Type: String
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)
Added in protocol FIX.4.2
See in: FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP2, FIX.5.0SP2 EP240.
Valid values
Value | Description | Added |
---|---|---|
ABS | Absolute Prepayment Speed | FIX.4.3 |
AMT | Alternative Minimum Tax (Y/N) | FIX.4.4 |
AUTOREINV | Auto Reinvestment at <rate> or better | FIX.4.4 |
AVAILQTY | Available offer quantity to be shown to the street | FIX.5.0 (68) |
AVFICO | Average FICO Score | FIX.5.0 (68) |
AVSIZE | Average Loan Size | FIX.5.0 (68) |
BANKQUAL | Bank qualified (Y/N) | FIX.4.4 |
BGNCON | Bargain conditions (see StipulationValue (234) for values) | FIX.4.4 |
BROKERCREDIT | Broker’s sales credit | FIX.5.0 (68) |
COUPON | Coupon range | FIX.4.4 |
CPP | Constant Prepayment Penalty | FIX.4.3 |
CPR | Constant Prepayment Rate | FIX.4.3 |
CPY | Constant Prepayment Yield | FIX.4.3 |
CURRENCY | ISO Currency Code | FIX.4.4 |
CUSTOMDATE | Custom start/end date | FIX.4.4 |
DISCOUNT | Discount Rate (when price is denominated in percent of par) | FIX.5.0 (68) |
GEOG | Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets]) | FIX.4.3 |
HAIRCUT | Valuation Discount | FIX.4.4 |
HEP | final CPR of Home Equity Prepayment Curve | FIX.4.3 |
INSURED | Insured (Y/N) | FIX.4.4 |
INTERNALPX | Offer price to be shown to internal brokers | FIX.5.0 (68) |
INTERNALQTY | Offer quantity to be shown to internal brokers | FIX.5.0 (68) |
ISSUE | Year Or Year/Month of Issue (ex. 234=2002/09) | FIX.4.3 |
ISSUER | Issuer’s ticker | FIX.4.4 |
ISSUESIZE | issue size range | FIX.4.4 |
LEAVEQTY | The minimum residual offer quantity | FIX.5.0 (68) |
LOOKBACK | Lookback Days | FIX.4.4 |
LOT | Explicit lot identifier | FIX.4.4 |
LOTVAR | Lot Variance (value in percent maximum over- or under-allocation allowed) | FIX.4.3 |
MAT | Maturity Year And Month | FIX.4.3 |
MATURITY | Maturity range | FIX.4.4 |
MAXBAL | Maximum Loan Balance | FIX.5.0 (68) |
MAXORDQTY | Maximum order size | FIX.5.0 (68) |
MAXSUBS | Maximum substitutions (Repo) | FIX.4.4 |
MHP | Percent of Manufactured Housing Prepayment Curve | FIX.4.3 |
MINDNOM | Minimum denomination | FIX.4.4 |
MININCR | Minimum increment | FIX.4.4 |
MINQTY | Minimum quantity | FIX.4.4 |
MPR | Monthly Prepayment Rate | FIX.4.3 |
ORDRINCR | Order quantity increment | FIX.5.0 (68) |
PAYFREQ | Payment frequency, calendar | FIX.4.4 |
PIECES | Number Of Pieces | FIX.4.3 |
PMAX | Pools Maximum | FIX.4.3 |
POOL | Pool Identifier | FIX.5.0 (68) |
PPC | Percent of Prospectus Prepayment Curve | FIX.4.3 |
PPL | Pools per Lot | FIX.4.3 |
PPM | Pools per Million | FIX.4.3 |
PPT | Pools per Trade | FIX.4.3 |
PRICE | Price Range | FIX.4.4 |
PRICEFREQ | Pricing frequency | FIX.4.4 |
PRIMARY | Primary or Secondary market indicator | FIX.5.0 (68) |
PROD | Production Year | FIX.4.3 |
PROTECT | Call protection | FIX.4.4 |
PSA | Percent of BMA Prepayment Curve | FIX.4.3 |
PURPOSE | Purpose | FIX.4.4 |
PXSOURCE | Benchmark price source | FIX.4.4 |
RATING | Rating source and range | FIX.4.4 |
REDEMPTION | Type Of Redemption – values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible | FIX.4.4 |
REFINT | interest of rolling or closing trade | FIX.5.0 (68) |
REFPRIN | principal of rolling or closing trade | FIX.5.0 (68) |
REFTRADE | reference to rolling or closing trade | FIX.5.0 (68) |
RESTRICTED | Restricted (Y/N) | FIX.4.4 |
ROLLTYPE | Type of Roll trade | FIX.5.0 (68) |
SALESCREDITOVR | Broker sales credit override | FIX.5.0 (68) |
SECTOR | Market Sector | FIX.4.4 |
SECTYPE | Security Type included or excluded | FIX.4.4 |
SMM | Single Monthly Mortality | FIX.4.3 |
STRUCT | Structure | FIX.4.4 |
SUBSFREQ | Substitutions frequency (Repo) | FIX.4.4 |
SUBSLEFT | Substitutions left (Repo) | FIX.4.4 |
TEXT | Freeform Text | FIX.4.4 |
TRADERCREDIT | Trader’s credit | FIX.5.0 (68) |
TRDVAR | Trade Variance (value in percent maximum over- or under-allocation allowed) | FIX.4.3 |
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]) | FIX.4.3 |
WAL | Weighted Average Life Coupon – value in percent (exact or range) | FIX.4.3 |
WALA | Weighted Average Loan Age – value in months (exact or range) | FIX.4.3 |
WAM | Weighted Average Maturity – value in months (exact or range) | FIX.4.3 |
WHOLE | Whole Pool (Y/N) | FIX.4.4 |
YIELD | Yield Range | FIX.4.4 |
YTM | Yield to Maturity (when YieldType (235) and Yield (236) show a different yield) | FIX.5.0 (68) |