Type: String

Type of Position amount

Added in protocol FIX.4.4

See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.

Valid values

Value Description Added
5YREN The five year equivalent notional amount FIX.5.0SP2 (EP 162)
ACPN Accrued coupon amount FIX.5.0SP1 (EP 83)
BANK Total banked amount FIX.5.0SP1 (EP 83)
CASH Cash amount (corporate event) FIX.4.4
CMTM Collateralized mark-to-market FIX.5.0SP1 (EP 83)
COLAT Total collateralized amount FIX.5.0SP1 (EP 83)
CPN Coupon amount FIX.5.0SP1 (EP 83)
CRES Cash residual amount FIX.4.4
DLV Compensation amount FIX.5.0SP1 (EP 83)
FMTM Final mark-to-market amount FIX.4.4
IACPN Incremental accrued coupon FIX.5.0SP1 (EP 83)
ICMTM Incremental collateralized mark-to-market FIX.5.0SP1 (EP 83)
ICPN Initial trade coupon amount FIX.5.0SP1 (EP 83)
IMTM Incremental mark-to-market FIX.4.4
LSNV Long paired swap or swaption notional value FIX.5.0SP2 (EP 140)
MTD Mark-to-model FIX.5.0SP2 (EP 179)
NCF Net cash flow FIX.5.0SP2 (EP 162)
NPV Net present value FIX.5.0SP2 (EP 162)
PREM Premium amount FIX.4.4
PV01 Present value of one basis points FIX.5.0SP2 (EP 162)
PVFEES Present value of all fees FIX.5.0SP2 (EP 162)
SACPN Start-of-day accrued coupon FIX.5.0SP2 (EP 162)
SETL Settlement value FIX.4.4 (EP 4)
SMTM Start of day mark-to-market FIX.4.4
SNPV Start-of-day net present value FIX.5.0SP2 (EP 162)
SSNV Short paired swap or swaption notional value FIX.5.0SP2 (EP 140)
TVAR Trade variation amount FIX.4.4
UMTM Undiscounted mark-to-market FIX.5.0SP2 (EP 162)
UPFRNT Upfront payment FIX.5.0SP2 (EP 192)
VADJ Value adjusted amount FIX.4.4
VMTD Mark-to-model variance FIX.5.0SP2 (EP 179)
VMTM Mark-to-market variance FIX.5.0SP2 (EP 179)

Used in components