Indexes

Code Set

SecurityTypeCodeSet

ID167
TypeString

Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties.

Agency
NameValueSynopsisElaborationPedigree
EuroSupranationalCouponsEUSUPRA

Euro Supranational Coupons

Identify the issuer name in Issuer(106).

FederalAgencyCouponFAC

Federal Agency Coupon

FederalAgencyDiscountNoteFADN

Federal Agency Discount Note

PrivateExportFundingPEF

Private Export Funding

Identify the issuer name in Issuer(106).

USDSupranationalCouponsSUPRA

USD Supranational Coupons

Identify the issuer name in Issuer(106).

Corporate
NameValueSynopsisElaborationPedigree
CorporateBondCORP

Corporate Bond

CorporatePrivatePlacementCPP

Corporate Private Placement

ConvertibleBondCB

Convertible Bond

DualCurrencyDUAL

Dual Currency

EuroCorporateBondEUCORP

Euro Corporate Bond

EuroCorporateFloatingRateNotesEUFRN

Euro Corporate Floating Rate Notes

USCorporateFloatingRateNotesFRN

US Corporate Floating Rate Notes

IndexedLinkedXLINKD

Indexed Linked

StructuredNotesSTRUCT

Structured Notes

YankeeCorporateBondYANK

Yankee Corporate Bond

OffshoreIssuedChineseYuanCorporateBondDIMSUMCORP

Offshore issued Chinese Yuan (CNY) denominated corporate bond

PreferredCorporateBondPRCORP

Preferred Corporate Bond

Government
NameValueSynopsisElaborationPedigree
BradyBondBRADY

Brady Bond

CanadianTreasuryNotesCAN

Canadian Treasury Notes

CanadianTreasuryBillsCTB

Canadian Treasury Bills

EuroSovereignsEUSOV

Euro Sovereigns

Identify the issuer name in Issuer(106).

CanadianProvincialBondsPROV

Canadian Provincial Bonds

TreasuryBillTB

Treasury Bill - non US

USTreasuryBondTBOND

US Treasury Bond

InterestStripFromAnyBondOrNoteTINT

Interest Strip From Any Bond Or Note

USTreasuryBillTBILL

US Treasury Bill

TreasuryInflationProtectedSecuritiesTIPS

Treasury Inflation Protected Securities

PrincipalStripOfACallableBondOrNoteTCAL

Principal Strip Of A Callable Bond Or Note

PrincipalStripFromANonCallableBondOrNoteTPRN

Principal Strip From A Non-Callable Bond Or Note

USTreasuryNoteTNOTE

US Treasury Note

OffshoreIssuedChineseYuanSovereignBondDIMSUMSOV

Offshore issued Chinese Yuan (CNY) denominated sovereign bond

SovereignBondSOV

Sovereign Bond

Sovereign or government bond other than Euro and US issuer. Specify sovereign issuer in Issuer(106).

USTreasuryFloatingRateNoteTFRN

US Treasury Floating Rate Note

Loan
NameValueSynopsisElaborationPedigree
TermLoanTERM

Term Loan

RevolverLoanRVLV

Revolver Loan

RevolverRVLVTRM

Revolver/Term Loan

BridgeLoanBRIDGE

Bridge Loan

LetterOfCreditLOFC

Letter Of Credit

SwingLineFacilitySWING

Swing Line Facility

DebtorInPossessionDINP

Debtor In Possession

DefaultedDEFLTED

Defaulted

WithdrawnWITHDRN

Withdrawn

ReplacedREPLACD

Replaced

MaturedMATURED

Matured

AmendedAMENDED

Amended and restated

RetiredRETIRED

Retired

Money Market
NameValueSynopsisElaborationPedigree
BankersAcceptanceBA

Bankers Acceptance

BankDepositoryNoteBDN

Bank Depository Note

BankNotesBN

Bank Notes

BillOfExchangesBOX

Bill Of Exchanges

CanadianMoneyMarketsCAMM

Canadian Money Markets

CertificateOfDepositCD

Certificate Of Deposit

CallLoansCL

Call Loans

CommercialPaperCP

Commercial Paper

DepositNotesDN

Deposit Notes

EuroCertificateOfDepositEUCD

Euro Certificate Of Deposit

EuroCommercialPaperEUCP

Euro Commercial Paper

LiquidityNoteLQN

Liquidity Note

MediumTermNotesMTN

Medium Term Notes

OvernightONITE

Overnight

PromissoryNotePN

Promissory Note

ShortTermLoanNoteSTN

Short Term Loan Note

PlazosFijosPZFJ

Plazos Fijos

SecuredLiquidityNoteSLQN

Secured Liquidity Note

TimeDepositTD

Time Deposit

TermLiquidityNoteTLQN

Term Liquidity Note

ExtendedCommNoteXCN

Extended Comm Note

YankeeCertificateOfDepositYCD

Yankee Certificate Of Deposit

BankAcceptedBillBAB

Banl Accepted Bill

Also known as Bank Bill.

ShortTermBankNoteBNST

Short Term Bank Note

CallableCommercialPaperCLCP

Callable Commercial Paper

CommercialNoteCN

Commercial Note

InterestBearingCommercialPaperCPIB

Interest Bearing Commercial Paper

EuroMediumTermNoteEUMTN

Euro Medium Term Note

EuroNegotiableCommercialPaperEUNCP

Euro Negotiable Commercial Paper

EuroStructuredLiquidityNoteEUSTLQN

Euro Structured Liquidity Note

EuroTimeDepositEUTD

Euro Time Deposit

JumboCertificateOfDepositJCD

Jumbo Certificate of Deposit

MoneyMarketFundMMF

Money Market Fund

MasterNoteMN

Master Note

Short term notes issued by Federal Farm Credit Banks Funding Corporation to provide loans and funding under Federal Farm Credit System (FFCS).

NegotiableCertificateOfDepositNCD

Negotiable Certificate of Deposit

NegotiableCommercialPaperNCP

Negotiable Commercial Paper

RetailCertificateOfDepositRCD

Retail Certificate of Deposit

TermDepositReceiptTDR

Term Deposit Receipt

Mortgage
NameValueSynopsisElaborationPedigree
AssetBackedSecuritiesABS

Asset-backed Securities

CanadianMortgageBondsCMB

Canadian Mortgage Bonds

CorpCMBS

Corp. Mortgage-backed Securities

CollateralizedMortgageObligationCMO

Collateralized Mortgage Obligation

IOETTEMortgageIET

IOETTE Mortgage

MortgageBackedSecuritiesMBS

Mortgage-backed Securities

MortgageInterestOnlyMIO

Mortgage Interest Only

MortgagePrincipalOnlyMPO

Mortgage Principal Only

MortgagePrivatePlacementMPP

Mortgage Private Placement

MiscellaneousPassThroughMPT

Miscellaneous Pass-through

PfandbriefPFAND

Pfandbrief

Identify the issuer name in Issuer(106).

ToBeAnnouncedTBA

To Be Announced

Municipal
NameValueSynopsisElaborationPedigree
OtherAnticipationNotesAN

Other Anticipation Notes (BAN, GAN, etc.)

CertificateOfObligationCOFO

Certificate Of Obligation

CertificateOfParticipationCOFP

Certificate Of Participation

GeneralObligationBondsGO

General Obligation Bonds

MandatoryTenderMT

Mandatory Tender

RevenueAnticipationNoteRAN

Revenue Anticipation Note

RevenueBondsREV

Revenue Bonds

SpecialAssessmentSPCLA

Special Assessment

SpecialObligationSPCLO

Special Obligation

SpecialTaxSPCLT

Special Tax

TaxAnticipationNoteTAN

Tax Anticipation Note

TaxAllocationTAXA

Tax Allocation

TaxExemptCommercialPaperTECP

Tax Exempt Commercial Paper

TaxableMunicipalCPTMCP

Taxable Municipal CP

TaxRevenueAnticipationNoteTRAN

Tax Revenue Anticipation Note

VariableRateDemandNoteVRDN

Variable Rate Demand Note

MunicipalInterestBearingCommercialPaperMCPIB

Municipal Interest Bearing Commercial Paper

TaxableMunicipalBondTMB

Taxable Municipal Bond

VariableRateDemandObligationVRDO

Variable Rate Demand Obligation

Other
NameValueSynopsisElaborationPedigree
OtherOther

Other

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