Description
Type: String
Underlying security's SecurityType.
Valid values: see SecurityType <167> field
The following applies when used in conjunction with SecurityType <167>=REPO.
Represents the general or specific type of security that underlies a financing agreement.
Valid values for SecurityType <167>=REPO:
TREASURY = Federal government or treasury
PROVINCE = State, province, region, etc.
AGENCY = Federal agency
MORTGAGE = Mortgage passthrough
CP = Commercial paper
CORP = Corporate
EQUITY = Equity
SUPRA = Supra-national agency
CASH
If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType <167> is not granular enough, include the UnderlyingIssuer <306>, UnderlyingCountryOfIssue <592>, UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.:
SecurityType <167>=REPO
UnderlyingSecurityType <310>=MORTGAGE
or
SecurityType <167>=REPO
UnderlyingSecurityType <310>=AGENCY
UnderlyingIssuer <306>=CA Housing Trust
UnderlyingCountryOfIssue <592>=CA
or
SecurityType <167>=REPO
UnderlyingSecurityType <310>=CORP
UnderlyingStipType <888>=RATING
UnderlyingStipValue <889>=>bbb-
Valid values:
- UST = US Treasury Note (Use "TNOTE" (Government)) (Deprecated in FIX 4.4)
- USTB = US Treasury Bill (Use "TBILL" (Government)) (Deprecated in FIX 4.4)
- Agency
-
EUSUPRA = Euro Supranational Coupons
Identify the issuer name in Issuer <106>.
- FAC = Federal Agency Coupon
- FADN = Federal Agency Discount Note
-
PEF = Private Export Funding
Identify the issuer name in Issuer <106>.
-
SUPRA = USD Supranational Coupons
Identify the issuer name in Issuer <106>.
- Corporate
- CORP = Corporate Bond
- CPP = Corporate Private Placement
- CB = Convertible Bond
- DUAL = Dual Currency
- EUCORP = Euro Corporate Bond
- EUFRN = Euro Corporate Floating Rate Notes
- FRN = US Corporate Floating Rate Notes
- XLINKD = Indexed Linked
- STRUCT = Structured Notes
- YANK = Yankee Corporate Bond
- DIMSUMCORP = Offshore issued Chinese Yuan (CNY) denominated corporate bond
- PRCORP = Preferred Corporate Bond
- Currency
- FOR = Foreign Exchange Contract (Deprecated in FIX.5.0.SP1)
- FXNDF = Non-deliverable forward
- FXSPOT = FX Spot
- FXFWD = FX Forward
- FXSWAP = FX Swap
- FXNDS = Non-deliverable Swap
- FXBN = FX Bank Note
-
FXDN = Foreign Currency Discount Note
Discount notes issued in foreign currency by Fannie Mae.
- Derivatives
-
CAP = Cap
In an interest rate cap, the buyer receives payments at the end of each period in which the rate indec exceeds the agreed strike rate.
- CDS = Credit Default Swap
-
CLLR = Collar
In an interest rate collar, this is a combination of a cap and a floor.
- CMDTYSWAP = Commodity swap
- EXOTIC = Exotic
- OOC = Options on Combo
-
FLR = Floor
In an interest rate floor, the buyer receives payments at the end of each period in which the rate index is below the agreed strike rate.
- FRA = Forward Rate Agreement
- FUT = Future
- FWD = Derivative forward
- IRS = Interest Rate Swap
- TRS = Total return swap
- LOANLEASE = Loan/lease
- OOF = Options on Futures
- OOP = Options on Physical - use not recommended
- OPT = Option
- SPOTFWD = Spot forward
- SWAPTION = Swap option
- XMISSION = Transmission
- INDEX = General type for a contract based on an established index
- BDBSKT = Bond basket
- CFD = Contract for difference
- CRLTNSWAP = Correlation swap
- DVDNDSWAP = Dividend swap
- EQBSKT = Equity basket
- EQFWD = Equity forward
- RTRNSWAP = Return swap
- VARSWAP = Variance swap
- PRTFLIOSWAP = Portfolio swap
- FUTSWAP = Futures on a Swap
- FWDSWAP = Forwards on a Swap
- FWDFRTAGMT = Forward Freight Agreement
- SPREADBET = Spread Betting
- ETC = Exchange traded commodity
- Equity
- CS = Common Stock
- PS = Preferred Stock
- DR = Depository Receipts
- Financing
- REPO = Repurchase
- FORWARD = Forward
- BUYSELL = Buy Sellback
- SECLOAN = Securities Loan
- SECPLEDGE = Securities Pledge
- DVPLDG = Delivery versus pledge
-
COLLBSKT = Collateral basket
A collection of securities held as collateral in the customer's collateral fund. The collateral fund is usually managed by a custodian.
- SFP = Structured finance product
- MRGNLOAN = Margin loan
- Government
- BRADY = Brady Bond
- CAN = Canadian Treasury Notes
- CTB = Canadian Treasury Bills
-
EUSOV = Euro Sovereigns
Identify the issuer name in Issuer <106>.
- PROV = Canadian Provincial Bonds
- TB = Treasury Bill - non US
- TBOND = US Treasury Bond
- TINT = Interest Strip From Any Bond Or Note
- TBILL = US Treasury Bill
- TIPS = Treasury Inflation Protected Securities
- TCAL = Principal Strip Of A Callable Bond Or Note
- TPRN = Principal Strip From A Non-Callable Bond Or Note
- TNOTE = US Treasury Note
- DIMSUMSOV = Offshore issued Chinese Yuan (CNY) denominated sovereign bond
-
SOV = Sovereign Bond
Sovereign or government bond other than Euro and US issuer. Specify sovereign issuer in Issuer <106>.
- TFRN = US Treasury Floating Rate Note
- 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 and restated
- RETIRED = Retired
- Money Market
- BA = Bankers Acceptance
- BDN = Bank Depository Note
- BN = Bank Notes
- BOX = Bill Of Exchanges
- CAMM = Canadian Money Markets
- CD = Certificate Of Deposit
- CL = Call Loans
- CP = Commercial Paper
- DN = Deposit Notes
- EUCD = Euro Certificate Of Deposit
- EUCP = Euro Commercial Paper
- LQN = Liquidity Note
- MTN = Medium Term Notes
- ONITE = Overnight
- PN = Promissory Note
- STN = Short Term Loan Note
- PZFJ = Plazos Fijos
- SLQN = Secured Liquidity Note
- TD = Time Deposit
- TLQN = Term Liquidity Note
- XCN = Extended Comm Note
- YCD = Yankee Certificate Of Deposit
-
BAB = Bank Accepted Bill
Also known as Bank Bill.
- BNST = Short Term Bank Note
- CLCP = Callable Commercial Paper
- CN = Commercial Note
- CPIB = Interest Bearing Commercial Paper
- EUMTN = Euro Medium Term Note
- EUNCP = Euro Negotiable Commercial Paper
- EUSTLQN = Euro Structured Liquidity Note
- EUTD = Euro Time Deposit
- JCD = Jumbo Certificate of Deposit
- MMF = Money Market Fund
-
MN = Master Note
Short term notes issued by Federal Farm Credit Banks Funding Corporation to provide loans and funding under Federal Farm Credit System (FFCS).
- NCD = Negotiable Certificate of Deposit
- NCP = Negotiable Commercial Paper
- RCD = Retail Certificate of Deposit
- TDR = Term Deposit Receipt
- Mortgage
- ABS = Asset-backed Securities
- CMB = Canadian Mortgage Bonds
- 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
-
PFAND = Pfandbrief
Identify the issuer name in Issuer <106>.
- 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
- TMCP = Taxable Municipal CP
- TRAN = Tax Revenue Anticipation Note
- VRDN = Variable Rate Demand Note
- WAR = Warrant
- MCPIB = Municipal Interest Bearing Commercial Paper
- TMB = Taxable Municipal Bond
- VRDO = Variable Rate Demand Obligation
- Other
- MF = Mutual Fund
- MLEG = Multileg Instrument
- NONE = No Security Type
- ? = Wildcard entry for use on SecurityDefinitionRequest <c>
- CASH = Cash
- Other = Other
- ETN = Exchange traded note
- SECDERIV = Securitized derivative
- ETF = Exchange Traded Fund
-
DIGITAL = Digital Asset
Asset that exists only in digital form or which is the digital representation of another asset (Source: ISO 24165 - Terms and Definitions).