Indexes

Message Layouts
Session
PreTrade
Trade
PostTrade
Infrastructure

Code Set

PosAmtTypeCodeSet

ID707
TypeString
PedigreeAdded FIX.4.4
Type of Position amount
NameValueSynopsisElaborationPedigree
CashAmountCASHCash amount (corporate event)Added FIX.4.4, Updated EP141
CashResidualAmountCRESCash residual amountAdded FIX.4.4, Updated EP141
FinalMarkToMarketAmountFMTMFinal mark-to-market amountAdded FIX.4.4, Updated EP141
IncrementalMarkToMarketAmountIMTMIncremental mark-to-marketAdded FIX.4.4, Updated EP141
PremiumAmountPREMPremium amountAdded FIX.4.4, Updated EP141
StartOfDayMarkToMarketAmountSMTMStart of day mark-to-marketAdded FIX.4.4, Updated EP141
TradeVariationAmountTVARTrade variation amountAdded FIX.4.4, Updated EP141
ValueAdjustedAmountVADJValue adjusted amountAdded FIX.4.4, Updated EP141
SettlementValueSETLSettlement valueAdded EP4, Updated EP141
InitialTradeCouponAmountICPNInitial trade coupon amountAdded EP83, Updated EP141
AccruedCouponAmountACPNAccrued coupon amountAdded EP83, Updated EP141
CouponAmountCPNCoupon amountAdded EP83, Updated EP141
IncrementalAccruedCouponIACPNIncremental accrued couponAdded EP83, Updated EP141
CollateralizedMarkToMarketCMTMCollateralized mark-to-marketAdded EP83, Updated EP141
IncrementalCollateralizedMarkToMarketICMTMIncremental collateralized mark-to-marketAdded EP83, Updated EP141
CompensationAmountDLVCompensation amountAdded EP83, Updated EP141
TotalBankedAmountBANKTotal banked amountAdded EP83, Updated EP141
TotalCollateralizedAmountCOLATTotal collateralized amountAdded EP83, Updated EP141
LongPairedSwapNotionalValueLSNVLong paired swap or swaption notional valueAdded EP140
ShortPairedSwapNotionalValueSSNVShort paired swap or swaption notional valueAdded EP140
StartOfDayAccruedCouponSACPNStart-of-day accrued couponAdded EP162
NetPresentValueNPVNet present valueAdded EP162
StartOfDayNetPresentValueSNPVStart-of-day net present valueAdded EP162
NetCashFlowNCFNet cash flowAdded EP162
PresentValueOfFeesPVFEESPresent value of all feesAdded EP162
PresentValueOneBasisPointsPV01Present value of one basis pointsChange in value if yield curve shifts 0.01%.Added EP162
FiveYearEquivalentNotional5YRENThe five year equivalent notional amountAdded EP162
UndiscountedMarkToMarketUMTMUndiscounted mark-to-marketAdded EP162
MarkToModelMTDMark-to-modelAdded EP179
MarkToMarketVarianceVMTMMark-to-market varianceAdded EP179
MarkToModelVarianceVMTDMark-to-model varianceAdded EP179
UpfrontPaymentUPFRNTUpfront paymentAdded EP192
EndValeENDVEnd valuePrincipal amount of a securities financing transaction on maturity date.Added EP254, Updated EP294
OutstandingMarginLoanMGNLNOutstanding margin loanThe amount of the outstanding margin loan. In the event that the loan has a short market value, PosAmt(708) would be a negative value.Added EP254
LoanValueLNVLLoan valueThe amount of the loan.Added EP254

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