| AMT | = |
Alternative Minimum Tax (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 StipulationValue (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] |
| MINDNOM | = |
Minimum denomination
|
Added
FIX.4.4 | | [MinimumDenomination] |
| MININCR | = |
Minimum increment
|
Added
FIX.4.4 | | [MinimumIncrement] |
| MINQTY | = |
Minimum quantity
|
Added
FIX.4.4 | | [MinimumQuantity] |
| 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] |
| PPL | = |
Pools per Lot
|
Added
FIX.4.3 | | [PoolsPerLot] |
| PPM | = |
Pools per Million
|
Added
FIX.4.3 | | [PoolsPerMillion] |
| 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, 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 | = |
Security Type 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] |
| — Other — |
|---|
| AVFICO | = |
Average FICO Score
|
Added
FIX.5.0
EP68 | | [AverageFICOScore] |
| AVSIZE | = |
Average Loan Size
|
Added
FIX.5.0
EP68 | | [AverageLoanSize] |
| MAXBAL | = |
Maximum Loan Balance
|
Added
FIX.5.0
EP68 | | [MaximumLoanBalance] |
| POOL | = |
Pool Identifier
|
Added
FIX.5.0
EP68 | | [PoolIdentifier] |
| ROLLTYPE | = |
Type of Roll trade
|
Added
FIX.5.0
EP68 | | [TypeOfRollTrade] |
| REFTRADE | = |
reference to rolling or closing trade
|
Added
FIX.5.0
EP68 | | [ReferenceToRollingOrClosingTrade] |
| REFPRIN | = |
principal of rolling or closing trade
|
Added
FIX.5.0
EP68 | | [PrincipalOfRollingOrClosingTrade] |
| REFINT | = |
interest of rolling or closing trade
|
Added
FIX.5.0
EP68 | | [InterestOfRollingOrClosingTrade] |
| AVAILQTY | = |
Available offer quantity to be shown to the street
|
Added
FIX.5.0
EP68 | | [AvailableOfferQuantityToBeShownToTheStreet] |
| BROKERCREDIT | = |
Broker's sales credit
|
Added
FIX.5.0
EP68 | | [BrokerCredit] |
| INTERNALPX | = |
Offer price to be shown to internal brokers
|
Added
FIX.5.0
EP68 | | [OfferPriceToBeShownToInternalBrokers] |
| INTERNALQTY | = |
Offer quantity to be shown to internal brokers
|
Added
FIX.5.0
EP68 | | [OfferQuantityToBeShownToInternalBrokers] |
| LEAVEQTY | = |
The minimum residual offer quantity
|
Added
FIX.5.0
EP68 | | [TheMinimumResidualOfferQuantity] |
| MAXORDQTY | = |
Maximum order size
|
Added
FIX.5.0
EP68 | | [MaximumOrderSize] |
| ORDRINCR | = |
Order quantity increment
|
Added
FIX.5.0
EP68 | | [OrderQuantityIncrement] |
| PRIMARY | = |
Primary or Secondary market indicator
|
Added
FIX.5.0
EP68 | | [PrimaryOrSecondaryMarketIndicator] |
| SALESCREDITOVR | = |
Broker sales credit override
|
Added
FIX.5.0
EP68 | | [BrokerSalesCreditOverride] |
| TRADERCREDIT | = |
Trader's credit
|
Added
FIX.5.0
EP68 | | [TraderCredit] |
| DISCOUNT | = |
Discount Rate (when price is denominated in percent of par)
|
Added
FIX.5.0
EP68 | | [DiscountRate] |
| YTM | = |
Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
|
Added
FIX.5.0
EP68 | | [YieldToMaturity] |
| — Prepayment Speeds — |
|---|
| ABS | = |
Absolute Prepayment Speed
|
Added
FIX.4.3 | | [AbsolutePrepaymentSpeed] |
| CPP | = |
Constant Prepayment Penalty
|
Added
FIX.4.3 | | [ConstantPrepaymentPenalty] |
| CPR | = |
Constant Prepayment Rate
|
Added
FIX.4.3 | | [ConstantPrepaymentRate] |
| CPY | = |
Constant Prepayment Yield
|
Added
FIX.4.3 | | [ConstantPrepaymentYield] |
| HEP | = |
final CPR of Home Equity Prepayment Curve
|
Added
FIX.4.3 | | [FinalCPROfHomeEquityPrepaymentCurve] |
| MHP | = |
Percent of Manufactured Housing Prepayment Curve
|
Added
FIX.4.3 | | [PercentOfManufacturedHousingPrepaymentCurve] |
| MPR | = |
Monthly Prepayment Rate
|
Added
FIX.4.3 | | [MonthlyPrepaymentRate] |
| PPC | = |
Percent of Prospectus Prepayment Curve
|
Added
FIX.4.3 | | [PercentOfProspectusPrepaymentCurve] |
| PSA | = |
Percent of BMA Prepayment Curve
|
Added
FIX.4.3 | | [PercentOfBMAPrepaymentCurve] |
| SMM | = |
Single Monthly Mortality
|
Added
FIX.4.3 | | [SingleMonthlyMortality] |