Description

Type: String

Type of the amount associated with a trade allocation.

Valid values:

  • CASH = Cash amount (corporate event)
  • CRES = Cash residual amount
  • FMTM = Final mark-to-market amount
  • IMTM = Incremental mark-to-market
  • PREM = Premium amount
  • SMTM = Start of day mark-to-market
  • TVAR = Trade variation amount
  • VADJ = Value adjusted amount
  • SETL = Settlement value
  • ICPN = Initial trade coupon amount
  • ACPN = Accrued coupon amount
  • CPN = Coupon amount
  • IACPN = Incremental accrued coupon
  • CMTM = Collateralized mark-to-market
  • ICMTM = Incremental collateralized mark-to-market
  • DLV = Compensation amount
  • BANK = Total banked amount
  • COLAT = Total collateralized amount
  • LSNV = Long paired swap or swaption notional value
  • SSNV = Short paired swap or swaption notional value
  • SACPN = Start-of-day accrued coupon
  • NPV = Net present value
  • SNPV = Start-of-day net present value
  • NCF = Net cash flow
  • PVFEES = Present value of all fees
  • PV01 = Present value of one basis points

    Change in value if yield curve shifts 0.01%.

  • 5YREN = The five year equivalent notional amount
  • UMTM = Undiscounted mark-to-market
  • MTD = Mark-to-model
  • VMTM = Mark-to-market variance
  • VMTD = Mark-to-model variance
  • UPFRNT = Upfront payment
  • ENDV = End value

    Principal amount of a securities financing transaction on matuity date.

  • MGNLN = Outstanding margin loan

    The amount of the outstanding margin loan. In the event that the loan has a short market value, PosAmt <708> would be a negative value.

  • LNVL = Loan value

    The amount of the loan.

Used In