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] |