| AMT | = |
AMT (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 (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] |
| MINQTY | = |
Minimum quantity
|
Added
FIX.4.4 | | [MinimumQuantity] |
| MININCR | = |
Minimum increment
|
Added
FIX.4.4 | | [MinimumIncrement] |
| MINDNOM | = |
Minimum denomination
|
Added
FIX.4.4 | | [MinimumDenomination] |
| 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] |
| PPM | = |
Pools per Million
|
Added
FIX.4.3 | | [PoolsPerMillion] |
| PPL | = |
Pools per Lot
|
Added
FIX.4.3 | | [PoolsPerLot] |
| 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, Callable, 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 | = |
SecurityType 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] |