For Fixed Income. Type of Stipulation.
Values include:
GEOG = Geographics
ISSUE = Year of Issue
LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT = Maturity Year
PIECES = Number of Pieces
PMAX = Pools Maximum
PPM = Pools per Million
PPL = Pools per Lot
PPT = Pools per Trade
PROD = Production Year
TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC = Weighted Average Coupon (value in percent)
WAL = Weighted Average Life (value in months)
WALA = Weighted Average Loan Age (value in months)
WAM = Weighted Average Maturity (value in months)
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)