Description

Type: String

Underlying security's SecurityType.

Valid values: see SecurityType <167> field

The following applies when used in conjunction with SecurityType <167>=REPO.

Represents the general or specific type of security that underlies a financing agreement.

Valid values for SecurityType <167>=REPO:

TREASURY = Federal government or treasury

PROVINCE = State, province, region, etc.

AGENCY = Federal agency

MORTGAGE = Mortgage passthrough

CP = Commercial paper

CORP = Corporate

EQUITY = Equity

SUPRA = Supra-national agency

CASH

If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType <167> is not granular enough, include the UnderlyingIssuer <306>, UnderlyingCountryOfIssue <592>, UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.:

SecurityType <167>=REPO

UnderlyingSecurityType <310>=MORTGAGE

UnderlyingIssuer <306>=GNMA

or

SecurityType <167>=REPO

UnderlyingSecurityType <310>=AGENCY

UnderlyingIssuer <306>=CA Housing Trust

UnderlyingCountryOfIssue <592>=CA

or

SecurityType <167>=REPO

UnderlyingSecurityType <310>=CORP

NoUnderlyingStips <887>=1

UnderlyingStipType <888>=RATING

UnderlyingStipValue <889>=>bbb-

Valid values:

  • UST = US Treasury Note (Use "TNOTE" (Government)) (Deprecated in FIX 4.4)
  • USTB = US Treasury Bill (Use "TBILL" (Government)) (Deprecated in FIX 4.4)
  • Agency
    • EUSUPRA = Euro Supranational Coupons

      Identify the issuer name in Issuer <106>.

    • FAC = Federal Agency Coupon
    • FADN = Federal Agency Discount Note
    • PEF = Private Export Funding

      Identify the issuer name in Issuer <106>.

    • SUPRA = USD Supranational Coupons

      Identify the issuer name in Issuer <106>.

  • Corporate
    • CORP = Corporate Bond
    • CPP = Corporate Private Placement
    • CB = Convertible Bond
    • DUAL = Dual Currency
    • EUCORP = Euro Corporate Bond
    • EUFRN = Euro Corporate Floating Rate Notes
    • FRN = US Corporate Floating Rate Notes
    • XLINKD = Indexed Linked
    • STRUCT = Structured Notes
    • YANK = Yankee Corporate Bond
    • DIMSUMCORP = Offshore issued Chinese Yuan (CNY) denominated corporate bond
    • PRCORP = Preferred Corporate Bond
  • Currency
    • FOR = Foreign Exchange Contract (Deprecated in FIX.5.0.SP1)
    • FXNDF = Non-deliverable forward
    • FXSPOT = FX Spot
    • FXFWD = FX Forward
    • FXSWAP = FX Swap
    • FXNDS = Non-deliverable Swap
    • FXBN = FX Bank Note
    • FXDN = Foreign Currency Discount Note

      Discount notes issued in foreign currency by Fannie Mae.

  • Derivatives
    • CAP = Cap

      In an interest rate cap, the buyer receives payments at the end of each period in which the rate indec exceeds the agreed strike rate.

    • CDS = Credit Default Swap
    • CLLR = Collar

      In an interest rate collar, this is a combination of a cap and a floor.

    • CMDTYSWAP = Commodity swap
    • EXOTIC = Exotic
    • OOC = Options on Combo
    • FLR = Floor

      In an interest rate floor, the buyer receives payments at the end of each period in which the rate index is below the agreed strike rate.

    • FRA = Forward Rate Agreement
    • FUT = Future
    • FWD = Derivative forward
    • IRS = Interest Rate Swap
    • TRS = Total return swap
    • LOANLEASE = Loan/lease
    • OOF = Options on Futures
    • OOP = Options on Physical - use not recommended
    • OPT = Option
    • SPOTFWD = Spot forward
    • SWAPTION = Swap option
    • XMISSION = Transmission
    • INDEX = General type for a contract based on an established index
    • BDBSKT = Bond basket
    • CFD = Contract for difference
    • CRLTNSWAP = Correlation swap
    • DVDNDSWAP = Dividend swap
    • EQBSKT = Equity basket
    • EQFWD = Equity forward
    • RTRNSWAP = Return swap
    • VARSWAP = Variance swap
    • PRTFLIOSWAP = Portfolio swap
    • FUTSWAP = Futures on a Swap
    • FWDSWAP = Forwards on a Swap
    • FWDFRTAGMT = Forward Freight Agreement
    • SPREADBET = Spread Betting
    • ETC = Exchange traded commodity
  • Equity
    • CS = Common Stock
    • PS = Preferred Stock
    • DR = Depository Receipts
  • Financing
    • REPO = Repurchase
    • FORWARD = Forward
    • BUYSELL = Buy Sellback
    • SECLOAN = Securities Loan
    • SECPLEDGE = Securities Pledge
    • DVPLDG = Delivery versus pledge
    • COLLBSKT = Collateral basket

      A collection of securities held as collateral in the customer's collateral fund. The collateral fund is usually managed by a custodian.

    • SFP = Structured finance product
    • MRGNLOAN = Margin loan
  • Government
    • BRADY = Brady Bond
    • CAN = Canadian Treasury Notes
    • CTB = Canadian Treasury Bills
    • EUSOV = Euro Sovereigns

      Identify the issuer name in Issuer <106>.

    • PROV = Canadian Provincial Bonds
    • TB = Treasury Bill - non US
    • TBOND = US Treasury Bond
    • TINT = Interest Strip From Any Bond Or Note
    • TBILL = US Treasury Bill
    • TIPS = Treasury Inflation Protected Securities
    • TCAL = Principal Strip Of A Callable Bond Or Note
    • TPRN = Principal Strip From A Non-Callable Bond Or Note
    • TNOTE = US Treasury Note
    • DIMSUMSOV = Offshore issued Chinese Yuan (CNY) denominated sovereign bond
    • SOV = Sovereign Bond

      Sovereign or government bond other than Euro and US issuer. Specify sovereign issuer in Issuer <106>.

    • TFRN = US Treasury Floating Rate Note
  • Loan
    • TERM = Term Loan
    • RVLV = Revolver Loan
    • RVLVTRM = Revolver/Term Loan
    • BRIDGE = Bridge Loan
    • LOFC = Letter Of Credit
    • SWING = Swing Line Facility
    • DINP = Debtor In Possession
    • DEFLTED = Defaulted
    • WITHDRN = Withdrawn
    • REPLACD = Replaced
    • MATURED = Matured
    • AMENDED = Amended and restated
    • RETIRED = Retired
  • Money Market
    • BA = Bankers Acceptance
    • BDN = Bank Depository Note
    • BN = Bank Notes
    • BOX = Bill Of Exchanges
    • CAMM = Canadian Money Markets
    • CD = Certificate Of Deposit
    • CL = Call Loans
    • CP = Commercial Paper
    • DN = Deposit Notes
    • EUCD = Euro Certificate Of Deposit
    • EUCP = Euro Commercial Paper
    • LQN = Liquidity Note
    • MTN = Medium Term Notes
    • ONITE = Overnight
    • PN = Promissory Note
    • STN = Short Term Loan Note
    • PZFJ = Plazos Fijos
    • SLQN = Secured Liquidity Note
    • TD = Time Deposit
    • TLQN = Term Liquidity Note
    • XCN = Extended Comm Note
    • YCD = Yankee Certificate Of Deposit
    • BAB = Bank Accepted Bill

      Also known as Bank Bill.

    • BNST = Short Term Bank Note
    • CLCP = Callable Commercial Paper
    • CN = Commercial Note
    • CPIB = Interest Bearing Commercial Paper
    • EUMTN = Euro Medium Term Note
    • EUNCP = Euro Negotiable Commercial Paper
    • EUSTLQN = Euro Structured Liquidity Note
    • EUTD = Euro Time Deposit
    • JCD = Jumbo Certificate of Deposit
    • MMF = Money Market Fund
    • MN = Master Note

      Short term notes issued by Federal Farm Credit Banks Funding Corporation to provide loans and funding under Federal Farm Credit System (FFCS).

    • NCD = Negotiable Certificate of Deposit
    • NCP = Negotiable Commercial Paper
    • RCD = Retail Certificate of Deposit
    • TDR = Term Deposit Receipt
  • Mortgage
    • ABS = Asset-backed Securities
    • CMB = Canadian Mortgage Bonds
    • CMBS = Corp. Mortgage-backed Securities
    • CMO = Collateralized Mortgage Obligation
    • IET = IOETTE Mortgage
    • MBS = Mortgage-backed Securities
    • MIO = Mortgage Interest Only
    • MPO = Mortgage Principal Only
    • MPP = Mortgage Private Placement
    • MPT = Miscellaneous Pass-through
    • PFAND = Pfandbrief

      Identify the issuer name in Issuer <106>.

    • TBA = To Be Announced
  • Municipal
    • AN = Other Anticipation Notes (BAN, GAN, etc.)
    • COFO = Certificate Of Obligation
    • COFP = Certificate Of Participation
    • GO = General Obligation Bonds
    • MT = Mandatory Tender
    • RAN = Revenue Anticipation Note
    • REV = Revenue Bonds
    • SPCLA = Special Assessment
    • SPCLO = Special Obligation
    • SPCLT = Special Tax
    • TAN = Tax Anticipation Note
    • TAXA = Tax Allocation
    • TECP = Tax Exempt Commercial Paper
    • TMCP = Taxable Municipal CP
    • TRAN = Tax Revenue Anticipation Note
    • VRDN = Variable Rate Demand Note
    • WAR = Warrant
    • MCPIB = Municipal Interest Bearing Commercial Paper
    • TMB = Taxable Municipal Bond
    • VRDO = Variable Rate Demand Obligation
  • Other
    • MF = Mutual Fund
    • MLEG = Multileg Instrument
    • NONE = No Security Type
    • ? = Wildcard entry for use on SecurityDefinitionRequest <c>
    • CASH = Cash
    • Other = Other
    • ETN = Exchange traded note
    • SECDERIV = Securitized derivative
    • ETF = Exchange Traded Fund
    • DIGITAL = Digital Asset

      Asset that exists only in digital form or which is the digital representation of another asset (Source: ISO 24165 - Terms and Definitions).

Used In