| 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] |