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.