Page Comparison

SRM Status Flag

Release Status

614

Displays the release status of the Security Reference Manager (SRM) record. This field is null when adding a new security.

Authorize Flag

11742

Flags records that have been authorized.

Validation Process Flag

4569

Flags records that have been reviewed in the Security Reference Manager (SRM).

Cap/Floor Identification

Issue Name

961

Specifies the name of the security.

Issue Description

962

Describes the security.

Ticker

13

Specifies the system of letters used to uniquely identify the security.

CUSIP/SEDOL Check Digit Control Flag

2292

Indicates whether you want to generate or validate CUSIP and SEDOL numbers. Options include:

• Generate Check Digit. Generates the remaining numbers if you enter part of the CUSIP or SEDOL number.

• Validate Check Digit. Validates the CUSIP and SEDOL number you enter is correct.

Primary Asset ID Type

1432

Specifies the primary asset identifier type for the security, such as CUSIP, ISIN, and SEDOL.

Primary Asset ID

14

Specifies the primary asset identifier for the security.

Alt Asset ID Type

5501

Specifies an alternate asset identifier type for the security.

Alt Asset ID

1795

Specifies the alternate asset identifier for the security.

Cap/Floor Xreference Identification

CUSIP

1952

Specifies the Committee of Uniform Security Identification Procedure (CUSIP), a unique identification number that identifies the security issue.

ISIN

1955

Specifies the International Security Identification (ISIN), a unique international identification number that identifies the security issue.

Sedol

1958

Specifies the Stock Exchange Daily Official List (SEDOL) number, a unique identification number that identifies the security issue.

Reuters

1961

Specifies the Reuters identification number that identifies the security issue.

Bloomberg ID

1964

Specifies the Bloomberg identification number that identifies the security issue.

SICOVM

1967

Specifies the SICOVM identification number that identifies the security issue.

Valoren

1970

Specifies the Valoren identification number that identifies the security issue.

Cash Matching ID

1973

Identifies the security issue for use in cash matching when you use cash segregation. If you set up security cross reference identifiers of CMM for use with cash matching, you can provide a Cash Matching ID for each security you plan to use in cash matching.

INTERNAL

1976

Specifies the internal identification number that identifies the security issue.

CINS

1979

Specifies the CINS identification number that identifies a foreign security issue. The CINS numbering system is an extension of the CUSIP numbering system.

Xref Exchange

1981

Specifies the exchange where the security is traded.

Cap/Floor Details

Investment Type

11

Displays the type of investment you are adding. For example, OP, for options.

Processing Security Type

3931

Specifies the code value that the system uses to determine the type of cap/floor you are adding. Options include:

• OPIRCA. Interest Rate Option Caps.

• OPIRFL. Interest Rate Option Floors.

Security Type

82

Specifies the type of security.

Sub Security Type

1464

Specifies the sub security type.

Risk Classification Type

11584

Specifies the risk classification type for the security. This value allows funds to disclose the primary type of underlying risk within derivatives contracts and hedging activity, such as interest rate risk, credit risk, and so on. The FAS 161 report uses this information. You can select any value defined for the RISK_TYPE code category.

Granularity Category

11476

Specifies the asset's classification for ledger granularity purposes. If the security attributes available for ledger granularity account breakouts (security type, long/short indicator, Federal tax indicator, market sector description, affiliated/unaffiliated, and issue country) do not provide enough detail, you can use a granularity category to classify the asset for ledger reporting. Code values are maintained under the GRANULARITY_CAT code category.

Cost Basis Rule Type

2817

Specifies the cost basis rule type for cost basis reporting.

Quantity Type

12

Specifies the quantity generally accepted as a standard for exchange, such as shares and par.

Price Multiplier

18

Determines what the system uses for a price. You should not change this value once a position exists.

Quantity Scale

19

Calculates the ratio of units bought to units used for earnings. The default is 1, so that 1 unit of par purchased equals one unit of earnings. You should not change this value once a position exists.

Country of Risk

2288

Specifies the issuer of the security's principal place of business.

Country of Risk Code

10536

Specifies the code of the issuer of the security's principal place of business.

Issue Country

2290

Specifies the name of the country that issued the security.

Issue Country Code

1418

Specifies the code that represents the country that issued the security.

Asset Currency

85

Specifies the currency in which the security is priced. You should not change this value once a position exists.

Settlement Currency

63

Specifies the currency in which the security is settled.

Income Currency

1186

Specifies the currency in which the security pays income.

Issue Tax Type

668

Identifies the security's tax structure. It is used with global tax withholding and tax reclaim processing.

NOTE: Do not select All when setting up the tax structure for a security using this panel.

Primary Exchange

2291

Specifies the marketplace in which the security is traded.

Primary Exchange Code

17

Specifies the code of the marketplace in which the security is traded. It is also used with global tax withholding and tax reclaim processing.

Region

5423

Specifies a region. It does not necessarily mean the location of the exchange in which a security is traded. For example, suppose you have a Canadian bond that trades in the London Stock Exchange. You may want to set the region to Canada or North America.

Cap/Floor Coupon Periods

Coupon

70

Specifies the rate at which the security accrues interest. It is expressed as an accrual rate. A value of zero is required for zero coupon bonds.

Coupon Type Code

97

Indicates the type of coupon associated with the security. For more information, see Set Up Securities for Caps and Floors. Options include:

• Floating Rate. The security has fixed coupon dates and uses a variable rate that is based on an underlying index and index offset to calculate the coupon to use for earnings. You must enter the rate in the Variable Rate table.

• Variable Rate. The security has fixed coupon dates and uses a variable rate based on the security identifier to calculate the coupon for use in earnings. You must enter the rate in the Variable Rate table.

• Inverse Floater. The security has fixed coupon dates and uses a variable rate whose coupon rate is calculated inversely to the underlying index to which it is attached. When you select this value, STAR displays the following fields: Inverse Floater Rate, Inverse Floater Multiple, Underlying Issue Name, Underlying Asset ID, and Index Offset. You must enter the rate in the Variable Rate table.

• Step Coupon. The security has fixed coupon dates and uses a variable rate based on the security identifier to calculate the coupon for use in earnings. You must enter the rate in the Variable Rate table. The system recognizes this option as a step bond (also called a step coupon bond, step up bond, or step down bond).

• Fixed Rate. The security has fixed coupon dates and has a fixed coupon rate to calculate the coupon for use in earnings.

• Unscheduled Variable Rate. The security has unscheduled payments and accrues interest based on a rate you enter in the Variable Rate table.

Strike Rate

11850

Determines the rate at which you can exercise against the cap/floor. This value stores the ceiling rate for cap contracts and stores the floor rate for floor contracts. If you set up the security with a Floating Rate or Inverse Floating Rate coupon type, Eagle Accounting uses the value in the Strike Rate field along with the rate of the underlying security on the reset date to determine at what rate the contract accrues interest. If the coupon type on the cap/floor contract is not Floating or Inverse Floating, the Strike Rate field is for reference only.

Day Count Basis

471

Specifies the number of days assumed in a month or year when interest rates are quoted.

Payment Frequency

2287

Specifies the frequency at which the security pays interest.

Payment Frequency Code

472

Specifies the code that represents the payment frequency.

Business Day Convention

1536

Used with the payment frequency value to determine when a coupon should pay interest should the scheduled coupon due date occur on a non business day.

Business Calendar Name

1480

Specifies the business calendar for the security. The system uses the value to identify business days and non business days for the purposes of determining the coupon payment date and coupon payment schedules.

Day of Month Override

1533

Identifies the day of the month or business day of the month on which the security is to pay income. This is based on the business calendar.

Interest Payment Timing

1523

Specifies the day of the month in which interest is paid. Options include:

• Last Day of Month

• Same Day of Month

• None

Delay Days

1799

Specifies the number of days between the end of the accrual period and the actual receipt of the coupon and principal payment. The system uses this value in the creation of coupons, paydown transactions, and payup transactions, as well as in the Cash Flow Projections report. Utilizes the Day Count Basis (tag 471) value to determine the actual receipts and settlements of the paydown and payup transactions.

Delay Days Type

5074

Indicates whether the delay days are business days or calendar days. Options include:

• B (Business). Uses business days to identify delay days. The Business Calendar Name field (tag 1480) identifies the security's business calendar.

• C (Calendar). Uses calendar days to identify delay days.

Coupon Delay Days

4908

Specifies the number of days to extend the coupon period.

This field is not required for a cap/floor.

Coupon Delay Days Type

3999

Specifies whether the coupon delay days are business days or calendar days. Options include:

• B (Business). Uses business days to identify coupon delay days. The Business Calendar Name field (tag 1480) identifies the security's business calendar.

• C (Calendar). Uses calendar days to identify coupon delay days.

This field is not required for a cap/floor.

Maturity Delay Days

3997

Specifies the number of days to delay generation of the maturity transaction.

This field is not required for a cap/floor.

Maturity Delay Days Type

3998

Specifies whether the maturity delay days are business days or calendar days. Options include:

• B (Business). Uses business days to identify maturity delay days. The Business Calendar Name field (tag 1480) identifies the security's business calendar.

• C (Calendar). Uses calendar days to identify maturity delay days.

This field is not required for a cap/floor.

Cap/Floor Dates

Issue Price

69

Specifies the original issue price of the security.

Issue Date

68

Specifies the first day the security can be traded.

Dated Date

1183

Specifies the date the cap/floor first begins to accrue interest.

First Coupon Date

473

Specifies the date of the first coupon payment.

Last Coupon Date

474

Specifies the date of the last normal length coupon period. Eagle recommends that you enter penultimate.

Maturity Date

38

Specifies the date that the security repays all outstanding principal and stops earning interest.

Maturity Price

42

Specifies the price at which the security returns principal. The Maturity Price defaults to 0 because both cap and floor contracts are interest-only and there is no repayment of principal.

Variable Rate Next Reset Date

3006

Specifies the date of the next rate reset for a security with a variable rate coupon type.

Cap/Floor Flags

Trading Flat

3949

Indicates whether the security is trading with or without interest. As a general rule, cap and floor contracts trade without interest (trades flat). Therefore this field has a default value of Yes. In the event that a contract does trade with interest, you can change the value to No.  Options include:

• Yes. The system does not calculate accrued interest purchased or sold at the time of the acquisition or disposition. In the event of a disposition mid-coupon, the system creates a coupon at the end of the coupon period based on the interest earned during the period.

• No. The system calculates accrued interest purchased or sold at the time of the acquisition or disposition.

OID Indicator

218

Indicates whether the security is OID (original issue discount) eligible. For caps/floors, because the Maturity Price (tag 42) of a cap/floor defaults to 0; the OID Indicator is set to No. Options include:

• Yes. The security is OID eligible. For this flag to be set to Yes, the issue price must be less than the value in the Maturity Price field. The value in the Maturity Price field cannot be 0.

• No. The security is not OID eligible.

This field is not required for a cap/floor.

Rate Reset Flag

4589

Specifies the rate reset type.

This field is not required for a cap/floor.

2a7 Flag

11811

Specifies 2a7 WAM processing. Options include:

• Adjustable Rate Government Security

• Floating Rate Government Security

• Short Term Variable Rate Security

• Long Term Variable Rate Security

• Short Term Floating Rate Security

• Long Term Floating Rate Security

• Repurchase Agreement

• Portfolio Lending Agreement

• Money Market Fund Security

• None

This field is not required for a cap/floor.

Inactive Flag

11043

Indicates whether the security is inactive. Options include:

• Yes. The system reports the security as inactive.

• No. The system reports the security as active.

NOTE: If this field is set to Yes, no trades are allowed.

Restricted Flag

1139

Indicates any trade restrictions on the security. Options include:

• 144A. An SEC rule modifying a two year holding period requirement on privately placed securities to permit qualified institutional buyers to trade the positions among themselves.

• Reg S. Various SEC rules relating to offers and sales made outside the U.S. without SEC Registration.

• Reg D. An SEC regulation governing private placement exemptions. This rule allows some companies to raise capital through the sale of equity or debt securities without having to register the securities with the SEC.

• Private Placement. The raising of capital using private rather than public placement. The result is the sale of securities to a relatively small number of investors.

• 4(2) Paper

• Other

• None

• Yes

Look Thru Value

1808

Specifies the underlying security.

Look Thru Ind

1776

Used to view exposure to the underlying security, index, or portfolio.

Floating Rate Information

First Rate Reset Date

10911

Specifies the first calendar date that the rate resets from the dated date of the security. The system uses the First Rate Reset Date field, along with Reset Frequency Code, Business Calendar, and Business Day Convention field values to create the floating rate reset schedule of the security.

This field appears and is required only if you set the Coupon Type Code field (tag 97) to a value of either X (Floating Rate) or R (Inverse Floater).

Reset Frequency

476

Specifies the frequency at which the security resets its rate, beginning from the date defined in the First Rate Reset Date field. Options include:

• 10 DAY

• 14 Day

• 28 Day

• 30 Day

• 35 Day

• 49 Day

• Annual

• Bi-Monthly

• Daily

• Monthly

• Quarterly

• Semi-Annual

• Weekly

This field appears only if you set the Coupon Type Code field (tag 97) to a value of either X (Floating Rate) or R (Inverse Floater).

Reset Frequency Code

1788

Specifies the code associated with the frequency at which the security resets its rate beginning from the date defined in the First Rate Reset Date field. Options include:

• 10_D (10 DAY)

• 12_M (Annual)

• 14_D (14 Day)

• 1_D (Daily)

• 1_M (Monthly)

• 28_D (28 Day)

• 2_M (Bi-Monthly)

• 30_D (30 Day)

• 35_D (35 Day)

• 3_M (Quarterly)

• 49_D (49 Day)

• 6_M (Semi-Annual)

• 7_D (Weekly)

This field appears and is required only if you set the Coupon Type Code field (tag 97) to a value of either X (Floating Rate) or R (Inverse Floater).

Reset Lookback Days

10547

Specifies the actual number of days to look back when setting the rate on the reset date. Floating Rate type securities can use a past rate on the specified reset date. This field appears only if you set the Coupon Type Code field (tag 97) to a value of either X (Floating Rate) or R (Inverse Floater).

Reset Look Back Days Type

5075

Indicates whether the system bases the reset look back days on valid business days or actual calendar days. This field appears only if the Coupon Type Code field (tag 97) has a value of X (Floating Rate) or R (Inverse Floater). Options include:

• B (Business).

•  Determines fixing days by valid business days using the Fixing Date Business Center field (tag 16407).

• C (Calendar).

•  Determines fixing days by actual calendar days.

Reset Lockout Days

10549

Specifies the number of days at the end of a given period for which any new, daily rates are effectively locked out. Instead, the same rate is used across the lockout period. The rate referenced is the one that was used on the business day prior to the lockout period. The system performs the count backwards from the coupon date, inclusive of the lockout effective date and exclusive of the coupon date. This field does not appear if the Observation Period Adjust Days field has a value greater than zero.

Reset Lockout Period

18083

Indicates how to identify the reset lockout period. This field appears if you specify a value for the Reset Lockout Days field. Options include:

• A (All Period). Default. The lockout period specified in the Reset Lockout Days field applies to the end of all coupon periods.

• L (Last Period). The lockout days only are applied to the final coupon period.

Observation Period Adjust Days

18086

Specifies the actual number of days that the system should shift backwards by when setting the rate. The indices rate and the weighting of the rate in the compounding formula are determined based on the day the index rate represents in the Observation Period rather than the day of the Interest Period. 

This field does not appear if you specify a value for either the Reset Lookback Days or Reset Lockout Days fields. Conversely, if you define a value for the Observation Period Adjust Days field, the panel hides the Lookback and Lockout fields.

Coupon Rate Fixing Method

18274

Identifies the coupon rate fixing method. Options include: 

• NORMAL (Normal). The coupon rate is determined at the beginning of each floater accrual period.

• RESETATEND (Reset at End). The rate is not determined until the end of the current period. If you select this value, you can choose a Final Rate Rounding Precision value and Final Rate Rounding Direction value in the Compound Information section. 

Fixing Date Business Center

16407

Specifies the fixing date business calendar for the security. The Earnings process uses this business calendar you select to identify business days and non business days for the purposes of determining the fixing date for floating rate and inverse floating rate coupon date. The fixing date is the date on which a rate/price is selected for use on the reset date. 

If you do not select a value, the Earnings process uses the business calendar selected in the Business Calendar Name field (tag 1480) to determine the fixing date. This option allows you to specify separate calendars when a security uses one calendar for dropping coupons and a different calendar for resetting the floating rate. This field appears only if the Coupon Type Code field (tag 97) has a value of X (Floating Rate) or R (Inverse Floater).

Compound Information

Compounding Indicator

11875

Specifies whether the security compounds unpaid interest. Options include Yes or No. If you set this value to Yes, the remaining Compounding Information field values are required. 

Compounding Method

11876

Identifies the method used for compounding interest. Options include:

• All.

•  The Index Offset for floating rate securities is included in the compound interest calculation.

• Flat.

•  The Index Offset for floating rate securities is not included in the compound interest calculation.

• Spread Exclusive.

•  Compounds the index portion of a floating (or inverse floating) interest rate and accrues the spread portion of the rate normally without compounding. 

Compounding Frequency

11877

Specifies the frequency at which the security compounds interest.

First Compounding Date

11878

Specifies the first date on which the compounding begins for the security.

Last Compounding Date

11879

Specifies the end date when interest compounding ceases for the security.

Final Rate Rounding Precision

18276

Specifies the rounding precision for the compounded rate of return on each security. This field appears if the Coupon Type Code field (tag 97) has a value of X (Floating Rate) or R (Inverse Floater) and you set the Coupon Rate Fixing Method field to Reset At End. Options include: 

• 0.0000001% (9)

• 0.000001% (8)

• 0.00001% (7)

• 0.0001% (6)

• 0.001% (5)

Final Rate Rounding Direction

12403

Specifies the direction of rounding for fractional numbers based on the Final Rate Rounding Precision value. This field appears if the Coupon Type Code field (tag 97) has a value of X (Floating Rate) or R (Inverse Floater) and you set the Coupon Rate Fixing Method field to Reset At End. Options include:

• D (Down)

• N (Nearest)

• U (Up)

Issuer Information

Issuer ID Name

2285

Specifies the name of the company or municipality that offered the security for sale.

Issuer ID

1413

Specifies the identifier of the company or municipality that offered the security for sale.

Country of Incorporation Code

1174

Specifies the ISO country code of the country in which the issuer of the security was incorporated.

Issuer Industry

1417

Specifies the industry of the issuer.

Legal Entity Identifier (LEI)

5089

Displays the Legal Entity Identifier (LEI) that identifies the issuer as a financial party. If an LEI value is present, the Legal Entity Identifier Details section appears.

Legal Entity Identifier Details

Legal Name

5090

Displays the legal name of the issuer as the financial party registered with the LEI.

Entity Status

5091

Displays the status of the issuer. For example, ACTIVE and INACTIVE.

Legal Form

5092

Displays the legal form of the issuer as financial party registered with the LEI. For example, CORPORATION.

Assigned Date

5093

Displays the date when the issuer's LEI was assigned.

Last Update Date

5094

Displays the date when the issuer's LEI information was last updated.

Disabled Date

5095

Displays the date when the issuer's LEI information was disabled.

Record State

5096

Displays the record state for the issuer's LEI. The record state indicates the current process status of the CFTC Interim Compliant Identifier (CICI) record. For example, UNDER_REVIEW, DUPLICATE, CONFLICTING_SOURCES, INADEQUATE_SOURCES, VALIDATED, PENDING_REMOVAL.

Certification State

5097

Displays the certification state used to register the issuer's LEI. For example, CERTIFIED, NOT_CERTIFIED, STALE.

Street

5098

Displays the street address used to register the issuer's LEI.

City

5099

Displays the city used to register the issuer's LEI.

State

5100

Displays the state code used to register the issuer's LEI.

Zip

5180

Displays the ZIP code used to register the issuer's LEI.

Country Code

5181

Displays the country code used to register the issuer's LEI.