Page Comparison

DBFBFB

DBFBIO

DBFBPO

DBFBAL

DBFBCC

EQCSCS

EQCSPF

EQCSPK

EQEQMF

EQRTXX

EQWRXX

FTXXXX

DBFLTP

DBIBFD

DBIBPK

DBIBMU

DBIBST

DBIBMA

DBIVIV

DBDCST

DBTATA

DBSTST

DBAMTL

FTXXXX

OPOPCR

OPOPSW

OPOPDB

OPOPEQ

OPOPFB

OPOPCM

OPOPIX

SWCDCO

SWLOCK

SWCOIR

SWCOIF

SWCOTR

SWCOCR

SWLEAC

SWLEDB

SWLEIF

SWLXEQ

83F31F01

CUSIP

60374AWX3

20040105

20040108

10000

10000

111.237

MIHA

L

FI

93.06

38108

83F31F02

CUSIP

60374AUW7

20040105

20040108

10000

10000

111.237

MIHA

L

FI

93.06

38108

83F31F03

CUSIP

60374AWX3

20040105

20040108

10000

10000

111.237

MIHA

L

FI

93.06

38108

0

11216.76

11123.7

11216.76

2004628477

1

SELL

Calculate None

0

11216.76

11123.7

11216.76

2004628477

1

SELL

Calculate None

38108

38108

38108

0

11216.76

11123.7

11216.76

2004628477

1

SELL

Calculate None

ISSUER_ID

ISSUER_NAME

ISSUER_ID

ISSUER_NAME

ISSUER_ID

ISSUER_NAME

55 – Event Type

Required

CHAR

Defaults on panel. Used by message stream for identification of the event. Must be SELL or BUYCVR. Used for STAR processing.

11 – Investment Type

Optional

CHAR (4)

Defaults at panel level. FI or EQ.

14 – Primary Asset ID

Required

CHAR (100)

Security identifier.

15 – Long/Short Indicator

Required

CHAR

L or S value.

25 – Event ID

Optional – for setting the Event ID

VARCHAR2(55)

Must be unique or is rejected.

35 – Trade Date

Required

DATE

Date the trade executes.

37 – Settle Date

Required

DATE

Date the trade is to settle.

40 – Quantity/Current Face

Required

NUMBER(38,12)

Traded quantity.

41 – Original Face

Required – on all MBS, TIPS, and SINK trades

NUMBER(38,12)

45 – Price

Required

DEC

Trade price.

47 – Commission

Optional

MONEYL

Commission on trade.

49 – Interest Traded

Required – Fixed Income trades only

MONEYL

PTD interest up to Settle Date minus one.

50 – Net Amount Local

Required

MONEYL

Principle + Commission + Interest Traded.

63 – Settlement Currency

Optional

CHAR (3)

Defaults to Security lookup. Can be overridden. Must be a Valid Currency Code.

64 – Settlement Net Amount

Conditionally Required – if setting Settlement Currency or if the SMF setup has a different Settlement Currency, a value is required.

MONEYS

Settlement Amount = (Local Net Amount / Settlement FX Rates (local to settlement))

87 – FX Rates

Required

DEC

Divisor Exchange Rate.

88 – Broker Code

Required

CHAR (20)

Executing Broker Code.

91 – Factor

Required – on all MBS and SINK trades

NUMBER (28,12)

Current or trade factor.

165 – Principle Amount

Required

MONEYL

Shares (current) x Price x Price multiplier.

478 – Net Amount Base

Required

MONEYB

Net Amount Local / FX Rates.

761 – Trade Ticket #

Conditionally Required – for processing message stream cancels

VARCHAR2 (55)

Unique trade identifier.

844 – Term Loan Fee Income

Optional

MONEYL

Income associated with a term loan transaction

846 – Term Loan Fee Expense

Optional

MONEYL

Expense associated with a term loan transaction

1163 – Entity ID

Required – either tag 1163 or tag 1164 must be sent in.

CHAR (8)

1164 – Entity Name

Required – either tag 1163 or tag 1164 must be sent in.

CHAR (30)

1237 – Clearing Broker Code

Optional

VARCHAR2 (12)

1432 – Primary Asset ID Type

Required

CHAR (30)

Security identifier type (CUSIP, ISIN, SEDOL) – Code Value.

2862 – Event Sub Priority

Optional

LONG

1887 – User_char1

Optional

VARCHAR2(255)

Maps to user_char1 field in Trades Trade.

1888 – User_char2

Optional

VARCHAR2(255)

Maps to user_char2 field in Trades Trade.

1889 – User_char3

Optional

VARCHAR2(255)

Maps to user_char3 field in Trades Trade.

1890 – User_float1

Optional

NUMBER(28,12)

Maps to user_float1 field in Trades Trade.

1891 – User_float2

Optional

NUMBER(28,12)

Maps to user_float2 field in Trades Trade.

1892 – User_float3

Optional

NUMBER(28,12)

Maps to user_float3 field in Trades Trade.

1897 – Settlement Instructions 1

Optional

CHAR

Settlement notes.

1898 – Settlement Instructions 2

Optional

CHAR

Settlement notes.

1899 – Settlement Instructions 3

Optional

CHAR

Settlement notes.

1900 – Settlement Instructions 4

Optional

CHAR

Settlement notes.

4483 – TIPS Index Ratio

Required – on all TIPS trades

DEC

Trade index ratio (daily value).

8078 – Federal Tax Withholding

Optional

MONEYB

Federal Tax Withholding Tax Amount Local.

8079 – State Tax Withholding

Optional

MONEYB

State Tax Withholding Tax Amount Local

2294 – Swap leg number

Optional

CHAR

The leg number of a multi leg swap, defaults to 1 if null. Used in Swap ID resolution.

4404 – Total Settlement Amount

Conditionally Required – tag 3931 = SWCDCO or SWLOCK.

MONEYS

The total settlement amount of the trade, including interest.

10485 – Pay Receive Flag/Entry Method

Conditionally Required –tag 3931 = SWCOTR, SWCOIR, SWCDCO, SWLOCK

VARCHAR2 (4)

For processing security type SWCOTR, this is used to flag, whether or not the contract pays or receives the swap fee. Valid values:
P = Pay Fee
R = Receive Fee
N = No Fee
Must be included on all rows associated with a total return swap transaction.
For processing security type SWCOIR or SWCDCO, this must be set to S, to indicate the total settlement amount will be provided on the record.

762 – Target Trade Ticket Number/ Target Batch ID

Conditionally Required – contract level tag 3931 = SWCOTR or tag 3931 = DBTATA

CHAR

This should be the same across all records for a swap close. It should match the trade ticket number of the open.

7510 – Swap Fee/Contract Settle Amount

Conditionally Required – tag 3931 = SWCOTR or tag 3931 = SWCOIR

MONEYS

Must be included on contract level only (tag 4590 = C). For processing security type SWCOTR, this is the Swap Fee Local. For processing security type SWCOIR this is the Contract Settlement Amount.

4412 – Swap Accrual End Date

Optional

DATE

58 – Auto Settle Indicator

Optional

VARCHAR2 (2)

Valid values are Y – auto settle trade and N – Do not auto settle trade.

27 – Lot Selection Method

Optional

VARCHAR2 (5)

Can be used to override the entity level lot selection method.

914 – Target Purchase Date

Conditionally Required – tag 27 = VSP

DATE

Used to determine which lot to close down by the versus purchase method.

915 – Target Purchase Price

Conditionally Required – tag 27 = VSP

DEC

Used to determine which lot to close down by the versus purchase method.

1144 – Issuer ID

Optional

CHAR (20)

1173 – IO Issuer Name

Optional

VARCHAR2 (255)

9153 – Panel MC_MODE Option

Optional

CHAR

Defaults to MC_MODE. In MC mode, several tag validation/lookups are suppressed in the panel to improve processing throughput. You must view the rule to locate each case MC mode is used to bypass lookups and validations.

5013 – MC_MODE override1

Optional – applies only when Tag 9153 is set to MC_MODE

CHAR

Allows you to re-enable validations for certain tags when MC_MODE has been set and no validation/lookup would otherwise occur.
You set to Y to enable validations within the following set of tags (if used in the rule):
4404, 165, 50, 4483, 41, 64, 40, 3747, 4597, 91,1603,11509, and 11508.

5014 – MC_MODE override2

Optional– applies only when Tag 9153 is set to MC_MODE

CHAR

Allows you to re-enable validations for certain tags when MC_MODE has been set and no validation/lookup would otherwise occur.
You set to Y to enable validations within the following set of tags (if used in the rule):
87, 478, 963, 3746, 11572, 475, 5549, 971, 11516, 854, and 851.

4533 – Variation Margin

Optional - used for cleared swaps

VARCHAR2 (3)

Valid values:
Y = Yes - N = No

4350 – Variation Margin Rule

Optional - used for cleared swaps

INTEGER

Variation margin rule

5027 – Cleared Security

Optional - used for cleared swaps

VARCHAR2 (1)

Cleared security

5032 – Target Original Event ID

Optional

CHAR

Target original event ID

16157 – Prorata Noncredit Loss Flag

Optional

CHAR

Indicates how any noncredit loss will be reversed, entirely or prorata. Only applicable to partial Sells. Options include Yes and No.