Type of the amount associated with a trade allocation.
| Code | Meaning |
|---|---|
| CASH | Cash amount (corporate event) |
| CRES | Cash residual amount |
| FMTM | Final mark-to-market amount |
| IMTM | Incremental mark-to-market |
| PREM | Premium amount |
| SMTM | Start of day mark-to-market |
| TVAR | Trade variation amount |
| VADJ | Value adjusted amount |
| SETL | Settlement value |
| ICPN | Initial trade coupon amount |
| ACPN | Accrued coupon amount |
| CPN | Coupon amount |
| IACPN | Incremental accrued coupon |
| CMTM | Collateralized mark-to-market |
| ICMTM | Incremental collateralized mark-to-market |
| DLV | Compensation amount |
| BANK | Total banked amount |
| COLAT | Total collateralized amount |
| LSNV | Long paired swap or swaption notional value |
| SSNV | Short paired swap or swaption notional value |
| SACPN | Start-of-day accrued coupon |
| NPV | Net present value |
| SNPV | Start-of-day net present value |
| NCF | Net cash flow |
| PVFEES | Present value of all fees |
| PV01 | Present value of one basis points |
| 5YREN | The five year equivalent notional amount |
| UMTM | Undiscounted mark-to-market |
| MTD | Mark-to-model |
| VMTM | Mark-to-market variance |
| VMTD | Mark-to-model variance |
| UPFRNT | Upfront payment |
| ENDV | End value |
| MGNLN | Outstanding margin loan |
| LNVL | Loan value |