DescriptionFor Fixed Income. Type of Stipulation. Other types may be used by mutual agreement of the counterparties. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Valid values: AMT = Alternative Minimum Tax (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 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'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) MINDNOM = Minimum denomination MININCR = Minimum increment MINQTY = Minimum quantity PAYFREQ = Payment frequency, calendar PIECES = Number Of Pieces PMAX = Pools Maximum PPL = Pools per Lot PPM = Pools per Million PPT = Pools per Trade PRICE = Price Range PRICEFREQ = Pricing frequency PROD = Production Year PROTECT = Call protection PURPOSE = Purpose PXSOURCE = Benchmark price source RATING = Rating source and range REDEMPTION = Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible RESTRICTED = Restricted (Y/N) SECTOR = Market Sector SECTYPE = Security Type 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 (Y/N) YIELD = Yield Range Other AVFICO = Average FICO Score AVSIZE = Average Loan Size MAXBAL = Maximum Loan Balance POOL = Pool Identifier ROLLTYPE = Type of Roll trade REFTRADE = reference to rolling or closing trade REFPRIN = principal of rolling or closing trade REFINT = interest of rolling or closing trade AVAILQTY = Available offer quantity to be shown to the street BROKERCREDIT = Broker's sales credit INTERNALPX = Offer price to be shown to internal brokers INTERNALQTY = Offer quantity to be shown to internal brokers LEAVEQTY = The minimum residual offer quantity MAXORDQTY = Maximum order size ORDRINCR = Order quantity increment PRIMARY = Primary or Secondary market indicator SALESCREDITOVR = Broker sales credit override TRADERCREDIT = Trader's credit DISCOUNT = Discount Rate (when price is denominated in percent of par) YTM = Yield to Maturity (when YieldType <235> and Yield <236> show a different yield) Prepayment Speeds ABS = Absolute Prepayment Speed CPP = Constant Prepayment Penalty CPR = Constant Prepayment Rate CPY = Constant Prepayment Yield HEP = final CPR of Home Equity Prepayment Curve MHP = Percent of Manufactured Housing Prepayment Curve MPR = Monthly Prepayment Rate PPC = Percent of Prospectus Prepayment Curve PSA = Percent of BMA Prepayment Curve SMM = Single Monthly Mortality Used In |
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