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