Indexes

Message Layouts
Session
PreTrade
Trade
PostTrade
Infrastructure

Code Set

AssetSubClassCodeSet

ID1939
Typeint
PedigreeAdded EP161
The subcategory description of the asset class.
Commodity
NameValueSynopsisElaborationPedigree
Metals13MetalsAdded EP161
Bullion14BullionAdded EP161
Energy15EnergyAdded EP161
CommodityIndex16Commodity indexAdded EP161
Agricultural17AgriculturalAdded EP161
Environmental18EnvironmentalAdded EP161
Freight19FreightAdded EP161
Fertilizer41FertilizerAdded EP235
IndustrialProduct42Industrial productAdded EP235
Inflation43InflationAdded EP235
Paper44PaperAdded EP235
Polypropylene45PolypropyleneAdded EP235
OfficialEconomicStatistics46Official economic statisticsAdded EP235
Credit
NameValueSynopsisElaborationPedigree
SingleName4Single nameAdded EP161
CreditIndex5Credit indexAdded EP161
IndexTranche6Index trancheAdded EP161
CreditBasket7Credit basketAdded EP161
Currency
NameValueSynopsisElaborationPedigree
Basket3Basket [for multi-currency]Added EP161
FXCrossRates38FX cross ratesAdded EP235
FXEmergingMarkets39FX emerging marketsAdded EP235
FXMajors40FX MajorsAdded EP235
Debt
NameValueSynopsisElaborationPedigree
Government20GovernmentAdded EP192
Agency21AgencyAdded EP192
Corporate22CorporateAdded EP192
Financing23FinancingAdded EP192
MoneyMarket24Money marketAdded EP192
Mortgage25MortgageAdded EP192
Municipal26MunicipalAdded EP192
Equity
NameValueSynopsisElaborationPedigree
Common9CommonAdded EP161
Preferred10PreferredAdded EP161
EquityIndex11Equity indexAdded EP161
EquityBasket12Equity basketAdded EP161
DividendIndex34Dividend indexAdded EP235
StockDividend35Stock dividendAdded EP235
ExchangeTradedFund36Exchange traded fundAdded EP235
VolatilityIndex37Volatility indexAdded EP235
Fund
NameValueSynopsisElaborationPedigree
MutualFund27Mutual fundAdded EP192
CollectiveInvestmentVehicle28Collective investment vehicleAdded EP192
InvestmentProgram29Investment programA generalized fund for major investors.Added EP192
SpecializedAccountProgram30Specialized account programA specialized fund setup for a particular account or group of accounts.Added EP192
Interest Rate
NameValueSynopsisElaborationPedigree
SingleCurrency1Single currencyAdded EP161
CrossCurrency2Cross currencyAdded EP161
Loan Facility
NameValueSynopsisElaborationPedigree
TermLoan31Term loanAdded EP192
BridgeLoan32Bridge loanAdded EP192
LetterOfCredit33Letter of creditAdded EP192
Other
NameValueSynopsisElaborationPedigree
Exotic8ExoticAdded EP179
OtherC1047Other C10Defined under MiFID II (Directive 2014/65/EU) Section C(10) of Annex I and paraphrased in ESMA RTS 2 Annex III Section 10, "Other C10" is a financial instrument "which is not a 'Freight derivative', any of the following interest rate derivatives sub-asset classes: 'Inflation multi-currency swap or cross-currency swap', a 'Future/forward on inflation multi-currency swaps or cross-currency swaps', an 'Inflation single currency swap', a 'Future/forward on inflation single currency swap' and any of the following equity derivatives sub-asset classes: a 'Volatility index option', a 'Volatility index future/forward', a swap with parameter return variance, a swap with parameter return volatility, a portfolio swap with parameter return variance, a portfolio swap with parameter return volatility".Added EP235, Updated EP253
Other48OtherMay be used with any AssetClass(1938) values.Added EP235

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