167 SecurityType

Indicates type of security. See also the Product (460) and CFICode (461) fields. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.

Valid values (grouped by Product (460) field value):

AGENCY

• FAC = Federal Agency Coupon *
• FADN = Federal Agency Discount Note *
• PEF = Private Export Funding *
• • Identify the Issuer in the Issuer (106) field

COMMODITY

• Use CFICode (461). See:

Appendix 6-F: 4.Replaced Field Enumerations for Futures and Options for SecurityType (tag 167) with CFICode (tag 461) [replaced in FIX 4.3]

Note: COMMODITY Product includes Bond, Interest Rate, Currency, Currency Spot Options, Crops/Grains, Foodstuffs, Livestock, Fibers, Lumber/Rubber, Oil/Gas/Electricity, Precious/Major Metal, and Industrial Metal. Use CFICode (461) for more granular definition if necessary.

CORPORATE

• CORP = Corporate Bond
• CPP = Corporate Private Placement
• CB = Convertible Bond
• DUAL = Dual Currency
• XLINKD = Indexed Linked
• STRUCT = Structured Notes
• YANK = Yankee Corporate Bond

CURRENCY

• FOR = Foreign Exchange Contract

EQUITY

• CS = Common Stock
• PS = Preferred Stock

WAR

• Warrant now is listed under Municipals for consistency with Bloomberg fixed income product types. For equity warrants - use the CFICode (461) instead.

GOVERNMENT

• BRADY = Brady Bond
• TBOND = US Treasury Bond
• TINT = Interest strip from any bond or note
• TIPS = Treasury Inflation Protected Securities
• TCAL = Principal strip of a callable bond or note
• TPRN = Principal strip from a non-callable bond or note
• UST = US Treasury Note/Bond
• USTB = US Treasury Bill

see also Volume 7: "PRODUCT: FIXED INCOME - Euro Soverign SecurityType Values"

INDEX

Note: "Indices" includes: Stock, Index Spot Options, Commodity, Physical Index Options, Share/Ratio, and Spreads. For index types use the CFICode (461).

LOAN

• 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• WITHDRN = Withdrawn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 & Restated
• RETIRED = Retired

MONEYMARKET

• BA = Bankers Acceptance
• BN = Bank Notes
• BOX = Bill of Exchanges
• CD = Certificate of Deposit
• CL = Call Loans
• CP = Commercial Paper
• DN = Deposit Notes
• LQN = Liquidity Note
• MTN = Medium Term Notes
• ONITE = Overnight
• PN = Promissory Note
• PZFJ = Plazos Fijos
• RP = Repurchase Agreement
• RVRP = Reverse Repurchase Agreement
• STN = Short Term Loan Note
• TD = Time Deposit
• XCN = Extended Comm Note

MORTGAGE

• POOL = Agency Pools
• ABS = Asset-backed Securities
• 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
• TBA = To be Announced

MUNICIPAL

• 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
• TRAN = Tax & Revenue Anticipation Note
• VRDN = Variable Rate Demand Note
• WAR = Warrant

OTHER

• MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
• MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
• NONE = No Security Type
• ? = "Wildcard" entry (used on Security Definition Request <35=c> message)