Description
Type: int
The general subcategory description of the asset class.
Valid values:
- Commodity
- 13 = Metals
- 14 = Bullion
- 15 = Energy
- 16 = Commodity index
- 17 = Agricultural
- 18 = Environmental
- 19 = Freight
- 41 = Fertilizer
- 42 = Industrial product
- 43 = Inflation
- 44 = Paper
- 45 = Polypropylene
- 46 = Official economic statistics
- Credit
- 4 = Single name
- 5 = Credit index
- 6 = Index tranche
- 7 = Credit basket
- Currency
- 3 = Basket [for multi-currency]
- 38 = FX cross rates
- 39 = FX emerging markets
- 40 = FX Majors
- Debt
- 20 = Government
- 21 = Agency
- 22 = Corporate
- 23 = Financing
- 24 = Money market
- 25 = Mortgage
- 26 = Municipal
- Equity
- 9 = Common
- 10 = Preferred
- 11 = Equity index
- 12 = Equity basket
- 34 = Dividend index
- 35 = Stock dividend
- 36 = Exchange traded fund
- 37 = Volatility index
- Fund
- 27 = Mutual fund
- 28 = Collective investment vehicle
-
29 = Investment program
A generalized fund for major investors.
-
30 = Specialized account program
A specialized fund setup for a particular account or group of accounts.
- Interest Rate
- 1 = Single currency
- 2 = Cross currency
- Loan Facility
- 31 = Term loan
- 32 = Bridge loan
- 33 = Letter of credit
- Other
- 8 = Exotic
-
47 = Other C10
Defined under MiFID II (Directive 2014/65/EU) Section C(10) of Annex I and paraphrased in ESMA RTS 2 Annex III Section 10, "Other C10" is a financial instrument "which is not a 'Freight derivative', any of the following interest rate derivatives sub-asset classes: 'Inflation multi-currency swap or cross-currency swap', a 'Future/forward on inflation multi-currency swaps or cross-currency swaps', an 'Inflation single currency swap', a 'Future/forward on inflation single currency swap' and any of the following equity derivatives sub-asset classes: a 'Volatility index option', a 'Volatility index future/forward', a swap with parameter return variance, a swap with parameter return volatility, a portfolio swap with parameter return variance, a portfolio swap with parameter return volatility".
-
48 = Other
May be used with any AssetClass <1938> values.