Indexes

Message Layouts
Session
PreTrade
Trade
PostTrade

Code Set

StipulationTypeCodeSet

ID233
TypeString
Type of Stipulation
NameValueSynopsisElaborationPedigree
AlternativeMinimumTaxAMTAMT (y/n)Added FIX.4.4
AutoReinvestmentAUTOREINVAuto Reinvestment at <rate> or betterAdded FIX.4.4
BankQualifiedBANKQUALBank qualified (y/n)Added FIX.4.4
BargainConditionsBGNCONBargain Conditions– see (234) for valuesAdded FIX.4.4
CouponRangeCOUPONCoupon rangeAdded FIX.4.4
ISOCurrencyCodeCURRENCYISO Currency codeAdded FIX.4.4
CustomStartCUSTOMDATECustom start/end dateAdded FIX.4.4
GeographicsGEOGGeographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets])Added FIX.4.3
ValuationDiscountHAIRCUTValuation discountAdded FIX.4.4
InsuredINSUREDInsured (y/n)Added FIX.4.4
IssueDateISSUEYear or Year/Month of Issue (ex. 234=2002/09)Added FIX.4.3
IssuerISSUERIssuer’s tickerAdded FIX.4.4
IssueSizeRangeISSUESIZEissue size rangeAdded FIX.4.4
LookbackDaysLOOKBACKLookback daysAdded FIX.4.4
ExplicitLotIdentifierLOTExplicit lot identifierAdded FIX.4.4
LotVarianceLOTVARLot Variance (value in percent maximum over- or under-allocation allowed)Added FIX.4.3
MaturityYearAndMonthMATMaturity Year and MonthAdded FIX.4.3
MaturityRangeMATURITYMaturity rangeAdded FIX.4.4
MaximumSubstitutionsMAXSUBSMaximum substitutions (Repo)Added FIX.4.4
MinimumQuantityMINQTYMinimum quantityAdded FIX.4.4
MinimumIncrementMININCRMinimum incrementAdded FIX.4.4
MinimumDenominationMINDNOMMinimum denominationAdded FIX.4.4
PaymentFrequencyPAYFREQPayment frequency, calendarAdded FIX.4.4
NumberOfPiecesPIECESNumber of PiecesAdded FIX.4.3
PoolsMaximumPMAXPools MaximumAdded FIX.4.3
PoolsPerMillionPPMPools per MillionAdded FIX.4.3
PoolsPerLotPPLPools per LotAdded FIX.4.3
PoolsPerTradePPTPools per TradeAdded FIX.4.3
PriceRangePRICEPrice rangeAdded FIX.4.4
PricingFrequencyPRICEFREQPricing frequencyAdded FIX.4.4
ProductionYearPRODProduction YearAdded FIX.4.3
CallProtectionPROTECTCall protectionAdded FIX.4.4
PurposePURPOSEPurposeAdded FIX.4.4
BenchmarkPriceSourcePXSOURCEBenchmark price sourceAdded FIX.4.4
RatingSourceAndRangeRATINGRating source and rangeAdded FIX.4.4
TypeOfRedemptionREDEMPTIONType of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, ConvertibleAdded FIX.4.4
RestrictedRESTRICTEDRestricted (y/n)Added FIX.4.4
MarketSectorSECTORMarket sectorAdded FIX.4.4
SecurityTypeIncludedOrExcludedSECTYPESecurityType included or excludedAdded FIX.4.4
StructureSTRUCTStructureAdded FIX.4.4
SubstitutionsFrequencySUBSFREQSubstitutions frequency (Repo)Added FIX.4.4
SubstitutionsLeftSUBSLEFTSubstitutions left (Repo)Added FIX.4.4
FreeformTextTEXTFreeform textAdded FIX.4.4
TradeVarianceTRDVARTrade Variance (value in percent maximum over- or under-allocation allowed)Added FIX.4.3
WeightedAverageCouponWACWeighted 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])Added FIX.4.3
WeightedAverageLifeCouponWALWeighted Average Life Coupon: value in percent (exact or range)Added FIX.4.3
WeightedAverageLoanAgeWALAWeighted Average Loan Age: value in months (exact or range)Added FIX.4.3
WeightedAverageMaturityWAMWeighted Average Maturity : value in months (exact or range)Added FIX.4.3
WholePoolWHOLEWhole Pool (y/n)Added FIX.4.4
YieldRangeYIELDYield rangeAdded FIX.4.4

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