Description

Type: int

The subcategory description of the asset class.

Valid values:

  • Commodity
    • 13 = Metals
    • 14 = Bullion
    • 15 = Energy
    • 16 = Commodity index
    • 17 = Agricultural
    • 18 = Environmental
    • 19 = Freight
    • 41 = Fertilizer
    • 42 = Industrial product
    • 43 = Inflation
    • 44 = Paper
    • 45 = Polypropylene
    • 46 = Official economic statistics
  • Credit
    • 4 = Single name
    • 5 = Credit index
    • 6 = Index tranche
    • 7 = Credit basket
  • Currency
    • 3 = Basket [for multi-currency]
    • 38 = FX cross rates
    • 39 = FX emerging markets
    • 40 = FX Majors
  • Debt
    • 20 = Government
    • 21 = Agency
    • 22 = Corporate
    • 23 = Financing
    • 24 = Money market
    • 25 = Mortgage
    • 26 = Municipal
  • Equity
    • 9 = Common
    • 10 = Preferred
    • 11 = Equity index
    • 12 = Equity basket
    • 34 = Dividend index
    • 35 = Stock dividend
    • 36 = Exchange traded fund
    • 37 = Volatility index
  • Fund
    • 27 = Mutual fund
    • 28 = Collective investment vehicle
    • 29 = Investment program

      A generalized fund for major investors.

    • 30 = Specialized account program

      A specialized fund setup for a particular account or group of accounts.

  • Interest Rate
    • 1 = Single currency
    • 2 = Cross currency
  • Loan Facility
    • 31 = Term loan
    • 32 = Bridge loan
    • 33 = Letter of credit
  • Other
    • 8 = Exotic
    • 47 = Other C10

      Defined 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".

    • 48 = Other

      May be used with any AssetClass <1938> values.

Used In