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
Code | Meaning |
---|---|
AMT | AMT (y/n) |
AUTOREINV | Auto Reinvestment at <rate> or better |
BANKQUAL | Bank qualified (y/n) |
BGNCON | Bargain Conditions– see (234) for values |
COUPON | Coupon range |
CURRENCY | ISO Currency 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’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 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 (y/n) |
YIELD | Yield range |