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233 StipulationType

Type: String

For Fixed Income. Type of Stipulation.

Values include:

AMT = AMT (y/n)

AUTOREINV = Auto Reinvestment at or better

BANKQUAL = Bank qualified (y/n)

BGNCON = Bargain Conditions (see StipulationValue (234) for values)

COUPON = Coupon range

CURRENCY = ISO Currency (15) 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 (106)'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)

MINQTY = Minimum quantity

MININCR = Minimum increment

MINDNOM = Minimum denomination

PAYFREQ = Payment frequency, calendar

PIECES = Number of Pieces

PMAX = Pools Maximum

PPM = Pools per Million

PPL = Pools per Lot

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, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible

RESTRICTED = Restricted (y/n)

SECTOR = Market sector

SECTYPE = SecurityType (167) 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 (691) (y/n)

YIELD = Yield range

or the following Prepayment Speeds:

SMM = Single Monthly Mortality

CPR = Constant Prepayment Rate

CPY = Constant Prepayment Yield

CPP = Constant Prepayment Penalty

ABS = Absolute Prepayment Speed

MPR = Monthly Prepayment Rate

PSA = % of BMA Prepayment Curve

PPC = % of Prospectus Prepayment Curve

MHP = % of Manufactured Housing Prepayment Curve

HEP = final CPR of Home Equity Prepayment Curve

Other types may be used by mutual agreement of the counterparties.

Note tag # was reserved in FIX 4.1, added in FIX 4.3

Values

CodeMeaning
AMTAMT (y/n)
AUTOREINVAuto Reinvestment at <rate> or better
BANKQUALBank qualified (y/n)
BGNCONBargain Conditions– see (234) for values
COUPONCoupon range
CURRENCYISO Currency code
CUSTOMDATECustom start/end date
GEOGGeographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUTValuation discount
INSUREDInsured (y/n)
ISSUEYear or Year/Month of Issue (ex. 234=2002/09)
ISSUERIssuer’s ticker
ISSUESIZEissue size range
LOOKBACKLookback days
LOTExplicit lot identifier
LOTVARLot Variance (value in percent maximum over- or under-allocation allowed)
MATMaturity Year and Month
MATURITYMaturity range
MAXSUBSMaximum substitutions (Repo)
MINQTYMinimum quantity
MININCRMinimum increment
MINDNOMMinimum denomination
PAYFREQPayment frequency, calendar
PIECESNumber of Pieces
PMAXPools Maximum
PPMPools per Million
PPLPools per Lot
PPTPools per Trade
PRICEPrice range
PRICEFREQPricing frequency
PRODProduction Year
PROTECTCall protection
PURPOSEPurpose
PXSOURCEBenchmark price source
RATINGRating source and range
REDEMPTIONType of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTEDRestricted (y/n)
SECTORMarket sector
SECTYPESecurityType included or excluded
STRUCTStructure
SUBSFREQSubstitutions frequency (Repo)
SUBSLEFTSubstitutions left (Repo)
TEXTFreeform text
TRDVARTrade Variance (value in percent maximum over- or under-allocation allowed)
WACWeighted 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])
WALWeighted Average Life Coupon: value in percent (exact or range)
WALAWeighted Average Loan Age: value in months (exact or range)
WAMWeighted Average Maturity : value in months (exact or range)
WHOLEWhole Pool (y/n)
YIELDYield range