Fixed Income Securities Processing Security Types
The following table lists the processing security types for fixed income securities.
Processing Security Type Name | Processing Security Type |
|---|---|
Long Term Debt | |
Facility Term Loans | DBAMTL |
Inflation Linked Debt Instrument | DBFLTP |
Interest Bearing Debt Instrument | DBIBFD |
Interest Bearing Municipal | DBIBMU |
Interest Bearing Debt PIK | DBIBPK |
Fund of Funds – Daily Distribution | DBMFDD |
Short Term Debt | |
Non-Interest Bearing Discount Bond/Note | DBDCST |
REPO | DBIBRP (no longer used per Repos & Time Deposits Best Practices) |
Reverse REPO | DBIBRR (no longer used per Repos & Time Deposits Best Practices) |
Interest Bearing Short Term | DBIBST |
STIF | DBSTST |
Mortgage Backed | |
Factor Based Debt Instrument Auto Loans | DBFBAL |
Factor Based Debt Instrument Credit Cards | DBFBCC |
Factor Based Debt Instrument | DBFBFB |
Interest Only Factor Based Debt Instrument | DBFBIO |
Principal Only Factor Based Debt Instrument | DBFBPO |
TBA | DBTATA |
Trains | |
Trains | DBIBTR (no longer used) |
Term Loans | |
Facility Term Loans | DBAMTL |
Contract Term Loans | DBIBTL |
Buy Sellbacks / Sell Buybacks | |
Buy Sellback / Sell Buyback | DBIBSB |
Derivatives Processing Security Types
The following table lists the processing security types for derivatives.
Processing Security Type Name | Processing Security Type |
|---|---|
Future Contracts | |
Future | FTXXXX |
Option Contracts | |
Interest Rate Option Collars | OPIRCO (no longer used) |
Future Option | OPOPCM |
Currency Option | OPOPCR |
Debt Option | OPOPDB |
Equity Option | OPOPEQ |
Factor Based Option | OPOPFB |
Index Option | OPOPIX |
Swaptions | OPOPSW |
Caps & Floors | |
Interest Rate Option Caps | OPIRCA |
Interest Rate Option Floors | OPIRFL |
Forward Contract | |
Forward | FWXXXX |
Locks | |
Lock Contract | SWLOCK |
Credit Default Swap | |
Credit Default Swaps | SWCDCO |
CDX Swap Contract (Credit Default Index Swap) | SWCDCX |
Currency Rate Swap | |
Currency Rate Swap Contract | SWCOCR |
Swap Leg Interest Accrual | SWLEAC |
Total Rate Return Swap | |
Total Rate Return Swap Contract | SWCOTR |
Swap Leg Total Rate Return on Equity | SWLXEQ |
Swap Leg Total Rate Return on Fixed Income | SWLEDB |
Swap Leg Interest Accrual | SWLEAC |
Interest Rate Swap | |
Interest Rate Swap Contract | SWCOIR |
Swap Leg Interest Accrual | SWLEAC |
Inflation Linked Swap | |
Inflation Linked Swap Contract | SWCOIF |
Swap Leg Inflation Linked Interest Accrual | SWLEIF |
Swap Leg Interest Accrual | SWLEAC |
Cash Securities Processing Security Types
The following table lists the processing security types for cash securities.
Processing Security Type Name | Processing Security Type |
|---|---|
Currency | CRCRCR |
Cash Balance Accrual Security | CRINTC |
Index | INXXXX |
Expected Credit Loss Securities Processing Security Types
The following table lists the processing security types for Expected Credit Loss (ECL) securities. This PST represents a dummy asset relating to a composite/collective/group level of securities to support the accounting for Allowances for Expected Credit Losses. These dummy assets have an Investment Type of Expected Credit Loss.
The following table lists the processing security types for ECL securities.
Processing Security Type Name | Processing Security Type |
|---|---|
Expected Credit Loss Group | ECLGRP |