DescriptionFor Fixed Income. Type of Stipulation. Values include: AMT = AMT (y/n) AUTOREINV = Auto Reinvestment at <rate> or better BANKQUAL = Bank qualified (y/n) BGNCON = Bargain Conditions (see StipulationValue <234> for values) COUPON = Coupon range CURRENCY = ISO Currency <15> code CUSTOMDATE = Custom start/end date GEOG = Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets]) HAIRCUT = Valuation discount INSURED = Insured (y/n) ISSUE = Year or Year/Month of Issue (ex. 234=2002/09) ISSUER = Issuer <106>'s ticker ISSUESIZE = issue size range LOOKBACK = Lookback days LOT = Explicit lot identifier LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed) MAT = Maturity Year and Month MATURITY = Maturity range MAXSUBS = Maximum substitutions (Repo) MINQTY = Minimum quantity MININCR = Minimum increment MINDNOM = Minimum denomination PAYFREQ = Payment frequency, calendar PIECES = Number of Pieces PMAX = Pools Maximum PPM = Pools per Million PPL = Pools per Lot PPT = Pools per Trade PRICE = Price range PRICEFREQ = Pricing frequency PROD = Production Year PROTECT = Call protection PURPOSE = Purpose PXSOURCE = Benchmark <219> price source RATING = Rating source and range REDEMPTION = Type of redemption - values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible RESTRICTED = Restricted (y/n) SECTOR = Market sector SECTYPE = SecurityType <167> included or excluded STRUCT = Structure SUBSFREQ = Substitutions frequency (Repo) SUBSLEFT = Substitutions left (Repo) TEXT = Freeform text TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed) 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]) WAL = Weighted Average Life Coupon: value in percent (exact or range) WALA = Weighted Average Loan Age: value in months (exact or range) WAM = Weighted Average Maturity : value in months (exact or range) WHOLE = Whole Pool <691> (y/n) YIELD = Yield range or the following Prepayment Speeds: SMM = Single Monthly Mortality CPR = Constant Prepayment Rate CPY = Constant Prepayment Yield CPP = Constant Prepayment Penalty ABS = Absolute Prepayment Speed MPR = Monthly Prepayment Rate PSA = % of BMA Prepayment Curve PPC = % of Prospectus Prepayment Curve MHP = % of Manufactured Housing Prepayment Curve HEP = final CPR of Home Equity Prepayment Curve Other types may be used by mutual agreement of the counterparties. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Used In |
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