Used to specify the type of risk limit amount or position limit quantity or margin requirement amounts.
| Code | Meaning |
|---|---|
| 0 | Credit limit |
| 1 | Gross limit |
| 2 | Net limit |
| 3 | Exposure |
| 4 | Long limit |
| 5 | Short limit |
| 6 | Cash margin |
| 7 | Additional margin |
| 8 | Total margin |
| 9 | Limit consumed |
| 10 | Clip size/notional limit per time period |
| 11 | Maximum notional order size |
| 12 | DV01/PV01 limit |
| 13 | CS01 limit |
| 14 | Volume limit per time period |
| 15 | Volume filled as percent of ordered volume per time period |
| 16 | Notional filled as percent of notional per time period |
| 17 | Transaction/execution limit per time period |