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Description
Indicates type of security. See also the Product <460> and CFICode <461> fields. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
Valid values (grouped by Product <460> field value):
AGENCY
- FAC = Federal Agency Coupon *
- FADN = Federal Agency Discount Note *
- PEF = Private Export Funding *
- * Identify the Issuer in the Issuer <106> field
COMMODITY
FUT = FutureOPT = Option
*** REPLACED values - See:
Appendix 6-F: 4.Replaced Field Enumerations for Futures and Options for SecurityType (tag 167) with CFICode (tag 461) [replaced in FIX 4.3] ***
Note: COMMODITY Product includes Bond, Interest Rate, Currency, Currency Spot Options, Crops/Grains, Foodstuffs, Livestock, Fibers, Lumber/Rubber, Oil/Gas/Electricity, Precious/Major Metal, and
Industrial Metal. Use CFICode <461> for more granular definition if necessary.
CORPORATE
- CORP = Corporate Bond
- CPP = Corporate Private Placement
- CB = Convertible Bond
- DUAL = Dual Currency
- XLINKD = Indexed Linked
- STRUCT = Structured Notes
- YANK = Yankee Corporate Bond
CURRENCY
- FOR = Foreign Exchange Contract
EQUITY
- CS = Common Stock
- PS = Preferred Stock
WAR
- Warrant now is listed under Municipals for consistency with Bloomberg fixed income product types. For equity warrants - use the CFICode <461> instead.
GOVERNMENT
- BRADY = Brady Bond
- TBOND = US Treasury Bond
- TINT = Interest strip from any bond or note
- TIPS = Treasury Inflation Protected Securities
- TCAL = Principal strip of a callable bond or note
- TPRN = Principal strip from a non-callable bond or note
- UST = US Treasury Note/Bond
- USTB = US Treasury Bill
see also Volume 7: "PRODUCT: FIXED INCOME - Euro Soverign SecurityType Values"
INDEX
Note: "Indices" includes: Stock, Index Spot Options, Commodity, Physical Index Options, Share/Ratio, and Spreads. For index
types use the CFICode <461>.
LOAN
- TERM = Term Loan
- RVLV = Revolver Loan
- RVLVTRM = Revolver/Term Loan
- BRIDGE = Bridge Loan
- LOFC = Letter of Credit
- SWING = Swing Line Facility
- DINP = Debtor in Possession
- DEFLTED = Defaulted
- WITHDRN = Withdrawn
- REPLACD = Replaced
- MATURED = Matured
- AMENDED = Amended & Restated
- RETIRED = Retired
MONEYMARKET
- BA = Bankers Acceptance
- BN = Bank Notes
- BOX = Bill of Exchanges
- CD = Certificate of Deposit
- CL = Call Loans
- CP = Commercial Paper
- DN = Deposit Notes
- LQN = Liquidity Note
- MTN = Medium Term Notes
- ONITE = Overnight
- PN = Promissory Note
- PZFJ = Plazos Fijos
- RP = Repurchase Agreement
- RVRP = Reverse Repurchase Agreement
- STN = Short Term Loan Note
- TD = Time Deposit
- XCN = Extended Comm Note
MORTGAGE
- POOL = Agency Pools
- ABS = Asset-backed Securities
- CMBS = Corp. Mortgage-backed Securities
- CMO = Collateralized Mortgage Obligation
- IET = IOETTE Mortgage
- MBS = Mortgage-backed Securities
- MIO = Mortgage Interest Only
- MPO = Mortgage Principal Only
- MPP = Mortgage Private Placement
- MPT = Miscellaneous Pass-through
- TBA = To be Announced
MUNICIPAL
- AN = Other Anticipation Notes BAN, GAN, etc.
- COFO = Certificate of Obligation
- COFP = Certificate of Participation
- GO = General Obligation Bonds
- MT = Mandatory Tender
- RAN = Revenue Anticipation Note
- REV = Revenue Bonds
- SPCLA = Special Assessment
- SPCLO = Special Obligation
- SPCLT = Special Tax
- TAN = Tax Anticipation Note
- TAXA = Tax Allocation
- TECP = Tax Exempt Commercial Paper
- TRAN = Tax & Revenue Anticipation Note
- VRDN = Variable Rate Demand Note
- WAR = Warrant
OTHER
- MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
- MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode <461> can be used to identify if options-based, futures-based, etc.)
- NONE = No Security Type
- ? = "Wildcard" entry (used on Security Definition Request <c> message)
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