Code Set
StipulationTypeCodeSet
| ID | 233 |
| Type | String |
| Pedigree | Added FIX.4.2 |
For Fixed Income.
Type of Stipulation.
Other types may be used by mutual agreement of the counterparties.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Type of Stipulation.
Other types may be used by mutual agreement of the counterparties.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| AlternativeMinimumTax | AMT | Alternative Minimum Tax (Y/N) | Added FIX.4.4 | |
| AutoReinvestment | AUTOREINV | Auto Reinvestment at <rate> or better | Added FIX.4.4 | |
| BankQualified | BANKQUAL | Bank qualified (Y/N) | Added FIX.4.4 | |
| BargainConditions | BGNCON | Bargain conditions (see StipulationValue (234) for values) | Added FIX.4.4 | |
| CouponRange | COUPON | Coupon range | Added FIX.4.4 | |
| ISOCurrencyCode | CURRENCY | ISO Currency Code | Added FIX.4.4 | |
| CustomStart | CUSTOMDATE | Custom start/end date | Added FIX.4.4 | |
| Geographics | GEOG | Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets]) | Added FIX.4.3 | |
| ValuationDiscount | HAIRCUT | Valuation Discount | Added FIX.4.4 | |
| Insured | INSURED | Insured (Y/N) | Added FIX.4.4 | |
| IssueDate | ISSUE | Year Or Year/Month of Issue (ex. 234=2002/09) | Added FIX.4.3 | |
| Issuer | ISSUER | Issuer's ticker | Added FIX.4.4 | |
| IssueSizeRange | ISSUESIZE | issue size range | Added FIX.4.4 | |
| LookbackDays | LOOKBACK | Lookback Days | Added FIX.4.4 | |
| ExplicitLotIdentifier | LOT | Explicit lot identifier | Added FIX.4.4 | |
| LotVariance | LOTVAR | Lot Variance (value in percent maximum over- or under-allocation allowed) | Added FIX.4.3 | |
| MaturityYearAndMonth | MAT | Maturity Year And Month | Added FIX.4.3 | |
| MaturityRange | MATURITY | Maturity range | Added FIX.4.4 | |
| MaximumSubstitutions | MAXSUBS | Maximum substitutions (Repo) | Added FIX.4.4 | |
| MinimumDenomination | MINDNOM | Minimum denomination | Added FIX.4.4 | |
| MinimumIncrement | MININCR | Minimum increment | Added FIX.4.4 | |
| MinimumQuantity | MINQTY | Minimum quantity | Added FIX.4.4 | |
| PaymentFrequency | PAYFREQ | Payment frequency, calendar | Added FIX.4.4 | |
| NumberOfPieces | PIECES | Number Of Pieces | Added FIX.4.3 | |
| PoolsMaximum | PMAX | Pools Maximum | Added FIX.4.3 | |
| PoolsPerLot | PPL | Pools per Lot | Added FIX.4.3 | |
| PoolsPerMillion | PPM | Pools per Million | Added FIX.4.3 | |
| PoolsPerTrade | PPT | Pools per Trade | Added FIX.4.3 | |
| PriceRange | PRICE | Price Range | Added FIX.4.4 | |
| PricingFrequency | PRICEFREQ | Pricing frequency | Added FIX.4.4 | |
| ProductionYear | PROD | Production Year | Added FIX.4.3 | |
| CallProtection | PROTECT | Call protection | Added FIX.4.4 | |
| Purpose | PURPOSE | Purpose | Added FIX.4.4 | |
| BenchmarkPriceSource | PXSOURCE | Benchmark price source | Added FIX.4.4 | |
| RatingSourceAndRange | RATING | Rating source and range | Added FIX.4.4 | |
| TypeOfRedemption | REDEMPTION | Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible | Added FIX.4.4 | |
| Restricted | RESTRICTED | Restricted (Y/N) | Added FIX.4.4 | |
| MarketSector | SECTOR | Market Sector | Added FIX.4.4 | |
| SecurityTypeIncludedOrExcluded | SECTYPE | Security Type included or excluded | Added FIX.4.4 | |
| Structure | STRUCT | Structure | Added FIX.4.4 | |
| SubstitutionsFrequency | SUBSFREQ | Substitutions frequency (Repo) | Added FIX.4.4 | |
| SubstitutionsLeft | SUBSLEFT | Substitutions left (Repo) | Added FIX.4.4 | |
| FreeformText | TEXT | Freeform Text | Added FIX.4.4 | |
| TradeVariance | TRDVAR | Trade Variance (value in percent maximum over- or under-allocation allowed) | Added FIX.4.3 | |
| WeightedAverageCoupon | WAC | Weighted 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 | |
| WeightedAverageLifeCoupon | WAL | Weighted Average Life Coupon - value in percent (exact or range) | Added FIX.4.3 | |
| WeightedAverageLoanAge | WALA | Weighted Average Loan Age - value in months (exact or range) | Added FIX.4.3 | |
| WeightedAverageMaturity | WAM | Weighted Average Maturity - value in months (exact or range) | Added FIX.4.3 | |
| WholePool | WHOLE | Whole Pool (Y/N) | Added FIX.4.4 | |
| YieldRange | YIELD | Yield Range | Added FIX.4.4 | |
| OriginalAmount | ORIGAMT | Original amount | The original issued amount of a mortgage backed security or other loan/asset backed security. | Added EP161 |
| PoolEffectiveDate | POOLEFFDT | Pool effective date | Added EP161 | |
| PoolInitialFactor | POOLINITFCTR | Pool initial factor | For morttgage backed securities, the part of the mortgage that is outstanding on trade inception, i.e. has not been repaid yet as principal. It is expressed as a multiplier factor to the mortgage: where 1 means that the whole mortage amount is outstanding, 0.8 means that80% remains to be repaid and 20% has been repaid. | Added EP161 |
| Tranche | TRANCHE | Tranche identifier | Identifies the tranche of a mortgage backed security, loan, collateralized mortgage obligation or similar securities that can be split into different risk or maturity (for example) classes. | Added EP161 |
| Substitution | SUBSTITUTION | Substitution (Y/N) | Indicates whether substitution is applicable (Y) or (N). | Added EP161 |
| MULTEXCHFLLBCK | MULTEXCHFLLBCK | Multiple exchange fallback (Y/N) | For an index option transaction, indicates whether a relevant "Multiple Exchange Index Annex" is applicable (Y) to the transaction or not (N). This annex defines additional provisions which are applicable where an index is comprised of component securities that are traded on multiple exchanges. | Added EP208 |
| COMPSECFLLBCK | COMPSECFLLBCK | Component security fallback (Y/N) | For an index option transaction, indicates whether a relevant "Component Security Index Annex" is applicable (Y) to the transaction or not (N). | Added EP208 |
| LOCLJRSDCTN | LOCLJRSDCTN | Local jurisdiction (Y/N) | "Local Jurisdiction" is used in the AEJ Master Confirmation to determine applicability (Y), or not (N), of local taxes (including taxes, duties, and similar charges) imposed by the taxing authority of the local jurisdiction. | Added EP208 |
| RELVJRSDCTN | RELVJRSDCTN | Relevant jurisdiction (Y/N) | "Relevant Jurisdiction" is used in the AEJ Master Confirmation to determine applicability (Y), or not (N), of local taxes (including taxes, duties and similar charges) that would be imposed by the taxing authority of the "country of underlier" on a "hypothetical broker dealer" assuming that the applicable hedge positions are held by its office in the Relevant Jurisdiction. | Added EP208 |
| CDS General Terms | ||||
| Name | Value | Synopsis | Elaboration | Pedigree |
| IncurredRecovery | INCURRCVY | Incurred recovery (Y/N) | Specifies whether incurred recovery is applicable (Y) or not (N). Outstanding Swap Notional Amount is defined at any time on any day, as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and all Incurred Recovery Amounts (if any) determined under this Confirmation at or prior to such time.Incurred Recovery Amount not populated: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under this Confirmation at or prior to such time. 2009 CDX Tranche Terms. | Added EP161 |
| AdditionalTerm | ADDTRM | Additional term | Used for representing information contained in the Additional Terms field of the 2003 Master Credit Derivatives confirm. | Added EP161 |
| ModifiedEquityDelivery | MODEQTYDLVY | Modified equity delivery | Indicates whether delivery of selected obligationshaving an amountgreater than the reference entity notional amount is allowed (Y) or (N). 2005 iTraxx tranched Transactions Standard Terms Supplement. | Added EP161 |
| NoReferenceOblication | NOREFOBLIG | No reference obligation (Y/N) | When specified as "Y" this indicates that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one. 2003 ISDA Credit Derivatives Definitions. | Added EP161 |
| UnknownReferenceObligation | UNKREFOBLIG | Unknown reference obligation (Y/N) | When specified as "Y" this indicates that the Reference obligation associated with the Credit Default Swap is currently not known. This is not valid for Legal Confirmation purposes, but is valid for earlier stages in the trade life cycle (e.g. Broker Confirmation). 2003 FpML-CD-4.0. | Added EP161 |
| AllGuarantees | ALLGUARANTEES | All guarantees (Y/N) | Indicates whether an obligation of the Reference Entity, guaranteed by the Reference Entity on behalf of a non-Affiliate, is to be considered an Obligation for the purpose of the transaction (Y) or (N). ISDA 2003 Term: All Guarantees. | Added EP161 |
| ReferencePrice | REFPX | Reference price (Y/N) | Specifies the reference price expressed as a percentage between 0 and 1 (e.g. 0.05 is 5%). The reference price is used to determine (a) for physically settled trades, the Physical Settlement Amount, which equals the Floating Rate Payer Calculation Amount times the Reference Price and (b) for cash settled trades, the Cash Settlement Amount, which equals the greater of (i) the difference between the Reference Price and the Final Price and (ii) zero. ISDA 2003 Term: Reference Price. | Added EP161 |
| ReferencePolicy | REFPOLICY | Reference policy (Y/N) | Indicates whether the reference obligation is guaranteed (Y), or not (N), under a reference policy. If the Reference Obligation is guaranteed under a Reference Policy, and such Reference Policy by its terms excludes any component of the Expected Principal Amount for purposes of determining the liability of the relevant Insurer, or the Insurer is otherwise not required to pay any such amounts under the terms of the Reference Policy, the relevant component or amount shall also be excluded for purposes of determining the Expected Principal Amount with respect to any determination of Principal Shortfall hereunder. 2006 ISDA CDS on MBS Terms. | Added EP161 |
| SecuredList | SECRDLIST | Secured list (Y/N) | Specifies whether a list of Syndicated Secured Obligations (also known as the Relevant Secured List) exists (Y), or not (N), for the Reference Entity. With respect to any day, the list of Syndicated Secured Obligations of the Designated Priority of the Reference Entity published by Markit Group Limited or any successor thereto appointed by the Specified Dealers (the "Secured List Publisher") on or most recently before such day, which list is currently available at [http://www.markit.com]. ISDA 2003 Term: Relevant Secured List. | Added EP161 |
| Other | ||||
| Name | Value | Synopsis | Elaboration | Pedigree |
| AverageFICOScore | AVFICO | Average FICO Score | Added EP68 | |
| AverageLoanSize | AVSIZE | Average Loan Size | Added EP68 | |
| MaximumLoanBalance | MAXBAL | Maximum Loan Balance | Added EP68 | |
| PoolIdentifier | POOL | Pool Identifier | Added EP68 | |
| TypeOfRollTrade | ROLLTYPE | Type of Roll trade | Added EP68 | |
| ReferenceToRollingOrClosingTrade | REFTRADE | Reference to rolling or closing trade | Added EP68, Updated EP258 | |
| PrincipalOfRollingOrClosingTrade | REFPRIN | Principal to rolling or closing trade | Added EP68, Updated EP258 | |
| InterestOfRollingOrClosingTrade | REFINT | Interest of rolling or closing trade | Added EP68, Updated EP258 | |
| AvailableOfferQuantityToBeShownToTheStreet | AVAILQTY | Available offer quantity to be shown to the street | Added EP68 | |
| BrokerCredit | BROKERCREDIT | Broker's sales credit | Added EP68 | |
| OfferPriceToBeShownToInternalBrokers | INTERNALPX | Offer price to be shown to internal brokers | Added EP68 | |
| OfferQuantityToBeShownToInternalBrokers | INTERNALQTY | Offer quantity to be shown to internal brokers | Added EP68 | |
| TheMinimumResidualOfferQuantity | LEAVEQTY | The minimum residual offer quantity | Added EP68 | |
| MaximumOrderSize | MAXORDQTY | Maximum order size | Added EP68 | |
| OrderQuantityIncrement | ORDRINCR | Order quantity increment | Added EP68 | |
| PrimaryOrSecondaryMarketIndicator | PRIMARY | Primary or Secondary market indicator | Added EP68 | |
| BrokerSalesCreditOverride | SALESCREDITOVR | Broker sales credit override | Added EP68 | |
| TraderCredit | TRADERCREDIT | Trader's credit | Added EP68 | |
| DiscountRate | DISCOUNT | Discount Rate (when price is denominated in percent of par) | Added EP68 | |
| YieldToMaturity | YTM | Yield to Maturity (when YieldType(235) and Yield(236) show a different yield) | Added EP68 | |
| InterestPayoffOfRollingOrAmendingTrade | PAYOFF | Interest payoff of rolling or amending trade | Added EP258 | |
| Prepayment Speeds | ||||
| Name | Value | Synopsis | Elaboration | Pedigree |
| AbsolutePrepaymentSpeed | ABS | Absolute Prepayment Speed | Added FIX.4.3 | |
| ConstantPrepaymentPenalty | CPP | Constant Prepayment Penalty | Added FIX.4.3 | |
| ConstantPrepaymentRate | CPR | Constant Prepayment Rate | Added FIX.4.3 | |
| ConstantPrepaymentYield | CPY | Constant Prepayment Yield | Added FIX.4.3 | |
| FinalCPROfHomeEquityPrepaymentCurve | HEP | final CPR of Home Equity Prepayment Curve | Added FIX.4.3 | |
| PercentOfManufacturedHousingPrepaymentCurve | MHP | Percent of Manufactured Housing Prepayment Curve | Added FIX.4.3 | |
| MonthlyPrepaymentRate | MPR | Monthly Prepayment Rate | Added FIX.4.3 | |
| PercentOfProspectusPrepaymentCurve | PPC | Percent of Prospectus Prepayment Curve | Added FIX.4.3 | |
| PercentOfBMAPrepaymentCurve | PSA | Percent of BMA Prepayment Curve | Added FIX.4.3 | |
| SingleMonthlyMortality | SMM | Single Monthly Mortality | Added FIX.4.3 | |
Used in groups:
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