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Tag # – Tag Name | Required/ Optional | Data Type | Value/Description of Field | |
|---|---|---|---|---|
1076 – Update Indicator | Required | CHAR | Y/N indicator used within message stream process. Valid values: | |
55 – Event Type | Required – must be ADDSECMASTER | CHAR | Used by message stream processing. | |
1257 – Transaction Type | Optional | CHAR (30) | Switch used restrict database updates. Options include: | |
4590 – Swap Type | Required | VARCHAR2 (10) | Valid values: | |
961 – Issue Name | Required | VARCHAR2 (255) | Security name. | |
2294 – Leg number | Optional | CHAR | Leg number. Can be passed on legs only, must be null at contract level. | |
1432 – Primary Asset ID Type | Required | CHAR (30) | Security identifier type (CUSIP, ISIN, SEDOL) – Code Value. | |
14 – Primary Asset ID | Required | CHAR (100) | Security identifier. | |
11 – Investment Type | Required | CHAR (4) | Defaults at panel level to DERV. | |
3931 – Processing Security Type | Required | VARCHAR2 (15) | Valid values: | |
2283 – Processing Security Type – Contract | Required | CHAR | Processing security type of the contract level record (tag 4590 = C). Must be the same for all records associated with a single contract. | |
12 – Quantity Type | Required | CHAR (12) | Defaults at panel level to PAR. Can be overridden. Description of quantity, that is, SHARES, PAR. | |
1952 – Xreference ID | n/a | CHAR (100) | Derived SWAPID (Primary Asset ID tag 14 + Leg Type tag 4590 + Leg Number tag 2294). Used in SMF change and trade processing. | |
1953 – Xreference Type | n/a | CHAR (30) | Defaulted to SWAPID | |
18 – Price Multiplier | Required | NUMBER (28,12) | Defaults at panel level to 1. Can be overridden. Used by STAR processing. | |
19 – Quantity Scale | Required | NUMBER (28,12) | Defaults at panel level to 1. Can be overridden. Used by STAR processing. | |
82 – Security Type | Optional | CHAR (15) | Used for reporting – Code Value. | |
1464 – Sub Security Type | Optional | CHAR (15) | Used for reporting – Code Value. | |
10536 – Country of Risk Code | Optional | VARCHAR2 (4) | ISO country of risk code – Code Value. | |
1418 – Issue Country Code | Required | CHAR (30) | ISO country code of security – Code Value. | |
85 – Asset Currency | Required | CHAR (30) | 3 character currency code – Code Value. | |
17 – Primary Exchange Code | Optional – Defaults to ALL, unless the validation level is set to NONE. | CHAR (8) | Exchange on which the security is listed – Code Value. | |
5423 – Region | Optional | VARCHAR2 (50) | Region of the security – Code Value. | |
8554 – Initial Exchange of Principal | Conditionally Required – required if tag 2283 = SWCOCR. Must be the same for all rows in contract. | VARCHAR2 (1) | Valid values: | |
8555 – Final Exchange of Principal | Conditionally Required – required if tag 2283 = SWCOCR. Must be the same for all rows in contract. Must match value passed in tag 8554. | VARCHAR2 (1) | Valid values: | |
3314 – Reset Calc Price | Conditionally Required – required if tag3931 = SWLXEQ or SWLEDB. | CHAR (2) | Valid values: | |
10548 – Preceding Business Days | Conditionally Required – required if tag 3314 = P. | VARCHAR2 (4) | Whether the Reset Lag Days is expressed in Calendar or Business days. | |
70 – Coupon | Conditionally Required – required if tag 3931 = SWLEAC, SWLEDB, or SWLEIF. | NUMBER (28,12) | The rate at which an asset accrues interest. Expressed as an annual rate. | |
1366 – Payment Schedule | Conditionally Required – required if tag 3931 = SWLXEQ or SWLEDB. | VARCHAR2 (30) | Valid values: | |
97 – Coupon Type | Conditionally Required – required if tag 3931 = SWLEAC, SWLEDB, or SWLEIF. | CHAR (8) | Static List of Types. Valid values: | |
471 – Day Count Basis | Conditionally Required – required if tag 3931 = SWLEAC, SWLEDB, or SWLEIF. | CHAR (20) | STAR day count basis for security processing – Code Value. | |
472 – Payment Frequency Code | Conditionally Required – required if tag 3931 = SWLEAC, SWLEDB, SWLEIR, or SWLXEQ and tag 1366 is not equal to M. | CHAR (8) | How often a security generates a cash flow – Code Value. | |
1536 – Business Day Convention | Optional | CHAR (10) | Business Day Payment Convention. Valid values: | |
10551 – Coupon Day of Month | Conditionally Required – required if 1536 is not null | VARCHAR2 (4) | The day of the month that the coupon is payable. | |
1480 – Business Calendar Name | Optional | VARCHAR2 (10) | Business Calendar name to use for Business Day Convention processing. Lookup to Calendars. | |
1533 – Day of Month Override | Optional | CHAR (10) | Used to identify what day of the month the instrument is to pay income based on a business calendar. Code value based on category – DAY MONTH OVRD. | |
1523 – Interest Payment Timing | Optional | CHAR (4) | Used to specify day of month for interest payment. Valid values: | |
1799 – Delay Days | Optional | INTEGER | Identifies the number of delay days for a debt instrument. | |
68 – Issue Date | Required | DATE | Date of issue. | |
1183 – Dated Date | Required | DATE | Date to start earnings. | |
473 – First Coupon Date | Conditionally Required – required if tag 3931 = SWLEAC, SWLEDB, or SWLEIF and tag 1366 is not equal to M. | DATE | From Issue Date, first Coupon Date. | |
474 – Last Coupon Date | Conditionally Required – required if tag 3931 = SWLEAC, SWLEDB, or SWLEIF and tag 1366 is not equal to M. | DATE | Based on First Coupon Date and Payment Frequency, the Modal period Last Coupon Date. | |
38 – Maturity Date | Required | DATE | Date of maturity. Must be the same across all rows associated with a contract. | |
11875 – Compounding Indicator | Optional | CHAR (12) | Y or N value. | |
11876 – Compounding Method | Conditionally Required – required if tag 11875 = Y | CHAR (12) | Valid values: | |
11877 – Compounding Frequency | Conditionally Required – required if tag 11875 = Y | CHAR (12) | Must be a valid PAYMENT FREQ code value. | |
11878 – First Compounding Date | Conditionally Required – required if tag 11875 = Y | CHAR (12) | DATE | The first date the compounding will begin for the security. |
11879 – Last Compounding Date | Conditionally Required – required if tag 11875 = Y | CHAR (12) |
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2301 – Calculate First/Last Coupon Date | Optional – for short term bonds | CHAR | Valid values are Y or null. If Y, last Coupon Date is calculated during submit, and populates tags 473 and 474. | |
2337 – Generate Last Coupon Date | Optional – for long term bonds | VARCHAR2 (60) | Valid values are Y or null. If Y, last Coupon Date is calculated during submit and populates tag 474. If set to N, the value passed in tag 474 on the file is validated against the STAR calculated value. | |
10911 – First Rate Reset Date | Conditionally Required – required for coupon type code of X and R | CHAR |
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1788 – Reset Frequency Code | Conditionally Required – required for coupon type code of X and R | CHAR (4) | Used for STAR processing with Floating Rate bonds. Code Value lookup on short description for code category reset frequency. | |
10547 – Reset Look Back Days | Optional | VARCHAR2 (4) | Number of days to go back in the index price history to get the reset. | |
10907 – Periodic Cap | Optional | MONEYL | Amount the Coupon Rate can increase in an adjustment period. | |
10908 – Periodic Floor | Optional | MONEYL | Amount the Coupon Rate can increase in an adjustment period. | |
10909 – Lifetime Cap | Optional | MONEYL | Amount the Coupon Rate can increase during the life of the security. | |
10910 – Lifetime Floor | Optional | CHAR | Amount the Coupon Rate can decrease during the life of the security. | |
1141 – Underlying Issue Name | Optional | VARCHAR2 (255) | Underlying security name. | |
1348 – Underlying Asset ID | Conditionally Required – required when tag 97 = X or R, ortag 3931 = SWLEIF. | CHAR (100) | Underlying security identifier. | |
215 – Index Offset | Optional | NUMBER, | Benchmark Offset. | |
1553 – Inverse Floater Rate | Optional | NUMBER (28,12) | Identifies the Inverse Floater Rate. | |
4532 – Inverse Floater Multiplier | Optional | INTEGER | Identifies the Inverse Float Multiplier. | |
1550 – Dated Date CPI | Conditionally Required – required if tag 3931 = SWLEIF. | NUMBER (28,12) | Consumer Price Index on Dated Date for TIPS. | |
11808 – ILB Calculation Type | Conditionally Required – required if tag 3931 = SWLEIF. | DATE |
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11017 – ILB Index Precision | Conditionally Required – required if tag 3931 = SWLEIF. | INTEGER |
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11809 – ILB Deflation Protected Maturity | Conditionally Required – required if tag 3931 = SWLEIF. | DATE |
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1102 – Source Name | Required – can be defaulted | CHAR (15) | Source of SMF record. Used on SMF history tables. | |
1109 – Effective Date | Defaulted on panel to current day. Can be overridden if passed in on file. | DATE | Date SMF was created/changed. Effective Date of change. Used on SMF history tables. | |
2817 – Cost Basis Rule Type | Optional | VARCHAR2(20) | Used by STAR processing. | |
3998 – Maturity Delay Days Type | Optional | VARCHAR2 (1) | Maturity Delay Days Type | |
3999 – Coupon Delay Days Type | Optional | VARCHAR2 (1) | Coupon Delay Days Type | |
5076 – Last Trade Date | Optional | DATE | Last Trade Date | |
5089 – Legal Entity Indicator (LEI) | Optional | VARCHAR2 (20) | Alphameric LEI assignment for this security. For example, GYP225J5YLMZZGHN2C97. | |
5027 – Cleared Security | Optional | VARCHAR2 (1) | Cleared security | |
| 2299 – Auto-Generate Swap Reset Schedule |
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