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
| Code | Meaning |
|---|---|
| UST | US Treasury Note (Deprecated Value Use TNOTE) |
| USTB | US Treasury Bill (Deprecated Value Use TBILL) |
| EUSUPRA | Euro Supranational Coupons |
| FAC | Federal Agency Coupon |
| FADN | Federal Agency Discount Note |
| PEF | Private Export Funding |
| SUPRA | USD Supranational Coupons |
| 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 |
| FOR | Foreign Exchange Contract |
| 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 |
| CAP | Cap |
| CDS | Credit Default Swap |
| CLLR | Collar |
| CMDTYSWAP | Commodity swap |
| EXOTIC | Exotic |
| OOC | Options on Combo |
| FLR | Floor |
| 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 |
| CS | Common Stock |
| PS | Preferred Stock |
| DR | Depository Receipts |
| REPO | Repurchase |
| FORWARD | Forward |
| BUYSELL | Buy Sellback |
| SECLOAN | Securities Loan |
| SECPLEDGE | Securities Pledge |
| DVPLDG | Delivery versus pledge |
| COLLBSKT | Collateral basket |
| SFP | Structured finance product |
| MRGNLOAN | Margin loan |
| BRADY | Brady Bond |
| CAN | Canadian Treasury Notes |
| CTB | Canadian Treasury Bills |
| EUSOV | Euro Sovereigns |
| 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 |
| TFRN | US Treasury Floating Rate Note |
| 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 |
| 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 |
| 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 |
| NCD | Negotiable Certificate of Deposit |
| NCP | Negotiable Commercial Paper |
| RCD | Retail Certificate of Deposit |
| TDR | Term Deposit Receipt |
| 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 |
| TBA | To Be Announced |
| 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 |
| MF | Mutual Fund |
| MLEG | Multileg Instrument |
| NONE | No Security Type |
| ? | Wildcard entry for use on Security Definition Request |
| CASH | Cash |
| Other | Other |
| ETN | Exchange traded note |
| SECDERIV | Securitized derivative |
| ETF | Exchange Traded Fund |
| DIGITAL | Digital Asset |