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 |
Index Securities Processing Security Types
The following table lists the processing security types for index securities.
Processing Security Type Name | Processing Security Type |
|---|---|
Index | INXXXX |
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 |
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.
Processing Security Type Name | Processing Security Type |
|---|---|
Expected Credit Loss Group | ECLGRP |
Synthetic Cash Securities Processing Security Types
The following table lists the processing security types for securities with a Synthetic (SYTH) investment type. If you use Eagle Enrichment, an offsetting synthetic cash position is created during the enrichment process for each directly held single-leg security. For more information, see Synthetic Cash Securitization.
Processing Security Type Name | Processing Security Type |
|---|---|
Synthetic Cash | SYNTHETIC |