Type of Position amount.
- CASH = Cash Amount (Corporate Event)
- CRES = Cash Residual Amount
- FMTM = Final Mark-to-Market Amount
- IMTM = Incremental Mark-to-Market Amount
- PREM = Premium Amount
- SMTM = Start-of-Day Mark-to-Market Amount
- 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.