaulted | Added FIX.4.3
| | [Defaulted] |
| WITHDRN | = | Withdrawn | Added FIX.4.3
| | [Withdrawn] |
| REPLACD | = | Replaced | Added FIX.4.3
| | [Replaced] |
| MATURED | = | Matured | Added FIX.4.3
| | [Matured] |
| AMENDED | = | Amended and restated | Added FIX.4.3
Updated EP272
| | [Amended] |
| RETIRED | = | Retired | Added FIX.4.3
| | [Retired] |
| — Money Market — |
|---|
| BA | = | Bankers Acceptance | Added FIX.4.1
| | [BankersAcceptance] |
| BDN | = | Bank Depository Note | Added EP68
| | [BankDepositoryNote] |
| BN | = | Bank Notes | Added FIX.4.3
| | [BankNotes] |
| BOX | = | Bill Of Exchanges | Added FIX.4.3
| | [BillOfExchanges] |
| CAMM | = | Canadian Money Markets | Added EP68
| | [CanadianMoneyMarkets] |
| CD | = | Certificate Of Deposit | Added FIX.4.1
| | [CertificateOfDeposit] |
| CL | = | Call Loans | Added FIX.4.3
| | [CallLoans] |
| CP | = | Commercial Paper | Added FIX.4.1
| | [CommercialPaper] |
| DN | = | Deposit Notes | Added FIX.4.3
| | [DepositNotes] |
| EUCD | = | Euro Certificate Of Deposit | Added FIX.4.4
| | [EuroCertificateOfDeposit] |
| EUCP | = | Euro Commercial Paper | Added FIX.4.4
| | [EuroCommercialPaper] |
| LQN | = | Liquidity Note | Added FIX.4.3
| | [LiquidityNote] |
| MTN | = | Medium Term Notes | Added FIX.4.3
| | [MediumTermNotes] |
| ONITE | = | Overnight | Added FIX.4.3
| | [Overnight] |
| PN | = | Promissory Note | Added FIX.4.3
| | [PromissoryNote] |
| STN | = | Short Term Loan Note | Added FIX.4.3
| | [ShortTermLoanNote] |
| PZFJ | = | Plazos Fijos | Added FIX.4.3
| | [PlazosFijos] |
| SLQN | = | Secured Liquidity Note | Added EP68
| | [SecuredLiquidityNote] |
| TD | = | Time Deposit | Added FIX.4.1
| | [TimeDeposit] |
| TLQN | = | Term Liquidity Note | Added EP68
| | [TermLiquidityNote] |
| XCN | = | Extended Comm Note | Added FIX.4.3
| | [ExtendedCommNote] |
| YCD | = | Yankee Certificate Of Deposit | Added FIX.4.4
| | [YankeeCertificateOfDeposit] |
| BAB | = | Bank Accepted Bill Also known as Bank Bill. | Added EP272
| | [BankAcceptedBill] |
| BNST | = | Short Term Bank Note | Added EP272
| | [ShortTermBankNote] |
| CLCP | = | Callable Commercial Paper | Added EP272
| | [CallableCommercialPaper] |
| CN | = | Commercial Note | Added EP272
| | [CommercialNote] |
| CPIB | = | Interest Bearing Commercial Paper | Added EP272
| | [InterestBearingCommercialPaper] |
| EUMTN | = | Euro Medium Term Note | Added EP272
| | [EuroMediumTermNote] |
| EUNCP | = | Euro Negotiable Commercial Paper | Added EP272
| | [EuroNegotiableCommercialPaper] |
| EUSTLQN | = | Euro Structured Liquidity Note | Added EP272
| | [EuroStructuredLiquidityNote] |
| EUTD | = | Euro Time Deposit | Added EP272
| | [EuroTimeDeposit] |
| JCD | = | Jumbo Certificate of Deposit | Added EP272
| | [JumboCertificateOfDeposit] |
| MMF | = | Money Market Fund | Added EP272
| | [MoneyMarketFund] |
| MN | = | Master Note Short term notes issued by Federal Farm Credit Banks Funding Corporation to provide loans and funding under Federal Farm Credit System (FFCS). | Added EP272
| | [MasterNote] |
| NCD | = | Negotiable Certificate of Deposit | Added EP272
| | [NegotiableCertificateOfDeposit] |
| NCP | = | Negotiable Commercial Paper | Added EP272
| | [NegotiableCommercialPaper] |
| RCD | = | Retail Certificate of Deposit | Added EP272
| | [RetailCertificateOfDeposit] |
| TDR | = | Term Deposit Receipt | Added EP272
| | [TermDepositReceipt] |
| — Mortgage — |
|---|
| ABS | = | Asset-backed Securities | Added FIX.4.3
| | [AssetBackedSecurities] |
| CMB | = | Canadian Mortgage Bonds | Added EP68
| | [CanadianMortgageBonds] |
| CMBS | = | Corp. Mortgage-backed Securities | Added FIX.4.3
| | [Corp] |
| CMO | = | Collateralized Mortgage Obligation | Added FIX.4.1
| | [CollateralizedMortgageObligation] |
| IET | = | IOETTE Mortgage | Added FIX.4.2
| | [IOETTEMortgage] |
| MBS | = | Mortgage-backed Securities | Added FIX.4.3
| | [MortgageBackedSecurities] |
| MIO | = | Mortgage Interest Only | Added FIX.4.1
| | [MortgageInterestOnly] |
| MPO | = | Mortgage Principal Only | Added FIX.4.1
| | [MortgagePrincipalOnly] |
| MPP | = | Mortgage Private Placement | Added FIX.4.1
| | [MortgagePrivatePlacement] |
| MPT | = | Miscellaneous Pass-through | Added FIX.4.1
| | [MiscellaneousPassThrough] |
| PFAND | = | Pfandbrief Identify the issuer name in Issuer(106). | Added FIX.4.4
Updated EP272
| | [Pfandbrief] |
| TBA | = | To Be Announced | Added FIX.4.3
| | [ToBeAnnounced] |
| — Municipal — |
|---|
| AN | = | Other Anticipation Notes (BAN, GAN, etc.) | Added FIX.4.3
| | [OtherAnticipationNotes] |
| COFO | = | Certificate Of Obligation | Added FIX.4.3
| | [CertificateOfObligation] |
| COFP | = | Certificate Of Participation | Added FIX.4.3
| | [CertificateOfParticipation] |
| GO | = | General Obligation Bonds | Added FIX.4.3
| | [GeneralObligationBonds] |
| MT | = | Mandatory Tender | Added FIX.4.3
| | [MandatoryTender] |
| RAN | = | Revenue Anticipation Note | Added FIX.4.3
| | [RevenueAnticipationNote] |
| REV | = | Revenue Bonds | Added FIX.4.3
| | [RevenueBonds] |
| SPCLA | = | Special Assessment | Added FIX.4.3
| | [SpecialAssessment] |
| SPCLO | = | Special Obligation | Added FIX.4.3
| | [SpecialObligation] |
| SPCLT | = | Special Tax | Added FIX.4.3
| | [SpecialTax] |
| TAN | = | Tax Anticipation Note | Added FIX.4.3
| | [TaxAnticipationNote] |
| TAXA | = | Tax Allocation | Added FIX.4.3
| | [TaxAllocation] |
| TECP | = | Tax Exempt Commercial Paper | Added FIX.4.3
| | [TaxExemptCommercialPaper] |
| TMCP | = | Taxable Municipal CP | Added EP68
| | [TaxableMunicipalCP] |
| TRAN | = | Tax Revenue Anticipation Note | Added FIX.4.3
| | [TaxRevenueAnticipationNote] |
| VRDN | = | Variable Rate Demand Note | Added FIX.4.3
| | [VariableRateDemandNote] |
| WAR | = | Warrant | Added FIX.4.1
| | [Warrant] |
| MCPIB | = | Municipal Interest Bearing Commercial Paper | Added EP272
| | [MunicipalInterestBearingCommercialPaper] |
| TMB | = | Taxable Municipal Bond | Added EP272
| | [TaxableMunicipalBond] |
| VRDO | = | Variable Rate Demand Obligation | Added EP272
| | [VariableRateDemandObligation] |
| — Other — |
|---|
| MF | = | Mutual Fund | Added FIX.4.1
| | [MutualFund] |
| MLEG | = | Multileg Instrument | Added FIX.4.3
| | [MultilegInstrument] |
| NONE | = | No Security Type | Added FIX.4.1
| | [NoSecurityType] |
| ? | = | Wildcard entry for use on Security Definition Request | Added FIX.4.2
| | [Wildcard] |
| CASH | = | Cash | Added EP28
| | [Cash] |
| Other | = | Other | Added EP235
| | [Other] |
| ETN | = | Exchange traded note | Added EP238
| | [ExchangeTradedNote] |
| SECDERIV | = | Securitized derivative | Added EP238
| | [SecuritizedDerivative] |
| ETF | = | Exchange Traded Fund | Added EP272
| | [ExchangeTradedFund] |
| DIGITAL | = | Digital Asset Asset that exists only in digital form or which is the digital representation of another asset (Source: ISO 24165 - Terms and Definitions). | Added EP273
| | [DigitalAsset] |